/* After a CbcModel::resolve this can return a status
-1 no effect
0 treat as optimal
1 as 0 but do not do any more resolves (i.e. no more cuts)
2 treat as infeasible
*/
int
CbcNlpStrategy::status(CbcModel * model, CbcNodeInfo * parent,int whereFrom)
{
OsiSolverInterface * solver = model->solver();//get solver
int feasible = 1;
bool solved = true;
int returnStatus = -1;
BonCbcPartialNodeInfo * bmNodeInfo = dynamic_cast<BonCbcPartialNodeInfo *>(parent);
if (!bmNodeInfo) return -1;
int seqOfInfeasiblesSize = bmNodeInfo->getSequenceOfInfeasiblesSize();
int seqOfUnsolvedSize = bmNodeInfo->getSequenceOfUnsolvedSize();
if (solver->isAbandoned()) {
solved = false;
seqOfUnsolvedSize++;
;
}
else if (solver->isProvenPrimalInfeasible()) {
feasible = 0;
seqOfInfeasiblesSize++;
}
if ((seqOfUnsolvedSize==0) || (maxFailure_ == 0) &&
(maxInfeasible_== 0) || (seqOfInfeasiblesSize==0))
if (feasible && seqOfInfeasiblesSize > 1) {
(*model->messageHandler())<<"Feasible node while father was infeasible."
<<CoinMessageEol;
}
if (solved && seqOfUnsolvedSize > 1) {
(*model->messageHandler())<<"Solved node while father was unsolved."
<<CoinMessageEol;
}
if (seqOfInfeasiblesSize < maxInfeasible_ &&
solved && !feasible) {
(*model->messageHandler())<<"Branching on infeasible node, sequence of infeasibles size "
<<seqOfInfeasiblesSize<<CoinMessageEol;
// Have to make sure that we will branch
OsiTMINLPInterface * ipopt = dynamic_cast<OsiTMINLPInterface *>(solver);
ipopt->forceBranchable();
//change objective value
returnStatus = 0;
}
if (!solved && parent != NULL &&
seqOfUnsolvedSize <= maxFailure_) {
(*model->messageHandler())<<"Branching on unsolved node, sequence of unsolved size "<<seqOfUnsolvedSize<<CoinMessageEol;
// Have to make sure that we will branch
OsiTMINLPInterface * osiMinlp = dynamic_cast<OsiTMINLPInterface *>(solver);
osiMinlp->forceBranchable(); // feasible=1;
returnStatus = 0;
}
if (solver->isAbandoned() && parent != NULL &&
seqOfUnsolvedSize > maxFailure_) {
hasFailed_ = true;
OsiTMINLPInterface * osiMinlp =
dynamic_cast<OsiTMINLPInterface *>(solver);
if (pretendFailIsInfeasible_) {
//force infeasible
osiMinlp->forceInfeasible();
returnStatus = 2;
}
else {
std::string probName;
osiMinlp->getStrParam(OsiProbName,probName);
throw osiMinlp->newUnsolvedError(0, osiMinlp->problem(), probName);
}
}
return returnStatus;
}
/** Perform a branch-and-bound on given setup.*/
void CouenneBab::branchAndBound (Bonmin::BabSetupBase & s) {
double remaining_time = s.getDoubleParameter(Bonmin::BabSetupBase::MaxTime) + CoinCpuTime();
/* Put a link to this into solver.*/
OsiBabSolver * babInfo = dynamic_cast<OsiBabSolver *>(s.continuousSolver()->getAuxiliaryInfo());
assert(babInfo);
Bonmin::BabInfo * bonBabInfoPtr = dynamic_cast<Bonmin::BabInfo*>(babInfo);
if (bonBabInfoPtr == NULL) { //Replace with a Bonmin::babInfo
bonBabInfoPtr = new Bonmin::BabInfo(*babInfo);
s.continuousSolver()->setAuxiliaryInfo(bonBabInfoPtr);
delete bonBabInfoPtr;
bonBabInfoPtr = dynamic_cast<Bonmin::BabInfo*>(s.continuousSolver()->getAuxiliaryInfo());
}
bonBabInfoPtr->setBabPtr(this);
s.nonlinearSolver()->solver()->setup_global_time_limit(s.getDoubleParameter(Bonmin::BabSetupBase::MaxTime));
OsiSolverInterface * solver = s.continuousSolver()->clone();
delete modelHandler_;
modelHandler_ = s.continuousSolver()->messageHandler()->clone();
model_.passInMessageHandler(modelHandler_);
model_.assignSolver(solver, true);
// s.continuousSolver() = model_.solver();
// if(s.continuousSolver()->objects()!=NULL){
// model_.addObjects(s.continuousSolver()->numberObjects(),s.continuousSolver()->objects());
// }
int specOpt = s.getIntParameter(Bonmin::BabSetupBase::SpecialOption);
if (specOpt) {
model_.setSpecialOptions(specOpt);
if (specOpt==16) {
Bonmin::CbcNlpStrategy strat(s.getIntParameter(Bonmin::BabSetupBase::MaxFailures),
s.getIntParameter(Bonmin::BabSetupBase::MaxInfeasible),
s.getIntParameter(Bonmin::BabSetupBase::FailureBehavior));
model_.setStrategy(strat);
}
}
model_.setMaximumCutPasses(s.getIntParameter(Bonmin::BabSetupBase::NumCutPasses));
model_.setMaximumCutPassesAtRoot(s.getIntParameter(Bonmin::BabSetupBase::NumCutPassesAtRoot));
//Setup cutting plane methods
for (Bonmin::BabSetupBase::CuttingMethods::iterator i = s.cutGenerators().begin() ;
i != s.cutGenerators().end() ; i++) {
Bonmin::OaDecompositionBase * oa = dynamic_cast<Bonmin::OaDecompositionBase *>(i->cgl);
if (oa && oa->reassignLpsolver())
oa->assignLpInterface(model_.solver());
model_.addCutGenerator(i->cgl,i->frequency,i->id.c_str(), i->normal,
i->atSolution);
if(i->always){
model_.cutGenerators()[model_.numberCutGenerators()-1]
->setMustCallAgain(true);
}
}
for (Bonmin::BabSetupBase::HeuristicMethods::iterator i = s.heuristics().begin() ;
i != s.heuristics().end() ; i++) {
CbcHeuristic * heu = i->heuristic;
heu->setModel(&model_);
model_.addHeuristic(heu, i->id.c_str());
}
//need to record solver logLevel here
int logLevel = s.continuousSolver()->messageHandler()->logLevel();
//Set true branch-and-bound parameters
model_.setLogLevel(s.getIntParameter(Bonmin::BabSetupBase::BabLogLevel));
// Put back solver logLevel
model_.solver()->messageHandler()->setLogLevel(logLevel);
model_.setPrintFrequency(s.getIntParameter(Bonmin::BabSetupBase::BabLogInterval));
bool ChangedObject = false;
//Pass over user set branching priorities to Cbc
if (s.continuousSolver()->objects()==NULL) {
//assert (s.branchingMethod() == NULL);
const OsiTMINLPInterface * nlpSolver = s.nonlinearSolver();
//set priorities, prefered directions...
