Exemplo n.º 1
0
double LorentzCone::feasibility(int size, CoinPackedVector const & point) const {
  double * dense_point = new double[size]();
  int const * ind = point.getIndices();
  double const * val = point.getElements();
  int num_elem = point.getNumElements();
  for (int i=0; i<num_elem; ++i) {
    dense_point[ind[i]] = val[i];
  }
  double * par_point = new double[size_];
  for(int i=0; i<size_; ++i) {
    par_point[i] = dense_point[members_[i]];
  }
  delete[] dense_point;
  double * p = par_point;
  double term1;
  double term2;
  double feas;
  if (type()==LORENTZ) {
    term1 = p[0];
    term2 = std::inner_product(p+1, p+size_, p+1, 0.0);
    term2 = sqrt(term2);
  }
  else if (type()==RLORENTZ) {
    term1 = 2.0*p[0]*p[1];
    term2 = std::inner_product(p+2, p+size_, p+2, 0.0);
  }
  feas = term1-term2;
  delete[] par_point;
  return feas;
}
Exemplo n.º 2
0
// ------------------------------------------------------------------------- //
void UtilPrintPackedVector(const CoinPackedVector& v,
                           ostream*                 os,
                           DecompApp*               app)
{
   (*os).precision(2);
   const int*     inds  = v.getIndices();
   const double* elems = v.getElements();
   const int      len   = v.getNumElements();

   for (int i = 0; i < len; i++) {
      if (!app) {
         (*os) << elems[i] << " x[" << inds[i] << "]  ";
      } else {
         (*os) << elems[i] << " ";
         app->printOriginalColumn(inds[i], os);
         (*os) << "  ";
      }

      if ((i + 1) % 5 == 0) {
         (*os) << "\n";
      }
   }

   (*os) << endl;
}
Exemplo n.º 3
0
// take columns of matrix and add each to arrays for matrix under construction
void addSubMatr (int *start, int *len, int *ind, double *el,
		 CoinPackedMatrix &A, 
		 CoinPackedVector &v, 
		 int &cur,
		 int &ncols,
		 int dispM, 
		 int dispVec, 
		 int finalrow) {

  const int 
    *aLe  = A.getVectorLengths (),
    *aIn  = A.getIndices  (),
    *vIn  = v.getIndices  (),
     aCol = A.getMajorDim ();

  int vNum = v.getNumElements ();

  const double 
    *aEl = A.getElements (),
    *vEl = v.getElements ();

  // add each column
  for (int i=0; i<aCol; i++, len++) {

    *start++ = cur;
    *len     = *aLe++;

    // matrix entries
    for (int j = 0; j < *len; j++) {
      *ind++ = dispM + *aIn++;
      *el++  = *aEl++;
    }

    cur += *len;

    // check if there is a corresponding rhs
    if (vNum && (*vIn == i)) {

      ++*len;
      cur++;
      *ind++ = dispVec;
      *el++  = *vEl;

      vIn++;
      vEl++;
      --vNum;
    }

    // normalization entry
    ++*len;
    cur++;
    *ind++ = finalrow;
    *el++  = 1.;

    ++ncols;
  }

  *start = cur;
}
Exemplo n.º 4
0
CoinPackedVector::CoinPackedVector(const CoinPackedVector & rhs) :
   CoinPackedVectorBase(),
   indices_(NULL),
   elements_(NULL),
   nElements_(0),
   origIndices_(NULL),
   capacity_(0)
{  
   gutsOfSetVector(rhs.getNumElements(), rhs.getIndices(), rhs.getElements(),
		   rhs.testForDuplicateIndex(), "copy constructor");
}
Exemplo n.º 5
0
bool isWiped (OsiCuts &cs) {

  if (cs.sizeColCuts () == 0)
  //(cs.sizeColCuts () != 1))
    return false;

  CoinPackedVector 
    lbs = cs.colCutPtr (cs.sizeColCuts () - 1) -> lbs (),
    ubs = cs.colCutPtr (cs.sizeColCuts () - 1) -> ubs ();

  return ((lbs.getNumElements ()  == 1)  &&
	  (ubs.getNumElements ()  == 1)  &&
	  (*(lbs.getIndices   ()) == 0)  &&
	  (*(lbs.getElements  ()) == 1.) &&
	  (*(ubs.getIndices   ()) == 0)  &&
	  (*(ubs.getElements  ()) == -1.));
}
Exemplo n.º 6
0
/* Insert a row cut unless it is a duplicate (CoinRelFltEq)*/
void 
OsiCuts::insertIfNotDuplicate( OsiRowCut & rc , CoinRelFltEq treatAsSame)
{
  double newLb = rc.lb();
  double newUb = rc.ub();
  CoinPackedVector vector = rc.row();
  int numberElements =vector.getNumElements();
  int * newIndices = vector.getIndices();
  double * newElements = vector.getElements();
  CoinSort_2(newIndices,newIndices+numberElements,newElements);
  bool notDuplicate=true;
  int numberRowCuts = sizeRowCuts();
  for ( int i =0; i<numberRowCuts;i++) {
    const OsiRowCut * cutPtr = rowCutPtr(i);
    if (cutPtr->row().getNumElements()!=numberElements)
      continue;
    if (!treatAsSame(cutPtr->lb(),newLb))
      continue;
    if (!treatAsSame(cutPtr->ub(),newUb))
      continue;
    const CoinPackedVector * thisVector = &(cutPtr->row());
    const int * indices = thisVector->getIndices();
    const double * elements = thisVector->getElements();
    int j;
    for(j=0;j<numberElements;j++) {
      if (indices[j]!=newIndices[j])
	break;
      if (!treatAsSame(elements[j],newElements[j]))
	break;
    }
    if (j==numberElements) {
      notDuplicate=false;
      break;
    }
  }
  if (notDuplicate) {
    OsiRowCut * newCutPtr = new OsiRowCut();
    newCutPtr->setLb(newLb);
    newCutPtr->setUb(newUb);
    newCutPtr->setRow(vector);
    rowCutPtrs_.push_back(newCutPtr);
  }
}
Exemplo n.º 7
0
void OsiIF::_row(int i, Row &r) const
{
	const CoinPackedMatrix* coinMatrix;
	CoinPackedVector coinVector;
	int coinNumEl;
	const int* coinIndices;
	const double* coinElements;

	coinMatrix = osiLP_->getMatrixByRow();
	coinVector = coinMatrix->getVector(i);
	coinNumEl = coinVector.getNumElements();
	coinIndices = coinVector.getIndices();
	coinElements = coinVector.getElements();

	r.clear();

	for (int j = 0; j < coinNumEl; j++)
		r.insert(coinIndices[j], coinElements[j]);
	r.sense(osi2csense(rowsense_[i]));
	r.rhs(_rhs(i));
}
Exemplo n.º 8
0
// ------------------------------------------------------------------------- //
void UtilPrintPackedVector(const CoinPackedVector& v,
                           ostream*                 os,
                           const vector<string>&    colNames,
                           const double*            value)
{
   (*os).precision(2);
   const int*     inds  = v.getIndices();
   const double* elems = v.getElements();
   const int      len   = v.getNumElements();
   int    namesSize = static_cast<int>(colNames.size());
   double sum       = 0.0;

   for (int i = 0; i < len; i++) {
      if (!namesSize)
         (*os) << setw(10) << UtilDblToStr(elems[i], 4)
               << " x[" << setw(6) <<  inds[i] << "]  ";
      else {
         (*os) << setw(10) << UtilDblToStr(elems[i], 4)
               << " " << setw(10) << colNames[inds[i]] << " ";
      }

      if (value) {
         sum += elems[i] * value[inds[i]];
         (*os) << " --> " << setw(10) << UtilDblToStr(value[inds[i]], 4);
         (*os) << " --> " << setw(10) << UtilDblToStr(sum, 4);
      }

      (*os) << "\n";
   }

   if (value) {
      (*os) << "dot product = " << UtilDblToStr(sum, 4) << endl;
   }

   (*os) << endl;
}
Exemplo n.º 9
0
//--------------------------------------------------------------------------
void
CglKnapsackCoverUnitTest(
  const OsiSolverInterface * baseSiP,
  const std::string mpsDir )
{
  int i;
  CoinRelFltEq eq(0.000001);

  // Test default constructor
  {
    CglKnapsackCover kccGenerator;
  }
  
  // Test copy & assignment
  {
    CglKnapsackCover rhs;
    {
      CglKnapsackCover kccGenerator;
      CglKnapsackCover cgC(kccGenerator);
      rhs=kccGenerator;
    }
  }


  // test exactSolveKnapsack
  {  
    CglKnapsackCover kccg;
    const int n=7;
    double c=50;
    double p[n] = {70,20,39,37,7,5,10};
    double w[n] = {31, 10, 20, 19, 4, 3, 6};
    double z;
    int x[n];
    int exactsol = kccg.exactSolveKnapsack(n, c, p, w, z, x);
    assert(exactsol==1);
    assert (z == 107);
    assert (x[0]==1);
    assert (x[1]==0);
    assert (x[2]==0);
    assert (x[3]==1);
    assert (x[4]==0);
    assert (x[5]==0);
    assert (x[6]==0);
  }

  /*
  // Testcase /u/rlh/osl2/mps/scOneInt.mps
  // Model has 3 continous, 2 binary, and 1 general
  // integer variable.
  {
    OsiSolverInterface  * siP = baseSiP->clone();
    int * complement=NULL;
    double * xstar=NULL;

    siP->readMps("../Mps/scOneInt","mps");
    CglKnapsackCover kccg;
    int nCols=siP->getNumCols();
    
    // Test the siP methods for detecting
    // variable type
    int numCont=0, numBinary=0, numIntNonBinary=0, numInt=0;
    for (int thisCol=0; thisCol<nCols; thisCol++) {
      if ( siP->isContinuous(thisCol) ) numCont++;
      if ( siP->isBinary(thisCol) ) numBinary++;
      if ( siP->isIntegerNonBinary(thisCol) ) numIntNonBinary++;
      if ( siP->isInteger(thisCol) ) numInt++;
    }
    assert(numCont==3);
    assert(numBinary==2);
    assert(numIntNonBinary==1);
    assert(numInt==3);
    
    
    // Test initializeCutGenerator
    siP->initialSolve();
    assert(xstar !=NULL);
    for (i=0; i<nCols; i++){
      assert(complement[i]==0);
    }
    int nRows=siP->getNumRows();
    for (i=0; i<nRows; i++){
    int vectorsize = siP->getMatrixByRow()->vectorSize(i);
    assert(vectorsize==2);
    }
    
    kccg.cleanUpCutGenerator(complement,xstar);
    delete siP;
  }
  */  
  
  // Testcase /u/rlh/osl2/mps/tp3.mps
  // Models has 3 cols, 3 rows
  // Row 0 yields a knapsack, others do not.
  {
    // setup
    OsiSolverInterface  * siP = baseSiP->clone();
    std::string fn(mpsDir+"tp3");
    siP->readMps(fn.c_str(),"mps");     
    // All integer variables should be binary.
    // Assert that this is true.
    for ( i = 0;  i < siP->getNumCols();  i++ )
      if ( siP->isInteger(i) ) 
        assert(siP->getColUpper()[i]==1.0 && siP->isBinary(i));  
    OsiCuts cs;
    CoinPackedVector krow;
    double b=0;
    int nCols=siP->getNumCols();
    int * complement=new int [nCols];
    double * xstar=new double [nCols];

    CglKnapsackCover kccg;

    // solve LP relaxation
    // a "must" before calling initialization
    siP->initialSolve();
    double lpRelaxBefore=siP->getObjValue();
    std::cout<<"Initial LP value: "<<lpRelaxBefore<<std::endl;
    assert( eq(siP->getObjValue(), 97.185) );
    double mycs[] = {.627, .667558333333, .038};
    siP->setColSolution(mycs);
    const double *colsol = siP->getColSolution(); 
    int k;
    for (k=0; k<nCols; k++){
      xstar[k]=colsol[k];
      complement[k]=0;
    }
    
    // test deriveAKnapsack
    int rind = ( siP->getRowSense()[0] == 'N' ) ? 1 : 0;
    const CoinShallowPackedVector reqdBySunCC = siP->getMatrixByRow()->getVector(rind) ;
    int deriveaknap = kccg.deriveAKnapsack(*siP, cs, krow,b,complement,xstar,rind,reqdBySunCC);
    assert(deriveaknap ==1);
    assert(complement[0]==0);
    assert(complement[1]==1);
    assert(complement[2]==1);
    int inx[3] = {0,1,2};
    double el[3] = {161, 120, 68};
    CoinPackedVector r;
    r.setVector(3,inx,el);
    assert (krow == r);
    //assert (b == 183.0); ????? but x1 and x2 at 1 is valid 
    
    // test findGreedyCover 
    CoinPackedVector cover,remainder;
#if 0
    int findgreedy =  kccg.findGreedyCover( 0, krow, b, xstar, cover, remainder );
    assert( findgreedy == 1 );
    int coveri = cover.getNumElements();
    assert( cover.getNumElements() == 2);
    coveri = cover.getIndices()[0];
    assert( cover.getIndices()[0] == 0);
    assert( cover.getIndices()[1] == 1);
    assert( cover.getElements()[0] == 161.0);
    assert( cover.getElements()[1] == 120.0);
    assert( remainder.getNumElements() == 1);
    assert( remainder.getIndices()[0] == 2);
    assert( remainder.getElements()[0] == 68.0);

    // test liftCoverCut
    CoinPackedVector cut;
    double * rowupper = ekk_rowupper(model);
    double cutRhs = cover.getNumElements() - 1.0;
    kccg.liftCoverCut(b, krow.getNumElements(),
      cover, remainder,
      cut);
    assert ( cut.getNumElements() == 3 );
    assert ( cut.getIndices()[0] == 0 );
    assert ( cut.getIndices()[1] == 1 );
    assert ( cut.getIndices()[2] == 2 );
    assert( cut.getElements()[0] == 1 );
    assert( cut.getElements()[1] == 1 );
    assert( eq(cut.getElements()[2], 0.087719) );
    
    // test liftAndUncomplementAndAdd
    OsiCuts cuts;    
    kccg.liftAndUncomplementAndAdd(*siP.getRowUpper()[0],krow,b,complement,0,
      cover,remainder,cuts);   
    int sizerowcuts = cuts.sizeRowCuts();
    assert ( sizerowcuts== 1 );
    OsiRowCut testRowCut = cuts.rowCut(0);
    CoinPackedVector testRowPV = testRowCut.row(); 
    OsiRowCut sampleRowCut;
    const int sampleSize = 3;
    int sampleCols[sampleSize]={0,1,2};
    double sampleElems[sampleSize]={1.0,-1.0,-0.087719};
    sampleRowCut.setRow(sampleSize,sampleCols,sampleElems);
    sampleRowCut.setLb(-DBL_MAX);
    sampleRowCut.setUb(-0.087719);
    bool equiv =  testRowPV.equivalent(sampleRowCut.row(),CoinRelFltEq(1.0e-05) );
    assert ( equiv );
#endif
    
