1 | // Copyright (C) 2006, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | |
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4 | #ifndef ClpDynamicInterface_H |
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5 | #define ClpDynamicInterface_H |
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6 | |
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7 | #include "OsiClpSolverInterface.hpp" |
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8 | #include "CoinWarmStartBasisDynamic.hpp" |
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9 | |
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10 | //############################################################################# |
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11 | |
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12 | /** |
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13 | |
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14 | This is to allow the user to replace initialSolve and resolve |
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15 | */ |
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16 | class CbcModel; |
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17 | class ClpDynamicInterface : public OsiClpSolverInterface { |
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18 | |
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19 | public: |
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20 | //--------------------------------------------------------------------------- |
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21 | /**@name Solve methods */ |
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22 | //@{ |
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23 | /// Solve initial LP relaxation |
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24 | virtual void initialSolve(); |
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25 | |
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26 | /// Resolve an LP relaxation after problem modification |
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27 | virtual void resolve(); |
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28 | |
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29 | //@} |
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30 | |
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31 | |
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32 | /**@name Constructors and destructors */ |
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33 | //@{ |
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34 | /// Default Constructor |
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35 | ClpDynamicInterface (); |
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36 | |
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37 | /// Clone |
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38 | virtual OsiSolverInterface * clone(bool CopyData=true) const; |
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39 | |
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40 | /// Copy constructor |
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41 | ClpDynamicInterface (const ClpDynamicInterface &); |
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42 | |
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43 | /// Assignment operator |
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44 | ClpDynamicInterface & operator=(const ClpDynamicInterface& rhs); |
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45 | |
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46 | /// Destructor |
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47 | virtual ~ClpDynamicInterface (); |
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48 | |
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49 | //@} |
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50 | |
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51 | |
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52 | /**@name Sets and Gets */ |
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53 | //@{ |
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54 | /** Setup */ |
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55 | void initialize(int * rowBlock,CbcModel * model); |
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56 | /// Model |
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57 | inline void setCbcModel(CbcModel * model) |
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58 | { cbcModel_=model;}; |
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59 | /** Warm start |
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60 | |
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61 | NOTE artificials are treated as +1 elements so for <= rhs |
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62 | artificial will be at lower bound if constraint is tight |
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63 | |
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64 | This means that Clpsimplex flips artificials as it works |
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65 | in terms of row activities |
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66 | */ |
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67 | CoinWarmStartBasisDynamic getBasis(ClpSimplex * model, const int * whichColumns, |
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68 | int numberCommon) const; |
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69 | /** Sets up working basis as a copy of input |
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70 | |
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71 | NOTE artificials are treated as +1 elements so for <= rhs |
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72 | artificial will be at lower bound if constraint is tight |
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73 | |
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74 | This means that Clpsimplex flips artificials as it works |
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75 | in terms of row activities |
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76 | */ |
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77 | void setBasis( const CoinWarmStartBasisDynamic & basis, ClpSimplex * model); |
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78 | |
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79 | /// Objective value of best solution found internally |
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80 | inline double bestObjectiveValue() const |
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81 | { return bestObjectiveValue_;}; |
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82 | /// Best solution found internally |
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83 | const double * bestSolution() const |
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84 | { return bestSolution_;}; |
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85 | //@} |
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86 | |
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87 | //--------------------------------------------------------------------------- |
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88 | |
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89 | private: |
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90 | /// Adds proposals to model (only if not there) |
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91 | void addProposals(ClpSimplex * model, int number, const int * which, |
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92 | bool addEvenIfFixed); |
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93 | /** Creates modelPtr_ solution. |
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94 | Returns 1 if not feasible, -1 if integer solution |
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95 | 0 otherwise */ |
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96 | int setSolution(ClpSimplex * model); |
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97 | private: |
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98 | |
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99 | /**@name Private member data */ |
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100 | //@{ |
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101 | // Will have decomposition here |
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102 | /// Number of blocks |
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103 | int numberBlocks_; |
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104 | /// Number of artificials to make problem feasible |
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105 | int numberArtificials_; |
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106 | /// Static part of model plus convexity rows |
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107 | ClpSimplex * staticModel_; |
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108 | /// Columns for each block |
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109 | ClpSimplex * subProblem_; |
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110 | /// Master part of each block |
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111 | CoinPackedMatrix * masterRow_; |
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112 | /** Proposals |
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113 | Rows 0-masterRows-1 are elements |
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114 | Next row is convexity row (so gives block) |
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115 | Next (==masterRows+convexity) is cost |
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116 | Next are weights for columns |
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117 | */ |
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118 | CoinPackedMatrix proposals_; |
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119 | /// Number of proposals added to current problem |
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120 | int numberProposalsAdded_; |
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121 | /// Maximum number of proposals added to current problem (size of list) |
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122 | int maximumProposalsAdded_; |
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123 | /// List of proposals added |
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124 | int * proposalsAdded_; |
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125 | /// Backward pointers to original for each sub-problem |
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126 | int ** backward_; |
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127 | /** If nonzero then says all possible columns generated - |
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128 | and gives number */ |
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129 | int * allGenerated_; |
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130 | /// Pointer back to model |
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131 | CbcModel * cbcModel_; |
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132 | /// Objective value of best solution found internally |
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133 | double bestObjectiveValue_; |
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134 | /// Best solution found internally |
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135 | double * bestSolution_; |
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136 | /** Warmstart information to be used in resolves. */ |
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137 | CoinWarmStartBasisDynamic dynamicBasis_; |
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138 | //@} |
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139 | }; |
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140 | #include "CbcHeuristic.hpp" |
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141 | /** heuristic - just picks up any good solution |
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142 | */ |
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143 | |
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144 | class CbcHeuristicDynamic : public CbcHeuristic { |
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145 | public: |
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146 | |
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147 | // Default Constructor |
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148 | CbcHeuristicDynamic (); |
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149 | |
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150 | /* Constructor with model |
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151 | */ |
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152 | CbcHeuristicDynamic (CbcModel & model); |
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153 | |
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154 | // Copy constructor |
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155 | CbcHeuristicDynamic ( const CbcHeuristicDynamic &); |
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156 | |
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157 | // Destructor |
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158 | ~CbcHeuristicDynamic (); |
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159 | |
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160 | /// Clone |
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161 | virtual CbcHeuristic * clone() const; |
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162 | |
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163 | /// update model |
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164 | virtual void setModel(CbcModel * model); |
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165 | |
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166 | /** returns 0 if no solution, 1 if valid solution. |
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167 | Sets solution values if good, sets objective value (only if good) |
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168 | We leave all variables which are at one at this node of the |
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169 | tree to that value and will |
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170 | initially set all others to zero. We then sort all variables in order of their cost |
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171 | divided by the number of entries in rows which are not yet covered. We randomize that |
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172 | value a bit so that ties will be broken in different ways on different runs of the heuristic. |
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173 | We then choose the best one and set it to one and repeat the exercise. |
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174 | |
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175 | */ |
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176 | virtual int solution(double & objectiveValue, |
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177 | double * newSolution); |
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178 | /// Resets stuff if model changes |
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179 | virtual void resetModel(CbcModel * model); |
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180 | |
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181 | protected: |
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182 | private: |
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183 | /// Illegal Assignment operator |
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184 | CbcHeuristicDynamic & operator=(const CbcHeuristicDynamic& rhs); |
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185 | }; |
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186 | |
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187 | #endif |
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