コード例 #1
0
// Creates a branching object from this infeasible object.
BcpsBranchObject * 
BlisObjectInt::createBranchObject(BcpsModel *m, int direction) const
{
    BlisModel *model = dynamic_cast<BlisModel* >(m);
    OsiSolverInterface * solver = model->solver();
    
    double integerTolerance = model->BlisPar()->entry(BlisParams::integerTol);
    
    const double * solution = solver->getColSolution();
    const double * lower = solver->getColLower();
    const double * upper = solver->getColUpper();
    
    double value = solution[columnIndex_];
    //std::cout << "COL"<< columnIndex_ << ": x = " << value << std::endl;
    
    // Force value in bounds.
    value = CoinMax(value, lower[columnIndex_]);
    value = CoinMin(value, upper[columnIndex_]);
    
    double nearest = floor(value + 0.5);
    
    assert (upper[columnIndex_] > lower[columnIndex_]);
    
    int hotstartStrategy = model->getHotstartStrategy();
    
    if (hotstartStrategy <= 0) {
        if (fabs(value - nearest) < integerTolerance) {
            // Already integeral.
            std::cout << "ERROR: COL" << columnIndex_ << ": x=" << value 
                      << ", nearest=" << nearest 
                      << ", intTol=" << integerTolerance << std::endl;
            assert(0);
        }
    } 
    else {
	const double * incumbent = model->incumbent();
	double targetValue = incumbent[columnIndex_];
	if (direction > 0) {
	    value = targetValue - 0.1;
	}
	else {
	    value = targetValue + 0.1;
	}
    }
    
    return new BlisBranchObjectInt(model, objectIndex_, direction, value);
}
コード例 #2
0
// Compute the infeasibility based on currently relax solution.
double 
BlisObjectInt::infeasibility(BcpsModel *m, int & preferredWay) const
{
    BlisModel * model = dynamic_cast<BlisModel *>(m);
    OsiSolverInterface * solver = model->solver();
    
    const double * solution =  solver->getColSolution();

    const double * lower = solver->getColLower();
    const double * upper = solver->getColUpper();

    double value = solution[columnIndex_];
    
    value = std::max(value, lower[columnIndex_]);
    value = std::min(value, upper[columnIndex_]);
    
    //printf("%d %g %g %g %g\n",columnIndex_,value,lower[columnIndex_],
    //   solution[columnIndex_],upper[columnIndex_]);

    double nearest = floor(value + (1.0 - breakEven_));
    double integerTolerance = model->BlisPar()->entry(BlisParams::integerTol);
    if (nearest > value) {
	preferredWay = 1;
    }
    else {
	preferredWay = -1;
    }
    
    double weight = fabs(value - nearest);

    // normalize so weight is 0.5 at break even
    if (nearest < value) {
	weight = (0.5/breakEven_) * weight;
    }
    else {
	weight = (0.5/(1.0 - breakEven_)) * weight;
    }
    
    if (fabs(value - nearest) <= integerTolerance) {
	return 0.0;
    }
    else {
	return weight;
    }
}
コード例 #3
0
BcpsBranchObject * 
BlisObjectInt::preferredNewFeasible(BcpsModel *m) const
{
    BlisModel *model = dynamic_cast<BlisModel* >(m);
    OsiSolverInterface * solver = model->solver();
    
    double value = solver->getColSolution()[columnIndex_];
    
    double nearest = floor(value + 0.5);
    double integerTolerance = model->BlisPar()->entry(BlisParams::integerTol);

    assert(fabs(value - nearest) <= integerTolerance);

    double dj = solver->getObjSense()*solver->getReducedCost()[columnIndex_];

    BlisBranchObjectInt * object = NULL;

    if (dj >= 0.0) {
	// Better go down
	if (nearest > originalLower_ + 0.5) {
	    // Has room to go down
	    object = new BlisBranchObjectInt(model,
                                             objectIndex_,
                                             -1,
                                             nearest - 1.0,
                                             nearest - 1.0);
	}
    } 
    else {
	// Better go up
	if (nearest < originalUpper_ - 0.5) {
	    // Has room to go up
	    object = new BlisBranchObjectInt(model, 
                                             objectIndex_, 
                                             -1,
                                             nearest + 1.0,
                                             nearest + 1.0);
	}
    }

    return object;
}
コード例 #4
0
/** 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;
}