1 | // Copyright (C) 2002, 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 "CbcConfig.h" |
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9 | |
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10 | #include <string> |
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11 | //#define CBC_DEBUG 1 |
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12 | //#define CHECK_CUT_COUNTS |
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13 | //#define CHECK_NODE |
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14 | #define CBC_WEAK_STRONG |
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15 | #include <cassert> |
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16 | #include <cfloat> |
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17 | #define CUTS |
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18 | #include "OsiSolverInterface.hpp" |
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19 | #include "OsiChooseVariable.hpp" |
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20 | #include "OsiAuxInfo.hpp" |
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21 | #include "OsiSolverBranch.hpp" |
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22 | #include "CoinWarmStartBasis.hpp" |
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23 | #include "CoinTime.hpp" |
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24 | #include "CbcModel.hpp" |
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25 | #include "CbcNode.hpp" |
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26 | #include "CbcStatistics.hpp" |
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27 | #include "CbcStrategy.hpp" |
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28 | #include "CbcBranchActual.hpp" |
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29 | #include "CbcBranchDynamic.hpp" |
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30 | #include "OsiRowCut.hpp" |
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31 | #include "OsiRowCutDebugger.hpp" |
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32 | #include "OsiCuts.hpp" |
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33 | #include "CbcCountRowCut.hpp" |
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34 | #include "CbcFeasibilityBase.hpp" |
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35 | #include "CbcMessage.hpp" |
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36 | #ifdef COIN_HAS_CLP |
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37 | #include "OsiClpSolverInterface.hpp" |
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38 | #include "ClpSimplexOther.hpp" |
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39 | #endif |
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40 | using namespace std; |
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41 | #include "CglCutGenerator.hpp" |
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42 | // Default Constructor |
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43 | CbcNodeInfo::CbcNodeInfo () |
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44 | : |
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45 | numberPointingToThis_(0), |
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46 | parent_(NULL), |
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47 | owner_(NULL), |
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48 | numberCuts_(0), |
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49 | nodeNumber_(0), |
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50 | cuts_(NULL), |
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51 | numberRows_(0), |
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52 | numberBranchesLeft_(0) |
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53 | { |
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54 | #ifdef CHECK_NODE |
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55 | printf("CbcNodeInfo %x Constructor\n",this); |
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56 | #endif |
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57 | } |
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58 | // Constructor given parent |
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59 | CbcNodeInfo::CbcNodeInfo (CbcNodeInfo * parent) |
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60 | : |
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61 | numberPointingToThis_(2), |
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62 | parent_(parent), |
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63 | owner_(NULL), |
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64 | numberCuts_(0), |
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65 | nodeNumber_(0), |
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66 | cuts_(NULL), |
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67 | numberRows_(0), |
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68 | numberBranchesLeft_(2) |
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69 | { |
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70 | #ifdef CHECK_NODE |
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71 | printf("CbcNodeInfo %x Constructor from parent %x\n",this,parent_); |
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72 | #endif |
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73 | if (parent_) { |
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74 | numberRows_ = parent_->numberRows_+parent_->numberCuts_; |
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75 | } |
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76 | } |
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77 | // Copy Constructor |
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78 | CbcNodeInfo::CbcNodeInfo (const CbcNodeInfo & rhs) |
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79 | : |
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80 | numberPointingToThis_(rhs.numberPointingToThis_), |
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81 | parent_(rhs.parent_), |
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82 | owner_(rhs.owner_), |
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83 | numberCuts_(rhs.numberCuts_), |
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84 | nodeNumber_(rhs.nodeNumber_), |
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85 | cuts_(NULL), |
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86 | numberRows_(rhs.numberRows_), |
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87 | numberBranchesLeft_(rhs.numberBranchesLeft_) |
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88 | { |
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89 | #ifdef CHECK_NODE |
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90 | printf("CbcNodeInfo %x Copy constructor\n",this); |
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91 | #endif |
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92 | if (numberCuts_) { |
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93 | cuts_ = new CbcCountRowCut * [numberCuts_]; |
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94 | int n=0; |
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95 | for (int i=0;i<numberCuts_;i++) { |
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96 | CbcCountRowCut * thisCut = rhs.cuts_[i]; |
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97 | if (thisCut) { |
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98 | // I think this is correct - new one should take priority |
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99 | thisCut->setInfo(this,n); |
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100 | thisCut->increment(numberBranchesLeft_); |
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101 | cuts_[n++] = thisCut; |
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102 | } |
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103 | } |
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104 | numberCuts_=n; |
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105 | } |
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106 | } |
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107 | // Constructor given parent and owner |
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108 | CbcNodeInfo::CbcNodeInfo (CbcNodeInfo * parent, CbcNode * owner) |
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109 | : |
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110 | numberPointingToThis_(2), |
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111 | parent_(parent), |
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112 | owner_(owner), |
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113 | numberCuts_(0), |
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114 | nodeNumber_(0), |
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115 | cuts_(NULL), |
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116 | numberRows_(0), |
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117 | numberBranchesLeft_(2) |
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118 | { |
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119 | #ifdef CHECK_NODE |
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120 | printf("CbcNodeInfo %x Constructor from parent %x\n",this,parent_); |
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121 | #endif |
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122 | if (parent_) { |
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123 | numberRows_ = parent_->numberRows_+parent_->numberCuts_; |
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124 | } |
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125 | } |
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126 | |
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127 | /** |
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128 | Take care to detach from the owning CbcNode and decrement the reference |
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129 | count in the parent. If this is the last nodeInfo object pointing to the |
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130 | parent, make a recursive call to delete the parent. |
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131 | */ |
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132 | CbcNodeInfo::~CbcNodeInfo() |
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133 | { |
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134 | #ifdef CHECK_NODE |
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135 | printf("CbcNodeInfo %x Destructor parent %x\n",this,parent_); |
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136 | #endif |
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137 | |
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138 | assert(!numberPointingToThis_); |
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139 | // But they may be some left (max nodes?) |
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140 | for (int i=0;i<numberCuts_;i++) |
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141 | delete cuts_[i]; |
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142 | |
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143 | delete [] cuts_; |
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144 | if (owner_) |
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145 | owner_->nullNodeInfo(); |
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146 | if (parent_) { |
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147 | int numberLinks = parent_->decrement(); |
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148 | if (!numberLinks) delete parent_; |
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149 | } |
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150 | } |
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151 | |
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152 | |
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153 | //#define ALLCUTS |
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154 | void |
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155 | CbcNodeInfo::decrementCuts(int change) |
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156 | { |
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157 | int i; |
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158 | // get rid of all remaining if negative |
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159 | int changeThis; |
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160 | if (change<0) |
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161 | changeThis = numberBranchesLeft_; |
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162 | else |
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163 | changeThis = change; |
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164 | // decrement cut counts |
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165 | for (i=0;i<numberCuts_;i++) { |
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166 | if (cuts_[i]) { |
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167 | int number = cuts_[i]->decrement(changeThis); |
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168 | if (!number) { |
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169 | //printf("info %x del cut %d %x\n",this,i,cuts_[i]); |
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170 | delete cuts_[i]; |
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171 | cuts_[i]=NULL; |
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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 | void |
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177 | CbcNodeInfo::decrementParentCuts(int change) |
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178 | { |
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179 | if (parent_) { |
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180 | // get rid of all remaining if negative |
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181 | int changeThis; |
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182 | if (change<0) |
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183 | changeThis = numberBranchesLeft_; |
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184 | else |
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185 | changeThis = change; |
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186 | int i; |
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187 | // Get over-estimate of space needed for basis |
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188 | CoinWarmStartBasis dummy; |
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189 | dummy.setSize(0,numberRows_+numberCuts_); |
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190 | buildRowBasis(dummy); |
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191 | /* everything is zero (i.e. free) so we can use to see |
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192 | if latest basis */ |
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193 | CbcNodeInfo * thisInfo = parent_; |
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194 | while (thisInfo) |
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195 | thisInfo = thisInfo->buildRowBasis(dummy); |
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196 | // decrement cut counts |
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197 | thisInfo = parent_; |
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198 | int numberRows=numberRows_; |
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199 | while (thisInfo) { |
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200 | for (i=thisInfo->numberCuts_-1;i>=0;i--) { |
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201 | CoinWarmStartBasis::Status status = dummy.getArtifStatus(--numberRows); |
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202 | #ifdef ALLCUTS |
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203 | status = CoinWarmStartBasis::isFree; |
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204 | #endif |
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205 | if (thisInfo->cuts_[i]) { |
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206 | int number=1; |
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207 | if (status!=CoinWarmStartBasis::basic) { |
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208 | // tight - drop 1 or 2 |
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209 | if (change<0) |
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210 | number = thisInfo->cuts_[i]->decrement(changeThis); |
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211 | else |
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212 | number = thisInfo->cuts_[i]->decrement(change); |
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213 | } |
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214 | if (!number) { |
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215 | delete thisInfo->cuts_[i]; |
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216 | thisInfo->cuts_[i]=NULL; |
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217 | } |
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218 | } |
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219 | } |
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220 | thisInfo = thisInfo->parent_; |
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221 | } |
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222 | } |
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223 | } |
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224 | |
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225 | void |
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226 | CbcNodeInfo::incrementParentCuts(int change) |
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227 | { |
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228 | if (parent_) { |
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229 | int i; |
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230 | // Get over-estimate of space needed for basis |
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231 | CoinWarmStartBasis dummy; |
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232 | dummy.setSize(0,numberRows_+numberCuts_); |
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233 | /* everything is zero (i.e. free) so we can use to see |
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234 | if latest basis */ |
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235 | buildRowBasis(dummy); |
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236 | CbcNodeInfo * thisInfo = parent_; |
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237 | while (thisInfo) |
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238 | thisInfo = thisInfo->buildRowBasis(dummy); |
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239 | // increment cut counts |
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240 | thisInfo = parent_; |
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241 | int numberRows=numberRows_; |
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242 | while (thisInfo) { |
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243 | for (i=thisInfo->numberCuts_-1;i>=0;i--) { |
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244 | CoinWarmStartBasis::Status status = dummy.getArtifStatus(--numberRows); |
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245 | #ifdef ALLCUTS |
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246 | status = CoinWarmStartBasis::isFree; |
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247 | #endif |
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248 | if (thisInfo->cuts_[i]&&status!=CoinWarmStartBasis::basic) { |
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249 | thisInfo->cuts_[i]->increment(change); |
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250 | } |
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251 | } |
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252 | thisInfo = thisInfo->parent_; |
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253 | } |
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254 | } |
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255 | } |
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256 | |
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257 | /* |
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258 | Append cuts to the cuts_ array in a nodeInfo. The initial reference count |
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259 | is set to numberToBranchOn, which will normally be the number of arms |
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260 | defined for the CbcBranchingObject attached to the CbcNode that owns this |
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261 | CbcNodeInfo. |
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262 | */ |
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263 | void |
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264 | CbcNodeInfo::addCuts (OsiCuts & cuts, int numberToBranchOn, |
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265 | int * whichGenerator) |
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266 | { |
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267 | int numberCuts = cuts.sizeRowCuts(); |
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268 | if (numberCuts) { |
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269 | int i; |
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270 | if (!numberCuts_) { |
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271 | cuts_ = new CbcCountRowCut * [numberCuts]; |
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272 | } else { |
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273 | CbcCountRowCut ** temp = new CbcCountRowCut * [numberCuts+numberCuts_]; |
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274 | memcpy(temp,cuts_,numberCuts_*sizeof(CbcCountRowCut *)); |
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275 | delete [] cuts_; |
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276 | cuts_ = temp; |
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277 | } |
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278 | for (i=0;i<numberCuts;i++) { |
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279 | CbcCountRowCut * thisCut = new CbcCountRowCut(*cuts.rowCutPtr(i), |
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280 | this,numberCuts_); |
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281 | thisCut->increment(numberToBranchOn); |
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282 | cuts_[numberCuts_++] = thisCut; |
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283 | #ifdef CBC_DEBUG |
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284 | #if CBC_DEBUG>1 |
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285 | int n=thisCut->row().getNumElements(); |
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286 | printf("Cut %d has %d entries, rhs %g %g =>",i,n,thisCut->lb(), |
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287 | thisCut->ub()); |
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288 | int j; |
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289 | const int * index = thisCut->row().getIndices(); |
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290 | const double * element = thisCut->row().getElements(); |
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291 | for (j=0;j<n;j++) { |
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292 | printf(" (%d,%g)",index[j],element[j]); |
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293 | assert(fabs(element[j])>1.00e-12); |
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294 | } |
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295 | printf("\n"); |
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296 | #else |
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297 | int n=thisCut->row().getNumElements(); |
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298 | int j; |
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299 | const double * element = thisCut->row().getElements(); |
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300 | for (j=0;j<n;j++) { |
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301 | assert(fabs(element[j])>1.00e-12); |
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302 | } |
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303 | #endif |
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304 | #endif |
