1 | // Copyright (C) 2004, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | #ifndef CbcHeuristicFeasibilityPump_H |
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4 | #define CbcHeuristicFeasibilityPump_H |
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5 | |
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6 | #include "CbcHeuristic.hpp" |
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7 | |
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8 | /** Rounding class |
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9 | */ |
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10 | |
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11 | class CbcHeuristicFPump : public CbcHeuristic { |
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12 | public: |
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13 | |
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14 | // Default Constructor |
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15 | CbcHeuristicFPump (); |
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16 | |
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17 | // Constructor with model - assumed before cuts |
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18 | CbcHeuristicFPump (CbcModel & model, |
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19 | double downValue=0.5,bool roundExpensive=false); |
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20 | |
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21 | // Copy constructor |
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22 | CbcHeuristicFPump ( const CbcHeuristicFPump &); |
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23 | |
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24 | // Destructor |
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25 | ~CbcHeuristicFPump (); |
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26 | |
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27 | /// Clone |
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28 | virtual CbcHeuristic * clone() const; |
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29 | /// Create C++ lines to get to current state |
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30 | virtual void generateCpp( FILE * fp) ; |
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31 | |
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32 | /// Resets stuff if model changes |
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33 | virtual void resetModel(CbcModel * model); |
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34 | |
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35 | /// update model (This is needed if cliques update matrix etc) |
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36 | virtual void setModel(CbcModel * model); |
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37 | |
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38 | /** returns 0 if no solution, 1 if valid solution |
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39 | with better objective value than one passed in |
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40 | Sets solution values if good, sets objective value (only if good) |
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41 | This is called after cuts have been added - so can not add cuts. |
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42 | |
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43 | It may make sense for user to call this outside Branch and Cut to |
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44 | get solution. Or normally is just at root node. |
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45 | |
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46 | * new meanings for when_ - on first try then set back to 1 |
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47 | 11 - at end fix all integers at same bound throughout |
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48 | 12 - also fix all integers staying at same internal integral value throughout |
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49 | 13 - also fix all continuous variables staying at same bound throughout |
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50 | 14 - also fix all continuous variables staying at same internal value throughout |
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51 | 15 - as 13 but no internal integers |
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52 | */ |
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53 | virtual int solution(double & objectiveValue, |
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54 | double * newSolution); |
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55 | |
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56 | /// Set maximum Time (default off) - also sets starttime to current |
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57 | void setMaximumTime(double value); |
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58 | /// Get maximum Time (default 0.0 == time limit off) |
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59 | inline double maximumTime() const |
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60 | { return maximumTime_;}; |
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61 | /// Set fake cutoff (default COIN_DBL_MAX == off) |
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62 | inline void setFakeCutoff(double value) |
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63 | { fakeCutoff_ = value;}; |
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64 | /// Get fake cutoff (default 0.0 == off) |
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65 | inline double fakeCutoff() const |
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66 | { return fakeCutoff_;}; |
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67 | /// Set absolute increment (default 0.0 == off) |
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68 | inline void setAbsoluteIncrement(double value) |
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69 | { absoluteIncrement_ = value;}; |
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70 | /// Get absolute increment (default 0.0 == off) |
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71 | inline double absoluteIncrement() const |
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72 | { return absoluteIncrement_;}; |
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73 | /// Set relative increment (default 0.0 == off) |
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74 | inline void setRelativeIncrement(double value) |
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75 | { relativeIncrement_ = value;}; |
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76 | /// Get relative increment (default 0.0 == off) |
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77 | inline double relativeIncrement() const |
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78 | { return relativeIncrement_;}; |
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79 | /// Set default rounding (default 0.5) |
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80 | inline void setDefaultRounding(double value) |
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81 | { defaultRounding_ = value;}; |
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82 | /// Get default rounding (default 0.5) |
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83 | inline double defaultRounding() const |
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84 | { return defaultRounding_;}; |
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85 | /// Set initial weight (default 0.0 == off) |
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86 | inline void setInitialWeight(double value) |
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87 | { initialWeight_ = value;}; |
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88 | /// Get initial weight (default 0.0 == off) |
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89 | inline double initialWeight() const |
