1 | // Copyright (C) 2004, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | |
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4 | #include <cassert> |
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5 | |
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6 | #include "CoinTime.hpp" |
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7 | |
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8 | #include "CoinHelperFunctions.hpp" |
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9 | #include "CoinIndexedVector.hpp" |
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10 | #include "ClpFactorization.hpp" |
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11 | #include "ClpObjective.hpp" |
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12 | #include "ClpSimplex.hpp" |
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13 | #include "CbcSolverLongThin.hpp" |
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14 | #include "CbcModel.hpp" |
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15 | #include "ClpPresolve.hpp" |
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16 | #include "CbcHeuristicUser.hpp" |
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17 | #include "CbcBranchActual.hpp" |
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18 | #include "CbcBranchFollow2.hpp" |
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19 | #include "CbcCutGenerator.hpp" |
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20 | #include "CbcCompareUser.hpp" |
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21 | // Cuts |
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22 | |
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23 | #include "CglGomory.hpp" |
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24 | #include "CglProbing.hpp" |
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25 | #include "CglKnapsackCover.hpp" |
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26 | #include "CglOddHole.hpp" |
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27 | #include "CglClique.hpp" |
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28 | #include "CglFlowCover.hpp" |
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29 | #include "CglMixedIntegerRounding.hpp" |
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30 | #include "CglTwomir.hpp" |
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31 | #include "CglDuplicateRow.hpp" |
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32 | #include "CbcFathomDynamicProgramming.hpp" |
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33 | |
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34 | static int timesBad_=0; |
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35 | //############################################################################# |
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36 | // Solve methods |
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37 | //############################################################################# |
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38 | static CglDuplicateRow * tryCut=NULL; |
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39 | void CbcSolverLongThin::initialSolve() |
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40 | { |
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41 | modelPtr_->scaling(0); |
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42 | setBasis(basis_,modelPtr_); |
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43 | modelPtr_->dual(); |
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44 | basis_ = getBasis(modelPtr_); |
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45 | assert(!modelPtr_->specialOptions()); |
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46 | modelPtr_->setLogLevel(0); |
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47 | if (!tryCut) { |
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48 | tryCut = new CglDuplicateRow(this); |
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49 | tryCut->setLogLevel(2); |
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50 | } |
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51 | } |
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52 | |
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53 | //----------------------------------------------------------------------------- |
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54 | void CbcSolverLongThin::resolve() |
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55 | { |
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56 | int * whichRow = NULL; |
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57 | int * whichColumn = NULL; |
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58 | // problem may be small enough to do nested search |
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59 | const double * colLower = modelPtr_->columnLower(); |
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60 | const double * colUpper = modelPtr_->columnUpper(); |
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61 | |
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62 | int numberIntegers = model_->numberIntegers(); |
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63 | const int * integerVariable = model_->integerVariable(); |
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64 | int numberRows=modelPtr_->numberRows(); |
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65 | int numberColumns = modelPtr_->numberColumns(); |
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66 | |
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67 | int i; |
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68 | int nFix=0; |
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69 | int nNewRow=0; |
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70 | int nNewCol=0; |
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71 | int sizeDynamic = INT_MAX; |
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72 | int smallOriginalNumberRows=0; |
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73 | if (algorithm_==0) { |
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74 | for (i=0;i<numberIntegers;i++) { |
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75 | int iColumn=integerVariable[i]; |
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76 | if (colLower[iColumn]==colUpper[iColumn]) |
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77 | nFix++; |
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78 | } |
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79 | } else { |