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305 | } |
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306 | } |
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307 | } |
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308 | |
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309 | void |
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310 | CbcNodeInfo::addCuts(int numberCuts, CbcCountRowCut ** cut, |
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311 | int numberToBranchOn) |
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312 | { |
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313 | if (numberCuts) { |
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314 | int i; |
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315 | if (!numberCuts_) { |
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316 | cuts_ = new CbcCountRowCut * [numberCuts]; |
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317 | } else { |
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318 | CbcCountRowCut ** temp = new CbcCountRowCut * [numberCuts+numberCuts_]; |
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319 | memcpy(temp,cuts_,numberCuts_*sizeof(CbcCountRowCut *)); |
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320 | delete [] cuts_; |
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321 | cuts_ = temp; |
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322 | } |
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323 | for (i=0;i<numberCuts;i++) { |
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324 | CbcCountRowCut * thisCut = cut[i]; |
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325 | thisCut->setInfo(this,numberCuts_); |
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326 | //printf("info %x cut %d %x\n",this,i,thisCut); |
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327 | thisCut->increment(numberToBranchOn); |
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328 | cuts_[numberCuts_++] = thisCut; |
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329 | #ifdef CBC_DEBUG |
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330 | int n=thisCut->row().getNumElements(); |
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331 | #if CBC_DEBUG>1 |
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332 | printf("Cut %d has %d entries, rhs %g %g =>",i,n,thisCut->lb(), |
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333 | thisCut->ub()); |
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334 | #endif |
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335 | int j; |
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336 | #if CBC_DEBUG>1 |
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337 | const int * index = thisCut->row().getIndices(); |
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338 | #endif |
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339 | const double * element = thisCut->row().getElements(); |
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340 | for (j=0;j<n;j++) { |
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341 | #if CBC_DEBUG>1 |
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342 | printf(" (%d,%g)",index[j],element[j]); |
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343 | #endif |
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344 | assert(fabs(element[j])>1.00e-12); |
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345 | } |
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346 | printf("\n"); |
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347 | #endif |
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348 | } |
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349 | } |
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350 | } |
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351 | |
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352 | // delete cuts |
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353 | void |
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354 | CbcNodeInfo::deleteCuts(int numberToDelete, CbcCountRowCut ** cuts) |
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355 | { |
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356 | int i; |
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357 | int j; |
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358 | int last=-1; |
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359 | for (i=0;i<numberToDelete;i++) { |
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360 | CbcCountRowCut * next = cuts[i]; |
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361 | for (j=last+1;j<numberCuts_;j++) { |
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362 | if (next==cuts_[j]) |
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363 | break; |
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364 | } |
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365 | if (j==numberCuts_) { |
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366 | // start from beginning |
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367 | for (j=0;j<last;j++) { |
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368 | if (next==cuts_[j]) |
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369 | break; |
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370 | } |
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371 | assert(j<last); |
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372 | } |
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373 | last=j; |
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374 | int number = cuts_[j]->decrement(); |
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375 | if (!number) |
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376 | delete cuts_[j]; |
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377 | cuts_[j]=NULL; |
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378 | } |
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379 | j=0; |
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380 | for (i=0;i<numberCuts_;i++) { |
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381 | if (cuts_[i]) |
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382 | cuts_[j++]=cuts_[i]; |
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383 | } |
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384 | numberCuts_ = j; |
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385 | } |
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386 | |
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387 | // delete cuts |
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388 | void |
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389 | CbcNodeInfo::deleteCuts(int numberToDelete, int * which) |
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390 | { |
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391 | int i; |
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392 | for (i=0;i<numberToDelete;i++) { |
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393 | int iCut=which[i]; |
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394 | int number = cuts_[iCut]->decrement(); |
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395 | if (!number) |
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396 | delete cuts_[iCut]; |
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397 | cuts_[iCut]=NULL; |
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398 | } |
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399 | int j=0; |
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400 | for (i=0;i<numberCuts_;i++) { |
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401 | if (cuts_[i]) |
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402 | cuts_[j++]=cuts_[i]; |
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403 | } |
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404 | numberCuts_ = j; |
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405 | } |
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406 | |
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407 | // Really delete a cut |
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408 | void |
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409 | CbcNodeInfo::deleteCut(int whichOne) |
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410 | { |
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411 | assert(whichOne<numberCuts_); |
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412 | cuts_[whichOne]=NULL; |
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413 | } |
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414 | |
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415 | CbcFullNodeInfo::CbcFullNodeInfo() : |
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416 | CbcNodeInfo(), |
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417 | basis_(), |
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418 | numberIntegers_(0), |
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419 | lower_(NULL), |
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420 | upper_(NULL) |
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421 | { |
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422 | } |
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423 | CbcFullNodeInfo::CbcFullNodeInfo(CbcModel * model, |
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424 | int numberRowsAtContinuous) : |
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425 | CbcNodeInfo() |
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426 | { |
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427 | OsiSolverInterface * solver = model->solver(); |
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428 | numberRows_ = numberRowsAtContinuous; |
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429 | numberIntegers_ = model->numberIntegers(); |
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430 | int numberColumns = model->getNumCols(); |
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431 | lower_ = new double [numberColumns]; |
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432 | upper_ = new double [numberColumns]; |
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433 | const double * lower = solver->getColLower(); |
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434 | const double * upper = solver->getColUpper(); |
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435 | int i; |
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436 | |
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437 | for (i=0;i<numberColumns;i++) { |
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438 | lower_[i]=lower[i]; |
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439 | upper_[i]=upper[i]; |
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440 | } |
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441 | |
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442 | basis_ = dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart()); |
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443 | } |
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444 | |
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445 | CbcFullNodeInfo::CbcFullNodeInfo(const CbcFullNodeInfo & rhs) : |
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446 | CbcNodeInfo(rhs) |
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447 | { |
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448 | basis_= dynamic_cast<CoinWarmStartBasis *>(rhs.basis_->clone()) ; |
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449 | numberIntegers_=rhs.numberIntegers_; |
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450 | lower_=NULL; |
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451 | upper_=NULL; |
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452 | if (rhs.lower_!=NULL) { |
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453 | int numberColumns = basis_->getNumStructural(); |
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454 | lower_ = new double [numberColumns]; |
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455 | upper_ = new double [numberColumns]; |
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456 | assert (upper_!=NULL); |
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457 | memcpy(lower_,rhs.lower_,numberColumns*sizeof(double)); |
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458 | memcpy(upper_,rhs.upper_,numberColumns*sizeof(double)); |
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459 | } |
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460 | } |
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461 | |
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462 | CbcNodeInfo * |
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463 | CbcFullNodeInfo::clone() const |
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464 | { |
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465 | return (new CbcFullNodeInfo(*this)); |
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466 | } |
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467 | |
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468 | CbcFullNodeInfo::~CbcFullNodeInfo () |
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469 | { |
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470 | delete basis_ ; |
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471 | delete [] lower_; |
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472 | delete [] upper_; |
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473 | } |
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474 | |
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475 | /* |
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476 | The basis supplied as a parameter is deleted and replaced with a new basis |
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477 | appropriate for the node, and lower and upper bounds on variables are |
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478 | reset according to the stored bounds arrays. Any cuts associated with this |
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479 | node are added to the list in addCuts, but not actually added to the |
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480 | constraint system in the model. |
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481 | |
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482 | Why pass in a basis at all? The short answer is ``We need the parameter to |
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483 | pass out a basis, so might as well use it to pass in the size.'' |
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484 | |
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485 | A longer answer is that in practice we take a memory allocation hit up in |
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486 | addCuts1 (the only place applyToModel is called) when we setSize() the |
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487 | basis that's passed in. It's immediately tossed here in favour of a clone |
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488 | of the basis attached to this nodeInfo. This can probably be fixed, given |
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489 | a bit of thought. |
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490 | */ |
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491 | |
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492 | void CbcFullNodeInfo::applyToModel (CbcModel *model, |
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493 | CoinWarmStartBasis *&basis, |
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494 | CbcCountRowCut **addCuts, |
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495 | int ¤tNumberCuts) const |
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496 | |
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497 | { OsiSolverInterface *solver = model->solver() ; |
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498 | |
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499 | // branch - do bounds |
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500 | int i; |
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501 | solver->setColLower(lower_); |
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502 | solver->setColUpper(upper_); |
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503 | int numberColumns = model->getNumCols(); |
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504 | // move basis - but make sure size stays |
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505 | // for bon-min - should not be needed int numberRows = model->getNumRows(); |
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506 | int numberRows=basis->getNumArtificial(); |
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507 | delete basis ; |
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508 | if (basis_) { |
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509 | basis = dynamic_cast<CoinWarmStartBasis *>(basis_->clone()) ; |
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510 | basis->resize(numberRows,numberColumns); |
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511 | } else { |
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512 | // We have a solver without a basis |
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513 | basis=NULL; |
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514 | } |
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515 | for (i=0;i<numberCuts_;i++) |
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516 | addCuts[currentNumberCuts+i]= cuts_[i]; |
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517 | currentNumberCuts += numberCuts_; |
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518 | assert(!parent_); |
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519 | return ; |
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520 | } |
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521 | |
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522 | /* Builds up row basis backwards (until original model). |
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523 | Returns NULL or previous one to apply . |
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524 | Depends on Free being 0 and impossible for cuts |
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525 | */ |
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526 | CbcNodeInfo * |
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527 | CbcFullNodeInfo::buildRowBasis(CoinWarmStartBasis & basis ) const |
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528 | { |
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529 | const unsigned int * saved = |
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530 | (const unsigned int *) basis_->getArtificialStatus(); |
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531 | unsigned int * now = |
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532 | (unsigned int *) basis.getArtificialStatus(); |
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533 | int number=basis_->getNumArtificial()>>4;; |
---|
534 | int i; |
---|
535 | for (i=0;i<number;i++) { |
---|
536 | if (!now[i]) |
---|
537 | now[i] = saved[i]; |
---|
538 | } |
---|
539 | return NULL; |
---|
540 | } |
---|
541 | |
---|
542 | // Default constructor |
---|
543 | CbcPartialNodeInfo::CbcPartialNodeInfo() |
---|
544 | |
---|
545 | : CbcNodeInfo(), |
---|
546 | basisDiff_(NULL), |
---|
547 | variables_(NULL), |
---|
548 | newBounds_(NULL), |
---|
549 | numberChangedBounds_(0) |
---|
550 | |
---|
551 | { /* this space intentionally left blank */ } |
---|
552 | |
---|
553 | // Constructor from current state |
---|
554 | CbcPartialNodeInfo::CbcPartialNodeInfo (CbcNodeInfo *parent, CbcNode *owner, |
---|
555 | int numberChangedBounds, |
---|
556 | const int *variables, |
---|
557 | const double *boundChanges, |
---|
558 | const CoinWarmStartDiff *basisDiff) |
---|
559 | : CbcNodeInfo(parent,owner) |
---|
560 | { |
---|
561 | basisDiff_ = basisDiff->clone() ; |
---|
562 | |
---|
563 | numberChangedBounds_ = numberChangedBounds; |
---|
564 | variables_ = new int [numberChangedBounds_]; |
---|
565 | newBounds_ = new double [numberChangedBounds_]; |
---|
566 | |
---|
567 | int i ; |
---|
568 | for (i=0;i<numberChangedBounds_;i++) { |
---|
569 | variables_[i]=variables[i]; |
---|
570 | newBounds_[i]=boundChanges[i]; |
---|
571 | } |
---|
572 | } |
---|
573 | |
---|
574 | CbcPartialNodeInfo::CbcPartialNodeInfo (const CbcPartialNodeInfo & rhs) |
---|
575 | |
---|
576 | : CbcNodeInfo(rhs.parent_) |
---|
577 | |
---|
578 | { basisDiff_ = rhs.basisDiff_->clone() ; |
---|
579 | |
---|
580 | numberChangedBounds_ = rhs.numberChangedBounds_; |
---|
581 | variables_ = new int [numberChangedBounds_]; |
---|
582 | newBounds_ = new double [numberChangedBounds_]; |
---|
583 | |
---|
584 | int i ; |
---|
585 | for (i=0;i<numberChangedBounds_;i++) { |
---|
586 | variables_[i]=rhs.variables_[i]; |
---|
587 | newBounds_[i]=rhs.newBounds_[i]; |
---|
588 | } |
---|
589 | } |
---|
590 | |
---|
591 | CbcNodeInfo * |
---|
592 | CbcPartialNodeInfo::clone() const |
---|
593 | { |
---|
594 | return (new CbcPartialNodeInfo(*this)); |
---|
595 | } |
---|
596 | |
---|
597 | |
---|
598 | CbcPartialNodeInfo::~CbcPartialNodeInfo () |
---|
599 | { |
---|
600 | delete basisDiff_ ; |
---|
601 | delete [] variables_; |
---|
602 | delete [] newBounds_; |
---|
603 | } |
---|
604 | |
---|
605 | |
---|
606 | /** |
---|
607 | The basis supplied as a parameter is incrementally modified, and lower and |
---|
608 | upper bounds on variables in the model are incrementally modified. Any |
---|
609 | cuts associated with this node are added to the list in addCuts. |
---|
610 | */ |
---|
611 | |
---|
612 | void CbcPartialNodeInfo::applyToModel (CbcModel *model, |
---|
613 | CoinWarmStartBasis *&basis, |
---|
614 | CbcCountRowCut **addCuts, |
---|
615 | int ¤tNumberCuts) const |
---|
616 | |
---|
617 | { OsiSolverInterface *solver = model->solver(); |
---|
618 | |
---|
619 | basis->applyDiff(basisDiff_) ; |
---|
620 | |
---|
621 | // branch - do bounds |
---|
622 | int i; |
---|
623 | for (i=0;i<numberChangedBounds_;i++) { |
---|
624 | int variable = variables_[i]; |
---|
625 | if ((variable&0x80000000)==0) { |
---|
626 | // lower bound changing |
---|
627 | solver->setColLower(variable,newBounds_[i]); |
---|
628 | } else { |
---|
629 | // upper bound changing |
---|
630 | solver->setColUpper(variable&0x7fffffff,newBounds_[i]); |
---|
631 | } |
---|
632 | } |
---|
633 | for (i=0;i<numberCuts_;i++) { |
---|
634 | addCuts[currentNumberCuts+i]= cuts_[i]; |
---|
635 | if (cuts_[i]&&model->messageHandler()->logLevel()>4) { |
---|
636 | cuts_[i]->print(); |
---|
637 | } |
---|
638 | } |
---|
639 | |
---|
640 | currentNumberCuts += numberCuts_; |
---|
641 | return ; |
---|
642 | } |
---|
643 | |
---|
644 | /* Builds up row basis backwards (until original model). |
---|
645 | Returns NULL or previous one to apply . |
---|
646 | Depends on Free being 0 and impossible for cuts |
---|
647 | */ |
---|
648 | |
---|
649 | CbcNodeInfo * |
---|
650 | CbcPartialNodeInfo::buildRowBasis(CoinWarmStartBasis & basis ) const |
---|
651 | |
---|
652 | { basis.applyDiff(basisDiff_) ; |
---|
653 | |
---|
654 | return parent_ ; } |
---|
655 | |
---|
656 | |
---|
657 | CbcNode::CbcNode() : |
---|
658 | nodeInfo_(NULL), |
---|
659 | objectiveValue_(1.0e100), |
---|
660 | guessedObjectiveValue_(1.0e100), |
---|
661 | branch_(NULL), |
---|
662 | depth_(-1), |
---|
663 | numberUnsatisfied_(0) |
---|
664 | { |
---|
665 | #ifdef CHECK_NODE |
---|
666 | printf("CbcNode %x Constructor\n",this); |
---|
667 | #endif |
---|
668 | } |
---|
669 | |
---|
670 | CbcNode::CbcNode(CbcModel * model, |
---|
671 | CbcNode * lastNode) : |
---|
672 | nodeInfo_(NULL), |
---|
673 | objectiveValue_(1.0e100), |
---|
674 | guessedObjectiveValue_(1.0e100), |
---|
675 | branch_(NULL), |
---|
676 | depth_(-1), |
---|
677 | numberUnsatisfied_(0) |
---|
678 | { |
---|
679 | #ifdef CHECK_NODE |
---|
680 | printf("CbcNode %x Constructor from model\n",this); |
---|
681 | #endif |
---|
682 | model->setObjectiveValue(this,lastNode); |
---|
683 | |
---|
684 | if (lastNode) |
---|
685 | if (lastNode->nodeInfo_) |
---|
686 | lastNode->nodeInfo_->increment(); |
---|
687 | } |
---|
688 | |
---|
689 | |
---|
690 | void |
---|
691 | CbcNode::createInfo (CbcModel *model, |
---|
692 | CbcNode *lastNode, |
---|
693 | const CoinWarmStartBasis *lastws, |
---|
694 | const double *lastLower, const double *lastUpper, |
---|
