/** \brief Execute the actions required to branch, as specified by the
current state of the branching object, and advance the object's
state.
Returns change in guessed objective on next branch
*/
virtual double branch() {return branch(NULL);}
/* Choose a variable
Returns -
-1 Node is infeasible
0 Normal termination - we have a candidate
1 All looks satisfied - no candidate
2 We can change the bound on a variable - but we also have a strong branching candidate
3 We can change the bound on a variable - but we have a non-strong branching candidate
4 We can change the bound on a variable - no other candidates
We can pick up branch from whichObject() and whichWay()
We can pick up a forced branch (can change bound) from whichForcedObject() and whichForcedWay()
If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
*/
int
OsiChooseStrong::chooseVariable( OsiSolverInterface * solver, OsiBranchingInformation *info, bool fixVariables)
{
if (numberUnsatisfied_) {
const double* upTotalChange = pseudoCosts_.upTotalChange();
const double* downTotalChange = pseudoCosts_.downTotalChange();
const int* upNumber = pseudoCosts_.upNumber();
const int* downNumber = pseudoCosts_.downNumber();
int numberBeforeTrusted = pseudoCosts_.numberBeforeTrusted();
// Somehow we can get here with it 0 !
if (!numberBeforeTrusted) {
numberBeforeTrusted=5;
pseudoCosts_.setNumberBeforeTrusted(numberBeforeTrusted);
}
int numberLeft = CoinMin(numberStrong_-numberStrongDone_,numberUnsatisfied_);
int numberToDo=0;
resetResults(numberLeft);
int returnCode=0;
bestObjectIndex_ = -1;
bestWhichWay_ = -1;
firstForcedObjectIndex_ = -1;
firstForcedWhichWay_ =-1;
double bestTrusted=-COIN_DBL_MAX;
for (int i=0;i<numberLeft;i++) {
int iObject = list_[i];
if (upNumber[iObject]<numberBeforeTrusted||downNumber[iObject]<numberBeforeTrusted) {
results_[numberToDo++] = OsiHotInfo(solver, info,
solver->objects(), iObject);
} else {
const OsiObject * obj = solver->object(iObject);
double upEstimate = (upTotalChange[iObject]*obj->upEstimate())/upNumber[iObject];
double downEstimate = (downTotalChange[iObject]*obj->downEstimate())/downNumber[iObject];
double value = MAXMIN_CRITERION*CoinMin(upEstimate,downEstimate) + (1.0-MAXMIN_CRITERION)*CoinMax(upEstimate,downEstimate);
if (value > bestTrusted) {
bestObjectIndex_=iObject;
bestWhichWay_ = upEstimate>downEstimate ? 0 : 1;
bestTrusted = value;
}
}
}
int numberFixed=0;
if (numberToDo) {
returnCode = doStrongBranching(solver, info, numberToDo, 1);
if (returnCode>=0&&returnCode<=2) {
if (returnCode) {
returnCode=4;
if (bestObjectIndex_>=0)
returnCode=3;
}
for (int i=0;i<numResults_;i++) {
int iObject = results_[i].whichObject();
double upEstimate;
if (results_[i].upStatus()!=1) {
assert (results_[i].upStatus()>=0);
upEstimate = results_[i].upChange();
} else {
// infeasible - just say expensive
if (info->cutoff_<1.0e50)
upEstimate = 2.0*(info->cutoff_-info->objectiveValue_);
else
upEstimate = 2.0*fabs(info->objectiveValue_);
if (firstForcedObjectIndex_ <0) {
firstForcedObjectIndex_ = iObject;
firstForcedWhichWay_ =0;
}
numberFixed++;
if (fixVariables) {
const OsiObject * obj = solver->object(iObject);
OsiBranchingObject * branch = obj->createBranch(solver,info,0);
branch->branch(solver);
delete branch;
}
}
double downEstimate;
if (results_[i].downStatus()!=1) {
assert (results_[i].downStatus()>=0);
downEstimate = results_[i].downChange();
} else {
// infeasible - just say expensive
if (info->cutoff_<1.0e50)
downEstimate = 2.0*(info->cutoff_-info->objectiveValue_);
else
downEstimate = 2.0*fabs(info->objectiveValue_);
if (firstForcedObjectIndex_ <0) {
firstForcedObjectIndex_ = iObject;
firstForcedWhichWay_ =1;
}
numberFixed++;
if (fixVariables) {
const OsiObject * obj = solver->object(iObject);
OsiBranchingObject * branch = obj->createBranch(solver,info,1);
branch->branch(solver);
delete branch;
}
}
double value = MAXMIN_CRITERION*CoinMin(upEstimate,downEstimate) + (1.0-MAXMIN_CRITERION)*CoinMax(upEstimate,downEstimate);
if (value>bestTrusted) {
bestTrusted = value;
bestObjectIndex_ = iObject;
bestWhichWay_ = upEstimate>downEstimate ? 0 : 1;
// but override if there is a preferred way
const OsiObject * obj = solver->object(iObject);
if (obj->preferredWay()>=0&&obj->infeasibility())
bestWhichWay_ = obj->preferredWay();
if (returnCode)
returnCode=2;
}
}
} else if (returnCode==3) {
// max time - just choose one
bestObjectIndex_ = list_[0];
bestWhichWay_ = 0;
returnCode=0;
}
} else {
bestObjectIndex_=list_[0];
}
if ( bestObjectIndex_ >=0 ) {
OsiObject * obj = solver->objects()[bestObjectIndex_];
obj->setWhichWay( bestWhichWay_);
}
if (numberFixed==numberUnsatisfied_&&numberFixed)
returnCode=4;
return returnCode;
} else {
return 1;
}
}
/** \brief Execute the actions required to branch, as specified by the
current state of the branching object, and advance the object's
state.