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80 | whichRow = new int[numberRows]; |
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81 | whichColumn = new int [numberColumns]; |
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82 | // more sophisticated |
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83 | OsiCuts cs; |
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84 | tryCut->generateCuts(*this,cs); |
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85 | int numberCuts = cs.sizeColCuts(); |
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86 | if (numberCuts) { |
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87 | for ( i = 0 ; i < numberCuts ; i++) { |
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88 | const OsiColCut *thisCut = cs.colCutPtr(i) ; |
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89 | const CoinPackedVector & ubs = thisCut->ubs() ; |
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90 | int n = ubs.getNumElements() ; |
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91 | const int * which = ubs.getIndices() ; |
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92 | const double * values = ubs.getElements() ; |
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93 | for (int j = 0;j<n;j++) { |
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94 | int iColumn = which[j] ; |
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95 | this->setColUpper(iColumn,values[j]) ; |
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96 | } |
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97 | } |
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98 | } |
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99 | #if 1 |
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100 | const int * duplicate = tryCut->duplicate(); |
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101 | sizeDynamic = tryCut->sizeDynamic(); |
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102 | int nOrig = tryCut->numberOriginalRows(); |
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103 | for (i=0;i<nOrig;i++) { |
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104 | if (duplicate[i]==-1) |
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105 | whichRow[nNewRow++]=i; |
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106 | else |
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107 | modelPtr_->setRowStatus(i,ClpSimplex::basic); |
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108 | } |
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109 | smallOriginalNumberRows=nNewRow; |
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110 | for (;i<numberRows;i++) { |
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111 | whichRow[nNewRow++]=i; |
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112 | } |
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113 | #else |
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114 | for (i=0;i<numberRows;i++) |
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115 | whichRow[i]=i; |
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116 | nNewRow=numberRows; |
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117 | #endif |
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118 | for (i=0;i<numberIntegers;i++) { |
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119 | int iColumn=integerVariable[i]; |
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120 | if (colLower[iColumn]==colUpper[iColumn]) |
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121 | nFix++; |
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122 | bool choose; |
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123 | if (algorithm_==1) |
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124 | choose = true; |
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125 | else |
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126 | choose = (node_[i]>count_-memory_&&node_[i]>0); |
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127 | if ((choose&&colUpper[i]) |
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128 | ||(modelPtr_->getStatus(i)!=ClpSimplex::atLowerBound&& |
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129 | modelPtr_->getStatus(i)!=ClpSimplex::isFixed) |
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130 | ||colLower[i]>0.0) |
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131 | whichColumn[nNewCol++]=i; |
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132 | } |
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133 | } |
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134 | if (nestedSearch_<1.0&&model_&&model_->phase()==2) { |
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135 | if (((double) sizeDynamic)*((double) nNewCol)<1000000000&&sizeDynamic<10000000) { |
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136 | // could do Dynamic Programming |
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137 | // back to original number of rows |
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138 | nNewRow = smallOriginalNumberRows; |
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139 | // and get rid of any basics |
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140 | int nNewCol=0; |
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141 | for (i=0;i<numberColumns;i++) { |
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142 | if (colUpper[i]||colLower[i]>0.0) |
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143 | whichColumn[nNewCol++]=i; |
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144 | } |
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145 | ClpSimplex temp(modelPtr_,nNewRow,whichRow,nNewCol,whichColumn); |
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146 | int returnCode; |
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147 | double * rowLower2 = temp.rowLower(); |
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148 | double * rowUpper2 = temp.rowUpper(); |
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149 | int numberColumns2 = temp.numberColumns(); |
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150 | double * colLower2 = temp.columnLower(); |
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151 | double * colUpper2 = temp.columnUpper(); |
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152 | const CoinPackedMatrix * matrix = temp.matrix(); |
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153 | const double * element = matrix->getElements(); |
