void
OsiTestSolverInterface::applyColCut(const OsiColCut& cc)
{
int i;
const double* lb_elem = cc.lbs().getElements();
const int* lb_ind = cc.lbs().getIndices();
for (i = cc.lbs().getNumElements() - 1; i >= 0; --i) {
collower_[lb_ind[i]] = CoinMax(collower_[lb_ind[i]], lb_elem[i]);
}
const double* ub_elem = cc.ubs().getElements();
const int* ub_ind = cc.ubs().getIndices();
for (i = cc.ubs().getNumElements() - 1; i >= 0; --i) {
colupper_[ub_ind[i]] = CoinMin(colupper_[ub_ind[i]], ub_elem[i]);
}
}
//----------------------------------------------------------------
// == operator
//-------------------------------------------------------------------
bool
OsiColCut::operator==(
const OsiColCut& rhs) const
{
if ( this->OsiCut::operator!=(rhs) )
return false;
if ( lbs() != rhs.lbs() )
return false;
if ( ubs() != rhs.ubs() )
return false;
return true;
}
void OsiCbcSolverInterface::applyColCut( const OsiColCut & cc )
{
const double * lower = modelPtr_->solver()->getColLower();
const double * upper = modelPtr_->solver()->getColUpper();
const CoinPackedVector & lbs = cc.lbs();
const CoinPackedVector & ubs = cc.ubs();
int i;
for ( i=0; i<lbs.getNumElements(); i++ ) {
int iCol = lbs.getIndices()[i];
double value = lbs.getElements()[i];
if ( value > lower[iCol] )
modelPtr_->solver()->setColLower(iCol, value);
}
for ( i=0; i<ubs.getNumElements(); i++ ) {
int iCol = ubs.getIndices()[i];
double value = ubs.getElements()[i];
if ( value < upper[iCol] )
modelPtr_->solver()->setColUpper(iCol, value);
}
}
//--------------------------------------------------------------------------
// test EKKsolution methods.
void
CglProbingUnitTest(
const OsiSolverInterface * baseSiP,
const std::string mpsDir )
{
# ifdef CGL_DEBUG
int i ; // define just once
# endif
CoinRelFltEq eq(0.000001);
// Test default constructor
{
CglProbing aGenerator;
}
// Test copy & assignment
{
CglProbing rhs;
{
CglProbing bGenerator;
CglProbing cGenerator(bGenerator);
rhs=bGenerator;
}
}
{
OsiCuts osicuts;
CglProbing test1;
OsiSolverInterface * siP = baseSiP->clone();
int nColCuts;
int nRowCuts;
std::string fn = mpsDir+"p0033";
siP->readMps(fn.c_str(),"mps");
siP->initialSolve();
// just unsatisfied variables
test1.generateCuts(*siP,osicuts);
nColCuts = osicuts.sizeColCuts();
nRowCuts = osicuts.sizeRowCuts();
std::cout<<"There are "<<nRowCuts<<" probing cuts"<<std::endl;
{
std::cout<<"there are "<<nColCuts<<" probing column cuts"<<std::endl;
#ifdef CGL_DEBUG
const double * lo = siP->getColLower();
const double * up = siP->getColUpper();
for (i=0; i<nColCuts; i++){
OsiColCut ccut;
CoinPackedVector cpv;
ccut = osicuts.colCut(i);
cpv = ccut.lbs();
int n = cpv.getNumElements();
int j;
const int * indices = cpv.getIndices();
double* elements = cpv.getElements();
for (j=0;j<n;j++) {
int icol=indices[j];
if (elements[j]>lo[icol])
std::cout<<"Can increase lb on "<<icol<<" from "<<lo[icol]<<
" to "<<elements[j]<<std::endl;
}
cpv = ccut.ubs();
n = cpv.getNumElements();
indices = cpv.getIndices();
elements = cpv.getElements();
for (j=0;j<n;j++) {
int icol=indices[j];
if (elements[j]<up[icol])
std::cout<<"Can decrease ub on "<<icol<<" from "<<up[icol]<<
" to "<<elements[j]<<std::endl;
}
}
#endif
}
#ifdef CGL_DEBUG
for (i=0; i<nRowCuts; i++){
OsiRowCut rcut;
CoinPackedVector rpv;
const double * colsol = siP->getColSolution();
