int main(int argc, char **argv)
{
int i;
problem *env;
double gamma, gamma0, gamma1, tau, slope;
double start_time;
solution_data utopia1;
solution_data utopia2;
solution_data solutions[MAX_NUM_PAIRS];
int numsolutions = 0, numprobs = 0, numinfeasible = 0;
solution_pairs pairs[MAX_NUM_PAIRS];
int numpairs = 0, cur_position = 0, first = 0, last = 0, previous = 0;
double *indices, *values;
int length;
int solution1, solution2;
double utopia[2];
node_desc *root= NULL;
base_desc *base = NULL;
double compare_sol_tol, ub = 0.0;
start_time = wall_clock(NULL);
/* Initialize the SYMPHONY environment */
OsiSymSolverInterface si;
/* Get pointer to the SYMPHONY environment */
env = si.getSymphonyEnvironment();
/* Parse the command line */
si.parseCommandLine(argc, argv);
/* Read in the problem */
si.loadProblem();
/* Find a priori problem bounds */
si.findInitialBounds();
/* Set some parameters */
compare_sol_tol = p->par.compare_solution_tolerance;
si.setSymParam(OsiSymGranularity,-MAX(p->lp_par.rho, compare_sol_tol));
#ifdef BINARY_SEARCH
printf("Using binary search with tolerance = %f...\n",
p->par.binary_search_tolerance);
#endif
#ifdef LIFO
printf("Using LIFO search order...\n");
#endif
if (p->lp_par.rho > 0){
printf("Using secondary objective weight %.8f\n", cnrp->lp_par.rho);
}
printf("\n");
#ifdef SAVE_CUT_POOL
printf("Saving the global cut pool between iterations...\n");
si.createPermanentCutPools();
si.setSymParam(OsiSymUsePermanentCutPools, TRUE);
#endif
/* First, calculate the utopia point */
p->lp_par.gamma = 1.0;
p->lp_par.tau = 0.0;
printf("***************************************************\n");
printf("***************************************************\n");
printf("Now solving with gamma = 1.0 tau = 0.0 \n", gamma, tau);
printf("***************************************************\n");
printf("***************************************************\n\n");
/* Solve */
si.branchAndBound();
numprobs++;
/* Store the solution */
length = solutions[numsolutions].length = p->best_sol.xlength;
indices = solutions[numsolutions].indices = (int *) calloc(length, ISIZE);
values = solutions[numsolutions].values = (double *) calloc(length, DSIZE);
memcpy((char *) indices, p->bestsol.xind, length * ISIZE);
memcpy((char *) values, p->bestsol.xval, length * DSIZE);
solutions[numsolutions].gamma = 1.0;
solutions[numsolutions].tau = 0.0;
solutions[numsolutions].obj[0] = p->obj[0];
solutions[numsolutions++].obj[1] = p->obj[1];
utopia[0] = p->obj[0];
cnrp->lp_par.gamma = 0.0;
cnrp->cg_par.tau = cnrp->lp_par.tau = 1.0;
printf("***************************************************\n");
printf("***************************************************\n");
printf("Now solving with gamma = 0.0 tau = 1.0 \n", gamma, tau);
printf("***************************************************\n");
printf("***************************************************\n\n");
/* Solve */
si.branchAndBound();
numprobs++;
/* Store the solution */
length = solutions[numsolutions].length = p->best_sol.xlength;
indices = solutions[numsolutions].indices = (int *) calloc(length, ISIZE);
values = solutions[numsolutions].values = (double *) calloc(length, DSIZE);
memcpy((char *) indices, p->bestsol.xind, length * ISIZE);
memcpy((char *) values, p->bestsol.xval, length * DSIZE);
solutions[numsolutions].gamma = 0.0;
solutions[numsolutions].tau = 1.0;
solutions[numsolutions].obj[0] = p->obj[0];
solutions[numsolutions++].obj[1] = p->obj[1];
utopia[1] = p->obj[1];
p->utopia[1] = utopia[1];
p->utopia[0] = utopia[0];
printf("***************************************************\n");
printf("***************************************************\n");
printf("Utopia point has fixed cost %.3f and variable cost %.3f \n",
utopia[0], utopia[1]);
printf("***************************************************\n");
printf("***************************************************\n\n");
