void* problem_convert_to_osi(Problem *p)
{
int i;
double rowLb, rowUb;
OsiSolverInterface *solver = new OsiClpSolverInterface();
CoinBuild cb;
solver->setIntParam(OsiNameDiscipline, 2);
solver->messageHandler()->setLogLevel(0);
solver->setHintParam(OsiDoReducePrint,true,OsiHintTry);
for(i = 0; i < p->numCols; i++)
{
solver->addCol(0, NULL, NULL, p->colLb[i], p->colUb[i], p->objCoef[i]);
solver->setColName(i, p->colName[i]);
if(p->colType[i] == CONTINUOUS)
solver->setContinuous(i);
else
solver->setInteger(i);
}
for(i = 0; i < p->numRows; i++)
{
switch(p->rowSense[i])
{
case 'E':
rowLb = p->rhs[i];
rowUb = p->rhs[i];
break;
case 'L':
rowLb = -p->infty;
rowUb = p->rhs[i];
break;
case 'G':
rowLb = p->rhs[i];
rowUb = p->infty;
break;
default:
fprintf(stderr, "Error: invalid type of constraint!\n");
exit(EXIT_FAILURE);
}
cb.addRow(p->rowNElements[i], p->idxsByRow[i], p->coefsByRow[i], rowLb, rowUb);
}
solver->addRows(cb);
for(i = 0; i < p->numRows; i++)
solver->setRowName(i, p->rowName[i]);
return solver;
}
int pushCbcOsiKwd (CoinParam *param)
{
assert (param != 0) ;
CbcOsiParam *osiParam = dynamic_cast<CbcOsiParam *>(param) ;
assert (osiParam != 0) ;
OsiSolverInterface *osi = osiParam->obj() ;
assert (osi != 0) ;
std::string str = osiParam->kwdVal() ;
CbcOsiParam::CbcOsiParamCode code = osiParam->paramCode() ;
int retval = 0 ;
/*
Figure out what we're doing and set the relevant field.
*/
OsiIntParam key ;
switch (code) {
case CbcOsiParam::KEEPNAMES: {
if (str == "on" || str == "off") {
int discipline ;
if (str == "on") {
discipline = 1 ;
} else {
discipline = 0 ;
}
bool recog = osi->setIntParam(OsiNameDiscipline, discipline) ;
if (recog == false) {
std::cerr
<< "pushCbcOsiKwdParam(KEEPNAMES): underlying solver does not "
<< "recognise name discipline " << discipline << "."
<< std::endl ;
retval = +1 ;
}
} else {
std::cerr
<< "pushCbcOsiKwdParam(KEEPNAMES): unrecognised keyword `"
<< str << "'." << std::endl ;
retval = -1 ;
}
break ;
}
default: {
std::cerr
<< "pushCbcGenKwdParam: unrecognised parameter code `"
<< code << "'." << std::endl ;
retval = -1 ;
break ;
}
}
return (retval) ;
}
int pushCbcOsiInt (CoinParam *param)
{
assert (param != 0) ;
CbcOsiParam *osiParam = dynamic_cast<CbcOsiParam *>(param) ;
assert (osiParam != 0) ;
OsiSolverInterface *osi = osiParam->obj() ;
assert (osi != 0) ;
int val = osiParam->intVal() ;
CbcOsiParam::CbcOsiParamCode code = osiParam->paramCode() ;
assert (osi != 0) ;
/*
Setup to return nonfatal/fatal error (1/-1) by default, so that all we need
to do is correct to 0 (no error) if we're successful.
*/
int retval ;
if (CoinParamUtils::isInteractive()) {
retval = 1 ;
} else {
retval = -1 ;
}
/*
Translate the parameter code from CbcOsiParamCode into the correct key for
CbcIntParam.
*/
OsiIntParam key ;
switch (code) {
case CbcOsiParam::MAXITERATION: {
key = OsiMaxNumIteration ;
break ;
}
case CbcOsiParam::MAXHOTITS: {
key = OsiMaxNumIterationHotStart ;
break ;
}
default: {
std::cerr << "pushCbcOsiIntParam: no equivalent OsiIntParam for "
<< "parameter code `" << code << "'." << std::endl ;
retval = -1 ;
break ;
}
}
bool setOK = osi->setIntParam(key, val) ;
if (setOK == false) {
retval = -1 ;
}
return (retval) ;
}
/** Create a set of candidate branching objects. */
int
BlisBranchStrategyPseudo::createCandBranchObjects(int numPassesLeft,
double ub)
{
int bStatus = 0;
int i, pass, colInd;
int preferDir, saveLimit;
int numFirsts = 0;
int numInfs = 0;
int minCount = 0;
int numLowerTightens = 0;
int numUpperTightens = 0;
double lpX, score, infeasibility, downDeg, upDeg, sumDeg = 0.0;
bool roundAgain, downKeep, downGood, upKeep, upGood;
int *lbInd = NULL;
int *ubInd = NULL;
double *newLB = NULL;
double *newUB = NULL;
double *saveUpper = NULL;
double *saveLower = NULL;
double *saveSolution = NULL;
BlisModel *model = dynamic_cast<BlisModel *>(model_);
OsiSolverInterface *solver = model->solver();
int numCols = model->getNumCols();
int numObjects = model->numObjects();
int aveIterations = model->getAveIterations();
//std::cout << "aveIterations = " << aveIterations << std::endl;
//------------------------------------------------------
// Check if max time is reached or no pass is left.