const int * priorities = nlpSolver->getPriorities();
const double * upPsCosts = nlpSolver->getUpPsCosts();
const double * downPsCosts = nlpSolver->getDownPsCosts();
const int * directions = nlpSolver->getBranchingDirections();
bool hasPseudo = (upPsCosts!=NULL);
model_.findIntegers(true,hasPseudo);
OsiObject ** simpleIntegerObjects = model_.objects();
int numberObjects = model_.numberObjects();
if (priorities != NULL || directions != NULL || hasPseudo) {
ChangedObject = true;
for (int i = 0 ; i < numberObjects ; i++) {
CbcObject * object = dynamic_cast<CbcObject *>
(simpleIntegerObjects[i]);
int iCol = object->columnNumber();
if (priorities)
object->setPriority(priorities[iCol]);
if (directions)
object->setPreferredWay(directions[iCol]);
if (upPsCosts) {
CbcSimpleIntegerPseudoCost * pscObject =
dynamic_cast<CbcSimpleIntegerPseudoCost*> (object);
pscObject->setUpPseudoCost(upPsCosts[iCol]);
pscObject->setDownPseudoCost(downPsCosts[iCol]);
}
}
}
#if 1
// Now pass user set Sos constraints (code inspired from CoinSolve.cpp)
const TMINLP::SosInfo * sos = s.nonlinearSolver()->model()->sosConstraints();
if (!s.getIntParameter(Bonmin::BabSetupBase::DisableSos) && sos && sos->num > 0) {
// we have some sos constraints
const OsiTMINLPInterface * nlpSolver = s.nonlinearSolver();
const int & numSos = sos->num;
(*nlpSolver->messageHandler())<<"Adding "<<sos->num<<" sos constraints."
<<CoinMessageEol;
CbcObject ** objects = new CbcObject*[numSos];
const int * starts = sos->starts;
const int * indices = sos->indices;
const char * types = sos->types;
const double * weights = sos->weights;
//verify if model has user set priorities
bool hasPriorities = false;
const int * varPriorities = nlpSolver->getPriorities();
int numberObjects = model_.numberObjects();
if (varPriorities)
{
for (int i = 0 ; i < numberObjects ; i++) {
if (varPriorities[i]) {
hasPriorities = true;
break;
}
}
}
const int * sosPriorities = sos->priorities;
if (sosPriorities)
{
for (int i = 0 ; i < numSos ; i++) {
if (sosPriorities[i]) {
hasPriorities = true;
break;
}
}
}
for (int i = 0 ; i < numSos ; i++)
{
int start = starts[i];
int length = starts[i + 1] - start;
#ifdef DO_IT_NWAY
printf("setting nway object\n"),
objects[i] = new CbcNWay(&model_, length, &indices[start],
i);
objects[i]->setPriority(1);
#else
objects[i] = new CbcSOS(&model_, length, &indices[start],
&weights[start], i, types[i]);
objects[i]->setPriority(10);
#endif
if (hasPriorities && sosPriorities && sosPriorities[i]) {
objects[i]->setPriority(sosPriorities[i]);
}
}
model_.addObjects (numSos, objects);
for (int i = 0 ; i < numSos ; i++)
delete objects[i];
delete [] objects;
}
#endif
//If Setup contains more objects add them to Cbc
if (s.objects().size()) {
CbcObject ** objects = new CbcObject *[s.objects().size()];
for (unsigned int i = 0 ; i < s.objects().size() ; i++) {
objects[i] = dynamic_cast<CbcObject *> (s.objects()[i]);
assert(objects[i]);
objects[i]->setModel(&model_);
}
model_.addObjects ((int) s.objects().size(), objects);
delete [] objects;
}
replaceIntegers(model_.objects(), model_.numberObjects());
} else { // Pass in objects to Cbc
// Redundant definition of default branching (as Default == User)
assert (s.branchingMethod() != NULL);
// Add nonlinear and integer objects (need to add OsiSOS)
model_.addObjects (s.continuousSolver () -> numberObjects (), s.continuousSolver () -> objects ());
// Now model_ has only CouenneObjects and SOS objects
// for (int i=0; i<nco; i++)
// if (!(dynamic_cast <CbcSimpleInteger *> (s.continuousSolver () -> objects () [i])))
// model_ . objects () [nRealObj++] = s.continuousSolver () -> objects () [i] -> clone ();
CbcBranchDefaultDecision branch;
s.branchingMethod()->setSolver(model_.solver());
BonChooseVariable * strong2 = dynamic_cast<BonChooseVariable *>(s.branchingMethod());
if (strong2)
strong2->setCbcModel(&model_);
branch.setChooseMethod(*s.branchingMethod());
model_.setBranchingMethod(&branch);
// prevent duplicating object when copying in CbcModel.cpp
model_.solver()->deleteObjects();
}
model_.setDblParam(CbcModel::CbcCutoffIncrement, s.getDoubleParameter(Bonmin::BabSetupBase::CutoffDecr));
model_.setCutoff(s.getDoubleParameter(Bonmin::BabSetupBase::Cutoff) + CUTOFF_TOL);
model_.setDblParam(CbcModel::CbcAllowableGap, s.getDoubleParameter(Bonmin::BabSetupBase::AllowableGap));
model_.setDblParam(CbcModel::CbcAllowableFractionGap, s.getDoubleParameter(Bonmin::BabSetupBase::AllowableFractionGap));
// Definition of node selection strategy
if (s.nodeComparisonMethod()==Bonmin::BabSetupBase::bestBound) {
CbcCompareObjective compare;
model_.setNodeComparison(compare);
}
else if (s.nodeComparisonMethod()==Bonmin::BabSetupBase::DFS) {
CbcCompareDepth compare;
model_.setNodeComparison(compare);
}
else if (s.nodeComparisonMethod()==Bonmin::BabSetupBase::BFS) {
CbcCompareDefault compare;
compare.setWeight(0.0);
model_.setNodeComparison(compare);
}
else if (s.nodeComparisonMethod()==Bonmin::BabSetupBase::dynamic) {
CbcCompareDefault compare;
model_.setNodeComparison(compare);
}
else if (s.nodeComparisonMethod()==Bonmin::BabSetupBase::bestGuess) {
// Right now, this is a mess. We need a separation of the
// pseudo costs from the ChooseVariable method
CbcCompareEstimate compare;
model_.setNodeComparison(compare);
GuessHeuristic * guessHeu = new GuessHeuristic(model_);
model_.addHeuristic(guessHeu);
delete guessHeu;
}
if (s.treeTraversalMethod() == Bonmin::BabSetupBase::HeapOnly) {
//Do nothing this is the default of Cbc.