Returns change in guessed objective on next branch
*/
virtual double branch() {return branch(nullptr);}
/* This is a utility function which does strong branching on
a list of objects and stores the results in OsiHotInfo.objects.
On entry the object sequence is stored in the OsiHotInfo object
and maybe more.
It returns -
-1 - one branch was infeasible both ways
0 - all inspected - nothing can be fixed
1 - all inspected - some can be fixed (returnCriterion==0)
2 - may be returning early - one can be fixed (last one done) (returnCriterion==1)
3 - returning because max time
*/
int
OsiChooseStrong::doStrongBranching( OsiSolverInterface * solver,
OsiBranchingInformation *info,
int numberToDo, int returnCriterion)
{
// Might be faster to extend branch() to return bounds changed
double * saveLower = NULL;
double * saveUpper = NULL;
int numberColumns = solver->getNumCols();
solver->markHotStart();
const double * lower = info->lower_;
const double * upper = info->upper_;
saveLower = CoinCopyOfArray(info->lower_,numberColumns);
saveUpper = CoinCopyOfArray(info->upper_,numberColumns);
numResults_=0;
int returnCode=0;
double timeStart = CoinCpuTime();
for (int iDo=0;iDo<numberToDo;iDo++) {
OsiHotInfo * result = results_ + iDo;
// For now just 2 way
OsiBranchingObject * branch = result->branchingObject();
assert (branch->numberBranches()==2);
/*
Try the first direction. Each subsequent call to branch() performs the
specified branch and advances the branch object state to the next branch
alternative.)
*/
OsiSolverInterface * thisSolver = solver;
if (branch->boundBranch()) {
// ordinary
branch->branch(solver);
// maybe we should check bounds for stupidities here?
solver->solveFromHotStart() ;
} else {
// adding cuts or something
thisSolver = solver->clone();
branch->branch(thisSolver);
// set hot start iterations
int limit;
thisSolver->getIntParam(OsiMaxNumIterationHotStart,limit);
thisSolver->setIntParam(OsiMaxNumIteration,limit);
thisSolver->resolve();
}
// can check if we got solution
// status is 0 finished, 1 infeasible and 2 unfinished and 3 is solution
int status0 = result->updateInformation(thisSolver,info,this);
numberStrongIterations_ += thisSolver->getIterationCount();
if (status0==3) {
// new solution already saved
if (trustStrongForSolution_) {
info->cutoff_ = goodObjectiveValue_;
status0=0;
}
}
if (solver!=thisSolver)
delete thisSolver;
// Restore bounds
for (int j=0;j<numberColumns;j++) {
if (saveLower[j] != lower[j])
solver->setColLower(j,saveLower[j]);
if (saveUpper[j] != upper[j])
solver->setColUpper(j,saveUpper[j]);
}
/*
Try the next direction
*/
thisSolver = solver;
if (branch->boundBranch()) {
// ordinary
branch->branch(solver);
// maybe we should check bounds for stupidities here?
solver->solveFromHotStart() ;
} else {
// adding cuts or something
thisSolver = solver->clone();
branch->branch(thisSolver);
// set hot start iterations
int limit;
thisSolver->getIntParam(OsiMaxNumIterationHotStart,limit);
thisSolver->setIntParam(OsiMaxNumIteration,limit);
thisSolver->resolve();
}
// can check if we got solution
// status is 0 finished, 1 infeasible and 2 unfinished and 3 is solution
int status1 = result->updateInformation(thisSolver,info,this);
numberStrongDone_++;
numberStrongIterations_ += thisSolver->getIterationCount();
if (status1==3) {
// new solution already saved
if (trustStrongForSolution_) {
info->cutoff_ = goodObjectiveValue_;
status1=0;
}
}
if (solver!=thisSolver)
delete thisSolver;
// Restore bounds
for (int j=0;j<numberColumns;j++) {
if (saveLower[j] != lower[j])
solver->setColLower(j,saveLower[j]);
if (saveUpper[j] != upper[j])
solver->setColUpper(j,saveUpper[j]);
}
/*
End of evaluation for this candidate variable. Possibilities are:
* Both sides below cutoff; this variable is a candidate for branching.
* Both sides infeasible or above the objective cutoff: no further action
here. Break from the evaluation loop and assume the node will be purged
by the caller.
* One side below cutoff: Install the branch (i.e., fix the variable). Possibly break
from the evaluation loop and assume the node will be reoptimised by the
caller.
*/
numResults_++;
if (status0==1&&status1==1) {
// infeasible
returnCode=-1;
break; // exit loop
} else if (status0==1||status1==1) {
numberStrongFixed_++;
if (!returnCriterion) {
returnCode=1;
} else {
returnCode=2;
break;
}
}
bool hitMaxTime = ( CoinCpuTime()-timeStart > info->timeRemaining_);
if (hitMaxTime) {
returnCode=3;
break;
}
}
delete [] saveLower;
delete [] saveUpper;
// Delete the snapshot
solver->unmarkHotStart();
return returnCode;
}