BonNWayChoose::BonNWayChoose(BabSetupBase &b, const OsiSolverInterface* solver):
OsiChooseVariable(solver),
br_depth_(0),
bounds_(),
unit_changes_(),
num_ps_costs_(),
num_eval_(),
geo_means_(0)
{
Ipopt::SmartPtr<Ipopt::OptionsList> options = b.options();
options->GetNumericValue("time_limit", time_limit_, b.prefix());
options->GetNumericValue("cutoff_multiplier", cutoff_multiplier_, b.prefix());
options->GetNumericValue("pseudocost_trust_value", pseudocost_trust_value_, b.prefix());
options->GetIntegerValue("strong_branch_depth", br_depth_, b.prefix());
options->GetIntegerValue("nway_branch_log_level", log_, b.prefix());
options->GetEnumValue("do_fixings", do_fixings_, b.prefix());
options->GetEnumValue("use_geo_means", geo_means_, b.prefix());
/** Set values of standard branching options.*/
int numberObjects = solver_->numberObjects();
std::cout<<"Number objects "<<numberObjects<<std::endl;
start_time_ = CoinCpuTime();
OsiObject ** object = solver->objects();
for (int i=0;i<numberObjects;i++) {
BonNWayObject * nway = dynamic_cast<BonNWayObject *>(object[i]);
if(!nway) continue;
start_nway_ = i;
break;
}
numberObjects -= start_nway_;
}
/// New usefull constructor
OaFeasibilityChecker::OaFeasibilityChecker(BabSetupBase &b):
OaDecompositionBase(b, false, true),
cut_count_(0)
{
int ival;
b.options()->GetEnumValue("feas_check_cut_types", ival, b.prefix());
type_ = CutsTypes(ival);
b.options()->GetEnumValue("feas_check_discard_policy", ival, b.prefix());
pol_ = CutsPolicies(ival);
b.options()->GetIntegerValue("generate_benders_after_so_many_oa", ival, b.prefix());
maximum_oa_cuts_ = static_cast<unsigned int>(ival);
}
OaDecompositionBase::OaDecompositionBase(BabSetupBase &b, bool leaveSiUnchanged,
bool reassignLpsolver):
CglCutGenerator(),
nlp_(b.nonlinearSolver()),
s_(&b),
lp_(NULL),
objects_(NULL),
nObjects_(0),
nLocalSearch_(0),
handler_(NULL),
leaveSiUnchanged_(leaveSiUnchanged),
reassignLpsolver_(reassignLpsolver),
timeBegin_(0),
numSols_(0),
parameters_(),
currentNodeNumber_(-1)
{
handler_ = new CoinMessageHandler();
int logLevel;
b.options()->GetIntegerValue("oa_log_level",logLevel,b.prefix());
b.options()->GetNumericValue("oa_log_frequency",parameters_.logFrequency_,b.prefix());
b.options()->GetNumericValue("allowable_fraction_gap", parameters_.gap_tol_, b.prefix());
handler_ -> setLogLevel(logLevel);
b.options()->GetIntegerValue("solution_limit", parameters_.maxSols_,b.prefix());
messages_ = OaMessages();
timeBegin_ = CoinCpuTime();
b.options()->GetIntegerValue("milp_log_level",parameters_.subMilpLogLevel_,b.prefix());
b.options()->GetNumericValue("cutoff_decr",parameters_.cbcCutoffIncrement_,b.prefix());
b.options()->GetNumericValue("integer_tolerance",parameters_.cbcIntegerTolerance_,b.prefix());
int ivalue;
b.options()->GetEnumValue("add_only_violated_oa", ivalue,b.prefix());
parameters_.addOnlyViolated_ = ivalue;
b.options()->GetEnumValue("oa_cuts_scope", ivalue,b.prefix());
parameters_.global_ = ivalue;
}
void LinearCutsGenerator::initialize(BabSetupBase & s){
assert(dynamic_cast<TMINLP2TNLPQuadCuts *> (s.nonlinearSolver()->problem()));
int freq;
s.options()->GetIntegerValue("Gomory_cuts", freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglGomory * gom = new CglGomory;
cg->cgl = gom;
gom->setLimitAtRoot(512);
gom->setLimit(50);
cg->id = "Mixed Integer Gomory";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("mir_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglMixedIntegerRounding2 * mir = new CglMixedIntegerRounding2;
cg->cgl = mir;
cg->id = "Mixed Integer Rounding";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("2mir_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglTwomir * mir2 = new CglTwomir;
cg->cgl = mir2;
cg->id = "2-MIR";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("cover_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglKnapsackCover * cover = new CglKnapsackCover;
cg->cgl = cover;
cg->id = "Cover";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("clique_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglClique * clique = new CglClique;
clique->setStarCliqueReport(false);
clique->setRowCliqueReport(false);
clique->setMinViolation(0.1);
cg->cgl = clique;
cg->id = "Clique";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("flow_cover_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglFlowCover * flow = new CglFlowCover;
cg->cgl = flow;
cg->id = "Flow Covers";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("lift_and_project_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglLandP * landp = new CglLandP;
cg->cgl = landp;
cg->id = "Lift-and-Project";
methods_.push_back(cg);
}
s.options()->GetIntegerValue("reduce_and_split_cuts",freq,"bonmin.");
if (freq) {
Coin::SmartPtr<CuttingMethod> cg = new CuttingMethod;
cg->frequency = freq;
CglRedSplit * rands = new CglRedSplit;
cg->cgl = rands;
cg->id = "Reduce-and-Split";
methods_.push_back(cg);
}
}
