示例#1
0
//-------------------------------------------------------------
void
CglZeroHalf::generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
				const CglTreeInfo info)
{
  if (mnz_) {
    int cnum=0,cnzcnt=0;
    int *cbeg=NULL, *ccnt=NULL,*cind=NULL,*cval=NULL,*crhs=NULL;
    char *csense=NULL;
    const double * solution = si.getColSolution();
    if ((flags_&1)==0) {
      // redo bounds
      const double * columnLower = si.getColLower();
      const double * columnUpper = si.getColUpper();
      int numberColumns = si.getNumCols();
      for (int iColumn=0;iColumn<numberColumns;iColumn++) {
	if (vlb_[iColumn]!=COIN_INT_MAX) {
	  int ilo,iup;
	  double lo = columnLower[iColumn];
	  if (lo<-COIN_INT_MAX)
	    lo=-COIN_INT_MAX;
	  ilo= static_cast<int> (ceil(lo));
	  double up = columnUpper[iColumn];
	  if (up>COIN_INT_MAX)
	    up=COIN_INT_MAX;
	  iup= static_cast<int> (floor(up));
	  vlb_[iColumn]=ilo;
	  vub_[iColumn]=iup;
	}
      }
    }
    if (true) {
    cutInfo_.sep_012_cut(mr_,mc_,mnz_,
				 mtbeg_,mtcnt_, mtind_, mtval_,
				 vlb_, vub_,
				 mrhs_, msense_,
				 solution,
				 info.inTree ? false : true,
				 &cnum,&cnzcnt,
				 &cbeg,&ccnt,&cind,&cval,&crhs,&csense);
    } else {
      int k = 4*mr_+2*mnz_;
      int * temp = new int[k];
      int * mtbeg = temp;
      int * mtcnt = mtbeg + mr_;
      int * mtind = mtcnt+mr_;
      int * mtval = mtind+mnz_;
      int * mrhs = mtval+mnz_;
      char * msense = reinterpret_cast<char*> (mrhs+mr_);
      int i;
      k=0;
      int kel=0;
      for (i=0;i<mr_;i++) {
	int kel2=kel;
	int rhs = mrhs_[i];
	for (int j=mtbeg_[i];j<mtbeg_[i]+mtcnt_[i];j++) {
	  int iColumn=mtind_[j];
	  int value=mtval_[j];
	  if (vlb_[iColumn]<vub_[iColumn]) {
	    mtind[kel]=mtind_[j];
	    mtval[kel++]=mtval_[j];
	  } else {
	    rhs -= vlb_[iColumn]*value;
	  }
	}
	if (kel>kel2) {
	  mtcnt[k]=kel-kel2;
	  mtbeg[k]=kel2;
	  mrhs[k]=rhs;
	  msense[k++]=msense_[i];
	}
      }
      if (kel) {
	cutInfo_.sep_012_cut(k,mc_,kel,
				 mtbeg,mtcnt, mtind, mtval,
				 vlb_, vub_,
				 mrhs, msense,
				 solution,
				 info.inTree ? false : true,
				 &cnum,&cnzcnt,
				 &cbeg,&ccnt,&cind,&cval,&crhs,&csense);
      }
      delete [] temp;
    }
    if (cnum) {
      // add cuts
      double * element = new double[mc_];
      for (int i=0;i<cnum;i++) {
	int n = ccnt[i];
	int start = cbeg[i];
	for (int j=0;j<n;j++) 
	  element[j]=cval[start+j];
	OsiRowCut rc;
	if (csense[i]=='L') {
	  rc.setLb(-COIN_DBL_MAX);
	  rc.setUb(crhs[i]);
	} else if (csense[i]=='G') {
	  rc.setLb(crhs[i]);
	  rc.setUb(COIN_DBL_MAX);
	} else {
	  abort();
	}
	rc.setRow(n,cind+start,element,false);
	if ((flags_&1)!=0)
	  rc.setGloballyValid();
	//double violation = rc.violated(solution);
	//if (violation>1.0e-6)
	  cs.insert(rc);
	  //else
	  //printf("violation of %g\n",violation);
      }
      delete [] element;
      free(cbeg); 
      free(ccnt);
      free(cind);
      free(cval);
      free(crhs);
      free(csense);
    }
  }
}
示例#2
0
void
CglLandP::generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
                       const CglTreeInfo info )
{
    if ((info.pass == 0) && !info.inTree)
    {
        numrows_ = si.getNumRows();
    }
// scanExtraCuts(cs, si.getColSolution());
    Parameters params = params_;
    params.rhsWeight = numrows_ + 2;

    handler_->message(CUT_GAP, messages_)<<info.pass<<si.getObjValue() <<CoinMessageEol;

    if (info.inTree)   //put lower pivot limit
    {
        params.pivotLimit = std::min(params.pivotLimit, params.pivotLimitInTree);
        params.countMistakenRc = true;
    }
    if (params.timeLimit < 0)
    {
        params.pivotLimit = 0;
    }

    assert(si.basisIsAvailable());