695 | int numberOldActiveCuts,int numberNewCuts) |
---|
696 | { OsiSolverInterface * solver = model->solver(); |
---|
697 | CbcStrategy * strategy = model->strategy(); |
---|
698 | /* |
---|
699 | The root --- no parent. Create full basis and bounds information. |
---|
700 | */ |
---|
701 | if (!lastNode) |
---|
702 | { |
---|
703 | if (!strategy) |
---|
704 | nodeInfo_=new CbcFullNodeInfo(model,solver->getNumRows()); |
---|
705 | else |
---|
706 | nodeInfo_ = strategy->fullNodeInfo(model,solver->getNumRows()); |
---|
707 | } |
---|
708 | /* |
---|
709 | Not the root. Create an edit from the parent's basis & bound information. |
---|
710 | This is not quite as straightforward as it seems. We need to reintroduce |
---|
711 | cuts we may have dropped out of the basis, in the correct position, because |
---|
712 | this whole process is strictly positional. Start by grabbing the current |
---|
713 | basis. |
---|
714 | */ |
---|
715 | else |
---|
716 | { const CoinWarmStartBasis* ws = |
---|
717 | dynamic_cast<const CoinWarmStartBasis*>(solver->getWarmStart()); |
---|
718 | assert(ws!=NULL); // make sure not volume |
---|
719 | //int numberArtificials = lastws->getNumArtificial(); |
---|
720 | int numberColumns = solver->getNumCols(); |
---|
721 | |
---|
722 | const double * lower = solver->getColLower(); |
---|
723 | const double * upper = solver->getColUpper(); |
---|
724 | |
---|
725 | int i; |
---|
726 | /* |
---|
727 | Create a clone and resize it to hold all the structural constraints, plus |
---|
728 | all the cuts: old cuts, both active and inactive (currentNumberCuts), and |
---|
729 | new cuts (numberNewCuts). |
---|
730 | |
---|
731 | TODO: You'd think that the set of constraints (logicals) in the expanded |
---|
732 | basis should match the set represented in lastws. At least, that's |
---|
733 | what I thought. But at the point I first looked hard at this bit of |
---|
734 | code, it turned out that lastws was the stripped basis produced at |
---|
735 | the end of addCuts(), rather than the raw basis handed back by |
---|
736 | addCuts1(). The expanded basis here is equivalent to the raw basis of |
---|
737 | addCuts1(). I said ``whoa, that's not good, I must have introduced a |
---|
738 | bug'' and went back to John's code to see where I'd gone wrong. |
---|
739 | And discovered the same `error' in his code. |
---|
740 | |
---|
741 | After a bit of thought, my conclusion is that correctness is not |
---|
742 | affected by whether lastws is the stripped or raw basis. The diffs |
---|
743 | have no semantics --- just a set of changes that need to be made |
---|
744 | to convert lastws into expanded. I think the only effect is that we |
---|
745 | store a lot more diffs (everything in expanded that's not covered by |
---|
746 | the stripped basis). But I need to give this more thought. There |
---|
747 | may well be some subtle error cases. |
---|
748 | |
---|
749 | In the mean time, I've twiddled addCuts() to set lastws to the raw |
---|
750 | basis. Makes me (Lou) less nervous to compare apples to apples. |
---|
751 | */ |
---|
752 | CoinWarmStartBasis *expanded = |
---|
753 | dynamic_cast<CoinWarmStartBasis *>(ws->clone()) ; |
---|
754 | int numberRowsAtContinuous = model->numberRowsAtContinuous(); |
---|
755 | int iFull = numberRowsAtContinuous+model->currentNumberCuts()+ |
---|
756 | numberNewCuts; |
---|
757 | //int numberArtificialsNow = iFull; |
---|
758 | //int maxBasisLength = ((iFull+15)>>4)+((numberColumns+15)>>4); |
---|
759 | //printf("l %d full %d\n",maxBasisLength,iFull); |
---|
760 | if (expanded) |
---|
761 | expanded->resize(iFull,numberColumns); |
---|
762 | #ifdef CBC_CHECK_BASIS |
---|
763 | printf("Before expansion: orig %d, old %d, new %d, current %d\n", |
---|
764 | numberRowsAtContinuous,numberOldActiveCuts,numberNewCuts, |
---|
765 | model->currentNumberCuts()) ; |
---|
766 | ws->print(); |
---|
767 | #endif |
---|
768 | /* |
---|
769 | Now fill in the expanded basis. Any indices beyond nPartial must |
---|
770 | be cuts created while processing this node --- they can be copied directly |
---|
771 | into the expanded basis. From nPartial down, pull the status of active cuts |
---|
772 | from ws, interleaving with a B entry for the deactivated (loose) cuts. |
---|
773 | */ |
---|
774 | int numberDropped = model->currentNumberCuts()-numberOldActiveCuts; |
---|
775 | int iCompact=iFull-numberDropped; |
---|
776 | CbcCountRowCut ** cut = model->addedCuts(); |
---|
777 | int nPartial = model->currentNumberCuts()+numberRowsAtContinuous; |
---|
778 | iFull--; |
---|
779 | for (;iFull>=nPartial;iFull--) { |
---|
780 | CoinWarmStartBasis::Status status = ws->getArtifStatus(--iCompact); |
---|
781 | //assert (status != CoinWarmStartBasis::basic); // may be permanent cut |
---|
782 | expanded->setArtifStatus(iFull,status); |
---|
783 | } |
---|
784 | for (;iFull>=numberRowsAtContinuous;iFull--) { |
---|
785 | if (cut[iFull-numberRowsAtContinuous]) { |
---|
786 | CoinWarmStartBasis::Status status = ws->getArtifStatus(--iCompact); |
---|
787 | // If no cut generator being used then we may have basic variables |
---|
788 | //if (model->getMaximumCutPasses()&& |
---|
789 | // status == CoinWarmStartBasis::basic) |
---|
790 | //printf("cut basic\n"); |
---|
791 | expanded->setArtifStatus(iFull,status); |
---|
792 | } else { |
---|
793 | expanded->setArtifStatus(iFull,CoinWarmStartBasis::basic); |
---|
794 | } |
---|
795 | } |
---|
796 | #ifdef CBC_CHECK_BASIS |
---|
797 | printf("Expanded basis\n"); |
---|
798 | expanded->print() ; |
---|
799 | printf("Diffing against\n") ; |
---|
800 | lastws->print() ; |
---|
801 | #endif |
---|
802 | /* |
---|
803 | Now that we have two bases in proper positional correspondence, creating |
---|
804 | the actual diff is dead easy. |
---|
805 | */ |
---|
806 | |
---|
807 | CoinWarmStartDiff *basisDiff = expanded->generateDiff(lastws) ; |
---|
808 | /* |
---|
809 | Diff the bound vectors. It's assumed the number of structural variables is |
---|
810 | not changing. Assuming that branching objects all involve integer variables, |
---|
811 | we should see at least one bound change as a consequence of processing this |
---|
812 | subproblem. Different types of branching objects could break this assertion. |
---|
813 | Not true at all - we have not applied current branch - JJF. |
---|
814 | */ |
---|
815 | double *boundChanges = new double [2*numberColumns] ; |
---|
816 | int *variables = new int [2*numberColumns] ; |
---|
817 | int numberChangedBounds=0; |
---|
818 | for (i=0;i<numberColumns;i++) { |
---|
819 | if (lower[i]!=lastLower[i]) { |
---|
820 | variables[numberChangedBounds]=i; |
---|
821 | boundChanges[numberChangedBounds++]=lower[i]; |
---|
822 | } |
---|
823 | if (upper[i]!=lastUpper[i]) { |
---|
824 | variables[numberChangedBounds]=i|0x80000000; |
---|
825 | boundChanges[numberChangedBounds++]=upper[i]; |
---|
826 | } |
---|
827 | #ifdef CBC_DEBUG |
---|
828 | if (lower[i]!=lastLower[i]) |
---|
829 | printf("lower on %d changed from %g to %g\n", |
---|
830 | i,lastLower[i],lower[i]); |
---|
831 | if (upper[i]!=lastUpper[i]) |
---|
832 | printf("upper on %d changed from %g to %g\n", |
---|
833 | i,lastUpper[i],upper[i]); |
---|
834 | #endif |
---|
835 | } |
---|
836 | #ifdef CBC_DEBUG |
---|
837 | printf("%d changed bounds\n",numberChangedBounds) ; |
---|
838 | #endif |
---|
839 | //if (lastNode->branchingObject()->boundBranch()) |
---|
840 | //assert (numberChangedBounds); |
---|
841 | /* |
---|
842 | Hand the lot over to the CbcPartialNodeInfo constructor, then clean up and |
---|
843 | return. |
---|
844 | */ |
---|
845 | if (!strategy) |
---|
846 | nodeInfo_ = |
---|
847 | new CbcPartialNodeInfo(lastNode->nodeInfo_,this,numberChangedBounds, |
---|
848 | variables,boundChanges,basisDiff) ; |
---|
849 | else |
---|
850 | nodeInfo_ = strategy->partialNodeInfo(model, lastNode->nodeInfo_,this,numberChangedBounds, |
---|
851 | variables,boundChanges,basisDiff) ; |
---|
852 | delete basisDiff ; |
---|
853 | delete [] boundChanges; |
---|
854 | delete [] variables; |
---|
855 | delete expanded ; |
---|
856 | delete ws; |
---|
857 | } |
---|
858 | // Set node number |
---|
859 | nodeInfo_->setNodeNumber(model->getNodeCount2()); |
---|
860 | } |
---|
861 | |
---|
862 | /* |
---|
863 | The routine scans through the object list of the model looking for objects |
---|
864 | that indicate infeasibility. It tests each object using strong branching |
---|
865 | and selects the one with the least objective degradation. A corresponding |
---|
866 | branching object is left attached to lastNode. |
---|
867 | |
---|
868 | If strong branching is disabled, a candidate object is chosen essentially |
---|
869 | at random (whatever object ends up in pos'n 0 of the candidate array). |
---|
870 | |
---|
871 | If a branching candidate is found to be monotone, bounds are set to fix the |
---|
872 | variable and the routine immediately returns (the caller is expected to |
---|
873 | reoptimize). |
---|
874 | |
---|
875 | If a branching candidate is found to result in infeasibility in both |
---|
876 | directions, the routine immediately returns an indication of infeasibility. |
---|
877 | |
---|
878 | Returns: 0 both branch directions are feasible |
---|
879 | -1 branching variable is monotone |
---|
880 | -2 infeasible |
---|
881 | |
---|
882 | Original comments: |
---|
883 | Here could go cuts etc etc |
---|
884 | For now just fix on objective from strong branching. |
---|
885 | */ |
---|
886 | |
---|
887 | int CbcNode::chooseBranch (CbcModel *model, CbcNode *lastNode,int numberPassesLeft) |
---|
888 | |
---|
889 | { if (lastNode) |
---|
890 | depth_ = lastNode->depth_+1; |
---|
891 | else |
---|
892 | depth_ = 0; |
---|
893 | delete branch_; |
---|
894 | branch_=NULL; |
---|
895 | OsiSolverInterface * solver = model->solver(); |
---|
896 | double saveObjectiveValue = solver->getObjValue(); |
---|
897 | double objectiveValue = CoinMax(solver->getObjSense()*saveObjectiveValue,objectiveValue_); |
---|
898 | const double * lower = solver->getColLower(); |
---|
899 | const double * upper = solver->getColUpper(); |
---|
900 | // See what user thinks |
---|
901 | int anyAction=model->problemFeasibility()->feasible(model,0); |
---|
902 | if (anyAction) { |
---|
903 | // will return -2 if infeasible , 0 if treat as integer |
---|
904 | return anyAction-1; |
---|
905 | } |
---|
906 | double integerTolerance = |
---|
907 | model->getDblParam(CbcModel::CbcIntegerTolerance); |
---|
908 | // point to useful information |
---|
909 | OsiBranchingInformation usefulInfo = model->usefulInformation(); |
---|
910 | // and modify |
---|
911 | usefulInfo.depth_=depth_; |
---|
912 | int i; |
---|
913 | bool beforeSolution = model->getSolutionCount()==0; |
---|
914 | int numberStrong=model->numberStrong(); |
---|
915 | // switch off strong if hotstart |
---|
916 | if (model->hotstartSolution()) |
---|
917 | numberStrong=0; |
---|
918 | int numberStrongDone=0; |
---|
919 | int numberUnfinished=0; |
---|
920 | int numberStrongInfeasible=0; |
---|
921 | int numberStrongIterations=0; |
---|
922 | int saveNumberStrong=numberStrong; |
---|
923 | int numberObjects = model->numberObjects(); |
---|
924 | bool checkFeasibility = numberObjects>model->numberIntegers(); |
---|
925 | int maximumStrong = CoinMax(CoinMin(model->numberStrong(),numberObjects),1); |
---|
926 | int numberColumns = model->getNumCols(); |
---|
927 | double * saveUpper = new double[numberColumns]; |
---|
928 | double * saveLower = new double[numberColumns]; |
---|
929 | |
---|
930 | // Save solution in case heuristics need good solution later |
---|
931 | |
---|
932 | double * saveSolution = new double[numberColumns]; |
---|
933 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
934 | model->reserveCurrentSolution(saveSolution); |
---|
935 | /* |
---|
936 | Get a branching decision object. Use the default decision criteria unless |
---|
937 | the user has loaded a decision method into the model. |
---|
938 | */ |
---|
939 | CbcBranchDecision *decision = model->branchingMethod(); |
---|
940 | CbcDynamicPseudoCostBranchingObject * dynamicBranchingObject = |
---|
941 | dynamic_cast<CbcDynamicPseudoCostBranchingObject *>(decision); |
---|
942 | if (!decision||dynamicBranchingObject) |
---|
943 | decision = new CbcBranchDefaultDecision(); |
---|
944 | decision->initialize(model); |
---|
945 | CbcStrongInfo * choice = new CbcStrongInfo[maximumStrong]; |
---|
946 | for (i=0;i<numberColumns;i++) { |
---|
947 | saveLower[i] = lower[i]; |
---|
948 | saveUpper[i] = upper[i]; |
---|
949 | } |
---|
950 | // May go round twice if strong branching fixes all local candidates |
---|
951 | bool finished=false; |
---|
952 | double estimatedDegradation=0.0; |
---|
953 | while(!finished) { |
---|
954 | finished=true; |
---|
955 | // Some objects may compute an estimate of best solution from here |
---|
956 | estimatedDegradation=0.0; |
---|
957 | //int numberIntegerInfeasibilities=0; // without odd ones |
---|
958 | numberStrongDone=0; |
---|
959 | numberUnfinished=0; |
---|
960 | numberStrongInfeasible=0; |
---|
961 | numberStrongIterations=0; |
---|
962 | |
---|
963 | // We may go round this loop twice (only if we think we have solution) |
---|
964 | for (int iPass=0;iPass<2;iPass++) { |
---|
965 | |
---|
966 | // compute current state |
---|
967 | //int numberObjectInfeasibilities; // just odd ones |
---|
968 | //model->feasibleSolution( |
---|
969 | // numberIntegerInfeasibilities, |
---|
970 | // numberObjectInfeasibilities); |
---|
971 | const double * hotstartSolution = model->hotstartSolution(); |
---|
972 | const int * hotstartPriorities = model->hotstartPriorities(); |
---|
973 | |
---|
974 | // Some objects may compute an estimate of best solution from here |
---|
975 | estimatedDegradation=0.0; |
---|
976 | numberUnsatisfied_ = 0; |
---|
977 | int bestPriority=INT_MAX; |
---|
978 | /* |
---|
979 | Scan for branching objects that indicate infeasibility. Choose the best |
---|
980 | maximumStrong candidates, using priority as the first criteria, then |
---|
981 | integer infeasibility. |
---|
982 | |
---|
983 | The algorithm is to fill the choice array with a set of good candidates (by |
---|
984 | infeasibility) with priority bestPriority. Finding a candidate with |
---|
985 | priority better (less) than bestPriority flushes the choice array. (This |
---|
986 | serves as initialization when the first candidate is found.) |
---|
987 | |
---|
988 | A new candidate is added to choices only if its infeasibility exceeds the |
---|
989 | current max infeasibility (mostAway). When a candidate is added, it |
---|
990 | replaces the candidate with the smallest infeasibility (tracked by |
---|
991 | iSmallest). |
---|
992 | */ |
---|
993 | int iSmallest = 0; |
---|
994 | double mostAway = 1.0e-100; |
---|
995 | for (i = 0 ; i < maximumStrong ; i++) |
---|
996 | choice[i].possibleBranch = NULL ; |
---|
997 | numberStrong=0; |
---|
998 | bool canDoOneHot=false; |
---|
999 | for (i=0;i<numberObjects;i++) { |
---|
1000 | OsiObject * object = model->modifiableObject(i); |
---|
1001 | int preferredWay; |
---|
1002 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
1003 | int priorityLevel = object->priority(); |
---|
1004 | if (hotstartSolution) { |
---|
1005 | // we are doing hot start |
---|
1006 | const CbcSimpleInteger * thisOne = dynamic_cast <const CbcSimpleInteger *> (object); |
---|
1007 | if (thisOne) { |
---|
1008 | int iColumn = thisOne->columnNumber(); |
---|
1009 | bool canDoThisHot=true; |
---|
1010 | double targetValue = hotstartSolution[iColumn]; |
---|
1011 | if (saveUpper[iColumn]>saveLower[iColumn]) { |
---|
1012 | double value = saveSolution[iColumn]; |
---|
1013 | if (hotstartPriorities) |
---|
1014 | priorityLevel=hotstartPriorities[iColumn]; |
---|
1015 | //double originalLower = thisOne->originalLower(); |
---|
1016 | //double originalUpper = thisOne->originalUpper(); |
---|
1017 | // switch off if not possible |
---|
1018 | if (targetValue>=saveLower[iColumn]&&targetValue<=saveUpper[iColumn]) { |
---|
1019 | /* priority outranks rest always if negative |
---|
1020 | otherwise can be downgraded if at correct level. |
---|
1021 | Infeasibility may be increased to choose 1.0 values first. |
---|
1022 | choose one near wanted value |
---|
1023 | */ |
---|
1024 | if (fabs(value-targetValue)>integerTolerance) { |
---|
1025 | infeasibility = 1.0-fabs(value-targetValue); |
---|
1026 | if (targetValue==1.0) |
---|
1027 | infeasibility += 1.0; |
---|
1028 | if (value>targetValue) { |
---|
1029 | preferredWay=-1; |
---|
1030 | } else { |
---|
1031 | preferredWay=1; |
---|
1032 | } |
---|
1033 | priorityLevel = CoinAbs(priorityLevel); |
---|
1034 | } else if (priorityLevel<0) { |
---|
1035 | priorityLevel = CoinAbs(priorityLevel); |
---|
1036 | if (targetValue==saveLower[iColumn]) { |
---|
1037 | infeasibility = integerTolerance+1.0e-12; |
---|
1038 | preferredWay=-1; |
---|
1039 | } else if (targetValue==saveUpper[iColumn]) { |
---|
1040 | infeasibility = integerTolerance+1.0e-12; |
---|
1041 | preferredWay=1; |
---|
1042 | } else { |
---|
1043 | // can't |
---|
1044 | priorityLevel += 10000000; |
---|
1045 | canDoThisHot=false; |
---|
1046 | } |
---|
1047 | } else { |
---|
1048 | priorityLevel += 10000000; |
---|
1049 | canDoThisHot=false; |
---|
1050 | } |
---|
1051 | } else { |
---|
1052 | // switch off if not possible |
---|
1053 | canDoThisHot=false; |
---|
1054 | } |
---|
1055 | if (canDoThisHot) |
---|
1056 | canDoOneHot=true; |
---|
1057 | } else if (targetValue<saveLower[iColumn]||targetValue>saveUpper[iColumn]) { |
---|
1058 | } |
---|
1059 | } else { |
---|
1060 | priorityLevel += 10000000; |
---|
1061 | } |
---|
1062 | } |
---|
1063 | if (infeasibility) { |
---|
1064 | // Increase estimated degradation to solution |
---|
1065 | estimatedDegradation += CoinMin(object->upEstimate(),object->downEstimate()); |
---|
1066 | numberUnsatisfied_++; |
---|
1067 | // Better priority? Flush choices. |
---|
1068 | if (priorityLevel<bestPriority) { |
---|
1069 | int j; |
---|
1070 | iSmallest=0; |
---|
1071 | for (j=0;j<maximumStrong;j++) { |
---|
1072 | choice[j].upMovement=0.0; |
---|
1073 | delete choice[j].possibleBranch; |
---|
1074 | choice[j].possibleBranch=NULL; |
---|
1075 | } |
---|
1076 | bestPriority = priorityLevel; |
---|
1077 | mostAway=1.0e-100; |
---|
1078 | numberStrong=0; |
---|
1079 | } else if (priorityLevel>bestPriority) { |
---|
1080 | continue; |
---|
1081 | } |
---|
1082 | // Check for suitability based on infeasibility. |
---|
1083 | if (infeasibility>mostAway) { |
---|
1084 | //add to list |
---|
1085 | choice[iSmallest].upMovement=infeasibility; |
---|
1086 | delete choice[iSmallest].possibleBranch; |
---|
1087 | CbcSimpleInteger * obj = |
---|
1088 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
1089 | if (obj) { |
---|
1090 | choice[iSmallest].possibleBranch=obj->createBranch(solver,&usefulInfo,preferredWay); |
---|
1091 | } else { |
---|
1092 | CbcObject * obj = |
---|
1093 | dynamic_cast <CbcObject *>(object) ; |
---|
1094 | assert (obj); |
---|
1095 | choice[iSmallest].possibleBranch=obj->createBranch(preferredWay); |
---|
1096 | } |
---|
1097 | numberStrong = CoinMax(numberStrong,iSmallest+1); |
---|
1098 | // Save which object it was |
---|
1099 | choice[iSmallest].objectNumber=i; |
---|
1100 | int j; |
---|
1101 | iSmallest=-1; |
---|
1102 | mostAway = 1.0e50; |
---|
1103 | for (j=0;j<maximumStrong;j++) { |
---|
1104 | if (choice[j].upMovement<mostAway) { |
---|
1105 | mostAway=choice[j].upMovement; |
---|
1106 | iSmallest=j; |
---|
1107 | } |
---|
1108 | } |
---|
1109 | } |
---|
1110 | } |
---|
1111 | } |
---|
1112 | if (!canDoOneHot&&hotstartSolution) { |
---|
1113 | // switch off as not possible |
---|
1114 | hotstartSolution=NULL; |
---|
1115 | model->setHotstartSolution(NULL,NULL); |
---|
1116 | } |
---|
1117 | if (numberUnsatisfied_) { |
---|
1118 | // some infeasibilities - go to next steps |
---|
1119 | break; |
---|
1120 | } else if (!iPass) { |
---|
1121 | // looks like a solution - get paranoid |
---|
1122 | bool roundAgain=false; |
---|
1123 | // get basis |
---|
1124 | CoinWarmStartBasis * ws = dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart()); |
---|
1125 | if (!ws) |
---|
1126 | break; |
---|
1127 | for (i=0;i<numberColumns;i++) { |
---|
1128 | double value = saveSolution[i]; |
---|
1129 | if (value<lower[i]) { |
---|
1130 | saveSolution[i]=lower[i]; |
---|
1131 | roundAgain=true; |
---|
1132 | ws->setStructStatus(i,CoinWarmStartBasis::atLowerBound); |
---|
1133 | } else if (value>upper[i]) { |
---|
1134 | saveSolution[i]=upper[i]; |
---|
1135 | roundAgain=true; |
---|
1136 | ws->setStructStatus(i,CoinWarmStartBasis::atUpperBound); |
---|
1137 | } |
---|
1138 | } |
---|
1139 | if (roundAgain&&saveNumberStrong) { |
---|
1140 | // restore basis |
---|
1141 | solver->setWarmStart(ws); |
---|
1142 | delete ws; |
---|
1143 | solver->resolve(); |
---|
1144 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
1145 | model->reserveCurrentSolution(saveSolution); |
---|
1146 | if (!solver->isProvenOptimal()) { |
---|
1147 | // infeasible |
---|
1148 | anyAction=-2; |
---|
1149 | break; |
---|
1150 | } |
---|
1151 | } else { |
---|
1152 | delete ws; |
---|
1153 | break; |
---|
1154 | } |
---|
1155 | } |
---|
1156 | } |
---|
1157 | /* Some solvers can do the strong branching calculations faster if |
---|
1158 | they do them all at once. At present only Clp does for ordinary |
---|
1159 | integers but I think this coding would be easy to modify |
---|
1160 | */ |
---|
1161 | bool allNormal=true; // to say if we can do fast strong branching |
---|
1162 | // Say which one will be best |
---|
1163 | int bestChoice=0; |
---|
1164 | double worstInfeasibility=0.0; |
---|
1165 | for (i=0;i<numberStrong;i++) { |
---|
1166 | choice[i].numIntInfeasUp = numberUnsatisfied_; |
---|
1167 | choice[i].numIntInfeasDown = numberUnsatisfied_; |
---|
1168 | choice[i].fix=0; // say not fixed |
---|
1169 | if (!dynamic_cast <const CbcSimpleInteger *> (model->object(choice[i].objectNumber))) |
---|
1170 | allNormal=false; // Something odd so lets skip clever fast branching |
---|
1171 | if ( !model->object(choice[i].objectNumber)->boundBranch()) |
---|
1172 | numberStrong=0; // switch off |
---|
1173 | if ( choice[i].possibleBranch->numberBranches()>2) |
---|
1174 | numberStrong=0; // switch off |
---|
1175 | // Do best choice in case switched off |
---|
1176 | if (choice[i].upMovement>worstInfeasibility) { |
---|
1177 | worstInfeasibility=choice[i].upMovement; |
---|
1178 | bestChoice=i; |
---|
1179 | } |
---|
1180 | } |
---|
1181 | // If we have hit max time don't do strong branching |
---|
1182 | bool hitMaxTime = ( CoinCpuTime()-model->getDblParam(CbcModel::CbcStartSeconds) > |
---|
1183 | model->getDblParam(CbcModel::CbcMaximumSeconds)); |
---|
1184 | // also give up if we are looping round too much |
---|
1185 | if (hitMaxTime||numberPassesLeft<=0) |
---|
1186 | numberStrong=0; |
---|
1187 | /* |
---|
1188 | Is strong branching enabled? If so, set up and do it. Otherwise, we'll |
---|
1189 | fall through to simple branching. |
---|
1190 | |
---|
1191 | Setup for strong branching involves saving the current basis (for restoration |
---|
1192 | afterwards) and setting up for hot starts. |
---|
1193 | */ |
---|
1194 | if (numberStrong&&saveNumberStrong) { |
---|
1195 | |
---|
1196 | bool solveAll=false; // set true to say look at all even if some fixed (experiment) |
---|
1197 | solveAll=true; |
---|
1198 | // worth trying if too many times |
---|
1199 | // Save basis |
---|
1200 | CoinWarmStart * ws = solver->getWarmStart(); |
---|
1201 | // save limit |
---|
1202 | int saveLimit; |
---|
1203 | solver->getIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
1204 | if (beforeSolution&&saveLimit<100) |
---|
1205 | solver->setIntParam(OsiMaxNumIterationHotStart,100); // go to end |
---|
1206 | # ifdef COIN_HAS_CLP |
---|
1207 | /* If we are doing all strong branching in one go then we create new arrays |
---|
1208 | to store information. If clp NULL then doing old way. |
---|
1209 | Going down - |
---|
1210 | outputSolution[2*i] is final solution. |
---|
1211 | outputStuff[2*i] is status (0 - finished, 1 infeas, other unknown |
---|
1212 | outputStuff[2*i+numberStrong] is number iterations |
---|
1213 | On entry newUpper[i] is new upper bound, on exit obj change |
---|
1214 | Going up - |
---|
1215 | outputSolution[2*i+1] is final solution. |
---|
1216 | outputStuff[2*i+1] is status (0 - finished, 1 infeas, other unknown |
---|
1217 | outputStuff[2*i+1+numberStrong] is number iterations |
---|
1218 | On entry newLower[i] is new lower bound, on exit obj change |
---|
1219 | */ |
---|