rcut = osicuts.rowCut(i);
rpv = rcut.row();
const int n = rpv.getNumElements();
const int * indices = rpv.getIndices();
double* elements = rpv.getElements();
double sum2=0.0;
int k=0;
double lb=rcut.lb();
double ub=rcut.ub();
for (k=0; k<n; k++){
int column=indices[k];
sum2 += colsol[column]*elements[k];
}
if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
for (k=0; k<n; k++){
int column=indices[k];
std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
colsol[column]<<") ";
}
std::cout <<std::endl;
}
}
#endif
if (nRowCuts==1) {
CoinPackedVector check;
int index[] = {6,32};
double el[] = {1,1};
check.setVector(2,index,el);
// sort Elements in increasing order
CoinPackedVector rpv=osicuts.rowCut(0).row();
assert (rpv.getNumElements()==2);
rpv.sortIncrIndex();
assert (check==rpv);
assert (osicuts.rowCut(0).lb()==1.0);
}
// now all variables
osicuts=OsiCuts();
test1.setMode(2);
test1.setRowCuts(3);
test1.generateCuts(*siP,osicuts);
nColCuts = osicuts.sizeColCuts();
nRowCuts = osicuts.sizeRowCuts();
std::cout<<"There are "<<nRowCuts<<" probing cuts"<<std::endl;
{
std::cout<<"there are "<<nColCuts<<" probing column cuts"<<std::endl;
#ifdef CGL_DEBUG
const double * lo = siP->getColLower();
const double * up = siP->getColUpper();
for (i=0; i<nColCuts; i++){
OsiColCut ccut;
CoinPackedVector cpv;
ccut = osicuts.colCut(i);
cpv = ccut.lbs();
int n = cpv.getNumElements();
int j;
const int * indices = cpv.getIndices();
double* elements = cpv.getElements();
for (j=0;j<n;j++) {
int icol=indices[j];
if (elements[j]>lo[icol])
std::cout<<"Can increase lb on "<<icol<<" from "<<lo[icol]<<
" to "<<elements[j]<<std::endl;
}
cpv = ccut.ubs();
n = cpv.getNumElements();
indices = cpv.getIndices();
elements = cpv.getElements();
for (j=0;j<n;j++) {
int icol=indices[j];
if (elements[j]<up[icol])
std::cout<<"Can decrease ub on "<<icol<<" from "<<up[icol]<<
" to "<<elements[j]<<std::endl;
}
}
#endif
}
#ifdef CGL_DEBUG
for (i=0; i<nRowCuts; i++){
OsiRowCut rcut;
CoinPackedVector rpv;
const double * colsol = siP->getColSolution();
rcut = osicuts.rowCut(i);
rpv = rcut.row();
const int n = rpv.getNumElements();
const int * indices = rpv.getIndices();
double* elements = rpv.getElements();
double sum2=0.0;
int k=0;
double lb=rcut.lb();
double ub=rcut.ub();
for (k=0; k<n; k++){
int column=indices[k];
sum2 += colsol[column]*elements[k];
}
if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
for (k=0; k<n; k++){
int column=indices[k];
std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
colsol[column]<<") ";
}
std::cout <<std::endl;
}
}
#endif
assert (osicuts.sizeRowCuts()>=4);
delete siP;
}
}
//--------------------------------------------------------------------------
void OsiColCutUnitTest(const OsiSolverInterface *baseSiP, const std::string &mpsDir)
{
// Test default constructor
{
OsiColCut r;
OSIUNITTEST_ASSERT_ERROR(r.lbs_.getIndices() == NULL, {}, "osicolcut", "default constructor");
OSIUNITTEST_ASSERT_ERROR(r.lbs_.getElements() == NULL, {}, "osicolcut", "default constructor");
OSIUNITTEST_ASSERT_ERROR(r.lbs_.getNumElements() == 0, {}, "osicolcut", "default constructor");
OSIUNITTEST_ASSERT_ERROR(r.lbs().getNumElements() == 0, {}, "osicolcut", "default constructor");
OSIUNITTEST_ASSERT_ERROR(r.ubs_.getIndices() == NULL, {}, "osicolcut", "default constructor");