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154 | const int * row = matrix->getIndices(); |
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155 | const CoinBigIndex * columnStart = matrix->getVectorStarts(); |
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156 | const int * columnLength = matrix->getVectorLengths(); |
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157 | double offset=0.0; |
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158 | const double * objective = temp.objective(); |
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159 | bool feasible=true; |
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160 | for (i=0;i<numberColumns2;i++) { |
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161 | double value = colLower2[i]; |
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162 | if (value) { |
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163 | offset += value*objective[i]; |
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164 | colLower2[i]=0.0; |
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165 | colUpper2[i] -= value; |
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166 | for (int j=columnStart[i]; |
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167 | j<columnStart[i]+columnLength[i];j++) { |
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168 | int iRow=row[j]; |
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169 | rowLower2[iRow] -= value*element[j]; |
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170 | rowUpper2[iRow] -= value*element[j]; |
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171 | if (rowUpper2[iRow]<-1.0e-8) { |
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172 | feasible=false; |
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173 | printf("odd - problem is infeasible\n"); |
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174 | } |
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175 | } |
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176 | } |
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177 | } |
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178 | temp.setObjectiveOffset(-offset); |
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179 | OsiClpSolverInterface temp2(&temp); |
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180 | double * solutionDP = NULL; |
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181 | if (feasible) { |
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182 | for (i=0;i<numberColumns2;i++) |
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183 | temp2.setInteger(i); |
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184 | CbcModel modelSmall(temp2); |
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185 | modelSmall.messageHandler()->setLogLevel(0); |
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186 | CbcFathomDynamicProgramming fathom1(modelSmall); |
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187 | // Set maximum space allowed |
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188 | fathom1.setMaximumSize(100000000); |
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189 | temp2.writeMps("small"); |
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190 | returnCode=fathom1.fathom(solutionDP); |
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191 | if (returnCode!=1) { |
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192 | printf("probably not enough memory\n"); |
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193 | abort(); |
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194 | } |
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195 | } |
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196 | if (solutionDP) { |
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197 | double objValue = 0.0; |
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198 | double * solution = modelPtr_->primalColumnSolution(); |
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199 | const double * objective = modelPtr_->objective(); |
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200 | for (i=0;i<numberColumns;i++) |
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201 | solution[i]=colLower[i]; |
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202 | for (i=0;i<nNewCol;i++) { |
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203 | int iColumn = whichColumn[i]; |
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204 | solution[iColumn]+=solutionDP[i]; |
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205 | } |
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206 | for (i=0;i<numberColumns;i++) |
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207 | objValue += solution[i]*objective[i]; |
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208 | if (objValue<model_->getCutoff()) { |
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209 | printf("good solution %g by dynamic programming\n",objValue); |
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210 | returnCode = 0; |
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211 | // paranoid check |
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212 | double * rowLower = modelPtr_->rowLower(); |
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213 | double * rowUpper = modelPtr_->rowUpper(); |
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214 | // Column copy |
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215 | const CoinPackedMatrix * matrix2 = modelPtr_->matrix(); |
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216 | element = matrix2->getElements(); |
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217 | row = matrix2->getIndices(); |
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218 | columnStart = matrix2->getVectorStarts(); |
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219 | columnLength = matrix2->getVectorLengths(); |
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220 | double * rowActivity = new double [numberRows]; |
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221 | memset(rowActivity,0,numberRows*sizeof(double)); |
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222 | for (i=0;i<numberColumns;i++) { |
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223 | int j; |
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224 | double value = solution[i]; |
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225 | assert (value>=colLower[i]&&value<=colUpper[i]); |
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226 | if (value) { |
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227 | printf("%d has value %g\n",i,value); |
