void AMPLOsiUT::testOsiBnB()
{
EnvPtr env = (EnvPtr) new Environment();
char file_name[] = "instances/milp";
HandlerVector handlers;
ReliabilityBrancherPtr br;
EnginePtr e;
int err = 0;
env->startTimer(err);
ProblemPtr p = iface_->readInstance(file_name);
BranchAndBound *bab = new BranchAndBound(env, p);
IntVarHandlerPtr v_hand = (IntVarHandlerPtr) new IntVarHandler(env, p);
LinearHandlerPtr l_hand = (LinearHandlerPtr) new LinearHandler(env, p);
handlers.push_back(v_hand);
handlers.push_back(l_hand);
v_hand->setModFlags(false, true);
l_hand->setModFlags(false, true);
EngineFactory efac(env);
e = efac.getLPEngine();
PCBProcessorPtr nproc = (PCBProcessorPtr) new PCBProcessor(env, e, handlers);
br= (ReliabilityBrancherPtr) new ReliabilityBrancher(env, handlers);
br->setEngine(e);
nproc->setBrancher(br);
bab->setNodeProcessor(nproc);
NodeIncRelaxerPtr nr = (NodeIncRelaxerPtr) new NodeIncRelaxer(env, handlers);
bab->setNodeRelaxer(nr);
nr->setEngine(e);
nr->setModFlag(false);
p->setNativeDer();
bab->shouldCreateRoot(true);
bab->setLogLevel(LogNone);
bab->solve();
CPPUNIT_ASSERT(bab->getUb() == 1.0);
delete bab;
}
int main(int argc, char* argv[])
{
EnvPtr env = (EnvPtr) new Environment();
OptionDBPtr options;
MINOTAUR_AMPL::AMPLInterfacePtr iface = MINOTAUR_AMPL::AMPLInterfacePtr();
ProblemPtr inst;
SolutionPtr sol, sol2;
double obj_sense =1.0;
// jacobian is read from AMPL interface and passed on to branch-and-bound
JacobianPtr jPtr;
// hessian is read from AMPL interface and passed on to branch-and-bound
MINOTAUR_AMPL::AMPLHessianPtr hPtr;
// the branch-and-bound
BranchAndBound *bab = 0;
PresolverPtr pres;
EngineFactory *efac;
const std::string me("qg: ");
BrancherPtr br = BrancherPtr(); // NULL
PCBProcessorPtr nproc;
NodeIncRelaxerPtr nr;
//handlers
HandlerVector handlers;
IntVarHandlerPtr vHand;
LinearHandlerPtr lHand;
QGAdvHandlerPtr qgHand;
RCHandlerPtr rcHand;
//engines
EnginePtr nlp_e;
EnginePtr proj_nlp_e;
EnginePtr l1proj_nlp_e;
LPEnginePtr lin_e; // lp engine
LoggerPtr logger_ = (LoggerPtr) new Logger(LogInfo);
VarVector *orig_v=0;
int err = 0;
// start timing.
env->startTimer(err);
if (err) {
goto CLEANUP;
}
setInitialOptions(env);
iface = (MINOTAUR_AMPL::AMPLInterfacePtr)
new MINOTAUR_AMPL::AMPLInterface(env, "qg");
// parse options
env->readOptions(argc, argv);
options = env->getOptions();
options->findString("interface_type")->setValue("AMPL");
if (0!=showInfo(env)) {
goto CLEANUP;
}
loadProblem(env, iface, inst, &obj_sense);
// Initialize engines
nlp_e = getNLPEngine(env, inst); //Engine for Original problem
efac = new EngineFactory(env);
lin_e = efac->getLPEngine(); // lp engine
delete efac;
// get presolver.
