1 | // Copyright (C) 2005, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | #if defined(_MSC_VER) |
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4 | // Turn off compiler warning about long names |
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5 | # pragma warning(disable:4786) |
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6 | #endif |
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7 | |
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8 | #include <cassert> |
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9 | #include <iomanip> |
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10 | |
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11 | |
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12 | // For Branch and bound |
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13 | #include "OsiSolverInterface.hpp" |
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14 | #include "CbcModel.hpp" |
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15 | #include "CbcBranchActual.hpp" |
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16 | #include "CbcBranchUser.hpp" |
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17 | #include "CbcCompareUser.hpp" |
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18 | #include "CbcCutGenerator.hpp" |
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19 | #include "CbcHeuristicGreedy.hpp" |
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20 | #include "CbcSolver2.hpp" |
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21 | #include "CoinModel.hpp" |
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22 | |
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23 | // Cuts |
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24 | |
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25 | #include "CglProbing.hpp" |
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26 | |
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27 | #include "CoinTime.hpp" |
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28 | |
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29 | /************************************************************************ |
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30 | |
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31 | This main program reads in an integer model from an mps file. |
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32 | It expects it to be unit coefficients and unit rhs and long and thin |
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33 | |
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34 | Branching is simple binary branching on integer variables. |
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35 | |
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36 | */ |
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37 | int main (int argc, const char *argv[]) |
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38 | { |
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39 | |
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40 | // Define a Solver for long thin problems |
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41 | |
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42 | CbcSolver2 solver1; |
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43 | |
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44 | // Read in model using argv[1] |
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45 | // and assert that it is a clean model |
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46 | std::string mpsFileName = "../../Data/Sample/p0033.mps"; |
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47 | if (argc>=2) mpsFileName = argv[1]; |
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48 | int numMpsReadErrors = solver1.readMps(mpsFileName.c_str(),""); |
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49 | assert(numMpsReadErrors==0); |
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50 | double time1 = CoinCpuTime(); |
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51 | |
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52 | solver1.initialSolve(); |
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53 | // Reduce printout |
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54 | solver1.setHintParam(OsiDoReducePrint,true,OsiHintTry); |
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55 | |
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56 | OsiSolverInterface * solver2=&solver1; |
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57 | CbcModel model(*solver2); |
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58 | // Point to solver |
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59 | OsiSolverInterface * solver3 = model.solver(); |
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60 | CbcSolver2 * osiclp = dynamic_cast< CbcSolver2*> (solver3); |
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61 | assert (osiclp); |
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62 | osiclp->initialize(&model,NULL); |
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63 | osiclp->setAlgorithm(2); |
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64 | osiclp->setMemory(1000); |
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65 | // Set up some cut generators and defaults |
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66 | // Probing first as gets tight bounds on continuous |
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67 | |
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68 | CglProbing generator1; |
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69 | generator1.setUsingObjective(true); |
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70 | generator1.setMaxPass(3); |
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71 | // Number of unsatisfied variables to look at |
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72 | generator1.setMaxProbe(10); |
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73 | // How far to follow the consequences |
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74 | generator1.setMaxLook(50); |
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75 | // Only look at rows with fewer than this number of elements |
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76 | generator1.setMaxElements(200); |
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77 | generator1.setRowCuts(3); |
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78 | |
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79 | |
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80 | // Add in generators |
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81 | // Experiment with -1 and -99 etc |
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82 | model.addCutGenerator(&generator1,-99,"Probing"); |
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83 | // Allow rounding heuristic |
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84 | |
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85 | CbcRounding heuristic1(model); |
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86 | model.addHeuristic(&heuristic1); |
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87 | |
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88 | // And Greedy heuristic |
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89 | |
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90 | CbcHeuristicGreedyCover heuristic2(model); |
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91 | // Use original upper and perturb more |
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92 | heuristic2.setAlgorithm(11); |
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93 | model.addHeuristic(&heuristic2); |
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94 | |
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95 | // Redundant definition of default branching (as Default == User) |
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96 | CbcBranchUserDecision branch; |
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97 | model.setBranchingMethod(&branch); |
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98 | |
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99 | // Definition of node choice |
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100 | CbcCompareUser compare; |
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101 | model.setNodeComparison(compare); |
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102 | |
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103 | int iColumn; |
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104 | int numberColumns = solver3->getNumCols(); |
