void ios_proxy_heur(glp_tree *T) { glp_prob *prob; int j, status; double *xstar, zstar; /* this heuristic is applied only once on the root level */ if (!(T->curr->level == 0 && T->curr->solved == 1)) goto done; prob = glp_create_prob(); glp_copy_prob(prob, T->mip, 0); xstar = xcalloc(1+prob->n, sizeof(double)); for (j = 1; j <= prob->n; j++) xstar[j] = 0.0; if (T->mip->mip_stat != GLP_FEAS) status = proxy(prob, &zstar, xstar, NULL, 0.0, T->parm->ps_tm_lim, 1); else { double *xinit = xcalloc(1+prob->n, sizeof(double)); for (j = 1; j <= prob->n; j++) xinit[j] = T->mip->col[j]->mipx; status = proxy(prob, &zstar, xstar, xinit, 0.0, T->parm->ps_tm_lim, 1); xfree(xinit); } if (status == 0) glp_ios_heur_sol(T, xstar); xfree(xstar); glp_delete_prob(prob); done: return; }
void ios_feas_pump(glp_tree *T) { glp_prob *P = T->mip; int n = P->n; glp_prob *lp = NULL; struct VAR *var = NULL; RNG *rand = NULL; GLPCOL *col; glp_smcp parm; int j, k, new_x, nfail, npass, nv, ret, stalling; double dist, tol; xassert(glp_get_status(P) == GLP_OPT); /* this heuristic is applied only once on the root level */ if (!(T->curr->level == 0 && T->curr->solved == 1)) goto done; /* determine number of binary variables */ nv = 0; for (j = 1; j <= n; j++) { col = P->col[j]; /* if x[j] is continuous, skip it */ if (col->kind == GLP_CV) continue; /* if x[j] is fixed, skip it */ if (col->type == GLP_FX) continue; /* x[j] is non-fixed integer */ xassert(col->kind == GLP_IV); if (col->type == GLP_DB && col->lb == 0.0 && col->ub == 1.0) { /* x[j] is binary */ nv++; } else { /* x[j] is general integer */ if (T->parm->msg_lev >= GLP_MSG_ALL) xprintf("FPUMP heuristic cannot be applied due to genera" "l integer variables\n"); goto done; } } /* there must be at least one binary variable */ if (nv == 0) goto done; if (T->parm->msg_lev >= GLP_MSG_ALL) xprintf("Applying FPUMP heuristic...\n"); /* build the list of binary variables */ var = xcalloc(1+nv, sizeof(struct VAR)); k = 0; for (j = 1; j <= n; j++) { col = P->col[j]; if (col->kind == GLP_IV && col->type == GLP_DB) var[++k].j = j; } xassert(k == nv); /* create working problem object */ lp = glp_create_prob(); more: /* copy the original problem object to keep it intact */ glp_copy_prob(lp, P, GLP_OFF); /* we are interested to find an integer feasible solution, which is better than the best known one */ if (P->mip_stat == GLP_FEAS) { int *ind; double *val, bnd; /* add a row and make it identical to the objective row */ glp_add_rows(lp, 1); ind = xcalloc(1+n, sizeof(int)); val = xcalloc(1+n, sizeof(double)); for (j = 1; j <= n; j++) { ind[j] = j; val[j] = P->col[j]->coef; } glp_set_mat_row(lp, lp->m, n, ind, val); xfree(ind); xfree(val); /* introduce upper (minimization) or lower (maximization) bound to the original objective function; note that this additional constraint is not violated at the optimal point to LP relaxation */ #if 0 /* modified by xypron <*****@*****.**> */ if (P->dir == GLP_MIN) { bnd = P->mip_obj - 0.10 * (1.0 + fabs(P->mip_obj)); if (bnd < P->obj_val) bnd = P->obj_val; glp_set_row_bnds(lp, lp->m, GLP_UP, 0.0, bnd - P->c0); } else if (P->dir == GLP_MAX) { bnd = P->mip_obj + 0.10 * (1.0 + fabs(P->mip_obj)); if (bnd > P->obj_val) bnd = P->obj_val; glp_set_row_bnds(lp, lp->m, GLP_LO, bnd - P->c0, 0.0); } else xassert(P != P); #else bnd = 0.1 * P->obj_val + 0.9 * P->mip_obj; /* xprintf("bnd = %f\n", bnd); */ if (P->dir == GLP_MIN) glp_set_row_bnds(lp, lp->m, GLP_UP, 0.0, bnd - P->c0); else if (P->dir == GLP_MAX) glp_set_row_bnds(lp, lp->m, GLP_LO, bnd - P->c0, 0.0); else xassert(P != P); #endif } /* reset pass count */ npass = 0; /* invalidate the rounded point */ for (k = 1; k <= nv; k++) var[k].x = -1; pass: /* next pass starts here */ npass++; if (T->parm->msg_lev >= GLP_MSG_ALL) xprintf("Pass %d\n", npass); /* initialize minimal distance between the basic point and the rounded one obtained during this pass */ dist = DBL_MAX; /* reset failure count (the number of succeeded iterations failed to improve the distance) */ nfail = 0; /* if it is not the first pass, perturb the last rounded point rather than construct it from the basic