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228 | for (j=columnStart[i]; |
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229 | j<columnStart[i]+columnLength[i];j++) { |
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230 | int iRow=row[j]; |
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231 | rowActivity[iRow] += value*element[j]; |
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232 | } |
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233 | } |
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234 | } |
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235 | // check was feasible |
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236 | bool feasible=true; |
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237 | for (i=0;i<numberRows;i++) { |
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238 | if(rowActivity[i]<rowLower[i]) { |
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239 | if (rowActivity[i]<rowLower[i]-1.0e-8) |
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240 | feasible = false; |
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241 | } else if(rowActivity[i]>rowUpper[i]) { |
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242 | if (rowActivity[i]>rowUpper[i]+1.0e-8) |
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243 | feasible = false; |
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244 | } |
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245 | } |
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246 | if (!feasible) { |
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247 | printf("** Bad solution by dynamic programming\n"); |
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248 | abort(); |
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249 | } |
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250 | delete [] rowActivity; |
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251 | model_->setBestSolution(CBC_TREE_SOL,objValue,solution); |
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252 | } else { |
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253 | returnCode=2; |
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254 | } |
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255 | } else { |
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256 | returnCode=2; |
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257 | } |
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258 | temp2.releaseClp(); |
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259 | modelPtr_->setProblemStatus(1); |
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260 | delete [] whichRow; |
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261 | delete [] whichColumn; |
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262 | return; |
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263 | } |
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264 | if (nFix>nestedSearch_*numberIntegers) { |
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265 | // Do nested search |
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266 | // back to original number of rows |
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267 | nNewRow = smallOriginalNumberRows; |
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268 | // and get rid of any basics |
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269 | int nNewCol=0; |
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270 | for (i=0;i<numberColumns;i++) { |
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271 | if (colUpper[i]||colLower[i]>0.0) |
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272 | whichColumn[nNewCol++]=i; |
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273 | } |
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274 | #if 0 |
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275 | // We clone from continuous solver so set some stuff |
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276 | OsiSolverInterface * solver = model_->continuousSolver(); |
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277 | CbcSolverLongThin * osiclp = dynamic_cast< CbcSolverLongThin*> (solver); |
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278 | assert (osiclp); |
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279 | // up special options |
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280 | if (osiclp->specialOptions()==3) |
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281 | osiclp->setSpecialOptions(7); |
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282 | double saveNested = osiclp->getNested(); |
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283 | int saveAlgorithm = osiclp->getAlgorithm(); |
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284 | osiclp->setNested(1.0); |
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285 | osiclp->setAlgorithm(0); |
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286 | int numberObjects = model_->numberObjects(); |
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287 | if (numberObjects>model_->numberIntegers()) { |
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288 | // for now only integers |
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289 | //assert (numberObjects == model_->numberIntegers()+1); |
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290 | model_->setNumberObjects(model_->numberIntegers()); |
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291 | // try follow on |
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292 | //model_->setNumberObjects(model_->numberIntegers()+1); |
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293 | } |
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294 | double saveMaxTime = model_->getDblParam(CbcModel::CbcMaximumSeconds); |
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295 | model_->setDblParam(CbcModel::CbcMaximumSeconds,1.0e5); |
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296 | // up special options |
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297 | #if 1 |
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298 | int returnCode= model_->subBranchAndBound(colLower,colUpper,2000); |
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299 | #else |
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300 | CbcModel * model3 = model_->cleanModel(colLower,colUpper); |
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301 | // integer presolve |
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302 | int returnCode=0; |