    // test find PseudoJohnAndEllisCover
    cover.setVector(0,NULL, NULL);
    remainder.setVector(0,NULL,NULL);

    rind = ( siP->getRowSense()[0] == 'N' ) ? 1 : 0;
    int findPJE =  kccg.findPseudoJohnAndEllisCover( rind, krow, 
						     b, xstar, cover, remainder );
    assert( findPJE == 1 );
    assert ( cover.getIndices()[0] == 0 );
    assert ( cover.getIndices()[1] == 2 );
    assert ( cover.getElements()[0] == 161 );    
    assert ( cover.getElements()[1] == 68 );    
    assert ( remainder.getIndices()[0] == 1 );
    assert ( remainder.getElements()[0] == 120 );    
    OsiCuts cuts;    
    kccg.liftAndUncomplementAndAdd((*siP).getRowUpper()[rind],krow,b, complement, rind,
      cover,remainder,cuts);   
    assert (cuts.sizeRowCuts() == 1 );

    OsiRowCut testRowCut = cuts.rowCut(0);
    CoinPackedVector testRowPV = testRowCut.row();


    const int sampleSize = 3;
    int sampleCols[sampleSize]={0,1,2};
    double sampleElems[sampleSize]={1.0, -1.0, -1.0};
    OsiRowCut sampleRowCut;
    sampleRowCut.setRow(sampleSize,sampleCols,sampleElems);
    sampleRowCut.setLb(-COIN_DBL_MAX);
    sampleRowCut.setUb(-1.0);
    
    // test for 'close enough'
    assert( testRowPV.isEquivalent(sampleRowCut.row(),CoinRelFltEq(1.0e-05) ) );
    // Reset complement & test next row
    for (i=0; i<nCols; i++){
      complement[i]=0;
    }

    rind++;
    const CoinShallowPackedVector reqdBySunCC2 = siP->getMatrixByRow()->getVector(rind) ;
    deriveaknap = kccg.deriveAKnapsack(*siP,cuts,krow,b,complement,xstar,rind,reqdBySunCC2);
    assert(deriveaknap==0);
    
    // Reset complement & test next row
    for (i=0; i<nCols; i++){
      complement[i]=0;
    }
    const CoinShallowPackedVector reqdBySunCC3 = siP->getMatrixByRow()->getVector(2) ;
    deriveaknap = kccg.deriveAKnapsack(*siP,cuts,krow,b,complement,xstar,2,
				       reqdBySunCC3);
    assert(deriveaknap == 0);
    
    // Clean up
    delete [] complement;
    delete [] xstar;
    
    delete siP;
  }

#if 0
  // Testcase /u/rlh/osl2/mps/tp4.mps
  // Models has 6 cols, 1 knapsack row and 
  // 3 rows explicily bounding variables
  // Row 0 yields a knapsack cover cut 
  // using findGreedyCover which moves the 
  // LP objective function value.
  {
    // Setup
    EKKContext * env=ekk_initializeContext();
    EKKModel * model = ekk_newModel(env,"");
    OsiSolverInterface si(model);
    ekk_importModel(model, "tp4.mps");
    CglKnapsackCover kccg;
    kccg.ekk_validateIntType(si);     
    
    // Solve the LP relaxation of the model and
    // print out ofv for sake of comparison 
    ekk_allSlackBasis(model);
    ekk_crash(model,1); 
    ekk_primalSimplex(model,1);
    double lpRelaxBefore=ekk_getRobjvalue(model);
#ifdef CGL_DEBUG
    printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
#endif
    
    // Determine if lp sol is ip optimal
    // Note: no ekk_function to do this
    int nCols=ekk_getInumcols(model);
    double * optLpSol = ekk_colsol(model);
    int ipOpt = 1;
    i=0;
    while (i++<nCols && ipOpt){
      if(optLpSol[i] < 1.0-1.0e-08 && optLpSol[i]> 1.0e-08) ipOpt = 0;
    }
    
    if (ipOpt){
#ifdef CGL_DEBUG
      printf("Lp solution is within ip optimality tolerance\n");
#endif
    }    
    else {
      OsiSolverInterface iModel(model);
      OsiCuts cuts;    
      
      // Test generateCuts method
      kccg.generateCuts(iModel,cuts);
      OsiSolverInterface::ApplyCutsReturnCode rc = iModel.applyCuts(cuts);
      
      ekk_mergeBlocks(model,1);         
      ekk_dualSimplex(model);
      double lpRelaxAfter=ekk_getRobjvalue(model); 
#ifdef CGL_DEBUG
      printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
      assert( lpRelaxBefore < lpRelaxAfter );
      
      // This may need to be updated as other 
      // minimal cover finders are added
      assert( cuts.sizeRowCuts() == 1 );
      OsiRowCut testRowCut = cuts.rowCut(0);
      CoinPackedVector testRowPV = testRowCut.row();
      
      OsiRowCut sampleRowCut;
      const int sampleSize = 6;
      int sampleCols[sampleSize]={0,1,2,3,4,5};
      double sampleElems[sampleSize]={1.0,1.0,1.0,1.0,0.5, 2.0};
      sampleRowCut.setRow(sampleSize,sampleCols,sampleElems);
      sampleRowCut.setLb(-DBL_MAX);
      sampleRowCut.setUb(3.0);
      bool equiv = testRowPV.equivalent(sampleRowCut.row(),CoinRelFltEq(1.0e-05) );
      assert( testRowPV.equivalent(sampleRowCut.row(),CoinRelFltEq(1.0e-05) ) );
    }
    
    // Exit out of OSL
    ekk_deleteModel(model);
    ekk_endContext(env);
    
  }
#endif


  // Testcase /u/rlh/osl2/mps/tp5.mps
  // Models has 6 cols, 1 knapsack row and 
  // 3 rows explicily bounding variables
  // Row 0 yields a knapsack cover cut 
  // using findGreedyCover which moves the 
  // LP objective function value.
  {
    // Setup
    OsiSolverInterface  * siP = baseSiP->clone();
    std::string fn(mpsDir+"tp5");
    siP->readMps(fn.c_str(),"mps");
    // All integer variables should be binary.
    // Assert that this is true.
    for ( i = 0;  i < siP->getNumCols();  i++ )
      if ( siP->isInteger(i) ) 
        assert(siP->getColUpper()[i]==1.0 && siP->isBinary(i));  
    CglKnapsackCover kccg;
    
    // Solve the LP relaxation of the model and
    // print out ofv for sake of comparison 
    siP->initialSolve();
    double lpRelaxBefore=siP->getObjValue();
    assert( eq(lpRelaxBefore, -51.66666666667) );
    double mycs[] = {.8999999999, .899999999999, .89999999999, 1.110223e-16, .5166666666667, 0};
    siP->setColSolution(mycs);
#ifdef CGL_DEBUG
    printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
#endif
    
    // Determine if lp sol is 0/1 optimal
    int nCols=siP->getNumCols();
    const double * optLpSol = siP->getColSolution();
    bool ipOpt = true;
    i=0;
    while (i++<nCols && ipOpt){
      if(optLpSol[i] > kccg.epsilon_ && optLpSol[i] < kccg.onetol_) ipOpt = false;
    }
    
    if (ipOpt){
#ifdef CGL_DEBUG
      printf("Lp solution is within ip optimality tolerance\n");
#endif
    }    
    else {
      // set up
      OsiCuts cuts;    
      CoinPackedVector krow;
      double b=0.0;
      int * complement=new int[nCols];
      double * xstar=new double[nCols];
      // initialize cut generator
      const double *colsol = siP->getColSolution(); 
      for (i=0; i<nCols; i++){
	xstar[i]=colsol[i];
	complement[i]=0;
      }
      int row = ( siP->getRowSense()[0] == 'N' ) ? 1 : 0;
      // transform row into canonical knapsack form
      const CoinShallowPackedVector reqdBySunCC = siP->getMatrixByRow()->getVector(row) ;
      if (kccg.deriveAKnapsack(*siP, cuts, krow, b, complement, xstar, row,reqdBySunCC)){
        CoinPackedVector cover, remainder;  
        // apply greedy logic to detect violated minimal cover inequalities
        if (kccg.findGreedyCover(row, krow, b, xstar, cover, remainder) == 1){
          // lift, uncomplements, and add cut to cut set
          kccg.liftAndUncomplementAndAdd((*siP).getRowUpper()[row],krow, b, complement, row, cover, remainder, cuts);   
        }  
        // reset optimal column solution (xstar) information in OSL     
        const double * rowupper = siP->getRowUpper();
	int k;
        if (fabs(b-rowupper[row]) > 1.0e-05) {
          for(k=0; k<krow.getNumElements(); k++) {
            if (complement[krow.getIndices()[k]]){
              xstar[krow.getIndices()[k]]= 1.0-xstar[krow.getIndices()[k]];
              complement[krow.getIndices()[k]]=0;
            }
          }
        }  
        // clean up
        delete [] complement;
	delete [] xstar;
      }
      // apply the cuts
      OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);
      
      siP->resolve();
      double lpRelaxAfter=siP->getObjValue();
      assert( eq(lpRelaxAfter, -30.0) );
#ifdef CGL_DEBUG
      printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
      // test that expected cut was detected
      assert( lpRelaxBefore < lpRelaxAfter );
      assert( cuts.sizeRowCuts() == 1 );
      OsiRowCut testRowCut = cuts.rowCut(0);
      CoinPackedVector testRowPV = testRowCut.row();
      OsiRowCut sampleRowCut;
      const int sampleSize = 6;
      int sampleCols[sampleSize]={0,1,2,3,4,5};
      double sampleElems[sampleSize]={1.0,1.0,1.0,0.25,1.0,2.0};
      sampleRowCut.setRow(sampleSize,sampleCols,sampleElems);
      sampleRowCut.setLb(-COIN_DBL_MAX);
      sampleRowCut.setUb(3.0);
      assert(testRowPV.isEquivalent(sampleRowCut.row(),CoinRelFltEq(1.0e-05)));
    }
    
    delete siP;
  }
 

  // Testcase /u/rlh/osl2/mps/p0033
  // Miplib3 problem p0033
  // Test that no cuts chop off the optimal solution
  {
    // Setup
    OsiSolverInterface  * siP = baseSiP->clone();
    std::string fn(mpsDir+"p0033");
    siP->readMps(fn.c_str(),"mps");
    // All integer variables should be binary.
    // Assert that this is true.
    for ( i = 0;  i < siP->getNumCols();  i++ )
      if ( siP->isInteger(i) ) 
        assert(siP->getColUpper()[i]==1.0 && siP->isBinary(i));  
    int nCols=siP->getNumCols();
    CglKnapsackCover kccg;

    // Solve the LP relaxation of the model and
    // print out ofv for sake of comparison 
    siP->initialSolve();
    double lpRelaxBefore=siP->getObjValue();
    assert( eq(lpRelaxBefore, 2520.5717391304347) );
    double mycs[] = {0, 1, 0, 0, -2.0837010502455788e-19, 1, 0, 0, 1,
		       0.021739130434782594, 0.35652173913043478, 
		       -6.7220534694101275e-18, 5.3125906451789717e-18, 
		       1, 0, 1.9298798670241979e-17, 0, 0, 0,
		       7.8875708048320448e-18, 0.5, 0, 
		       0.85999999999999999, 1, 1, 0.57999999999999996,
		       1, 0, 1, 0, 0.25, 0, 0.67500000000000004};
    siP->setColSolution(mycs);
#ifdef CGL_DEBUG
    printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
#endif
    
    OsiCuts cuts;    
    
    // Test generateCuts method
    kccg.generateCuts(*siP,cuts);
    OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);
    
    siP->resolve();
    double lpRelaxAfter=siP->getObjValue(); 
    assert( eq(lpRelaxAfter, 2829.0597826086955) );
#ifdef CGL_DEBUG
    printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
    printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
    assert( lpRelaxBefore < lpRelaxAfter );
    
    // the CoinPackedVector p0033 is the optimal
    // IP solution to the miplib problem p0033
    int objIndices[14] = { 
       0,  6,  7,  9, 13, 17, 18,
      22, 24, 25, 26, 27, 28, 29 };
    CoinPackedVector p0033(14,objIndices,1.0);

    // Sanity check
    const double *  objective=siP->getObjCoefficients();
    double ofv =0 ;
    int r;
    for (r=0; r<nCols; r++){
      ofv=ofv + p0033[r]*objective[r];
    }
    CoinRelFltEq eq;
    assert( eq(ofv,3089.0) );

    int nRowCuts = cuts.sizeRowCuts();
    OsiRowCut rcut;
    CoinPackedVector rpv;
    for (i=0; i<nRowCuts; i++){
      rcut = cuts.rowCut(i);
      rpv = rcut.row();
      double p0033Sum = (rpv*p0033).sum();
      assert (p0033Sum <= rcut.ub() );
    }
  
    delete siP;
  } 

  // if a debug file is there then look at it
  {
    FILE * fp = fopen("knapsack.debug","r");
    if (fp) {
      int ncol,nel;
      double up;
      int x = fscanf(fp,"%d %d %lg",&ncol,&nel,&up);
      if (x<=0)
	throw("bad fscanf");
      printf("%d columns, %d elements, upper %g\n",ncol,nel,up);
      double * sol1 = new double[nel];
      double * el1 = new double[nel];
      int * col1 = new int[nel];
      CoinBigIndex * start = new CoinBigIndex [ncol+1];
      memset(start,0,ncol*sizeof(CoinBigIndex ));
      int * row = new int[nel];
      int i;
      for (i=0;i<nel;i++) {
	x=fscanf(fp,"%d %lg %lg",col1+i,el1+i,sol1+i);
	if (x<=0)
	  throw("bad fscanf");
	printf("[%d, e=%g, v=%g] ",col1[i],el1[i],sol1[i]);
	start[col1[i]]=1;
	row[i]=0;
      }
      printf("\n");
      // Setup
      OsiSolverInterface  * siP = baseSiP->clone();
      
      double lo=-1.0e30;
      double * upper = new double[ncol];
      start[ncol]=nel;
      int last=0;
      for (i=0;i<ncol;i++) {
	upper[i]=1.0;
	int marked=start[i];
	start[i]=last;
	if (marked)
	  last++;
      }
      siP->loadProblem(ncol,1,start,row,el1,NULL,upper,NULL,&lo,&up);
      // use upper for solution
      memset(upper,0,ncol*sizeof(double));
      for (i=0;i<nel;i++) {
	int icol=col1[i];
	upper[icol]=sol1[i];
	siP->setInteger(icol);
      }
      siP->setColSolution(upper);
      delete [] sol1;
      delete [] el1;
      delete [] col1;
      delete [] start;
      delete [] row;
      delete [] upper;
      CglKnapsackCover kccg;
      
      OsiCuts cuts;    
      
