int main(int argc, char *argv[])
{
try{
// Set up lp solver
OsiClpSolverInterface lpSolver;
lpSolver.getModelPtr()->setDualBound(1.0e10);
lpSolver.messageHandler()->setLogLevel(0);
// Create BLIS model
BlisModel model;
model.setSolver(&lpSolver);
#ifdef COIN_HAS_MPI
AlpsKnowledgeBrokerMPI broker(argc, argv, model);
#else
AlpsKnowledgeBrokerSerial broker(argc, argv, model);
#endif
// Search for best solution
broker.search(&model);
// Report the best solution found and its ojective value
broker.printBestSolution();
}
catch(CoinError& er) {
std::cerr << "\nBLIS ERROR: \"" << er.message()
<< "\""<< std::endl
<< " from function \"" << er.methodName()
<< "\""<< std::endl
<< " from class \"" << er.className()
<< "\"" << std::endl;
}
catch(...) {
std::cerr << "Something went wrong!" << std::endl;
}
return 0;
}
// inner part of dive
int
CbcHeuristicDive::solution(double & solutionValue, int & numberNodes,
int & numberCuts, OsiRowCut ** cuts,
CbcSubProblem ** & nodes,
double * newSolution)
{
#ifdef DIVE_DEBUG
int nRoundInfeasible = 0;
int nRoundFeasible = 0;
#endif
int reasonToStop = 0;
double time1 = CoinCpuTime();
int numberSimplexIterations = 0;
int maxSimplexIterations = (model_->getNodeCount()) ? maxSimplexIterations_
: maxSimplexIterationsAtRoot_;
// but can't be exactly coin_int_max
maxSimplexIterations = CoinMin(maxSimplexIterations,COIN_INT_MAX>>3);
OsiSolverInterface * solver = cloneBut(6); // was model_->solver()->clone();
# ifdef COIN_HAS_CLP
OsiClpSolverInterface * clpSolver
= dynamic_cast<OsiClpSolverInterface *> (solver);
if (clpSolver) {
ClpSimplex * clpSimplex = clpSolver->getModelPtr();
int oneSolveIts = clpSimplex->maximumIterations();
oneSolveIts = CoinMin(1000+2*(clpSimplex->numberRows()+clpSimplex->numberColumns()),oneSolveIts);
clpSimplex->setMaximumIterations(oneSolveIts);
if (!nodes) {
// say give up easily
clpSimplex->setMoreSpecialOptions(clpSimplex->moreSpecialOptions() | 64);
} else {
// get ray
int specialOptions = clpSimplex->specialOptions();
specialOptions &= ~0x3100000;
specialOptions |= 32;
clpSimplex->setSpecialOptions(specialOptions);
clpSolver->setSpecialOptions(clpSolver->specialOptions() | 1048576);
if ((model_->moreSpecialOptions()&16777216)!=0) {
// cutoff is constraint
clpSolver->setDblParam(OsiDualObjectiveLimit, COIN_DBL_MAX);
}
}
}
# endif
const double * lower = solver->getColLower();
const double * upper = solver->getColUpper();
const double * rowLower = solver->getRowLower();
const double * rowUpper = solver->getRowUpper();
const double * solution = solver->getColSolution();
const double * objective = solver->getObjCoefficients();
double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance);
double primalTolerance;
solver->getDblParam(OsiPrimalTolerance, primalTolerance);
int numberRows = matrix_.getNumRows();
assert (numberRows <= solver->getNumRows());
int numberIntegers = model_->numberIntegers();
const int * integerVariable = model_->integerVariable();
double direction = solver->getObjSense(); // 1 for min, -1 for max
double newSolutionValue = direction * solver->getObjValue();
int returnCode = 0;
// Column copy
const double * element = matrix_.getElements();
const int * row = matrix_.getIndices();
const CoinBigIndex * columnStart = matrix_.getVectorStarts();
const int * columnLength = matrix_.getVectorLengths();
#ifdef DIVE_FIX_BINARY_VARIABLES
// Row copy
const double * elementByRow = matrixByRow_.getElements();
const int * column = matrixByRow_.getIndices();
const CoinBigIndex * rowStart = matrixByRow_.getVectorStarts();
const int * rowLength = matrixByRow_.getVectorLengths();
#endif
// Get solution array for heuristic solution
int numberColumns = solver->getNumCols();
memcpy(newSolution, solution, numberColumns*sizeof(double));
// vectors to store the latest variables fixed at their bounds
int* columnFixed = new int [numberIntegers];
double* originalBound = new double [numberIntegers+2*numberColumns];
double * lowerBefore = originalBound+numberIntegers;
double * upperBefore = lowerBefore+numberColumns;
memcpy(lowerBefore,lower,numberColumns*sizeof(double));
memcpy(upperBefore,upper,numberColumns*sizeof(double));
double * lastDjs=newSolution+numberColumns;
bool * fixedAtLowerBound = new bool [numberIntegers];
PseudoReducedCost * candidate = new PseudoReducedCost [numberIntegers];
double * random = new double [numberIntegers];
int maxNumberAtBoundToFix = static_cast<int> (floor(percentageToFix_ * numberIntegers));
assert (!maxNumberAtBoundToFix||!nodes);
// count how many fractional variables
int numberFractionalVariables = 0;
for (int i = 0; i < numberIntegers; i++) {
random[i] = randomNumberGenerator_.randomDouble() + 0.3;
int iColumn = integerVariable[i];
double value = newSolution[iColumn];
if (fabs(floor(value + 0.5) - value) > integerTolerance) {
numberFractionalVariables++;
}
}
const double* reducedCost = NULL;
// See if not NLP
if (model_->solverCharacteristics()->reducedCostsAccurate())
reducedCost = solver->getReducedCost();
int iteration = 0;
while (numberFractionalVariables) {
iteration++;
// initialize any data
initializeData();
// select a fractional variable to bound
int bestColumn = -1;
int bestRound; // -1 rounds down, +1 rounds up
bool canRound = selectVariableToBranch(solver, newSolution,
bestColumn, bestRound);
// if the solution is not trivially roundable, we don't try to round;
// if the solution is trivially roundable, we try to round. However,
// if the rounded solution is worse than the current incumbent,
// then we don't round and proceed normally. In this case, the
// bestColumn will be a trivially roundable variable
if (canRound) {
// check if by rounding all fractional variables
// we get a solution with an objective value
// better than the current best integer solution
double delta = 0.0;
for (int i = 0; i < numberIntegers; i++) {
int iColumn = integerVariable[i];
double value = newSolution[iColumn];
if (fabs(floor(value + 0.5) - value) > integerTolerance) {
assert(downLocks_[i] == 0 || upLocks_[i] == 0);
double obj = objective[iColumn];
if (downLocks_[i] == 0 && upLocks_[i] == 0) {
if (direction * obj >= 0.0)
delta += (floor(value) - value) * obj;
else
delta += (ceil(value) - value) * obj;
} else if (downLocks_[i] == 0)
delta += (floor(value) - value) * obj;
else
delta += (ceil(value) - value) * obj;
}
}
if (direction*(solver->getObjValue() + delta) < solutionValue) {
#ifdef DIVE_DEBUG
nRoundFeasible++;
#endif
if (!nodes||bestColumn<0) {
// Round all the fractional variables
for (int i = 0; i < numberIntegers; i++) {
int iColumn = integerVariable[i];
double value = newSolution[iColumn];
if (fabs(floor(value + 0.5) - value) > integerTolerance) {
assert(downLocks_[i] == 0 || upLocks_[i] == 0);
if (downLocks_[i] == 0 && upLocks_[i] == 0) {
if (direction * objective[iColumn] >= 0.0)
newSolution[iColumn] = floor(value);
else
newSolution[iColumn] = ceil(value);