/* Add the first pair to the list */
#ifdef BINARY_SEARCH
pairs[first].gamma1 = 1.0;
pairs[first].gamma2 = 0.0;
#endif
pairs[first].solution1 = 0;
pairs[first].solution2 = 1;
first = last = 0;
numpairs = 1;
/* Keep taking pairs off the list and processing them until there are none
left */
while (numpairs > 0 && numpairs < MAX_NUM_PAIRS &&
numsolutions < MAX_NUM_SOLUTIONS &&
numinfeasible < MAX_NUM_INFEASIBLE){
#ifdef LIFO
solution1 = pairs[last].solution1;
solution2 = pairs[last].solution2;
cur_position = last;
if (--last < 0){
last = MAX_NUM_PAIRS - 1;
}
numpairs--;
#else
solution1 = pairs[first].solution1;
solution2 = pairs[first].solution2;
cur_position = first;
if (++first > MAX_NUM_PAIRS-1)
first = 0;
numpairs--;
#endif
#ifdef BINARY_SEARCH
gamma = (pairs[cur_position].gamma1 + pairs[cur_position].gamma2)/2;
#elif defined(FIND_NONDOMINATED_SOLUTIONS)
gamma = (utopia[1] - solutions[solution1].obj[1])/
(utopia[0] - solutions[solution2].obj[0] +
utopia[1] - solutions[solution1].obj[1]);
#else
slope = (solutions[solution1].obj[1] -
solutions[solution2].obj[1])/
(solutions[solution2].obj[0] -
solutions[solution1].obj[0]);
gamma = slope/(1+slope);
#endif
tau = 1 - gamma;
p->lp_par.gamma = gamma;
p->lp_par.tau = tau;
/* Find upper bound */
env->has_ub = FALSE;
env->ub = MAXDOUBLE;
#ifndef BINARY_SEARCH
for (i = 0; i < numsolutions; i++){
#ifdef FIND_NONDOMINATED_SOLUTIONS
ub = MAX(gamma*(solutions[i].obj[0] - utopia[0]),
tau*(solutions[i].obj[1] - utopia[1]));
#else
ub = gamma*solutions[i].obj[0] + tau*solutions[i].obj[1];
#endif
if (ub < env->ub){
env->has_ub = TRUE;
env->ub = ub - compare_sol_tol;
}
}
#endif
printf("***************************************************\n");
printf("***************************************************\n");
printf("Now solving with gamma = %.6f tau = %.6f \n", gamma, tau);
printf("***************************************************\n");
printf("***************************************************\n\n");
p->obj[0] = p->obj[1] = 0.0;
si.branchAndBound();
numprobs++;
#ifdef BINARY_SEARCH
if (p->obj[0] - solutions[solution1].obj[0] <
compare_sol_tol &&
solutions[solution1].obj[1] - p->obj[1] <
compare_sol_tol){
if (pairs[cur_position].gamma1 - gamma >
cnrp->par.binary_search_tolerance){
if (++last > MAX_NUM_PAIRS - 1)
last = 0;
pairs[last].solution1 = solution1;
pairs[last].solution2 = solution2;
pairs[last].gamma1 = gamma;
pairs[last].gamma2 = pairs[cur_position].gamma2;
numpairs++;
}
continue;
}
if (solutions[solution2].obj[0] - p->obj[0] < compare_sol_tol
&& p->obj[1] - solutions[solution2].obj[1] <
compare_sol_tol){
if (gamma - pairs[cur_position].gamma2 >
cnrp->par.binary_search_tolerance){
if (++last > MAX_NUM_PAIRS - 1)
last = 0;
pairs[last].solution1 = solution1;
pairs[last].solution2 = solution2;
pairs[last].gamma1 = pairs[cur_position].gamma1;
pairs[last].gamma2 = gamma;
numpairs++;
}
continue;
}
#else
if (p->obj[0] == 0.0 && p->obj[1] == 0.0){
numinfeasible++;
continue;
}else if (p->obj[0] - solutions[solution1].obj[0] <
compare_sol_tol &&
solutions[solution1].obj[1] - p->obj[1] <
compare_sol_tol){
numinfeasible++;
continue;
}else if (solutions[solution2].obj[0] - p->obj[0] <
compare_sol_tol &&
p->obj[1] - solutions[solution2].obj[1] <
compare_sol_tol){
numinfeasible++;
continue;
}
#endif
/* Insert new solution */
numinfeasible = 0;
if (last + 2 == MAX_NUM_PAIRS){
last = 0;
previous = MAX_NUM_PAIRS - 1;
}else if (last + 2 == MAX_NUM_PAIRS + 1){
last = 1;
previous = 0;
}else{
last += 2;
previous = last - 1;
}
#ifdef BINARY_SEARCH
pairs[previous].gamma1 = pairs[cur_position].gamma1;
pairs[previous].gamma2 = gamma;
pairs[last].gamma1 = gamma;
pairs[last].gamma2 = pairs[cur_position].gamma2;
#endif
pairs[previous].solution1 = solution1;
pairs[previous].solution2 = solution2;
pairs[last].solution1 = solution2;