      // Test generateCuts method
      kccg.generateCuts(*siP,cuts);
      // print out and compare to known cuts
      int numberCuts = cuts.sizeRowCuts();
      if (numberCuts) {
	for (i=0;i<numberCuts;i++) {
	  OsiRowCut * thisCut = cuts.rowCutPtr(i);
	  int n=thisCut->row().getNumElements();
	  printf("Cut %d has %d entries, rhs %g %g =>",i,n,thisCut->lb(),
		 thisCut->ub());
	  int j;
	  const int * index = thisCut->row().getIndices();
	  const double * element = thisCut->row().getElements();
	  for (j=0;j<n;j++) {
	    printf(" (%d,%g)",index[j],element[j]);
	  }
	  printf("\n");
	}
      }
      fclose(fp);
    }
  }

  // Testcase /u/rlh/osl2/mps/p0201
  // Miplib3 problem p0282
  // Test that no cuts chop off the optimal ip solution
  {
    // Setup
    OsiSolverInterface  * siP = baseSiP->clone();
    std::string fn(mpsDir+"p0201");
    siP->readMps(fn.c_str(),"mps");
    // All integer variables should be binary.
    // Assert that this is true.
    for ( i = 0;  i < siP->getNumCols();  i++ )
      if ( siP->isInteger(i) ) 
        assert(siP->getColUpper()[i]==1.0 && siP->isBinary(i));    

    const int nCols=siP->getNumCols();
    CglKnapsackCover kccg;
    
    // Solve the LP relaxation of the model and
    // print out ofv for sake of comparisn 
    siP->initialSolve();
    double lpRelaxBefore=siP->getObjValue();
    assert( eq(lpRelaxBefore, 6875.) );
    double mycs[] =
      {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
       0, 0.5, 0, 0, 0, 0.5, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0.5, 
       0, 0, 0, 0.5, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0.5, 0, 0, 
       0, 0.5, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0.5, 0, 0, 0, 0.5, 
       0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0.5, 0, 0, 0, 0.5, 0, 0, 
       0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0.5, 0, 0, 0, 0.5, 0, 0, 0, 0, 
       0, 0, 0, 0, 0, 0, 0, 0, 1, 0.5, 0, 0, 0, 0.5, 0, 0, 0, 0, 0, 0, 
       0, 0, 0, 0, 0, 0, 1, 0.5, 0, 0, 0, 0.5, 0, 0, 0, 0, 0, 0, 0, 0, 
       0, 0, 0, 0, 1, 0.5, 0, 0, 0, 0.5, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
       0, 0, 1, 0.5, 0, 0, 0, 0.5, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
       1};
    siP->setColSolution(mycs);
#ifdef CGL_DEBUG
    printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
#endif
    
    OsiCuts cuts;    
    
    // Test generateCuts method
    kccg.generateCuts(*siP,cuts);
    OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);
    
    siP->resolve();
    double lpRelaxAfter=siP->getObjValue(); 
    assert( eq(lpRelaxAfter, 7125) );
#ifdef CGL_DEBUG
    printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
    printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
    assert( lpRelaxBefore < lpRelaxAfter );
 
    // Optimal IP solution to p0201    
    int objIndices[22] = { 8, 10,  21,  38,  39,  56,
      60,   74, 79,  92, 94, 110, 111, 128, 132, 146, 
      151,164, 166, 182,183, 200 };
    CoinPackedVector p0201(22,objIndices,1.0);
    
    // Sanity check
    const double *  objective=siP->getObjCoefficients();
    double ofv =0 ;
    int r;
    for (r=0; r<nCols; r++){
      ofv=ofv + p0201[r]*objective[r];
    }
    CoinRelFltEq eq;
    assert( eq(ofv,7615.0) );
    //printf("p0201 optimal ofv = %g\n",ofv); 

    int nRowCuts = cuts.sizeRowCuts();
    OsiRowCut rcut;
    CoinPackedVector rpv;
    for (i=0; i<nRowCuts; i++){
      rcut = cuts.rowCut(i);
      rpv = rcut.row();
      double p0201Sum = (rpv*p0201).sum();
      assert (p0201Sum <= rcut.ub() );
    }
  
    delete siP;
  } 

 
  // see if I get the same covers that N&W get
  {
    OsiSolverInterface * siP=baseSiP->clone();
    std::string fn(mpsDir+"nw460");
    siP->readMps(fn.c_str(),"mps");   
    // All integer variables should be binary.
    // Assert that this is true.
    for ( i = 0;  i < siP->getNumCols();  i++ )
      if ( siP->isInteger(i) ) 
        assert(siP->getColUpper()[i]==1.0 && siP->isBinary(i));  
    CglKnapsackCover kccg;
    
    // Solve the LP relaxation of the model and
    // print out ofv for sake of comparison 
    siP->initialSolve();
    double lpRelaxBefore=siP->getObjValue();
    assert( eq(lpRelaxBefore, -225.68951787852194) );
    double mycs[] = {0.7099213482046447, 0, 0.34185802225477174, 1, 1, 0, 1, 1, 0};
    siP->setColSolution(mycs);

    OsiCuts cuts;    
    
    // Test generateCuts method
    kccg.generateCuts(*siP,cuts);
    OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);
    
    siP->resolve();
    double lpRelaxAfter=siP->getObjValue(); 
    assert( eq(lpRelaxAfter, -176) );
#ifdef CGL_DEBUG
    printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
    printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
#ifdef MJS
    assert( lpRelaxBefore < lpRelaxAfter );
#endif    
    
    int nRowCuts = cuts.sizeRowCuts();
    OsiRowCut rcut;
    CoinPackedVector rpv;
    for (i=0; i<nRowCuts; i++){
      rcut = cuts.rowCut(i);
      rpv = rcut.row();
      int j;
      printf("Row cut number %i has rhs = %g\n",i,rcut.ub());
      for (j=0; j<rpv.getNumElements(); j++){
        printf("index %i, element %g\n", rpv.getIndices()[j], rpv.getElements()[j]);
      }
      printf("\n");
    }
    delete siP; 
  }

  // Debugging: try "exmip1.mps"
  {
    // Setup
    OsiSolverInterface  * siP = baseSiP->clone();
    std::string fn(mpsDir+"exmip1");
    siP->readMps(fn.c_str(),"mps");   
    // All integer variables should be binary.
    // Assert that this is true.
    for ( i = 0;  i < siP->getNumCols();  i++ )
      if ( siP->isInteger(i) ) 
        assert(siP->getColUpper()[i]==1.0 && siP->isBinary(i));  
    CglKnapsackCover kccg;
    
    // Solve the LP relaxation of the model and
    // print out ofv for sake of comparison 
    siP->initialSolve();
    double lpRelaxBefore=siP->getObjValue();
    assert( eq(lpRelaxBefore, 3.2368421052631575) );
    double mycs[] = {2.5, 0, 0, 0.6428571428571429, 0.5, 4, 0, 0.26315789473684253};
    siP->setColSolution(mycs);
    // Test generateCuts method
    OsiCuts cuts;    
    kccg.generateCuts(*siP,cuts);
    OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);
    
    siP->resolve();
    double lpRelaxAfter=siP->getObjValue();
    assert( eq(lpRelaxAfter, 3.2368421052631575) );
#ifdef CGL_DEBUG
    printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
    printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
    assert( lpRelaxBefore <= lpRelaxAfter );

    delete siP;
  } 

#ifdef CGL_DEBUG
  // See what findLPMostViolatedMinCover for knapsack with 2 elements does
  {
    int nCols = 2;
    int row = 1;
    CoinPackedVector krow;
    double e[2] = {5,10};
    int ii[2] = {0,1};
    krow.setVector(nCols,ii,e);
    double b=11;
    double xstar[2] = {.2,.9};
    CoinPackedVector cover;
    CoinPackedVector remainder;
    CglKnapsackCover kccg;
    kccg.findLPMostViolatedMinCover(nCols, row, krow, b, xstar, cover, remainder);
    printf("num in cover = %i\n",cover.getNumElements());
    int j;
    for (j=0; j<cover.getNumElements(); j++){
      printf(" index %i element % g\n", cover.getIndices()[j], cover.getElements()[j]);
    }
  }
#endif 

#ifdef CGL_DEBUG
  // see what findLPMostViolatedMinCover does
  {
    int nCols = 5;
    int row = 1;
    CoinPackedVector krow;
    double e[5] = {1,1,1,1,10};
    int ii[5] = {0,1,2,3,4};
    krow.setVector(nCols,ii,e);
    double b=11;
    double xstar[5] = {.9,.9,1,1,.1};
    CoinPackedVector cover;
    CoinPackedVector remainder;
    CglKnapsackCover kccg;
    kccg.findLPMostViolatedMinCover(nCols, row, krow, b, xstar, cover, remainder);
    printf("num in cover = %i\n",cover.getNumElements());
    int j;
    for (j=0; j<cover.getNumElements(); j++){
      printf(" index %i element % g\n", cover.getIndices()[j], cover.getElements()[j]);
    }
  }
#endif

}
Exemplo n.º 10
0
//--------------------------------------------------------------------------
// ** At present this does not use any solver
void
CglGomoryUnitTest(
  const OsiSolverInterface * baseSiP,
  const std::string mpsDir )
{
  CoinRelFltEq eq(0.000001);

  // Test default constructor
  {
    CglGomory aGenerator;
    assert (aGenerator.getLimit()==50);
    assert (aGenerator.getAway()==0.05);
  }
  
  // Test copy & assignment etc
  {
    CglGomory rhs;
    {
      CglGomory bGenerator;
      bGenerator.setLimit(99);
      bGenerator.setAway(0.2);
      CglGomory cGenerator(bGenerator);
      rhs=bGenerator;
      assert (rhs.getLimit()==99);
      assert (rhs.getAway()==0.2);
    }
  }

  // Test explicit form - all integer (pg 125 Wolsey)
  if (1) {
    OsiCuts osicuts;
    CglGomory test1;
    int i;
    int nOldCuts=0,nRowCuts;
 
    // matrix data
    //deliberate hiccup of 2 between 0 and 1
    CoinBigIndex start[5]={0,4,7,8,9};
    int length[5]={2,3,1,1,1};
    int rows[11]={0,2,-1,-1,0,1,2,0,1,2};
    double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0,1,1,1};
    CoinPackedMatrix matrix(true,3,5,8,elements,rows,start,length);
    
    // rim data (objective not used just yet)
    double rowLower[5]={14.0,3.0,3.0,1.0e10,1.0e10};
    double rowUpper[5]={14.0,3.0,3.0,-1.0e10,-1.0e10};
    double colLower[7]={0.0,0.0,0.0,0.0,0.0,0.0,0.0};
    double colUpper[7]={100.0,100.0,100.0,100.0,100.0,100.0,100.0};
  
    // integer
    char intVar[7]={2,2,2,2,2,2,2};

    // basis 1
    int rowBasis1[3]={-1,-1,-1};
    int colBasis1[5]={1,1,-1,-1,1};
    CoinWarmStartBasis warm;
    warm.setSize(5,3);
    for (i=0;i<3;i++) {
      if (rowBasis1[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<5;i++) {
      if (colBasis1[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 1
    double colsol1[5]={20.0/7.0,3.0,0.0,0.0,23.0/7.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol1,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==2);
    // cuts always <=
    int testCut=0; // test first cut as stronger
    double rhs=-6.0;
    double testCut1[5]={0.0,0.0,-1.0,-2.0,0.0};
    double * cut = testCut1;
    double * colsol = colsol1;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==2);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	// explicit slack
	matrix.setDimensions(-1,6);
	rpv.insert(5,1.0*7.0); // to get cut in book
	rowLower[3]=ub;
	rowUpper[3]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 2
    int rowBasis2[4]={-1,-1,-1,-1};
    int colBasis2[6]={1,1,1,1,-1,-1};
    warm.setSize(6,4);
    for (i=0;i<4;i++) {
      if (rowBasis2[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<6;i++) {
      if (colBasis2[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 2
    double colsol2[6]={2.0,0.5,1.0,2.5,0.0,0.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol2,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts-nOldCuts==2);
    // cuts always <=
    testCut=0; // test first cut as stronger
    rhs=-1.0;
    double testCut2[6]={0.0,0.0,0.0,0.0,-1.0,0.0};
    cut = testCut2;
    colsol = colsol2;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==1);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	// explicit slack
	matrix.setDimensions(-1,7);
	rpv.insert(6,1.0);
	rowLower[4]=ub;
	rowUpper[4]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 3
    int rowBasis3[5]={-1,-1,-1,-1,-1};
    int colBasis3[7]={1,1,1,1,1,-1,-1};
    warm.setSize(7,5);
    for (i=0;i<5;i++) {
      if (rowBasis3[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<7;i++) {
      if (colBasis3[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 3
    double colsol3[7]={2.0,1.0,2.0,2.0,1.0,0.0,0.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol3,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==nOldCuts);
    
  }
  // Test explicit form - this time with x4 flipped
  if (1) {
    OsiCuts osicuts;
    CglGomory test1;
    int i;
    int nOldCuts=0,nRowCuts;
 
    // matrix data
    //deliberate hiccup of 2 between 0 and 1
    CoinBigIndex start[5]={0,4,7,8,9};
    int length[5]={2,3,1,1,1};
    int rows[11]={0,2,-1,-1,0,1,2,0,1,2};
    double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0,1,-1,1};
    CoinPackedMatrix matrix(true,3,5,8,elements,rows,start,length);
    
    // rim data (objective not used just yet)
    double rowLower[5]={14.0,-5.0,3.0,1.0e10,1.0e10};
    double rowUpper[5]={14.0,-5.0,3.0,-1.0e10,-1.0e10};
    double colLower[7]={0.0,0.0,0.0,0.0,0.0,0.0,0.0};
    double colUpper[7]={100.0,100.0,100.0,8.0,100.0,100.0,100.0};
  
    // integer
    char intVar[7]={2,2,2,2,2,2,2};

    // basis 1
    int rowBasis1[3]={-1,-1,-1};
    int colBasis1[5]={1,1,-1,-1,1};
    CoinWarmStartBasis warm;
    warm.setSize(5,3);
    for (i=0;i<3;i++) {
      if (rowBasis1[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<5;i++) {
      if (colBasis1[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 1
    double colsol1[5]={20.0/7.0,3.0,0.0,8.0,23.0/7.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol1,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==2);
    // cuts always <=
    int testCut=0; // test first cut as stronger
    double rhs=10.0;
    double testCut1[5]={0.0,0.0,-1.0,2.0,0.0};
    double * cut = testCut1;
    double * colsol = colsol1;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==2);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	// explicit slack
	matrix.setDimensions(-1,6);
	rpv.insert(5,1.0*7.0); // to get cut in book
	rowLower[3]=ub;
	rowUpper[3]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 2
    int rowBasis2[4]={-1,-1,-1,-1};
    int colBasis2[6]={1,1,1,1,-1,-1};
    warm.setSize(6,4);
    for (i=0;i<4;i++) {
      if (rowBasis2[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<6;i++) {
      if (colBasis2[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 2
    double colsol2[6]={2.0,0.5,1.0,5.5,0.0,0.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol2,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts-nOldCuts==2);
    // cuts always <=
    testCut=0; // test first cut as stronger
    rhs=-1.0;
    double testCut2[6]={0.0,0.0,0.0,0.0,-1.0,0.0};
    cut = testCut2;
    colsol = colsol2;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==1);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	// explicit slack
	matrix.setDimensions(-1,7);
	rpv.insert(6,1.0);
	rowLower[4]=ub;
	rowUpper[4]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 3
    int rowBasis3[5]={-1,-1,-1,-1,-1};
    int colBasis3[7]={1,1,1,1,1,-1,-1};
    warm.setSize(7,5);
    for (i=0;i<5;i++) {
      if (rowBasis3[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<7;i++) {
      if (colBasis3[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 3
    double colsol3[7]={2.0,1.0,2.0,6.0,1.0,0.0,0.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol3,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==nOldCuts);
    