}
else if (s.treeTraversalMethod() == Bonmin::BabSetupBase::DiveFromBest) {
CbcDiver treeTraversal;
treeTraversal.initialize(s);
model_.passInTreeHandler(treeTraversal);
}
else if (s.treeTraversalMethod() == Bonmin::BabSetupBase::ProbedDive) {
CbcProbedDiver treeTraversal;
treeTraversal.initialize(s);
model_.passInTreeHandler(treeTraversal);
}
else if (s.treeTraversalMethod() == Bonmin::BabSetupBase::DfsDiveFromBest) {
CbcDfsDiver treeTraversal;
treeTraversal.initialize(s);
model_.passInTreeHandler(treeTraversal);
}
else if (s.treeTraversalMethod() == Bonmin::BabSetupBase::DfsDiveDynamic) {
CbcDfsDiver treeTraversal;
treeTraversal.initialize(s);
model_.passInTreeHandler(treeTraversal);
DiverCompare compare;
compare.setComparisonDive(*model_.nodeComparison());
compare.setComparisonBound(CbcCompareObjective());
CbcDfsDiver * dfs = dynamic_cast<CbcDfsDiver *> (model_.tree());
assert(dfs);
compare.setDiver(dfs);
model_.setNodeComparison(compare);
}
model_.setNumberStrong(s.getIntParameter(Bonmin::BabSetupBase::NumberStrong));
model_.setNumberBeforeTrust(s.getIntParameter(Bonmin::BabSetupBase::MinReliability));
model_.setNumberPenalties(8);
model_.setDblParam(CbcModel::CbcMaximumSeconds, s.getDoubleParameter(Bonmin::BabSetupBase::MaxTime));
model_.setMaximumNodes(s.getIntParameter(Bonmin::BabSetupBase::MaxNodes));
model_.setMaximumNumberIterations(s.getIntParameter(Bonmin::BabSetupBase::MaxIterations));
model_.setMaximumSolutions(s.getIntParameter(Bonmin::BabSetupBase::MaxSolutions));
model_.setIntegerTolerance(s.getDoubleParameter(Bonmin::BabSetupBase::IntTol));
//Get objects from model_ if it is not null means there are some sos constraints or non-integer branching object
// pass them to cut generators.
OsiObject ** objects = model_.objects();
if (specOpt!=16 && objects) {
int numberObjects = model_.numberObjects();
if (objects_ != NULL) {
for (int i = 0 ; i < nObjects_; i++)
delete objects_[i];
}
delete [] objects_;
objects_ = new OsiObject*[numberObjects];
nObjects_ = numberObjects;
for (int i = 0 ; i < numberObjects; i++) {
OsiObject * obj = objects[i];
CbcSimpleInteger * intObj = dynamic_cast<CbcSimpleInteger *> (obj);
if (intObj) {
objects_[i] = intObj->osiObject();
}
else {
CbcSOS * sosObj = dynamic_cast<CbcSOS *>(obj);
if (sosObj) objects_[i] = sosObj->osiObject(model_.solver());
else {//Maybe an unsupported CbcObject
CbcObject * cbcObj = dynamic_cast<CbcObject *>(obj);
if (cbcObj) {
std::cerr<<"Unsupported CbcObject appears in the code"<<std::endl;
throw UNSUPPORTED_CBC_OBJECT;
}
else {//It has to be an OsiObject.
objects_[i]=obj->clone();
}
}
}
}
CbcCutGenerator ** gen = model_.cutGenerators();
int numGen = model_.numberCutGenerators();
for (int i = 0 ; i < numGen ; i++) {
Bonmin::OaDecompositionBase * oa = dynamic_cast<Bonmin::OaDecompositionBase * >(gen[i]->generator());
// if (oa)
// printf ("\n\n\nat least one OADecompBase\n\n\n");
if (oa) // pass objects
oa->setObjects(objects_,nObjects_);
}
}
// if (objects_) {
// for (int i = 0 ; i < nObjects_; i++)
// delete objects_ [i];
// delete [] objects_;
// }
// OsiObject ** objects = model_.objects();
// int numObjects = model_.numberObjects();
// nObjects_ = 0;
// objects_ = new OsiObject* [numObjects];
// for (int i=0; i < numObjects; ++i)
// if (objects [i])
// objects_ [nObjects_++] = objects [i] -> clone ();
try {
//Get the time and start.