//------------------------------------------------------
double timeLimit = model->AlpsPar()->entry(AlpsParams::timeLimit);
AlpsKnowledgeBroker *broker = model->getKnowledgeBroker();
bool maxTimeReached = (broker->timer().getTime() > timeLimit);
bool selectNow = false;
if (maxTimeReached || !numPassesLeft) {
selectNow = true;
#ifdef BLIS_DEBUG
printf("PSEUDO: CREATE: maxTimeReached %d, numPassesLeft %d\n",
maxTimeReached, numPassesLeft);
#endif
}
// Store first time objects.
std::vector<BlisObjectInt *> firstObjects;
// Store infeasible objects.
std::vector<BlisObjectInt *> infObjects;
// TODO: check if sorting is expensive.
std::multimap<double, BcpsBranchObject*, BlisPseuoGreater> candObjects;
double objValue = solver->getObjSense() * solver->getObjValue();
const double * lower = solver->getColLower();
const double * upper = solver->getColUpper();
saveSolution = new double[numCols];
memcpy(saveSolution, solver->getColSolution(), numCols*sizeof(double));
//--------------------------------------------------
// Find the infeasible objects.
// NOTE: we might go round this loop twice if we are feed in
// a "feasible" solution.
//--------------------------------------------------
for (pass = 0; pass < 2; ++pass) {
numInfs = 0;
BcpsObject * object = NULL;
BlisObjectInt * intObject = NULL;
infObjects.clear();
firstObjects.clear();
for (i = 0; i < numObjects; ++i) {
object = model->objects(i);
infeasibility = object->infeasibility(model, preferDir);
if (infeasibility) {
++numInfs;
intObject = dynamic_cast<BlisObjectInt *>(object);
if (intObject) {
infObjects.push_back(intObject);
if (!selectNow) {
minCount =
ALPS_MIN(intObject->pseudocost().getDownCount(),
intObject->pseudocost().getUpCount());
if (minCount < 1) {
firstObjects.push_back(intObject);
}
}
#ifdef BLIS_DEBUG
if (intObject->columnIndex() == 40) {
std::cout << "x[40] = " << saveSolution[40]
<< std::endl;
}
#endif
intObject = NULL;
}
else {
// TODO: currently all are integer objects.
#ifdef BLIS_DEBU
assert(0);
#endif
}
}
}
if (numInfs) {
#if 0
std::cout << "PSEUDO: numInfs = " << numInfs
<< std::endl;
#endif
break;
}
else if (pass == 0) {
// The first pass and is IP feasible.
#if 1
std::cout << "ERROR: PSEUDO: given a integer feasible sol, no fraction variable" << std::endl;
assert(0);
#endif
roundAgain = false;
CoinWarmStartBasis * ws =
dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart());
if (!ws) break;
// Force solution values within bounds
for (i = 0; i < numCols; ++i) {
lpX = saveSolution[i];
if (lpX < lower[i]) {
saveSolution[i] = lower[i];
roundAgain = true;
ws->setStructStatus(i, CoinWarmStartBasis::atLowerBound);
}
else if (lpX > upper[i]) {
saveSolution[i] = upper[i];
roundAgain = true;
ws->setStructStatus(i, CoinWarmStartBasis::atUpperBound);
}
}
if (roundAgain) {
// Need resolve and do the second round selection.
solver->setWarmStart(ws);
delete ws;
// Resolve.
solver->resolve();
if (!solver->isProvenOptimal()) {
// Become infeasible, can do nothing.
bStatus = -2;
goto TERM_CREATE;
}
else {
// Save new lp solution.
memcpy(saveSolution, solver->getColSolution(),
numCols * sizeof(double));
objValue = solver->getObjSense() * solver->getObjValue();
}
}
else {
delete ws;
break;
}
}
} // EOF 2 pass
//--------------------------------------------------
// If we have a set of first time object,
// branch up and down to initialize pseudo-cost.
//--------------------------------------------------
numFirsts = static_cast<int> (firstObjects.size());
//std::cout << "PSEUDO: numFirsts = " << numFirsts << std::endl;
if (numFirsts > 0) {
//std::cout << "PSEUDO: numFirsts = " << numFirsts << std::endl;
//--------------------------------------------------
// Backup solver status and mark hot start.
//--------------------------------------------------
saveLower = new double[numCols];
saveUpper = new double[numCols];
memcpy(saveLower, lower, numCols * sizeof(double));
memcpy(saveUpper, upper, numCols * sizeof(double));
CoinWarmStart * ws = solver->getWarmStart();
solver->getIntParam(OsiMaxNumIterationHotStart, saveLimit);
aveIterations = ALPS_MIN(50, aveIterations);
solver->setIntParam(OsiMaxNumIterationHotStart, aveIterations);
solver->markHotStart();
lbInd = new int [numFirsts];
ubInd = new int [numFirsts];
newLB = new double [numFirsts];
newUB = new double [numFirsts];
for (i = 0; i < numFirsts && bStatus != -2; ++i) {
colInd = firstObjects[i]->columnIndex();
lpX = saveSolution[colInd];
BlisStrongBranch(model, objValue, colInd, lpX,
saveLower, saveUpper,
downKeep, downGood, downDeg,
upKeep, upGood, upDeg);
if(!downKeep && !upKeep) {
// Both branch can be fathomed
bStatus = -2;
}
else if (!downKeep) {
// Down branch can be fathomed.
lbInd[numLowerTightens] = colInd;
newLB[numLowerTightens++] = ceil(lpX);
}
else if (!upKeep) {
// Up branch can be fathomed.
ubInd[numUpperTightens] = colInd;
newUB[numUpperTightens++] = floor(lpX);
}
}
//--------------------------------------------------
// Set new bounds in lp solver for resolving
//--------------------------------------------------
if (bStatus != -2) {
if (numUpperTightens > 0) {
bStatus = -1;
for (i = 0; i < numUpperTightens; ++i) {
solver->setColUpper(ubInd[i], newUB[i]);
}
}
if (numLowerTightens > 0) {
bStatus = -1;
for (i = 0; i < numLowerTightens; ++i) {
solver->setColLower(lbInd[i], newLB[i]);
}
}
}
//--------------------------------------------------
// Unmark hotstart and recover LP solver.