  }
  // Test with slacks 
  if (1) {
    OsiCuts osicuts;
    CglGomory test1;
    int i;
    int nOldCuts=0,nRowCuts;
 
    // matrix data
    //deliberate hiccup of 2 between 0 and 1
    CoinBigIndex start[5]={0,4};
    int length[5]={2,3};
    int rows[11]={0,2,-1,-1,0,1,2};
    double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0};
    CoinPackedMatrix matrix(true,3,2,5,elements,rows,start,length);
    
    // rim data (objective not used just yet)
    double rowLower[5]={-1.0e10,-1.0e10,-1.0e10,1.0e10,1.0e10};
    double rowUpper[5]={14.0,3.0,3.0,-1.0e10,-1.0e10};
    double colLower[2]={0.0,0.0};
    double colUpper[2]={100.0,100.0};
  
    // integer
    char intVar[2]={2,2};

    // basis 1
    int rowBasis1[3]={-1,-1,1};
    int colBasis1[2]={1,1};
    CoinWarmStartBasis warm;
    warm.setSize(2,3);
    for (i=0;i<3;i++) {
      if (rowBasis1[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis1[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 1
    double colsol1[2]={20.0/7.0,3.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /* objective,*/ colsol1,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==1);
    // cuts always <=
    int testCut=0; // test first cut as stronger
    double rhs=2.0;
    double testCut1[2]={1.0,0.0};
    double * cut = testCut1;
    double * colsol = colsol1;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==1);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	rowLower[3]=-1.0e100;
	rowUpper[3]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 2
    int rowBasis2[4]={1,1,-1,-1};
    int colBasis2[2]={1,1};
    warm.setSize(2,4);
    for (i=0;i<4;i++) {
      if (rowBasis2[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis2[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 2
    double colsol2[2]={2.0,0.5};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol2,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts-nOldCuts==1);
    // cuts always <=
    testCut=0; // test first cut as stronger
    rhs=1.0;
    double testCut2[2]={1.0,-1.0};
    cut = testCut2;
    colsol = colsol2;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==2);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	rowLower[4]=-1.0e100;
	rowUpper[4]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 3
    int rowBasis3[5]={1,1,1,-1,-1};
    int colBasis3[2]={1,1};
    warm.setSize(2,5);
    for (i=0;i<5;i++) {
      if (rowBasis3[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis3[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 3
    double colsol3[2]={2.0,1.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol3,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==nOldCuts);
    
  }
  // swap some rows to G
  if (1) {
    OsiCuts osicuts;
    CglGomory test1;
    int i;
    int nOldCuts=0,nRowCuts;
 
    // matrix data
    //deliberate hiccup of 2 between 0 and 1
    CoinBigIndex start[5]={0,4};
    int length[5]={2,3};
    int rows[11]={0,2,-1,-1,0,1,2};
    double elements[11]={-7.0,-2.0,1.0e10,1.0e10,+2.0,1.0,+2.0};
    CoinPackedMatrix matrix(true,3,2,5,elements,rows,start,length);
    
    // rim data (objective not used just yet)
    double rowUpper[5]={1.0e10,3.0,1.0e10,-1.0e10,-1.0e10};
    double rowLower[5]={-14.0,-1.0e10,-3.0,1.0e10,1.0e10};
    double colLower[2]={0.0,0.0};
    double colUpper[2]={100.0,100.0};
  
    // integer
    char intVar[2]={2,2};

    // basis 1
    int rowBasis1[3]={-1,-1,1};
    int colBasis1[2]={1,1};
    CoinWarmStartBasis warm;
    warm.setSize(2,3);
    for (i=0;i<3;i++) {
      if (rowBasis1[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis1[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 1
    double colsol1[2]={20.0/7.0,3.0};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol1,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==1);
    // cuts always <=
    int testCut=0; // test first cut as stronger
    double rhs=2.0;
    double testCut1[2]={1.0,0.0};
    double * cut = testCut1;
    double * colsol = colsol1;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==1);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	rowLower[3]=-1.0e100;
	rowUpper[3]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 2
    int rowBasis2[4]={1,1,-1,-1};
    int colBasis2[2]={1,1};
    warm.setSize(2,4);
    for (i=0;i<4;i++) {
      if (rowBasis2[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis2[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 2
    double colsol2[2]={2.0,0.5};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol2,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts-nOldCuts==1);
    // cuts always <=
    testCut=0; // test first cut as stronger
    rhs=1.0;
    double testCut2[2]={1.0,-1.0};
    cut = testCut2;
    colsol = colsol2;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==2);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	rowLower[4]=-1.0e100;
	rowUpper[4]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 3
    int rowBasis3[5]={1,1,1,-1,-1};
    int colBasis3[2]={1,1};
    warm.setSize(2,5);
    for (i=0;i<5;i++) {
      if (rowBasis3[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis3[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 3
    double colsol3[2]={2.0,1.0};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol3,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==nOldCuts);
    
  }


  // NOW mixed integer gomory cuts

  // Test explicit form - (pg 130 Wolsey)
  // Some arrays left same size as previously although not used in full
  if (1) {
    OsiCuts osicuts;
    CglGomory test1;
    int i;
    int nOldCuts=0,nRowCuts;
 
    // matrix data
    //deliberate hiccup of 2 between 0 and 1
    CoinBigIndex start[5]={0,4,7,8,9};
    int length[5]={2,3,1,1,1};
    int rows[11]={0,2,-1,-1,0,1,2,0,1,2};
    double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0,1,1,1};
    CoinPackedMatrix matrix(true,3,5,8,elements,rows,start,length);
    
    // rim data (objective not used just yet)
    double rowLower[5]={14.0,3.0,3.0,1.0e10,1.0e10};
    double rowUpper[5]={14.0,3.0,3.0,-1.0e10,-1.0e10};
    double colLower[7]={0.0,0.0,0.0,0.0,0.0,0.0,0.0};
    double colUpper[7]={100.0,100.0,100.0,100.0,100.0,100.0,100.0};
  
    // integer
    char intVar[7]={2,0,0,0,0,0,0};

    // basis 1
    int rowBasis1[3]={-1,-1,-1};
    int colBasis1[5]={1,1,-1,-1,1};
    CoinWarmStartBasis warm;
    warm.setSize(5,3);
    for (i=0;i<3;i++) {
      if (rowBasis1[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<5;i++) {
      if (colBasis1[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 1
    double colsol1[5]={20.0/7.0,3.0,0.0,0.0,23.0/7.0};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol1,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==1);
    // cuts always <=
    int testCut=0; // test first cut as stronger
    double rhs=-6.0/7.0;
    double testCut1[5]={0.0,0.0,-1.0/7.0,-2.0/7.0,0.0};
    double * cut = testCut1;
    double * colsol = colsol1;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==2);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	// explicit slack
	matrix.setDimensions(-1,6);
	rpv.insert(5,1.0); // to get cut in book
	rowLower[3]=ub;
	rowUpper[3]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 2
    int rowBasis2[4]={-1,-1,-1,-1};
    int colBasis2[6]={1,1,1,1,-1,-1};
    warm.setSize(6,4);
    for (i=0;i<4;i++) {
      if (rowBasis2[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<6;i++) {
      if (colBasis2[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 2
    double colsol2[6]={2.0,0.5,1.0,2.5,0.0,0.0};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol2,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==nOldCuts);
    
  }
  // Test explicit form - this time with x4 flipped 
  if (1) {
    OsiCuts osicuts;
    CglGomory test1;
    int i;
    int nOldCuts=0,nRowCuts;
 
    // matrix data
    //deliberate hiccup of 2 between 0 and 1
    CoinBigIndex start[5]={0,4,7,8,9};
    int length[5]={2,3,1,1,1};
    int rows[11]={0,2,-1,-1,0,1,2,0,1,2};
    double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0,1,-1,1};
    CoinPackedMatrix matrix(true,3,5,8,elements,rows,start,length);
    
    // rim data (objective not used just yet)
    double rowLower[5]={14.0,-5.0,3.0,1.0e10,1.0e10};
    double rowUpper[5]={14.0,-5.0,3.0,-1.0e10,-1.0e10};
    double colLower[7]={0.0,0.0,0.0,0.0,0.0,0.0,0.0};
    double colUpper[7]={100.0,100.0,100.0,8.0,100.0,100.0,100.0};
  
    // integer
    char intVar[7]={2,0,0,0,0,0,0};

    // basis 1
    int rowBasis1[3]={-1,-1,-1};
    int colBasis1[5]={1,1,-1,-1,1};
    CoinWarmStartBasis warm;
    warm.setSize(5,3);
    for (i=0;i<3;i++) {
      if (rowBasis1[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<5;i++) {
      if (colBasis1[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 1
    double colsol1[5]={20.0/7.0,3.0,0.0,8.0,23.0/7.0};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol1,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==1);
    // cuts always <=
    int testCut=0; 
    double rhs=10.0/7.0;
    double testCut1[5]={0.0,0.0,-1.0/7.0,2.0/7.0,0.0};
    double * cut = testCut1;
    double * colsol = colsol1;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==2);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	// explicit slack
	matrix.setDimensions(-1,6);
	rpv.insert(5,1.0); // to get cut in book
	rowLower[3]=ub;
	rowUpper[3]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 2
    int rowBasis2[4]={-1,-1,-1,-1};
    int colBasis2[6]={1,1,1,1,-1,-1};
    warm.setSize(6,4);
    for (i=0;i<4;i++) {
      if (rowBasis2[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<6;i++) {
      if (colBasis2[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 2
    double colsol2[6]={2.0,0.5,1.0,5.5,0.0,0.0};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol2,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==nOldCuts);
    
  }
  // Test with slacks 
  if (1) {
    OsiCuts osicuts;
    CglGomory test1;
    int i;
    int nOldCuts=0,nRowCuts;
 
    // matrix data
    //deliberate hiccup of 2 between 0 and 1
    CoinBigIndex start[5]={0,4};
    int length[5]={2,3};
    int rows[11]={0,2,-1,-1,0,1,2};
    double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0};
    CoinPackedMatrix matrix(true,3,2,5,elements,rows,start,length);
    
    // rim data (objective not used just yet)
    double rowLower[5]={-1.0e10,-1.0e10,-1.0e10,1.0e10,1.0e10};
    double rowUpper[5]={14.0,3.0,3.0,-1.0e10,-1.0e10};
    double colLower[2]={0.0,0.0};
    double colUpper[2]={100.0,100.0};
  
    // integer
    char intVar[2]={2,0};

    // basis 1
    int rowBasis1[3]={-1,-1,1};
    int colBasis1[2]={1,1};
    CoinWarmStartBasis warm;
    warm.setSize(2,3);
    for (i=0;i<3;i++) {
      if (rowBasis1[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis1[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 1
    double colsol1[2]={20.0/7.0,3.0};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol1,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==1);
    // cuts always <=
    int testCut=0; // test first cut as stronger
    double rhs=2.0;
    double testCut1[2]={1.0,0.0};
    double * cut = testCut1;
    double * colsol = colsol1;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==1);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	rowLower[3]=-1.0e100;
	rowUpper[3]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 2
    int rowBasis2[4]={1,1,-1,-1};
    int colBasis2[2]={1,1};
    warm.setSize(2,4);
    for (i=0;i<4;i++) {
      if (rowBasis2[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis2[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 2
    double colsol2[2]={2.0,0.5};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol2,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==nOldCuts);
    
  }
  // swap some rows to G
  if (1) {
    OsiCuts osicuts;
    CglGomory test1;
    int i;
    int nOldCuts=0,nRowCuts;
 
    // matrix data
    //deliberate hiccup of 2 between 0 and 1
    CoinBigIndex start[5]={0,4};
    int length[5]={2,3};
    int rows[11]={0,2,-1,-1,0,1,2};
    double elements[11]={-7.0,-2.0,1.0e10,1.0e10,+2.0,1.0,+2.0};
    CoinPackedMatrix matrix(true,3,2,5,elements,rows,start,length);
    
    // rim data (objective not used just yet)
    double rowUpper[5]={1.0e10,3.0,1.0e10,-1.0e10,-1.0e10};
    double rowLower[5]={-14.0,-1.0e10,-3.0,1.0e10,1.0e10};
    double colLower[2]={0.0,0.0};
    double colUpper[2]={100.0,100.0};
  
    // integer
    char intVar[2]={2,0};

    // basis 1
    int rowBasis1[3]={-1,-1,1};
    int colBasis1[2]={1,1};
    CoinWarmStartBasis warm;
    warm.setSize(2,3);
    for (i=0;i<3;i++) {
      if (rowBasis1[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis1[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 1
    double colsol1[2]={20.0/7.0,3.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol1,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==1);
    // cuts always <=
    int testCut=0; // test first cut as stronger
    double rhs=2.0;
    double testCut1[2]={1.0,0.0};
    double * cut = testCut1;
    double * colsol = colsol1;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }

      double ub=rcut.ub();

#ifdef CGL_DEBUG
      double lb=rcut.lb();
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==1);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	rowLower[3]=-1.0e100;
	rowUpper[3]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 2
    int rowBasis2[4]={1,1,-1,-1};
    int colBasis2[2]={1,1};
    warm.setSize(2,4);
    for (i=0;i<4;i++) {
      if (rowBasis2[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis2[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 2
    double colsol2[2]={2.0,0.5};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol2,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==nOldCuts);
    
  }

  // Miplib3 problem p0033
  if (1) {
    // Setup
    OsiSolverInterface  * siP = baseSiP->clone();
    std::string fn(mpsDir+"p0033");
    siP->readMps(fn.c_str(),"mps");
    siP->activateRowCutDebugger("p0033");
    CglGomory test;

    // Solve the LP relaxation of the model and
    // print out ofv for sake of comparison 
    siP->initialSolve();
    double lpRelaxBefore=siP->getObjValue();
    std::cout<<"Initial LP value: "<<lpRelaxBefore<<std::endl;
    assert( eq(lpRelaxBefore, 2520.5717391304347) );