} else if (downLocks_[i] == 0)
newSolution[iColumn] = floor(value);
else
newSolution[iColumn] = ceil(value);
}
}
break;
} else {
// can't round if going to use in branching
int i;
for (i = 0; i < numberIntegers; i++) {
int iColumn = integerVariable[i];
double value = newSolution[bestColumn];
if (fabs(floor(value + 0.5) - value) > integerTolerance) {
if (iColumn==bestColumn) {
assert(downLocks_[i] == 0 || upLocks_[i] == 0);
double obj = objective[bestColumn];
if (downLocks_[i] == 0 && upLocks_[i] == 0) {
if (direction * obj >= 0.0)
bestRound=-1;
else
bestRound=1;
} else if (downLocks_[i] == 0)
bestRound=-1;
else
bestRound=1;
break;
}
}
}
}
}
#ifdef DIVE_DEBUG
else
nRoundInfeasible++;
#endif
}
// do reduced cost fixing
#ifdef DIVE_DEBUG
int numberFixed = reducedCostFix(solver);
std::cout << "numberReducedCostFixed = " << numberFixed << std::endl;
#else
reducedCostFix(solver);
#endif
int numberAtBoundFixed = 0;
#ifdef DIVE_FIX_BINARY_VARIABLES
// fix binary variables based on pseudo reduced cost
if (binVarIndex_.size()) {
int cnt = 0;
int n = static_cast<int>(binVarIndex_.size());
for (int j = 0; j < n; j++) {
int iColumn1 = binVarIndex_[j];
double value = newSolution[iColumn1];
if (fabs(value) <= integerTolerance &&
lower[iColumn1] != upper[iColumn1]) {
double maxPseudoReducedCost = 0.0;
#ifdef DIVE_DEBUG
std::cout << "iColumn1 = " << iColumn1 << ", value = " << value << std::endl;
#endif
int iRow = vbRowIndex_[j];
double chosenValue = 0.0;
for (int k = rowStart[iRow]; k < rowStart[iRow] + rowLength[iRow]; k++) {
int iColumn2 = column[k];
#ifdef DIVE_DEBUG
std::cout << "iColumn2 = " << iColumn2 << std::endl;
#endif
if (iColumn1 != iColumn2) {
double pseudoReducedCost = fabs(reducedCost[iColumn2] *
elementByRow[k]);
#ifdef DIVE_DEBUG
int k2;
for (k2 = rowStart[iRow]; k2 < rowStart[iRow] + rowLength[iRow]; k2++) {
if (column[k2] == iColumn1)
break;
}
std::cout << "reducedCost[" << iColumn2 << "] = "
<< reducedCost[iColumn2]
<< ", elementByRow[" << iColumn2 << "] = " << elementByRow[k]
<< ", elementByRow[" << iColumn1 << "] = " << elementByRow[k2]
<< ", pseudoRedCost = " << pseudoReducedCost
<< std::endl;
#endif
if (pseudoReducedCost > maxPseudoReducedCost)
maxPseudoReducedCost = pseudoReducedCost;
} else {
// save value
chosenValue = fabs(elementByRow[k]);
}
}
assert (chosenValue);
maxPseudoReducedCost /= chosenValue;
#ifdef DIVE_DEBUG
std::cout << ", maxPseudoRedCost = " << maxPseudoReducedCost << std::endl;
#endif
candidate[cnt].var = iColumn1;
candidate[cnt++].pseudoRedCost = maxPseudoReducedCost;
}
}
#ifdef DIVE_DEBUG
std::cout << "candidates for rounding = " << cnt << std::endl;
#endif
std::sort(candidate, candidate + cnt, compareBinaryVars);
for (int i = 0; i < cnt; i++) {
int iColumn = candidate[i].var;
if (numberAtBoundFixed < maxNumberAtBoundToFix) {
columnFixed[numberAtBoundFixed] = iColumn;
originalBound[numberAtBoundFixed] = upper[iColumn];
fixedAtLowerBound[numberAtBoundFixed] = true;
solver->setColUpper(iColumn, lower[iColumn]);
numberAtBoundFixed++;
if (numberAtBoundFixed == maxNumberAtBoundToFix)
break;
}
}
}
#endif
// fix other integer variables that are at their bounds
int cnt = 0;
#ifdef GAP
double gap = 1.0e30;
#endif
if (reducedCost && true) {
#ifndef JJF_ONE
cnt = fixOtherVariables(solver, solution, candidate, random);
#else
#ifdef GAP
double cutoff = model_->getCutoff() ;
if (cutoff < 1.0e20 && false) {
double direction = solver->getObjSense() ;
gap = cutoff - solver->getObjValue() * direction ;
gap *= 0.1; // Fix more if plausible
double tolerance;
solver->getDblParam(OsiDualTolerance, tolerance) ;
if (gap <= 0.0)
gap = tolerance;
gap += 100.0 * tolerance;
}
int nOverGap = 0;
#endif
int numberFree = 0;
int numberFixed = 0;
for (int i = 0; i < numberIntegers; i++) {
int iColumn = integerVariable[i];
if (upper[iColumn] > lower[iColumn]) {
numberFree++;
double value = newSolution[iColumn];
if (fabs(floor(value + 0.5) - value) <= integerTolerance) {
candidate[cnt].var = iColumn;
candidate[cnt++].pseudoRedCost =
fabs(reducedCost[iColumn] * random[i]);
#ifdef GAP
if (fabs(reducedCost[iColumn]) > gap)
nOverGap++;
#endif
}
} else {
numberFixed++;
}
}
#ifdef GAP
int nLeft = maxNumberAtBoundToFix - numberAtBoundFixed;
#ifdef CLP_INVESTIGATE4
printf("cutoff %g obj %g nover %d - %d free, %d fixed\n",
cutoff, solver->getObjValue(), nOverGap, numberFree, numberFixed);
#endif
if (nOverGap > nLeft && true) {
nOverGap = CoinMin(nOverGap, nLeft + maxNumberAtBoundToFix / 2);
maxNumberAtBoundToFix += nOverGap - nLeft;
}
#else
#ifdef CLP_INVESTIGATE4
printf("cutoff %g obj %g - %d free, %d fixed\n",
model_->getCutoff(), solver->getObjValue(), numberFree, numberFixed);
#endif
#endif
#endif
} else {
for (int i = 0; i < numberIntegers; i++) {
int iColumn = integerVariable[i];
if (upper[iColumn] > lower[iColumn]) {
double value = newSolution[iColumn];
if (fabs(floor(value + 0.5) - value) <= integerTolerance) {
candidate[cnt].var = iColumn;
candidate[cnt++].pseudoRedCost = numberIntegers - i;
}
}
}
}
std::sort(candidate, candidate + cnt, compareBinaryVars);
for (int i = 0; i < cnt; i++) {
int iColumn = candidate[i].var;
if (upper[iColumn] > lower[iColumn]) {
double value = newSolution[iColumn];
if (fabs(floor(value + 0.5) - value) <= integerTolerance &&
numberAtBoundFixed < maxNumberAtBoundToFix) {
// fix the variable at one of its bounds
if (fabs(lower[iColumn] - value) <= integerTolerance) {
columnFixed[numberAtBoundFixed] = iColumn;
originalBound[numberAtBoundFixed] = upper[iColumn];
fixedAtLowerBound[numberAtBoundFixed] = true;
solver->setColUpper(iColumn, lower[iColumn]);
numberAtBoundFixed++;
} else if (fabs(upper[iColumn] - value) <= integerTolerance) {
columnFixed[numberAtBoundFixed] = iColumn;
originalBound[numberAtBoundFixed] = lower[iColumn];
fixedAtLowerBound[numberAtBoundFixed] = false;
solver->setColLower(iColumn, upper[iColumn]);
numberAtBoundFixed++;
}
if (numberAtBoundFixed == maxNumberAtBoundToFix)
break;
}
}
}
#ifdef DIVE_DEBUG
std::cout << "numberAtBoundFixed = " << numberAtBoundFixed << std::endl;
#endif
double originalBoundBestColumn;
double bestColumnValue;
int whichWay;
if (bestColumn >= 0) {
bestColumnValue = newSolution[bestColumn];
if (bestRound < 0) {
originalBoundBestColumn = upper[bestColumn];
solver->setColUpper(bestColumn, floor(bestColumnValue));
whichWay=0;
} else {
originalBoundBestColumn = lower[bestColumn];
solver->setColLower(bestColumn, ceil(bestColumnValue));
whichWay=1;
}
} else {
break;
}
int originalBestRound = bestRound;
int saveModelOptions = model_->specialOptions();
while (1) {
model_->setSpecialOptions(saveModelOptions | 2048);
solver->resolve();
model_->setSpecialOptions(saveModelOptions);
if (!solver->isAbandoned()&&!solver->isIterationLimitReached()) {
numberSimplexIterations += solver->getIterationCount();
} else {
numberSimplexIterations = maxSimplexIterations + 1;
reasonToStop += 100;
