char* CompiledLoop::recognize() {
// Recognize integer loop.
// We're looking for a loop where the loopVariable is initialized just before
// the loop starts, is defined only once in the loop (increment/decrement),
// and the loop condition is a comparison against a loop invariant.
discoverLoopNesting();
if (!OptimizeIntegerLoops) return "!OptimizeIntegerLoops";
char* msg;
if ((msg = findUpperBound()) != NULL) return msg;
if ((msg = checkLoopVar()) != NULL) return msg;
if ((msg = checkUpperBound()) != NULL) return msg;
_isIntegerLoop = true;
findLowerBound(); // don't need to know to optimize loop; result may be non-NULL
return NULL;
}
/** solve */
STO_RTN_CODE TssBd::solve()
{
#define FREE_MEMORY \
FREE_PTR(tssbdsub)
assert(model_);
/** subproblems */
const double * probability = NULL; /**< probability */
TssBdSub * tssbdsub = NULL; /**< cut generator */
double lowerbound = 0.0;
BGN_TRY_CATCH
/** solution time */
double swtime = CoinGetTimeOfDay();
/** time limit */
time_remains_ = par_->wtimeLimit_;
/** get number of scenarios */
probability = model_->getProbability();
/** configure Benders cut generator */
/** This does NOT make deep copies. So, DO NOT RELEASE POINTERS. */
tssbdsub = new TssBdSub(par_);
for (int s = 0; s < model_->getNumScenarios(); ++s)
tssbdsub->scenarios_.push_back(s);
STO_RTN_CHECK_THROW(tssbdsub->loadProblem(model_, naugs_, augs_, naux_), "loadProblem", "TssBdSub");
if (par_->logLevel_ > 0) printf("Phase 1:\n");
/** solution time */
double stime = clockType_ ? CoinGetTimeOfDay() : CoinCpuTime();
/** find lower bound */
/** TODO: replace this with TssDd */
STO_RTN_CHECK_THROW(findLowerBound(probability, lowerbound), "findLowerBound", "TssBd");
/** We should have a lower bound here. */
if (par_->logLevel_ > 0) printf(" -> Found lower bound %e\n", lowerbound);
/** construct master problem */
STO_RTN_CHECK_THROW(constructMasterProblem(tssbdsub, lowerbound), "constructMasterProblem", "TssBd");
if (par_->logLevel_ > 0) printf("Phase 2:\n");
time_remains_ -= CoinGetTimeOfDay() - swtime;
/** use L-shaped method to find lower bound */
if (model_->getNumCoreIntegers() == 0)
{
/** configure LP */
STO_RTN_CHECK_THROW(configureSLP(), "configureSLP", "TssBd");
/** solve LP */
STO_RTN_CHECK_THROW(solveSLP(tssbdsub), "solveSLP", "TssBd");
}
else
{
/** configure MILP */
STO_RTN_CHECK_THROW(configureSMILP(tssbdsub), "configureSMILP", "TssBd");
/** solve MILP */
STO_RTN_CHECK_THROW(solveSMILP(), "solveSMILP", "TssBd");
}
/** solution time */
solutionTime_ = (clockType_ ? CoinGetTimeOfDay() : CoinCpuTime()) - stime;
/** collect solution */
switch (status_)
{
case STO_STAT_OPTIMAL:
case STO_STAT_LIM_ITERorTIME:
case STO_STAT_STOPPED_GAP:
case STO_STAT_STOPPED_NODE:
case STO_STAT_STOPPED_TIME:
{
const double * solution = si_->getSolution();
if (solution)
{
/** first-stage solution */
assert(solution_);
CoinCopyN(solution, model_->getNumCols(0), solution_);
/** second-stage solution */
double * objval_reco = new double [model_->getNumScenarios()];
double ** solution_reco = new double * [model_->getNumScenarios()];
for (int s = 0; s < model_->getNumScenarios(); ++s)
solution_reco[s] = new double [model_->getNumCols(1)];
for (int s = 0; s < naugs_; ++s)
CoinCopyN(solution + model_->getNumCols(0) + s * model_->getNumCols(1),
model_->getNumCols(1), solution_reco[augs_[s]]);
/** collect solution */
tssbdsub->solveRecourse(solution_, objval_reco, solution_reco, par_->numCores_);
for (int s = 0; s < model_->getNumScenarios(); ++s)
{
if (tssbdsub->excludedScenarios_[s]) continue;
CoinCopyN(solution_reco[s], model_->getNumCols(1),
solution_ + model_->getNumCols(0) + model_->getNumCols(1) * s);
}
/** compute primal bound */
primalBound_ = 0.0;
for (int j = 0; j < model_->getNumCols(0); ++j)
primalBound_ += model_->getObjCore(0)[j] * solution_[j];
for (int s = 0; s < model_->getNumScenarios(); ++s)
{
primalBound_ += objval_reco[s] * model_->getProbability()[s];
}
//printf("primalBound %e\n", primalBound_);
/** free memory */
FREE_ARRAY_PTR(objval_reco);
FREE_2D_ARRAY_PTR(model_->getNumScenarios(), solution_reco);
}
break;
}
break;
default:
printf("Solution status (%d).\n", status_);
break;
}
END_TRY_CATCH_RTN(FREE_MEMORY,STO_RTN_ERR)
/** free memory */
FREE_MEMORY
return STO_RTN_OK;
#undef FREE_MEMORY
}