    // Fails with OsiCpx, OsiXpr:
    /**********
    double mycs[] = {0, 1, 0, 0, -2.0837010502455788e-19, 1, 0, 0, 1,
		       0.021739130434782594, 0.35652173913043478, 
		       -6.7220534694101275e-18, 5.3125906451789717e-18, 
		       1, 0, 1.9298798670241979e-17, 0, 0, 0,
		       7.8875708048320448e-18, 0.5, 0, 
		       0.85999999999999999, 1, 1, 0.57999999999999996,
		       1, 0, 1, 0, 0.25, 0, 0.67500000000000004};
    siP->setColSolution(mycs);
    ****/

    OsiCuts cuts;    
    
    // Test generateCuts method
    test.generateCuts(*siP,cuts);
    int nRowCuts = cuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" Gomory cuts"<<std::endl;
    assert(cuts.sizeRowCuts() > 0);
    OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);
    
    siP->resolve();
    double lpRelaxAfter=siP->getObjValue(); 
    std::cout<<"LP value with cuts: "<<lpRelaxAfter<<std::endl;
    //assert( eq(lpRelaxAfter, 2592.1908295194507) );
    assert( lpRelaxAfter> 2550.0 );
    assert( lpRelaxBefore < lpRelaxAfter );
    assert(lpRelaxAfter < 3089.1);
    
    delete siP;
  } 
}
Exemplo n.º 11
0
/**Clean cut 2, different algorithm. First check the dynamic of the cut if < maxRatio scale to a biggest coef of 1
   otherwise scale it so that biggest coeff is 1 and try removing tinys ( < 1/maxRatio) either succeed or fail */
int
Validator::cleanCut2(OsiRowCut & aCut, const double * solCut, const OsiSolverInterface &si, const CglParam &/* par */,
                     const double * origColLower, const double * origColUpper) const
{
    /** Compute fill-in in si */
    int numcols = si.getNumCols();
    // int numrows = si.getNumRows();
    const double * colLower = (origColLower) ? origColLower : si.getColLower();
    const double * colUpper = (origColUpper) ? origColUpper : si.getColUpper();

    int maxNnz = static_cast<int> ( maxFillIn_ * static_cast<double> (numcols));

    double rhs = aCut.lb();
    assert (aCut.ub()> 1e50);

    CoinPackedVector *vec = const_cast<CoinPackedVector *>(&aCut.row());
    //  vec->sortIncrIndex();

    int * indices = vec->getIndices();
    double * elems = vec->getElements();
    int n = vec->getNumElements();
    if (n==0)
    {
        numRejected_[EmptyCut]++;
        return EmptyCut;
    }
    /** First compute violation if it is too small exit */
    double violation = aCut.violated(solCut);
    if (violation < minViolation_)
        return 1;

    /** Now relax get dynamic and remove tiny elements */
    int offset = 0;
    rhs -= 1e-10;
    double smallest = fabs(rhs);
    double biggest = smallest;
    double veryTiny = 1e-20;
    for (int i = 0 ; i < n ; i++)
    {
        double val = fabs(elems[i]);
        if (val > veryTiny)   //tiny should be very very small
        {
            smallest = std::min(val,smallest);
            biggest = std::max (val,biggest);
        }
    }

    if (biggest > 1e9)
    {
#ifdef DEBUG
        std::cout<<"Whaooo "<<biggest/smallest<<std::endl;
#endif
        numRejected_[BigDynamic]++;
        return BigDynamic;
    }

    //rescale the cut so that biggest is 1e1.
    double toBeBiggest = rhsScale_;
    rhs *= (toBeBiggest / biggest);
    toBeBiggest /= biggest;
    for (int i = 0 ; i < n ; i++)
    {
        elems[i] *= toBeBiggest;
    }


    if (biggest > maxRatio_ * smallest)   //we have to remove some small coefficients
    {
        double myTiny = biggest * toBeBiggest / maxRatio_;
        veryTiny *= toBeBiggest ;
        for (int i = 0 ; i < n ; i++)
        {
            double val = fabs(elems[i]);
            if (val < myTiny)
            {
                if (val< veryTiny)
                {
                    offset++;
                    continue;
                }
                int & iCol = indices[i];
                if (elems[i]>0. && colUpper[iCol] < 1000.)
                {
                    offset++;
                    rhs -= elems[i] * colUpper[iCol];
                    elems[i]=0;
                }
                else if (elems[i]<0. && colLower[iCol] > -1000.)
                {
                    offset++;
                    rhs -= elems[i] * colLower[iCol];
                    elems[i]=0.;
                }
                else
                {
                    numRejected_[SmallCoefficient]++;
                    return SmallCoefficient;
                }
            }
            else   //Not a small coefficient keep it
            {
                if (offset)   //if offset is zero current values are ok
                {
                    int i2 = i - offset;
                    indices[i2] = indices[i];
                    elems[i2] = elems[i];
                }
            }
        }
    }
    if ((n - offset) > maxNnz)
    {
        numRejected_[DenseCut] ++;
        return DenseCut;
    }


    if (offset)
        vec->truncate(n - offset);

    if (vec->getNumElements() == 0 )
    {
        numRejected_[EmptyCut]++;
        return EmptyCut;
    }

    /** recheck violation */
    aCut.setLb(rhs);
    violation = aCut.violated(solCut);
    if (violation < minViolation_)
    {
        numRejected_[SmallViolation]++;
        return SmallViolation;
    }
    assert(fabs(rhs)<1e09);

    return NoneAccepted;
}
Exemplo n.º 12
0
/** Clean an OsiCut
\return 1 if min violation is too small
\return 2 if small coefficient can not be removed
\return 3 if dynamic is too big
\return 4 if too many non zero element*/
int
Validator::cleanCut(OsiRowCut & aCut, const double * solCut, const OsiSolverInterface &si, const CglParam& par,
                    const double * origColLower, const double * origColUpper) const
{
    /** Compute fill-in in si */
    int numcols = si.getNumCols();

    const double * colLower = (origColLower) ? origColLower : si.getColLower();
    const double * colUpper = (origColUpper) ? origColUpper : si.getColUpper();

    int maxNnz = static_cast<int> (maxFillIn_ * static_cast<double> (numcols));

    double rhs = aCut.lb();
    assert (aCut.ub()> 1e50);

    CoinPackedVector *vec = const_cast<CoinPackedVector *>(&aCut.row());
    int * indices = vec->getIndices();
    double * elems = vec->getElements();
    int n = vec->getNumElements();

    /** First compute violation if it is too small exit */
    double violation = aCut.violated(solCut);
    if (violation < minViolation_)
        return 1;

    /** Now relax get dynamic and remove tiny elements */
    int offset = 0;
    rhs -= 1e-8;
    double smallest = 1e100;
    double biggest = 0;
    for (int i = 0 ; i < n ; i++)
    {
        double val = fabs(elems[i]);
        if (val <= par.getEPS())   //try to remove coef
        {
            if (val>0 && val<1e-20)
            {
                offset++;
                continue;
                throw;
            }
            if (val==0)
            {
                offset++;
                continue;
            }

            int & iCol = indices[i];
            if (elems[i]>0. && colUpper[iCol] < 10000.)
            {
                offset++;
                rhs -= elems[i] * colUpper[iCol];
                elems[i]=0;
            }
            else if (elems[i]<0. && colLower[iCol] > -10000.)
            {
                offset++;
                rhs -= elems[i] * colLower[iCol];
                elems[i]=0.;
            }
            else
            {
#ifdef DEBUG
                std::cout<<"Small coefficient : "<<elems[i]<<" bounds : ["<<colLower[iCol]<<", "<<colUpper[iCol]<<std::endl;
#endif
                numRejected_[SmallCoefficient]++;
                return SmallCoefficient;
            }
        }

        else   //Not a small coefficient keep it
        {
            smallest = std::min(val,smallest);
            biggest = std::max (val,biggest);
            if (biggest > maxRatio_ * smallest)
            {
#ifdef DEBUG
                std::cout<<"Whaooo "<<biggest/smallest<<std::endl;
#endif
                numRejected_[BigDynamic]++;
                return BigDynamic;
            }
            if (offset)   //if offset is zero current values are ok otherwise translate
            {
                int i2 = i - offset;
                indices[i2] = indices[i];
                elems[i2] = elems[i];
            }
        }
    }
    if ((n - offset) > maxNnz)
    {
        numRejected_[DenseCut] ++;
        return DenseCut;
    }
    if (offset == n)
    {
        numRejected_[EmptyCut]++;
        return EmptyCut;
    }

    if (offset)
        vec->truncate(n - offset);

    indices = vec->getIndices();
    elems = vec->getElements();
    n = vec->getNumElements();

    aCut.setLb(rhs);
    violation = aCut.violated(solCut);
    if (violation < minViolation_)
    {
        numRejected_[SmallViolation]++;
        return SmallViolation;
    }

    return NoneAccepted;
}
Exemplo n.º 13
0
void
CoinShallowPackedVectorUnitTest()
{
  CoinRelFltEq eq;
  int i;
  // Test default constructor
  {
    CoinShallowPackedVector r;
    assert( r.indices_==NULL );
    assert( r.elements_==NULL );
    assert( r.nElements_==0 );
  }

  // Test set and get methods
  const int ne = 4;
  int inx[ne] = { 1, 3, 4, 7 };
  double el[ne] = { 1.2, 3.4, 5.6, 7.8 };
  {
    CoinShallowPackedVector r;    
    assert( r.getNumElements()==0 );
    
    // Test setting/getting elements with int* & double* vectors
    r.setVector( ne, inx, el );
    assert( r.getNumElements()==ne );
    for ( i=0; i<ne; i++ ) {
      assert( r.getIndices()[i]  == inx[i] );
      assert( r.getElements()[i] == el[i]  );
    }
    assert ( r.getMaxIndex()==7 );
    assert ( r.getMinIndex()==1 );

    // try to clear it
    r.clear();
    assert( r.indices_==NULL );
    assert( r.elements_==NULL );
    assert( r.nElements_==0 );

    // Test setting/getting elements with indices out of order  
    const int ne2 = 5;
    int inx2[ne2] = { 2, 4, 8, 14, 3 };
    double el2[ne2] = { 2.2, 4.4, 6.6, 8.8, 3.3 };
 
    r.setVector(ne2,inx2,el2);
    
    assert( r.getNumElements()==ne2 );    
    for (i = 0; i < ne2; ++i) {
       assert( r.getIndices()[i]==inx2[i] );
       assert( r.getElements()[i]==el2[i] );
    }
    
    assert ( r.getMaxIndex()==14 );
    assert ( r.getMinIndex()==2 );
    // try to call it once more
    assert ( r.getMaxIndex()==14 );
    assert ( r.getMinIndex()==2 );

    CoinShallowPackedVector r1(ne2,inx2,el2);
    assert( r == r1 );

    // assignment operator
    r1.clear();
    r1 = r;
    assert( r == r1 );

    // assignment from packed vector
    CoinPackedVector pv1(ne2,inx2,el2);
    r1 = pv1;
    assert( r == r1 );

    // construction
    CoinShallowPackedVector r2(r1);
    assert( r2 == r );
    
    // construction from packed vector
    CoinShallowPackedVector r3(pv1);
    assert( r3 == r );

    // test duplicate indices
    {
      const int ne3 = 4;
      int inx3[ne3] = { 2, 4, 2, 3 };
      double el3[ne3] = { 2.2, 4.4, 8.8, 6.6 };
      r.setVector(ne3,inx3,el3, false);
      assert(r.testForDuplicateIndex() == false);
      bool errorThrown = false;
      try {
        r.setTestForDuplicateIndex(true);
      }
      catch (CoinError& e) {
        errorThrown = true;
      }
      assert( errorThrown );

      r.clear();
      errorThrown = false;
      try {
	 r.setVector(ne3,inx3,el3);
      }
      catch (CoinError& e) {
        errorThrown = true;
      }
      assert( errorThrown );
	 
      errorThrown = false;
      try {
	 CoinShallowPackedVector r1(ne3,inx3,el3);
      }
      catch (CoinError& e) {
	 errorThrown = true;
      }
      assert( errorThrown );
    } 
    
  } 

  // Test copy constructor and assignment operator
  {
    CoinShallowPackedVector rhs;
    {
      CoinShallowPackedVector r;
      {
        CoinShallowPackedVector rC1(r);      
        assert( 0==r.getNumElements() );
        assert( 0==rC1.getNumElements() );
        
        r.setVector( ne, inx, el ); 
        
        assert( ne==r.getNumElements() );
        assert( 0==rC1.getNumElements() ); 
      }
      
      CoinShallowPackedVector rC2(r);   
      
      assert( ne==r.getNumElements() );
      assert( ne==rC2.getNumElements() );
      
      for ( i=0; i<ne; i++ ) {
        assert( r.getIndices()[i] == rC2.getIndices()[i] );
        assert( r.getElements()[i] == rC2.getElements()[i] );
      }

      rhs=rC2;
    }
    // Test that rhs has correct values even though lhs has gone out of scope
    assert( rhs.getNumElements()==ne );
    
    for ( i=0; i<ne; i++ ) {
      assert( inx[i] == rhs.getIndices()[i] );
      assert(  el[i] == rhs.getElements()[i] );
    } 
  }

  // Test operator==
  {
    CoinShallowPackedVector v1,v2;
    assert( v1==v2 );
    assert( v2==v1 );
    assert( v1==v1 );
    assert( !(v1!=v2) );
    
    v1.setVector( ne, inx, el );
    assert ( !(v1==v2) );
    assert ( v1!=v2 );

    CoinShallowPackedVector v3(v1);
    assert( v3==v1 );
    assert( v3!=v2 );

    CoinShallowPackedVector v4(v2);
    assert( v4!=v1 );
    assert( v4==v2 );
  }

 

  {
    // Test operator[] and isExistingIndex()
    const int ne = 4;
    int inx[ne] =   {  1,   4,  0,   2 };
    double el[ne] = { 10., 40., 1., 50. };
    CoinShallowPackedVector r;
    assert( r[1]==0. );

    r.setVector(ne,inx,el);

    assert( r[-1]==0. );
    assert( r[ 0]==1. );
    assert( r[ 1]==10.);
    assert( r[ 2]==50.);
    assert( r[ 3]==0. );
    assert( r[ 4]==40.);
    assert( r[ 5]==0. );
    assert(  r.isExistingIndex(2) );
    assert( !r.isExistingIndex(3) );

    assert( !r.isExistingIndex(-1) );
    assert(  r.isExistingIndex(0) );
    assert( !r.isExistingIndex(3) );
    assert(  r.isExistingIndex(4) );
    assert( !r.isExistingIndex(5) );
    
    assert ( r.getMaxIndex()==4 );
    assert ( r.getMinIndex()==0 );
  }
  
  // Test that attemping to get min/max index of a 0,
  // length vector 
  {
    CoinShallowPackedVector nullVec;
    assert( nullVec.getMaxIndex() == -COIN_INT_MAX/*0*/ );
    assert( nullVec.getMinIndex() == COIN_INT_MAX/*0*/ );
  } 