//--------------------------------------------------
solver->unmarkHotStart();
solver->setColSolution(saveSolution);
solver->setIntParam(OsiMaxNumIterationHotStart, saveLimit);
solver->setWarmStart(ws);
delete ws;
}
if (bStatus < 0) {
goto TERM_CREATE;
}
else {
// Create a set of candidate branching objects.
numBranchObjects_ = numInfs;
branchObjects_ = new BcpsBranchObject* [numInfs];
// NOTE: it set model->savedLpSolution.
sumDeg = 0.0;
for (i = 0; i < numInfs; ++i) {
if (infObjects[i]->pseudocost().getUpCost() <
infObjects[i]->pseudocost().getDownCost()) {
preferDir = 1;
}
else {
preferDir = -1;
}
branchObjects_[i] = infObjects[i]->createBranchObject(model,
preferDir);
score = infObjects[i]->pseudocost().getScore();
branchObjects_[i]->setUpScore(score);
sumDeg += score;
#ifdef BLIS_DEBUG_MORE
std::cout << "col[" << infObjects[i]->columnIndex() << "]: score="
<< score << ", dir=" << branchObjects_[i]->getDirection()
<< ", up=" << infObjects[i]->pseudocost().getUpCost()
<< ", down=" << infObjects[i]->pseudocost().getDownCost()
<< std::endl;
#endif
}
model->setSolEstimate(objValue + sumDeg);
}
TERM_CREATE:
//------------------------------------------------------
// Cleanup.
//------------------------------------------------------
delete [] lbInd;
delete [] ubInd;
delete [] newLB;
delete [] newUB;
delete [] saveSolution;
delete [] saveLower;
delete [] saveUpper;
return bStatus;
}
/** Create a set of candidate branching objects. */
int
BlisBranchStrategyRel::createCandBranchObjects(int numPassesLeft)
{
int bStatus = 0;
int i, pass, colInd;
int preferDir, saveLimit;
int numFirsts = 0;
int numInfs = 0;
int minCount = 0;
int numLowerTightens = 0;
int numUpperTightens = 0;
double lpX, score, infeasibility, downDeg, upDeg, sumDeg = 0.0;
bool roundAgain, downKeep, downGood, upKeep, upGood;
int *lbInd = NULL;
int *ubInd = NULL;
double *newLB = NULL;
double *newUB = NULL;
double * saveUpper = NULL;
double * saveLower = NULL;
double * saveSolution = NULL;
BlisModel *model = dynamic_cast<BlisModel *>(model_);
OsiSolverInterface * solver = model->solver();
int numCols = model->getNumCols();
int numObjects = model->numObjects();
//int lookAhead = dynamic_cast<BlisParams*>
// (model->blisPar())->entry(BlisParams::lookAhead);
//------------------------------------------------------
// Check if max time is reached or no pass is left.
//------------------------------------------------------
double timeLimit = model->AlpsPar()->entry(AlpsParams::timeLimit);
bool maxTimeReached = (CoinCpuTime() - model->startTime_ > timeLimit);
bool selectNow = false;
if (maxTimeReached || !numPassesLeft) {
selectNow = true;
#ifdef BLIS_DEBUG
printf("REL: CREATE: maxTimeReached %d, numPassesLeft %d\n",
maxTimeReached, numPassesLeft);
#endif
}
// Store first time objects.
std::vector<BlisObjectInt *> firstObjects;
// Store infeasible objects.
std::vector<BlisObjectInt *> infObjects;
// TODO: check if sorting is expensive.
std::multimap<double, BlisObjectInt*, BlisPseuoGreater> sortedObjects;
double objValue = solver->getObjSense() * solver->getObjValue();
const double * lower = solver->getColLower();
const double * upper = solver->getColUpper();
int lookAhead = dynamic_cast<BlisParams*>
(model->BlisPar())->entry(BlisParams::lookAhead);
BlisObjectInt * intObject = NULL;
//------------------------------------------------------
// Backup solver status and mark hot start.
//-----------------------------------------------------
saveSolution = new double[numCols];
memcpy(saveSolution, solver->getColSolution(), numCols*sizeof(double));
saveLower = new double[numCols];
saveUpper = new double[numCols];
memcpy(saveLower, lower, numCols * sizeof(double));
memcpy(saveUpper, upper, numCols * sizeof(double));
//------------------------------------------------------
// Find the infeasible objects.
// NOTE: we might go round this loop twice if we are feed in
// a "feasible" solution.