break;
}
if (!solver->isProvenOptimal()) {
if (nodes) {
if (solver->isProvenPrimalInfeasible()) {
if (maxSimplexIterationsAtRoot_!=COIN_INT_MAX) {
// stop now
printf("stopping on first infeasibility\n");
break;
} else if (cuts) {
// can do conflict cut
printf("could do intermediate conflict cut\n");
bool localCut;
OsiRowCut * cut = model_->conflictCut(solver,localCut);
if (cut) {
if (!localCut) {
model_->makePartialCut(cut,solver);
cuts[numberCuts++]=cut;
} else {
delete cut;
}
}
}
} else {
reasonToStop += 10;
break;
}
}
if (numberAtBoundFixed > 0) {
// Remove the bound fix for variables that were at bounds
for (int i = 0; i < numberAtBoundFixed; i++) {
int iColFixed = columnFixed[i];
if (fixedAtLowerBound[i])
solver->setColUpper(iColFixed, originalBound[i]);
else
solver->setColLower(iColFixed, originalBound[i]);
}
numberAtBoundFixed = 0;
} else if (bestRound == originalBestRound) {
bestRound *= (-1);
whichWay |=2;
if (bestRound < 0) {
solver->setColLower(bestColumn, originalBoundBestColumn);
solver->setColUpper(bestColumn, floor(bestColumnValue));
} else {
solver->setColLower(bestColumn, ceil(bestColumnValue));
solver->setColUpper(bestColumn, originalBoundBestColumn);
}
} else
break;
} else
break;
}
if (!solver->isProvenOptimal() ||
direction*solver->getObjValue() >= solutionValue) {
reasonToStop += 1;
} else if (iteration > maxIterations_) {
reasonToStop += 2;
} else if (CoinCpuTime() - time1 > maxTime_) {
reasonToStop += 3;
} else if (numberSimplexIterations > maxSimplexIterations) {
reasonToStop += 4;
// also switch off
#ifdef CLP_INVESTIGATE
printf("switching off diving as too many iterations %d, %d allowed\n",
numberSimplexIterations, maxSimplexIterations);
#endif
when_ = 0;
} else if (solver->getIterationCount() > 1000 && iteration > 3 && !nodes) {
reasonToStop += 5;
// also switch off
#ifdef CLP_INVESTIGATE
printf("switching off diving one iteration took %d iterations (total %d)\n",
solver->getIterationCount(), numberSimplexIterations);
#endif
when_ = 0;
}
memcpy(newSolution, solution, numberColumns*sizeof(double));
numberFractionalVariables = 0;
double sumFractionalVariables=0.0;
for (int i = 0; i < numberIntegers; i++) {
int iColumn = integerVariable[i];
double value = newSolution[iColumn];
double away = fabs(floor(value + 0.5) - value);
if (away > integerTolerance) {
numberFractionalVariables++;
sumFractionalVariables += away;
}
}
if (nodes) {
// save information
//branchValues[numberNodes]=bestColumnValue;
//statuses[numberNodes]=whichWay+(bestColumn<<2);
//bases[numberNodes]=solver->getWarmStart();
ClpSimplex * simplex = clpSolver->getModelPtr();
CbcSubProblem * sub =
new CbcSubProblem(clpSolver,lowerBefore,upperBefore,
simplex->statusArray(),numberNodes);
nodes[numberNodes]=sub;
// other stuff
sub->branchValue_=bestColumnValue;
sub->problemStatus_=whichWay;
sub->branchVariable_=bestColumn;
sub->objectiveValue_ = simplex->objectiveValue();
sub->sumInfeasibilities_ = sumFractionalVariables;
sub->numberInfeasibilities_ = numberFractionalVariables;
printf("DiveNode %d column %d way %d bvalue %g obj %g\n",
numberNodes,sub->branchVariable_,sub->problemStatus_,
sub->branchValue_,sub->objectiveValue_);
numberNodes++;
if (solver->isProvenOptimal()) {
memcpy(lastDjs,solver->getReducedCost(),numberColumns*sizeof(double));
memcpy(lowerBefore,lower,numberColumns*sizeof(double));
memcpy(upperBefore,upper,numberColumns*sizeof(double));
}
}
if (!numberFractionalVariables||reasonToStop)
break;
}
if (nodes) {
printf("Exiting dive for reason %d\n",reasonToStop);
if (reasonToStop>1) {
printf("problems in diving\n");
int whichWay=nodes[numberNodes-1]->problemStatus_;
CbcSubProblem * sub;
if ((whichWay&2)==0) {
// leave both ways
sub = new CbcSubProblem(*nodes[numberNodes-1]);
nodes[numberNodes++]=sub;
} else {
sub = nodes[numberNodes-1];
}
if ((whichWay&1)==0)
sub->problemStatus_=whichWay|1;
else
sub->problemStatus_=whichWay&~1;
}
if (!numberNodes) {
// was good at start! - create fake
clpSolver->resolve();
ClpSimplex * simplex = clpSolver->getModelPtr();
CbcSubProblem * sub =
new CbcSubProblem(clpSolver,lowerBefore,upperBefore,
simplex->statusArray(),numberNodes);
nodes[numberNodes]=sub;
// other stuff
sub->branchValue_=0.0;
sub->problemStatus_=0;
sub->branchVariable_=-1;
sub->objectiveValue_ = simplex->objectiveValue();
sub->sumInfeasibilities_ = 0.0;
sub->numberInfeasibilities_ = 0;
printf("DiveNode %d column %d way %d bvalue %g obj %g\n",
numberNodes,sub->branchVariable_,sub->problemStatus_,
sub->branchValue_,sub->objectiveValue_);
numberNodes++;
assert (solver->isProvenOptimal());
}
nodes[numberNodes-1]->problemStatus_ |= 256*reasonToStop;
// use djs as well
if (solver->isProvenPrimalInfeasible()&&cuts) {
// can do conflict cut and re-order
printf("could do final conflict cut\n");
bool localCut;
OsiRowCut * cut = model_->conflictCut(solver,localCut);
if (cut) {
printf("cut - need to use conflict and previous djs\n");
if (!localCut) {
model_->makePartialCut(cut,solver);
cuts[numberCuts++]=cut;
} else {
delete cut;
}
} else {
printf("bad conflict - just use previous djs\n");
}
}
}
// re-compute new solution value
double objOffset = 0.0;
solver->getDblParam(OsiObjOffset, objOffset);
newSolutionValue = -objOffset;
for (int i = 0 ; i < numberColumns ; i++ )
newSolutionValue += objective[i] * newSolution[i];
newSolutionValue *= direction;
//printf("new solution value %g %g\n",newSolutionValue,solutionValue);
if (newSolutionValue < solutionValue && !reasonToStop) {
double * rowActivity = new double[numberRows];
memset(rowActivity, 0, numberRows*sizeof(double));
// paranoid check
memset(rowActivity, 0, numberRows*sizeof(double));
for (int i = 0; i < numberColumns; i++) {
int j;
double value = newSolution[i];
if (value) {
for (j = columnStart[i];
j < columnStart[i] + columnLength[i]; j++) {
int iRow = row[j];
rowActivity[iRow] += value * element[j];
}
}
}
// check was approximately feasible
bool feasible = true;
for (int i = 0; i < numberRows; i++) {
if (rowActivity[i] < rowLower[i]) {
if (rowActivity[i] < rowLower[i] - 1000.0*primalTolerance)
feasible = false;
} else if (rowActivity[i] > rowUpper[i]) {
if (rowActivity[i] > rowUpper[i] + 1000.0*primalTolerance)
feasible = false;
}
}
for (int i = 0; i < numberIntegers; i++) {
int iColumn = integerVariable[i];
double value = newSolution[iColumn];
if (fabs(floor(value + 0.5) - value) > integerTolerance) {
feasible = false;
break;
}
}
if (feasible) {
// new solution
solutionValue = newSolutionValue;
//printf("** Solution of %g found by CbcHeuristicDive\n",newSolutionValue);
//if (cuts)
//clpSolver->getModelPtr()->writeMps("good8.mps", 2);
returnCode = 1;
} else {
// Can easily happen
//printf("Debug CbcHeuristicDive giving bad solution\n");
}
delete [] rowActivity;
}
#ifdef DIVE_DEBUG
std::cout << "nRoundInfeasible = " << nRoundInfeasible
<< ", nRoundFeasible = " << nRoundFeasible