  {
     // test dense vector
     const int ne = 4;
     int inx[ne] =   {  1,   4,  0,   2 };
     double el[ne] = { 10., 40., 1., 50. };
     CoinShallowPackedVector r;
     r.setVector(ne,inx,el);
     double * dense = r.denseVector(6);
     assert(dense[0] == 1.);
     assert(dense[1] == 10.);
     assert(dense[2] == 50.);
     assert(dense[3] == 0.);
     assert(dense[4] == 40.);
     assert(dense[5] == 0.);
     delete[] dense;

     // try once more
     dense = r.denseVector(7);
     assert(dense[0] == 1.);
     assert(dense[1] == 10.);
     assert(dense[2] == 50.);
     assert(dense[3] == 0.);
     assert(dense[4] == 40.);
     assert(dense[5] == 0.);
     assert(dense[6] == 0.);
     delete[] dense;
     
  }
     
     

  
#if 0
  // what happens when someone sets 
  // the number of elements to be a negative number
  {    
    const int ne = 4;
    int inx1[ne] = { 1, 3, 4, 7 };
    double el1[ne] = { 1.2, 3.4, 5.6, 7.8 };
    CoinShallowPackedVector v1;
    v1.setVector(-ne,inx1,el1);
  }
#endif

  
  // Test adding vectors
  {    
    const int ne1 = 5;
    int inx1[ne1]   = { 1,  3,  4,  7,  5  };
    double el1[ne1] = { 1., 5., 6., 2., 9. };
    const int ne2 = 4;
    int inx2[ne2] =   { 7,  4,  2,  1  };
    double el2[ne2] = { 7., 4., 2., 1. };
    CoinShallowPackedVector v1;
    v1.setVector(ne1,inx1,el1);
    CoinShallowPackedVector v2;
    v2.setVector(ne2,inx2,el2);
    CoinPackedVector r = v1 + v2;

    const int ner = 6;
    int inxr[ner] =   {    1,     2,     3,     4,     5,     7  };
    double elr[ner] = { 1.+1., 0.+2., 5.+0., 6.+4., 9.+0., 2.+7. };
    CoinPackedVector rV;
    rV.setVector(ner,inxr,elr);
    assert( rV != r );
    assert( r.isEquivalent(rV) );
    
    CoinPackedVector p1=v1+3.1415;
    for ( i=0; i<p1.getNumElements(); i++ )
      assert( eq( p1.getElements()[i], v1.getElements()[i]+3.1415) );

    CoinPackedVector p2=(-3.1415) + p1;
    assert( p2.isEquivalent(v1) );
  } 
  
  // Test subtracting vectors
  {    
    const int ne1 = 5;
    int inx1[ne1]   = { 1,  3,  4,  7,  5  };
    double el1[ne1] = { 1., 5., 6., 2., 9. };
    const int ne2 = 4;
    int inx2[ne2] =   { 7,  4,  2,  1  };
    double el2[ne2] = { 7., 4., 2., 1. };
    CoinShallowPackedVector v1;
    v1.setVector(ne1,inx1,el1);
    CoinShallowPackedVector v2;
    v2.setVector(ne2,inx2,el2);
    CoinPackedVector r = v1 - v2;

    const int ner = 6;
    int inxr[ner] =   {    1,     2,     3,     4,     5,     7  };
    double elr[ner] = { 1.-1., 0.-2., 5.-0., 6.-4., 9.-0., 2.-7. };
    CoinPackedVector rV;
    rV.setVector(ner,inxr,elr);
    assert( r.isEquivalent(rV) );  
    
    CoinPackedVector p1=v1-3.1415;
    for ( i=0; i<p1.getNumElements(); i++ )
      assert( eq( p1.getElements()[i], v1.getElements()[i]-3.1415) );
  } 
  
  // Test multiplying vectors
  {    
    const int ne1 = 5;
    int inx1[ne1]   = { 1,  3,  4,  7,  5  };
    double el1[ne1] = { 1., 5., 6., 2., 9. };
    const int ne2 = 4;
    int inx2[ne2] =   { 7,  4,  2,  1  };
    double el2[ne2] = { 7., 4., 2., 1. };
    CoinShallowPackedVector v1;
    v1.setVector(ne1,inx1,el1);
    CoinShallowPackedVector v2;
    v2.setVector(ne2,inx2,el2);
    CoinPackedVector r = v1 * v2;

    const int ner = 6;
    int inxr[ner] =   {    1,     2,     3,     4,     5,     7  };
    double elr[ner] = { 1.*1., 0.*2., 5.*0., 6.*4., 9.*0., 2.*7. };
    CoinPackedVector rV;
    rV.setVector(ner,inxr,elr);
    assert( r.isEquivalent(rV) );

    CoinPackedVector p1=v1*3.3;
    for ( i=0; i<p1.getNumElements(); i++ )
      assert( eq( p1.getElements()[i], v1.getElements()[i]*3.3) );
    
    CoinPackedVector p2=(1./3.3) * p1;
    assert( p2.isEquivalent(v1) );
  } 
  
  // Test dividing vectors
  {    
    const int ne1 = 3;
    int inx1[ne1]   = { 1,  4,  7  };
    double el1[ne1] = { 1., 6., 2. };
    const int ne2 = 4;
    int inx2[ne2] =   { 7,  4,  2,  1  };
    double el2[ne2] = { 7., 4., 2., 1. };
    CoinShallowPackedVector v1;
    v1.setVector(ne1,inx1,el1);
    CoinShallowPackedVector v2;
    v2.setVector(ne2,inx2,el2);
    CoinPackedVector r = v1 / v2;

    const int ner = 4;
    int inxr[ner] =   {    1,     2,      4,     7  };
    double elr[ner] = { 1./1., 0./2.,  6./4., 2./7. };
    CoinPackedVector rV;
    rV.setVector(ner,inxr,elr);
    assert( r.isEquivalent(rV) );
        
    CoinPackedVector p1=v1/3.1415;
    for ( i=0; i<p1.getNumElements(); i++ )
      assert( eq( p1.getElements()[i], v1.getElements()[i]/3.1415) );
  }
   
  // Test sum
  { 
    CoinShallowPackedVector s;
    assert( s.sum() == 0 );

    int inx = 25;
    double value = 45.;
    s.setVector(1, &inx, &value);
    assert(s.sum()==45.);

    const int ne1 = 5;
    int inx1[ne1]   = { 10,  3,  4,  7,  5  };
    double el1[ne1] = { 1., 5., 6., 2., 9. };
    s.setVector(ne1,inx1,el1);

    assert(s.sum()==1.+5.+6.+2.+9.);
  }
  
  // Just another interesting test
  {    
    // Create numerator vector
    const int ne1 = 2;
    int inx1[ne1]   = { 1,  4  };
    double el1[ne1] = { 1., 6. };
    CoinShallowPackedVector v1(ne1,inx1,el1);

    // create denominator vector
    const int ne2 = 3;
    int inx2[ne2] =   { 1,  2,  4 };
    double el2[ne2] = { 1., 7., 4.};
    CoinShallowPackedVector v2(ne2,inx2,el2);

    // Compute ratio
    CoinPackedVector ratio = v1 / v2;

    // Sort ratios
    ratio.sortIncrElement();

    // Test that the sort really worked
    assert( ratio.getElements()[0] == 0.0/7.0 );
    assert( ratio.getElements()[1] == 1.0/1.0 );
    assert( ratio.getElements()[2] == 6.0/4.0 );

    // Get numerator of of sorted ratio vector
    assert( v1[ ratio.getIndices()[0] ] == 0.0 );
    assert( v1[ ratio.getIndices()[1] ] == 1.0 );
    assert( v1[ ratio.getIndices()[2] ] == 6.0 );

    // Get denominator of of sorted ratio vector
    assert( v2[ ratio.getIndices()[0] ] == 7.0 );
    assert( v2[ ratio.getIndices()[1] ] == 1.0 );
    assert( v2[ ratio.getIndices()[2] ] == 4.0 );
  }

  {
    // Test that sample usage works

    const int ne = 4;
    int inx[ne] =   {  1,   4,  0,   2 };
    double el[ne] = { 10., 40., 1., 50. };
    CoinShallowPackedVector r(ne,inx,el);

    assert( r.getIndices()[0]== 1  );
    assert( r.getElements()[0]==10. );
    assert( r.getIndices()[1]== 4  );
    assert( r.getElements()[1]==40. );
    assert( r.getIndices()[2]== 0  );
    assert( r.getElements()[2]== 1. );
    assert( r.getIndices()[3]== 2  );
    assert( r.getElements()[3]==50. );

    assert( r[ 0]==1. );
    assert( r[ 1]==10.);
    assert( r[ 2]==50.);
    assert( r[ 3]==0. );
    assert( r[ 4]==40.);

    CoinShallowPackedVector r1;
    r1=r;
    assert( r==r1 );

    CoinPackedVector add = r + r1;
    assert( add[0] ==  1.+ 1. );
    assert( add[1] == 10.+10. );
    assert( add[2] == 50.+50. );
    assert( add[3] ==  0.+ 0. );
    assert( add[4] == 40.+40. );

    assert( r.sum() == 10.+40.+1.+50. );
  }
  
  {
    // Test findIndex
    const int ne = 4;
    int inx[ne] =   {  1,  -4,  0,   2 };
    double el[ne] = { 10., 40., 1., 50. };
    CoinShallowPackedVector r(ne,inx,el);

    assert( r.findIndex(2)  == 3 );
    assert( r.findIndex(0)  == 2 );
    assert( r.findIndex(-4) == 1 );
    assert( r.findIndex(1)  == 0 );
    assert( r.findIndex(3)  == -1 );
  }  
  {
    // Test construction with testing for duplicates as false
    const int ne = 4;
    int inx[ne] =   {  1,  -4,  0,   2 };
    double el[ne] = { 10., 40., 1., 50. };
    CoinShallowPackedVector r(ne,inx,el,false);

    assert( r.isExistingIndex(1) );
    assert( r.isExistingIndex(-4) );
    assert( r.isExistingIndex(0) );
    assert( r.isExistingIndex(2) );
    assert( !r.isExistingIndex(3) );
    assert( !r.isExistingIndex(-3) );
  }
}
Exemplo n.º 14
0
//===========================================================================//
void OSDipApp::createModels() {

	UtilPrintFuncBegin(m_osLog, m_classTag, "createModels()",
			m_appParam.LogLevel, 2);
	int i;
	int j;
	const int nCols = m_osInterface.getVariableNumber();
	const int nRows = m_osInterface.getConstraintNumber();
	
	try{

		//First the define the objective function over the entire variable space
		//Create the memory for the objective  function
		m_objective = new double[nCols];
		for (i = 0; i < nCols; i++) {
			m_objective[i] = m_osInterface.getObjectiveFunctionCoeff()[i];
			//std::cout << "obj coeff = " << m_objective[i] << std::endl;
		}
		setModelObjective( m_objective);
	
		//---
		//--- Construct the core matrix.
		//---
		int nRowsRelax, nRowsCore;
		nRowsRelax = 0;
		nRowsCore = 0;
  
	

		std::vector<OtherConstraintOption*> otherConstraintOptions;
		std::vector<OtherConstraintOption*>::iterator vit;
		
		

		//
		// Now construct the block matrices
		//
		int *rowsRelax;
		int whichBlock;
		DecompConstraintSet *modelRelax = NULL;

		std::set<int> blockVars; //variables indexes in the specific block
		std::set<int> blockVarsAll; //all variable indexes that appear in a block
		std::set<int> blockConAll; //all constraint indexes that appear in a block
		std::set<int>::iterator sit;
		CoinPackedVector *row;
		int *rowVars;
		int rowSize;
		if (m_osInterface.m_osoption != NULL
				&& m_osInterface.m_osoption->getNumberOfOtherConstraintOptions()
						> 0) {
	
			otherConstraintOptions
					= m_osInterface.m_osoption->getOtherConstraintOptions("Dip");
			
			//iterate over the vector of contraint options
			for (vit = otherConstraintOptions.begin(); vit
					!= otherConstraintOptions.end(); vit++) {
	
				// see if we have a Core Constraint Set
	
				if( ( (*vit)->name.compare("constraintSet") == 0)
						&& ( (*vit)->type.compare("Block") == 0)) {
					
					
					//get the block number
	
					//ch = new char[(*vit)->value.size() + 1];
					//ch[(*vit)->value.size()] = 0;
					//memcpy(ch, (*vit)->value.c_str(), (*vit)->value.size());
					//whichBlock = atoi(ch);
					//delete ch;
					whichBlock = atoi( (*vit)->value.c_str() );
			
	
					
					// first get the number of constraints in this block
					nRowsRelax = (*vit)->numberOfCon;
					rowsRelax = new int[nRowsRelax];
	
					//now get the variable indexes for just this block
					//first clear indexes from a previous block
					blockVars.clear();
					for (i = 0; i < nRowsRelax; i++) {
						rowsRelax[i] = (*vit)->con[i]->idx;
						
						if( (*vit)->con[i]->idx >= nRows) throw ErrorClass( "found an invalid row index in OSoL file");
						
						m_blocks[ whichBlock].push_back( rowsRelax[i] );
						
						//also add to the set of all rows
						
						if (blockConAll.find(  (*vit)->con[i]->idx ) == blockConAll.end()) {
							blockConAll.insert(  (*vit)->con[i]->idx );	
						}					
						
						//add the variables for this row to the set blockVars
						row = m_osInterface.getRow(rowsRelax[i]);
						rowSize = row->getNumElements();
						rowVars = row->getIndices();
	
						for (j = 0; j < rowSize; j++) {
							
							if (blockVars.find(rowVars[j]) == blockVars.end()) {
								blockVars.insert(rowVars[j]);	
							}	
							
						}
						
						delete row;
	
					}//end for or rows in this block
	
					modelRelax = new DecompConstraintSet();
					CoinAssertHint(modelRelax, "Error: Out of Memory");
	
	
	
					//create the active columns in this block
					for (sit = blockVars.begin(); sit != blockVars.end(); sit++) {
	
						modelRelax->activeColumns.push_back( *sit);
						
						   
						//insert into the all variables set also, but throw an execption
						//if already there -- same variable cannot be in more than one block
						
						if (blockVarsAll.find( *sit) == blockVarsAll.end()) {
							blockVarsAll.insert (*sit);	
						}else{
							
							throw ErrorClass("Variable " + UtilIntToStr(*sit) + " appears in more than one block");
							
						}
	
					}
	
					//
					//
	
					if (m_appParam.LogLevel >= 3) {
						(*m_osLog) << "Active Columns : " << whichBlock << endl;
						UtilPrintVector(modelRelax->activeColumns, m_osLog);

					}
					createModelPartSparse(modelRelax, nRowsRelax, rowsRelax);  //does not work for cutting planes
					//createModelPart(modelRelax, nRowsRelax, rowsRelax);
					//modelRelax->fixNonActiveColumns();
					m_modelR.insert(make_pair(whichBlock + 1, modelRelax));
					setModelRelax(modelRelax, "relax" + UtilIntToStr(whichBlock),
							whichBlock);
					
					if (m_appParam.LogLevel >= 3) {
						(*m_osLog) <<  std::endl <<  std::endl;
						(*m_osLog) << "HERE COMES THE DUPLICATION (WHEN createModelPartSparse USED)" << std::endl;
					}