OSIUNITTEST_ASSERT_ERROR(r.ubs_.getElements() == NULL, {}, "osicolcut", "default constructor");
OSIUNITTEST_ASSERT_ERROR(r.ubs_.getNumElements() == 0, {}, "osicolcut", "default constructor");
OSIUNITTEST_ASSERT_ERROR(r.ubs().getNumElements() == 0, {}, "osicolcut", "default constructor");
}
// Test set and get methods
const int ne = 4;
int inx[ne] = { 1, 3, 4, 7 };
double el[ne] = { 1.2, 3.4, 5.6, 7.8 };
const int ne3 = 0;
int *inx3 = NULL;
double *el3 = NULL;
{
OsiColCut r;
// Test setting/getting bounds
r.setLbs(ne, inx, el);
r.setEffectiveness(222.);
OSIUNITTEST_ASSERT_ERROR(r.lbs().getNumElements() == ne, return, "osicolcut", "setting bounds");
bool bounds_ok = true;
for (int i = 0; i < ne; i++) {
bounds_ok &= r.lbs().getIndices()[i] == inx[i];
bounds_ok &= r.lbs().getElements()[i] == el[i];
}
OSIUNITTEST_ASSERT_ERROR(bounds_ok, {}, "osicolcut", "setting bounds");
OSIUNITTEST_ASSERT_ERROR(r.effectiveness() == 222.0, {}, "osicolcut", "setting bounds");
r.setUbs(ne3, inx3, el3);
OSIUNITTEST_ASSERT_ERROR(r.ubs().getNumElements() == 0, {}, "osicolcut", "setting bounds");
OSIUNITTEST_ASSERT_ERROR(r.ubs().getIndices() == NULL, {}, "osicolcut", "setting bounds");
OSIUNITTEST_ASSERT_ERROR(r.ubs().getElements() == NULL, {}, "osicolcut", "setting bounds");
}
// Test copy constructor and assignment operator
{
OsiColCut rhs;
{
OsiColCut r;
OsiColCut rC1(r);
OSIUNITTEST_ASSERT_ERROR(rC1.lbs().getNumElements() == r.lbs().getNumElements(), {}, "osicolcut", "copy constructor");
OSIUNITTEST_ASSERT_ERROR(rC1.ubs().getNumElements() == r.ubs().getNumElements(), {}, "osicolcut", "copy constructor");
r.setLbs(ne, inx, el);
r.setUbs(ne, inx, el);
r.setEffectiveness(121.);
OSIUNITTEST_ASSERT_ERROR(rC1.lbs().getNumElements() != r.lbs().getNumElements(), {}, "osicolcut", "copy constructor");
OSIUNITTEST_ASSERT_ERROR(rC1.ubs().getNumElements() != r.lbs().getNumElements(), {}, "osicolcut", "copy constructor");
OsiColCut rC2(r);
OSIUNITTEST_ASSERT_ERROR(rC2.lbs().getNumElements() == r.lbs().getNumElements(), {}, "osicolcut", "copy constructor");
OSIUNITTEST_ASSERT_ERROR(rC2.ubs().getNumElements() == r.ubs().getNumElements(), {}, "osicolcut", "copy constructor");
OSIUNITTEST_ASSERT_ERROR(rC2.lbs().getNumElements() == ne, return, "osicolcut", "copy constructor");
OSIUNITTEST_ASSERT_ERROR(rC2.ubs().getNumElements() == ne, return, "osicolcut", "copy constructor");
bool bounds_ok = true;
for (int i = 0; i < ne; i++) {
bounds_ok &= rC2.lbs().getIndices()[i] == inx[i];
bounds_ok &= rC2.lbs().getElements()[i] == el[i];
bounds_ok &= rC2.ubs().getIndices()[i] == inx[i];
bounds_ok &= rC2.ubs().getElements()[i] == el[i];
}
OSIUNITTEST_ASSERT_ERROR(bounds_ok, {}, "osicolcut", "copy constructor");
OSIUNITTEST_ASSERT_ERROR(rC2.effectiveness() == 121.0, {}, "osicolcut", "copy constructor");
rhs = rC2;
}
// Test that rhs has correct values even though lhs has gone out of scope
OSIUNITTEST_ASSERT_ERROR(rhs.lbs().getNumElements() == ne, return, "osicolcut", "assignment operator");
OSIUNITTEST_ASSERT_ERROR(rhs.ubs().getNumElements() == ne, return, "osicolcut", "assignment operator");
bool bounds_ok = true;
for (int i = 0; i < ne; i++) {
bounds_ok &= rhs.lbs().getIndices()[i] == inx[i];
bounds_ok &= rhs.lbs().getElements()[i] == el[i];
bounds_ok &= rhs.ubs().getIndices()[i] == inx[i];