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303 | CbcModel * model2 = model3->integerPresolve(false); |
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304 | if (!model2||!model2->getNumRows()) { |
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305 | delete model2; |
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306 | delete model3; |
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307 | returnCode= 2; |
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308 | } else { |
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309 | if (handler_->logLevel()>1) |
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310 | printf("Reduced model has %d rows and %d columns\n", |
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311 | model2->getNumRows(),model2->getNumCols()); |
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312 | if (true) { |
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313 | OsiSolverInterface * solver = model2->solver(); |
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314 | OsiSolverInterface * osiclp = dynamic_cast< OsiSolverInterface*> (solver); |
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315 | assert (osiclp); |
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316 | int * priority = new int [numberColumns+1]; |
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317 | int n=0; |
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318 | int iColumn; |
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319 | for ( iColumn=0;iColumn<numberColumns;iColumn++) { |
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320 | if (solver->isInteger(iColumn)) { |
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321 | priority[n++]=10000; |
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322 | } |
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323 | } |
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324 | priority[n]=1; |
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325 | CbcObject * newObject =new CbcFollowOn2(model2); |
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326 | model2->addObjects(1,&newObject); |
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327 | delete newObject; |
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328 | model2->passInPriorities(priority,false); |
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329 | delete [] priority; |
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330 | } |
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331 | returnCode= model_->subBranchAndBound(model3,model2,4000); |
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332 | } |
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333 | #endif |
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334 | model_->setDblParam(CbcModel::CbcMaximumSeconds,saveMaxTime); |
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335 | model_->setNumberObjects(numberObjects); |
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336 | osiclp->setNested(saveNested); |
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337 | osiclp->setAlgorithm(saveAlgorithm); |
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338 | #else |
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339 | // start again very simply |
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340 | ClpSimplex temp(modelPtr_,nNewRow,whichRow,nNewCol,whichColumn); |
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341 | int returnCode; |
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342 | OsiClpSolverInterface temp2(&temp); |
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343 | temp2.setupForRepeatedUse(2); |
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344 | int numberColumns2 = temp.numberColumns(); |
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345 | const double * colUpper2 = temp2.getColUpper(); |
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346 | const double * colLower2 = temp2.getColLower(); |
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347 | const double * solution2 = temp.getColSolution(); |
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348 | double * cleanSolution2 = new double [numberColumns2]; |
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349 | for (i=0;i<numberColumns2;i++) { |
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350 | temp2.setInteger(i); |
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351 | double value = solution2[i]; |
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352 | value = CoinMin(CoinMax(value,colLower2[i]),colUpper2[i]); |
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353 | cleanSolution2[i] = value; |
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354 | } |
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355 | temp2.setColSolution(cleanSolution2); |
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356 | delete [] cleanSolution2; |
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357 | CbcModel modelSmall(temp2); |
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358 | modelSmall.setNumberStrong(0); |
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359 | CglProbing generator1; |
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360 | generator1.setUsingObjective(true); |
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361 | generator1.setMaxPass(3); |
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362 | generator1.setMaxProbe(100); |
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363 | generator1.setMaxLook(50); |
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364 | generator1.setRowCuts(3); |
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365 | |
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366 | CglGomory generator2; |
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367 | // try larger limit |
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368 | generator2.setLimit(300); |
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369 | |
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370 | CglKnapsackCover generator3; |
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371 | |
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372 | CglOddHole generator4; |
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373 | generator4.setMinimumViolation(0.005); |
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374 | generator4.setMinimumViolationPer(0.00002); |
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375 | // try larger limit |
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376 | generator4.setMaximumEntries(200); |