{
OsiTMINLPInterface * tmpOsi = NULL;
if(s.nonlinearSolver() == s.continuousSolver()){
tmpOsi = dynamic_cast<OsiTMINLPInterface *> (model_.solver());
tmpOsi->forceSolverOutput(s.getIntParameter(Bonmin::BabSetupBase::RootLogLevel));
}
model_.initialSolve();
if(tmpOsi != NULL){
tmpOsi->setSolverOutputToDefault();
}
}
int ival;
s.options()->GetEnumValue("enable_dynamic_nlp", ival, "bonmin.");
if(s.nonlinearSolver() == s.continuousSolver() && ival) {
if(!model_.solver()->isProvenOptimal() ){//Something went wrong check if objective is linear and alternate model
// can be solved
OsiTMINLPInterface * tmpOsi = dynamic_cast<OsiTMINLPInterface *> (model_.solver());
TMINLPLinObj * tmp_tminlp = dynamic_cast<TMINLPLinObj *> (tmpOsi->model());
tmpOsi->setModel(tmp_tminlp->tminlp());
model_.initialSolve();
}
else {
LinearCutsGenerator cgl;
cgl.initialize(s);
OsiCuts cuts;
cgl.generateCuts(*model_.solver(), cuts);
std::vector<const OsiRowCut *> mycuts(cuts.sizeRowCuts());
for(int i = 0 ; i < cuts.sizeRowCuts() ; i++){
mycuts[i] = cuts.rowCutPtr(i);
}
model_. solver () -> applyRowCuts ((int) mycuts.size(), (const OsiRowCut **) &mycuts[0]);
}
//Added by Claudia
OsiTMINLPInterface * nlpSolver = dynamic_cast<OsiTMINLPInterface *>(model_.solver());
if(nlpSolver && nlpSolver->getNewCutoffDecr()!=COIN_DBL_MAX)
model_.setDblParam(CbcModel::CbcCutoffIncrement, nlpSolver->getNewCutoffDecr());
model_.solver()->resolve();
}
// for Couenne
model_.passInSolverCharacteristics (bonBabInfoPtr);
continuousRelaxation_ =model_.solver()->getObjValue();
if (specOpt==16)//Set warm start point for Ipopt
{
#if 1
const double * colsol = model_.solver()->getColSolution();
const double * duals = model_.solver()->getRowPrice();
OsiTMINLPInterface * tnlpSolver = dynamic_cast<OsiTMINLPInterface *>(model_.solver());
// Primal dual point is not copied if one (supposedly a better one) has already been put into the solver.
if(tnlpSolver->problem()->has_x_init() != 2){
model_.solver()->setColSolution(colsol);
model_.solver()->setRowPrice(duals);
}
#else
OsiTMINLPInterface * tnlpSolver = dynamic_cast<OsiTMINLPInterface *>(model_.solver());
CoinWarmStart * warm = tnlpSolver->solver()->getWarmStart(tnlpSolver->problem());
tnlpSolver->solver()->setWarmStart(warm, tnlpSolver->problem());
delete warm;
#endif
#if 0 // Sometimes primal dual point is problematic in the context of Cut-and-branch
model_.solver()->resolve();
if(!model_.solver()->isProvenOptimal())
model_.solver()->setColSolution(NULL);
#endif
}
#ifdef SIGNAL
CoinSighandler_t saveSignal = SIG_DFL;
// register signal handler
saveSignal = signal (SIGINT,couenne_signal_handler);
currentBranchModel = &model_;
#endif
// to get node parent info in Cbc, pass parameter 3.
//model_.branchAndBound(3);
remaining_time -= CoinCpuTime();
model_.setDblParam(CbcModel::CbcMaximumSeconds, remaining_time);
if(remaining_time > 0.)
model_.branchAndBound();
}
catch(TNLPSolver::UnsolvedError *E){
s.nonlinearSolver()->model()->finalize_solution
(TMINLP::MINLP_ERROR, 0, NULL, DBL_MAX);
throw E;
}
numNodes_ = model_.getNodeCount();
bestObj_ = model_.getObjValue();
bestBound_ = model_.getBestPossibleObjValue();
mipIterationCount_ = model_.getIterationCount();
bool hasFailed = false;
if (specOpt==16)//Did we continue branching on a failure
{
CbcNlpStrategy * nlpStrategy = dynamic_cast<CbcNlpStrategy *>(model_.strategy());
if (nlpStrategy)
hasFailed = nlpStrategy->hasFailed();
else
throw -1;
}
else
hasFailed = s.nonlinearSolver()->hasContinuedOnAFailure();
// Output summarizing cut generators (taken from CbcSolver.cpp)
// ToDo put into proper print level
int numberGenerators = model_.numberCutGenerators();
for (int iGenerator=0;iGenerator<numberGenerators;iGenerator++) {
CbcCutGenerator * generator = model_.cutGenerator(iGenerator);
//CglStored * stored = dynamic_cast<CglStored*>(generator->generator());
if (true&&!(generator->numberCutsInTotal() || generator->numberColumnCuts()))
continue;
if(modelHandler_->logLevel() >= 1) {
*modelHandler_ << generator->cutGeneratorName()
<< "was tried" << generator->numberTimesEntered()
<< "times and created" << generator->numberCutsInTotal()+generator->numberColumnCuts()
<< "cuts of which" << generator->numberCutsActive()
<< "were active after adding rounds of cuts";
// if (generator->timing()) {
// char timebuf[20];
// sprintf(timebuf, "(%.3fs)", generator->timeInCutGenerator());
// *modelHandler_ << timebuf << CoinMessageEol;
// }
// else {
// *modelHandler_ << CoinMessageEol;
// }
}
}
TMINLP::SolverReturn status = TMINLP::MINLP_ERROR;
if (model_.numberObjects()==0) {
if (bestSolution_)
delete [] bestSolution_;
OsiSolverInterface * solver =
(s.nonlinearSolver() == s.continuousSolver())?