//------------------------------------------------------
for (pass = 0; pass < 2; ++pass) {
numInfs = 0;
BcpsObject * object = NULL;
infObjects.clear();
firstObjects.clear();
for (i = 0; i < numObjects; ++i) {
object = model->objects(i);
infeasibility = object->infeasibility(model, preferDir);
if (infeasibility) {
++numInfs;
intObject = dynamic_cast<BlisObjectInt *>(object);
if (intObject) {
//score = object->pseudocost().getScore();
//tempBO = object->createBranchObject(model, preferDir);
//candObjects.insert(std::make_pair(score, tempBO));
//tempBO = NULL;
infObjects.push_back(intObject);
if (!selectNow) {
minCount =
ALPS_MIN(intObject->pseudocost().getDownCount(),
intObject->pseudocost().getUpCount());
if (minCount < 1) {
firstObjects.push_back(intObject);
}
}
#ifdef BLIS_DEBUG_MORE
if (intObject->columnIndex() == 15) {
std::cout << "x[15] = " << saveSolution[15]
<< std::endl;
}
#endif
intObject = NULL;
}
else {
// TODO: currently all are integer objects.
#ifdef BLIS_DEBU
assert(0);
#endif
}
}
}
if (numInfs) {
#ifdef BLIS_DEBUG_MORE
std::cout << "REL: numInfs = " << numInfs
<< std::endl;
#endif
break;
}
else if (pass == 0) {
// The first pass and is IP feasible.
#ifdef BLIS_DEBUG
std::cout << "REL: given a feasible sol" << std::endl;
#endif
roundAgain = false;
CoinWarmStartBasis * ws =
dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart());
if (!ws) break;
// Force solution values within bounds
for (i = 0; i < numCols; ++i) {
lpX = saveSolution[i];
if (lpX < lower[i]) {
saveSolution[i] = lower[i];
roundAgain = true;
ws->setStructStatus(i, CoinWarmStartBasis::atLowerBound);
}
else if (lpX > upper[i]) {
saveSolution[i] = upper[i];
roundAgain = true;
ws->setStructStatus(i, CoinWarmStartBasis::atUpperBound);
}
}
if (roundAgain) {
// Need resolve and do the second round selection.
solver->setWarmStart(ws);
delete ws;
// Resolve.
solver->resolve();
if (!solver->isProvenOptimal()) {
// Become infeasible, can do nothing.
bStatus = -2;
goto TERM_CREATE;
}
else {
// Save new lp solution.
memcpy(saveSolution, solver->getColSolution(),
numCols * sizeof(double));
objValue = solver->getObjSense() * solver->getObjValue();
}
}
else {
delete ws;
break;
}
}
} // EOF 2 pass
//--------------------------------------------------
// If we have a set of first time object,
// branch up and down to initialize pseudo-cost.
//--------------------------------------------------
numFirsts = static_cast<int> (firstObjects.size());
if (numFirsts > 0) {
CoinWarmStart * ws = solver->getWarmStart();
solver->getIntParam(OsiMaxNumIterationHotStart, saveLimit);
int maxIter = ALPS_MAX(model->getAveIterations(), 50);
solver->setIntParam(OsiMaxNumIterationHotStart, maxIter);
solver->markHotStart();
lbInd = new int [numFirsts];
ubInd = new int [numFirsts];
newLB = new double [numFirsts];
newUB = new double [numFirsts];
for (i = 0; i < numFirsts && bStatus != -2; ++i) {
colInd = firstObjects[i]->columnIndex();
lpX = saveSolution[colInd];
BlisStrongBranch(model, objValue, colInd, lpX,
saveLower, saveUpper,
downKeep, downGood, downDeg,
upKeep, upGood, upDeg);
if(!downKeep && !upKeep) {
// Both branch can be fathomed
bStatus = -2;
}
else if (!downKeep) {
// Down branch can be fathomed.
lbInd[numLowerTightens] = colInd;
newLB[numLowerTightens++] = ceil(lpX);
//break;
}
else if (!upKeep) {
// Up branch can be fathomed.
ubInd[numUpperTightens] = colInd;
newUB[numUpperTightens++] = floor(lpX);
// break;
}
// Update pseudocost.
if(downGood) {
firstObjects[i]->pseudocost().update(-1, downDeg, lpX);
}
if(downGood) {
firstObjects[i]->pseudocost().update(1, upDeg, lpX);
}
}
//--------------------------------------------------
// Set new bounds in lp solver for resolving
//--------------------------------------------------
if (bStatus != -2) {
if (numUpperTightens > 0) {
bStatus = -1;
for (i = 0; i < numUpperTightens; ++i) {
solver->setColUpper(ubInd[i], newUB[i]);
}
}
if (numLowerTightens > 0) {
bStatus = -1;
for (i = 0; i < numLowerTightens; ++i) {
solver->setColLower(lbInd[i], newLB[i]);
}
}
}
//--------------------------------------------------
// Unmark hotstart and recover LP solver.
//--------------------------------------------------
solver->unmarkHotStart();
solver->setColSolution(saveSolution);
solver->setIntParam(OsiMaxNumIterationHotStart, saveLimit);
solver->setWarmStart(ws);
delete ws;
}
//std::cout << "REL: bStatus = " << bStatus << std::endl;
if (bStatus < 0) {
// Infeasible or monotone.
goto TERM_CREATE;
}
else {
// All object's pseudocost have been initialized.
// Sort them, and do strong branch for the unreliable one
// NOTE: it set model->savedLpSolution.