solution */ if (npass > 1) { double rho, temp; if (rand == NULL) rand = rng_create_rand(); for (k = 1; k <= nv; k++) { j = var[k].j; col = lp->col[j]; rho = rng_uniform(rand, -0.3, 0.7); if (rho < 0.0) rho = 0.0; temp = fabs((double)var[k].x - col->prim); if (temp + rho > 0.5) var[k].x = 1 - var[k].x; } goto skip; } loop: /* innermost loop begins here */ /* round basic solution (which is assumed primal feasible) */ stalling = 1; for (k = 1; k <= nv; k++) { col = lp->col[var[k].j]; if (col->prim < 0.5) { /* rounded value is 0 */ new_x = 0; } else { /* rounded value is 1 */ new_x = 1; } if (var[k].x != new_x) { stalling = 0; var[k].x = new_x; } } /* if the rounded point has not changed (stalling), choose and flip some its entries heuristically */ if (stalling) { /* compute d[j] = |x[j] - round(x[j])| */ for (k = 1; k <= nv; k++) { col = lp->col[var[k].j]; var[k].d = fabs(col->prim - (double)var[k].x); } /* sort the list of binary variables by descending d[j] */ qsort(&var[1], nv, sizeof(struct VAR), fcmp); /* choose and flip some rounded components */ for (k = 1; k <= nv; k++) { if (k >= 5 && var[k].d < 0.35 || k >= 10) break; var[k].x = 1 - var[k].x; } } skip: /* check if the time limit has been exhausted */ if (T->parm->tm_lim < INT_MAX && (double)(T->parm->tm_lim - 1) <= 1000.0 * xdifftime(xtime(), T->tm_beg)) goto done; /* build the objective, which is the distance between the current (basic) point and the rounded one */ lp->dir = GLP_MIN; lp->c0 = 0.0; for (j = 1; j <= n; j++) lp->col[j]->coef = 0.0; for (k = 1; k <= nv; k++) { j = var[k].j; if (var[k].x == 0) lp->col[j]->coef = +1.0; else { lp->col[j]->coef = -1.0; lp->c0 += 1.0; } } /* minimize the distance with the simplex method */ glp_init_smcp(&parm); if (T->parm->msg_lev <= GLP_MSG_ERR) parm.msg_lev = T->parm->msg_lev; else if (T->parm->msg_lev <= GLP_MSG_ALL) { parm.msg_lev = GLP_MSG_ON; parm.out_dly = 10000; } ret = glp_simplex(lp, &parm); if (ret != 0) { if (T->parm->msg_lev >= GLP_MSG_ERR) xprintf("Warning: glp_simplex returned %d\n", ret); goto done; } ret = glp_get_status(lp); if (ret != GLP_OPT) { if (T->parm->msg_lev >= GLP_MSG_ERR) xprintf("Warning: glp_get_status returned %d\n", ret); goto done; } if (T->parm->msg_lev >= GLP_MSG_DBG) xprintf("delta = %g\n", lp->obj_val); /* check if the basic solution is integer feasible; note that it may be so even if the minimial distance is positive */ tol = 0.3 * T->parm->tol_int; for (k = 1; k <= nv; k++) { col = lp->col[var[k].j]; if (tol < col->prim && col->prim < 1.0 - tol) break; } if (k > nv) { /* okay; the basic solution seems to be integer feasible */ double *x = xcalloc(1+n, sizeof(double)); for (j = 1; j <= n; j++) { x[j] = lp->col[j]->prim; if (P->col[j]->kind == GLP_IV) x[j] = floor(x[j] + 0.5); } #if 1 /* modified by xypron <*****@*****.**> */ /* reset direction and right-hand side of objective */ lp->c0 = P->c0; lp->dir = P->dir; /* fix integer variables */ for (k = 1; k <= nv; k++) #if 0 /* 18/VI-2013; fixed by mao * this bug causes numerical instability, because column statuses * are not changed appropriately */ { lp->col[var[k].j]->lb = x[var[k].j]; lp->col[var[k].j]->ub = x[var[k].j]; lp->col[var[k].j]->type = GLP_FX; } #else glp_set_col_bnds(lp, var[k].j, GLP_FX, x[var[k].j], 0.); #endif /* copy original objective function */ for (j = 1; j <= n; j++) lp->col[j]->coef = P->col[j]->coef; /* solve original LP and copy result */ ret = glp_simplex(lp, &parm); if (ret != 0) { if (T->parm->msg_lev >= GLP_MSG_ERR) xprintf("Warning: glp_simplex returned %d\n", ret); goto done; } ret = glp_get_status(lp); if (ret != GLP_OPT) { if (T->parm->msg_lev >= GLP_MSG_ERR) xprintf("Warning: glp_get_status returned %d\n", ret); goto done; } for (j = 1; j <= n; j++) if (P->col[j]->kind != GLP_IV) x[j] = lp->col[j]->prim; #endif ret = glp_ios_heur_sol(T, x); xfree(x); if (ret == 0) { /* the integer solution is accepted */ if (ios_is_hopeful(T, T->curr->bound)) { /* it is reasonable to apply the heuristic once again */ goto more; } else { /* the best known integer feasible solution just found is close to optimal solution to LP relaxation */ goto done; } } }