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377 | |
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378 | CglClique generator5; |
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379 | generator5.setStarCliqueReport(false); |
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380 | generator5.setRowCliqueReport(false); |
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381 | |
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382 | CglMixedIntegerRounding mixedGen; |
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383 | CglFlowCover flowGen; |
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384 | |
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385 | // Add in generators |
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386 | modelSmall.addCutGenerator(&generator1,-1,"Probing",true,false,false,-1); |
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387 | modelSmall.addCutGenerator(&generator2,-99,"Gomory",true,false,false,-99); |
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388 | modelSmall.addCutGenerator(&generator3,-99,"Knapsack",true,false,false,-99); |
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389 | modelSmall.addCutGenerator(&generator4,-99,"OddHole",true,false,false,-99); |
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390 | modelSmall.addCutGenerator(&generator5,-99,"Clique",true,false,false,-99); |
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391 | modelSmall.addCutGenerator(&flowGen,-99,"FlowCover",true,false,false,-99); |
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392 | modelSmall.addCutGenerator(&mixedGen,-99,"MixedIntegerRounding",true,false,false,-100); |
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393 | #if 1 |
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394 | const CoinPackedMatrix * matrix = temp2.getMatrixByCol(); |
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395 | const int * columnLength = matrix->getVectorLengths(); |
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396 | int * priority = new int [numberColumns2+1]; |
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397 | // do pseudo costs and priorities - take a reasonable guess |
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398 | CbcObject ** objects = new CbcObject * [numberColumns2+1]; |
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399 | int n=0; |
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400 | const double * objective = modelSmall.getObjCoefficients(); |
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401 | for (i=0;i<numberColumns2;i++) { |
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402 | CbcSimpleIntegerPseudoCost * newObject = |
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403 | new CbcSimpleIntegerPseudoCost(&modelSmall,n,i,objective[i],0.5*objective[i]); |
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404 | newObject->setMethod(3); |
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405 | objects[n]= newObject; |
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406 | priority[n++]=10000-columnLength[i]; |
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407 | } |
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408 | priority[n]=1; |
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409 | objects[n++]=new CbcFollowOn2(&modelSmall); |
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410 | modelSmall.addObjects(n,objects); |
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411 | for (i=0;i<n;i++) |
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412 | delete objects[i]; |
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413 | delete [] objects; |
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414 | modelSmall.passInPriorities(priority,false); |
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415 | delete [] priority; |
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416 | #endif |
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417 | modelSmall.setCutoff(model_->getCutoff()); |
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418 | //if (!onPathX&&modelSmall.getCutoff()>480.5) |
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419 | //modelSmall.setCutoff(480.5); |
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420 | //printf("cutoff %g\n",model_->getCutoff()); |
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421 | modelSmall.messageHandler()->setLogLevel(1); |
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422 | modelSmall.solver()->messageHandler()->setLogLevel(0); |
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423 | modelSmall.messagesPointer()->setDetailMessage(3,9); |
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424 | modelSmall.messagesPointer()->setDetailMessage(3,6); |
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425 | modelSmall.messagesPointer()->setDetailMessage(3,4); |
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426 | modelSmall.messagesPointer()->setDetailMessage(3,13); |
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427 | modelSmall.messagesPointer()->setDetailMessage(3,14); |
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428 | modelSmall.messagesPointer()->setDetailMessage(3,1); |
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429 | modelSmall.messagesPointer()->setDetailMessage(3,3007); |
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430 | modelSmall.branchAndBound(); |
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431 | temp2.releaseClp(); |
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432 | if (modelSmall.bestSolution()) { |
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433 | double objValue = 0.0; |
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434 | const double * solution2 = modelSmall.bestSolution(); |
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435 | double * solution = modelPtr_->primalColumnSolution(); |
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436 | const double * objective = modelPtr_->objective(); |
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437 | for (i=0;i<numberColumns;i++) |
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438 | solution[i]=colLower[i]; |
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439 | for (i=0;i<nNewCol;i++) { |
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440 | int iColumn = whichColumn[i]; |
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441 | solution[iColumn]=solution2[i]; |
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442 | } |