model_.solver() : s.nonlinearSolver();
bestSolution_ = new double[solver->getNumCols()];
CoinCopyN(solver->getColSolution(), solver->getNumCols(),
bestSolution_);
bestObj_ = bestBound_ = solver->getObjValue();
}
if (bonBabInfoPtr->bestSolution2().size() > 0) {
assert((int) bonBabInfoPtr->bestSolution2().size() == s.nonlinearSolver()->getNumCols());
if (bestSolution_)
delete [] bestSolution_;
bestSolution_ = new double[s.nonlinearSolver()->getNumCols()];
std::copy(bonBabInfoPtr->bestSolution2().begin(), bonBabInfoPtr->bestSolution2().end(),
bestSolution_);
bestObj_ = (bonBabInfoPtr->bestObj2());
(*s.nonlinearSolver()->messageHandler())<<"\nReal objective function: "
<<bestObj_<<CoinMessageEol;
}
else if (model_.bestSolution()) {
if (bestSolution_)
delete [] bestSolution_;
bestSolution_ = new double[s.nonlinearSolver()->getNumCols()];
CoinCopyN(model_.bestSolution(), s.nonlinearSolver()->getNumCols(), bestSolution_);
}
if(remaining_time <= 0.){
status = TMINLP::LIMIT_EXCEEDED;
if (bestSolution_) {
mipStatus_ = Feasible;
}
else {
mipStatus_ = NoSolutionKnown;
}
}
else if (model_.status() == 0) {
if(model_.isContinuousUnbounded()){
status = TMINLP::CONTINUOUS_UNBOUNDED;
mipStatus_ = UnboundedOrInfeasible;
}
else
if (bestSolution_) {
status = TMINLP::SUCCESS;
mipStatus_ = FeasibleOptimal;
}
else {
status = TMINLP::INFEASIBLE;
mipStatus_ = ProvenInfeasible;
}
}
else if (model_.status() == 1 || model_.status() == 5) {
#if (BONMIN_VERSION_MAJOR > 1) || (BONMIN_VERSION_MINOR > 6)
status = model_.status() == 1 ? TMINLP::LIMIT_EXCEEDED : TMINLP::USER_INTERRUPT;
#else
status = TMINLP::LIMIT_EXCEEDED;
#endif
if (bestSolution_) {
mipStatus_ = Feasible;
}
else {
mipStatus_ = NoSolutionKnown;
}
}
else if (model_.status()==2) {
status = TMINLP::MINLP_ERROR;
}
// Which solution should we use? false if RBS's, true if Cbc's
bool use_RBS_Cbc =
!problem_ ||
!(problem_ -> getRecordBestSol ()) ||
!(problem_ -> getRecordBestSol () -> getHasSol()) ||
(((fabs (bestObj_) < COUENNE_INFINITY / 1e4) &&
(problem_ -> getRecordBestSol () -> getVal () > bestObj_)));
/* if we do not pass the cbc solution and problem_ -> getRecordBestSol () -> getHasSol() is true, then there should be a solution vector in problem_ -> getRecordBestSol () */
assert(use_RBS_Cbc || problem_ -> getRecordBestSol () -> getSol() != NULL);
s.nonlinearSolver () -> model () -> finalize_solution
(status,
s.nonlinearSolver () -> getNumCols (),
use_RBS_Cbc ? bestSolution_ : problem_ -> getRecordBestSol () -> getSol (),
use_RBS_Cbc ? bestObj_ : problem_ -> getRecordBestSol () -> getVal ());
}
/** Returns a feasible solution to the MINLP
* The heuristic constructs a MIP based approximating all univariate functions appearing in nonlinear constraints
* The linear approximation is obtained by adding inner chords linking pairs of points until covering the range of each variable **/
int
HeuristicInnerApproximation::solution(double &solutionValue, double *betterSolution)
{
if(model_->getNodeCount() || model_->getCurrentPassNumber() > 1) return 0;
if ((model_->getNodeCount()%howOften_)!=0||model_->getCurrentPassNumber()>1)
return 0;
int returnCode = 0; // 0 means it didn't find a feasible solution
OsiTMINLPInterface * nlp = NULL;
if(setup_->getAlgorithm() == B_BB)
nlp = dynamic_cast<OsiTMINLPInterface *>(model_->solver()->clone());
else
nlp = dynamic_cast<OsiTMINLPInterface *>(setup_->nonlinearSolver()->clone());
TMINLP2TNLP* minlp = nlp->problem();
// set tolerances
double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance);
int numberColumns;
int numberRows;
int nnz_jac_g;
int nnz_h_lag;
Ipopt::TNLP::IndexStyleEnum index_style;
minlp->get_nlp_info(numberColumns, numberRows, nnz_jac_g,
nnz_h_lag, index_style);
const Bonmin::TMINLP::VariableType* variableType = minlp->var_types();
const double* x_sol = minlp->x_sol();
double* newSolution = new double [numberColumns];
memcpy(newSolution,x_sol,numberColumns*sizeof(double));
double* new_g_sol = new double [numberRows];
bool feasible = true;
// load the problem to OSI
#ifdef DEBUG_BON_HEURISTIC
cout << "Loading the problem to OSI\n";
#endif
OsiSolverInterface *si = mip_->solver(); // the MIP solver
bool delete_si = false;
if(si == NULL) {
si = new OsiClpSolverInterface;
mip_->setLpSolver(si);
delete_si = true;
}
CoinMessageHandler * handler = model_->messageHandler()->clone();
si->passInMessageHandler(handler);
si->messageHandler()->setLogLevel(2);
#ifdef DEBUG_BON_HEURISTIC
cout << "Loading problem into si\n";
#endif
extractInnerApproximation(*nlp, *si, newSolution, true); // Call the function construncting the inner approximation description
#ifdef DEBUG_BON_HEURISTIC
cout << "problem loaded\n";
cout << "**** Running optimization ****\n";
#endif
mip_->optimize(DBL_MAX, 2, 180); // Optimize the MIP
#ifdef DEBUG_BON_HEURISTIC
cout << "Optimization finished\n";
#endif
if(mip_->getLastSolution()) { // if the MIP solver returns a feasible solution
const double* solution = mip_->getLastSolution();
for (size_t iLCol=0;iLCol<numberColumns;iLCol++) {
newSolution[iLCol] = solution[iLCol];
}
}
else
feasible = false;
if(delete_si) {
delete si;
}
delete handler;
const double* x_l = minlp->x_l();
const double* x_u = minlp->x_u();
const double* g_l = minlp->g_l();
const double* g_u = minlp->g_u();
double primalTolerance = 1.0e-6;
#if 1
if(feasible ) {
std::vector<double> memLow(numberColumns);
std::vector<double> memUpp(numberColumns);
std::copy(minlp->x_l(), minlp->x_l() + numberColumns, memLow.begin());
std::copy(minlp->x_u(), minlp->x_u() + numberColumns, memUpp.begin());
// fix the integer variables and solve the NLP