1220 | OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (solver); |
---|
1221 | ClpSimplex * clp=NULL; |
---|
1222 | double * newLower = NULL; |
---|
1223 | double * newUpper = NULL; |
---|
1224 | double ** outputSolution=NULL; |
---|
1225 | int * outputStuff=NULL; |
---|
1226 | // Go back to normal way if user wants it |
---|
1227 | if (osiclp&&(osiclp->specialOptions()&16)!=0&&osiclp->specialOptions()>0) |
---|
1228 | allNormal=false; |
---|
1229 | if (osiclp&&!allNormal) { |
---|
1230 | // say do fast |
---|
1231 | int easy=1; |
---|
1232 | osiclp->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,&easy) ; |
---|
1233 | } |
---|
1234 | if (osiclp&& allNormal) { |
---|
1235 | clp = osiclp->getModelPtr(); |
---|
1236 | // Clp - do a different way |
---|
1237 | newLower = new double[numberStrong]; |
---|
1238 | newUpper = new double[numberStrong]; |
---|
1239 | outputSolution = new double * [2*numberStrong]; |
---|
1240 | outputStuff = new int [4*numberStrong]; |
---|
1241 | int * which = new int[numberStrong]; |
---|
1242 | int startFinishOptions; |
---|
1243 | int specialOptions = osiclp->specialOptions(); |
---|
1244 | int clpOptions = clp->specialOptions(); |
---|
1245 | int returnCode=0; |
---|
1246 | #define CRUNCH |
---|
1247 | #ifdef CRUNCH |
---|
1248 | // Crunch down problem |
---|
1249 | int numberRows = clp->numberRows(); |
---|
1250 | // Use dual region |
---|
1251 | double * rhs = clp->dualRowSolution(); |
---|
1252 | int * whichRow = new int[3*numberRows]; |
---|
1253 | int * whichColumn = new int[2*numberColumns]; |
---|
1254 | int nBound; |
---|
1255 | ClpSimplex * small = ((ClpSimplexOther *) clp)->crunch(rhs,whichRow,whichColumn,nBound,true); |
---|
1256 | if (!small) { |
---|
1257 | anyAction=-2; |
---|
1258 | //printf("XXXX Inf by inspection\n"); |
---|
1259 | delete [] whichColumn; |
---|
1260 | whichColumn=NULL; |
---|
1261 | delete [] whichRow; |
---|
1262 | whichRow=NULL; |
---|
1263 | break; |
---|
1264 | } else { |
---|
1265 | clp = small; |
---|
1266 | } |
---|
1267 | #else |
---|
1268 | int saveLogLevel = clp->logLevel(); |
---|
1269 | int saveMaxIts = clp->maximumIterations(); |
---|
1270 | #endif |
---|
1271 | clp->setLogLevel(0); |
---|
1272 | if((specialOptions&1)==0) { |
---|
1273 | startFinishOptions=0; |
---|
1274 | clp->setSpecialOptions(clpOptions|(64|1024)); |
---|
1275 | } else { |
---|
1276 | startFinishOptions=1+2+4; |
---|
1277 | //startFinishOptions=1+4; // for moment re-factorize |
---|
1278 | if((specialOptions&4)==0) |
---|
1279 | clp->setSpecialOptions(clpOptions|(64|128|512|1024|4096)); |
---|
1280 | else |
---|
1281 | clp->setSpecialOptions(clpOptions|(64|128|512|1024|2048|4096)); |
---|
1282 | } |
---|
1283 | // User may want to clean up before strong branching |
---|
1284 | if ((clp->specialOptions()&32)!=0) { |
---|
1285 | clp->primal(1); |
---|
1286 | if (clp->numberIterations()) |
---|
1287 | model->messageHandler()->message(CBC_ITERATE_STRONG,model->messages()) |
---|
1288 | << clp->numberIterations() |
---|
1289 | <<CoinMessageEol; |
---|
1290 | } |
---|
1291 | clp->setMaximumIterations(saveLimit); |
---|
1292 | #ifdef CRUNCH |
---|
1293 | int * backColumn = whichColumn+numberColumns; |
---|
1294 | #endif |
---|
1295 | for (i=0;i<numberStrong;i++) { |
---|
1296 | int iObject = choice[i].objectNumber; |
---|
1297 | const OsiObject * object = model->object(iObject); |
---|
1298 | const CbcSimpleInteger * simple = dynamic_cast <const CbcSimpleInteger *> (object); |
---|
1299 | int iSequence = simple->columnNumber(); |
---|
1300 | newLower[i]= ceil(saveSolution[iSequence]); |
---|
1301 | newUpper[i]= floor(saveSolution[iSequence]); |
---|
1302 | #ifdef CRUNCH |
---|
1303 | iSequence = backColumn[iSequence]; |
---|
1304 | assert (iSequence>=0); |
---|
1305 | #endif |
---|
1306 | which[i]=iSequence; |
---|
1307 | outputSolution[2*i]= new double [numberColumns]; |
---|
1308 | outputSolution[2*i+1]= new double [numberColumns]; |
---|
1309 | } |
---|
1310 | //clp->writeMps("bad"); |
---|
1311 | returnCode=clp->strongBranching(numberStrong,which, |
---|
1312 | newLower, newUpper,outputSolution, |
---|
1313 | outputStuff,outputStuff+2*numberStrong,!solveAll,false, |
---|
1314 | startFinishOptions); |
---|
1315 | #ifndef CRUNCH |
---|
1316 | clp->setSpecialOptions(clpOptions); // restore |
---|
1317 | clp->setMaximumIterations(saveMaxIts); |
---|
1318 | clp->setLogLevel(saveLogLevel); |
---|
1319 | #endif |
---|
1320 | if (returnCode==-2) { |
---|
1321 | // bad factorization!!! |
---|
1322 | // Doing normal way |
---|
1323 | // Mark hot start |
---|
1324 | solver->markHotStart(); |
---|
1325 | clp = NULL; |
---|
1326 | } else { |
---|
1327 | #ifdef CRUNCH |
---|
1328 | // extract solution |
---|
1329 | //bool checkSol=true; |
---|
1330 | for (i=0;i<numberStrong;i++) { |
---|
1331 | int iObject = choice[i].objectNumber; |
---|
1332 | const OsiObject * object = model->object(iObject); |
---|
1333 | const CbcSimpleInteger * simple = dynamic_cast <const CbcSimpleInteger *> (object); |
---|
1334 | int iSequence = simple->columnNumber(); |
---|
1335 | which[i]=iSequence; |
---|
1336 | double * sol = outputSolution[2*i]; |
---|
1337 | double * sol2 = outputSolution[2*i+1]; |
---|
1338 | //bool x=true; |
---|
1339 | //bool x2=true; |
---|
1340 | for (int iColumn=numberColumns-1;iColumn>=0;iColumn--) { |
---|
1341 | int jColumn = backColumn[iColumn]; |
---|
1342 | if (jColumn>=0) { |
---|
1343 | sol[iColumn]=sol[jColumn]; |
---|
1344 | sol2[iColumn]=sol2[jColumn]; |
---|
1345 | } else { |
---|
1346 | sol[iColumn]=saveSolution[iColumn]; |
---|
1347 | sol2[iColumn]=saveSolution[iColumn]; |
---|
1348 | } |
---|
1349 | } |
---|
1350 | } |
---|
1351 | #endif |
---|
1352 | } |
---|
1353 | #ifdef CRUNCH |
---|
1354 | delete [] whichColumn; |
---|
1355 | delete [] whichRow; |
---|
1356 | delete small; |
---|
1357 | #endif |
---|
1358 | delete [] which; |
---|
1359 | } else { |
---|
1360 | // Doing normal way |
---|
1361 | // Mark hot start |
---|
1362 | solver->markHotStart(); |
---|
1363 | } |
---|
1364 | # else /* COIN_HAS_CLP */ |
---|
1365 | |
---|
1366 | OsiSolverInterface *clp = NULL ; |
---|
1367 | double **outputSolution = NULL ; |
---|
1368 | int *outputStuff = NULL ; |
---|
1369 | double * newLower = NULL ; |
---|
1370 | double * newUpper = NULL ; |
---|
1371 | |
---|
1372 | solver->markHotStart(); |
---|
1373 | |
---|
1374 | # endif /* COIN_HAS_CLP */ |
---|
1375 | /* |
---|
1376 | Open a loop to do the strong branching LPs. For each candidate variable, |
---|
1377 | solve an LP with the variable forced down, then up. If a direction turns |
---|
1378 | out to be infeasible or monotonic (i.e., over the dual objective cutoff), |
---|
1379 | force the objective change to be big (1.0e100). If we determine the problem |
---|
1380 | is infeasible, or find a monotone variable, escape the loop. |
---|
1381 | |
---|
1382 | TODO: The `restore bounds' part might be better encapsulated as an |
---|
1383 | unbranch() method. Branching objects more exotic than simple integers |
---|
1384 | or cliques might not restrict themselves to variable bounds. |
---|
1385 | |
---|
1386 | TODO: Virtuous solvers invalidate the current solution (or give bogus |
---|
1387 | results :-) when the bounds are changed out from under them. So we |
---|
1388 | need to do all the work associated with finding a new solution before |
---|
1389 | restoring the bounds. |
---|
1390 | */ |
---|
1391 | for (i = 0 ; i < numberStrong ; i++) |
---|
1392 | { double objectiveChange ; |
---|
1393 | double newObjectiveValue=1.0e100; |
---|
1394 | // status is 0 finished, 1 infeasible and other |
---|
1395 | int iStatus; |
---|
1396 | /* |
---|
1397 | Try the down direction first. (Specify the initial branching alternative as |
---|
1398 | down with a call to way(-1). Each subsequent call to branch() performs the |
---|
1399 | specified branch and advances the branch object state to the next branch |
---|
1400 | alternative.) |
---|
1401 | */ |
---|
1402 | if (!clp) { |
---|
1403 | choice[i].possibleBranch->way(-1) ; |
---|
1404 | choice[i].possibleBranch->branch() ; |
---|
1405 | bool feasible=true; |
---|
1406 | if (checkFeasibility) { |
---|
1407 | // check branching did not make infeasible |
---|
1408 | int iColumn; |
---|
1409 | int numberColumns = solver->getNumCols(); |
---|
1410 | const double * columnLower = solver->getColLower(); |
---|
1411 | const double * columnUpper = solver->getColUpper(); |
---|
1412 | for (iColumn= 0;iColumn<numberColumns;iColumn++) { |
---|
1413 | if (columnLower[iColumn]>columnUpper[iColumn]+1.0e-5) |
---|
1414 | feasible=false; |
---|
1415 | } |
---|
1416 | } |
---|
1417 | if (feasible) { |
---|
1418 | solver->solveFromHotStart() ; |
---|
1419 | numberStrongDone++; |
---|
1420 | numberStrongIterations += solver->getIterationCount(); |
---|
1421 | /* |
---|
1422 | We now have an estimate of objective degradation that we can use for strong |
---|
1423 | branching. If we're over the cutoff, the variable is monotone up. |
---|
1424 | If we actually made it to optimality, check for a solution, and if we have |
---|
1425 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
1426 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
1427 | */ |
---|
1428 | if (solver->isProvenOptimal()) |
---|
1429 | iStatus=0; // optimal |
---|
1430 | else if (solver->isIterationLimitReached() |
---|
1431 | &&!solver->isDualObjectiveLimitReached()) |
---|
1432 | iStatus=2; // unknown |
---|
1433 | else |
---|
1434 | iStatus=1; // infeasible |
---|
1435 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
1436 | choice[i].numItersDown = solver->getIterationCount(); |
---|
1437 | } else { |
---|
1438 | iStatus=1; // infeasible |
---|
1439 | newObjectiveValue = 1.0e100; |
---|
1440 | choice[i].numItersDown = 0; |
---|
1441 | } |
---|
1442 | } else { |
---|
1443 | iStatus = outputStuff[2*i]; |
---|
1444 | choice[i].numItersDown = outputStuff[2*numberStrong+2*i]; |
---|
1445 | numberStrongDone++; |
---|
1446 | numberStrongIterations += choice[i].numItersDown; |
---|
1447 | newObjectiveValue = objectiveValue+newUpper[i]; |
---|
1448 | solver->setColSolution(outputSolution[2*i]); |
---|
1449 | } |
---|
1450 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
1451 | if (!iStatus) { |
---|
1452 | choice[i].finishedDown = true ; |
---|
1453 | if (newObjectiveValue>=model->getCutoff()) { |
---|
1454 | objectiveChange = 1.0e100; // say infeasible |
---|
1455 | numberStrongInfeasible++; |
---|
1456 | } else { |
---|
1457 | // See if integer solution |
---|
1458 | if (model->feasibleSolution(choice[i].numIntInfeasDown, |
---|
1459 | choice[i].numObjInfeasDown) |
---|
1460 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
1461 | model->setBestSolution(CBC_STRONGSOL, |
---|
1462 | newObjectiveValue, |
---|
1463 | solver->getColSolution()) ; |
---|
1464 | // only needed for odd solvers |
---|
1465 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
1466 | objectiveChange = CoinMax(newObjectiveValue-objectiveValue_,0.0) ; |
---|
1467 | model->setLastHeuristic(NULL); |
---|
1468 | model->incrementUsed(solver->getColSolution()); |
---|
1469 | if (newObjectiveValue >= model->getCutoff()) { // *new* cutoff |
---|
1470 | objectiveChange = 1.0e100 ; |
---|
1471 | numberStrongInfeasible++; |
---|
1472 | } |
---|
1473 | } |
---|
1474 | } |
---|
1475 | } else if (iStatus==1) { |
---|
1476 | objectiveChange = 1.0e100 ; |
---|
1477 | numberStrongInfeasible++; |
---|
1478 | } else { |
---|
1479 | // Can't say much as we did not finish |
---|
1480 | choice[i].finishedDown = false ; |
---|
1481 | numberUnfinished++; |
---|
1482 | } |
---|
1483 | choice[i].downMovement = objectiveChange ; |
---|
1484 | |
---|
1485 | // restore bounds |
---|
1486 | if (!clp) |
---|
1487 | { for (int j=0;j<numberColumns;j++) { |
---|
1488 | if (saveLower[j] != lower[j]) |
---|
1489 | solver->setColLower(j,saveLower[j]); |
---|
1490 | if (saveUpper[j] != upper[j]) |
---|
1491 | solver->setColUpper(j,saveUpper[j]); |
---|
1492 | } |
---|
1493 | } |
---|
1494 | //printf("Down on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
1495 | // choice[i].objectNumber,iStatus,newObjectiveValue,choice[i].numItersDown, |
---|
1496 | // choice[i].downMovement,choice[i].finishedDown,choice[i].numIntInfeasDown, |
---|
1497 | // choice[i].numObjInfeasDown); |
---|
1498 | |
---|
1499 | // repeat the whole exercise, forcing the variable up |
---|
1500 | if (!clp) { |
---|
1501 | bool feasible=true; |
---|
1502 | // If odd branching then maybe just one possibility |
---|
1503 | if(choice[i].possibleBranch->numberBranchesLeft()>0) { |
---|
1504 | choice[i].possibleBranch->branch(); |
---|
1505 | if (checkFeasibility) { |
---|
1506 | // check branching did not make infeasible |
---|
1507 | int iColumn; |
---|
1508 | int numberColumns = solver->getNumCols(); |
---|
1509 | const double * columnLower = solver->getColLower(); |
---|
1510 | const double * columnUpper = solver->getColUpper(); |
---|
1511 | for (iColumn= 0;iColumn<numberColumns;iColumn++) { |
---|
1512 | if (columnLower[iColumn]>columnUpper[iColumn]+1.0e-5) |
---|
1513 | feasible=false; |
---|
1514 | } |
---|
1515 | } |
---|
1516 | } else { |
---|
1517 | // second branch infeasible |
---|
1518 | feasible=false; |
---|
1519 | } |
---|
1520 | if (feasible) { |
---|
1521 | solver->solveFromHotStart() ; |
---|
1522 | numberStrongDone++; |
---|
1523 | numberStrongIterations += solver->getIterationCount(); |
---|
1524 | /* |
---|
1525 | We now have an estimate of objective degradation that we can use for strong |
---|
1526 | branching. If we're over the cutoff, the variable is monotone up. |
---|
1527 | If we actually made it to optimality, check for a solution, and if we have |
---|
1528 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
1529 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
1530 | */ |
---|
1531 | if (solver->isProvenOptimal()) |
---|
1532 | iStatus=0; // optimal |
---|
1533 | else if (solver->isIterationLimitReached() |
---|
1534 | &&!solver->isDualObjectiveLimitReached()) |
---|
1535 | iStatus=2; // unknown |
---|
1536 | else |
---|
1537 | iStatus=1; // infeasible |
---|
1538 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
1539 | choice[i].numItersUp = solver->getIterationCount(); |
---|
1540 | } else { |
---|
1541 | iStatus=1; // infeasible |
---|
1542 | newObjectiveValue = 1.0e100; |
---|
1543 | choice[i].numItersDown = 0; |
---|
1544 | } |
---|
1545 | } else { |
---|
1546 | iStatus = outputStuff[2*i+1]; |
---|
1547 | choice[i].numItersUp = outputStuff[2*numberStrong+2*i+1]; |
---|
1548 | numberStrongDone++; |
---|
1549 | numberStrongIterations += choice[i].numItersUp; |
---|
1550 | newObjectiveValue = objectiveValue+newLower[i]; |
---|
1551 | solver->setColSolution(outputSolution[2*i+1]); |
---|
1552 | } |
---|
1553 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
1554 | if (!iStatus) { |
---|
1555 | choice[i].finishedUp = true ; |
---|
1556 | if (newObjectiveValue>=model->getCutoff()) { |
---|
1557 | objectiveChange = 1.0e100; // say infeasible |
---|
1558 | numberStrongInfeasible++; |
---|
1559 | } else { |
---|
1560 | // See if integer solution |
---|
1561 | if (model->feasibleSolution(choice[i].numIntInfeasUp, |
---|
1562 | choice[i].numObjInfeasUp) |
---|
1563 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
1564 | model->setBestSolution(CBC_STRONGSOL, |
---|
1565 | newObjectiveValue, |
---|
1566 | solver->getColSolution()) ; |
---|
1567 | // only needed for odd solvers |
---|
1568 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
1569 | objectiveChange = CoinMax(newObjectiveValue-objectiveValue_,0.0) ; |
---|
1570 | model->setLastHeuristic(NULL); |
---|
1571 | model->incrementUsed(solver->getColSolution()); |
---|
1572 | if (newObjectiveValue >= model->getCutoff()) { // *new* cutoff |
---|
1573 | objectiveChange = 1.0e100 ; |
---|
1574 | numberStrongInfeasible++; |
---|
1575 | } |
---|
1576 | } |
---|
1577 | } |
---|
1578 | } else if (iStatus==1) { |
---|
1579 | objectiveChange = 1.0e100 ; |
---|
1580 | numberStrongInfeasible++; |
---|
1581 | } else { |
---|
1582 | // Can't say much as we did not finish |
---|
1583 | choice[i].finishedUp = false ; |
---|
1584 | numberUnfinished++; |
---|
1585 | } |
---|
1586 | choice[i].upMovement = objectiveChange ; |
---|
1587 | |
---|
1588 | // restore bounds |
---|
1589 | if (!clp) |
---|
1590 | { for (int j=0;j<numberColumns;j++) { |
---|
1591 | if (saveLower[j] != lower[j]) |
---|
1592 | solver->setColLower(j,saveLower[j]); |
---|
1593 | if (saveUpper[j] != upper[j]) |
---|
1594 | solver->setColUpper(j,saveUpper[j]); |
---|
1595 | } |
---|
1596 | } |
---|
1597 | |
---|
1598 | //printf("Up on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
1599 | // choice[i].objectNumber,iStatus,newObjectiveValue,choice[i].numItersUp, |
---|
1600 | // choice[i].upMovement,choice[i].finishedUp,choice[i].numIntInfeasUp, |
---|
1601 | // choice[i].numObjInfeasUp); |
---|
1602 | |
---|
1603 | /* |
---|
1604 | End of evaluation for this candidate variable. Possibilities are: |
---|
1605 | * Both sides below cutoff; this variable is a candidate for branching. |
---|
1606 | * Both sides infeasible or above the objective cutoff: no further action |
---|
1607 | here. Break from the evaluation loop and assume the node will be purged |
---|
1608 | by the caller. |
---|
1609 | * One side below cutoff: Install the branch (i.e., fix the variable). Break |
---|
1610 | from the evaluation loop and assume the node will be reoptimised by the |
---|
1611 | caller. |
---|
1612 | */ |
---|
1613 | // reset |
---|
1614 | choice[i].possibleBranch->resetNumberBranchesLeft(); |
---|
1615 | if (choice[i].upMovement<1.0e100) { |
---|
1616 | if(choice[i].downMovement<1.0e100) { |
---|
1617 | // feasible - no action |
---|
1618 | } else { |
---|
1619 | // up feasible, down infeasible |
---|
1620 | anyAction=-1; |
---|
1621 | //printf("Down infeasible for choice %d sequence %d\n",i, |
---|
1622 | // model->object(choice[i].objectNumber)->columnNumber()); |
---|
1623 | if (!solveAll) { |
---|
1624 | choice[i].possibleBranch->way(1); |
---|
1625 | choice[i].possibleBranch->branch(); |
---|
1626 | break; |
---|
1627 | } else { |
---|
1628 | choice[i].fix=1; |
---|
1629 | } |
---|
1630 | } |
---|
1631 | } else { |
---|
1632 | if(choice[i].downMovement<1.0e100) { |
---|
1633 | // down feasible, up infeasible |
---|
1634 | anyAction=-1; |
---|
1635 | //printf("Up infeasible for choice %d sequence %d\n",i, |
---|
1636 | // model->object(choice[i].objectNumber)->columnNumber()); |
---|
1637 | if (!solveAll) { |
---|
1638 | choice[i].possibleBranch->way(-1); |
---|
1639 | choice[i].possibleBranch->branch(); |
---|
1640 | break; |
---|
1641 | } else { |
---|
1642 | choice[i].fix=-1; |
---|
1643 | } |
---|
1644 | } else { |
---|
1645 | // neither side feasible |
---|
1646 | anyAction=-2; |
---|
1647 | //printf("Both infeasible for choice %d sequence %d\n",i, |
---|
1648 | // model->object(choice[i].objectNumber)->columnNumber()); |
---|
1649 | break; |
---|
1650 | } |
---|
1651 | } |
---|
1652 | bool hitMaxTime = ( CoinCpuTime()-model->getDblParam(CbcModel::CbcStartSeconds) > |
---|
1653 | model->getDblParam(CbcModel::CbcMaximumSeconds)); |
---|
1654 | if (hitMaxTime) { |
---|
1655 | numberStrong=i+1; |
---|
1656 | break; |
---|
1657 | } |
---|
1658 | } |
---|
1659 | if (!clp) { |
---|
1660 | // Delete the snapshot |
---|
1661 | solver->unmarkHotStart(); |
---|
1662 | } else { |
---|
1663 | delete [] newLower; |
---|
1664 | delete [] newUpper; |
---|
1665 | delete [] outputStuff; |
---|
1666 | int i; |
---|
1667 | for (i=0;i<2*numberStrong;i++) |
---|
1668 | delete [] outputSolution[i]; |
---|
1669 | delete [] outputSolution; |
---|
1670 | } |
---|
1671 | solver->setIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
1672 | // restore basis |
---|
1673 | solver->setWarmStart(ws); |
---|
1674 | // Unless infeasible we will carry on |
---|
1675 | // But we could fix anyway |
---|
1676 | if (anyAction==-1&&solveAll) { |
---|
1677 | // apply and take off |
---|
1678 | for (i = 0 ; i < numberStrong ; i++) { |
---|
1679 | if (choice[i].fix) { |
---|
1680 | choice[i].possibleBranch->way(choice[i].fix) ; |
---|
1681 | choice[i].possibleBranch->branch() ; |
---|
1682 | } |
---|
1683 | } |
---|
1684 | bool feasible=true; |
---|
1685 | if (checkFeasibility) { |
---|
1686 | // check branching did not make infeasible |
---|
1687 | int iColumn; |
---|
1688 | int numberColumns = solver->getNumCols(); |
---|
1689 | const double * columnLower = solver->getColLower(); |
---|
1690 | const double * columnUpper = solver->getColUpper(); |
---|
1691 | for (iColumn= 0;iColumn<numberColumns;iColumn++) { |
---|
1692 | if (columnLower[iColumn]>columnUpper[iColumn]+1.0e-5) |
---|
1693 | feasible=false; |
---|
1694 | } |
---|
1695 | } |
---|
1696 | if (feasible) { |
---|
1697 | // can do quick optimality check |
---|
1698 | int easy=2; |
---|
1699 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,&easy) ; |
---|
1700 | solver->resolve() ; |
---|
1701 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
1702 | feasible = solver->isProvenOptimal(); |
---|
1703 | } |
---|
1704 | if (feasible) { |
---|
1705 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
1706 | model->reserveCurrentSolution(saveSolution); |
---|
1707 | memcpy(saveLower,solver->getColLower(),numberColumns*sizeof(double)); |
---|
1708 | memcpy(saveUpper,solver->getColUpper(),numberColumns*sizeof(double)); |
---|
1709 | // Clean up all candidates whih are fixed |
---|
1710 | int numberLeft=0; |
---|
1711 | for (i = 0 ; i < numberStrong ; i++) { |
---|
1712 | CbcStrongInfo thisChoice = choice[i]; |
---|
1713 | choice[i].possibleBranch=NULL; |
---|
1714 | const OsiObject * object = model->object(thisChoice.objectNumber); |
---|
1715 | int preferredWay; |
---|
1716 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
1717 | if (!infeasibility) { |
---|
1718 | // take out |
---|
1719 | delete thisChoice.possibleBranch; |
---|
1720 | } else { |
---|
1721 | choice[numberLeft++]=thisChoice; |
---|
1722 | } |
---|
1723 | } |
---|
1724 | numberStrong=numberLeft; |
---|
1725 | for (;i<maximumStrong;i++) { |
---|
1726 | delete choice[i].possibleBranch; |
---|
1727 | choice[i].possibleBranch=NULL; |
---|
1728 | } |
---|
1729 | // If all fixed then round again |
---|
1730 | if (!numberLeft) { |
---|
1731 | finished=false; |
---|
1732 | numberStrong=0; |
---|
1733 | saveNumberStrong=0; |
---|
1734 | maximumStrong=1; |
---|
1735 | } else { |
---|
1736 | anyAction=0; |
---|
1737 | } |
---|
1738 | // If these two uncommented then different action |
---|
1739 | anyAction=-1; |
---|
1740 | finished=true; |
---|
1741 | //printf("some fixed but continuing %d left\n",numberLeft); |
---|
1742 | } else { |
---|
1743 | anyAction=-2; // say infeasible |
---|
1744 | } |
---|
1745 | } |
---|
1746 | delete ws; |
---|
1747 | int numberNodes = model->getNodeCount(); |
---|
1748 | // update number of strong iterations etc |
---|
1749 | model->incrementStrongInfo(numberStrongDone,numberStrongIterations, |
---|
1750 | anyAction==-2 ? 0:numberStrongInfeasible,anyAction==-2); |
---|
1751 | |
---|
1752 | /* |
---|
1753 | anyAction >= 0 indicates that strong branching didn't produce any monotone |
---|
1754 | variables. Sift through the candidates for the best one. |
---|
1755 | |
---|
1756 | QUERY: Setting numberNodes looks to be a distributed noop. numberNodes is |
---|
1757 | local to this code block. Perhaps should be numberNodes_ from model? |
---|
1758 | Unclear what this calculation is doing. |
---|
1759 | */ |
---|
1760 | if (anyAction>=0) { |
---|
1761 | |
---|
1762 | // get average cost per iteration and assume stopped ones |
---|
1763 | // would stop after 50% more iterations at average cost??? !!! ??? |
---|
1764 | double averageCostPerIteration=0.0; |
---|
1765 | double totalNumberIterations=1.0; |
---|
1766 | int smallestNumberInfeasibilities=INT_MAX; |
---|
1767 | for (i=0;i<numberStrong;i++) { |
---|
1768 | totalNumberIterations += choice[i].numItersDown + |
---|
1769 | choice[i].numItersUp ; |
---|
1770 | averageCostPerIteration += choice[i].downMovement + |
---|
1771 | choice[i].upMovement; |
---|
1772 | smallestNumberInfeasibilities= |
---|
1773 | CoinMin(CoinMin(choice[i].numIntInfeasDown , |
---|
1774 | choice[i].numIntInfeasUp ), |
---|
1775 | smallestNumberInfeasibilities); |
---|
1776 | } |
---|
1777 | //if (smallestNumberInfeasibilities>=numberIntegerInfeasibilities) |
---|
1778 | //numberNodes=1000000; // switch off search for better solution |
---|
1779 | numberNodes=1000000; // switch off anyway |
---|
1780 | averageCostPerIteration /= totalNumberIterations; |
---|
1781 | // all feasible - choose best bet |
---|
1782 | |
---|