orig_v = new VarVector(inst->varsBegin(), inst->varsEnd());
pres = presolve(env, inst, iface->getNumDefs(), handlers);
handlers.clear();
if (Finished != pres->getStatus() && NotStarted != pres->getStatus()) {
env->getLogger()->msgStream(LogInfo) << me
<< "status of presolve: "
<< getSolveStatusString(pres->getStatus()) << std::endl;
writeSol(env, orig_v, pres, SolutionPtr(), pres->getStatus(), iface);
writeBnbStatus(env, bab, obj_sense);
goto CLEANUP;
}
if (options->findBool("solve")->getValue()==true) {
if (true==options->findBool("use_native_cgraph")->getValue()) {
inst->setNativeDer();
}
// Initialize the handlers for branch-and-cut
lHand = (LinearHandlerPtr) new LinearHandler(env, inst);
lHand->setModFlags(false, true);
handlers.push_back(lHand);
assert(lHand);
vHand = (IntVarHandlerPtr) new IntVarHandler(env, inst);
vHand->setModFlags(false, true);
handlers.push_back(vHand);
assert(vHand);
// Use of perspective handler is user choice
if (env->getOptions()->findBool("perspective")->getValue() == true) {
PerspCutHandlerPtr pcHand = (PerspCutHandlerPtr) new
PerspCutHandler(env, inst);
pcHand->findPRCons();
if (pcHand->getStatus()) {
qgHand = (QGAdvHandlerPtr) new QGAdvHandler(env, inst, nlp_e, pcHand);
} else {
qgHand = (QGAdvHandlerPtr) new QGAdvHandler(env, inst, nlp_e);
}
} else {
qgHand = (QGAdvHandlerPtr) new QGAdvHandler(env, inst, nlp_e);
}
qgHand->setModFlags(false, true);
handlers.push_back(qgHand);
assert(qgHand);
if (options->findBool("rc_fix")->getValue()) {
rcHand = (RCHandlerPtr) new RCHandler(env);
rcHand->setModFlags(false, true);
handlers.push_back(rcHand);
assert(rcHand);
}
// report name
env->getLogger()->msgStream(LogExtraInfo) << me << "handlers used:"
<< std::endl;
for (HandlerIterator h = handlers.begin(); h != handlers.end(); ++h) {
env->getLogger()->msgStream(LogExtraInfo) << me << (*h)->getName()
<< std::endl;
}
// Only store bound-changes of relaxation (not problem)
nr = (NodeIncRelaxerPtr) new NodeIncRelaxer(env, handlers);
nr->setModFlag(false);
nr->setEngine(lin_e);
nproc = (PCBProcessorPtr) new PCBProcessor(env, lin_e, handlers);
if (env->getOptions()->findString("brancher")->getValue() == "rel") {
ReliabilityBrancherPtr rel_br =
(ReliabilityBrancherPtr) new ReliabilityBrancher(env, handlers);
rel_br->setEngine(lin_e);
nproc->setBrancher(rel_br);
br = rel_br;
} else if (env->getOptions()->findString("brancher")->getValue()
== "maxvio") {
MaxVioBrancherPtr mbr = (MaxVioBrancherPtr)
new MaxVioBrancher(env, handlers);
nproc->setBrancher(mbr);
br = mbr;
} else if (env->getOptions()->findString("brancher")->getValue()
== "lex") {
LexicoBrancherPtr lbr = (LexicoBrancherPtr)
new LexicoBrancher(env, handlers);
br = lbr;
}
nproc->setBrancher(br);
env->getLogger()->msgStream(LogExtraInfo) << me <<
"brancher used = " << br->getName() << std::endl;
bab = new BranchAndBound(env, inst);
bab->setNodeRelaxer(nr);
bab->setNodeProcessor(nproc);
bab->shouldCreateRoot(true);
// start solving
bab->solve();
bab->writeStats(env->getLogger()->msgStream(LogExtraInfo));
//bab->writeStats(std::cout);
nlp_e->writeStats(env->getLogger()->msgStream(LogExtraInfo));
lin_e->writeStats(env->getLogger()->msgStream(LogExtraInfo));
for (HandlerVector::iterator it=handlers.begin(); it!=handlers.end();
++it) {
//(*it)->writeStats(std::cout);
(*it)->writeStats(env->getLogger()->msgStream(LogExtraInfo));
}
writeSol(env, orig_v, pres, bab->getSolution(), bab->getStatus(), iface);
writeBnbStatus(env, bab, obj_sense);
}
CLEANUP:
if (iface) {
delete iface;
}
if (orig_v) {
delete orig_v;
}
if (bab) {
delete bab;
}
return 0;
}
int main()
{
// Generate output.
ofstream output;
output.open("numknapcov.txt");
// Generate input.
ifstream input;
input.open("list.txt");
// Check if input is opened succesfully.
if (input.is_open() == false) {
cerr << "Input file read error." << endl;
output << "Input file read error." << endl;
exit(0);
}
/********************************************************************************/
// Headers for output data.
output << "Statistics of knapsack cover cuts applied to root relaxation." << endl;
output << "problem " << "vars " << "cons " << "lincons " << "knapcons " << "knapcov "
<< "knaps " << "totalcuts " << "cuts " << "violknapcuts " << "initobj "
<< "endobj " << "gapclosed " << "timeinit " << "timecut " << "timemod"
<< endl;
/********************************************************************************/
// loop to test all problems in list.txt
while (input.good()) {
// problem name
string pname;
getline(input, pname);
// At the end of file just exit from loop.
if (pname.empty()) {
break;
}
cout << "Problem considered is: " << pname << endl;
// Real stuff begins.