for (int iColumn=0;iColumn<numberColumns;iColumn++) {
if (variableType[iColumn] != Bonmin::TMINLP::CONTINUOUS) {
double value=floor(newSolution[iColumn]+0.5);
minlp->SetVariableUpperBound(iColumn, value);
minlp->SetVariableLowerBound(iColumn, value);
}
}
if(feasible) {
nlp->initialSolve();
if(minlp->optimization_status() != Ipopt::SUCCESS) {
feasible = false;
}
memcpy(newSolution,minlp->x_sol(),numberColumns*sizeof(double));
}
for (int iColumn=0;iColumn<numberColumns;iColumn++) {
if (variableType[iColumn] != Bonmin::TMINLP::CONTINUOUS) {
minlp->SetVariableUpperBound(iColumn, memUpp[iColumn]);
minlp->SetVariableLowerBound(iColumn, memLow[iColumn]);
}
}
}
#endif
#endif
if(feasible) {
double newSolutionValue;
minlp->eval_f(numberColumns, newSolution, true, newSolutionValue);
if(newSolutionValue < solutionValue) {
memcpy(betterSolution,newSolution,numberColumns*sizeof(double));
solutionValue = newSolutionValue;
returnCode = 1;
}
}
delete [] newSolution;
delete [] new_g_sol;
delete nlp;
#ifdef DEBUG_BON_HEURISTIC
std::cout<<"Inner approximation returnCode = "<<returnCode<<std::endl;
#endif
return returnCode;
}
void
HeuristicInnerApproximation::extractInnerApproximation(OsiTMINLPInterface & nlp, OsiSolverInterface &si,
const double * x, bool getObj) {
int n;
int m;
int nnz_jac_g;
int nnz_h_lag;
Ipopt::TNLP::IndexStyleEnum index_style;
TMINLP2TNLP * problem = nlp.problem();
//Get problem information
problem->get_nlp_info(n, m, nnz_jac_g, nnz_h_lag, index_style);
vector<int> jRow(nnz_jac_g);
vector<int> jCol(nnz_jac_g);
vector<double> jValues(nnz_jac_g);
problem->eval_jac_g(n, NULL, 0, m, nnz_jac_g, jRow(), jCol(), NULL);
if(index_style == Ipopt::TNLP::FORTRAN_STYLE)//put C-style
{
for(int i = 0 ; i < nnz_jac_g ; i++){
jRow[i]--;
jCol[i]--;
}
}
//get Jacobian
problem->eval_jac_g(n, x, 1, m, nnz_jac_g, NULL, NULL,
jValues());
vector<double> g(m);
problem->eval_g(n, x, 1, m, g());
vector<int> nonLinear(m);
//store non linear constraints (which are to be removed from IA)
int numNonLinear = 0;
const double * rowLower = nlp.getRowLower();
const double * rowUpper = nlp.getRowUpper();
const double * colLower = nlp.getColLower();
const double * colUpper = nlp.getColUpper();
assert(m == nlp.getNumRows());
double infty = si.getInfinity();
double nlp_infty = nlp.getInfinity();
vector<Ipopt::TNLP::LinearityType> constTypes(m);
problem->get_constraints_linearity(m, constTypes());
for (int i = 0; i < m; i++) {
if (constTypes[i] == Ipopt::TNLP::NON_LINEAR) {
nonLinear[numNonLinear++] = i;
}
}
vector<double> rowLow(m - numNonLinear);
vector<double> rowUp(m - numNonLinear);
int ind = 0;
for (int i = 0; i < m; i++) {
if (constTypes[i] != Ipopt::TNLP::NON_LINEAR) {
if (rowLower[i] > -nlp_infty) {
// printf("Lower %g ", rowLower[i]);
rowLow[ind] = (rowLower[i]);
} else
rowLow[ind] = -infty;
if (rowUpper[i] < nlp_infty) {
// printf("Upper %g ", rowUpper[i]);
rowUp[ind] = (rowUpper[i]);
} else
rowUp[ind] = infty;
ind++;
}
}
CoinPackedMatrix mat(true, jRow(), jCol(), jValues(), nnz_jac_g);
mat.setDimensions(m, n); // In case matrix was empty, this should be enough
//remove non-linear constraints
mat.deleteRows(numNonLinear, nonLinear());
int numcols = nlp.getNumCols();
vector<double> obj(numcols);
for (int i = 0; i < numcols; i++)
obj[i] = 0.;
si.loadProblem(mat, nlp.getColLower(), nlp.getColUpper(),
obj(), rowLow(), rowUp());
const Bonmin::TMINLP::VariableType* variableType = problem->var_types();
for (int i = 0; i < n; i++) {
if ((variableType[i] == TMINLP::BINARY) || (variableType[i]
== TMINLP::INTEGER))
si.setInteger(i);
}
if (getObj) {
bool addObjVar = false;
if (problem->hasLinearObjective()) {
double zero;
vector<double> x0(n, 0.);
problem->eval_f(n, x0(), 1, zero);
si.setDblParam(OsiObjOffset, -zero);
//Copy the linear objective and don't create a dummy variable.
problem->eval_grad_f(n, x, 1, obj());
si.setObjective(obj());
} else {
addObjVar = true;
}
if (addObjVar) {
nlp.addObjectiveFunction(si, x);
}
}
// Hassan IA initial description
int InnerDesc = 1;
if (InnerDesc == 1) {
OsiCuts cs;
double * p = CoinCopyOfArray(colLower, n);
double * pp = CoinCopyOfArray(colLower, n);
double * up = CoinCopyOfArray(colUpper, n);
const int& nbAp = nbAp_;
std::vector<int> nbG(m, 0);// Number of generated points for each nonlinear constraint
std::vector<double> step(n);
for (int i = 0; i < n; i++) {
if (colUpper[i] > 1e08) {
up[i] = 0;
}
if (colUpper[i] > 1e08 || colLower[i] < -1e08 || (variableType[i]
== TMINLP::BINARY) || (variableType[i] == TMINLP::INTEGER)) {
step[i] = 0;
} else
step[i] = (up[i] - colLower[i]) / (nbAp);
if (colLower[i] < -1e08) {
p[i] = 0;
pp[i] = 0;
}
}
vector<double> g_p(m);
vector<double> g_pp(m);
for (int j = 1; j <= nbAp; j++) {
for (int i = 0; i < n; i++) {
pp[i] += step[i];
}
problem->eval_g(n, p, 1, m, g_p());
problem->eval_g(n, pp, 1, m, g_pp());
double diff = 0;
int varInd = 0;
for (int i = 0; (i < m && constTypes[i] == Ipopt::TNLP::NON_LINEAR); i++) {
if (varInd == n - 1)
varInd = 0;
diff = std::abs(g_p[i] - g_pp[i]);
if (nbG[i] < nbAp - 1) {
getMyInnerApproximation(nlp, cs, i, p, pp);// Generate a chord connecting the two points
p[varInd] = pp[varInd];
nbG[i]++;
}
varInd++;
}
}
for(int i = 0; (i< m && constTypes[i] == Ipopt::TNLP::NON_LINEAR); i++) {
// getConstraintOuterApproximation(cs, i, colUpper, NULL, true);// Generate Tangents at current point
getMyInnerApproximation(nlp, cs, i, p, up);// Generate a chord connecting the two points
}
delete [] p;
delete [] pp;
delete [] up;
si.applyCuts(cs);
}
}
/** Get an inner-approximation constraint obtained by drawing a chord linking the two given points x and x2.