bounds_ok &= rhs.ubs().getElements()[i] == el[i];
}
OSIUNITTEST_ASSERT_ERROR(bounds_ok, {}, "osicolcut", "assignment operator");
OSIUNITTEST_ASSERT_ERROR(rhs.effectiveness() == 121.0, {}, "osicolcut", "assignment operator");
}
// Test setting bounds with packed vector and operator==
{
const int ne1 = 4;
int inx1[ne] = { 1, 3, 4, 7 };
double el1[ne] = { 1.2, 3.4, 5.6, 7.8 };
const int ne2 = 2;
int inx2[ne2] = { 1, 3 };
double el2[ne2] = { 1.2, 3.4 };
CoinPackedVector v1, v2;
v1.setVector(ne1, inx1, el1);
v2.setVector(ne2, inx2, el2);
OsiColCut c1, c2;
OSIUNITTEST_ASSERT_ERROR(c1 == c2, {}, "osicolcut", "setting bounds with packed vector and operator ==");
OSIUNITTEST_ASSERT_ERROR(!(c1 != c2), {}, "osicolcut", "setting bounds with packed vector and operator !=");
c1.setLbs(v1);
OSIUNITTEST_ASSERT_ERROR(c1 != c2, {}, "osicolcut", "setting bounds with packed vector and operator !=");
OSIUNITTEST_ASSERT_ERROR(!(c1 == c2), {}, "osicolcut", "setting bounds with packed vector and operator ==");
OSIUNITTEST_ASSERT_ERROR(c1.lbs() == v1, {}, "osicolcut", "setting bounds with packed vector and operator !=");
c1.setUbs(v2);
OSIUNITTEST_ASSERT_ERROR(c1.ubs() == v2, {}, "osicolcut", "setting bounds with packed vector and operator !=");
c1.setEffectiveness(3.);
OSIUNITTEST_ASSERT_ERROR(c1.effectiveness() == 3.0, {}, "osicolcut", "setting bounds with packed vector and operator !=");
{
OsiColCut c3(c1);
OSIUNITTEST_ASSERT_ERROR(c3 == c1, {}, "osicolcut", "operator ==");
OSIUNITTEST_ASSERT_ERROR(!(c3 != c1), {}, "osicolcut", "operator !=");
}
{
OsiColCut c3(c1);
c3.setLbs(v2);
OSIUNITTEST_ASSERT_ERROR(c3 != c1, {}, "osicolcut", "operator !=");
OSIUNITTEST_ASSERT_ERROR(!(c3 == c1), {}, "osicolcut", "operator ==");
}
{
OsiColCut c3(c1);
c3.setUbs(v1);
OSIUNITTEST_ASSERT_ERROR(c3 != c1, {}, "osicolcut", "operator !=");
OSIUNITTEST_ASSERT_ERROR(!(c3 == c1), {}, "osicolcut", "operator ==");
}
{
OsiColCut c3(c1);
c3.setEffectiveness(5.);
OSIUNITTEST_ASSERT_ERROR(c3 != c1, {}, "osicolcut", "operator !=");
OSIUNITTEST_ASSERT_ERROR(!(c3 == c1), {}, "osicolcut", "operator ==");
}
}
// internal consistency
{
const int ne = 1;
int inx[ne] = { -3 };
double el[ne] = { 1.2 };
OsiColCut r;
r.setLbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(!r.consistent(), {}, "osicolcut", "consistent");
}
{
const int ne = 1;
int inx[ne] = { -3 };
double el[ne] = { 1.2 };
OsiColCut r;
r.setUbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(!r.consistent(), {}, "osicolcut", "consistent");
}
{
const int ne = 1;
int inx[ne] = { 100 };
double el[ne] = { 1.2 };
const int ne1 = 2;
int inx1[ne1] = { 50, 100 };
double el1[ne1] = { 100., 100. };
OsiColCut r;
r.setUbs(ne, inx, el);
r.setLbs(ne1, inx1, el1);
OSIUNITTEST_ASSERT_ERROR(r.consistent(), {}, "osicolcut", "consistent");
OsiSolverInterface *imP = baseSiP->clone();
assert(imP != NULL);
std::string fn = mpsDir + "exmip1";
imP->readMps(fn.c_str(), "mps");
OSIUNITTEST_ASSERT_ERROR(!r.consistent(*imP), {}, "osicolcut", "consistent");
delete imP;
}
{
const int ne = 1;
int inx[ne] = { 100 };
double el[ne] = { 1.2 };
const int ne1 = 2;
int inx1[ne1] = { 50, 100 };
double el1[ne1] = { 100., 1. };
OsiColCut r;
r.setUbs(ne, inx, el);
r.setLbs(ne1, inx1, el1);
OSIUNITTEST_ASSERT_ERROR(r.consistent(), {}, "osicolcut", "consistent");
}
{
// Test consistent(IntegerModel) method.