// model->feasibleSolution(numIntegerInfs, numObjectInfs);
sumDeg = 0.0;
for (i = 0; i < numInfs; ++i) {
score = infObjects[i]->pseudocost().getScore();
sumDeg += score;
std::pair<const double, BlisObjectInt*> sa(score, infObjects[i]);
sortedObjects.insert(sa);
#ifdef BLIS_DEBUG_MORE
std::cout << "col[" << infObjects[i]->columnIndex() << "]="
<< score << ", "<< std::endl;
#endif
}
int numNotChange = 0;
std::multimap< double, BlisObjectInt*, BlisPseuoGreater >::iterator pos;
CoinWarmStart * ws = solver->getWarmStart();
solver->getIntParam(OsiMaxNumIterationHotStart, saveLimit);
int maxIter = ALPS_MAX(model->getAveIterations(), 50);
solver->setIntParam(OsiMaxNumIterationHotStart, maxIter);
solver->markHotStart();
BlisObjectInt *bestObject = NULL;
double bestScore = -10.0;
for (pos = sortedObjects.begin(); pos != sortedObjects.end(); ++pos) {
intObject = pos->second;
colInd = intObject->columnIndex();
#ifdef BLIS_DEBUG_MORE
std::cout << "col[" << colInd << "]: "
<< "score=" << pos->first
<< ", upCount=" << intObject->pseudocost().getUpCount()
<<", downCount="<< intObject->pseudocost().getDownCount()
<< std::endl;
#endif
// Check if reliable.
int objRelibility=ALPS_MIN(intObject->pseudocost().getUpCount(),
intObject->pseudocost().getDownCount());
if (objRelibility < relibility_) {
// Unrelible object. Do strong branching.
lpX = saveSolution[colInd];
BlisStrongBranch(model, objValue, colInd, lpX,
saveLower, saveUpper,
downKeep, downGood, downDeg,
upKeep, upGood, upDeg);
// Update pseudocost.
if(downGood) {
intObject->pseudocost().update(-1, downDeg, lpX);
}
if(downGood) {
intObject->pseudocost().update(1, upDeg, lpX);
}
}
// Compare with the best.
if (intObject->pseudocost().getScore() > bestScore) {
bestScore = intObject->pseudocost().getScore();
bestObject = intObject;
// Reset
numNotChange = 0;
}
else {
// If best doesn't change for "lookAhead" comparisons, then
// the best is reliable.
if (++numNotChange > lookAhead) {
if (bestObject->pseudocost().getUpCost() >
bestObject->pseudocost().getDownCost()) {
preferDir = 1;
}
else {
preferDir = -1;
}
break;
}
}
}
solver->unmarkHotStart();
solver->setColSolution(saveSolution);
solver->setIntParam(OsiMaxNumIterationHotStart, saveLimit);
solver->setWarmStart(ws);
delete ws;
model->setSolEstimate(objValue + sumDeg);
assert(bestObject != NULL);
bestBranchObject_ = bestObject->createBranchObject(model, preferDir);
}
TERM_CREATE:
//------------------------------------------------------
// Cleanup.
//------------------------------------------------------
delete [] lbInd;
delete [] ubInd;
delete [] newLB;
delete [] newUB;
delete [] saveSolution;
delete [] saveLower;
delete [] saveUpper;
return bStatus;
}
/* This is a utility function which does strong branching on
a list of objects and stores the results in OsiHotInfo.objects.
On entry the object sequence is stored in the OsiHotInfo object
and maybe more.
It returns -
-1 - one branch was infeasible both ways
0 - all inspected - nothing can be fixed
1 - all inspected - some can be fixed (returnCriterion==0)
2 - may be returning early - one can be fixed (last one done) (returnCriterion==1)
3 - returning because max time
*/
int
OsiChooseStrong::doStrongBranching( OsiSolverInterface * solver,
OsiBranchingInformation *info,
int numberToDo, int returnCriterion)
{
// Might be faster to extend branch() to return bounds changed
double * saveLower = NULL;
double * saveUpper = NULL;
int numberColumns = solver->getNumCols();
solver->markHotStart();
const double * lower = info->lower_;
const double * upper = info->upper_;
saveLower = CoinCopyOfArray(info->lower_,numberColumns);
saveUpper = CoinCopyOfArray(info->upper_,numberColumns);
numResults_=0;
int returnCode=0;
double timeStart = CoinCpuTime();
for (int iDo=0;iDo<numberToDo;iDo++) {
OsiHotInfo * result = results_ + iDo;
// For now just 2 way
OsiBranchingObject * branch = result->branchingObject();
assert (branch->numberBranches()==2);
/*
Try the first direction. Each subsequent call to branch() performs the
specified branch and advances the branch object state to the next branch
alternative.)
*/
OsiSolverInterface * thisSolver = solver;
if (branch->boundBranch()) {
// ordinary
branch->branch(solver);
// maybe we should check bounds for stupidities here?
solver->solveFromHotStart() ;
} else {
// adding cuts or something
thisSolver = solver->clone();
branch->branch(thisSolver);
// set hot start iterations
int limit;
thisSolver->getIntParam(OsiMaxNumIterationHotStart,limit);
thisSolver->setIntParam(OsiMaxNumIteration,limit);
thisSolver->resolve();
}
// can check if we got solution
// status is 0 finished, 1 infeasible and 2 unfinished and 3 is solution
int status0 = result->updateInformation(thisSolver,info,this);
numberStrongIterations_ += thisSolver->getIterationCount();
if (status0==3) {
// new solution already saved
if (trustStrongForSolution_) {
info->cutoff_ = goodObjectiveValue_;
status0=0;
}
}
if (solver!=thisSolver)
delete thisSolver;
// Restore bounds
for (int j=0;j<numberColumns;j++) {
if (saveLower[j] != lower[j])
solver->setColLower(j,saveLower[j]);
if (saveUpper[j] != upper[j])
solver->setColUpper(j,saveUpper[j]);
}
/*
Try the next direction
*/
thisSolver = solver;
if (branch->boundBranch()) {
// ordinary
branch->branch(solver);
// maybe we should check bounds for stupidities here?