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443 | for (i=0;i<numberColumns;i++) |
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444 | objValue += solution[i]*objective[i]; |
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445 | assert (objValue<model_->getCutoff()); |
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446 | if (objValue<model_->getCutoff()) { |
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447 | //printf("good solution \n"); |
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448 | model_->setBestSolution(CBC_TREE_SOL,objValue,solution); |
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449 | returnCode = 0; |
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450 | } else { |
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451 | returnCode=2; |
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452 | } |
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453 | } else { |
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454 | returnCode=2; |
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455 | } |
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456 | #endif |
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457 | if (returnCode!=0&&returnCode!=2) { |
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458 | printf("pretending entire search done\n"); |
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459 | returnCode=0; |
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460 | } |
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461 | if (returnCode==0||returnCode==2) { |
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462 | modelPtr_->setProblemStatus(1); |
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463 | delete [] whichRow; |
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464 | delete [] whichColumn; |
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465 | return; |
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466 | } |
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467 | } |
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468 | } |
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469 | if ((count_<100&&algorithm_==2)||!algorithm_) { |
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470 | delete [] whichRow; |
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471 | delete [] whichColumn; |
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472 | assert(!modelPtr_->specialOptions()); |
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473 | int saveOptions = modelPtr_->specialOptions(); |
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474 | int startFinishOptions; |
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475 | bool takeHint; |
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476 | OsiHintStrength strength; |
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477 | bool gotHint = (getHintParam(OsiDoInBranchAndCut,takeHint,strength)); |
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478 | assert (gotHint); |
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479 | if (strength!=OsiHintIgnore&&takeHint) { |
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480 | // could do something - think about it |
---|
481 | //printf("thin hint %d %c\n",strength,takeHint ? 'T' :'F'); |
---|
482 | } |
---|
483 | if((specialOptions_&1)==0) { |
---|
484 | startFinishOptions=0; |
---|
485 | modelPtr_->setSpecialOptions(saveOptions|(64|1024)); |
---|
486 | } else { |
---|
487 | startFinishOptions=1+2+4; |
---|
488 | if((specialOptions_&4)==0) |
---|
489 | modelPtr_->setSpecialOptions(saveOptions|(64|128|512|1024|4096)); |
---|
490 | else |
---|
491 | modelPtr_->setSpecialOptions(saveOptions|(64|128|512|1024|2048|4096)); |
---|
492 | } |
---|
493 | //printf("thin options %d size %d\n",modelPtr_->specialOptions(),modelPtr_->numberColumns()); |
---|
494 | setBasis(basis_,modelPtr_); |
---|
495 | //modelPtr_->setLogLevel(1); |
---|
496 | modelPtr_->dual(0,0); |
---|
497 | basis_ = getBasis(modelPtr_); |
---|
498 | modelPtr_->setSpecialOptions(saveOptions); |
---|
499 | if (modelPtr_->status()==0) { |
---|
500 | count_++; |
---|
501 | double * solution = modelPtr_->primalColumnSolution(); |
---|
502 | int i; |
---|
503 | for (i=0;i<numberColumns;i++) { |
---|
504 | if (solution[i]>1.0e-6||modelPtr_->getStatus(i)==ClpSimplex::basic) { |
---|
505 | node_[i]=CoinMax(count_,node_[i]); |
---|
506 | howMany_[i]++; |
---|
507 | } |
---|
508 | } |
---|
509 | } else { |
---|
510 | if (!algorithm_==2) |
---|
511 | printf("infeasible early on\n"); |
---|
512 | } |
---|
513 | } else { |
---|
514 | // use counts |
---|
515 | int i; |
---|
516 | const double * lower = modelPtr_->columnLower(); |
---|
517 | const double * upper = modelPtr_->columnUpper(); |
---|
518 | setBasis(basis_,modelPtr_); |
---|
519 | ClpSimplex * temp = new ClpSimplex(modelPtr_,nNewRow,whichRow,nNewCol,whichColumn); |
---|
520 | //temp->setLogLevel(2); |
---|
521 | //printf("small has %d rows and %d columns\n",nNewRow,nNewCol); |
---|
522 | temp->setSpecialOptions(128+512); |
---|
523 | temp->setDualObjectiveLimit(1.0e50); |
---|
524 | temp->dual(); |
---|
525 | if (temp->status()) { |
---|
526 | // In some cases we know that it must be infeasible |
---|
527 | if (believeInfeasible_||algorithm_==1) { |
---|
528 | modelPtr_->setProblemStatus(1); |
---|
529 | printf("assuming infeasible!\n"); |
---|
530 | //modelPtr_->writeMps("infeas.mps"); |
---|
531 | //temp->writeMps("infeas2.mps"); |
---|
532 | //abort(); |
---|
533 | delete temp; |
---|
534 | delete [] whichRow; |
---|
535 | delete [] whichColumn; |
---|
536 | return; |
---|
537 | } |
---|
538 | } |
---|
539 | double * solution = modelPtr_->primalColumnSolution(); |
---|
540 | if (!temp->status()) { |
---|
541 | const double * solution2 = temp->primalColumnSolution(); |
---|
542 | memset(solution,0,numberColumns*sizeof(double)); |
---|
543 | for (i=0;i<nNewCol;i++) { |
---|
544 | int iColumn = whichColumn[i]; |
---|
545 | solution[iColumn]=solution2[i]; |
---|
546 | modelPtr_->setStatus(iColumn,temp->getStatus(i)); |
---|
547 | } |
---|
548 | double * rowSolution = modelPtr_->primalRowSolution(); |
---|
549 | const double * rowSolution2 = temp->primalRowSolution(); |
---|
550 | double * dual = modelPtr_->dualRowSolution(); |
---|
551 | const double * dual2 = temp->dualRowSolution(); |
---|
552 | memset(dual,0,numberRows*sizeof(double)); |
---|
553 | for (i=0;i<nNewRow;i++) { |
---|
554 | int iRow=whichRow[i]; |
---|
555 | modelPtr_->setRowStatus(iRow,temp->getRowStatus(i)); |
---|
556 | rowSolution[iRow]=rowSolution2[i]; |
---|
557 | dual[iRow]=dual2[i]; |