1783 | // New method does all at once so it can be more sophisticated |
---|
1784 | // in deciding how to balance actions. |
---|
1785 | // But it does need arrays |
---|
1786 | double * changeUp = new double [numberStrong]; |
---|
1787 | int * numberInfeasibilitiesUp = new int [numberStrong]; |
---|
1788 | double * changeDown = new double [numberStrong]; |
---|
1789 | int * numberInfeasibilitiesDown = new int [numberStrong]; |
---|
1790 | CbcBranchingObject ** objects = new CbcBranchingObject * [ numberStrong]; |
---|
1791 | for (i = 0 ; i < numberStrong ; i++) { |
---|
1792 | int iColumn = choice[i].possibleBranch->variable() ; |
---|
1793 | model->messageHandler()->message(CBC_STRONG,model->messages()) |
---|
1794 | << i << iColumn |
---|
1795 | <<choice[i].downMovement<<choice[i].numIntInfeasDown |
---|
1796 | <<choice[i].upMovement<<choice[i].numIntInfeasUp |
---|
1797 | <<choice[i].possibleBranch->value() |
---|
1798 | <<CoinMessageEol; |
---|
1799 | changeUp[i]=choice[i].upMovement; |
---|
1800 | numberInfeasibilitiesUp[i] = choice[i].numIntInfeasUp; |
---|
1801 | changeDown[i]=choice[i].downMovement; |
---|
1802 | numberInfeasibilitiesDown[i] = choice[i].numIntInfeasDown; |
---|
1803 | objects[i] = choice[i].possibleBranch; |
---|
1804 | } |
---|
1805 | int whichObject = decision->bestBranch(objects,numberStrong,numberUnsatisfied_, |
---|
1806 | changeUp,numberInfeasibilitiesUp, |
---|
1807 | changeDown,numberInfeasibilitiesDown, |
---|
1808 | objectiveValue_); |
---|
1809 | // move branching object and make sure it will not be deleted |
---|
1810 | if (whichObject>=0) { |
---|
1811 | branch_ = objects[whichObject]; |
---|
1812 | if (model->messageHandler()->logLevel()>3) |
---|
1813 | printf("Choosing column %d\n",choice[whichObject].possibleBranch->variable()) ; |
---|
1814 | choice[whichObject].possibleBranch=NULL; |
---|
1815 | } |
---|
1816 | delete [] changeUp; |
---|
1817 | delete [] numberInfeasibilitiesUp; |
---|
1818 | delete [] changeDown; |
---|
1819 | delete [] numberInfeasibilitiesDown; |
---|
1820 | delete [] objects; |
---|
1821 | } |
---|
1822 | # ifdef COIN_HAS_CLP |
---|
1823 | if (osiclp&&!allNormal) { |
---|
1824 | // back to normal |
---|
1825 | osiclp->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
1826 | } |
---|
1827 | # endif |
---|
1828 | } |
---|
1829 | /* |
---|
1830 | Simple branching. Probably just one, but we may have got here |
---|
1831 | because of an odd branch e.g. a cut |
---|
1832 | */ |
---|
1833 | else { |
---|
1834 | // not strong |
---|
1835 | // C) create branching object |
---|
1836 | branch_ = choice[bestChoice].possibleBranch; |
---|
1837 | choice[bestChoice].possibleBranch=NULL; |
---|
1838 | } |
---|
1839 | } |
---|
1840 | // Set guessed solution value |
---|
1841 | guessedObjectiveValue_ = objectiveValue_+estimatedDegradation; |
---|
1842 | /* |
---|
1843 | Cleanup, then we're outta here. |
---|
1844 | */ |
---|
1845 | if (!model->branchingMethod()||dynamicBranchingObject) |
---|
1846 | delete decision; |
---|
1847 | |
---|
1848 | for (i=0;i<maximumStrong;i++) |
---|
1849 | delete choice[i].possibleBranch; |
---|
1850 | delete [] choice; |
---|
1851 | delete [] saveLower; |
---|
1852 | delete [] saveUpper; |
---|
1853 | |
---|
1854 | // restore solution |
---|
1855 | solver->setColSolution(saveSolution); |
---|
1856 | delete [] saveSolution; |
---|
1857 | return anyAction; |
---|
1858 | } |
---|
1859 | |
---|
1860 | /* |
---|
1861 | Version for dynamic pseudo costs. |
---|
1862 | |
---|
1863 | **** For now just return if anything odd |
---|
1864 | later allow even if odd |
---|
1865 | |
---|
1866 | The routine scans through the object list of the model looking for objects |
---|
1867 | that indicate infeasibility. It tests each object using strong branching |
---|
1868 | and selects the one with the least objective degradation. A corresponding |
---|
1869 | branching object is left attached to lastNode. |
---|
1870 | This version gives preference in evaluation to variables which |
---|
1871 | have not been evaluated many times. It also uses numberStrong |
---|
1872 | to say give up if last few tries have not changed incumbent. |
---|
1873 | See Achterberg, Koch and Martin. |
---|
1874 | |
---|
1875 | If strong branching is disabled, a candidate object is chosen essentially |
---|
1876 | at random (whatever object ends up in pos'n 0 of the candidate array). |
---|
1877 | |
---|
1878 | If a branching candidate is found to be monotone, bounds are set to fix the |
---|
1879 | variable and the routine immediately returns (the caller is expected to |
---|
1880 | reoptimize). |
---|
1881 | |
---|
1882 | If a branching candidate is found to result in infeasibility in both |
---|
1883 | directions, the routine immediately returns an indication of infeasibility. |
---|
1884 | |
---|
1885 | Returns: 0 both branch directions are feasible |
---|
1886 | -1 branching variable is monotone |
---|
1887 | -2 infeasible |
---|
1888 | -3 Use another method |
---|
1889 | |
---|
1890 | For now just fix on objective from strong branching. |
---|
1891 | */ |
---|
1892 | |
---|
1893 | int CbcNode::chooseDynamicBranch (CbcModel *model, CbcNode *lastNode, |
---|
1894 | OsiSolverBranch * & branches,int numberPassesLeft) |
---|
1895 | |
---|
1896 | { if (lastNode) |
---|
1897 | depth_ = lastNode->depth_+1; |
---|
1898 | else |
---|
1899 | depth_ = 0; |
---|
1900 | delete branch_; |
---|
1901 | branch_=NULL; |
---|
1902 | OsiSolverInterface * solver = model->solver(); |
---|
1903 | // get information on solver type |
---|
1904 | const OsiAuxInfo * auxInfo = solver->getAuxiliaryInfo(); |
---|
1905 | const OsiBabSolver * auxiliaryInfo = dynamic_cast<const OsiBabSolver *> (auxInfo); |
---|
1906 | if (!auxiliaryInfo) { |
---|
1907 | // use one from CbcModel |
---|
1908 | auxiliaryInfo = model->solverCharacteristics(); |
---|
1909 | } |
---|
1910 | // point to useful information |
---|
1911 | OsiBranchingInformation usefulInfo = model->usefulInformation(); |
---|
1912 | // and modify |
---|
1913 | usefulInfo.depth_=depth_; |
---|
1914 | assert (auxiliaryInfo); |
---|
1915 | //assert(objectiveValue_ == solver->getObjSense()*solver->getObjValue()); |
---|
1916 | double cutoff =model->getCutoff(); |
---|
1917 | double distanceToCutoff=cutoff-objectiveValue_; |
---|
1918 | const double * lower = solver->getColLower(); |
---|
1919 | const double * upper = solver->getColUpper(); |
---|
1920 | // See what user thinks |
---|
1921 | int anyAction=model->problemFeasibility()->feasible(model,0); |
---|
1922 | if (anyAction) { |
---|
1923 | // will return -2 if infeasible , 0 if treat as integer |
---|
1924 | return anyAction-1; |
---|
1925 | } |
---|
1926 | int i; |
---|
1927 | int saveStateOfSearch = model->stateOfSearch(); |
---|
1928 | int numberStrong=model->numberStrong(); |
---|
1929 | if (!auxiliaryInfo->warmStart()) |
---|
1930 | numberStrong=0; |
---|
1931 | // But make more likely to get out after some times |
---|
1932 | int changeStrategy=numberStrong; |
---|
1933 | double changeFactor=1.0; |
---|
1934 | // Use minimum of this and one stored in objects |
---|
1935 | //int numberBeforeTrust = model->numberBeforeTrust(); |
---|
1936 | int numberObjects = model->numberObjects(); |
---|
1937 | bool checkFeasibility = numberObjects>model->numberIntegers(); |
---|
1938 | // For now return if not simple |
---|
1939 | if (checkFeasibility) |
---|
1940 | return -3; |
---|
1941 | // Return if doing hot start (in BAB sense) |
---|
1942 | if (model->hotstartSolution()) |
---|
1943 | return -3; |
---|
1944 | #define RANGING |
---|
1945 | #ifdef RANGING |
---|
1946 | // Pass number |
---|
1947 | int kPass=0; |
---|
1948 | int numberRows = solver->getNumRows(); |
---|
1949 | #endif |
---|
1950 | int numberColumns = model->getNumCols(); |
---|
1951 | double * saveUpper = new double[numberColumns]; |
---|
1952 | double * saveLower = new double[numberColumns]; |
---|
1953 | |
---|
1954 | // Save solution in case heuristics need good solution later |
---|
1955 | |
---|
1956 | double * saveSolution = new double[numberColumns]; |
---|
1957 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
1958 | model->reserveCurrentSolution(saveSolution); |
---|
1959 | /* |
---|
1960 | Get a branching decision object. Use the default dynamic decision criteria unless |
---|
1961 | the user has loaded a decision method into the model. |
---|
1962 | */ |
---|
1963 | CbcBranchDecision *decision = model->branchingMethod(); |
---|
1964 | if (!decision) |
---|
1965 | decision = new CbcBranchDynamicDecision(); |
---|
1966 | int numberMini=0; |
---|
1967 | int xPen=0; |
---|
1968 | int xMark=0; |
---|
1969 | for (i=0;i<numberColumns;i++) { |
---|
1970 | saveLower[i] = lower[i]; |
---|
1971 | saveUpper[i] = upper[i]; |
---|
1972 | } |
---|
1973 | // Get arrays to sort |
---|
1974 | double * sort = new double[numberObjects]; |
---|
1975 | int * whichObject = new int[numberObjects]; |
---|
1976 | int * objectMark = new int[2*numberObjects+1]; |
---|
1977 | // Arrays with movements |
---|
1978 | double * upEstimate = new double[numberObjects]; |
---|
1979 | double * downEstimate = new double[numberObjects]; |
---|
1980 | CbcStrongInfo * fixObject = new CbcStrongInfo[numberObjects]; |
---|
1981 | double estimatedDegradation=0.0; |
---|
1982 | int numberNodes=model->getNodeCount(); |
---|
1983 | int saveLogLevel = model->logLevel(); |
---|
1984 | if ((numberNodes%500)==0&&false) { |
---|
1985 | model->setLogLevel(6); |
---|
1986 | // Get average up and down costs |
---|
1987 | double averageUp=0.0; |
---|
1988 | double averageDown=0.0; |
---|
1989 | int numberUp=0; |
---|
1990 | int numberDown=0; |
---|
1991 | int i; |
---|
1992 | for ( i=0;i<numberObjects;i++) { |
---|
1993 | OsiObject * object = model->modifiableObject(i); |
---|
1994 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
1995 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
1996 | assert(dynamicObject); |
---|
1997 | int numberUp2=0; |
---|
1998 | int numberDown2=0; |
---|
1999 | double up=0.0; |
---|
2000 | double down=0.0; |
---|
2001 | if (dynamicObject->numberTimesUp()) { |
---|
2002 | numberUp++; |
---|
2003 | averageUp += dynamicObject->upDynamicPseudoCost(); |
---|
2004 | numberUp2 += dynamicObject->numberTimesUp(); |
---|
2005 | up = dynamicObject->upDynamicPseudoCost(); |
---|
2006 | } |
---|
2007 | if (dynamicObject->numberTimesDown()) { |
---|
2008 | numberDown++; |
---|
2009 | averageDown += dynamicObject->downDynamicPseudoCost(); |
---|
2010 | numberDown2 += dynamicObject->numberTimesDown(); |
---|
2011 | down = dynamicObject->downDynamicPseudoCost(); |
---|
2012 | } |
---|
2013 | if (numberUp2||numberDown2) |
---|
2014 | printf("col %d - up %d times cost %g, - down %d times cost %g\n", |
---|
2015 | dynamicObject->columnNumber(),numberUp2,up,numberDown2,down); |
---|
2016 | } |
---|
2017 | if (numberUp) |
---|
2018 | averageUp /= (double) numberUp; |
---|
2019 | else |
---|
2020 | averageUp=1.0; |
---|
2021 | if (numberDown) |
---|
2022 | averageDown /= (double) numberDown; |
---|
2023 | else |
---|
2024 | averageDown=1.0; |
---|
2025 | printf("total - up %d vars average %g, - down %d vars average %g\n", |
---|
2026 | numberUp,averageUp,numberDown,averageDown); |
---|
2027 | } |
---|
2028 | int numberBeforeTrust = model->numberBeforeTrust(); |
---|
2029 | int numberPenalties = model->numberPenalties(); |
---|
2030 | if (numberBeforeTrust>=1000000) { |
---|
2031 | numberBeforeTrust = numberBeforeTrust % 1000000; |
---|
2032 | numberPenalties=0; |
---|
2033 | } else if (numberBeforeTrust<0) { |
---|
2034 | numberPenalties=numberColumns; |
---|
2035 | numberBeforeTrust=0; |
---|
2036 | } |
---|
2037 | // May go round twice if strong branching fixes all local candidates |
---|
2038 | bool finished=false; |
---|
2039 | int numberToFix=0; |
---|
2040 | # ifdef COIN_HAS_CLP |
---|
2041 | OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (solver); |
---|
2042 | int saveClpOptions=0; |
---|
2043 | if (osiclp) { |
---|
2044 | // for faster hot start |
---|
2045 | saveClpOptions = osiclp->specialOptions(); |
---|
2046 | osiclp->setSpecialOptions(saveClpOptions|8192); |
---|
2047 | } |
---|
2048 | # else |
---|
2049 | OsiSolverInterface *osiclp = 0 ; |
---|
2050 | # endif |
---|
2051 | const CglTreeProbingInfo * probingInfo = model->probingInfo(); |
---|
2052 | int saveSearchStrategy2 = model->searchStrategy(); |
---|
2053 | if (saveSearchStrategy2<999) { |
---|
2054 | // Get average up and down costs |
---|
2055 | double averageUp=0.0; |
---|
2056 | double averageDown=0.0; |
---|
2057 | { |
---|
2058 | int numberUp=0; |
---|
2059 | int numberDown=0; |
---|
2060 | int i; |
---|
2061 | for ( i=0;i<numberObjects;i++) { |
---|
2062 | OsiObject * object = model->modifiableObject(i); |
---|
2063 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2064 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2065 | assert(dynamicObject); |
---|
2066 | if (dynamicObject->numberTimesUp()) { |
---|
2067 | numberUp++; |
---|
2068 | averageUp += dynamicObject->upDynamicPseudoCost(); |
---|
2069 | } |
---|
2070 | if (dynamicObject->numberTimesDown()) { |
---|
2071 | numberDown++; |
---|
2072 | averageDown += dynamicObject->downDynamicPseudoCost(); |
---|
2073 | } |
---|
2074 | } |
---|
2075 | if (numberUp) |
---|
2076 | averageUp /= (double) numberUp; |
---|
2077 | else |
---|
2078 | averageUp=1.0; |
---|
2079 | if (numberDown) |
---|
2080 | averageDown /= (double) numberDown; |
---|
2081 | else |
---|
2082 | averageDown=1.0; |
---|
2083 | for ( i=0;i<numberObjects;i++) { |
---|
2084 | OsiObject * object = model->modifiableObject(i); |
---|
2085 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2086 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2087 | assert(dynamicObject); |
---|
2088 | if (!dynamicObject->numberTimesUp()) |
---|
2089 | dynamicObject->setUpDynamicPseudoCost(averageUp); |
---|
2090 | if (!dynamicObject->numberTimesDown()) |
---|
2091 | dynamicObject->setDownDynamicPseudoCost(averageDown); |
---|
2092 | } |
---|
2093 | } |
---|
2094 | } else if (saveSearchStrategy2<1999) { |
---|
2095 | // pseudo shadow prices |
---|
2096 | model->pseudoShadow(NULL,NULL); |
---|
2097 | } else if (saveSearchStrategy2<2999) { |
---|
2098 | // leave old ones |
---|
2099 | } else if (saveSearchStrategy2<3999) { |
---|
2100 | // pseudo shadow prices at root |
---|
2101 | if (!numberNodes) |
---|
2102 | model->pseudoShadow(NULL,NULL); |
---|
2103 | } else { |
---|
2104 | abort(); |
---|
2105 | } |
---|
2106 | if (saveSearchStrategy2>=0) |
---|
2107 | saveSearchStrategy2 = saveSearchStrategy2 % 1000; |
---|
2108 | if (saveSearchStrategy2==999) |
---|
2109 | saveSearchStrategy2=-1; |
---|
2110 | int px[4]={-1,-1,-1,-1}; |
---|
2111 | int saveSearchStrategy = saveSearchStrategy2<99 ? saveSearchStrategy2 : saveSearchStrategy2-100; |
---|
2112 | bool newWay = saveSearchStrategy2>98; |
---|
2113 | int numberNotTrusted=0; |
---|
2114 | int numberStrongDone=0; |
---|
2115 | int numberUnfinished=0; |
---|
2116 | int numberStrongInfeasible=0; |
---|
2117 | int numberStrongIterations=0; |
---|
2118 | while(!finished) { |
---|
2119 | finished=true; |
---|
2120 | decision->initialize(model); |
---|
2121 | // Some objects may compute an estimate of best solution from here |
---|
2122 | estimatedDegradation=0.0; |
---|
2123 | numberToFix=0; |
---|
2124 | int numberIntegerInfeasibilities=0; // without odd ones |
---|
2125 | int numberToDo=0; |
---|
2126 | int iBestNot=-1; |
---|
2127 | int iBestGot=-1; |
---|
2128 | double best=0.0; |
---|
2129 | numberNotTrusted=0; |
---|
2130 | numberStrongDone=0; |
---|
2131 | numberUnfinished=0; |
---|
2132 | numberStrongInfeasible=0; |
---|
2133 | numberStrongIterations=0; |
---|
2134 | int * which = objectMark+numberObjects+1; |
---|
2135 | int neededPenalties; |
---|
2136 | int branchingMethod=-1; |
---|
2137 | // We may go round this loop three times (only if we think we have solution) |
---|
2138 | for (int iPass=0;iPass<3;iPass++) { |
---|
2139 | |
---|
2140 | // compute current state |
---|
2141 | int numberObjectInfeasibilities; // just odd ones |
---|
2142 | model->feasibleSolution( |
---|
2143 | numberIntegerInfeasibilities, |
---|
2144 | numberObjectInfeasibilities); |
---|
2145 | |
---|
2146 | // Some objects may compute an estimate of best solution from here |
---|
2147 | estimatedDegradation=0.0; |
---|
2148 | numberUnsatisfied_ = 0; |
---|
2149 | int bestPriority=INT_MAX; |
---|
2150 | int number01 = 0; |
---|
2151 | const fixEntry * entry = NULL; |
---|
2152 | const int * toZero = NULL; |
---|
2153 | const int * toOne = NULL; |
---|
2154 | const int * backward = NULL; |
---|
2155 | int numberUnsatisProbed=0; |
---|
2156 | int numberUnsatisNotProbed=0; // 0-1 |
---|
2157 | if (probingInfo) { |
---|
2158 | number01 = probingInfo->numberIntegers(); |
---|
2159 | entry = probingInfo->fixEntries(); |
---|
2160 | toZero = probingInfo->toZero(); |
---|
2161 | toOne = probingInfo->toOne(); |
---|
2162 | backward = probingInfo->backward(); |
---|
2163 | if (!toZero[number01]) { |
---|
2164 | // no info |
---|
2165 | probingInfo=NULL; |
---|
2166 | } |
---|
2167 | } |
---|
2168 | /* |
---|
2169 | Scan for branching objects that indicate infeasibility. Choose candidates |
---|
2170 | using priority as the first criteria, then integer infeasibility. |
---|
2171 | |
---|
2172 | The algorithm is to fill the array with a set of good candidates (by |
---|
2173 | infeasibility) with priority bestPriority. Finding a candidate with |
---|
2174 | priority better (less) than bestPriority flushes the choice array. (This |
---|
2175 | serves as initialization when the first candidate is found.) |
---|
2176 | |
---|
2177 | */ |
---|
2178 | numberToDo=0; |
---|
2179 | neededPenalties=0; |
---|
2180 | iBestNot=-1; |
---|
2181 | double bestNot=0.0; |
---|
2182 | iBestGot=-1; |
---|
2183 | best=0.0; |
---|
2184 | #define PRINT_STUFF -1 |
---|
2185 | for (i=0;i<numberObjects;i++) { |
---|
2186 | OsiObject * object = model->modifiableObject(i); |
---|
2187 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2188 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2189 | assert(dynamicObject); |
---|
2190 | int preferredWay; |
---|
2191 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
2192 | int priorityLevel = object->priority(); |
---|
2193 | #define ZERO_ONE 0 |
---|
2194 | #define ZERO_FAKE 1.0e20; |
---|
2195 | #if ZERO_ONE==1 |
---|
2196 | // branch on 0-1 first (temp) |
---|
2197 | if (fabs(saveSolution[dynamicObject->columnNumber()])<1.0) |
---|
2198 | priorityLevel--; |
---|
2199 | #endif |
---|
2200 | #if ZERO_ONE==2 |
---|
2201 | if (fabs(saveSolution[dynamicObject->columnNumber()])<1.0) |
---|
2202 | infeasibility *= ZERO_FAKE; |
---|
2203 | #endif |
---|
2204 | if (infeasibility) { |
---|
2205 | // check branching method |
---|
2206 | if (branchingMethod!=dynamicObject->method()) { |
---|
2207 | if (branchingMethod==-1) |
---|
2208 | branchingMethod = dynamicObject->method(); |
---|
2209 | else |
---|
2210 | branchingMethod = 100; |
---|
2211 | } |
---|
2212 | int iColumn = dynamicObject->columnNumber(); |
---|
2213 | if (probingInfo) { |
---|
2214 | int iSeq = backward[iColumn]; |
---|
2215 | if (iSeq>=0) { |
---|
2216 | if (toZero[iSeq+1]>toZero[iSeq]) { |
---|
2217 | numberUnsatisProbed++; |
---|
2218 | } else { |
---|
2219 | numberUnsatisNotProbed++; |
---|
2220 | } |
---|
2221 | } |
---|
2222 | } |
---|
2223 | //double gap = saveUpper[iColumn]-saveLower[iColumn]; |
---|
2224 | // Give precedence to ones with gap of 1.0 |
---|
2225 | //assert(gap>0.0); |
---|
2226 | //infeasibility /= CoinMin(gap,100.0); |
---|
2227 | if (!depth_&&false) { |
---|
2228 | // try closest to 0.5 |
---|
2229 | double part =saveSolution[iColumn]-floor(saveSolution[iColumn]); |
---|
2230 | infeasibility = fabs(0.5-part); |
---|
2231 | } |
---|
2232 | bool gotDown=false; |
---|
2233 | int numberThisDown = dynamicObject->numberTimesDown(); |
---|
2234 | if (numberThisDown>=numberBeforeTrust) |
---|
2235 | gotDown=true; |
---|
2236 | bool gotUp=false; |
---|
2237 | int numberThisUp = dynamicObject->numberTimesUp(); |
---|
2238 | if (numberThisUp>=numberBeforeTrust) |
---|
2239 | gotUp=true; |
---|
2240 | if ((numberNodes%PRINT_STUFF)==0&&PRINT_STUFF>0) |
---|
2241 | printf("%d down %d %g up %d %g - infeas %g\n", |
---|
2242 | i,numberThisDown,object->downEstimate(),numberThisUp,object->upEstimate(), |
---|
2243 | infeasibility); |
---|
2244 | // Increase estimated degradation to solution |
---|
2245 | estimatedDegradation += CoinMin(object->upEstimate(),object->downEstimate()); |
---|
2246 | downEstimate[i]=object->downEstimate(); |
---|
2247 | upEstimate[i]=object->upEstimate(); |
---|
2248 | numberUnsatisfied_++; |
---|
2249 | // Better priority? Flush choices. |
---|
2250 | if (priorityLevel<bestPriority) { |
---|
2251 | numberToDo=0; |
---|
2252 | bestPriority = priorityLevel; |
---|
2253 | iBestGot=-1; |
---|
2254 | best=0.0; |
---|
2255 | numberNotTrusted=0; |
---|
2256 | } else if (priorityLevel>bestPriority) { |
---|
2257 | continue; |
---|
2258 | } |
---|
2259 | if (!gotUp||!gotDown) |
---|
2260 | numberNotTrusted++; |
---|
2261 | // Check for suitability based on infeasibility. |
---|
2262 | if ((gotDown&&gotUp)&&numberStrong>0) { |
---|
2263 | sort[numberToDo]=-infeasibility; |
---|
2264 | if (infeasibility>best) { |
---|
2265 | best=infeasibility; |
---|
2266 | iBestGot=numberToDo; |
---|
2267 | } |
---|
2268 | } else { |
---|
2269 | objectMark[neededPenalties]=numberToDo; |
---|
2270 | which[neededPenalties++]=dynamicObject->columnNumber(); |
---|
2271 | int iColumn = dynamicObject->columnNumber(); |
---|
2272 | double part =saveSolution[iColumn]-floor(saveSolution[iColumn]); |
---|
2273 | sort[numberToDo]=-10.0*infeasibility; |
---|
2274 | if (!(numberThisUp+numberThisDown)) |
---|
2275 | sort[numberToDo] *= 100.0; // make even more likely |
---|
2276 | if (1.0-fabs(part-0.5)>bestNot) { |
---|
2277 | iBestNot=numberToDo; |
---|
2278 | bestNot = 1.0-fabs(part-0.5); |
---|
2279 | } |
---|
2280 | } |
---|
2281 | whichObject[numberToDo++]=i; |
---|
2282 | } else { |
---|
2283 | // for debug |
---|
2284 | downEstimate[i]=-1.0; |
---|
2285 | upEstimate[i]=-1.0; |
---|
2286 | } |
---|
2287 | } |
---|
2288 | if (numberUnsatisfied_) { |
---|
2289 | if (probingInfo&&false) |
---|
2290 | printf("nunsat %d, %d probed, %d other 0-1\n",numberUnsatisfied_, |
---|
2291 | numberUnsatisProbed,numberUnsatisNotProbed); |
---|
2292 | // some infeasibilities - go to next steps |
---|
2293 | break; |
---|
2294 | } else if (!iPass) { |
---|
2295 | // may just need resolve |
---|
2296 | solver->resolve(); |
---|
2297 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
2298 | model->reserveCurrentSolution(saveSolution); |
---|
2299 | if (!solver->isProvenOptimal()) { |
---|
2300 | // infeasible |
---|
2301 | anyAction=-2; |
---|
2302 | break; |
---|
2303 | } |
---|
2304 | } else if (iPass==1) { |
---|
2305 | // looks like a solution - get paranoid |
---|
2306 | bool roundAgain=false; |
---|
2307 | // get basis |
---|
2308 | CoinWarmStartBasis * ws = dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart()); |
---|
2309 | if (!ws) |
---|
2310 | break; |
---|
2311 | double tolerance; |
---|
2312 | solver->getDblParam(OsiPrimalTolerance,tolerance); |
---|
2313 | for (i=0;i<numberColumns;i++) { |
---|
2314 | double value = saveSolution[i]; |
---|
2315 | if (value<lower[i]-tolerance) { |
---|
2316 | saveSolution[i]=lower[i]; |
---|
2317 | roundAgain=true; |
---|
2318 | ws->setStructStatus(i,CoinWarmStartBasis::atLowerBound); |
---|
2319 | } else if (value>upper[i]+tolerance) { |
---|
2320 | saveSolution[i]=upper[i]; |
---|
2321 | roundAgain=true; |
---|
2322 | ws->setStructStatus(i,CoinWarmStartBasis::atUpperBound); |
---|
2323 | } |
---|
2324 | } |
---|
2325 | if (roundAgain) { |
---|
2326 | // restore basis |
---|
2327 | solver->setWarmStart(ws); |
---|
2328 | solver->setColSolution(saveSolution); |
---|
2329 | delete ws; |
---|
2330 | bool takeHint; |
---|
2331 | OsiHintStrength strength; |
---|
2332 | solver->getHintParam(OsiDoDualInResolve,takeHint,strength); |
---|
2333 | solver->setHintParam(OsiDoDualInResolve,false,OsiHintDo) ; |
---|
2334 | solver->resolve(); |
---|
2335 | solver->setHintParam(OsiDoDualInResolve,takeHint,strength) ; |
---|
2336 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
2337 | model->reserveCurrentSolution(saveSolution); |
---|
2338 | if (!solver->isProvenOptimal()) { |
---|
2339 | // infeasible |
---|
2340 | anyAction=-2; |
---|
2341 | break; |
---|
2342 | } |
---|
2343 | } else { |
---|
2344 | delete ws; |
---|
2345 | break; |
---|
2346 | } |
---|
2347 | } |
---|
2348 | } |
---|
2349 | if (anyAction==-2) { |
---|
