/** Runs heuristic*/
int
FixAndSolveHeuristic::solution(double & objectiveValue,
double * newSolution){
//if(model_->getNodeCount() || model_->getCurrentPassNumber() > 1) return 0;
if(model_->getSolutionCount() > 0) return 0;
if(model_->getNodeCount() > 1000) return 0;
if(model_->getNodeCount() % 100 != 0) return 0;
int numberObjects = model_->numberObjects();
OsiObject ** objects = model_->objects();
OsiTMINLPInterface * nlp = dynamic_cast<OsiTMINLPInterface *>
(model_->solver());
if(nlp == NULL){
nlp = dynamic_cast<OsiTMINLPInterface *>
(setup_->nonlinearSolver()->clone());
}
else {
nlp = dynamic_cast<OsiTMINLPInterface *>(nlp->clone());
}
OsiBranchingInformation info = model_->usefulInformation();
info.solution_ = model_->getColSolution();
int dummy;
int nFixed = 0;
for(int i = 0 ; i < numberObjects; i++){
if(objects[i]->infeasibility(&info, dummy) == 0.){
objects[i]->feasibleRegion(nlp, &info);
nFixed ++;
}
}
if(nFixed < numberObjects / 3) return 0;
double cutoff = info.cutoff_;
int r_val = doLocalSearch(nlp, newSolution, objectiveValue, cutoff);
delete nlp;
return r_val;
}
/** Standard cut generation methods. */
void
OaDecompositionBase::generateCuts(const OsiSolverInterface &si, OsiCuts & cs,
const CglTreeInfo info) {
if (nlp_ == NULL) {
throw CoinError("Error in cut generator for outer approximation no NLP ipopt assigned", "generateCuts", "OaDecompositionBase");
}
// babInfo is used to communicate with the b-and-b solver (Cbc or Bcp).
BabInfo * babInfo = dynamic_cast<BabInfo *> (si.getAuxiliaryInfo());
assert(babInfo);
assert(babInfo->babPtr());
numSols_ = babInfo->babPtr()->model().getSolutionCount ();
CglTreeInfo info_copy = info;
const CbcNode * node = babInfo->babPtr()->model().currentNode();
info_copy.level = (node == NULL) ? 0 : babInfo->babPtr()->model().currentNode()->depth();
if(babInfo->hasSolution()) numSols_ ++;
if (babInfo)
if (!babInfo->mipFeasible())
return;
//Get the continuous solution
const double *colsol = si.getColSolution();
vector<double> savedColLower(nlp_->getNumCols());
CoinCopyN(nlp_->getColLower(), nlp_->getNumCols(), savedColLower());
vector<double> savedColUpper(nlp_->getNumCols());
CoinCopyN(nlp_->getColUpper(), nlp_->getNumCols(), savedColUpper());
OsiBranchingInformation brInfo(nlp_, false);
brInfo.solution_ = colsol;
//Check integer infeasibility
bool isInteger = integerFeasible(*nlp_, brInfo, parameters_.cbcIntegerTolerance_,
objects_, nObjects_);
//Check nodeNumber if it did not change scan savedCuts_ if one is violated force it and exit
int nodeNumber = babInfo->babPtr()->model().getNodeCount();
if(nodeNumber == currentNodeNumber_){
#ifdef OA_DEBUG
printf("OA decomposition recalled from the same node!\n");
#endif
int numCuts = savedCuts_.sizeRowCuts();
for(int i = 0 ; i < numCuts ; i++){
//Check if cuts off solution
if(savedCuts_.rowCut(i).violated(colsol) > 0.){
#ifdef OA_DEBUG
printf("A violated saved cut has been found\n");
#endif
savedCuts_.rowCut(i).setEffectiveness(9.99e99);
cs.insert(savedCuts_.rowCut(i));
savedCuts_.eraseRowCut(i);
return;
i--; numCuts--;
}
}
}
else {
currentNodeNumber_ = nodeNumber;
savedCuts_.dumpCuts();
}
if (!isInteger) {
if (!doLocalSearch(babInfo))//create sub mip solver.
return;
}
//get the current cutoff
double cutoff;
si.getDblParam(OsiDualObjectiveLimit, cutoff);
// Save solvers state if needed
solverManip * lpManip = NULL;
if (lp_ != NULL) {
assert(lp_ == &si);
lpManip = new solverManip(lp_, true, leaveSiUnchanged_, true, true);
}
else {
lpManip = new solverManip(si);
}
lpManip->setObjects(objects_, nObjects_);
double milpBound = performOa(cs, *lpManip, babInfo, cutoff, info_copy);
if(babInfo->hasSolution()){
babInfo->babPtr()->model().setSolutionCount (numSols_ - 1);
}
//Transmit the bound found by the milp
{
if (milpBound>-1e100)
{
// Also store into solver
if (babInfo)
babInfo->setMipBound(milpBound);
}
} //Clean everything :
// Reset the two solvers
if (leaveSiUnchanged_)
lpManip->restore();
delete lpManip;
nlp_->setColLower(savedColLower());
nlp_->setColUpper(savedColUpper());
return;
}