* This only applies to nonlinear constraints featuring univariate functions (f(x) <= y).**/
bool
HeuristicInnerApproximation::getMyInnerApproximation(OsiTMINLPInterface &si, OsiCuts &cs, int ind,
const double * x, const double * x2) {
int n, m, nnz_jac_g, nnz_h_lag;
Ipopt::TNLP::IndexStyleEnum index_style;
TMINLP2TNLP * problem = si.problem();
problem->get_nlp_info(n, m, nnz_jac_g, nnz_h_lag, index_style);
CoinPackedVector cut;
double lb = 0;
double ub = 0;
double infty = si.getInfinity();
lb = -infty; // we only compute <= constraints
double g = 0;
double g2 = 0;
double diff = 0;
double a = 0;
problem->eval_gi(n, x, 1, ind, g);
problem->eval_gi(n, x2, 1, ind, g2);
vector<int> jCol(n);
int nnz;
problem->eval_grad_gi(n, x2, 0, ind, nnz, jCol(), NULL);
vector<double> jValues(nnz);
problem->eval_grad_gi(n, x2, 0, ind, nnz, NULL, jValues());
bool add = false;
for (int i = 0; i < nnz; i++) {
const int &colIdx = jCol[i];
if(index_style == Ipopt::TNLP::FORTRAN_STYLE) jCol[i]--;
diff = x[colIdx] - x2[colIdx];
if (fabs(diff) >= 1e-8) {
a = (g - g2) / diff;
cut.insert(colIdx, a);
ub = a * x[colIdx] - g;
add = true;
} else
cut.insert(colIdx, jValues[i]);
}
if (add) {
OsiRowCut newCut;
newCut.setGloballyValidAsInteger(1);
newCut.setLb(lb);
//********* Perspective Extension ********//
int* ids = problem->get_const_xtra_id(); // vector of indices corresponding to the binary variable activating the corresponding constraint
int binary_id = (ids == NULL) ? -1 : ids[ind]; // Get the index of the corresponding indicator binary variable
if(binary_id>0) {// If this hyperplane is a linearization of a disjunctive constraint, we link its righthand side to the corresponding indicator binary variable
cut.insert(binary_id, -ub); // ∂x ≤ ub => ∂x - ub*z ≤ 0
newCut.setUb(0);
}
else
newCut.setUb(ub);
//********* Perspective Extension ********//
newCut.setRow(cut);
cs.insert(newCut);
return true;
}
return false;
}
int
MilpRounding::solution(double &solutionValue, double *betterSolution)
{
if(model_->getCurrentPassNumber() > 1) return 0;
if (model_->currentDepth() > 2 && (model_->getNodeCount()%howOften_)!=0)
return 0;
int returnCode = 0; // 0 means it didn't find a feasible solution
OsiTMINLPInterface * nlp = NULL;
if(setup_->getAlgorithm() == B_BB)
nlp = dynamic_cast<OsiTMINLPInterface *>(model_->solver()->clone());
else
nlp = dynamic_cast<OsiTMINLPInterface *>(setup_->nonlinearSolver()->clone());
TMINLP2TNLP* minlp = nlp->problem();
// set tolerances
double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance);
//double primalTolerance = 1.0e-6;
int n;
int m;
int nnz_jac_g;
int nnz_h_lag;
Ipopt::TNLP::IndexStyleEnum index_style;
minlp->get_nlp_info(n, m, nnz_jac_g,
nnz_h_lag, index_style);
const Bonmin::TMINLP::VariableType* variableType = minlp->var_types();
const double* x_sol = minlp->x_sol();
const double* g_l = minlp->g_l();
const double* g_u = minlp->g_u();
const double * colsol = model_->solver()->getColSolution();
// Get information about the linear and nonlinear part of the instance
TMINLP* tminlp = nlp->model();
vector<Ipopt::TNLP::LinearityType> c_lin(m);
tminlp->get_constraints_linearity(m, c_lin());
vector<int> c_idx(m);
int n_lin = 0;
for (int i=0;i<m;i++) {
if (c_lin[i]==Ipopt::TNLP::LINEAR)
c_idx[i] = n_lin++;
else
c_idx[i] = -1;
}
// Get the structure of the jacobian
vector<int> indexRow(nnz_jac_g);
vector<int> indexCol(nnz_jac_g);
minlp->eval_jac_g(n, x_sol, false,
m, nnz_jac_g,
indexRow(), indexCol(), 0);
// get the jacobian values
vector<double> jac_g(nnz_jac_g);
minlp->eval_jac_g(n, x_sol, false,
m, nnz_jac_g,
NULL, NULL, jac_g());
// Sort the matrix to column ordered
vector<int> sortedIndex(nnz_jac_g);
CoinIotaN(sortedIndex(), nnz_jac_g, 0);
MatComp c;
c.iRow = indexRow();
c.jCol = indexCol();
std::sort(sortedIndex.begin(), sortedIndex.end(), c);
vector<int> row (nnz_jac_g);
vector<double> value (nnz_jac_g);
vector<int> columnStart(n,0);
vector<int> columnLength(n,0);
int indexCorrection = (index_style == Ipopt::TNLP::C_STYLE) ? 0 : 1;
int iniCol = -1;
int nnz = 0;
for(int i=0; i<nnz_jac_g; i++) {
int thisIndexCol = indexCol[sortedIndex[i]]-indexCorrection;
int thisIndexRow = c_idx[indexRow[sortedIndex[i]] - indexCorrection];
if(thisIndexCol != iniCol) {
iniCol = thisIndexCol;
columnStart[thisIndexCol] = nnz;
columnLength[thisIndexCol] = 0;
}
if(thisIndexRow == -1) continue;
columnLength[thisIndexCol]++;
row[nnz] = thisIndexRow;
value[nnz] = jac_g[i];
nnz++;
}
// Build the row lower and upper bounds