2350 | break; |
---|
2351 | } |
---|
2352 | bool solveAll=false; // set true to say look at all even if some fixed (experiment) |
---|
2353 | solveAll=true; |
---|
2354 | // skip if solution |
---|
2355 | if (!numberUnsatisfied_) |
---|
2356 | break; |
---|
2357 | //bool skipAll = (numberBeforeTrust>20&&numberNodes>20000&&numberNotTrusted==0); |
---|
2358 | bool skipAll = numberNotTrusted==0; |
---|
2359 | bool doneHotStart=false; |
---|
2360 | int searchStrategy = saveSearchStrategy>=0 ? (saveSearchStrategy%10) : -1; |
---|
2361 | #ifndef CBC_WEAK_STRONG |
---|
2362 | if (((numberNodes%20)==0&&searchStrategy!=2)||(model->specialOptions()&8)!=0) |
---|
2363 | skipAll=false; |
---|
2364 | #endif |
---|
2365 | if (!newWay) { |
---|
2366 | // 10 up always use %10, 20 up as 10 and allow penalties |
---|
2367 | // But adjust depending on ratio of iterations |
---|
2368 | if (searchStrategy>0&&saveSearchStrategy<10) { |
---|
2369 | if (numberBeforeTrust>=5&&numberBeforeTrust<=10) { |
---|
2370 | if (searchStrategy!=2) { |
---|
2371 | if (depth_>5) { |
---|
2372 | int numberIterations = model->getIterationCount(); |
---|
2373 | int numberStrongIterations = model->numberStrongIterations(); |
---|
2374 | if (numberStrongIterations>numberIterations+10000) { |
---|
2375 | searchStrategy=2; |
---|
2376 | //skipAll=true; |
---|
2377 | } else if (numberStrongIterations*4+1000<numberIterations||depth_<5) { |
---|
2378 | searchStrategy=3; |
---|
2379 | skipAll=false; |
---|
2380 | } |
---|
2381 | } else { |
---|
2382 | searchStrategy=3; |
---|
2383 | skipAll=false; |
---|
2384 | } |
---|
2385 | } else { |
---|
2386 | //skipAll=true; |
---|
2387 | } |
---|
2388 | } |
---|
2389 | } |
---|
2390 | } else { |
---|
2391 | // But adjust depending on ratio of iterations |
---|
2392 | if (saveSearchStrategy<0) { |
---|
2393 | // unset |
---|
2394 | if ((numberNodes%20)==0||(model->specialOptions()&8)!=0) { |
---|
2395 | // Do numberStrong |
---|
2396 | searchStrategy=3; |
---|
2397 | } else if (depth_<5) { |
---|
2398 | // Do numberStrong |
---|
2399 | searchStrategy=2; |
---|
2400 | } else { |
---|
2401 | int numberIterations = model->getIterationCount(); |
---|
2402 | int numberStrongIterations = model->numberStrongIterations(); |
---|
2403 | int numberRows = solver->getNumRows(); |
---|
2404 | if (numberStrongIterations>numberIterations+CoinMin(10000,10*numberRows)) { |
---|
2405 | // off |
---|
2406 | searchStrategy=0; |
---|
2407 | } else if (numberStrongIterations*4+1000<numberIterations) { |
---|
2408 | // Do numberStrong if not trusted |
---|
2409 | searchStrategy=2; |
---|
2410 | } else { |
---|
2411 | searchStrategy=1; |
---|
2412 | } |
---|
2413 | } |
---|
2414 | } |
---|
2415 | if (searchStrategy<3&&(!numberNotTrusted||!searchStrategy)) |
---|
2416 | skipAll=true; |
---|
2417 | else |
---|
2418 | skipAll=false; |
---|
2419 | } |
---|
2420 | // worth trying if too many times |
---|
2421 | // Save basis |
---|
2422 | CoinWarmStart * ws = NULL; |
---|
2423 | // save limit |
---|
2424 | int saveLimit=0; |
---|
2425 | solver->getIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
2426 | if (!skipAll) { |
---|
2427 | ws = solver->getWarmStart(); |
---|
2428 | int limit=100; |
---|
2429 | #if 0 |
---|
2430 | int averageBranchIterations = model->getIterationCount()/(model->getNodeCount()+1); |
---|
2431 | if (numberNodes) |
---|
2432 | limit = CoinMin(CoinMax(limit,2*averageBranchIterations),500); |
---|
2433 | else |
---|
2434 | limit = 500; |
---|
2435 | #endif |
---|
2436 | if ((!saveStateOfSearch||searchStrategy>3)&&saveLimit<limit&&saveLimit==100) |
---|
2437 | solver->setIntParam(OsiMaxNumIterationHotStart,limit); |
---|
2438 | } |
---|
2439 | // Say which one will be best |
---|
2440 | int whichChoice=0; |
---|
2441 | int bestChoice; |
---|
2442 | if (iBestGot>=0) |
---|
2443 | bestChoice=iBestGot; |
---|
2444 | else |
---|
2445 | bestChoice=iBestNot; |
---|
2446 | assert (bestChoice>=0); |
---|
2447 | // If we have hit max time don't do strong branching |
---|
2448 | bool hitMaxTime = ( CoinCpuTime()-model->getDblParam(CbcModel::CbcStartSeconds) > |
---|
2449 | model->getDblParam(CbcModel::CbcMaximumSeconds)); |
---|
2450 | // also give up if we are looping round too much |
---|
2451 | if (hitMaxTime||numberPassesLeft<=0||(!numberNotTrusted&&false)||branchingMethod==11) { |
---|
2452 | int iObject = whichObject[bestChoice]; |
---|
2453 | OsiObject * object = model->modifiableObject(iObject); |
---|
2454 | int preferredWay; |
---|
2455 | object->infeasibility(&usefulInfo,preferredWay); |
---|
2456 | CbcSimpleInteger * obj = |
---|
2457 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
2458 | if (obj) { |
---|
2459 | branch_=obj->createBranch(solver,&usefulInfo,preferredWay); |
---|
2460 | } else { |
---|
2461 | CbcObject * obj = |
---|
2462 | dynamic_cast <CbcObject *>(object) ; |
---|
2463 | assert (obj); |
---|
2464 | branch_=obj->createBranch(preferredWay); |
---|
2465 | } |
---|
2466 | { |
---|
2467 | CbcBranchingObject * branchObj = |
---|
2468 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
2469 | assert (branchObj); |
---|
2470 | branchObj->way(preferredWay); |
---|
2471 | } |
---|
2472 | delete ws; |
---|
2473 | ws=NULL; |
---|
2474 | break; |
---|
2475 | } else { |
---|
2476 | // say do fast |
---|
2477 | int easy=1; |
---|
2478 | if (!skipAll) |
---|
2479 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,&easy) ; |
---|
2480 | int iDo; |
---|
2481 | #ifdef RANGING |
---|
2482 | if ((skipAll&&numberBeforeTrust&&saveSearchStrategy<20)||saveSearchStrategy<10) |
---|
2483 | numberPenalties=0; |
---|
2484 | { |
---|
2485 | // off penalties if too much |
---|
2486 | double needed = neededPenalties; |
---|
2487 | needed *= numberRows; |
---|
2488 | if (needed>1.0e6&&numberNodes&&saveSearchStrategy<20) { |
---|
2489 | numberPenalties=0; |
---|
2490 | neededPenalties=0; |
---|
2491 | } |
---|
2492 | } |
---|
2493 | # ifdef COIN_HAS_CLP |
---|
2494 | if (osiclp&&numberPenalties&&neededPenalties) { |
---|
2495 | xPen += neededPenalties; |
---|
2496 | which--; |
---|
2497 | which[0]=neededPenalties; |
---|
2498 | osiclp->passInRanges(which); |
---|
2499 | // Mark hot start and get ranges |
---|
2500 | if (kPass) { |
---|
2501 | // until can work out why solution can go funny |
---|
2502 | int save = osiclp->specialOptions(); |
---|
2503 | osiclp->setSpecialOptions(save|256); |
---|
2504 | solver->markHotStart(); |
---|
2505 | osiclp->setSpecialOptions(save); |
---|
2506 | } else { |
---|
2507 | solver->markHotStart(); |
---|
2508 | } |
---|
2509 | assert (auxiliaryInfo->warmStart()); |
---|
2510 | doneHotStart=true; |
---|
2511 | xMark++; |
---|
2512 | kPass++; |
---|
2513 | osiclp->passInRanges(NULL); |
---|
2514 | const double * downCost=osiclp->upRange(); |
---|
2515 | const double * upCost=osiclp->downRange(); |
---|
2516 | //printf("numberTodo %d needed %d numberpenalties %d\n",numberToDo,neededPenalties,numberPenalties); |
---|
2517 | double invTrust = 1.0/((double) numberBeforeTrust); |
---|
2518 | for (int i=0;i<neededPenalties;i++) { |
---|
2519 | int j = objectMark[i]; |
---|
2520 | int iObject = whichObject[j]; |
---|
2521 | OsiObject * object = model->modifiableObject(iObject); |
---|
2522 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2523 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2524 | int iSequence=dynamicObject->columnNumber(); |
---|
2525 | double value = saveSolution[iSequence]; |
---|
2526 | value -= floor(value); |
---|
2527 | double upPenalty = CoinMin(upCost[i],1.0e110)*(1.0-value); |
---|
2528 | double downPenalty = CoinMin(downCost[i],1.0e110)*value; |
---|
2529 | if (!numberBeforeTrust) { |
---|
2530 | // override |
---|
2531 | downEstimate[iObject]=downPenalty; |
---|
2532 | upEstimate[iObject]=upPenalty; |
---|
2533 | } else { |
---|
2534 | int numberThisDown = dynamicObject->numberTimesDown(); |
---|
2535 | if (numberThisDown<numberBeforeTrust) { |
---|
2536 | double fraction = ((double) numberThisDown)*invTrust; |
---|
2537 | downEstimate[iObject] = fraction*downEstimate[iObject]+(1.0-fraction)*downPenalty; |
---|
2538 | } |
---|
2539 | int numberThisUp = dynamicObject->numberTimesUp(); |
---|
2540 | if (numberThisUp<numberBeforeTrust) { |
---|
2541 | double fraction = ((double) numberThisUp)*invTrust; |
---|
2542 | upEstimate[iObject] = fraction*upEstimate[iObject]+(1.0-fraction)*upPenalty; |
---|
2543 | } |
---|
2544 | } |
---|
2545 | sort[j] = - CoinMin(downEstimate[iObject],upEstimate[iObject]); |
---|
2546 | #ifdef CBC_WEAK_STRONG |
---|
2547 | sort[j] -= 1.0e10; // make more likely to be chosen |
---|
2548 | #endif |
---|
2549 | //if ((numberNodes%PRINT_STUFF)==0&&PRINT_STUFF>0) |
---|
2550 | if (!numberNodes) |
---|
2551 | printf("%d pen down ps %g -> %g up ps %g -> %g\n", |
---|
2552 | iObject,downCost[i],downPenalty,upCost[i],upPenalty); |
---|
2553 | } |
---|
2554 | } else |
---|
2555 | # endif /* COIN_HAS_CLP */ |
---|
2556 | { |
---|
2557 | if (!skipAll) { |
---|
2558 | // Mark hot start |
---|
2559 | solver->markHotStart(); |
---|
2560 | doneHotStart=true; |
---|
2561 | assert (auxiliaryInfo->warmStart()); |
---|
2562 | xMark++; |
---|
2563 | //if (solver->isProvenPrimalInfeasible()) |
---|
2564 | //printf("**** Hot start says node infeasible\n"); |
---|
2565 | } |
---|
2566 | // make sure best will be first |
---|
2567 | if (iBestGot>=0) |
---|
2568 | sort[iBestGot]=-1.0e120; |
---|
2569 | } |
---|
2570 | #else /* RANGING */ |
---|
2571 | if (!skipAll) { |
---|
2572 | // Mark hot start |
---|
2573 | doneHotStart=true; |
---|
2574 | assert (auxiliaryInfo->warmStart()); |
---|
2575 | solver->markHotStart(); |
---|
2576 | xMark++; |
---|
2577 | } |
---|
2578 | // make sure best will be first |
---|
2579 | if (iBestGot>=0) |
---|
2580 | sort[iBestGot]=-COIN_DBL_MAX; |
---|
2581 | #endif /* RANGING */ |
---|
2582 | // Actions 0 - exit for repeat, 1 resolve and try old choice,2 exit for continue |
---|
2583 | #define ACTION 0 |
---|
2584 | #if ACTION<2 |
---|
2585 | if (anyAction) |
---|
2586 | numberToDo=0; // skip as we will be trying again |
---|
2587 | #endif |
---|
2588 | // Sort |
---|
2589 | CoinSort_2(sort,sort+numberToDo,whichObject); |
---|
2590 | // Change in objective opposite infeasible |
---|
2591 | double worstFeasible=0.0; |
---|
2592 | // Just first if strong off |
---|
2593 | if (!numberStrong) |
---|
2594 | numberToDo=CoinMin(numberToDo,1); |
---|
2595 | iDo=0; |
---|
2596 | int saveLimit2; |
---|
2597 | solver->getIntParam(OsiMaxNumIterationHotStart,saveLimit2); |
---|
2598 | bool doQuickly = false; // numberToDo>2*numberStrong; |
---|
2599 | if (searchStrategy==2) |
---|
2600 | doQuickly=true; |
---|
2601 | //printf("todo %d, strong %d\n",numberToDo,numberStrong); |
---|
2602 | int numberTest=numberNotTrusted>0 ? numberStrong : (numberStrong+1)/2; |
---|
2603 | int numberTest2 = 2*numberStrong; |
---|
2604 | double distanceToCutoff2 = model->getCutoff()-objectiveValue_; |
---|
2605 | if (!newWay) { |
---|
2606 | if (searchStrategy==3) { |
---|
2607 | // Previously decided we need strong |
---|
2608 | doQuickly=false; |
---|
2609 | numberTest = numberStrong; |
---|
2610 | //numberTest2 = 1000000; |
---|
2611 | } |
---|
2612 | if (searchStrategy<0||searchStrategy==1) |
---|
2613 | //numberTest2 = 1000000; |
---|
2614 | #if 0 |
---|
2615 | if (numberBeforeTrust>20&&(numberNodes>20000||(numberNodes>200&&numberNotTrusted==0))) { |
---|
2616 | if ((numberNodes%20)!=0) { |
---|
2617 | numberTest=0; |
---|
2618 | doQuickly=true; |
---|
2619 | } |
---|
2620 | } |
---|
2621 | #else |
---|
2622 | // Try nearly always off |
---|
2623 | if (searchStrategy<2) { |
---|
2624 | if ((numberNodes%20)!=0) { |
---|
2625 | if ((model->specialOptions()&8)==0) { |
---|
2626 | numberTest=0; |
---|
2627 | doQuickly=true; |
---|
2628 | } |
---|
2629 | } else { |
---|
2630 | doQuickly=false; |
---|
2631 | numberTest=2*numberStrong; |
---|
2632 | skipAll=false; |
---|
2633 | } |
---|
2634 | } else if (searchStrategy!=3) { |
---|
2635 | doQuickly=true; |
---|
2636 | numberTest=numberStrong; |
---|
2637 | } |
---|
2638 | #endif |
---|
2639 | if (depth_<8&&numberStrong) { |
---|
2640 | if (searchStrategy!=2) { |
---|
2641 | doQuickly=false; |
---|
2642 | int numberRows = solver->getNumRows(); |
---|
2643 | // whether to do this or not is important - think |
---|
2644 | if (numberRows<300||numberRows+numberColumns<2500) { |
---|
2645 | if (depth_<7) |
---|
2646 | numberStrong = CoinMin(3*numberStrong,numberToDo); |
---|
2647 | if (!depth_) |
---|
2648 | numberStrong=CoinMin(6*numberStrong,numberToDo); |
---|
2649 | } |
---|
2650 | numberTest=numberStrong; |
---|
2651 | skipAll=false; |
---|
2652 | } |
---|
2653 | model->setStateOfSearch(2); // use min min |
---|
2654 | } |
---|
2655 | // could adjust using average iterations per branch |
---|
2656 | // double average = ((double)model->getIterationCount())/ |
---|
2657 | //((double) model->getNodeCount()+1.0); |
---|
2658 | // if too many and big then just do 10 its |
---|
2659 | if (!skipAll&&saveStateOfSearch) { |
---|
2660 | //if (numberNotTrusted>3*numberStrong&&numberRows>250&&numberColumns>1000&&saveLimit==100) |
---|
2661 | // off solver->setIntParam(OsiMaxNumIterationHotStart,10); |
---|
2662 | } |
---|
2663 | // make negative for test |
---|
2664 | distanceToCutoff = - distanceToCutoff; |
---|
2665 | if (numberObjects>-100) { |
---|
2666 | // larger |
---|
2667 | distanceToCutoff *= 100.0; |
---|
2668 | } |
---|
2669 | distanceToCutoff = -COIN_DBL_MAX; |
---|
2670 | // Do at least 5 strong |
---|
2671 | if (numberColumns<1000&&(depth_<15||numberNodes<1000000)) |
---|
2672 | numberTest = CoinMax(numberTest,5); |
---|
2673 | if ((model->specialOptions()&8)==0) { |
---|
2674 | if (skipAll) { |
---|
2675 | numberTest=0; |
---|
2676 | doQuickly=true; |
---|
2677 | } |
---|
2678 | } else { |
---|
2679 | // do 5 as strong is fixing |
---|
2680 | numberTest = CoinMax(numberTest,5); |
---|
2681 | } |
---|
2682 | } else { |
---|
2683 | int numberTest=numberNotTrusted>0 ? numberStrong : (numberStrong+1)/2; |
---|
2684 | int numberTest2 = 2*numberStrong; |
---|
2685 | if (searchStrategy>=3) { |
---|
2686 | // Previously decided we need strong |
---|
2687 | doQuickly=false; |
---|
2688 | if (depth_<7) |
---|
2689 | numberStrong *=3; |
---|
2690 | if (!depth_) |
---|
2691 | numberStrong=CoinMin(6*numberStrong,numberToDo); |
---|
2692 | numberTest = numberStrong; |
---|
2693 | numberTest2 *= 2; |
---|
2694 | } else if (searchStrategy==2||(searchStrategy==1&&depth_<6)) { |
---|
2695 | numberStrong *=2; |
---|
2696 | if (!depth_) |
---|
2697 | numberStrong=CoinMin(2*numberStrong,numberToDo); |
---|
2698 | numberTest = numberStrong; |
---|
2699 | } else if (searchStrategy==1&&numberNotTrusted) { |
---|
2700 | numberTest = numberStrong; |
---|
2701 | } else { |
---|
2702 | numberTest=0; |
---|
2703 | skipAll=true; |
---|
2704 | } |
---|
2705 | distanceToCutoff=model->getCutoff()-objectiveValue_; |
---|
2706 | // make negative for test |
---|
2707 | distanceToCutoff = - distanceToCutoff; |
---|
2708 | if (numberObjects>-100) { |
---|
2709 | // larger |
---|
2710 | distanceToCutoff *= 100.0; |
---|
2711 | } |
---|
2712 | distanceToCutoff = -COIN_DBL_MAX; |
---|
2713 | if (skipAll) { |
---|
2714 | numberTest=0; |
---|
2715 | doQuickly=true; |
---|
2716 | } |
---|
2717 | } |
---|
2718 | #if 0 |
---|
2719 | // temp - always switch off |
---|
2720 | if (0) { |
---|
2721 | int numberIterations = model->getIterationCount(); |
---|
2722 | int numberStrongIterations = model->numberStrongIterations(); |
---|
2723 | if (numberStrongIterations>numberIterations+10000&&depth_>=5) { |
---|
2724 | skipAll=true; |
---|
2725 | newWay=false; |
---|
2726 | numberTest=0; |
---|
2727 | doQuickly=true; |
---|
2728 | } |
---|
2729 | } |
---|
2730 | // temp - always switch on |
---|
2731 | if (0) { |
---|
2732 | int numberIterations = model->getIterationCount(); |
---|
2733 | int numberStrongIterations = model->numberStrongIterations(); |
---|
2734 | if (2*numberStrongIterations<numberIterations||depth_<=5) { |
---|
2735 | skipAll=false; |
---|
2736 | newWay=false; |
---|
2737 | numberTest=CoinMax(numberTest,numberStrong); |
---|
2738 | doQuickly=false; |
---|
2739 | } |
---|
2740 | } |
---|
2741 | #endif |
---|
2742 | px[0]=numberTest; |
---|
2743 | px[1]=numberTest2; |
---|
2744 | px[2]= doQuickly ? 1 : -1; |
---|
2745 | px[3]=numberStrong; |
---|
2746 | if (!newWay) { |
---|
2747 | if (numberColumns>8*solver->getNumRows()&&false) { |
---|
2748 | printf("skipAll %c doQuickly %c numberTest %d numberTest2 %d numberNot %d\n", |
---|
2749 | skipAll ? 'Y' : 'N',doQuickly ? 'Y' : 'N',numberTest,numberTest2,numberNotTrusted); |
---|
2750 | numberTest = CoinMin(numberTest,model->numberStrong()); |
---|
2751 | numberTest2 = CoinMin(numberTest2,model->numberStrong()); |
---|
2752 | printf("new test,test2 %d %d\n",numberTest,numberTest2); |
---|
2753 | } |
---|
2754 | } |
---|
2755 | //printf("skipAll %c doQuickly %c numberTest %d numberTest2 %d numberNot %d\n", |
---|
2756 | // skipAll ? 'Y' : 'N',doQuickly ? 'Y' : 'N',numberTest,numberTest2,numberNotTrusted); |
---|
2757 | // See if we want mini tree |
---|
2758 | bool wantMiniTree=false; |
---|
2759 | if (model->sizeMiniTree()&&depth_>7&&saveStateOfSearch>0) |
---|
2760 | wantMiniTree=true; |
---|
2761 | numberMini=0; |
---|
2762 | //if (skipAll&&numberTest==0&&doQuickly) |
---|
2763 | //numberToDo = 1; // trust previous stuff |
---|
2764 | bool couldChooseFirst = false ; //(skipAll&&numberTest==0&&doQuickly); |
---|
2765 | //skipAll=false; |
---|
2766 | for ( iDo=0;iDo<numberToDo;iDo++) { |
---|
2767 | CbcStrongInfo choice; |
---|
2768 | int iObject = whichObject[iDo]; |
---|
2769 | OsiObject * object = model->modifiableObject(iObject); |
---|
2770 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2771 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2772 | int iColumn = dynamicObject->columnNumber(); |
---|
2773 | int preferredWay; |
---|
2774 | object->infeasibility(&usefulInfo,preferredWay); |
---|
2775 | CbcSimpleInteger * obj = |
---|
2776 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
2777 | if (obj) { |
---|
2778 | choice.possibleBranch=obj->createBranch(solver,&usefulInfo,preferredWay); |
---|
2779 | } else { |
---|
2780 | CbcObject * obj = |
---|
2781 | dynamic_cast <CbcObject *>(object) ; |
---|
2782 | assert (obj); |
---|
2783 | choice.possibleBranch=obj->createBranch(preferredWay); |
---|
2784 | } |
---|
2785 | // Save which object it was |
---|
2786 | choice.objectNumber=iObject; |
---|
2787 | choice.numIntInfeasUp = numberUnsatisfied_; |
---|
2788 | choice.numIntInfeasDown = numberUnsatisfied_; |
---|
2789 | choice.upMovement = upEstimate[iObject]; |
---|
2790 | choice.downMovement = downEstimate[iObject]; |
---|
2791 | assert (choice.upMovement>=0.0); |
---|
2792 | assert (choice.downMovement>=0.0); |
---|
2793 | choice.fix=0; // say not fixed |
---|
2794 | double maxChange = 0.5*(choice.upMovement+choice.downMovement); |
---|
2795 | maxChange = CoinMin(choice.upMovement,choice.downMovement); |
---|
2796 | maxChange = CoinMax(choice.upMovement,choice.downMovement); |
---|
2797 | if (searchStrategy==2) |
---|
2798 | maxChange = COIN_DBL_MAX; |
---|
2799 | //maxChange *= 5.0; |
---|
2800 | if (dynamicObject->method()==1) |
---|
2801 | maxChange *= 0.1; // probing |
---|
2802 | // see if can skip strong branching |
---|
2803 | int canSkip = choice.possibleBranch->fillStrongInfo(choice); |
---|
2804 | if (!newWay) { |
---|
2805 | if ((maxChange>distanceToCutoff2)&&(!doQuickly||(numberTest>0&&searchStrategy!=2))) |
---|
2806 | canSkip=0; |
---|
2807 | } else { |
---|
2808 | if (skipAll) |
---|
2809 | canSkip=1; |
---|
2810 | else if (numberTest>0&&searchStrategy>=3) |
---|
2811 | canSkip=0; |
---|
2812 | } |
---|
2813 | if (!numberBeforeTrust) { |
---|
2814 | canSkip=1; |
---|
2815 | } |
---|
2816 | if (sort[iDo]<distanceToCutoff) |
---|
2817 | canSkip=0; |
---|
2818 | if (((numberTest2<=0&&numberTest<=0)||skipAll)&&sort[iDo]>distanceToCutoff) { |
---|
2819 | canSkip=1; // always skip |
---|
2820 | if (iDo>20) { |
---|
2821 | delete choice.possibleBranch; |
---|
2822 | choice.possibleBranch=NULL; |
---|
2823 | break; // give up anyway |
---|
2824 | } |
---|
2825 | } |
---|
2826 | if (model->messageHandler()->logLevel()>3&&numberBeforeTrust) |
---|
2827 | dynamicObject->print(1,choice.possibleBranch->value()); |
---|
2828 | // was if (!canSkip) |
---|
2829 | if (newWay) |
---|
2830 | numberTest2--; |
---|
2831 | if (!canSkip) { |
---|
2832 | //#ifndef RANGING |
---|
2833 | if (!doneHotStart) { |
---|
2834 | // Mark hot start |
---|
2835 | doneHotStart=true; |
---|
2836 | assert (auxiliaryInfo->warmStart()); |
---|
2837 | solver->markHotStart(); |
---|
2838 | xMark++; |
---|
2839 | } |
---|
2840 | //#endif |
---|
2841 | assert (!couldChooseFirst); |
---|
2842 | numberTest--; |
---|
2843 | if (!newWay) |
---|
2844 | numberTest2--; |
---|
2845 | // just do a few |
---|
2846 | //if (canSkip) |
---|
2847 | //solver->setIntParam(OsiMaxNumIterationHotStart,10); |
---|
2848 | double objectiveChange ; |
---|
2849 | double newObjectiveValue=1.0e100; |
---|
2850 | int j; |
---|
2851 | // status is 0 finished, 1 infeasible and other |
---|
2852 | int iStatus; |
---|
2853 | /* |
---|
2854 | Try the down direction first. (Specify the initial branching alternative as |
---|
2855 | down with a call to way(-1). Each subsequent call to branch() performs the |
---|
2856 | specified branch and advances the branch object state to the next branch |
---|
2857 | alternative.) |
---|
2858 | */ |
---|
2859 | choice.possibleBranch->way(-1) ; |
---|
2860 | decision->saveBranchingObject( choice.possibleBranch); |
---|
2861 | choice.possibleBranch->branch() ; |
---|
2862 | solver->solveFromHotStart() ; |
---|
2863 | bool needHotStartUpdate=false; |
---|
2864 | numberStrongDone++; |
---|
2865 | numberStrongIterations += solver->getIterationCount(); |
---|
2866 | /* |
---|
2867 | We now have an estimate of objective degradation that we can use for strong |
---|
2868 | branching. If we're over the cutoff, the variable is monotone up. |
---|
2869 | If we actually made it to optimality, check for a solution, and if we have |
---|
2870 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
2871 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
2872 | */ |
---|
2873 | if (solver->isProvenOptimal()) |
---|
2874 | iStatus=0; // optimal |
---|
2875 | else if (solver->isIterationLimitReached() |
---|
2876 | &&!solver->isDualObjectiveLimitReached()) |
---|
2877 | iStatus=2; // unknown |
---|
2878 | else |
---|
2879 | iStatus=1; // infeasible |
---|
2880 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
2881 | choice.numItersDown = solver->getIterationCount(); |
---|
2882 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
2883 | decision->updateInformation( solver,this); |
---|
2884 | if (!iStatus) { |
---|
2885 | choice.finishedDown = true ; |
---|
2886 | if (newObjectiveValue>=cutoff) { |
---|
2887 | objectiveChange = 1.0e100; // say infeasible |
---|
2888 | numberStrongInfeasible++; |
---|
2889 | } else { |
---|
2890 | // See if integer solution |
---|
2891 | if (model->feasibleSolution(choice.numIntInfeasDown, |
---|
2892 | choice.numObjInfeasDown) |
---|
2893 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
2894 | if (auxiliaryInfo->solutionAddsCuts()) { |
---|
2895 | needHotStartUpdate=true; |
---|
2896 | solver->unmarkHotStart(); |
---|
2897 | } |
---|
2898 | model->setBestSolution(CBC_STRONGSOL, |
---|
2899 | newObjectiveValue, |
---|
2900 | solver->getColSolution()) ; |
---|
2901 | if (needHotStartUpdate) { |
---|
2902 | solver->resolve(); |
---|
2903 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
2904 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
2905 | model->feasibleSolution(choice.numIntInfeasDown, |
---|
2906 | choice.numObjInfeasDown); |
---|
2907 | } |
---|
2908 | model->setLastHeuristic(NULL); |
---|
2909 | model->incrementUsed(solver->getColSolution()); |
---|
2910 | cutoff =model->getCutoff(); |
---|
2911 | if (newObjectiveValue >= cutoff) { // *new* cutoff |
---|
2912 | objectiveChange = 1.0e100 ; |
---|
2913 | numberStrongInfeasible++; |
---|
2914 | } |
---|
2915 | } |
---|
2916 | } |
---|
2917 | } else if (iStatus==1) { |
---|
2918 | objectiveChange = 1.0e100 ; |
---|
2919 | numberStrongInfeasible++; |
---|
2920 | } else { |
---|
2921 | // Can't say much as we did not finish |
---|
2922 | choice.finishedDown = false ; |
---|
2923 | numberUnfinished++; |
---|
2924 | } |
---|
2925 | choice.downMovement = objectiveChange ; |
---|
2926 | |
---|
2927 | // restore bounds |
---|
2928 | for ( j=0;j<numberColumns;j++) { |
---|
2929 | if (saveLower[j] != lower[j]) |
---|