<< ", returnCode = " << returnCode
<< ", reasonToStop = " << reasonToStop
<< ", simplexIts = " << numberSimplexIterations
<< ", iterations = " << iteration << std::endl;
#endif
delete [] columnFixed;
delete [] originalBound;
delete [] fixedAtLowerBound;
delete [] candidate;
delete [] random;
delete [] downArray_;
downArray_ = NULL;
delete [] upArray_;
upArray_ = NULL;
delete solver;
return returnCode;
}
int CbcHeuristicDive::reducedCostFix (OsiSolverInterface* solver)
{
//return 0; // temp
#ifndef JJF_ONE
if (!model_->solverCharacteristics()->reducedCostsAccurate())
return 0; //NLP
#endif
double cutoff = model_->getCutoff() ;
if (cutoff > 1.0e20)
return 0;
#ifdef DIVE_DEBUG
std::cout << "cutoff = " << cutoff << std::endl;
#endif
double direction = solver->getObjSense() ;
double gap = cutoff - solver->getObjValue() * direction ;
gap *= 0.5; // Fix more
double tolerance;
solver->getDblParam(OsiDualTolerance, tolerance) ;
if (gap <= 0.0)
gap = tolerance; //return 0;
gap += 100.0 * tolerance;
double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance);
const double *lower = solver->getColLower() ;
const double *upper = solver->getColUpper() ;
const double *solution = solver->getColSolution() ;
const double *reducedCost = solver->getReducedCost() ;
int numberIntegers = model_->numberIntegers();
const int * integerVariable = model_->integerVariable();
int numberFixed = 0 ;
# ifdef COIN_HAS_CLP
OsiClpSolverInterface * clpSolver
= dynamic_cast<OsiClpSolverInterface *> (solver);
ClpSimplex * clpSimplex = NULL;
if (clpSolver)
clpSimplex = clpSolver->getModelPtr();
# endif
for (int i = 0 ; i < numberIntegers ; i++) {
int iColumn = integerVariable[i] ;
double djValue = direction * reducedCost[iColumn] ;
if (upper[iColumn] - lower[iColumn] > integerTolerance) {
if (solution[iColumn] < lower[iColumn] + integerTolerance && djValue > gap) {
#ifdef COIN_HAS_CLP
// may just have been fixed before
if (clpSimplex) {
if (clpSimplex->getColumnStatus(iColumn) == ClpSimplex::basic) {
#ifdef COIN_DEVELOP
printf("DJfix %d has status of %d, dj of %g gap %g, bounds %g %g\n",
iColumn, clpSimplex->getColumnStatus(iColumn),
djValue, gap, lower[iColumn], upper[iColumn]);
#endif
} else {
assert(clpSimplex->getColumnStatus(iColumn) == ClpSimplex::atLowerBound ||
clpSimplex->getColumnStatus(iColumn) == ClpSimplex::isFixed);
}
}
#endif
solver->setColUpper(iColumn, lower[iColumn]) ;
numberFixed++ ;
} else if (solution[iColumn] > upper[iColumn] - integerTolerance && -djValue > gap) {
#ifdef COIN_HAS_CLP
// may just have been fixed before
if (clpSimplex) {
if (clpSimplex->getColumnStatus(iColumn) == ClpSimplex::basic) {
#ifdef COIN_DEVELOP
printf("DJfix %d has status of %d, dj of %g gap %g, bounds %g %g\n",
iColumn, clpSimplex->getColumnStatus(iColumn),
djValue, gap, lower[iColumn], upper[iColumn]);
#endif
} else {
assert(clpSimplex->getColumnStatus(iColumn) == ClpSimplex::atUpperBound ||
clpSimplex->getColumnStatus(iColumn) == ClpSimplex::isFixed);
}
}
#endif
solver->setColLower(iColumn, upper[iColumn]) ;
numberFixed++ ;
}
}
}
return numberFixed;
}
int main( int argc, char **argv )
{
if ( argc < 2 )
{
printf("Invalid number of parameters!\n");
exit( EXIT_FAILURE );
}
char problemName[ 256 ];
getFileName( problemName, argv[1] );
clock_t start = clock();
OsiClpSolverInterface *realSolver = new OsiClpSolverInterface();
realSolver->getModelPtr()->setPerturbation(50); /* makes CLP faster for hard instances */
OsiSolverInterface *solver = (OsiSolverInterface*) realSolver;
parseParameters( argc, argv );
readLP( solver, argv[1] );
FILE *log = NULL;
if(!output.empty())
{
log = fopen(output.c_str(), "a");
if(!log)
{
printf("Could not open the file!\n");
exit(EXIT_FAILURE);
}
}
const int numCols = solver->getNumCols(), numRows = solver->getNumRows();
int pass = 0, newCuts = 0, totalCuts = 0;
double pTime, opt, cgTime;
CGraph *cgraph = NULL;
if(sepMethod == Npsep)
cgraph = build_cgraph_osi( solver );
if(!optFile.empty())
{
getOptimals();
if(optimals.find(problemName) == optimals.end())
{
fprintf(stderr, "ERROR: optimal value not found!\n");
exit(EXIT_FAILURE);
}
opt = optimals[problemName];
}
solver->initialSolve();
if (!solver->isProvenOptimal())
{
if (solver->isAbandoned())
{
fprintf( stderr, "LP solver abandoned due to numerical dificulties.\n" );
exit( EXIT_FAILURE );
}
if (solver->isProvenPrimalInfeasible())
{
fprintf( stderr, "LP solver says PRIMAL INFEASIBLE.\n" );
exit( EXIT_FAILURE );
}
if (solver->isProvenDualInfeasible())
{
fprintf( stderr, "LP solver says DUAL INFEASIBLE.\n" );
exit( EXIT_FAILURE );
}
if (solver->isPrimalObjectiveLimitReached())
{
fprintf( stderr, "LP solver says isPrimalObjectiveLimitReached.\n" );
exit( EXIT_FAILURE );
}
if (solver->isDualObjectiveLimitReached())
{
fprintf( stderr, "LP solver says isDualObjectiveLimitReached.\n" );
exit( EXIT_FAILURE );
}
if (solver->isIterationLimitReached())
{
fprintf( stderr, "LP solver says isIterationLimitReached.\n" );
exit( EXIT_FAILURE );
}
fprintf( stderr, "ERROR: Could not solve LP relaxation to optimality. Checking status...\n" );
exit( EXIT_FAILURE );
}
double initialBound = solver->getObjValue();
printf("%.2lf %d %d %.7lf", ((double)(clock()-start)) / ((double)CLOCKS_PER_SEC), pass, 0, solver->getObjValue());
if(!optFile.empty())
{
printf(" %.7lf %.7lf", opt, abs_mip_gap(solver->getObjValue(), opt));
}
printf("\n");
do
{
clock_t startSep = clock();
newCuts = 0;
switch (sepMethod)
{
case Npsep:
{
CglEClique cliqueGen;
OsiCuts cuts;
CglTreeInfo info;
info.level = 0;
info.pass = 1;
vector<string> varNames = getVarNames(solver->getColNames(), numCols);
cliqueGen.parseParameters( argc, (const char**)argv );
cliqueGen.setCGraph( cgraph );
cliqueGen.setGenOddHoles( true ); //allow (or not) inserting odd hole cuts
cliqueGen.colNames = &varNames;
cliqueGen.generateCuts( *solver, cuts, info );
newCuts = cuts.sizeCuts();
solver->applyCuts( cuts );
}
break;
case CglSepM:
{
CglClique cliqueGen;
OsiCuts cuts;
CglTreeInfo info;
info.level = 0;
info.pass = 1;
cliqueGen.setMinViolation( MIN_VIOLATION );
cliqueGen.setStarCliqueReport(false);
cliqueGen.setRowCliqueReport(false);
cliqueGen.generateCuts( *solver, cuts, info );
newCuts = cuts.sizeCuts();
solver->applyCuts( cuts );
}
break;
Default:
{
fprintf( stderr, "Separation Method does not recognized!\n" );
exit( EXIT_FAILURE );
}
}
pTime = ((double)(clock()-start)) / ((double)CLOCKS_PER_SEC);
if(pTime > MAX_TIME) break;
totalCuts += newCuts;
++pass;
if (newCuts)
{
solver->resolve();
if (!solver->isProvenOptimal())
{
if (solver->isAbandoned())
{
fprintf( stderr, "LP solver abandoned due to numerical dificulties.\n" );
exit( EXIT_FAILURE );
}
if (solver->isProvenPrimalInfeasible())
{
fprintf( stderr, "LP solver says PRIMAL INFEASIBLE.\n" );
exit( EXIT_FAILURE );
}
if (solver->isProvenDualInfeasible())
{
fprintf( stderr, "LP solver says DUAL INFEASIBLE.\n" );
exit( EXIT_FAILURE );
