PresolverPtr presolve(EnvPtr env, ProblemPtr p, size_t ndefs,
HandlerVector &handlers)
{
PresolverPtr pres = PresolverPtr(); // NULL
const std::string me("qg: ");
p->calculateSize();
if (env->getOptions()->findBool("presolve")->getValue() == true) {
LinearHandlerPtr lhandler = (LinearHandlerPtr) new LinearHandler(env, p);
handlers.push_back(lhandler);
if (p->isQP() || p->isQuadratic() || p->isLinear() ||
true==env->getOptions()->findBool("use_native_cgraph")->getValue()) {
lhandler->setPreOptPurgeVars(true);
lhandler->setPreOptPurgeCons(true);
lhandler->setPreOptCoeffImp(true);
} else {
lhandler->setPreOptPurgeVars(false);
lhandler->setPreOptPurgeCons(false);
lhandler->setPreOptCoeffImp(false);
}
if (ndefs>0) {
lhandler->setPreOptDualFix(false);
} else {
lhandler->setPreOptDualFix(true);
}
if (!p->isLinear() &&
true==env->getOptions()->findBool("use_native_cgraph")->getValue() &&
true==env->getOptions()->findBool("nl_presolve")->getValue()
) {
NlPresHandlerPtr nlhand = (NlPresHandlerPtr) new NlPresHandler(env, p);
handlers.push_back(nlhand);
}
// write the names.
env->getLogger()->msgStream(LogExtraInfo) << me
<< "handlers used in presolve:" << std::endl;
for (HandlerIterator h = handlers.begin(); h != handlers.end();
++h) {
env->getLogger()->msgStream(LogExtraInfo) << me
<< (*h)->getName() << std::endl;
}
}
pres = (PresolverPtr) new Presolver(p, env, handlers);
pres->standardize();
if (env->getOptions()->findBool("presolve")->getValue() == true) {
pres->solve();
}
return pres;
}
void AMPLOsiUT::testOsiBnB()
{
EnvPtr env = (EnvPtr) new Environment();
char file_name[] = "instances/milp";
HandlerVector handlers;
ReliabilityBrancherPtr br;
EnginePtr e;
int err = 0;
env->startTimer(err);
ProblemPtr p = iface_->readInstance(file_name);
BranchAndBound *bab = new BranchAndBound(env, p);
IntVarHandlerPtr v_hand = (IntVarHandlerPtr) new IntVarHandler(env, p);
LinearHandlerPtr l_hand = (LinearHandlerPtr) new LinearHandler(env, p);
handlers.push_back(v_hand);
handlers.push_back(l_hand);
v_hand->setModFlags(false, true);
l_hand->setModFlags(false, true);
EngineFactory efac(env);
e = efac.getLPEngine();
PCBProcessorPtr nproc = (PCBProcessorPtr) new PCBProcessor(env, e, handlers);
br= (ReliabilityBrancherPtr) new ReliabilityBrancher(env, handlers);
br->setEngine(e);
nproc->setBrancher(br);
bab->setNodeProcessor(nproc);
NodeIncRelaxerPtr nr = (NodeIncRelaxerPtr) new NodeIncRelaxer(env, handlers);
bab->setNodeRelaxer(nr);
nr->setEngine(e);
nr->setModFlag(false);
p->setNativeDer();
bab->shouldCreateRoot(true);
bab->setLogLevel(LogNone);
bab->solve();
CPPUNIT_ASSERT(bab->getUb() == 1.0);
delete bab;
}
int main(int argc, char* argv[])
{
EnvPtr env = (EnvPtr) new Environment();
OptionDBPtr options;
MINOTAUR_AMPL::AMPLInterfacePtr iface = MINOTAUR_AMPL::AMPLInterfacePtr();
ProblemPtr inst;
SolutionPtr sol, sol2;
double obj_sense =1.0;
// jacobian is read from AMPL interface and passed on to branch-and-bound
JacobianPtr jPtr;
// hessian is read from AMPL interface and passed on to branch-and-bound
MINOTAUR_AMPL::AMPLHessianPtr hPtr;
// the branch-and-bound
BranchAndBound *bab = 0;
PresolverPtr pres;
EngineFactory *efac;
const std::string me("qg: ");
BrancherPtr br = BrancherPtr(); // NULL
PCBProcessorPtr nproc;
NodeIncRelaxerPtr nr;
//handlers
HandlerVector handlers;
IntVarHandlerPtr vHand;
LinearHandlerPtr lHand;
QGAdvHandlerPtr qgHand;
RCHandlerPtr rcHand;
//engines
EnginePtr nlp_e;
EnginePtr proj_nlp_e;
EnginePtr l1proj_nlp_e;
LPEnginePtr lin_e; // lp engine
LoggerPtr logger_ = (LoggerPtr) new Logger(LogInfo);
VarVector *orig_v=0;
int err = 0;
// start timing.