pairs[last].solution2 = solution2+1;
numpairs += 2;
for (i = numsolutions; i > solution2; i--){
solutions[i] = solutions[i-1];
}
numsolutions++;
#ifndef LIFO
if (first < last){
for (i = first; i < last - 1; i++){
if (pairs[i].solution1 >= solution2){
pairs[i].solution1++;
}
if (pairs[i].solution2 >= solution2){
pairs[i].solution2++;
}
}
}else{
for (i = first; i < MAX_NUM_PAIRS - (last == 0 ? 1 : 0); i++){
if (pairs[i].solution1 >= solution2){
pairs[i].solution1++;
}
if (pairs[i].solution2 >= solution2){
pairs[i].solution2++;
}
}
for (i = 0; i < last - 1; i++){
if (pairs[i].solution1 >= solution2){
pairs[i].solution1++;
}
if (pairs[i].solution2 >= solution2){
pairs[i].solution2++;
}
}
}
#endif
length = solutions[solutions2].length = p->best_sol.xlength;
indices = solutions[solutions2].indices = (int *) calloc(length, ISIZE);
values = solutions[solutions2].values = (double *) calloc(length, DSIZE);
memcpy((char *) indices, p->bestsol.xind, length * ISIZE);
memcpy((char *) values, p->bestsol.xval, length * DSIZE);
solutions[solution2].gamma = gamma;
solutions[solution2].tau = tau;
solutions[solution2].obj[0] = p->obj[0];
solutions[solution2].obj[1] = p->obj[1];
}
printf("\n********************************************************\n");
if (numsolutions >= MAX_NUM_SOLUTIONS){
printf("Maximum number of solutions (%i) reached\n\n",
MAX_NUM_SOLUTIONS);
}
if (numinfeasible >= MAX_NUM_INFEASIBLE){
printf("Maximum number of infeasible subproblems (%i) reached\n\n",
MAX_NUM_INFEASIBLE);
}
if (numpairs >= MAX_NUM_PAIRS){
printf("Maximum number of solution pairs (%i) reached\n\n",
MAX_NUM_PAIRS);
printf("\n********************************************************\n");
#ifdef FIND_NONDOMINATED_SOLUTIONS
printf( "* Found set of non-dominated solutions!!!!!!! *\n");
#else
printf( "* Found set of supported solutions!!!!!!! *\n");
#endif
}else{
printf("\n********************************************************\n");
#ifdef FIND_NONDOMINATED_SOLUTIONS
printf( "* Found complete set of non-dominated solutions!!!!!!! *\n");
#else
printf( "* Found complete set of supported solutions!!!!!!! *\n");
#endif
}
printf( "* Now displaying stats... *\n");
printf( "********************************************************\n\n");
#ifdef SAVE_CUT_POOL
for (i = 0; i < env->par.tm_par.max_cp_num; i++){
env->comp_times.bc_time.cut_pool += env->cp[i]->cut_pool_time;
env->warm_start->stat.cuts_in_pool += env->cp[i]->cut_num;
}
#endif
print_statistics(&(env->comp_times.bc_time), &(env->warm_start->stat), 0.0,
0.0, 0, start_time);
printf("\nNumber of subproblems solved: %i\n", numprobs);
printf("Number of solutions found: %i\n\n", numsolutions);
printf("***************************************************\n");
printf("***************************************************\n");
#ifdef FIND_NONDOMINATED_SOLUTIONS
printf("Displaying non-dominated solution values and breakpoints\n");
#else
printf("Displaying supported solution values and breakpoints\n");
#endif
printf("***************************************************\n");
printf("***************************************************\n\n");
gamma0 = 1.0;
for (i = 0; i < numsolutions - 1; i++){
#ifdef FIND_NONDOMINATED_SOLUTIONS
gamma1 = (utopia[1] - solutions[i].obj[1])/
(utopia[0] - solutions[i+1].obj[0] +
utopia[1] - solutions[i].obj[1]);
#else
slope = (solutions[i].obj[1] -
solutions[i+1].obj[1])/
(solutions[i+1].obj[0] -
solutions[i].obj[0]);
gamma1 = slope/(1+slope);
#endif
printf("First Objective: %.3f Second Objective: %.3f ",
solutions[i].obj[0], solutions[i].obj[1]);
printf("Range: %.6f - %.6f\n", gamma1, gamma0);
gamma0 = gamma1;
}
printf("First Objective: %.3f Second Objective: %.3f ",
solutions[i].obj[0], solutions[i].obj[1]);
printf("Range: %.6f - %.6f\n", 0.0, gamma0);
for (i = 0 ; i < numsolutions; i++){
FREE(solutions[i].values);
FREE(solutions[i].indices);
}
return(0);
}