}
if (solver->isPrimalObjectiveLimitReached())
{
fprintf( stderr, "LP solver says isPrimalObjectiveLimitReached.\n" );
exit( EXIT_FAILURE );
}
if (solver->isDualObjectiveLimitReached())
{
fprintf( stderr, "LP solver says isDualObjectiveLimitReached.\n" );
exit( EXIT_FAILURE );
}
if (solver->isIterationLimitReached())
{
fprintf( stderr, "LP solver says isIterationLimitReached.\n" );
exit( EXIT_FAILURE );
}
fprintf( stderr, "ERROR: Could not solve LP relaxation. Exiting.\n" );
exit( EXIT_FAILURE );
}
pTime = ((double)(clock()-start)) / ((double)CLOCKS_PER_SEC);
if(pTime > MAX_TIME) break;
double sepTime = ((double)(clock()-startSep)) / ((double)CLOCKS_PER_SEC);
printf("%.2lf %d %d %.7lf", sepTime, pass, newCuts, solver->getObjValue());
if(!optFile.empty())
printf(" %.7lf %.7lf", opt, abs_mip_gap(solver->getObjValue(), opt));
printf("\n");
}
}
while ( (newCuts>0) && (pass<MAX_PASSES) ) ;
if(log)
{
double totalTime = ((double)(clock()-start)) / ((double)CLOCKS_PER_SEC);
fprintf(log, "%s %.2lf %d %d %.7lf", problemName, totalTime, pass - 1, totalCuts, solver->getObjValue());
if(!optFile.empty())
fprintf(log, " %.7lf", abs_mip_gap(solver->getObjValue(), opt));
fprintf(log, "\n");
}
if(cgraph)
cgraph_free( &cgraph );
delete realSolver;
return EXIT_SUCCESS;
}
CbcBranchingObject *
CbcGeneralDepth::createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int /*way*/)
{
int numberDo = numberNodes_;
if (whichSolution_ >= 0 && (model_->moreSpecialOptions()&33554432)==0)
numberDo--;
assert (numberDo > 0);
// create object
CbcGeneralBranchingObject * branch = new CbcGeneralBranchingObject(model_);
// skip solution
branch->numberSubProblems_ = numberDo;
// If parentBranch_ back in then will have to be 2*
branch->numberSubLeft_ = numberDo;
branch->setNumberBranches(numberDo);
CbcSubProblem * sub = new CbcSubProblem[numberDo];
int iProb = 0;
branch->subProblems_ = sub;
branch->numberRows_ = model_->solver()->getNumRows();
int iNode;
//OsiSolverInterface * solver = model_->solver();
OsiClpSolverInterface * clpSolver
= dynamic_cast<OsiClpSolverInterface *> (solver);
assert (clpSolver);
ClpSimplex * simplex = clpSolver->getModelPtr();
int numberColumns = simplex->numberColumns();
if ((model_->moreSpecialOptions()&33554432)==0) {
double * lowerBefore = CoinCopyOfArray(simplex->getColLower(),
numberColumns);
double * upperBefore = CoinCopyOfArray(simplex->getColUpper(),
numberColumns);
ClpNodeStuff * info = nodeInfo_;
double * weight = new double[numberNodes_];
int * whichNode = new int [numberNodes_];
// Sort
for (iNode = 0; iNode < numberNodes_; iNode++) {
if (iNode != whichSolution_) {
double objectiveValue = info->nodeInfo_[iNode]->objectiveValue();
double sumInfeasibilities = info->nodeInfo_[iNode]->sumInfeasibilities();
int numberInfeasibilities = info->nodeInfo_[iNode]->numberInfeasibilities();
double thisWeight = 0.0;
#if 1
// just closest
thisWeight = 1.0e9 * numberInfeasibilities;
thisWeight += sumInfeasibilities;
thisWeight += 1.0e-7 * objectiveValue;
// Try estimate
thisWeight = info->nodeInfo_[iNode]->estimatedSolution();
#else
thisWeight = 1.0e-3 * numberInfeasibilities;
thisWeight += 1.0e-5 * sumInfeasibilities;
thisWeight += objectiveValue;
#endif
whichNode[iProb] = iNode;
weight[iProb++] = thisWeight;
}
}
assert (iProb == numberDo);
CoinSort_2(weight, weight + numberDo, whichNode);
for (iProb = 0; iProb < numberDo; iProb++) {
iNode = whichNode[iProb];
ClpNode * node = info->nodeInfo_[iNode];
// move bounds
node->applyNode(simplex, 3);
// create subproblem
sub[iProb] = CbcSubProblem(clpSolver, lowerBefore, upperBefore,
node->statusArray(), node->depth());
sub[iProb].objectiveValue_ = node->objectiveValue();
sub[iProb].sumInfeasibilities_ = node->sumInfeasibilities();
sub[iProb].numberInfeasibilities_ = node->numberInfeasibilities();
#ifdef CHECK_PATH
if (simplex->numberColumns() == numberColumns_Z) {
bool onOptimal = true;
const double * columnLower = simplex->columnLower();
const double * columnUpper = simplex->columnUpper();
for (int i = 0; i < numberColumns_Z; i++) {
if (iNode == gotGoodNode_Z)
printf("good %d %d %g %g\n", iNode, i, columnLower[i], columnUpper[i]);
if (columnUpper[i] < debuggerSolution_Z[i] || columnLower[i] > debuggerSolution_Z[i] && simplex->isInteger(i)) {
onOptimal = false;
break;
}
}
if (onOptimal) {
printf("adding to node %x as %d - objs\n", this, iProb);
for (int j = 0; j <= iProb; j++)
printf("%d %g\n", j, sub[j].objectiveValue_);
}
}
#endif
}
delete [] weight;
delete [] whichNode;
const double * lower = solver->getColLower();
const double * upper = solver->getColUpper();
// restore bounds
for ( int j = 0; j < numberColumns; j++) {
if (lowerBefore[j] != lower[j])
solver->setColLower(j, lowerBefore[j]);
if (upperBefore[j] != upper[j])
solver->setColUpper(j, upperBefore[j]);
}
delete [] upperBefore;
delete [] lowerBefore;
} else {
// from diving
CbcSubProblem ** nodes = reinterpret_cast<CbcSubProblem **>
(model_->temporaryPointer());
assert (nodes);
int adjustDepth=info->depth_;
assert (numberDo);
numberNodes_=0;
for (iProb = 0; iProb < numberDo; iProb++) {
if ((nodes[iProb]->problemStatus_&2)==0) {
// create subproblem (and swap way and/or make inactive)
sub[numberNodes_].takeOver(*nodes[iProb],true);
// but adjust depth
sub[numberNodes_].depth_+=adjustDepth;
numberNodes_++;
}
delete nodes[iProb];
}
branch->numberSubProblems_ = numberNodes_;
branch->numberSubLeft_ = numberNodes_;
branch->setNumberBranches(numberNodes_);
if (!numberNodes_) {
// infeasible
delete branch;
branch=NULL;
}
delete [] nodes;
}
return branch;
}
// Infeasibility - large is 0.5
double
CbcGeneralDepth::infeasibility(const OsiBranchingInformation * /*info*/,
int &/*preferredWay*/) const
{
whichSolution_ = -1;
// should use genuine OsiBranchingInformation usefulInfo = model_->usefulInformation();
// for now assume only called when correct
//if (usefulInfo.depth_>=4&&!model_->parentModel()
// &&(usefulInfo.depth_%2)==0) {
if (true) {
OsiSolverInterface * solver = model_->solver();
OsiClpSolverInterface * clpSolver
= dynamic_cast<OsiClpSolverInterface *> (solver);
if (clpSolver) {
if ((model_->moreSpecialOptions()&33554432)==0) {
ClpNodeStuff * info = nodeInfo_;
info->integerTolerance_ = model_->getIntegerTolerance();
info->integerIncrement_ = model_->getCutoffIncrement();
info->numberBeforeTrust_ = model_->numberBeforeTrust();
info->stateOfSearch_ = model_->stateOfSearch();
// Compute "small" change in branch
int nBranches = model_->getIntParam(CbcModel::CbcNumberBranches);
if (nBranches) {
double average = model_->getDblParam(CbcModel::CbcSumChange) / static_cast<double>(nBranches);
info->smallChange_ =
CoinMax(average * 1.0e-5, model_->getDblParam(CbcModel::CbcSmallestChange));
info->smallChange_ = CoinMax(info->smallChange_, 1.0e-8);
} else {
info->smallChange_ = 1.0e-8;
}
int numberIntegers = model_->numberIntegers();