// Ampl interface, jacobian and hessian.
MINOTAUR_AMPL::AMPLInterfacePtr iface = MINOTAUR_AMPL::AMPLInterfacePtr();
JacobianPtr jPtr; //! Jacobian read from AMPL
HessianOfLagPtr hPtr; //! Hessian read from AMPL
// environment, timers and options:
EnvPtr env = (EnvPtr) new Environment();
OptionDBPtr options;
// problem to be solved.
ProblemPtr minlp;
// solver pointers, including status.
FilterSQPEngine e(env);
EngineStatus status;
// Presolver.
PresolverPtr pres;
// give parameters.
UInt argc2 = 2;
std::string arg1 = "bnb";
std::string arg2 = pname;
char** argv2 = new char* [2];
argv2[0] = &arg1[0];
argv2[1] = &arg2[0];
// Default options
env->getOptions()->findBool("presolve")->setValue(false);
env->getOptions()->findBool("use_native_cgraph")->setValue(true);
env->getOptions()->findBool("nl_presolve")->setValue(false);
// parse options
env->readOptions(argc2, argv2);
options = env->getOptions();
options->findString("interface_type")->setValue("AMPL");
// read minlp from AMPL.
iface = (MINOTAUR_AMPL::AMPLInterfacePtr) new MINOTAUR_AMPL::AMPLInterface(env);
minlp = iface->readInstance(pname);
// Timer is obtained.
Timer * timer = env->getNewTimer();
// Nonlinearize objective function.
Bool MIPCONSIDERED = false;
if (MIPCONSIDERED == true) {
ObjectivePtr initobjfun = minlp->getObjective();
if (initobjfun->getObjectiveType() == Maximize) {
cerr << "Objective type is Maximize, change it to Minimize." << endl;
exit(0);
}
LinearFunctionPtr lfinitobj = initobjfun->getLinearFunction();
// NonlinearFunctionPtr nlfobj = (NonlinearFunctionPtr) new NonlinearFunction();
CGraphPtr nlfobj = (CGraphPtr) new CGraph();
logobj(lfinitobj, nlfobj);
FunctionPtr logobjfun = (FunctionPtr) new Function(nlfobj);
ObjectiveType otyp = Minimize;
minlp->changeObj(logobjfun, 0);
}
minlp->calculateSize();
minlp->prepareForSolve();
// Change format of problem to be suitable for Minotaur.
HandlerVector handlers;
// Use presolver to standardize problem.
//pres = (PresolverPtr) new Presolver(minlp, env, handlers);
//pres->standardize();
minlp->calculateSize();
minlp->prepareForSolve();
minlp->setJacobian(jPtr);
minlp->setHessian(hPtr);
minlp->setNativeDer();
minlp->calculateSize();
minlp->prepareForSolve();
minlp->setNativeDer();
//minlp->write(std::cout);
/**************************************************************/
// Given problem statistics .
// Number of variables.
UInt numvars = minlp->getNumVars();
// number of constraints.
UInt numcons = minlp->getNumCons();
// linear constraints.
UInt numlin = minlp->getNumLinCons();
/*************************************************************/
// set option for engine to resolve to solve NLP repeatedly.
// Probbaly does nothing.
e.setOptionsForRepeatedSolve();
// load problem.
e.load(minlp);
// Solve problem.
timer->start();
status = e.solve();
/********************************************************************/
// Solution time of relaxation.
Double timeinit = timer->query();
timer->stop();
// Solution objective value
Double initobj = e.getSolutionValue();
/********************************************************************/
std::cout << "Relaxation objective value = " << initobj << std::endl;
// Get solution from engine.
ConstSolutionPtr sol = e.getSolution();
// Construct relaxation.
RelaxationPtr rel = (RelaxationPtr) new Relaxation(minlp);
// Time for cut generation.
timer->start();
// Generate kanpsack cover cuts.
CoverCutGeneratorPtr knapgen =
(CoverCutGeneratorPtr) new CoverCutGenerator(rel, sol, env);
/*******************************************************************/
Double timecut = timer->query();
timer->stop();
/*******************************************************************/
// Get statistics of cut generator.
ConstCovCutGenStatsPtr knapstats = knapgen->getStats();
/*******************************************************************/
// Knapsack cut generator statistics.
// knapsack constraints.
UInt numknap = (knapgen->getKnapsackList())->getNumKnaps();
// knapsacks that has cover sets.
UInt numknapcov = knapgen->getNumCons();
// knapsack subproblems solved, i.e number of lifting subproblems solved.
UInt knaps = knapstats->knaps;
// cover cuts including duplicates.