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105 | // do pseudo costs |
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106 | CbcObject ** objects = new CbcObject * [numberColumns]; |
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107 | const CoinPackedMatrix * matrix = solver3->getMatrixByCol(); |
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108 | // Column copy |
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109 | const int * columnLength = matrix->getVectorLengths(); |
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110 | const double * objective = model.getObjCoefficients(); |
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111 | int numberIntegers=0; |
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112 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
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113 | if (solver3->isInteger(iColumn)) { |
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114 | /* Branching up gets us much closer to an integer solution so we want |
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115 | to encourage up - so we will branch up if variable value > 0.333333. |
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116 | The expected cost of going up obviously depends on the cost of the |
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117 | variable so we just choose pseudo costs to reflect that. We could also |
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118 | decide to try and use the pseudo costs to make it more likely to branch |
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119 | on a variable with many coefficients. This leads to the computation below. |
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120 | */ |
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121 | double cost = objective[iColumn]*(1.0 + 0.2*((double) columnLength[iColumn])); |
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122 | CbcSimpleIntegerPseudoCost * newObject = |
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123 | new CbcSimpleIntegerPseudoCost(&model,numberIntegers,iColumn, |
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124 | 2.0*cost,cost); |
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125 | newObject->setMethod(3); |
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126 | objects[numberIntegers++]= newObject; |
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127 | } |
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128 | } |
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129 | model.addObjects(numberIntegers,objects); |
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130 | for (iColumn=0;iColumn<numberIntegers;iColumn++) |
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131 | delete objects[iColumn]; |
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132 | delete [] objects; |
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133 | |
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134 | // Do initial solve to continuous |
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135 | model.initialSolve(); |
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136 | |
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137 | // Do more strong branching if small |
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138 | // Switch off strong branching if wanted |
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139 | model.setNumberStrong(5); |
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140 | |
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141 | // say use resolve for strong branching |
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142 | osiclp->setSpecialOptions(16); |
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143 | // We had better allow a lot |
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144 | model.solver()->setIntParam(OsiMaxNumIterationHotStart,10000); |
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145 | // So use strategy to keep rows |
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146 | osiclp->setStrategy(1); |
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147 | |
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148 | // Switch off most output |
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149 | if (model.getNumCols()<3000) { |
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150 | model.messageHandler()->setLogLevel(1); |
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151 | //model.solver()->messageHandler()->setLogLevel(0); |
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152 | } else { |
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153 | model.messageHandler()->setLogLevel(2); |
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154 | model.solver()->messageHandler()->setLogLevel(1); |
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155 | } |
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156 | //model.setPrintFrequency(50); |
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157 | |
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158 | // Do complete search |
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159 | try { |
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160 | model.branchAndBound(); |
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161 | } |
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162 | catch (CoinError e) { |
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163 | e.print(); |
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164 | if (e.lineNumber()>=0) |
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165 | std::cout<<"This was from a CoinAssert"<<std::endl; |
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166 | exit(0); |
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167 | } |
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168 | //void printHowMany(); |
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169 | //printHowMany(); |
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170 | std::cout<<mpsFileName<<" took "<<CoinCpuTime()-time1<<" seconds, " |
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171 | <<model.getNodeCount()<<" nodes with objective " |
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172 | <<model.getObjValue() |
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173 | <<(!model.status() ? " Finished" : " Not finished") |
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174 | <<std::endl; |
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175 | |
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176 | // Print solution if finished - we can't get names from Osi! |
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177 | |
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178 | if (model.getMinimizationObjValue()<1.0e50) { |
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179 | int numberColumns = model.solver()->getNumCols(); |
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180 | |
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181 | const double * solution = model.solver()->getColSolution(); |
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182 | |
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183 | int iColumn; |
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184 | std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14); |
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185 | |
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186 | std::cout<<"--------------------------------------"<<std::endl; |
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187 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
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188 | double value=solution[iColumn]; |
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189 | if (fabs(value)>1.0e-7&&model.solver()->isInteger(iColumn)) |
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190 | std::cout<<std::setw(6)<<iColumn<<" "<<value<<std::endl; |
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191 | } |
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192 | std::cout<<"--------------------------------------"<<std::endl; |
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193 | |
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194 | std::cout<<std::resetiosflags(std::ios::fixed|std::ios::showpoint|std::ios::scientific); |
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195 | } |
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196 | return 0; |
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197 | } |
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