solver->solveFromHotStart() ;
} else {
// adding cuts or something
thisSolver = solver->clone();
branch->branch(thisSolver);
// set hot start iterations
int limit;
thisSolver->getIntParam(OsiMaxNumIterationHotStart,limit);
thisSolver->setIntParam(OsiMaxNumIteration,limit);
thisSolver->resolve();
}
// can check if we got solution
// status is 0 finished, 1 infeasible and 2 unfinished and 3 is solution
int status1 = result->updateInformation(thisSolver,info,this);
numberStrongDone_++;
numberStrongIterations_ += thisSolver->getIterationCount();
if (status1==3) {
// new solution already saved
if (trustStrongForSolution_) {
info->cutoff_ = goodObjectiveValue_;
status1=0;
}
}
if (solver!=thisSolver)
delete thisSolver;
// Restore bounds
for (int j=0;j<numberColumns;j++) {
if (saveLower[j] != lower[j])
solver->setColLower(j,saveLower[j]);
if (saveUpper[j] != upper[j])
solver->setColUpper(j,saveUpper[j]);
}
/*
End of evaluation for this candidate variable. Possibilities are:
* Both sides below cutoff; this variable is a candidate for branching.
* Both sides infeasible or above the objective cutoff: no further action
here. Break from the evaluation loop and assume the node will be purged
by the caller.
* One side below cutoff: Install the branch (i.e., fix the variable). Possibly break
from the evaluation loop and assume the node will be reoptimised by the
caller.
*/
numResults_++;
if (status0==1&&status1==1) {
// infeasible
returnCode=-1;
break; // exit loop
} else if (status0==1||status1==1) {
numberStrongFixed_++;
if (!returnCriterion) {
returnCode=1;
} else {
returnCode=2;
break;
}
}
bool hitMaxTime = ( CoinCpuTime()-timeStart > info->timeRemaining_);
if (hitMaxTime) {
returnCode=3;
break;
}
}
delete [] saveLower;
delete [] saveUpper;
// Delete the snapshot
solver->unmarkHotStart();
return returnCode;
}
//Solver function
int sci_rmps(char *fname)
{
//creating a problem pointer using base class of OsiSolverInterface and
//instantiate the object using derived class of ClpSolverInterface
OsiSolverInterface* si = new OsiClpSolverInterface();
// Error management variable
SciErr sciErr;
//data declarations
int *piAddressVarOne = NULL; //pointer used to access argument of the function
char* ptr; //pointer to point to address of file name
double* options_; //options to set maximum iterations
CheckInputArgument(pvApiCtx, 2,2 ); //Check we have exactly two arguments as input or not
CheckOutputArgument(pvApiCtx, 6, 6); //Check we have exactly six arguments on output side or not
//Getting the input arguments from Scilab
//Getting the MPS file path
//Reading mps file
getStringFromScilab(1,&ptr);
std::cout<<ptr;
//get options from Scilab
if(getFixedSizeDoubleMatrixInList(2 , 2 , 1 , 1 , &options_))
{
return 1;
}
//Read the MPS file
si->readMps(ptr);
//setting options for maximum iterations
si->setIntParam(OsiMaxNumIteration,options_[0]);
//Solve the problem
si->initialSolve();
//Quering about the problem
//get number of variables
double numVars_;
numVars_ = si->getNumCols();
//get number of constraint equations
double numCons_;
numCons_ = si->getNumRows();
//Output the solution to Scilab
//get solution for x
const double* xValue = si->getColSolution();
//get objective value
double objValue = si->getObjValue();
//get Status value
double status;
if(si->isProvenOptimal())
status=0;
else if(si->isProvenPrimalInfeasible())
status=1;
else if(si->isProvenDualInfeasible())
status=2;
else if(si->isIterationLimitReached())
status=3;
else if(si->isAbandoned())
status=4;
else if(si->isPrimalObjectiveLimitReached())
status=5;
else if(si->isDualObjectiveLimitReached())
status=6;
//get number of iterations
double iterations = si->getIterationCount();
//get reduced cost
const double* reducedCost = si->getReducedCost();
//get dual vector
const double* dual = si->getRowPrice();
returnDoubleMatrixToScilab(1 , 1 , numVars_ , xValue);
returnDoubleMatrixToScilab(2 , 1 , 1 , &objValue);
returnDoubleMatrixToScilab(3 , 1 , 1 , &status);
returnDoubleMatrixToScilab(4 , 1 , 1 , &iterations);
returnDoubleMatrixToScilab(5 , 1 , numVars_ , reducedCost);
returnDoubleMatrixToScilab(6 , 1 , numCons_ , dual);
free(xValue);
free(dual);
free(reducedCost);
}
int main(int argc, char **argv)
{
VRPH_version();
int i, j, k, n, status, num_attempts, *sol_buff, *IP_sol_buff;
char in_file[200];
double lambda, best_heur_sol=VRP_INFINITY;
bool first_sol=false, bootstrap=false;;
VRPSolution *fresh_solution;
OsiSolverInterface *si;
const double *x;
int last_num_cols=0, route_id=0;
time_t start, stop;
int *orderings[MAX_ROUTES];
for(i=0;i<MAX_ROUTES;i++)
orderings[i]=NULL;
// Set timing counters to 0
heur_time=mip_time=0;
// Check arguments
if(argc<5)
{
fprintf(stderr,"Usage: %s -f input_file -n num_runs [-v,-b,-c max_columns -d cols_to_delete]\n",
argv[0]);
fprintf(stderr,"\t Will solve the problem num_solutions times and add the routes\n");
fprintf(stderr,"\t to a set partitioning problem.\n");
fprintf(stderr,"\t Other options:\n");
fprintf(stderr,"\t -v runs in verbose mode\n");
fprintf(stderr,"\t -b will use bootstrapping where we send the set partitioning\n"
"\t solution back to the metaheuristic solver\n");