UInt totalcuts = knapstats->totalcuts;
// cuts without duplicates.
UInt numknapcuts = knapstats->cuts;
// violated cuts.
UInt violknapcuts = knapstats->violated;
/*******************************************************************/
std::cout << "Number of knapsack cover cuts to be applied is: "
<< knapstats->violated << std::endl;
// Get the violated cuts from generator.
CutVector knapcuts = knapgen->getViolatedCutList();
// Iterators for cuts
CutVectorConstIter it;
CutVectorConstIter begin = knapcuts.begin();
CutVectorConstIter end = knapcuts.end();
// Apply the cuts to the problem.
// Violation list.
DoubleVector knapviols = knapgen->getViolList();
UInt curknap = 0;
Double maxviol = 0.0;
for (it=begin; it!=end; ++it) {
std::cout << "Violation obtained from this constraint is: "
<< knapviols[curknap] << std::endl;
ConstraintPtr newcons = rel->newConstraint((*it)->getFunction(), (*it)->getLb(), (*it)->getUb());
if (maxviol < knapviols[curknap]) {
maxviol = knapviols[curknap];
}
// add constraint to engine does not do anything.
// Thus, we add constraint to the relaxation and reload it to engine.
// e.addConstraint(newcons);
}
/*******************************************************************/
// Solution time of knapsack cover cuts added problem.
Double timemod = 0.0;
// Objective value after adding knapsack cover cuts.
Double endobj = 0.0;
// Gap closed by using knapsack cover cuts.
Double gapknap = 0.0;
/*******************************************************************/
if (violknapcuts >= 1) {
// Reload problem to engine.
// Check if we should reload the modified problem.
e.clear();
const Double * xupdated;
if (WARMSTART == 1) {
// Set initial point as the solution of root solution.
xupdated = sol->getPrimal();
rel->setInitialPoint(xupdated);
}
// Load the modified problem.
e.load(rel);
// warmstart continues.
if (WARMSTART == 1) {
// Before presolve, we set initial primal and
// dual solutions as the root solution.
SolutionPtr solupdated = (SolutionPtr) new Solution(initobj, xupdated, rel);
// Create new dual solution.
const Double * dualofvars = sol->getDualOfVars();
solupdated->setDualOfVars(dualofvars);
const Double * initdualofcons = sol->getDualOfCons();
UInt numconsupdated = rel->getNumCons();
Double * dualofcons = new Double[numconsupdated];
memcpy(dualofcons, initdualofcons, numcons*sizeof(Double));
for (UInt indexx = numcons; indexx < numconsupdated; ++indexx) {
dualofcons[indexx] = 0.0;
}
solupdated->setDualOfCons(dualofcons);
FilterWSPtr warmstart = (FilterWSPtr) new FilterSQPWarmStart();
warmstart->setPoint(solupdated);
e.loadFromWarmStart(warmstart);
delete [] dualofcons;
}
// Solution time after adding knapsack cover cuts to relaxation.
timer->start();
// Resolve the problem.
e.solve();
/*******************************************************************/
// Solution time of knapsack cover cuts added problem.
timemod = timer->query();
timer->stop();
// Objective value after adding knapsack cover cuts.
endobj = e.getSolutionValue();
// Gap closed by using knapsack cover cuts.
gapknap = (endobj-initobj)/fabs(initobj) * 100;
/*******************************************************************/
} else {
/*******************************************************************/
// Solution time of knapsack cover cuts added problem.
timemod = timeinit;
// Objective value after adding knapsack cover cuts.
endobj = initobj;
// Gap closed by using knapsack cover cuts.
gapknap = 0.0;
/*******************************************************************/
}
std::cout << "Objective value of relaxation after adding cuts: "
<< endobj << std::endl;
cout << pname << " " << numvars << " " << numcons << " " << numlin
<< " " << numknap
<< " " << numknapcov << " " << knaps << " " << totalcuts
<< " " << numknapcuts << " " << violknapcuts
<< std::fixed << std::setprecision(2)
<< " " << initobj << " " << endobj
<< " " << gapknap << " " << timeinit << " " << timecut
<< " " << timemod << endl;
if (numknap >= 1) {
// Save output data.
output << pname << " " << numvars << " " << numcons << " " << numlin
<< " " << numknap
<< " " << numknapcov << " " << knaps << " " << totalcuts
<< " " << numknapcuts << " " << violknapcuts
<< std::fixed << std::setprecision(2)
<< " " << initobj << " " << endobj
<< " " << gapknap << " " << timeinit << " " << timecut
<< " " << timemod << endl;
}
delete iface;
delete [] argv2;
}
output.close();
input.close();
return 0;
}