double * down = new double[numberIntegers];
double * up = new double[numberIntegers];
int * priority = new int[numberIntegers];
int * numberDown = new int[numberIntegers];
int * numberUp = new int[numberIntegers];
int * numberDownInfeasible = new int[numberIntegers];
int * numberUpInfeasible = new int[numberIntegers];
model_->fillPseudoCosts(down, up, priority, numberDown, numberUp,
numberDownInfeasible, numberUpInfeasible);
info->fillPseudoCosts(down, up, priority, numberDown, numberUp,
numberDownInfeasible,
numberUpInfeasible, numberIntegers);
info->presolveType_ = 1;
delete [] down;
delete [] up;
delete [] numberDown;
delete [] numberUp;
delete [] numberDownInfeasible;
delete [] numberUpInfeasible;
bool takeHint;
OsiHintStrength strength;
solver->getHintParam(OsiDoReducePrint, takeHint, strength);
ClpSimplex * simplex = clpSolver->getModelPtr();
int saveLevel = simplex->logLevel();
if (strength != OsiHintIgnore && takeHint && saveLevel == 1)
simplex->setLogLevel(0);
clpSolver->setBasis();
whichSolution_ = simplex->fathomMany(info);
//printf("FAT %d nodes, %d iterations\n",
//info->numberNodesExplored_,info->numberIterations_);
//printf("CbcBranch %d rows, %d columns\n",clpSolver->getNumRows(),
// clpSolver->getNumCols());
model_->incrementExtra(info->numberNodesExplored_,
info->numberIterations_);
// update pseudo costs
double smallest = 1.0e50;
double largest = -1.0;
OsiObject ** objects = model_->objects();
#ifndef NDEBUG
const int * integerVariable = model_->integerVariable();
#endif
for (int i = 0; i < numberIntegers; i++) {
#ifndef NDEBUG
CbcSimpleIntegerDynamicPseudoCost * obj =
dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(objects[i]) ;
assert (obj && obj->columnNumber() == integerVariable[i]);
#else
CbcSimpleIntegerDynamicPseudoCost * obj =
static_cast <CbcSimpleIntegerDynamicPseudoCost *>(objects[i]) ;
#endif
if (info->numberUp_[i] > 0) {
if (info->downPseudo_[i] > largest)
largest = info->downPseudo_[i];
if (info->downPseudo_[i] < smallest)
smallest = info->downPseudo_[i];
if (info->upPseudo_[i] > largest)
largest = info->upPseudo_[i];
if (info->upPseudo_[i] < smallest)
smallest = info->upPseudo_[i];
obj->updateAfterMini(info->numberDown_[i],
info->numberDownInfeasible_[i],
info->downPseudo_[i],
info->numberUp_[i],
info->numberUpInfeasible_[i],
info->upPseudo_[i]);
}
}
//printf("range of costs %g to %g\n",smallest,largest);
simplex->setLogLevel(saveLevel);
numberNodes_ = info->nNodes_;
} else {
// Try diving
// See if any diving heuristics set to do dive+save
CbcHeuristicDive * dive=NULL;
for (int i = 0; i < model_->numberHeuristics(); i++) {
CbcHeuristicDive * possible = dynamic_cast<CbcHeuristicDive *>(model_->heuristic(i));
if (possible&&possible->maxSimplexIterations()==COIN_INT_MAX) {
// if more than one then rotate later?
//if (possible->canHeuristicRun()) {
dive=possible;
break;
}
}
assert (dive); // otherwise moreSpecial should have been turned off
CbcSubProblem ** nodes=NULL;
int branchState=dive->fathom(model_,numberNodes_,nodes);
if (branchState) {
printf("new solution\n");
whichSolution_=numberNodes_-1;
} else {
whichSolution_=-1;
}
#if 0
if (0) {
for (int iNode=0;iNode<numberNodes;iNode++) {
//tree_->push(nodes[iNode]) ;
}
assert (node->nodeInfo());
if (node->nodeInfo()->numberBranchesLeft()) {
tree_->push(node) ;
} else {
node->setActive(false);
}
}
#endif
//delete [] nodes;
model_->setTemporaryPointer(reinterpret_cast<void *>(nodes));
// end try diving
}
int numberDo = numberNodes_;
if (numberDo > 0 || whichSolution_ >= 0) {
return 0.5;
} else {
// no solution
return COIN_DBL_MAX; // say infeasible
}
} else {
return -1.0;
}
} else {
return -1.0;
}
}
// Generate cuts
void
CglFakeClique::generateCuts(const OsiSolverInterface& si, OsiCuts & cs,
const CglTreeInfo info)
{
if (fakeSolver_) {
assert (si.getNumCols()==fakeSolver_->getNumCols());
fakeSolver_->setColLower(si.getColLower());
const double * solution = si.getColSolution();
fakeSolver_->setColSolution(solution);
fakeSolver_->setColUpper(si.getColUpper());
// get and set branch and bound cutoff
double cutoff;
si.getDblParam(OsiDualObjectiveLimit,cutoff);
fakeSolver_->setDblParam(OsiDualObjectiveLimit,COIN_DBL_MAX);
#ifdef COIN_HAS_CLP
OsiClpSolverInterface * clpSolver
= dynamic_cast<OsiClpSolverInterface *> (fakeSolver_);
if (clpSolver) {
// fix up fake solver
const ClpSimplex * siSimplex = clpSolver->getModelPtr();
// need to set djs
memcpy(siSimplex->primalColumnSolution(),
si.getReducedCost(),si.getNumCols()*sizeof(double));
fakeSolver_->setDblParam(OsiDualObjectiveLimit,cutoff);
}
#endif
const CoinPackedMatrix * matrixByRow = si.getMatrixByRow();
const double * elementByRow = matrixByRow->getElements();
const int * column = matrixByRow->getIndices();
const CoinBigIndex * rowStart = matrixByRow->getVectorStarts();
const int * rowLength = matrixByRow->getVectorLengths();
const double * rowUpper = si.getRowUpper();
const double * rowLower = si.getRowLower();
// Scan all rows looking for possibles
int numberRows = si.getNumRows();
double tolerance = 1.0e-3;
for (int iRow=0;iRow<numberRows;iRow++) {
CoinBigIndex start = rowStart[iRow];
CoinBigIndex end = start + rowLength[iRow];
double upRhs = rowUpper[iRow];
double loRhs = rowLower[iRow];
double sum = 0.0;
for (CoinBigIndex j=start;j<end;j++) {
int iColumn=column[j];
double value = elementByRow[j];
sum += solution[iColumn]*value;
}
if (sum<loRhs-tolerance||sum>upRhs+tolerance) {
// add as cut
OsiRowCut rc;
rc.setLb(loRhs);
rc.setUb(upRhs);
rc.setRow(end-start,column+start,elementByRow+start,false);
CoinAbsFltEq equal(1.0e-12);
cs.insertIfNotDuplicate(rc,equal);
}
}
CglClique::generateCuts(*fakeSolver_,cs,info);
if (probing_) {
probing_->generateCuts(*fakeSolver_,cs,info);
}
} else {
// just use real solver
CglClique::generateCuts(si,cs,info);
}
}
/*
Randomized Rounding Heuristic
Returns 1 if solution, 0 if not
*/
int
CbcHeuristicRandRound::solution(double & solutionValue,
double * betterSolution)
{
// rlh: Todo: Memory Cleanup
// std::cout << "Entering the Randomized Rounding Heuristic" << std::endl;
setWhen(1); // setWhen(1) didn't have the effect I expected (e.g., run once).
// Run only once.
//
// See if at root node
bool atRoot = model_->getNodeCount() == 0;
int passNumber = model_->getCurrentPassNumber();
// Just do once
if (!atRoot || passNumber > 1) {
// std::cout << "Leaving the Randomized Rounding Heuristic" << std::endl;
return 0;
}
std::cout << "Entering the Randomized Rounding Heuristic" << std::endl;
typedef struct {
int numberSolutions;
int maximumSolutions;
int numberColumns;
double ** solution;
int * numberUnsatisfied;
} clpSolution;
double start = CoinCpuTime();
numCouldRun_++; //
#ifdef HEURISTIC_INFORM
printf("Entering heuristic %s - nRuns %d numCould %d when %d\n",
heuristicName(),numRuns_,numCouldRun_,when_);
#endif
// Todo: Ask JJHF what "number of times
// the heuristic could run" means.