fprintf(stderr,"\t -c max_columns will allow this many active columns/variables in the IP.\n");
fprintf(stderr,"\t Default value is max_columns=500\n");
fprintf(stderr,"\t -d num_cols_to_delete will delete this many columns once we have too many\n");
fprintf(stderr,"\t in the IP. Default value is num_cols_to_delete=100\n");
exit(-1);
}
// Set defaults
verbose=false;
max_columns=500;
num_cols_to_delete=100;
// Parse command line
for(i=0;i<argc;i++)
{
if(strcmp(argv[i],"-f")==0)
strcpy(in_file,argv[i+1]);
if(strcmp(argv[i],"-n")==0)
num_attempts=atoi(argv[i+1]);
if(strcmp(argv[i],"-v")==0)
verbose=true;
if(strcmp(argv[i],"-b")==0)
bootstrap=true;
if(strcmp(argv[i],"-c")==0)
max_columns=atoi(argv[i+1]);
if(strcmp(argv[i],"-d")==0)
num_cols_to_delete=atoi(argv[i+1]);
}
// This is the # of non-VRPH_DEPOT nodes
n=VRPGetDimension(in_file);
// This will be used to import/export solutions
fresh_solution = new VRPSolution(n);
// Create buffers for importing solutions
sol_buff= new int[n+2];
IP_sol_buff = new int[n+2];
// Declare an OSI interface
si=new OsiGlpkSolverInterface;
si->setIntParam(OsiNameDiscipline,2);
for(i=0;i<n;i++)
{
si->addRow(0,NULL,NULL,1,1);
}
// Declare a VRP of the right size and import the file
VRP V(n);
ClarkeWright CW(n);
VRPRoute route(n);
V.read_TSPLIB_file(in_file);
// Set up a "route warehouse" to store the routes to be added to the IP
V.route_wh=new VRPRouteWarehouse(HASH_TABLE_SIZE);
// Set up a minimization problem
si->setObjSense(1);
// Set to error only output
si->setHintParam(OsiDoReducePrint,true, OsiHintDo);
// Unfortunately GLPK still prints out something regarding the conflict graph
for(i=0;i<num_attempts;i++)
{
if(i==0 || !bootstrap)
{
lambda=.5+1.5*lcgrand(0);
// Start with a clean VRP object
V.reset();
CW.Construct(&V, lambda, false);
if(verbose)
printf("CW solution %d[%5.3f]: %f\n",i,lambda,V.get_total_route_length()-V.get_total_service_time());
}
else
// Use the solution from the IP
V.import_solution_buff(IP_sol_buff);
// Run VRPH's RTR algorithm to improve the solution
start=clock();
V.RTR_solve(ONE_POINT_MOVE | TWO_POINT_MOVE | TWO_OPT | VRPH_USE_NEIGHBOR_LIST,
30, 5, 2, .01, 30, VRPH_LI_PERTURB, VRPH_FIRST_ACCEPT,false);
stop=clock();
heur_time += (stop-start);
if(verbose)
printf("RTR Metaheuristic found solution %5.3f\n",V.get_total_route_length()-V.get_total_service_time());
// The RTR algorithm keeps a "warehouse" of the best solutions discovered during
// the algorithm's search
// Now go through the solutions in the solution warehouse and add the new routes
// discovered to the IP
for(j=0;j<V.solution_wh->num_sols;j++)
{
// Import solution j from the warehouse
V.import_solution_buff(V.solution_wh->sols[j].sol);
if(V.get_total_route_length()-V.get_total_service_time() < best_heur_sol)
best_heur_sol = V.get_total_route_length()-V.get_total_service_time() ;
// Now add the routes from this solution to the IP
for(k=1;k<=V.get_total_number_of_routes();k++)
{
// Clean up the route by running INTRA_ROUTE optimizations only
// using the route_search method of the different local search
// heuristics, accepting improving moves only (VRPH_DOWNHILL)
OnePointMove OPM;
TwoOpt TO;
ThreeOpt ThO;
while(OPM.route_search(&V,k,k,VRPH_DOWNHILL|VRPH_INTRA_ROUTE_ONLY )){}
while(TO.route_search(&V,k,k,VRPH_DOWNHILL|VRPH_INTRA_ROUTE_ONLY )){};
while(ThO.route_search(&V,k,VRPH_DOWNHILL|VRPH_INTRA_ROUTE_ONLY )){};
// Copy route k from the solution to the VRPRoute R
V.update_route(k,&route);
route.create_name();
// Add it to the "route warehouse" - this uses a hash table to keep track
// of duplicate columns
status=V.route_wh->add_route(&route);
if(status!=DUPLICATE_ROUTE)
{
// This route is not currently in the WH and so it cannot be in the
// set partitioning problem
//OSI_add_route(si,&V,&route);
OSI_add_route(si,&V,&route,route_id,orderings);
route_id++;
}
}
// Set the row RHS's if we need to
if(first_sol)
{
first_sol=false;
for(int rownum=0;rownum<n;rownum++)
si->setRowBounds(rownum,1,1);
// Note that changing this to >= would be a set covering problem
// where each customer can be visited by more than one route
}
}
// Now erase all the solutions from the WH
V.solution_wh->liquidate();
if(verbose)
{
printf("Attempt %02d: Solving IP with %d columns\n",i,si->getNumCols());
printf("%d routes in the WH\n",V.route_wh->num_unique_routes);
}
// Solve the current set partitioning problem using the MIP solver
start=clock();
si->branchAndBound();
stop=clock();
mip_time += (stop-start);
double opt=si->getObjValue();
x=si->getColSolution();
last_num_cols=si->getNumCols();
if(verbose)
printf("Optimal solution (%d columns) is %f\n",last_num_cols,opt);
// Now recover the solution from the IP solution
OSI_recover_solution(si, orderings, IP_sol_buff);
if(verbose)
printf("IP solution has obj. function value: %5.2f\n"
"Best heuristic obj. function value: %5.2f\n",
si->getObjValue(),best_heur_sol);
}
if(verbose)
printf(
"\nResults\n"
"--------\n"
"After %d runs\n"
"IP solution has obj. function value: %5.2f\n"
"Best heuristic obj. function value: %5.2f\n",
num_attempts,si->getObjValue(),best_heur_sol);
// print to stderr since GLPK prints "conflict graph" to stdout (a known bug...)