---|
558 | } |
---|
559 | // See if optimal |
---|
560 | double * dj = modelPtr_->dualColumnSolution(); |
---|
561 | // get reduced cost for large problem |
---|
562 | // this assumes minimization |
---|
563 | memcpy(dj,modelPtr_->objective(),numberColumns*sizeof(double)); |
---|
564 | modelPtr_->transposeTimes(-1.0,dual,dj); |
---|
565 | modelPtr_->setObjectiveValue(temp->objectiveValue()); |
---|
566 | modelPtr_->setProblemStatus(0); |
---|
567 | int nBad=0; |
---|
568 | |
---|
569 | for (i=0;i<numberColumns;i++) { |
---|
570 | if (modelPtr_->getStatus(i)==ClpSimplex::atLowerBound |
---|
571 | &&upper[i]>lower[i]&&dj[i]<-1.0e-5) |
---|
572 | nBad++; |
---|
573 | } |
---|
574 | //modelPtr_->writeMps("bada.mps"); |
---|
575 | //temp->writeMps("badb.mps"); |
---|
576 | if (nBad) { |
---|
577 | assert (algorithm_==2); |
---|
578 | //printf("%d bad\n",nBad); |
---|
579 | timesBad_++; |
---|
580 | modelPtr_->primal(); |
---|
581 | } |
---|
582 | } else { |
---|
583 | // infeasible - do all |
---|
584 | modelPtr_->setSpecialOptions(64+128+512); |
---|
585 | setBasis(basis_,modelPtr_); |
---|
586 | //modelPtr_->setLogLevel(1); |
---|
587 | modelPtr_->dual(0,0); |
---|
588 | basis_ = getBasis(modelPtr_); |
---|
589 | modelPtr_->setSpecialOptions(0); |
---|
590 | if (modelPtr_->status()) { |
---|
591 | printf("really infeasible!\n"); |
---|
592 | delete temp; |
---|
593 | delete [] whichRow; |
---|
594 | delete [] whichColumn; |
---|
595 | return; |
---|
596 | } else { |
---|
597 | printf("initially infeasible\n"); |
---|
598 | } |
---|
599 | } |
---|
600 | delete temp; |
---|
601 | delete [] whichRow; |
---|
602 | delete [] whichColumn; |
---|
603 | basis_ = getBasis(modelPtr_); |
---|
604 | modelPtr_->setSpecialOptions(0); |
---|
605 | count_++; |
---|
606 | if ((count_%100)==0&&algorithm_==2) |
---|
607 | printf("count %d, bad %d\n",count_,timesBad_); |
---|
608 | for (i=0;i<numberColumns;i++) { |
---|
609 | if (solution[i]>1.0e-6||modelPtr_->getStatus(i)==ClpSimplex::basic) { |
---|
610 | node_[i]=CoinMax(count_,node_[i]); |
---|
611 | howMany_[i]++; |
---|
612 | } |
---|
613 | } |
---|
614 | if (modelPtr_->objectiveValue()>=modelPtr_->dualObjectiveLimit()) |
---|
615 | modelPtr_->setProblemStatus(1); |
---|
616 | } |
---|
617 | } |
---|
618 | |
---|
619 | //############################################################################# |
---|
620 | // Constructors, destructors clone and assignment |
---|
621 | //############################################################################# |
---|
622 | |
---|
623 | //------------------------------------------------------------------- |
---|
624 | // Default Constructor |
---|
625 | //------------------------------------------------------------------- |
---|
626 | CbcSolverLongThin::CbcSolverLongThin () |
---|
627 | : OsiClpSolverInterface() |
---|
628 | { |
---|
629 | node_=NULL; |
---|
630 | howMany_=NULL; |
---|
631 | count_=0; |
---|
632 | model_ = NULL; |
---|
633 | memory_=300; |
---|
634 | believeInfeasible_=false; |
---|
635 | nestedSearch_ = 1.0; |
---|
636 | algorithm_=0; |
---|
637 | } |
---|
638 | |
---|
639 | //------------------------------------------------------------------- |
---|
640 | // Clone |
---|
641 | //------------------------------------------------------------------- |
---|
642 | OsiSolverInterface * |
---|
643 | CbcSolverLongThin::clone(bool CopyData) const |
---|
644 | { |
---|
645 | if (CopyData) { |
---|
646 | return new CbcSolverLongThin(*this); |
---|
647 | } else { |
---|
648 | printf("warning CbcSolveUser clone with copyData false\n"); |
---|
649 | return new CbcSolverLongThin(); |
---|
650 | } |
---|
651 | } |
---|
652 | |
---|
653 | |
---|
654 | //------------------------------------------------------------------- |
---|
655 | // Copy constructor |
---|
656 | //------------------------------------------------------------------- |
---|
657 | CbcSolverLongThin::CbcSolverLongThin ( |
---|
658 | const CbcSolverLongThin & rhs) |
---|
659 | : OsiClpSolverInterface(rhs) |
---|
660 | { |
---|
661 | model_ = rhs.model_; |
---|
662 | int numberColumns = modelPtr_->numberColumns(); |
---|
663 | node_=CoinCopyOfArray(rhs.node_,numberColumns); |
---|
664 | howMany_=CoinCopyOfArray(rhs.howMany_,numberColumns); |
---|
665 | count_=rhs.count_; |
---|
666 | memory_=rhs.memory_; |
---|
667 | believeInfeasible_ = rhs.believeInfeasible_; |
---|
668 | nestedSearch_ = rhs.nestedSearch_; |
---|
669 | algorithm_=rhs.algorithm_; |
---|
670 | } |
---|
671 | |
---|
672 | //------------------------------------------------------------------- |
---|
673 | // Destructor |
---|
674 | //------------------------------------------------------------------- |
---|
675 | CbcSolverLongThin::~CbcSolverLongThin () |
---|
676 | { |
---|
677 | delete [] node_; |
---|
678 | delete [] howMany_; |
---|
679 | } |
---|
680 | |
---|
681 | //------------------------------------------------------------------- |
---|
682 | // Assignment operator |
---|
683 | //------------------------------------------------------------------- |
---|
684 | CbcSolverLongThin & |
---|
685 | CbcSolverLongThin::operator=(const CbcSolverLongThin& rhs) |
---|
686 | { |
---|
687 | if (this != &rhs) { |
---|
688 | OsiClpSolverInterface::operator=(rhs); |
---|
689 | delete [] node_; |
---|
690 | delete [] howMany_; |
---|
691 | model_ = rhs.model_; |
---|
692 | int numberColumns = modelPtr_->numberColumns(); |
---|
693 | node_=CoinCopyOfArray(rhs.node_,numberColumns); |
---|
694 | howMany_=CoinCopyOfArray(rhs.howMany_,numberColumns); |
---|
695 | count_=rhs.count_; |
---|
696 | memory_=rhs.memory_; |
---|
697 | believeInfeasible_ = rhs.believeInfeasible_; |
---|
698 | nestedSearch_ = rhs.nestedSearch_; |
---|
699 | algorithm_=rhs.algorithm_; |
---|
700 | } |
---|
701 | return *this; |
---|
702 | } |
---|
703 | //------------------------------------------------------------------- |
---|
704 | // Real initializer |
---|
705 | //------------------------------------------------------------------- |
---|
706 | void |
---|
707 | CbcSolverLongThin::initialize (CbcModel * model, const char * keep) |
---|
708 | { |
---|
709 | model_=model; |
---|
710 | int numberColumns = modelPtr_->numberColumns(); |
---|
711 | if (numberColumns) { |
---|
712 | node_ = new int[numberColumns]; |
---|
713 | howMany_ = new int[numberColumns]; |
---|
714 | for (int i=0;i<numberColumns;i++) { |
---|
715 | if (keep[i]) |
---|
716 | node_[i]=INT_MAX; |
---|
717 | else |
---|
718 | node_[i]=0; |
---|
719 | howMany_[i]=0; |
---|
720 | } |
---|
721 | } else { |
---|
722 | node_=NULL; |
---|
723 | howMany_=NULL; |
---|
724 | } |
---|
725 | } |
---|