2930 | solver->setColLower(j,saveLower[j]); |
---|
2931 | if (saveUpper[j] != upper[j]) |
---|
2932 | solver->setColUpper(j,saveUpper[j]); |
---|
2933 | } |
---|
2934 | if(needHotStartUpdate) { |
---|
2935 | needHotStartUpdate = false; |
---|
2936 | solver->resolve(); |
---|
2937 | //we may again have an integer feasible solution |
---|
2938 | int numberIntegerInfeasibilities; |
---|
2939 | int numberObjectInfeasibilities; |
---|
2940 | if (model->feasibleSolution( |
---|
2941 | numberIntegerInfeasibilities, |
---|
2942 | numberObjectInfeasibilities)) { |
---|
2943 | #ifdef BONMIN |
---|
2944 | //In this case node has become integer feasible, let us exit the loop |
---|
2945 | std::cout<<"Node has become integer feasible"<<std::endl; |
---|
2946 | numberUnsatisfied_ = 0; |
---|
2947 | break; |
---|
2948 | #endif |
---|
2949 | double objValue = solver->getObjValue(); |
---|
2950 | model->setBestSolution(CBC_STRONGSOL, |
---|
2951 | objValue, |
---|
2952 | solver->getColSolution()) ; |
---|
2953 | solver->resolve(); |
---|
2954 | cutoff =model->getCutoff(); |
---|
2955 | } |
---|
2956 | solver->markHotStart(); |
---|
2957 | } |
---|
2958 | //printf("Down on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
2959 | //printf("Down on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
2960 | // choice.objectNumber,iStatus,newObjectiveValue,choice.numItersDown, |
---|
2961 | // choice.downMovement,choice.finishedDown,choice.numIntInfeasDown, |
---|
2962 | // choice.numObjInfeasDown); |
---|
2963 | |
---|
2964 | // repeat the whole exercise, forcing the variable up |
---|
2965 | decision->saveBranchingObject( choice.possibleBranch); |
---|
2966 | choice.possibleBranch->branch(); |
---|
2967 | solver->solveFromHotStart() ; |
---|
2968 | numberStrongDone++; |
---|
2969 | numberStrongIterations += solver->getIterationCount(); |
---|
2970 | /* |
---|
2971 | We now have an estimate of objective degradation that we can use for strong |
---|
2972 | branching. If we're over the cutoff, the variable is monotone up. |
---|
2973 | If we actually made it to optimality, check for a solution, and if we have |
---|
2974 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
2975 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
2976 | */ |
---|
2977 | if (solver->isProvenOptimal()) |
---|
2978 | iStatus=0; // optimal |
---|
2979 | else if (solver->isIterationLimitReached() |
---|
2980 | &&!solver->isDualObjectiveLimitReached()) |
---|
2981 | iStatus=2; // unknown |
---|
2982 | else |
---|
2983 | iStatus=1; // infeasible |
---|
2984 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
2985 | choice.numItersUp = solver->getIterationCount(); |
---|
2986 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
2987 | decision->updateInformation( solver,this); |
---|
2988 | if (!iStatus) { |
---|
2989 | choice.finishedUp = true ; |
---|
2990 | if (newObjectiveValue>=cutoff) { |
---|
2991 | objectiveChange = 1.0e100; // say infeasible |
---|
2992 | numberStrongInfeasible++; |
---|
2993 | } else { |
---|
2994 | // See if integer solution |
---|
2995 | if (model->feasibleSolution(choice.numIntInfeasUp, |
---|
2996 | choice.numObjInfeasUp) |
---|
2997 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
2998 | #ifdef BONMIN |
---|
2999 | std::cout<<"Node has become integer feasible"<<std::endl; |
---|
3000 | numberUnsatisfied_ = 0; |
---|
3001 | break; |
---|
3002 | #endif |
---|
3003 | if (auxiliaryInfo->solutionAddsCuts()) { |
---|
3004 | needHotStartUpdate=true; |
---|
3005 | solver->unmarkHotStart(); |
---|
3006 | } |
---|
3007 | model->setBestSolution(CBC_STRONGSOL, |
---|
3008 | newObjectiveValue, |
---|
3009 | solver->getColSolution()) ; |
---|
3010 | if (needHotStartUpdate) { |
---|
3011 | solver->resolve(); |
---|
3012 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
3013 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
3014 | model->feasibleSolution(choice.numIntInfeasDown, |
---|
3015 | choice.numObjInfeasDown); |
---|
3016 | } |
---|
3017 | model->setLastHeuristic(NULL); |
---|
3018 | model->incrementUsed(solver->getColSolution()); |
---|
3019 | cutoff =model->getCutoff(); |
---|
3020 | if (newObjectiveValue >= cutoff) { // *new* cutoff |
---|
3021 | objectiveChange = 1.0e100 ; |
---|
3022 | numberStrongInfeasible++; |
---|
3023 | } |
---|
3024 | } |
---|
3025 | } |
---|
3026 | } else if (iStatus==1) { |
---|
3027 | objectiveChange = 1.0e100 ; |
---|
3028 | numberStrongInfeasible++; |
---|
3029 | } else { |
---|
3030 | // Can't say much as we did not finish |
---|
3031 | choice.finishedUp = false ; |
---|
3032 | numberUnfinished++; |
---|
3033 | } |
---|
3034 | choice.upMovement = objectiveChange ; |
---|
3035 | |
---|
3036 | // restore bounds |
---|
3037 | for ( j=0;j<numberColumns;j++) { |
---|
3038 | if (saveLower[j] != lower[j]) |
---|
3039 | solver->setColLower(j,saveLower[j]); |
---|
3040 | if (saveUpper[j] != upper[j]) |
---|
3041 | solver->setColUpper(j,saveUpper[j]); |
---|
3042 | } |
---|
3043 | if(needHotStartUpdate) { |
---|
3044 | needHotStartUpdate = false; |
---|
3045 | solver->resolve(); |
---|
3046 | //we may again have an integer feasible solution |
---|
3047 | int numberIntegerInfeasibilities; |
---|
3048 | int numberObjectInfeasibilities; |
---|
3049 | if (model->feasibleSolution( |
---|
3050 | numberIntegerInfeasibilities, |
---|
3051 | numberObjectInfeasibilities)) { |
---|
3052 | double objValue = solver->getObjValue(); |
---|
3053 | model->setBestSolution(CBC_STRONGSOL, |
---|
3054 | objValue, |
---|
3055 | solver->getColSolution()) ; |
---|
3056 | solver->resolve(); |
---|
3057 | cutoff =model->getCutoff(); |
---|
3058 | } |
---|
3059 | solver->markHotStart(); |
---|
3060 | } |
---|
3061 | |
---|
3062 | //printf("Up on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
3063 | // choice.objectNumber,iStatus,newObjectiveValue,choice.numItersUp, |
---|
3064 | // choice.upMovement,choice.finishedUp,choice.numIntInfeasUp, |
---|
3065 | // choice.numObjInfeasUp); |
---|
3066 | } |
---|
3067 | |
---|
3068 | solver->setIntParam(OsiMaxNumIterationHotStart,saveLimit2); |
---|
3069 | /* |
---|
3070 | End of evaluation for this candidate variable. Possibilities are: |
---|
3071 | * Both sides below cutoff; this variable is a candidate for branching. |
---|
3072 | * Both sides infeasible or above the objective cutoff: no further action |
---|
3073 | here. Break from the evaluation loop and assume the node will be purged |
---|
3074 | by the caller. |
---|
3075 | * One side below cutoff: Install the branch (i.e., fix the variable). Break |
---|
3076 | from the evaluation loop and assume the node will be reoptimised by the |
---|
3077 | caller. |
---|
3078 | */ |
---|
3079 | // reset |
---|
3080 | choice.possibleBranch->resetNumberBranchesLeft(); |
---|
3081 | if (choice.upMovement<1.0e100) { |
---|
3082 | if(choice.downMovement<1.0e100) { |
---|
3083 | // In case solution coming in was odd |
---|
3084 | choice.upMovement = CoinMax(0.0,choice.upMovement); |
---|
3085 | choice.downMovement = CoinMax(0.0,choice.downMovement); |
---|
3086 | if (couldChooseFirst) |
---|
3087 | printf("candidate %d up %g down %g sort %g\n",iDo,choice.upMovement,choice.downMovement,sort[iDo]); |
---|
3088 | #if ZERO_ONE==2 |
---|
3089 | // branch on 0-1 first (temp) |
---|
3090 | if (fabs(choice.possibleBranch->value())<1.0) { |
---|
3091 | choice.upMovement *= ZERO_FAKE; |
---|
3092 | choice.downMovement *= ZERO_FAKE; |
---|
3093 | } |
---|
3094 | #endif |
---|
3095 | // feasible - see which best |
---|
3096 | if (!canSkip) { |
---|
3097 | if (iColumn==-46) { |
---|
3098 | printf("sort %g downest %g upest %g ",sort[iDo],downEstimate[iObject], |
---|
3099 | upEstimate[iObject]); |
---|
3100 | printf("downMove %g upMove %g value %g current pseudo %g %g\n", |
---|
3101 | choice.downMovement,choice.upMovement,choice.possibleBranch->value(), |
---|
3102 | dynamicObject->downDynamicPseudoCost(),dynamicObject->upDynamicPseudoCost()); |
---|
3103 | } |
---|
3104 | if (model->messageHandler()->logLevel()>3) |
---|
3105 | printf("sort %g downest %g upest %g ",sort[iDo],downEstimate[iObject], |
---|
3106 | upEstimate[iObject]); |
---|
3107 | model->messageHandler()->message(CBC_STRONG,model->messages()) |
---|
3108 | << iObject << iColumn |
---|
3109 | <<choice.downMovement<<choice.numIntInfeasDown |
---|
3110 | <<choice.upMovement<<choice.numIntInfeasUp |
---|
3111 | <<choice.possibleBranch->value() |
---|
3112 | <<CoinMessageEol; |
---|
3113 | } |
---|
3114 | //if (!stateOfSearch) |
---|
3115 | //choice.numIntInfeasDown=99999; // temp fudge |
---|
3116 | if (wantMiniTree) |
---|
3117 | decision->setBestCriterion(-1.0); |
---|
3118 | double bestCriterion = -1.0; |
---|
3119 | //double gap = saveUpper[iColumn]-saveLower[iColumn]; |
---|
3120 | // Give precedence to ones with gap of 1.0 |
---|
3121 | //assert(gap>0.0); |
---|
3122 | double factor = 1.0; //changeFactor/CoinMin(gap,100.0); |
---|
3123 | int betterWay; |
---|
3124 | { |
---|
3125 | CbcBranchingObject * branchObj = |
---|
3126 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
3127 | if (branch_) |
---|
3128 | assert (branchObj); |
---|
3129 | betterWay = decision->betterBranch(choice.possibleBranch, |
---|
3130 | branchObj, |
---|
3131 | choice.upMovement*factor, |
---|
3132 | choice.numIntInfeasUp , |
---|
3133 | choice.downMovement*factor, |
---|
3134 | choice.numIntInfeasDown ); |
---|
3135 | } |
---|
3136 | if (wantMiniTree) { |
---|
3137 | double criterion = decision->getBestCriterion(); |
---|
3138 | sort[numberMini]=-criterion; |
---|
3139 | whichObject[numberMini++]=whichObject[iDo]; |
---|
3140 | assert (betterWay); |
---|
3141 | if (criterion>bestCriterion) |
---|
3142 | bestCriterion=criterion; |
---|
3143 | else |
---|
3144 | betterWay=0; |
---|
3145 | } |
---|
3146 | if (iDo>=changeStrategy) { |
---|
3147 | // make less likely |
---|
3148 | changeStrategy+=numberStrong; |
---|
3149 | changeFactor *= 0.9; |
---|
3150 | } |
---|
3151 | if (betterWay) { |
---|
3152 | delete branch_; |
---|
3153 | // C) create branching object |
---|
3154 | branch_ = choice.possibleBranch; |
---|
3155 | choice.possibleBranch=NULL; |
---|
3156 | { |
---|
3157 | CbcBranchingObject * branchObj = |
---|
3158 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
3159 | assert (branchObj); |
---|
3160 | branchObj->way(preferredWay); |
---|
3161 | } |
---|
3162 | if (couldChooseFirst) |
---|
3163 | printf("choosing %d way %d\n",iDo,betterWay); |
---|
3164 | bestChoice = choice.objectNumber; |
---|
3165 | whichChoice = iDo; |
---|
3166 | if (numberStrong<=1) { |
---|
3167 | delete ws; |
---|
3168 | ws=NULL; |
---|
3169 | break; |
---|
3170 | } |
---|
3171 | } else { |
---|
3172 | delete choice.possibleBranch; |
---|
3173 | choice.possibleBranch=NULL; |
---|
3174 | if (iDo>=2*numberStrong) { |
---|
3175 | delete ws; |
---|
3176 | ws=NULL; |
---|
3177 | break; |
---|
3178 | } |
---|
3179 | if (!dynamicObject||dynamicObject->numberTimesUp()>1) { |
---|
3180 | if (iDo-whichChoice>=numberStrong) { |
---|
3181 | delete choice.possibleBranch; |
---|
3182 | choice.possibleBranch=NULL; |
---|
3183 | break; // give up |
---|
3184 | } |
---|
3185 | } else { |
---|
3186 | if (iDo-whichChoice>=2*numberStrong) { |
---|
3187 | delete ws; |
---|
3188 | ws=NULL; |
---|
3189 | delete choice.possibleBranch; |
---|
3190 | choice.possibleBranch=NULL; |
---|
3191 | break; // give up |
---|
3192 | } |
---|
3193 | } |
---|
3194 | } |
---|
3195 | } else { |
---|
3196 | // up feasible, down infeasible |
---|
3197 | anyAction=-1; |
---|
3198 | worstFeasible = CoinMax(worstFeasible,choice.upMovement); |
---|
3199 | //printf("Down infeasible for choice %d sequence %d\n",i, |
---|
3200 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3201 | if (!solveAll) { |
---|
3202 | choice.possibleBranch->way(1); |
---|
3203 | choice.possibleBranch->branch(); |
---|
3204 | delete choice.possibleBranch; |
---|
3205 | choice.possibleBranch=NULL; |
---|
3206 | delete ws; |
---|
3207 | ws=NULL; |
---|
3208 | break; |
---|
3209 | } else { |
---|
3210 | choice.fix=1; |
---|
3211 | fixObject[numberToFix++]=choice; |
---|
3212 | choice.possibleBranch=NULL; |
---|
3213 | #define FIXNOW |
---|
3214 | #ifdef FIXNOW |
---|
3215 | double value = ceil(saveSolution[iColumn]); |
---|
3216 | saveLower[iColumn]=value; |
---|
3217 | solver->setColLower(iColumn,value); |
---|
3218 | assert(doneHotStart); |
---|
3219 | solver->unmarkHotStart(); |
---|
3220 | solver->markHotStart(); |
---|
3221 | // may be infeasible (if other way stopped on iterations) |
---|
3222 | if (!solver->isProvenOptimal()) { |
---|
3223 | // neither side feasible |
---|
3224 | anyAction=-2; |
---|
3225 | delete choice.possibleBranch; |
---|
3226 | choice.possibleBranch=NULL; |
---|
3227 | //printf("Both infeasible for choice %d sequence %d\n",i, |
---|
3228 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3229 | delete ws; |
---|
3230 | ws=NULL; |
---|
3231 | break; |
---|
3232 | } |
---|
3233 | #endif |
---|
3234 | } |
---|
3235 | } |
---|
3236 | } else { |
---|
3237 | if(choice.downMovement<1.0e100) { |
---|
3238 | // down feasible, up infeasible |
---|
3239 | anyAction=-1; |
---|
3240 | worstFeasible = CoinMax(worstFeasible,choice.downMovement); |
---|
3241 | //printf("Up infeasible for choice %d sequence %d\n",i, |
---|
3242 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3243 | if (!solveAll) { |
---|
3244 | choice.possibleBranch->way(-1); |
---|
3245 | choice.possibleBranch->branch(); |
---|
3246 | delete choice.possibleBranch; |
---|
3247 | choice.possibleBranch=NULL; |
---|
3248 | delete ws; |
---|
3249 | ws=NULL; |
---|
3250 | break; |
---|
3251 | } else { |
---|
3252 | choice.fix=-1; |
---|
3253 | fixObject[numberToFix++]=choice; |
---|
3254 | choice.possibleBranch=NULL; |
---|
3255 | #ifdef FIXNOW |
---|
3256 | double value = floor(saveSolution[iColumn]); |
---|
3257 | saveUpper[iColumn]=value; |
---|
3258 | solver->setColUpper(iColumn,value); |
---|
3259 | assert(doneHotStart); |
---|
3260 | solver->unmarkHotStart(); |
---|
3261 | solver->markHotStart(); |
---|
3262 | // may be infeasible (if other way stopped on iterations) |
---|
3263 | if (!solver->isProvenOptimal()) { |
---|
3264 | // neither side feasible |
---|
3265 | anyAction=-2; |
---|
3266 | delete choice.possibleBranch; |
---|
3267 | choice.possibleBranch=NULL; |
---|
3268 | //printf("Both infeasible for choice %d sequence %d\n",i, |
---|
3269 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3270 | delete ws; |
---|
3271 | ws=NULL; |
---|
3272 | break; |
---|
3273 | } |
---|
3274 | #endif |
---|
3275 | } |
---|
3276 | } else { |
---|
3277 | // neither side feasible |
---|
3278 | anyAction=-2; |
---|
3279 | delete choice.possibleBranch; |
---|
3280 | choice.possibleBranch=NULL; |
---|
3281 | //printf("Both infeasible for choice %d sequence %d\n",i, |
---|
3282 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3283 | delete ws; |
---|
3284 | ws=NULL; |
---|
3285 | break; |
---|
3286 | } |
---|
3287 | } |
---|
3288 | // Check max time |
---|
3289 | hitMaxTime = ( CoinCpuTime()-model->getDblParam(CbcModel::CbcStartSeconds) > |
---|
3290 | model->getDblParam(CbcModel::CbcMaximumSeconds)); |
---|
3291 | if (hitMaxTime) { |
---|
3292 | // make sure rest are fast |
---|
3293 | doQuickly=true; |
---|
3294 | for ( int jDo=iDo+1;jDo<numberToDo;jDo++) { |
---|
3295 | int iObject = whichObject[iDo]; |
---|
3296 | OsiObject * object = model->modifiableObject(iObject); |
---|
3297 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
3298 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
3299 | dynamicObject->setNumberBeforeTrust(0); |
---|
3300 | } |
---|
3301 | numberTest=0; |
---|
3302 | distanceToCutoff=-COIN_DBL_MAX; |
---|
3303 | } |
---|
3304 | delete choice.possibleBranch; |
---|
3305 | } |
---|
3306 | double averageChange = model->sumChangeObjective()/((double) model->getNodeCount()); |
---|
3307 | if (depth_<10||worstFeasible>0.2*averageChange) |
---|
3308 | solveAll=false; |
---|
3309 | if (model->messageHandler()->logLevel()>3||false) { |
---|
3310 | if (anyAction==-2) |
---|
3311 | printf("infeasible\n"); |
---|
3312 | else if(anyAction==-1) |
---|
3313 | if (!solveAll) |
---|
3314 | printf("%d fixed\n",numberToFix); |
---|
3315 | else |
---|
3316 | printf("%d fixed AND choosing %d iDo %d iChosenWhen %d numberToDo %d\n",numberToFix,bestChoice, |
---|
3317 | iDo,whichChoice,numberToDo); |
---|
3318 | else |
---|
3319 | printf("choosing %d iDo %d iChosenWhen %d numberToDo %d\n",bestChoice, |
---|
3320 | iDo,whichChoice,numberToDo); |
---|
3321 | } |
---|
3322 | if (doneHotStart) { |
---|
3323 | // Delete the snapshot |
---|
3324 | solver->unmarkHotStart(); |
---|
3325 | // back to normal |
---|
3326 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
3327 | // restore basis |
---|
3328 | solver->setWarmStart(ws); |
---|
3329 | } |
---|
3330 | solver->setIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
3331 | // Unless infeasible we will carry on |
---|
3332 | // But we could fix anyway |
---|
3333 | if (numberToFix&&!hitMaxTime) { |
---|
3334 | if (anyAction==-2) { |
---|
3335 | // take off |
---|
3336 | for (i = 0 ; i < numberToFix ; i++) { |
---|
3337 | delete fixObject[i].possibleBranch; |
---|
3338 | } |
---|
3339 | } else { |
---|
3340 | // apply and take off |
---|
3341 | for (i = 0 ; i < numberToFix ; i++) { |
---|
3342 | #ifndef FIXNOW |
---|
3343 | fixObject[i].possibleBranch->way(fixObject[i].fix) ; |
---|
3344 | fixObject[i].possibleBranch->branch() ; |
---|
3345 | #endif |
---|
3346 | delete fixObject[i].possibleBranch; |
---|
3347 | } |
---|
3348 | bool feasible=true; |
---|
3349 | #if ACTION <2 |
---|
3350 | if (solveAll) { |
---|
3351 | // can do quick optimality check |
---|
3352 | int easy=2; |
---|
3353 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,&easy) ; |
---|
3354 | solver->resolve() ; |
---|
3355 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
3356 | feasible = solver->isProvenOptimal(); |
---|
3357 | if (feasible) { |
---|
3358 | anyAction=0; |
---|
3359 | numberMini=0; |
---|
3360 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
3361 | model->reserveCurrentSolution(saveSolution); |
---|
3362 | memcpy(saveLower,solver->getColLower(),numberColumns*sizeof(double)); |
---|
3363 | memcpy(saveUpper,solver->getColUpper(),numberColumns*sizeof(double)); |
---|
3364 | model->setPointers(solver); |
---|
3365 | // See if candidate still possible |
---|
3366 | if (branch_) { |
---|
3367 | const OsiObject * object = model->object(bestChoice); |
---|
3368 | int preferredWay; |
---|
3369 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
3370 | if (!infeasibility) { |
---|
3371 | // take out |
---|
3372 | delete branch_; |
---|
3373 | branch_=NULL; |
---|
3374 | } else { |
---|
3375 | CbcBranchingObject * branchObj = |
---|
3376 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
3377 | assert (branchObj); |
---|
3378 | branchObj->way(preferredWay); |
---|
3379 | } |
---|
3380 | } |
---|
3381 | } else { |
---|
3382 | anyAction=-2; |
---|
3383 | finished=true; |
---|
3384 | } |
---|
3385 | } |
---|
3386 | #endif |
---|
3387 | // If fixed then round again |
---|
3388 | if (!branch_&&anyAction!=-2) { |
---|
3389 | finished=false; |
---|
3390 | } |
---|
3391 | // If these in then different action |
---|
3392 | #if ACTION == 1 |
---|
3393 | if (!anyAction) |
---|
3394 | anyAction=-1; |
---|
3395 | finished=true; |
---|
3396 | #endif |
---|
3397 | } |
---|
3398 | } |
---|
3399 | delete ws; |
---|
3400 | } |
---|
3401 | } |
---|
3402 | if (model->messageHandler()->logLevel()>2) |
---|
3403 | printf("%d strong, %d iters, %d pen, %d mark, %d fixed, action %d nnott %d nt %d, %d dq %s ns %d\n", |
---|
3404 | numberStrongDone,numberStrongIterations,xPen,xMark, |
---|
3405 | numberToFix,anyAction,numberNotTrusted,px[0],px[1],px[2]>0 ? "y" : "n",px[3]); |
---|
3406 | // update number of strong iterations etc |
---|
3407 | model->incrementStrongInfo(numberStrongDone,numberStrongIterations, |
---|
3408 | anyAction==-2 ? 0:numberToFix,anyAction==-2); |
---|
3409 | if (!newWay) { |
---|
3410 | if (((model->searchStrategy()+1)%1000)==0) { |
---|
3411 | if (solver->messageHandler()->logLevel()>1) |
---|
3412 | printf("%d strong, %d iters, %d inf, %d not finished, %d not trusted\n", |
---|
3413 | numberStrongDone,numberStrongIterations,numberStrongInfeasible,numberUnfinished, |
---|
3414 | numberNotTrusted); |
---|
3415 | // decide what to do |
---|
3416 | int strategy=1; |
---|
3417 | if (numberUnfinished*4>numberStrongDone&&numberStrongInfeasible*10<numberStrongDone) { |
---|
3418 | strategy=2; |
---|
3419 | if (model->logLevel()>1) |
---|
3420 | printf("going to strategy 2\n"); |
---|
3421 | } |
---|
3422 | if (numberNodes) |
---|
3423 | strategy=1; // should only happen after hot start |
---|
3424 | model->setSearchStrategy(strategy); |
---|
3425 | } |
---|
3426 | } |
---|
3427 | //if (numberToFix&&depth_<5) |
---|
3428 | //printf("%d fixed by strong at depth %d\n",numberToFix,depth_); |
---|
3429 | // Set guessed solution value |
---|
3430 | guessedObjectiveValue_ = objectiveValue_+estimatedDegradation; |
---|
3431 | |
---|
3432 | // Get collection of branches if mini tree wanted |
---|
3433 | if (anyAction==0&&numberMini&&numberMini>1) { |
---|
3434 | // Sort |
---|
3435 | CoinSort_2(sort,sort+numberMini,whichObject); |
---|
3436 | delete branch_; |
---|
3437 | branch_=NULL; |
---|
3438 | numberMini = CoinMin(numberMini,model->sizeMiniTree()); |
---|
3439 | anyAction=numberMini; |
---|
3440 | branches = new OsiSolverBranch[numberMini]; |
---|
3441 | for (int iDo=0;iDo<numberMini;iDo++) { |
---|
3442 | int iObject = whichObject[iDo]; |
---|
3443 | OsiObject * object = model->modifiableObject(iObject); |
---|
3444 | CbcSimpleInteger * obj = |
---|
3445 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
3446 | OsiSolverBranch * oneBranch; |
---|
3447 | if (obj) { |
---|
3448 | oneBranch = obj->solverBranch(solver,&usefulInfo); |
---|
3449 | } else { |
---|
3450 | CbcObject * obj = |
---|
3451 | dynamic_cast <CbcObject *>(object) ; |
---|
3452 | assert (obj); |
---|
3453 | oneBranch = obj->solverBranch(); |
---|
3454 | } |
---|
3455 | branches[iDo]=*oneBranch; |
---|
3456 | delete oneBranch; |
---|
3457 | } |
---|
3458 | } |
---|
3459 | /* |
---|
3460 | Cleanup, then we're finished |
---|
3461 | */ |
---|
3462 | if (!model->branchingMethod()) |
---|
3463 | delete decision; |
---|
3464 | |
---|
3465 | delete [] fixObject; |
---|
3466 | delete [] sort; |
---|
3467 | delete [] whichObject; |
---|
3468 | delete [] objectMark; |
---|
3469 | delete [] saveLower; |
---|
3470 | delete [] saveUpper; |
---|
3471 | delete [] upEstimate; |
---|
3472 | delete [] downEstimate; |
---|
3473 | # ifdef COIN_HAS_CLP |
---|
3474 | if (osiclp) |
---|
3475 | osiclp->setSpecialOptions(saveClpOptions); |
---|
3476 | # endif |
---|
3477 | // restore solution |
---|
3478 | solver->setColSolution(saveSolution); |
---|
3479 | model->reserveCurrentSolution(saveSolution); |
---|
3480 | delete [] saveSolution; |
---|
3481 | model->setStateOfSearch(saveStateOfSearch); |
---|
3482 | model->setLogLevel(saveLogLevel); |
---|
3483 | return anyAction; |
---|
3484 | } |
---|
3485 | int CbcNode::analyze (CbcModel *model, double * results) |
---|
3486 | { |
---|
3487 | int i; |
---|
3488 | int numberIterationsAllowed = model->numberAnalyzeIterations(); |
---|
3489 | OsiSolverInterface * solver = model->solver(); |
---|
3490 | objectiveValue_ = solver->getObjSense()*solver->getObjValue(); |
---|
3491 | double cutoff =model->getCutoff(); |
---|
3492 | const double * lower = solver->getColLower(); |
---|
3493 | const double * upper = solver->getColUpper(); |
---|
3494 | const double * dj = solver->getReducedCost(); |
---|
3495 | int numberObjects = model->numberObjects(); |
---|
3496 | int numberColumns = model->getNumCols(); |
---|
3497 | // Initialize arrays |
---|
3498 | int numberIntegers = model->numberIntegers(); |
---|
3499 | int * back = new int[numberColumns]; |
---|
3500 | const int * integerVariable = model->integerVariable(); |
---|
3501 | for (i=0;i<numberColumns;i++) |
---|
3502 | back[i]=-1; |
---|
3503 | // What results is |
---|
3504 | double * newLower = results; |
---|
3505 | double * objLower = newLower+numberIntegers; |
---|
3506 | double * newUpper = objLower+numberIntegers; |
---|
3507 | double * objUpper = newUpper+numberIntegers; |
---|
3508 | for (i=0;i<numberIntegers;i++) { |
---|
3509 | int iColumn = integerVariable[i]; |
---|
3510 | back[iColumn]=i; |
---|
3511 | newLower[i]=0.0; |
---|
3512 | objLower[i]=-COIN_DBL_MAX; |
---|
3513 | newUpper[i]=0.0; |
---|
3514 | objUpper[i]=-COIN_DBL_MAX; |
---|
3515 | } |
---|
3516 | double * saveUpper = new double[numberColumns]; |