					UtilPrintVector( modelRelax->activeColumns, m_osLog); 
					
									
	 			//free local memory
	 			UTIL_DELARR( rowsRelax);
	
	
	
				}
			}//end for over constraint options
		}// if on ospton null
	
		//get the core constraints -- constraints NOT in a block
		int *rowsCore = NULL;
		
		int kount = 0;
		nRowsCore = nRows - blockConAll.size();
		
		if(nRowsCore <= 0) throw ErrorClass("We need at least one coupling constraint");
	
		rowsCore = new int[nRowsCore];
			
		for(i = 0; i < nRows; i++){
			
			if (blockConAll.find( i ) == blockConAll.end() ){
				
				
				rowsCore[ kount++] =  i;
				
				
				
			}
		}

		if( kount  !=  nRowsCore) throw ErrorClass("There was an error counting coupling constraints");
		
	
		DecompConstraintSet * modelCore = new DecompConstraintSet();
		createModelPart(modelCore, nRowsCore, rowsCore);
	
		setModelCore(modelCore, "core");
		//---
		//--- save a pointer so we can delete it later
		//---
		m_modelC = modelCore;
		

		//get the master only variables
		//modelCore->masterOnlyCols.push_back(i);
		for (i = 0; i < nCols; i++) {
			if (blockVarsAll.find(i) == blockVarsAll.end()) {
				modelCore->masterOnlyCols.push_back(i);
				std::cout << "MASTER ONLY VARIABLE " << i << std::endl;
			}
		}
	
		//---
		//--- create an extra "empty" block for the master-only vars
		//---   since I don't know what OSI will do with empty problem
		//---   we will make column bounds explicity rows
		//---
		int nMasterOnlyCols = static_cast<int> (modelCore->masterOnlyCols.size());
		if (nMasterOnlyCols) {
			if (m_appParam.LogLevel >= 1)
				(*m_osLog) << "Create model part Master-Only." << endl;
	
			createModelMasterOnlys2(modelCore->masterOnlyCols);
	
		}
		
		
		UtilPrintFuncBegin(m_osLog, m_classTag, "printCurrentProblem()",
				m_appParam.LogLevel, 2);
				
				
	 //free local memory
	 UTIL_DELARR( rowsCore);
	
	
	}//end try
	
	catch(const ErrorClass& eclass){
		
		throw ErrorClass( eclass.errormsg);
		
	} 

}// end createModels()
Exemplo n.º 15
0
//--------------------------------------------------------------------------
// test EKKsolution methods.
void
CglProbingUnitTest(
  const OsiSolverInterface * baseSiP,
  const std::string mpsDir )
{
# ifdef CGL_DEBUG
  int i ;	// define just once
# endif
  CoinRelFltEq eq(0.000001);

  // Test default constructor
  {
    CglProbing aGenerator;
  }
  
  // Test copy & assignment
  {
    CglProbing rhs;
    {
      CglProbing bGenerator;
      CglProbing cGenerator(bGenerator);
      rhs=bGenerator;
    }
  }

  {
    OsiCuts osicuts;
    CglProbing test1;
    OsiSolverInterface  * siP = baseSiP->clone();
    int nColCuts;
    int nRowCuts;
    
    std::string fn = mpsDir+"p0033";
    siP->readMps(fn.c_str(),"mps");
    siP->initialSolve();
    // just unsatisfied variables
    test1.generateCuts(*siP,osicuts);
    nColCuts = osicuts.sizeColCuts();
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" probing cuts"<<std::endl;
    {
      std::cout<<"there are "<<nColCuts<<" probing column cuts"<<std::endl;

#ifdef CGL_DEBUG
      const double * lo = siP->getColLower();
      const double * up = siP->getColUpper();
      for (i=0; i<nColCuts; i++){
	OsiColCut ccut;
	CoinPackedVector cpv;
	ccut = osicuts.colCut(i);
	cpv = ccut.lbs();
	int n = cpv.getNumElements();
        int j;
	const int * indices = cpv.getIndices();
	double* elements = cpv.getElements();
	for (j=0;j<n;j++) {
	  int icol=indices[j];
	  if (elements[j]>lo[icol])
	    std::cout<<"Can increase lb on "<<icol<<" from "<<lo[icol]<<
	      " to "<<elements[j]<<std::endl;
	}
	cpv = ccut.ubs();
	n = cpv.getNumElements();
	indices = cpv.getIndices();
	elements = cpv.getElements();

	for (j=0;j<n;j++) {
	  int icol=indices[j];
	  if (elements[j]<up[icol])
	    std::cout<<"Can decrease ub on "<<icol<<" from "<<up[icol]<<
	      " to "<<elements[j]<<std::endl;
	}
      }

#endif

    }

#ifdef CGL_DEBUG
    for (i=0; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      const double * colsol = siP->getColSolution();
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      double lb=rcut.lb();
      double ub=rcut.ub();
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
    }
#endif

    if (nRowCuts==1) {
      CoinPackedVector check;
      int index[] = {6,32};
      double el[] = {1,1};
      check.setVector(2,index,el);
      // sort Elements in increasing order
      CoinPackedVector rpv=osicuts.rowCut(0).row();
      assert (rpv.getNumElements()==2);
      rpv.sortIncrIndex();
      assert (check==rpv);
      assert (osicuts.rowCut(0).lb()==1.0);
    }
    // now all variables
    osicuts=OsiCuts();
    test1.setMode(2);
    test1.setRowCuts(3);
    test1.generateCuts(*siP,osicuts);
    nColCuts = osicuts.sizeColCuts();
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" probing cuts"<<std::endl;
    {
      std::cout<<"there are "<<nColCuts<<" probing column cuts"<<std::endl;

#ifdef CGL_DEBUG
      const double * lo = siP->getColLower();
      const double * up = siP->getColUpper();
      for (i=0; i<nColCuts; i++){
	OsiColCut ccut;
	CoinPackedVector cpv;
	ccut = osicuts.colCut(i);
	cpv = ccut.lbs();
	int n = cpv.getNumElements();
        int j;
	const int * indices = cpv.getIndices();
	double* elements = cpv.getElements();
	for (j=0;j<n;j++) {
	  int icol=indices[j];
	  if (elements[j]>lo[icol])
	    std::cout<<"Can increase lb on "<<icol<<" from "<<lo[icol]<<
	      " to "<<elements[j]<<std::endl;
	}
	cpv = ccut.ubs();
	n = cpv.getNumElements();
	indices = cpv.getIndices();
	elements = cpv.getElements();
	for (j=0;j<n;j++) {
	  int icol=indices[j];
	  if (elements[j]<up[icol])
	    std::cout<<"Can decrease ub on "<<icol<<" from "<<up[icol]<<
	      " to "<<elements[j]<<std::endl;
	}
      }
#endif

    }

#ifdef CGL_DEBUG
    for (i=0; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      const double * colsol = siP->getColSolution();
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      double lb=rcut.lb();
      double ub=rcut.ub();
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
	for (k=0; k<n; k++){
	  int column=indices[k];
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
    }
#endif

    assert (osicuts.sizeRowCuts()>=4);
    delete siP;
  }

}
Exemplo n.º 16
0
void
CglLandPUnitTest(
    OsiSolverInterface * si,
    const std::string &mpsDir)
{
    CoinRelFltEq eq(1e-05);
    // Test default constructor
    {
        CglLandP aGenerator;
        assert(aGenerator.parameter().pivotLimit==20);
        assert(aGenerator.parameter().maxCutPerRound==5000);
        assert(aGenerator.parameter().failedPivotLimit==1);
        assert(aGenerator.parameter().degeneratePivotLimit==0);
        assert(eq(aGenerator.parameter().pivotTol, 1e-04));
        assert(eq(aGenerator.parameter().away, 5e-04));
        assert(eq(aGenerator.parameter().timeLimit, COIN_DBL_MAX));
        assert(eq(aGenerator.parameter().singleCutTimeLimit, COIN_DBL_MAX));
        assert(aGenerator.parameter().useTableauRow==true);
        assert(aGenerator.parameter().modularize==false);
        assert(aGenerator.parameter().strengthen==true);
        assert(aGenerator.parameter().perturb==true);
        assert(aGenerator.parameter().pivotSelection==CglLandP::mostNegativeRc);
    }


    // Test copy constructor
    {
        CglLandP a;
        {
            CglLandP b;
            b.parameter().pivotLimit = 100;
            b.parameter().maxCutPerRound = 100;
            b.parameter().failedPivotLimit = 10;
            b.parameter().degeneratePivotLimit = 10;
            b.parameter().pivotTol = 1e-07;
            b.parameter().away = 1e-10;
            b.parameter().timeLimit = 120;
            b.parameter().singleCutTimeLimit = 15;
            b.parameter().useTableauRow = true;
            b.parameter().modularize = true;
            b.parameter().strengthen = false;
            b.parameter().perturb = false;
            b.parameter().pivotSelection=CglLandP::bestPivot;
            //Test Copy
            CglLandP c(b);
            assert(c.parameter().pivotLimit == 100);
            assert(c.parameter().maxCutPerRound == 100);
            assert(c.parameter().failedPivotLimit == 10);
            assert(c.parameter().degeneratePivotLimit == 10);
            assert(c.parameter().pivotTol == 1e-07);
            assert(c.parameter().away == 1e-10);
            assert(c.parameter().timeLimit == 120);
            assert(c.parameter().singleCutTimeLimit == 15);
            assert(c.parameter().useTableauRow == true);
            assert(c.parameter().modularize == true);
            assert(c.parameter().strengthen == false);
            assert(c.parameter().perturb == false);
            assert(c.parameter().pivotSelection == CglLandP::bestPivot);
            a=b;
            assert(a.parameter().pivotLimit == 100);
            assert(a.parameter().maxCutPerRound == 100);
            assert(a.parameter().failedPivotLimit == 10);
            assert(a.parameter().degeneratePivotLimit == 10);
            assert(a.parameter().pivotTol == 1e-07);
            assert(a.parameter().away == 1e-10);
            assert(a.parameter().timeLimit == 120);
            assert(a.parameter().singleCutTimeLimit == 15);
            assert(a.parameter().useTableauRow == true);
            assert(a.parameter().modularize == true);
            assert(a.parameter().strengthen == false);
            assert(a.parameter().perturb == false);
            assert(a.parameter().pivotSelection == CglLandP::bestPivot);
        }
    }

    {
        //  Maximize  2 x2
        // s.t.
        //    2x1 +  2x2 <= 3
        //   -2x1 +  2x2 <= 1
        //    7x1 +  4x2 <= 8
        //   -7x1 +  4x2 <= 1
        //     x1, x2 >= 0 and x1, x2 integer
        // Slacks are s1, s2, s3, s4



        //Test that problem is correct
        // Optimal Basis is x1, x2, s3, s4 with tableau
        //    x1            0.25 s1  -0.25 s2             =  0.5
        //           x2     0.25 s1   0.25 s2             =  1
        //                 -2.75 s1   0.75 s2    s3       =  0.5
        //                  0.75 s1  -2.75 s2        s4   =  0.5
        // z=              -0.25 s1  -0.25 s2             =  -1
        // Gomory cut from variable x1 is x2 <= 0.5
        // Can be improved by first pivoting s2 in and s4 out, then s1 in and s3 out
        // to x2 <= 0.25
        {
            int start[2] = {0,4};
            int length[2] = {4,4};
            int rows[8] = {0,1,2,3,0,1,2,3};
            double elements[8] = {2.0,-2.0,7.0,-7.0,2.0,2.0,4.0,4.0};
            CoinPackedMatrix  columnCopy(true,4,2,8,elements,rows,start,length);

            double rowLower[4]={-COIN_DBL_MAX,-COIN_DBL_MAX,
                                -COIN_DBL_MAX,-COIN_DBL_MAX};
            double rowUpper[4]={3.,1.,8.,1.};
            double colLower[2]={0.0,0.0};
            double colUpper[2]={1.0,1.0};
            double obj[2]={-1,-1};
            int intVar[2]={0,1};

            OsiSolverInterface  * siP = si->clone();
            siP->loadProblem(columnCopy, colLower, colUpper, obj, rowLower, rowUpper);
            siP->setInteger(intVar,2);
            CglLandP test;
            test.setLogLevel(2);
            test.parameter().sepSpace = CglLandP::Full;
            siP->resolve();
            // Test generateCuts method
            {
                OsiCuts cuts;
                test.generateCuts(*siP,cuts);
                cuts.printCuts();
                assert(cuts.sizeRowCuts()==1);
                OsiRowCut aCut = cuts.rowCut(0);
                assert(eq(aCut.lb(), -.0714286));
                CoinPackedVector row = aCut.row();
                if (row.getNumElements() == 1)
                {
                    assert(row.getIndices()[0]==1);
                    assert(eq(row.getElements()[0], -4*.0714286));
                }
                else if (row.getNumElements() == 2)
                {
                    assert(row.getIndices()[0]==0);
                    assert(eq(row.getElements()[0], 0.));
                    assert(row.getIndices()[1]==1);
                    assert(eq(row.getElements()[1], -1));
                }
                OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);

                siP->resolve();
            }
            if (0)
            {
                OsiCuts cuts;
                test.generateCuts(*siP,cuts);
                cuts.printCuts();
                assert(cuts.sizeRowCuts()==1);
                OsiRowCut aCut = cuts.rowCut(0);
                CoinPackedVector row = aCut.row();
                if (row.getNumElements() == 1)
                {
                    assert(row.getIndices()[0]==1);
                    assert(eq(row.getElements()[0], -1));
                }
                else if (row.getNumElements() == 2)
                {
                    assert(row.getIndices()[0]==0);
                    assert(eq(row.getElements()[0], 0.));
                    assert(row.getIndices()[1]==1);
                    assert(eq(row.getElements()[1], -1));
                }
                assert(eq(aCut.lb(), 0.));
                OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);

                siP->resolve();
            }
            delete siP;
        }
    }

    if (1)  //Test on p0033
    {
        // Setup
        OsiSolverInterface  * siP = si->clone();
        std::string fn(mpsDir+"p0033");
        siP->readMps(fn.c_str(),"mps");
        siP->activateRowCutDebugger("p0033");
        CglLandP test;

        // Solve the LP relaxation of the model and
        // print out ofv for sake of comparison
        siP->initialSolve();
        double lpRelaxBefore=siP->getObjValue();
        assert( eq(lpRelaxBefore, 2520.5717391304347) );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
#endif

        OsiCuts cuts;