OsiSolverInterface * solver = model_->solver()->clone();
double primalTolerance ;
solver->getDblParam(OsiPrimalTolerance, primalTolerance) ;
OsiClpSolverInterface * clpSolver = dynamic_cast<OsiClpSolverInterface *> (solver);
assert (clpSolver);
ClpSimplex * simplex = clpSolver->getModelPtr();
// Initialize the structure holding the solutions for the Simplex iterations
clpSolution solutions;
// Set typeStruct field of ClpTrustedData struct to 1 to indicate
// desired behavior for RandRound heuristic (which is what?)
ClpTrustedData trustedSolutions;
trustedSolutions.typeStruct = 1;
trustedSolutions.data = &solutions;
solutions.numberSolutions = 0;
solutions.maximumSolutions = 0;
solutions.numberColumns = simplex->numberColumns();
solutions.solution = NULL;
solutions.numberUnsatisfied = NULL;
simplex->setTrustedUserPointer(&trustedSolutions);
// Solve from all slack to get some points
simplex->allSlackBasis();
// Calling primal() invalidates pointers to some rim vectors,
// like...row sense (!)
simplex->primal();
// 1. Okay - so a workaround would be to copy the data I want BEFORE
// calling primal.
// 2. Another approach is to ask the simplex solvers NOT to mess up my
// rims.
// 3. See freeCachedResults() for what is getting
// deleted. Everything else points into the structure.
// ...or use collower and colupper rather than rowsense.
// ..store address of where one of these
// Store the basic problem information
// -Get the number of columns, rows and rhs vector
int numCols = clpSolver->getNumCols();
int numRows = clpSolver->getNumRows();
// Find the integer variables (use columnType(?))
// One if not continuous, that is binary or general integer)
// columnType() = 0 continuous
// = 1 binary
// = 2 general integer
bool * varClassInt = new bool[numCols];
const char* columnType = clpSolver->columnType();
int numGenInt = 0;
for (int i = 0; i < numCols; i++) {
if (clpSolver->isContinuous(i))
varClassInt[i] = 0;
else
varClassInt[i] = 1;
if (columnType[i] == 2) numGenInt++;
}
// Heuristic is for problems with general integer variables.
// If there are none, quit.
if (numGenInt++ < 1) {
delete [] varClassInt ;
std::cout << "Leaving the Randomized Rounding Heuristic" << std::endl;
return 0;
}
// -Get the rows sense
const char * rowSense;
rowSense = clpSolver->getRowSense();
// -Get the objective coefficients
double *originalObjCoeff = CoinCopyOfArray(clpSolver->getObjCoefficients(), numCols);
// -Get the matrix of the problem
// rlh: look at using sparse representation
double ** matrix = new double * [numRows];
for (int i = 0; i < numRows; i++) {
matrix[i] = new double[numCols];
for (int j = 0; j < numCols; j++)
matrix[i][j] = 0;
}
const CoinPackedMatrix* matrixByRow = clpSolver->getMatrixByRow();
const double * matrixElements = matrixByRow->getElements();
const int * matrixIndices = matrixByRow->getIndices();
const int * matrixStarts = matrixByRow->getVectorStarts();
for (int j = 0; j < numRows; j++) {
for (int i = matrixStarts[j]; i < matrixStarts[j+1]; i++) {
matrix[j][matrixIndices[i]] = matrixElements[i];
}
}
double * newObj = new double [numCols];
srand ( static_cast<unsigned int>(time(NULL) + 1));
int randNum;
// Shuffle the rows:
// Put the rows in a random order
// so that the optimal solution is a different corner point than the
// starting point.
int * index = new int [numRows];
for (int i = 0; i < numRows; i++)
index[i] = i;
for (int i = 0; i < numRows; i++) {
int temp = index[i];
int randNumTemp = i + intRand(numRows - i);
index[i] = index[randNumTemp];
index[randNumTemp] = temp;
}
// Start finding corner points by iteratively doing the following:
// - contruct a randomly tilted objective
// - solve
for (int i = 0; i < numRows; i++) {
// TODO: that 10,000 could be a param in the member data
if (solutions.numberSolutions > 10000)
break;
randNum = intRand(2);
for (int j = 0; j < numCols; j++) {
// for row i and column j vary the coefficient "a bit"
if (randNum == 1)
// if the element is zero, then set the new obj
// coefficient to 0.1 (i.e., round up)
if (fabs(matrix[index[i]][j]) < primalTolerance)
newObj[j] = 0.1;
else
// if the element is nonzero, then increase the new obj
// coefficient "a bit"
newObj[j] = matrix[index[i]][j] * 1.1;
else
// if randnum is 2, then
// if the element is zero, then set the new obj coeffient
// to NEGATIVE 0.1 (i.e., round down)
if (fabs(matrix[index[i]][j]) < primalTolerance)
newObj[j] = -0.1;
else
// if the element is nonzero, then DEcrease the new obj coeffienct "a bit"
newObj[j] = matrix[index[i]][j] * 0.9;
}
// Use the new "tilted" objective
clpSolver->setObjective(newObj);
// Based on the row sense, we decide whether to max or min
if (rowSense[i] == 'L')
clpSolver->setObjSense(-1);
else
clpSolver->setObjSense(1);
// Solve with primal simplex
simplex->primal(1);
// rlh+ll: This was the original code. But we already have the
// model pointer (it's in simplex). And, calling getModelPtr()
// invalidates the cached data in the OsiClpSolverInterface
// object, which means our precious rowsens is lost. So let's
// not use the line below...
/******* clpSolver->getModelPtr()->primal(1); */
printf("---------------------------------------------------------------- %d\n", i);
}
// Iteratively do this process until...
// either you reach the max number of corner points (aka 10K)
// or all the rows have been used as an objective.
// Look at solutions
int numberSolutions = solutions.numberSolutions;
//const char * integerInfo = simplex->integerInformation();
//const double * columnLower = simplex->columnLower();
//const double * columnUpper = simplex->columnUpper();
printf("there are %d solutions\n", numberSolutions);
// Up to here we have all the corner points
// Now we need to do the random walks and roundings
double ** cornerPoints = new double * [numberSolutions];
for (int j = 0; j < numberSolutions; j++)
cornerPoints[j] = solutions.solution[j];
bool feasibility = 1;
// rlh: use some COIN max instead of 1e30 (?)
double bestObj = 1e30;
std::vector< std::vector <double> > feasibles;
int numFeasibles = 0;
// Check the feasibility of the corner points
int numCornerPoints = numberSolutions;
const double * rhs = clpSolver->getRightHandSide();
// rlh: row sense hasn't changed. why a fresh copy?
// Delete next line.
rowSense = clpSolver->getRowSense();
for (int i = 0; i < numCornerPoints; i++) {
//get the objective value for this this point
double objValue = 0;
for (int k = 0; k < numCols; k++)
objValue += cornerPoints[i][k] * originalObjCoeff[k];
if (objValue < bestObj) {
// check integer feasibility
feasibility = 1;
for (int j = 0; j < numCols; j++) {
if (varClassInt[j]) {
double closest = floor(cornerPoints[i][j] + 0.5);
if (fabs(cornerPoints[i][j] - closest) > primalTolerance) {
feasibility = 0;
break;
}
}
}
// check all constraints satisfied
if (feasibility) {
for (int irow = 0; irow < numRows; irow++) {
double lhs = 0;
for (int j = 0; j < numCols; j++) {
lhs += matrix[irow][j] * cornerPoints[i][j];
}
if (rowSense[irow] == 'L' && lhs > rhs[irow] + primalTolerance) {
feasibility = 0;
break;
}
if (rowSense[irow] == 'G' && lhs < rhs[irow] - primalTolerance) {
feasibility = 0;
break;
}
if (rowSense[irow] == 'E' && (lhs - rhs[irow] > primalTolerance || lhs - rhs[irow] < -primalTolerance)) {
feasibility = 0;
break;
}
}
}
if (feasibility) {
numFeasibles++;
feasibles.push_back(std::vector <double> (numCols));
for (int k = 0; k < numCols; k++)
feasibles[numFeasibles-1][k] = cornerPoints[i][k];
printf("obj: %f\n", objValue);
if (objValue < bestObj)
bestObj = objValue;
}
}
}
int numFeasibleCorners;
numFeasibleCorners = numFeasibles;
//find the center of gravity of the corner points as the first random point
double * rp = new double[numCols];
for (int i = 0; i < numCols; i++) {
rp[i] = 0;
for (int j = 0; j < numCornerPoints; j++) {
rp[i] += cornerPoints[j][i];
}
rp[i] = rp[i] / numCornerPoints;
}
//-------------------------------------------
//main loop:
// -generate the next random point
// -round the random point
// -check the feasibility of the random point
//-------------------------------------------
srand ( static_cast<unsigned int>(time(NULL) + 1));
int numRandomPoints = 0;
while (numRandomPoints < 50000) {
numRandomPoints++;
//generate the next random point
int randomIndex = intRand(numCornerPoints);
double random = CoinDrand48();
for (int i = 0; i < numCols; i++) {
rp[i] = (random * (cornerPoints[randomIndex][i] - rp[i])) + rp[i];
}
//CRISP ROUNDING
//round the random point just generated
double * roundRp = new double[numCols];
for (int i = 0; i < numCols; i++) {
roundRp[i] = rp[i];
if (varClassInt[i]) {
if (rp[i] >= 0) {
if (fmod(rp[i], 1) > 0.5)
roundRp[i] = floor(rp[i]) + 1;
else
roundRp[i] = floor(rp[i]);
} else {
if (fabs(fmod(rp[i], 1)) > 0.5)
roundRp[i] = floor(rp[i]);
else
roundRp[i] = floor(rp[i]) + 1;
}
}
}
//SOFT ROUNDING
// Look at original files for the "how to" on soft rounding;
// Soft rounding omitted here.