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90 | { return initialWeight_;}; |
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91 | /// Set weight factor (default 0.1) |
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92 | inline void setWeightFactor(double value) |
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93 | { weightFactor_ = value;}; |
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94 | /// Get weight factor (default 0.1) |
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95 | inline double weightFactor() const |
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96 | { return weightFactor_;}; |
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97 | /// Set maximum passes (default 100) |
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98 | inline void setMaximumPasses(int value) |
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99 | { maximumPasses_=value;}; |
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100 | /// Get maximum passes (default 100) |
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101 | inline int maximumPasses() const |
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102 | { return maximumPasses_;}; |
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103 | /// Set maximum retries (default 1) |
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104 | inline void setMaximumRetries(int value) |
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105 | { maximumRetries_=value;}; |
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106 | /// Get maximum retries (default 1) |
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107 | inline int maximumRetries() const |
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108 | { return maximumRetries_;}; |
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109 | /** Set use of multiple solutions and solves |
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110 | 0 - do not reuse solves, do not accumulate integer solutions for local search |
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111 | 1 - do not reuse solves, accumulate integer solutions for local search |
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112 | 2 - reuse solves, do not accumulate integer solutions for local search |
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113 | 3 - reuse solves, accumulate integer solutions for local search |
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114 | */ |
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115 | inline void setAccumulate(int value) |
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116 | { accumulate_=value;}; |
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117 | /// Get accumulation option |
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118 | inline int accumulate() const |
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119 | { return accumulate_;}; |
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120 | |
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121 | protected: |
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122 | // Data |
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123 | /// Start time |
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124 | double startTime_; |
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125 | /// Maximum Cpu seconds |
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126 | double maximumTime_; |
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127 | /** Fake cutoff value. |
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128 | If set then better of real cutoff and this used to add a constraint |
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129 | */ |
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130 | double fakeCutoff_; |
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131 | /// If positive carry on after solution expecting gain of at least this |
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132 | double absoluteIncrement_; |
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133 | /// If positive carry on after solution expecting gain of at least this times objective |
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134 | double relativeIncrement_; |
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135 | /// Default is round up if > this |
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136 | double defaultRounding_; |
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137 | /// Initial weight for true objective |
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138 | double initialWeight_; |
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139 | /// factor for decreasing weight |
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140 | double weightFactor_; |
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141 | /// Maximum number of passes |
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142 | int maximumPasses_; |
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143 | /** Maximum number of retries if we find a solution. |
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144 | If negative we clean out used array |
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145 | */ |
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146 | int maximumRetries_; |
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147 | /** Set use of multiple solutions and solves |
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148 | 0 - do not reuse solves, do not accumulate integer solutions for local search |
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149 | 1 - do not reuse solves, accumulate integer solutions for local search |
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150 | 2 - reuse solves, do not accumulate integer solutions for local search |
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151 | 3 - reuse solves, accumulate integer solutions for local search |
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152 | If we add 4 then use second form of problem (with extra rows and variables) |
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153 | */ |
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154 | int accumulate_; |
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155 | /// If true round to expensive |
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156 | bool roundExpensive_; |
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157 | |
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158 | private: |
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159 | /// Illegal Assignment operator |
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160 | CbcHeuristicFPump & operator=(const CbcHeuristicFPump& rhs); |
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161 | /** Rounds solution - down if < downValue |
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162 | If roundExpensive then always to more expnsive. |
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163 | returns 0 if current is solution |
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164 | */ |
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165 | int rounds(double * solution, const double * objective, |
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166 | int numberIntegers, const int * integerVariable, |
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167 | bool roundExpensive=false, |
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168 | double downValue=0.5, int *flip=0); |
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169 | /* note for eagle eyed readers. |
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170 | when_ can now be exotic - |
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171 | <=10 normal |
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172 | */ |
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173 | }; |
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174 | |
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175 | |
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176 | #endif |
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