// best_heur_sol best_mip_sol heur_time mip_time
fprintf(stderr,"%5.3f %5.3f %5.3f %5.3f\n", best_heur_sol, si->getObjValue(),
(double)(heur_time)/CLOCKS_PER_SEC, (double)(mip_time)/CLOCKS_PER_SEC);
delete V.route_wh;
delete fresh_solution;
delete [] sol_buff;
delete [] IP_sol_buff;
delete si;
for(i=0;i<MAX_ROUTES;i++)
if(orderings[i])
delete [] orderings[i];
return 0;
}
OsiSolverInterface* cpropagation_preprocess(CPropagation *cp, int nindexes[])
{
if(cp->varsToFix == 0)
{
/* printf("There are no variables to remove from the problem!\n"); */
return NULL; /* returns a pointer to original solver */
}
const double *colLb = problem_vars_lower_bound(cp->problem), *colUb = problem_vars_upper_bound(cp->problem);
const double *objCoef = problem_vars_obj_coefs(cp->problem);
const char *ctype = problem_vars_type(cp->problem);
double sumFixedObj = 0.0; /* stores the sum of objective coefficients of all variables fixed to 1 */
OsiSolverInterface *preProcSolver = new OsiClpSolverInterface();
preProcSolver->setIntParam(OsiNameDiscipline, 2);
preProcSolver->messageHandler()->setLogLevel(0);
preProcSolver->setHintParam(OsiDoReducePrint,true,OsiHintTry);
//preProcSolver->setObjName(cp->solver->getObjName());
for(int i = 0, j = 0; i < problem_num_cols(cp->problem); i++)
{
nindexes[i] = -1;
if(cp->isToFix[i] == UNFIXED)
{
preProcSolver->addCol(0, NULL, NULL, colLb[i], colUb[i], objCoef[i]);
preProcSolver->setColName(j, problem_var_name(cp->problem, i));
if(problem_var_type(cp->problem, i) == CONTINUOUS)
preProcSolver->setContinuous(j);
else
preProcSolver->setInteger(j);
nindexes[i] = j++;
}
else if(cp->isToFix[i] == ACTIVATE)
sumFixedObj += objCoef[i];
}
if(fabs(sumFixedObj) > EPS)
{
/* adding a variable with cost equals to the sum of all coefficients of variables fixed to 1 */
preProcSolver->addCol(0, NULL, NULL, 1.0, 1.0, sumFixedObj);
preProcSolver->setColName(preProcSolver->getNumCols()-1, "sumFixedObj");
preProcSolver->setInteger(preProcSolver->getNumCols()-1);
}
for(int idxRow = 0; idxRow < problem_num_rows(cp->problem); idxRow++)
{
const int nElements = problem_row_size(cp->problem, idxRow);
const int *idxs = problem_row_idxs(cp->problem, idxRow);
const double *coefs = problem_row_coefs(cp->problem, idxRow);
vector< int > vidx; vidx.reserve(problem_num_cols(cp->problem));
vector< double > vcoef; vcoef.reserve(problem_num_cols(cp->problem));
double activeCoefs = 0.0;
for(int i = 0; i < nElements; i++)
{
if(cp->isToFix[idxs[i]] == UNFIXED)
{
assert(nindexes[idxs[i]] >= 0 && nindexes[idxs[i]] < problem_num_cols(cp->problem));
vidx.push_back(nindexes[idxs[i]]);
vcoef.push_back(coefs[i]);
}
else if(cp->isToFix[idxs[i]] == ACTIVATE)
activeCoefs += coefs[i];
}
if(!vidx.empty())
{
double rlb, rub;
const char sense = problem_row_sense(cp->problem, idxRow);
if(sense == 'E')
{
rlb = problem_row_rhs(cp->problem, idxRow) - activeCoefs;
rub = problem_row_rhs(cp->problem, idxRow) - activeCoefs;
}
else if(sense == 'L')
{
rlb = preProcSolver->getInfinity();
rub = problem_row_rhs(cp->problem, idxRow) - activeCoefs;
}
else if(sense == 'G')
{
rlb = problem_row_rhs(cp->problem, idxRow) - activeCoefs;
rub = preProcSolver->getInfinity();
}
else
{
fprintf(stderr, "Error: invalid type of constraint!\n");
exit(EXIT_FAILURE);
}
preProcSolver->addRow((int)vcoef.size(), &vidx[0], &vcoef[0], rlb, rub);
preProcSolver->setRowName(idxRow, problem_row_name(cp->problem, idxRow));
}
}
return preProcSolver;
}