//Check the feasibility of the rounded random point
// -Check the feasibility
// -Get the rows sense
rowSense = clpSolver->getRowSense();
rhs = clpSolver->getRightHandSide();
//get the objective value for this feasible point
double objValue = 0;
for (int i = 0; i < numCols; i++)
objValue += roundRp[i] * originalObjCoeff[i];
if (objValue < bestObj) {
feasibility = 1;
for (int i = 0; i < numRows; i++) {
double lhs = 0;
for (int j = 0; j < numCols; j++) {
lhs += matrix[i][j] * roundRp[j];
}
if (rowSense[i] == 'L' && lhs > rhs[i] + primalTolerance) {
feasibility = 0;
break;
}
if (rowSense[i] == 'G' && lhs < rhs[i] - primalTolerance) {
feasibility = 0;
break;
}
if (rowSense[i] == 'E' && (lhs - rhs[i] > primalTolerance || lhs - rhs[i] < -primalTolerance)) {
feasibility = 0;
break;
}
}
if (feasibility) {
printf("Feasible Found.\n");
printf("%.2f\n", CoinCpuTime() - start);
numFeasibles++;
feasibles.push_back(std::vector <double> (numCols));
for (int i = 0; i < numCols; i++)
feasibles[numFeasibles-1][i] = roundRp[i];
printf("obj: %f\n", objValue);
if (objValue < bestObj)
bestObj = objValue;
}
}
delete [] roundRp;
}
printf("Number of Feasible Corners: %d\n", numFeasibleCorners);
printf("Number of Feasibles Found: %d\n", numFeasibles);
if (numFeasibles > 0)
printf("Best Objective: %f\n", bestObj);
printf("time: %.2f\n", CoinCpuTime() - start);
if (numFeasibles == 0) {
// cleanup
delete [] varClassInt;
for (int i = 0; i < numRows; i++)
delete matrix[i];
delete [] matrix;
delete [] newObj;
delete [] index;
for (int i = 0; i < numberSolutions; i++)
delete cornerPoints[i];
delete [] cornerPoints;
delete [] rp;
return 0;
}
// We found something better
solutionValue = bestObj;
for (int k = 0; k < numCols; k++) {
betterSolution[k] = feasibles[numFeasibles-1][k];
}
delete [] varClassInt;
for (int i = 0; i < numRows; i++)
delete matrix[i];
delete [] matrix;
delete [] newObj;
delete [] index;
for (int i = 0; i < numberSolutions; i++)
delete cornerPoints[i];
delete [] cornerPoints;
delete [] rp;
std::cout << "Leaving the Randomized Rounding Heuristic" << std::endl;
return 1;
}
void
CglLandP::CachedData::getData(const OsiSolverInterface &si)
{
int nBasics = si.getNumRows();
int nNonBasics = si.getNumCols();
if (basis_ != NULL)
delete basis_;
basis_ = dynamic_cast<CoinWarmStartBasis *> (si.getWarmStart());
if (!basis_)
throw NoBasisError();
if (nBasics_ > 0 || nBasics != nBasics_)
{
delete [] basics_;
basics_ = NULL;
}
if (basics_ == NULL)
{
basics_ = new int[nBasics];
nBasics_ = nBasics;
}
if (nNonBasics_ > 0 || nNonBasics != nNonBasics_)
{
delete [] nonBasics_;
nonBasics_ = NULL;
}
if (nonBasics_ == NULL)
{
nonBasics_ = new int[nNonBasics];
nNonBasics_ = nNonBasics;
}
int n = nBasics + nNonBasics;
if ( nBasics_ + nNonBasics_ > 0 || nBasics_ + nNonBasics_ != n)
{
delete [] colsol_;
delete [] integers_;
integers_ = NULL;
colsol_ = NULL;
slacks_ = NULL;
}
if (colsol_ == NULL)
{
colsol_ = new double[n];
slacks_ = &colsol_[nNonBasics];
}
if (integers_ == NULL)
{
integers_ = new bool[n];
}
const double * rowLower = si.getRowLower();
const double * rowUpper = si.getRowUpper();
//determine which slacks are integer
const CoinPackedMatrix * m = si.getMatrixByCol();
const double * elems = m->getElements();
const int * inds = m->getIndices();
const CoinBigIndex * starts = m->getVectorStarts();
const int * lengths = m->getVectorLengths();
// int numElems = m->getNumElements();
int numCols = m->getNumCols();
assert(numCols == nNonBasics_);
// int numRows = m->getNumRows();
CoinFillN(integers_ ,n, true);
for (int i = 0 ; i < numCols ; i++)
{
if (si.isContinuous(i))
integers_[i] = false;
}
bool * integerSlacks = integers_ + numCols;
for (int i = 0 ; i < nBasics ; i++)
{
if (rowLower[i] > -1e50 && INT_INFEAS(rowLower[i]) > 1e-15)
integerSlacks[i] = false;
if (rowUpper[i] < 1e50 && INT_INFEAS(rowUpper[i]) > 1e-15)
integerSlacks[i] = false;
}
for (int i = 0 ; i < numCols ; i++)
{
CoinBigIndex end = starts[i] + lengths[i];
if (integers_[i])
{
for (CoinBigIndex k=starts[i] ; k < end; k++)
{
if (integerSlacks[inds[k]] && INT_INFEAS(elems[k])>1e-15 )
integerSlacks[inds[k]] = false;
}
}
else
{
for (CoinBigIndex k=starts[i] ; k < end; k++)
{
if (integerSlacks[inds[k]])
integerSlacks[inds[k]] = false;
}
}
}
CoinCopyN(si.getColSolution(), si.getNumCols(), colsol_);
CoinCopyN(si.getRowActivity(), si.getNumRows(), slacks_);
for (int i = 0 ; i < si.getNumRows() ; i++)
{
slacks_[i]*=-1;
if (rowLower[i]>-1e50)
{
slacks_[i] += rowLower[i];
}
else
{
slacks_[i] += rowUpper[i];
}
}
//Now get the fill the arrays;
nNonBasics = 0;
nBasics = 0;
//For having the index variables correctly ordered we need to access to OsiSimplexInterface
{
OsiSolverInterface * ncSi = (const_cast<OsiSolverInterface *>(&si));
ncSi->enableSimplexInterface(0);
ncSi->getBasics(basics_);
// Save enabled solver
solver_ = si.clone();
#ifdef COIN_HAS_OSICLP
OsiClpSolverInterface * clpSi = dynamic_cast<OsiClpSolverInterface *>(solver_);
const OsiClpSolverInterface * clpSiRhs = dynamic_cast<const OsiClpSolverInterface *>(&si);
if (clpSi)
clpSi->getModelPtr()->copyEnabledStuff(clpSiRhs->getModelPtr());;
#endif
ncSi->disableSimplexInterface();
}
int numStructural = basis_->getNumStructural();
for (int i = 0 ; i < numStructural ; i++)
{
if (basis_->getStructStatus(i)== CoinWarmStartBasis::basic)
{
nBasics++;
//Basically do nothing
}
else
{
nonBasics_[nNonBasics++] = i;
}
}
int numArtificial = basis_->getNumArtificial();
for (int i = 0 ; i < numArtificial ; i++)
{
if (basis_->getArtifStatus(i)== CoinWarmStartBasis::basic)
{
//Just check number of basics
nBasics++;
}
else
{
nonBasics_[nNonBasics++] = i + basis_->getNumStructural();
}
}
}