env->startTimer(err);
if (err) {
goto CLEANUP;
}
setInitialOptions(env);
iface = (MINOTAUR_AMPL::AMPLInterfacePtr)
new MINOTAUR_AMPL::AMPLInterface(env, "qg");
// parse options
env->readOptions(argc, argv);
options = env->getOptions();
options->findString("interface_type")->setValue("AMPL");
if (0!=showInfo(env)) {
goto CLEANUP;
}
loadProblem(env, iface, inst, &obj_sense);
// Initialize engines
nlp_e = getNLPEngine(env, inst); //Engine for Original problem
efac = new EngineFactory(env);
lin_e = efac->getLPEngine(); // lp engine
delete efac;
// get presolver.
orig_v = new VarVector(inst->varsBegin(), inst->varsEnd());
pres = presolve(env, inst, iface->getNumDefs(), handlers);
handlers.clear();
if (Finished != pres->getStatus() && NotStarted != pres->getStatus()) {
env->getLogger()->msgStream(LogInfo) << me
<< "status of presolve: "
<< getSolveStatusString(pres->getStatus()) << std::endl;
writeSol(env, orig_v, pres, SolutionPtr(), pres->getStatus(), iface);
writeBnbStatus(env, bab, obj_sense);
goto CLEANUP;
}
if (options->findBool("solve")->getValue()==true) {
if (true==options->findBool("use_native_cgraph")->getValue()) {
inst->setNativeDer();
}
// Initialize the handlers for branch-and-cut
lHand = (LinearHandlerPtr) new LinearHandler(env, inst);
lHand->setModFlags(false, true);
handlers.push_back(lHand);
assert(lHand);
vHand = (IntVarHandlerPtr) new IntVarHandler(env, inst);
vHand->setModFlags(false, true);
handlers.push_back(vHand);
assert(vHand);
// Use of perspective handler is user choice
if (env->getOptions()->findBool("perspective")->getValue() == true) {
PerspCutHandlerPtr pcHand = (PerspCutHandlerPtr) new
PerspCutHandler(env, inst);
pcHand->findPRCons();
if (pcHand->getStatus()) {
qgHand = (QGAdvHandlerPtr) new QGAdvHandler(env, inst, nlp_e, pcHand);
} else {
qgHand = (QGAdvHandlerPtr) new QGAdvHandler(env, inst, nlp_e);
}
} else {
qgHand = (QGAdvHandlerPtr) new QGAdvHandler(env, inst, nlp_e);
}
qgHand->setModFlags(false, true);
handlers.push_back(qgHand);
assert(qgHand);
if (options->findBool("rc_fix")->getValue()) {
rcHand = (RCHandlerPtr) new RCHandler(env);
rcHand->setModFlags(false, true);
handlers.push_back(rcHand);
assert(rcHand);
}
// report name
env->getLogger()->msgStream(LogExtraInfo) << me << "handlers used:"
<< std::endl;
for (HandlerIterator h = handlers.begin(); h != handlers.end(); ++h) {
env->getLogger()->msgStream(LogExtraInfo) << me << (*h)->getName()
<< std::endl;
}
// Only store bound-changes of relaxation (not problem)
nr = (NodeIncRelaxerPtr) new NodeIncRelaxer(env, handlers);
nr->setModFlag(false);
nr->setEngine(lin_e);
nproc = (PCBProcessorPtr) new PCBProcessor(env, lin_e, handlers);
if (env->getOptions()->findString("brancher")->getValue() == "rel") {
ReliabilityBrancherPtr rel_br =
(ReliabilityBrancherPtr) new ReliabilityBrancher(env, handlers);
rel_br->setEngine(lin_e);
nproc->setBrancher(rel_br);
br = rel_br;
} else if (env->getOptions()->findString("brancher")->getValue()
== "maxvio") {
MaxVioBrancherPtr mbr = (MaxVioBrancherPtr)
new MaxVioBrancher(env, handlers);
nproc->setBrancher(mbr);
br = mbr;
} else if (env->getOptions()->findString("brancher")->getValue()
== "lex") {
LexicoBrancherPtr lbr = (LexicoBrancherPtr)
new LexicoBrancher(env, handlers);
br = lbr;
}
nproc->setBrancher(br);
env->getLogger()->msgStream(LogExtraInfo) << me <<
"brancher used = " << br->getName() << std::endl;
bab = new BranchAndBound(env, inst);
bab->setNodeRelaxer(nr);
bab->setNodeProcessor(nproc);
bab->shouldCreateRoot(true);
// start solving
bab->solve();
bab->writeStats(env->getLogger()->msgStream(LogExtraInfo));
//bab->writeStats(std::cout);
nlp_e->writeStats(env->getLogger()->msgStream(LogExtraInfo));
lin_e->writeStats(env->getLogger()->msgStream(LogExtraInfo));
for (HandlerVector::iterator it=handlers.begin(); it!=handlers.end();
++it) {
//(*it)->writeStats(std::cout);
(*it)->writeStats(env->getLogger()->msgStream(LogExtraInfo));
}
writeSol(env, orig_v, pres, bab->getSolution(), bab->getStatus(), iface);
writeBnbStatus(env, bab, obj_sense);
}
CLEANUP:
if (iface) {
delete iface;
}
if (orig_v) {
delete orig_v;
}
if (bab) {
delete bab;
}
return 0;
}