OsiSolverInterface *imP = baseSiP->clone();
assert(imP != NULL);
std::string fn = mpsDir + "exmip1";
imP->readMps(fn.c_str(), "mps");
OsiColCut cut;
const int ne = 1;
int inx[ne] = { 20 };
double el[ne] = { 0.25 };
cut.setLbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(!cut.consistent(*imP), {}, "osicolcut", "consistent(IntegerModel)");
cut.setLbs(0, NULL, NULL);
cut.setUbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(!cut.consistent(*imP), {}, "osicolcut", "consistent(IntegerModel)");
inx[0] = 4;
cut.setLbs(ne, inx, el);
cut.setUbs(0, NULL, NULL);
OSIUNITTEST_ASSERT_ERROR(cut.consistent(*imP), {}, "osicolcut", "consistent(IntegerModel)");
el[0] = 4.5;
cut.setLbs(0, NULL, NULL);
cut.setUbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(cut.consistent(*imP), {}, "osicolcut", "consistent(IntegerModel)");
cut.setLbs(ne, inx, el);
cut.setUbs(0, NULL, NULL);
OSIUNITTEST_ASSERT_ERROR(cut.consistent(*imP), {}, "osicolcut", "consistent(IntegerModel)");
OSIUNITTEST_ASSERT_ERROR(cut.infeasible(*imP), {}, "osicolcut", "infeasible(IntegerModel)");
el[0] = 3.0;
cut.setLbs(ne, inx, el);
cut.setUbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(cut.consistent(*imP), {}, "osicolcut", "consistent(IntegerModel)");
delete imP;
}
{
//Test infeasible(im) method
// Test consistent(IntegerModel) method.
OsiSolverInterface *imP = baseSiP->clone();
assert(imP != NULL);
std::string fn = mpsDir + "exmip1";
imP->readMps(fn.c_str(), "mps");
OsiColCut cut;
const int ne = 1;
int inx[ne] = { 4 };
double el[ne] = { 4.5 };
cut.setLbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(cut.infeasible(*imP), {}, "osicolcut", "infeasible(IntegerModel)");
el[0] = 0.25;
cut.setLbs(0, NULL, NULL);
cut.setUbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(cut.infeasible(*imP), {}, "osicolcut", "infeasible(IntegerModel)");
el[0] = 3.0;
cut.setLbs(ne, inx, el);
cut.setUbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(!cut.infeasible(*imP), {}, "osicolcut", "infeasible(IntegerModel)");
delete imP;
}
{
//Test violation
double solution[] = { 1.0 };
OsiColCut cut;
const int ne = 1;
int inx[ne] = { 0 };
double el[ne] = { 4.5 };
cut.setLbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(cut.violated(solution), {}, "osicolcut", "violated");
el[0] = 0.25;
cut.setLbs(0, NULL, NULL);
cut.setUbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(cut.violated(solution), {}, "osicolcut", "violated");
el[0] = 1.0;
cut.setLbs(ne, inx, el);
cut.setUbs(ne, inx, el);
OSIUNITTEST_ASSERT_ERROR(!cut.violated(solution), {}, "osicolcut", "violated");
}
}