        // Test generateCuts method
        test.generateCuts(*siP,cuts);
        OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);

        siP->resolve();
        double lpRelaxAfter=siP->getObjValue();
        //assert( eq(lpRelaxAfter, 2592.1908295194507) );

        std::cout<<"Relaxation after "<<lpRelaxAfter<<std::endl;
        assert( lpRelaxAfter> 2840. );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
        printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
        assert( lpRelaxBefore < lpRelaxAfter );

        delete siP;
    }
    if (1)  //test again with modularization
    {
        // Setup
        OsiSolverInterface  * siP = si->clone();
        std::string fn(mpsDir+"p0033");
        siP->readMps(fn.c_str(),"mps");
        siP->activateRowCutDebugger("p0033");
        CglLandP test;
        test.parameter().modularize = true;
        // Solve the LP relaxation of the model and
        // print out ofv for sake of comparison
        siP->initialSolve();
        double lpRelaxBefore=siP->getObjValue();
        assert( eq(lpRelaxBefore, 2520.5717391304347) );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
#endif

        OsiCuts cuts;

        // Test generateCuts method
        test.generateCuts(*siP,cuts);
        OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);

        siP->resolve();
        double lpRelaxAfter=siP->getObjValue();
        //assert( eq(lpRelaxAfter, 2592.1908295194507) );

        std::cout<<"Relaxation after "<<lpRelaxAfter<<std::endl;
        assert( lpRelaxAfter> 2840. );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
        printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
        assert( lpRelaxBefore < lpRelaxAfter );

        delete siP;
    }
    if (1)  //test again with alternate pivoting rule
    {
        // Setup
        OsiSolverInterface  * siP = si->clone();
        std::string fn(mpsDir+"p0033");
        siP->readMps(fn.c_str(),"mps");
        siP->activateRowCutDebugger("p0033");
        CglLandP test;
        test.parameter().pivotSelection = CglLandP::bestPivot;
        // Solve the LP relaxation of the model and
        // print out ofv for sake of comparison
        siP->initialSolve();
        double lpRelaxBefore=siP->getObjValue();
        assert( eq(lpRelaxBefore, 2520.5717391304347) );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
#endif

        OsiCuts cuts;

        // Test generateCuts method
        test.generateCuts(*siP,cuts);
        OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);

        siP->resolve();
        double lpRelaxAfter=siP->getObjValue();
        //assert( eq(lpRelaxAfter, 2592.1908295194507) );

        std::cout<<"Relaxation after "<<lpRelaxAfter<<std::endl;
        assert( lpRelaxAfter> 2840. );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
        printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
        assert( lpRelaxBefore < lpRelaxAfter );

        delete siP;
    }

    if (1)  //Finally test code in documentation
    {
        // Setup
        OsiSolverInterface  * siP = si->clone();
        std::string fn(mpsDir+"p0033");
        siP->readMps(fn.c_str(),"mps");
        siP->activateRowCutDebugger("p0033");
        CglLandP landpGen;

        landpGen.parameter().timeLimit = 10.;
        landpGen.parameter().pivotLimit = 2;


        // Solve the LP relaxation of the model and
        // print out ofv for sake of comparison
        siP->initialSolve();
        double lpRelaxBefore=siP->getObjValue();
        assert( eq(lpRelaxBefore, 2520.5717391304347) );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
#endif

        OsiCuts cuts;

        // Test generateCuts method
        landpGen.generateCuts(*siP, cuts);
        OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);

        siP->resolve();
        double lpRelaxAfter=siP->getObjValue();
        //assert( eq(lpRelaxAfter, 2592.1908295194507) );

        std::cout<<"Relaxation after "<<lpRelaxAfter<<std::endl;
        assert( lpRelaxAfter> 2840. );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
        printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
        assert( lpRelaxBefore < lpRelaxAfter );

        delete siP;
    }
}
Exemplo n.º 17
0
SCIP_RETCODE SCIPconshdlrBenders::sepaBenders(
		SCIP * scip,
		SCIP_CONSHDLR * conshdlr,
		SCIP_SOL * sol,
		whereFrom where,
		SCIP_RESULT * result)
{
	OsiCuts cs; /**< Benders cut placeholder */
	SCIP_Real * vals = NULL; /**< current solution */

#if 1
	if (scip_checkpriority_ < 0)
	{
		/** consider incumbent solutions only */
		double primObj = SCIPgetPrimalbound(scip);
		double currObj = SCIPgetSolOrigObj(scip, sol);
		if (SCIPisLT(scip, primObj, currObj))
		{
			DSPdebugMessage(" -> primObj %e currObj %e\n", primObj, currObj);
			return SCIP_OKAY;
		}
	}
#endif

	/** allocate memory */
	SCIP_CALL(SCIPallocMemoryArray(scip, &vals, nvars_));

	/** get current solution */
	SCIP_CALL(SCIPgetSolVals(scip, sol, nvars_, vars_, vals));

	/** TODO The following filter does not work, meaning that it provides suboptimal solution.
	 * I do not know the reason. */
#if 0
	double maxviol = 1.e-10;
	for (int j = 0; j < nvars_ - naux_; ++j)
	{
		SCIP_VARTYPE vartype = SCIPvarGetType(vars_[j]);
		if (vartype == SCIP_VARTYPE_CONTINUOUS) continue;

		double viol = 0.5 - fabs(vals[j] - floor(vals[j]) - 0.5);
		if (viol > maxviol)
			maxviol = viol;
	}
	DSPdebugMessage("maximum violation %e\n", maxviol);

	if (where != from_scip_check &&
		where != from_scip_enfolp &&
		where != from_scip_enfops &&
		maxviol > 1.e-7)
	{
		printf("where %d maxviol %e\n", where, maxviol);
		/** free memory */
		SCIPfreeMemoryArray(scip, &vals);
		return SCIP_OKAY;
	}
#endif

#ifdef DSP_DEBUG2
	double minvals = COIN_DBL_MAX;
	double maxvals = -COIN_DBL_MAX;
	double sumvals = 0.;
	double ssvals  = 0.;
	//printf("nvars_ %d naux_ %d nAuxvars_ %d\n", nvars_, naux_, tss_->nAuxvars_);
	for (int j = 0; j < nvars_ - naux_; ++j)
	{
//		if (vals[j] < 0 || vals[j] > 1)
//			printf("solution %d has value %e.\n", j, vals[j]);
		sumvals += vals[j];
		ssvals  += vals[j] * vals[j];
		minvals = minvals > vals[j] ? vals[j] : minvals;
		maxvals = maxvals < vals[j] ? vals[j] : maxvals;
	}
	DSPdebugMessage("solution: min %e max %e avg %e sum %e two-norm %e\n",
			minvals, maxvals, sumvals / nvars_, sumvals, sqrt(ssvals));
#endif

#define SCAN_GLOBAL_CUT_POOL
#ifdef SCAN_GLOBAL_CUT_POOL
	if (SCIPgetStage(scip) == SCIP_STAGE_SOLVING ||
		SCIPgetStage(scip) == SCIP_STAGE_SOLVED ||
		SCIPgetStage(scip) == SCIP_STAGE_EXITSOLVE)
	{
		bool addedPoolCut = false;
		int numPoolCuts = SCIPgetNPoolCuts(scip);
		int numCutsToScan = 100;
		SCIP_CUT ** poolcuts = SCIPgetPoolCuts(scip);
		for (int i = numPoolCuts - 1; i >= 0; --i)
		{
			if (i < 0) break;
			if (numCutsToScan == 0) break;

			/** retrieve row */
			SCIP_ROW * poolcutrow = SCIPcutGetRow(poolcuts[i]);

			/** benders? */
			if (strcmp(SCIProwGetName(poolcutrow), "benders") != 0)
				continue;

			/** counter */
			numCutsToScan--;

			if (SCIPgetCutEfficacy(scip, sol, poolcutrow) > 1.e-6)
			{
				if (where == from_scip_sepalp ||
					where == from_scip_sepasol ||
					where == from_scip_enfolp)
				{
					/** add cut */
					SCIP_Bool infeasible;
					SCIP_CALL(SCIPaddCut(scip, sol, poolcutrow,
							FALSE, /**< force cut */
							&infeasible));

					if (infeasible)
						*result = SCIP_CUTOFF;
					else //if (*result != SCIP_CUTOFF)
						*result = SCIP_SEPARATED;
				}
				else
					*result = SCIP_INFEASIBLE;
				addedPoolCut = true;
				break;
			}
		}
		if (addedPoolCut)
		{
			DSPdebugMessage("Added pool cut\n");
			/** free memory */
			SCIPfreeMemoryArray(scip, &vals);
			return SCIP_OKAY;
		}
	}
#endif

	/** generate Benders cuts */
	assert(tss_);
	tss_->generateCuts(nvars_, vals, &cs);

	/** If found Benders cuts */
	for (int i = 0; i < cs.sizeCuts(); ++i)
	{
		/** get cut pointer */
		OsiRowCut * rc = cs.rowCutPtr(i);
		if (!rc) continue;

		const CoinPackedVector cutrow = rc->row();
		if (cutrow.getNumElements() == 0) continue;

		/** is optimality cut? */
		bool isOptimalityCut = false;
		for (int j = nvars_ - naux_; j < nvars_; ++j)
		{
			if (cutrow.getMaxIndex() == j)
			{
				isOptimalityCut = true;
				break;
			}
		}

		double efficacy = rc->violated(vals) / cutrow.twoNorm();
		SCIP_Bool isEfficacious = efficacy > 1.e-6;

#define KK_TEST
#ifdef KK_TEST
		if (SCIPgetStage(scip) == SCIP_STAGE_INITSOLVE ||
			SCIPgetStage(scip) == SCIP_STAGE_SOLVING)
		{
			/** create empty row */
			SCIP_ROW * row = NULL;
			SCIP_CALL(SCIPcreateEmptyRowCons(scip, &row, conshdlr, "benders", rc->lb(), SCIPinfinity(scip),
					FALSE, /**< is row local? */
					FALSE, /**< is row modifiable? */
					FALSE  /**< is row removable? can this be TRUE? */));

			/** cache the row extension and only flush them if the cut gets added */
			SCIP_CALL(SCIPcacheRowExtensions(scip, row));

			/** collect all non-zero coefficients */
			for (int j = 0; j < cutrow.getNumElements(); ++j)
				SCIP_CALL(SCIPaddVarToRow(scip, row, vars_[cutrow.getIndices()[j]], cutrow.getElements()[j]));

			DSPdebugMessage("found Benders (%s) cut: act=%f, lhs=%f, norm=%f, eff=%f, min=%f, max=%f (range=%f)\n",
				isOptimalityCut ? "opti" : "feas",
				SCIPgetRowLPActivity(scip, row), SCIProwGetLhs(row), SCIProwGetNorm(row),
				SCIPgetCutEfficacy(scip, sol, row),
				SCIPgetRowMinCoef(scip, row), SCIPgetRowMaxCoef(scip, row),
				SCIPgetRowMaxCoef(scip, row)/SCIPgetRowMinCoef(scip, row));

			/** flush all changes before adding cut */
			SCIP_CALL(SCIPflushRowExtensions(scip, row));

			DSPdebugMessage("efficacy %e isEfficatious %d\n", efficacy, isEfficacious);

			if (isEfficacious)
			{
				if (where == from_scip_sepalp ||
					where == from_scip_sepasol ||
					where == from_scip_enfolp)
				{
					/** add cut */
					SCIP_Bool infeasible;
					SCIP_CALL(SCIPaddCut(scip, sol, row,
							FALSE, /**< force cut */
							&infeasible));

					if (infeasible)
						*result = SCIP_CUTOFF;
					else //if (*result != SCIP_CUTOFF)
						*result = SCIP_SEPARATED;
				}
				else
					*result = SCIP_INFEASIBLE;
			}

			/** add cut to global pool */
			SCIP_CALL(SCIPaddPoolCut(scip, row));
			DSPdebugMessage("number of cuts in global cut pool: %d\n", SCIPgetNPoolCuts(scip));

			/** release the row */
			SCIP_CALL(SCIPreleaseRow(scip, &row));
		}
		else if (isEfficacious &&
					where != from_scip_sepalp &&
					where != from_scip_sepasol &&
					where != from_scip_enfolp)
			*result = SCIP_INFEASIBLE;
#else
		if (where == from_scip_sepalp ||
			where == from_scip_sepasol ||
			where == from_scip_enfolp)
		{
			/** create empty row */
			SCIP_ROW * row = NULL;
			SCIP_CALL(SCIPcreateEmptyRowCons(scip, &row, conshdlr, "benders", rc->lb(), SCIPinfinity(scip),
					FALSE, /**< is row local? */
					FALSE, /**< is row modifiable? */
					FALSE  /**< is row removable? can this be TRUE? */));

			/** cache the row extension and only flush them if the cut gets added */
			SCIP_CALL(SCIPcacheRowExtensions(scip, row));

			/** collect all non-zero coefficients */
			for (int j = 0; j < cutrow.getNumElements(); ++j)
				SCIP_CALL(SCIPaddVarToRow(scip, row, vars_[cutrow.getIndices()[j]], cutrow.getElements()[j]));

			DSPdebugMessage("found Benders (%s) cut: act=%f, lhs=%f, norm=%f, eff=%f, min=%f, max=%f (range=%f)\n",
				isOptimalityCut ? "opti" : "feas",
				SCIPgetRowLPActivity(scip, row), SCIProwGetLhs(row), SCIProwGetNorm(row),
				SCIPgetCutEfficacy(scip, NULL, row),
				SCIPgetRowMinCoef(scip, row), SCIPgetRowMaxCoef(scip, row),
				SCIPgetRowMaxCoef(scip, row)/SCIPgetRowMinCoef(scip, row));

			/** flush all changes before adding cut */
			SCIP_CALL(SCIPflushRowExtensions(scip, row));

			/** is cut efficacious? */
			if (isOptimalityCut)
			{
				efficacy = SCIPgetCutEfficacy(scip, sol, row);
				isEfficacious = SCIPisCutEfficacious(scip, sol, row);
			}
			else
			{
				efficacy = rc->violated(vals);
				isEfficacious = efficacy > 1.e-6;
			}

			if (isEfficacious)
			{
				/** add cut */
				SCIP_Bool infeasible;
				SCIP_CALL(SCIPaddCut(scip, sol, row,
						FALSE, /**< force cut */
						&infeasible));

				if (infeasible)
					*result = SCIP_CUTOFF;
				else if (*result != SCIP_CUTOFF)
					*result = SCIP_SEPARATED;
			}

			/** add cut to global pool */
			SCIP_CALL(SCIPaddPoolCut(scip, row));

			/** release the row */
			SCIP_CALL(SCIPreleaseRow(scip, &row));
		}
		else
		{
			if (isOptimalityCut)
			{
				efficacy = rc->violated(vals) / cutrow.twoNorm();
				isEfficacious = efficacy > 0.05;
			}
			else
			{
				efficacy = rc->violated(vals);
				isEfficacious = efficacy > 1.e-6;
			}
			DSPdebugMessage("%s efficacy %e\n", isOptimalityCut ? "Opti" : "Feas", efficacy);

			if (isEfficacious == TRUE)
				*result = SCIP_INFEASIBLE;
		}
#endif
	}

	/** free memory */
	SCIPfreeMemoryArray(scip, &vals);

	return SCIP_OKAY;
}