vector<double> newRowLower(n_lin);
vector<double> newRowUpper(n_lin);
for(int i = 0 ; i < m ; i++){
if(c_idx[i] == -1) continue;
newRowLower[c_idx[i]] = g_l[i];
newRowUpper[c_idx[i]] = g_u[i];
}
// Get solution array for heuristic solution
vector<double> newSolution(n);
std::copy(x_sol, x_sol + n, newSolution.begin());
// Define the constraint matrix for MILP
CoinPackedMatrix matrix(true,n_lin,n, nnz, value(), row(), columnStart(), columnLength());
// create objective function and columns lower and upper bounds for MILP
// and create columns for matrix in MILP
//double alpha = 0;
double beta = 1;
vector<double> objective(n);
vector<int> idxIntegers;
idxIntegers.reserve(n);
for(int i = 0 ; i < n ; i++){
if(variableType[i] != Bonmin::TMINLP::CONTINUOUS){
idxIntegers.push_back(i);
objective[i] = beta*(1 - 2*colsol[i]);
}
}
#if 0
// Get dual multipliers and build gradient of the lagrangean
const double * duals = nlp->getRowPrice() + 2 *n;
vector<double> grad(n, 0);
vector<int> indices(n, 0);
tminlp->eval_grad_f(n, x_sol, false, grad());
for(int i = 0 ; i < m ; i++){
if(c_lin[i] == Ipopt::TNLP::LINEAR) continue;
int nnz;
tminlp->eval_grad_gi(n, x_sol, false, i, nnz, indices(), NULL);
tminlp->eval_grad_gi(n, x_sol, false, i, nnz, NULL, grad());
for(int k = 0 ; k < nnz ; k++){
objective[indices[k]] += alpha *duals[i] * grad[k];
}
}
for(int i = 0 ; i < n ; i++){
if(variableType[i] != Bonmin::TMINLP::CONTINUOUS)
objective[i] += alpha * grad[i];
//if(fabs(objective[i]) < 1e-4) objective[i] = 0;
else objective[i] = 0;
}
std::copy(objective.begin(), objective.end(), std::ostream_iterator<double>(std::cout, " "));
std::cout<<std::endl;
#endif
// load the problem to OSI
OsiSolverInterface *si = mip_->solver();
assert(si != NULL);
CoinMessageHandler * handler = model_->messageHandler()->clone();
si->passInMessageHandler(handler);
si->messageHandler()->setLogLevel(1);
si->loadProblem(matrix, model_->solver()->getColLower(), model_->solver()->getColUpper(), objective(),
newRowLower(), newRowUpper());
si->setInteger(idxIntegers(), static_cast<int>(idxIntegers.size()));
si->applyCuts(noGoods);
bool hasFractionnal = true;
while(hasFractionnal){
mip_->optimize(DBL_MAX, 0, 60);
hasFractionnal = false;
#if 0
bool feasible = false;
if(mip_->getLastSolution()) {
const double* solution = mip_->getLastSolution();
std::copy(solution, solution + n, newSolution.begin());
feasible = true;
}
if(feasible) {
// fix the integer variables and solve the NLP
// also add no good cut
CoinPackedVector v;
double lb = 1;
for (int iColumn=0;iColumn<n;iColumn++) {
if (variableType[iColumn] != Bonmin::TMINLP::CONTINUOUS) {
double value=newSolution[iColumn];
if (fabs(floor(value+0.5)-value)>integerTolerance) {
#ifdef DEBUG_BON_HEURISTIC_DIVE_MIP
cout<<"It should be infeasible because: "<<endl;
cout<<"variable "<<iColumn<<" is not integer"<<endl;
#endif
feasible = false;
break;
}
else {
value=floor(newSolution[iColumn]+0.5);
if(value > 0.5){
v.insert(iColumn, -1);
lb -= value;
}
minlp->SetVariableUpperBound(iColumn, value);
minlp->SetVariableLowerBound(iColumn, value);
}
}
}
}
#endif
}
bool feasible = false;
if(mip_->getLastSolution()) {
const double* solution = mip_->getLastSolution();
std::copy(solution, solution + n, newSolution.begin());
feasible = true;
delete handler;
}
if(feasible) {
// fix the integer variables and solve the NLP
// also add no good cut
CoinPackedVector v;
double lb = 1;
for (int iColumn=0;iColumn<n;iColumn++) {
if (variableType[iColumn] != Bonmin::TMINLP::CONTINUOUS) {
double value=newSolution[iColumn];
if (fabs(floor(value+0.5)-value)>integerTolerance) {
feasible = false;
break;
}
else {
value=floor(newSolution[iColumn]+0.5);
if(value > 0.5){
v.insert(iColumn, -1);
lb -= value;
}
minlp->SetVariableUpperBound(iColumn, value);
minlp->SetVariableLowerBound(iColumn, value);
}
}
}
OsiRowCut c;
c.setRow(v);
c.setLb(lb);
c.setUb(DBL_MAX);
noGoods.insert(c);
if(feasible) {
nlp->initialSolve();
if(minlp->optimization_status() != Ipopt::SUCCESS) {
feasible = false;
}
std::copy(x_sol,x_sol+n, newSolution.begin());
}
}
if(feasible) {
double newSolutionValue;
minlp->eval_f(n, newSolution(), true, newSolutionValue);
if(newSolutionValue < solutionValue) {
std::copy(newSolution.begin(), newSolution.end(), betterSolution);
solutionValue = newSolutionValue;
returnCode = 1;
}
}
delete nlp;
#ifdef DEBUG_BON_HEURISTIC_DIVE_MIP
std::cout<<"DiveMIP returnCode = "<<returnCode<<std::endl;
#endif
return returnCode;
}