#ifdef APPEND_ROW
    OsiSolverInterface * t_si = si.clone();
    if (params.modularize)
    {
        int new_idx = si.getNumCols();
        int v_idx[1] = {new_idx};
        double v_val[1] = {-1};
        CoinPackedVector v(1, v_idx, v_val, false);
        t_si->addCol(CoinPackedVector(), 0, 1, 0);
        t_si->setInteger(new_idx);
        t_si->addRow(v,0, 0);
        t_si->resolve();
    }
#else
    const OsiSolverInterface * t_si = &si;
#endif

    cached_.getData(*t_si);
    CglLandPSimplex landpSi(*t_si, cached_, params, validator_);
    if (params.generateExtraCuts == CglLandP::AllViolatedMigs)
    {
        landpSi.genThisBasisMigs(cached_, params);
    }
    landpSi.setLogLevel(handler_->logLevel());
    int nCut = 0;

    std::vector<int> indices;
    getSortedFractionalIndices(indices,cached_, params);

#ifndef NDEBUG
    int numrows = si.getNumRows();
#endif

#ifdef DO_STAT
    //Get informations on current optimum
    {
        OsiSolverInterface * gapTester = si.clone();
        gapTester->resolve();

        roundsStats_.analyseOptimalBasis(gapTester,info.pass, numrows_);
        delete gapTester;
    }
#endif

    params_.timeLimit += CoinCpuTime();
    CoinRelFltEq eq(1e-04);

    for (unsigned int i = 0; i < indices.size() && nCut < params.maxCutPerRound &&
            nCut < cached_.nBasics_ ; i++)
    {

        //Check for time limit
        int iRow = indices[i];
        assert(iRow < numrows);
        OsiRowCut cut;
        int code=1;
        OsiSolverInterface * ncSi = NULL;

        if (params.pivotLimit != 0)
        {
            ncSi = t_si->clone();
            landpSi.setSi(ncSi);
            ncSi->setDblParam(OsiDualObjectiveLimit, COIN_DBL_MAX);
            ncSi->messageHandler()->setLogLevel(0);
        }

        int generated = 0;
        if (params.pivotLimit == 0)
        {
            generated = landpSi.generateMig(iRow, cut, params);
        }
        else
        {
            generated = landpSi.optimize(iRow, cut, cached_, params);
            if (params.generateExtraCuts == CglLandP::AllViolatedMigs)
            {
                landpSi.genThisBasisMigs(cached_, params);
            }
            landpSi.resetSolver(cached_.basis_);
        }
        code = 0;
        if (generated)
            code = validator_(cut, cached_.colsol_, si, params, originalColLower_, originalColUpper_);
        if (!generated || code)
        {
            if (params.pivotLimit !=0)
            {
                handler_->message(LAP_CUT_FAILED_DO_MIG, messages_)<<validator_.failureString(code)<<CoinMessageEol;
                landpSi.freeSi();
                OsiSolverInterface * ncSi = t_si->clone();
                landpSi.setSi(ncSi);
                params.pivotLimit = 0;
                if (landpSi.optimize(iRow, cut, cached_, params))
                {
                    code = validator_(cut, cached_.colsol_, si, params, originalColLower_, originalColUpper_);
                }
                params.pivotLimit = params_.pivotLimit;
            }
        }

        if (params.pivotLimit != 0)
        {
            landpSi.freeSi();
        }
        if (code)
        {
            handler_->message(CUT_REJECTED, messages_)<<
            validator_.failureString(code)<<CoinMessageEol;
        }
        else
        {
            if (canLift_)
            {
                cut.setGloballyValid(true);
            }
            cs.insertIfNotDuplicate(cut, eq);
            //cs.insert(cut);
            {
                //std::cout<<"Violation "<<cut.violated(cached_.colsol_)<<std::endl;
                nCut++;
            }
        }
    }

    Cuts& extra = landpSi.extraCuts();
    for (int i = 0 ; i < cached_.nNonBasics_; i++)
    {
        OsiRowCut * cut = extra.rowCut(i);
        if (cut == NULL) continue;
        int code = validator_(*cut, cached_.colsol_, si, params,
                              originalColLower_, originalColUpper_);
        if (code)
        {
            handler_->message(LAP_CUT_FAILED_DO_MIG, messages_)
            <<validator_.failureString(code)<<CoinMessageEol;
        }
        else
        {
            cs.insertIfNotDuplicate(*cut, eq);
            {
                nCut++;
            }
        }
        delete cut;
    }

    landpSi.outPivInfo(nCut);
    params_.timeLimit -= CoinCpuTime();

    cached_.clean();
#ifdef APPEND_ROW
    assert(t_si != &si);
    delete t_si;
#endif
}