---|
3517 | double * saveLower = new double[numberColumns]; |
---|
3518 | int anyAction=0; |
---|
3519 | // Save solution in case heuristics need good solution later |
---|
3520 | |
---|
3521 | double * saveSolution = new double[numberColumns]; |
---|
3522 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
3523 | model->reserveCurrentSolution(saveSolution); |
---|
3524 | for (i=0;i<numberColumns;i++) { |
---|
3525 | saveLower[i] = lower[i]; |
---|
3526 | saveUpper[i] = upper[i]; |
---|
3527 | } |
---|
3528 | // Get arrays to sort |
---|
3529 | double * sort = new double[numberObjects]; |
---|
3530 | int * whichObject = new int[numberObjects]; |
---|
3531 | int numberToFix=0; |
---|
3532 | int numberToDo=0; |
---|
3533 | double integerTolerance = |
---|
3534 | model->getDblParam(CbcModel::CbcIntegerTolerance); |
---|
3535 | // point to useful information |
---|
3536 | OsiBranchingInformation usefulInfo = model->usefulInformation(); |
---|
3537 | // and modify |
---|
3538 | usefulInfo.depth_=depth_; |
---|
3539 | |
---|
3540 | // compute current state |
---|
3541 | int numberObjectInfeasibilities; // just odd ones |
---|
3542 | int numberIntegerInfeasibilities; |
---|
3543 | model->feasibleSolution( |
---|
3544 | numberIntegerInfeasibilities, |
---|
3545 | numberObjectInfeasibilities); |
---|
3546 | # ifdef COIN_HAS_CLP |
---|
3547 | OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (solver); |
---|
3548 | int saveClpOptions=0; |
---|
3549 | bool fastIterations = (model->specialOptions()&8)!=0; |
---|
3550 | if (osiclp&&fastIterations) { |
---|
3551 | // for faster hot start |
---|
3552 | saveClpOptions = osiclp->specialOptions(); |
---|
3553 | osiclp->setSpecialOptions(saveClpOptions|8192); |
---|
3554 | } |
---|
3555 | # else |
---|
3556 | bool fastIterations = false ; |
---|
3557 | # endif |
---|
3558 | /* |
---|
3559 | Scan for branching objects that indicate infeasibility. Choose candidates |
---|
3560 | using priority as the first criteria, then integer infeasibility. |
---|
3561 | |
---|
3562 | The algorithm is to fill the array with a set of good candidates (by |
---|
3563 | infeasibility) with priority bestPriority. Finding a candidate with |
---|
3564 | priority better (less) than bestPriority flushes the choice array. (This |
---|
3565 | serves as initialization when the first candidate is found.) |
---|
3566 | |
---|
3567 | */ |
---|
3568 | numberToDo=0; |
---|
3569 | for (i=0;i<numberObjects;i++) { |
---|
3570 | OsiObject * object = model->modifiableObject(i); |
---|
3571 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
3572 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
3573 | if(!dynamicObject) |
---|
3574 | continue; |
---|
3575 | int preferredWay; |
---|
3576 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
3577 | int iColumn = dynamicObject->columnNumber(); |
---|
3578 | if (saveUpper[iColumn]==saveLower[iColumn]) |
---|
3579 | continue; |
---|
3580 | if (infeasibility) |
---|
3581 | sort[numberToDo]=-1.0e10-infeasibility; |
---|
3582 | else |
---|
3583 | sort[numberToDo]=-fabs(dj[iColumn]); |
---|
3584 | whichObject[numberToDo++]=i; |
---|
3585 | } |
---|
3586 | // Save basis |
---|
3587 | CoinWarmStart * ws = solver->getWarmStart(); |
---|
3588 | int saveLimit; |
---|
3589 | solver->getIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
3590 | int targetIterations = CoinMax(500,numberIterationsAllowed/numberObjects); |
---|
3591 | if (saveLimit<targetIterations) |
---|
3592 | solver->setIntParam(OsiMaxNumIterationHotStart,targetIterations); |
---|
3593 | // Mark hot start |
---|
3594 | solver->markHotStart(); |
---|
3595 | // Sort |
---|
3596 | CoinSort_2(sort,sort+numberToDo,whichObject); |
---|
3597 | //double distanceToCutoff=model->getCutoff()-objectiveValue_; |
---|
3598 | double * currentSolution = model->currentSolution(); |
---|
3599 | double objMin = 1.0e50; |
---|
3600 | double objMax = -1.0e50; |
---|
3601 | bool needResolve=false; |
---|
3602 | int iDo; |
---|
3603 | for (iDo=0;iDo<numberToDo;iDo++) { |
---|
3604 | CbcStrongInfo choice; |
---|
3605 | int iObject = whichObject[iDo]; |
---|
3606 | OsiObject * object = model->modifiableObject(iObject); |
---|
3607 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
3608 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
3609 | int iColumn = dynamicObject->columnNumber(); |
---|
3610 | int preferredWay; |
---|
3611 | object->infeasibility(&usefulInfo,preferredWay); |
---|
3612 | double value = currentSolution[iColumn]; |
---|
3613 | double nearest = floor(value+0.5); |
---|
3614 | double lowerValue = floor(value); |
---|
3615 | bool satisfied=false; |
---|
3616 | if (fabs(value-nearest)<=integerTolerance||value<saveLower[iColumn]||value>saveUpper[iColumn]) { |
---|
3617 | satisfied=true; |
---|
3618 | double newValue; |
---|
3619 | if (nearest<saveUpper[iColumn]) { |
---|
3620 | newValue = nearest + 1.0001*integerTolerance; |
---|
3621 | lowerValue = nearest; |
---|
3622 | } else { |
---|
3623 | newValue = nearest - 1.0001*integerTolerance; |
---|
3624 | lowerValue = nearest-1; |
---|
3625 | } |
---|
3626 | currentSolution[iColumn]=newValue; |
---|
3627 | } |
---|
3628 | double upperValue = lowerValue+1.0; |
---|
3629 | CbcSimpleInteger * obj = |
---|
3630 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
3631 | if (obj) { |
---|
3632 | choice.possibleBranch=obj->createBranch(solver,&usefulInfo,preferredWay); |
---|
3633 | } else { |
---|
3634 | CbcObject * obj = |
---|
3635 | dynamic_cast <CbcObject *>(object) ; |
---|
3636 | assert (obj); |
---|
3637 | choice.possibleBranch=obj->createBranch(preferredWay); |
---|
3638 | } |
---|
3639 | currentSolution[iColumn]=value; |
---|
3640 | // Save which object it was |
---|
3641 | choice.objectNumber=iObject; |
---|
3642 | choice.numIntInfeasUp = numberUnsatisfied_; |
---|
3643 | choice.numIntInfeasDown = numberUnsatisfied_; |
---|
3644 | choice.downMovement = 0.0; |
---|
3645 | choice.upMovement = 0.0; |
---|
3646 | choice.numItersDown = 0; |
---|
3647 | choice.numItersUp = 0; |
---|
3648 | choice.fix=0; // say not fixed |
---|
3649 | double objectiveChange ; |
---|
3650 | double newObjectiveValue=1.0e100; |
---|
3651 | int j; |
---|
3652 | // status is 0 finished, 1 infeasible and other |
---|
3653 | int iStatus; |
---|
3654 | /* |
---|
3655 | Try the down direction first. (Specify the initial branching alternative as |
---|
3656 | down with a call to way(-1). Each subsequent call to branch() performs the |
---|
3657 | specified branch and advances the branch object state to the next branch |
---|
3658 | alternative.) |
---|
3659 | */ |
---|
3660 | choice.possibleBranch->way(-1) ; |
---|
3661 | choice.possibleBranch->branch() ; |
---|
3662 | if (fabs(value-lowerValue)>integerTolerance) { |
---|
3663 | solver->solveFromHotStart() ; |
---|
3664 | /* |
---|
3665 | We now have an estimate of objective degradation that we can use for strong |
---|
3666 | branching. If we're over the cutoff, the variable is monotone up. |
---|
3667 | If we actually made it to optimality, check for a solution, and if we have |
---|
3668 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
3669 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
3670 | */ |
---|
3671 | if (solver->isProvenOptimal()) |
---|
3672 | iStatus=0; // optimal |
---|
3673 | else if (solver->isIterationLimitReached() |
---|
3674 | &&!solver->isDualObjectiveLimitReached()) |
---|
3675 | iStatus=2; // unknown |
---|
3676 | else |
---|
3677 | iStatus=1; // infeasible |
---|
3678 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
3679 | choice.numItersDown = solver->getIterationCount(); |
---|
3680 | numberIterationsAllowed -= choice.numItersDown; |
---|
3681 | objectiveChange = newObjectiveValue - objectiveValue_; |
---|
3682 | if (!iStatus) { |
---|
3683 | choice.finishedDown = true ; |
---|
3684 | if (newObjectiveValue>=cutoff) { |
---|
3685 | objectiveChange = 1.0e100; // say infeasible |
---|
3686 | } else { |
---|
3687 | // See if integer solution |
---|
3688 | if (model->feasibleSolution(choice.numIntInfeasDown, |
---|
3689 | choice.numObjInfeasDown) |
---|
3690 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
3691 | model->setBestSolution(CBC_STRONGSOL, |
---|
3692 | newObjectiveValue, |
---|
3693 | solver->getColSolution()) ; |
---|
3694 | model->setLastHeuristic(NULL); |
---|
3695 | model->incrementUsed(solver->getColSolution()); |
---|
3696 | cutoff =model->getCutoff(); |
---|
3697 | if (newObjectiveValue >= cutoff) // *new* cutoff |
---|
3698 | objectiveChange = 1.0e100 ; |
---|
3699 | } |
---|
3700 | } |
---|
3701 | } else if (iStatus==1) { |
---|
3702 | objectiveChange = 1.0e100 ; |
---|
3703 | } else { |
---|
3704 | // Can't say much as we did not finish |
---|
3705 | choice.finishedDown = false ; |
---|
3706 | } |
---|
3707 | choice.downMovement = objectiveChange ; |
---|
3708 | } |
---|
3709 | // restore bounds |
---|
3710 | for ( j=0;j<numberColumns;j++) { |
---|
3711 | if (saveLower[j] != lower[j]) |
---|
3712 | solver->setColLower(j,saveLower[j]); |
---|
3713 | if (saveUpper[j] != upper[j]) |
---|
3714 | solver->setColUpper(j,saveUpper[j]); |
---|
3715 | } |
---|
3716 | // repeat the whole exercise, forcing the variable up |
---|
3717 | choice.possibleBranch->branch(); |
---|
3718 | if (fabs(value-upperValue)>integerTolerance) { |
---|
3719 | solver->solveFromHotStart() ; |
---|
3720 | /* |
---|
3721 | We now have an estimate of objective degradation that we can use for strong |
---|
3722 | branching. If we're over the cutoff, the variable is monotone up. |
---|
3723 | If we actually made it to optimality, check for a solution, and if we have |
---|
3724 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
3725 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
3726 | */ |
---|
3727 | if (solver->isProvenOptimal()) |
---|
3728 | iStatus=0; // optimal |
---|
3729 | else if (solver->isIterationLimitReached() |
---|
3730 | &&!solver->isDualObjectiveLimitReached()) |
---|
3731 | iStatus=2; // unknown |
---|
3732 | else |
---|
3733 | iStatus=1; // infeasible |
---|
3734 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
3735 | choice.numItersUp = solver->getIterationCount(); |
---|
3736 | numberIterationsAllowed -= choice.numItersUp; |
---|
3737 | objectiveChange = newObjectiveValue - objectiveValue_; |
---|
3738 | if (!iStatus) { |
---|
3739 | choice.finishedUp = true ; |
---|
3740 | if (newObjectiveValue>=cutoff) { |
---|
3741 | objectiveChange = 1.0e100; // say infeasible |
---|
3742 | } else { |
---|
3743 | // See if integer solution |
---|
3744 | if (model->feasibleSolution(choice.numIntInfeasUp, |
---|
3745 | choice.numObjInfeasUp) |
---|
3746 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
3747 | model->setBestSolution(CBC_STRONGSOL, |
---|
3748 | newObjectiveValue, |
---|
3749 | solver->getColSolution()) ; |
---|
3750 | model->setLastHeuristic(NULL); |
---|
3751 | model->incrementUsed(solver->getColSolution()); |
---|
3752 | cutoff =model->getCutoff(); |
---|
3753 | if (newObjectiveValue >= cutoff) // *new* cutoff |
---|
3754 | objectiveChange = 1.0e100 ; |
---|
3755 | } |
---|
3756 | } |
---|
3757 | } else if (iStatus==1) { |
---|
3758 | objectiveChange = 1.0e100 ; |
---|
3759 | } else { |
---|
3760 | // Can't say much as we did not finish |
---|
3761 | choice.finishedUp = false ; |
---|
3762 | } |
---|
3763 | choice.upMovement = objectiveChange ; |
---|
3764 | |
---|
3765 | // restore bounds |
---|
3766 | for ( j=0;j<numberColumns;j++) { |
---|
3767 | if (saveLower[j] != lower[j]) |
---|
3768 | solver->setColLower(j,saveLower[j]); |
---|
3769 | if (saveUpper[j] != upper[j]) |
---|
3770 | solver->setColUpper(j,saveUpper[j]); |
---|
3771 | } |
---|
3772 | } |
---|
3773 | // If objective goes above certain amount we can set bound |
---|
3774 | int jInt = back[iColumn]; |
---|
3775 | newLower[jInt]=upperValue; |
---|
3776 | if (choice.finishedDown||!fastIterations) |
---|
3777 | objLower[jInt]=choice.downMovement+objectiveValue_; |
---|
3778 | else |
---|
3779 | objLower[jInt]=objectiveValue_; |
---|
3780 | newUpper[jInt]=lowerValue; |
---|
3781 | if (choice.finishedUp||!fastIterations) |
---|
3782 | objUpper[jInt]=choice.upMovement+objectiveValue_; |
---|
3783 | else |
---|
3784 | objUpper[jInt]=objectiveValue_; |
---|
3785 | objMin = CoinMin(CoinMin(objLower[jInt],objUpper[jInt]),objMin); |
---|
3786 | /* |
---|
3787 | End of evaluation for this candidate variable. Possibilities are: |
---|
3788 | * Both sides below cutoff; this variable is a candidate for branching. |
---|
3789 | * Both sides infeasible or above the objective cutoff: no further action |
---|
3790 | here. Break from the evaluation loop and assume the node will be purged |
---|
3791 | by the caller. |
---|
3792 | * One side below cutoff: Install the branch (i.e., fix the variable). Break |
---|
3793 | from the evaluation loop and assume the node will be reoptimised by the |
---|
3794 | caller. |
---|
3795 | */ |
---|
3796 | if (choice.upMovement<1.0e100) { |
---|
3797 | if(choice.downMovement<1.0e100) { |
---|
3798 | objMax = CoinMax(CoinMax(objLower[jInt],objUpper[jInt]),objMax); |
---|
3799 | // In case solution coming in was odd |
---|
3800 | choice.upMovement = CoinMax(0.0,choice.upMovement); |
---|
3801 | choice.downMovement = CoinMax(0.0,choice.downMovement); |
---|
3802 | // feasible - |
---|
3803 | model->messageHandler()->message(CBC_STRONG,model->messages()) |
---|
3804 | << iObject << iColumn |
---|
3805 | <<choice.downMovement<<choice.numIntInfeasDown |
---|
3806 | <<choice.upMovement<<choice.numIntInfeasUp |
---|
3807 | <<value |
---|
3808 | <<CoinMessageEol; |
---|
3809 | } else { |
---|
3810 | // up feasible, down infeasible |
---|
3811 | anyAction=-1; |
---|
3812 | if (!satisfied) |
---|
3813 | needResolve=true; |
---|
3814 | choice.fix=1; |
---|
3815 | numberToFix++; |
---|
3816 | saveLower[iColumn]=upperValue; |
---|
3817 | solver->setColLower(iColumn,upperValue); |
---|
3818 | } |
---|
3819 | } else { |
---|
3820 | if(choice.downMovement<1.0e100) { |
---|
3821 | // down feasible, up infeasible |
---|
3822 | anyAction=-1; |
---|
3823 | if (!satisfied) |
---|
3824 | needResolve=true; |
---|
3825 | choice.fix=-1; |
---|
3826 | numberToFix++; |
---|
3827 | saveUpper[iColumn]=lowerValue; |
---|
3828 | solver->setColUpper(iColumn,lowerValue); |
---|
3829 | } else { |
---|
3830 | // neither side feasible |
---|
3831 | anyAction=-2; |
---|
3832 | printf("Both infeasible for choice %d sequence %d\n",i, |
---|
3833 | model->object(choice.objectNumber)->columnNumber()); |
---|
3834 | delete ws; |
---|
3835 | ws=NULL; |
---|
3836 | solver->writeMps("bad"); |
---|
3837 | numberToFix=-1; |
---|
3838 | delete choice.possibleBranch; |
---|
3839 | choice.possibleBranch=NULL; |
---|
3840 | break; |
---|
3841 | } |
---|
3842 | } |
---|
3843 | delete choice.possibleBranch; |
---|
3844 | if (numberIterationsAllowed<=0) |
---|
3845 | break; |
---|
3846 | //printf("obj %d, col %d, down %g up %g value %g\n",iObject,iColumn, |
---|
3847 | // choice.downMovement,choice.upMovement,value); |
---|
3848 | } |
---|
3849 | printf("Best possible solution %g, can fix more if solution of %g found - looked at %d variables in %d iterations\n", |
---|
3850 | objMin,objMax,iDo,model->numberAnalyzeIterations()-numberIterationsAllowed); |
---|
3851 | model->setNumberAnalyzeIterations(numberIterationsAllowed); |
---|
3852 | // Delete the snapshot |
---|
3853 | solver->unmarkHotStart(); |
---|
3854 | // back to normal |
---|
3855 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
3856 | solver->setIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
3857 | // restore basis |
---|
3858 | solver->setWarmStart(ws); |
---|
3859 | delete ws; |
---|
3860 | |
---|
3861 | delete [] sort; |
---|
3862 | delete [] whichObject; |
---|
3863 | delete [] saveLower; |
---|
3864 | delete [] saveUpper; |
---|
3865 | delete [] back; |
---|
3866 | // restore solution |
---|
3867 | solver->setColSolution(saveSolution); |
---|
3868 | # ifdef COIN_HAS_CLP |
---|
3869 | if (osiclp) |
---|
3870 | osiclp->setSpecialOptions(saveClpOptions); |
---|
3871 | # endif |
---|
3872 | model->reserveCurrentSolution(saveSolution); |
---|
3873 | delete [] saveSolution; |
---|
3874 | if (needResolve) |
---|
3875 | solver->resolve(); |
---|
3876 | return numberToFix; |
---|
3877 | } |
---|
3878 | |
---|
3879 | |
---|
3880 | CbcNode::CbcNode(const CbcNode & rhs) |
---|
3881 | { |
---|
3882 | #ifdef CHECK_NODE |
---|
3883 | printf("CbcNode %x Constructor from rhs %x\n",this,&rhs); |
---|
3884 | #endif |
---|
3885 | if (rhs.nodeInfo_) |
---|
3886 | nodeInfo_ = rhs.nodeInfo_->clone(); |
---|
3887 | else |
---|
3888 | nodeInfo_=NULL; |
---|
3889 | objectiveValue_=rhs.objectiveValue_; |
---|
3890 | guessedObjectiveValue_ = rhs.guessedObjectiveValue_; |
---|
3891 | if (rhs.branch_) |
---|
3892 | branch_=rhs.branch_->clone(); |
---|
3893 | else |
---|
3894 | branch_=NULL; |
---|
3895 | depth_ = rhs.depth_; |
---|
3896 | numberUnsatisfied_ = rhs.numberUnsatisfied_; |
---|
3897 | } |
---|
3898 | |
---|
3899 | CbcNode & |
---|
3900 | CbcNode::operator=(const CbcNode & rhs) |
---|
3901 | { |
---|
3902 | if (this != &rhs) { |
---|
3903 | delete nodeInfo_; |
---|
3904 | if (rhs.nodeInfo_) |
---|
3905 | nodeInfo_ = rhs.nodeInfo_->clone(); |
---|
3906 | else |
---|
3907 | nodeInfo_ = NULL; |
---|
3908 | objectiveValue_=rhs.objectiveValue_; |
---|
3909 | guessedObjectiveValue_ = rhs.guessedObjectiveValue_; |
---|
3910 | if (rhs.branch_) |
---|
3911 | branch_=rhs.branch_->clone(); |
---|
3912 | else |
---|
3913 | branch_=NULL, |
---|
3914 | depth_ = rhs.depth_; |
---|
3915 | numberUnsatisfied_ = rhs.numberUnsatisfied_; |
---|
3916 | } |
---|
3917 | return *this; |
---|
3918 | } |
---|
3919 | |
---|
3920 | |
---|
3921 | CbcNode::~CbcNode () |
---|
3922 | { |
---|
3923 | #ifdef CHECK_NODE |
---|
3924 | if (nodeInfo_) |
---|
3925 | printf("CbcNode %x Destructor nodeInfo %x (%d)\n", |
---|
3926 | this,nodeInfo_,nodeInfo_->numberPointingToThis()); |
---|
3927 | else |
---|
3928 | printf("CbcNode %x Destructor nodeInfo %x (?)\n", |
---|
3929 | this,nodeInfo_); |
---|
3930 | #endif |
---|
3931 | if (nodeInfo_) { |
---|
3932 | nodeInfo_->nullOwner(); |
---|
3933 | int numberToDelete=nodeInfo_->numberBranchesLeft(); |
---|
3934 | // CbcNodeInfo * parent = nodeInfo_->parent(); |
---|
3935 | if (nodeInfo_->decrement(numberToDelete)==0) { |
---|
3936 | delete nodeInfo_; |
---|
3937 | } else { |
---|
3938 | //printf("node %x nodeinfo %x parent %x\n",this,nodeInfo_,parent); |
---|
3939 | // anyway decrement parent |
---|
3940 | //if (parent) |
---|
3941 | ///parent->decrement(1); |
---|
3942 | } |
---|
3943 | } |
---|
3944 | delete branch_; |
---|
3945 | } |
---|
3946 | // Decrement active cut counts |
---|
3947 | void |
---|
3948 | CbcNode::decrementCuts(int change) |
---|
3949 | { |
---|
3950 | if(nodeInfo_) { |
---|
3951 | nodeInfo_->decrementCuts(change); |
---|
3952 | } |
---|
3953 | } |
---|
3954 | void |
---|
3955 | CbcNode::decrementParentCuts(int change) |
---|
3956 | { |
---|
3957 | if(nodeInfo_) { |
---|
3958 | nodeInfo_->decrementParentCuts(change); |
---|
3959 | } |
---|
3960 | } |
---|
3961 | |
---|
3962 | /* |
---|
3963 | Initialize reference counts (numberPointingToThis, numberBranchesLeft_) |
---|
3964 | in the attached nodeInfo_. |
---|
3965 | */ |
---|
3966 | void |
---|
3967 | CbcNode::initializeInfo() |
---|
3968 | { |
---|
3969 | assert(nodeInfo_ && branch_) ; |
---|
3970 | nodeInfo_->initializeInfo(branch_->numberBranches()); |
---|
3971 | } |
---|
3972 | // Nulls out node info |
---|
3973 | void |
---|
3974 | CbcNode::nullNodeInfo() |
---|
3975 | { |
---|
3976 | nodeInfo_=NULL; |
---|
3977 | } |
---|
3978 | |
---|
3979 | int |
---|
3980 | CbcNode::branch() |
---|
3981 | { |
---|
3982 | double changeInGuessed=branch_->branch(); |
---|
3983 | guessedObjectiveValue_+= changeInGuessed; |
---|
3984 | //#define PRINTIT |
---|
3985 | #ifdef PRINTIT |
---|
3986 | int numberLeft = nodeInfo_->numberBranchesLeft(); |
---|
3987 | CbcNodeInfo * parent = nodeInfo_->parent(); |
---|
3988 | int parentNodeNumber = -1; |
---|
3989 | //CbcBranchingObject * object1 = branch_->object_; |
---|
3990 | //OsiObject * object = object1-> |
---|
3991 | //int sequence = object->columnNumber); |
---|
3992 | int id=-1; |
---|
3993 | double value=0.0; |
---|
3994 | if (branch_) { |
---|
3995 | id = branch_->variable(); |
---|
3996 | value = branch_->value(); |
---|
3997 | } |
---|
3998 | printf("id %d value %g objvalue %g\n",id,value,objectiveValue_); |
---|
3999 | if (parent) |
---|
4000 | parentNodeNumber = parent->nodeNumber(); |
---|
4001 | printf("Node number %d, %s, way %d, depth %d, parent node number %d\n", |
---|
4002 | nodeInfo_->nodeNumber(),(numberLeft==2) ? "leftBranch" : "rightBranch", |
---|
4003 | way(),depth_,parentNodeNumber); |
---|
4004 | #endif |
---|
4005 | return nodeInfo_->branchedOn(); |
---|
4006 | } |
---|
4007 | /* Active arm of the attached OsiBranchingObject. |
---|
4008 | |
---|
4009 | In the simplest instance, coded -1 for the down arm of the branch, +1 for |
---|
4010 | the up arm. But see OsiBranchingObject::way() |
---|
4011 | Use nodeInfo--.numberBranchesLeft_ to see how active |
---|
4012 | */ |
---|
4013 | int |
---|
4014 | CbcNode::way() const |
---|
4015 | { |
---|
4016 | if (branch_) { |
---|
4017 | CbcBranchingObject * obj = |
---|
4018 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
4019 | assert (obj); |
---|
4020 | return obj->way(); |
---|
4021 | } else { |
---|
4022 | return 0; |
---|
4023 | } |
---|
4024 | } |
---|
4025 | /* Create a branching object for the node |
---|
4026 | |
---|
4027 | The routine scans the object list of the model and selects a set of |
---|
4028 | unsatisfied objects as candidates for branching. The candidates are |
---|
4029 | evaluated, and an appropriate branch object is installed. |
---|
4030 | |
---|
4031 | The numberPassesLeft is decremented to stop fixing one variable each time |
---|
4032 | and going on and on (e.g. for stock cutting, air crew scheduling) |
---|
4033 | |
---|
4034 | If evaluation determines that an object is monotone or infeasible, |
---|
4035 | the routine returns immediately. In the case of a monotone object, |
---|
4036 | the branch object has already been called to modify the model. |
---|
4037 | |
---|
4038 | Return value: |
---|
4039 | <ul> |
---|
4040 | <li> 0: A branching object has been installed |
---|
4041 | <li> -1: A monotone object was discovered |
---|
4042 | <li> -2: An infeasible object was discovered |
---|
4043 | </ul> |
---|
4044 | Branch state: |
---|
4045 | <ul> |
---|
4046 | <li> -1: start |
---|
4047 | <li> -1: A monotone object was discovered |
---|
4048 | <li> -2: An infeasible object was discovered |
---|
4049 | </ul> |
---|
4050 | */ |
---|
4051 | int |
---|
4052 | CbcNode::chooseOsiBranch (CbcModel * model, |
---|
4053 | CbcNode * lastNode, |
---|
4054 | OsiBranchingInformation * usefulInfo, |
---|
4055 | int branchState) |
---|
4056 | { |
---|
4057 | int returnStatus=0; |
---|
4058 | if (lastNode) |
---|
4059 | depth_ = lastNode->depth_+1; |
---|
4060 | else |
---|
4061 | depth_ = 0; |
---|
4062 | objectiveValue_ = usefulInfo->solver_->getObjValue()*usefulInfo->solver_->getObjSense(); |
---|
4063 | usefulInfo->objectiveValue_ = objectiveValue_; |
---|
4064 | usefulInfo->depth_ = depth_; |
---|
4065 | OsiChooseVariable * choose = model->branchingMethod()->chooseMethod(); |
---|
4066 | int numberUnsatisfied=-1; |
---|
4067 | if (branchState<0) { |
---|
4068 | // initialize |
---|
4069 | numberUnsatisfied = choose->setupList(usefulInfo,true); |
---|
4070 | numberUnsatisfied_ = numberUnsatisfied; |
---|
4071 | branchState=0; |
---|
4072 | } |
---|
4073 | // unset best |
---|
4074 | int best=-1; |
---|
4075 | choose->setBestObject(-1); |
---|
4076 | if (numberUnsatisfied) { |
---|
4077 | if (branchState>0||!choose->numberOnList()) { |
---|
4078 | // we need to return at once - don't do strong branching or anything |
---|
4079 | if (choose->numberOnList()||!choose->numberStrong()) { |
---|
4080 | best = choose->candidates()[0]; |
---|
4081 | choose->setBestObject(best); |
---|
4082 | choose->updateInformation(usefulInfo); |
---|
4083 | } else { |
---|
4084 | // nothing on list - need to try again - keep any solution |
---|
4085 | numberUnsatisfied = choose->setupList(usefulInfo, false); |
---|
4086 | numberUnsatisfied_ = numberUnsatisfied; |
---|
4087 | if (numberUnsatisfied) { |
---|
4088 | best = choose->candidates()[0]; |
---|
4089 | choose->setBestObject(best); |
---|
4090 | choose->updateInformation(usefulInfo); |
---|
4091 | } |
---|
4092 | } |
---|
4093 | } else { |
---|
4094 | // carry on with strong branching or whatever |
---|
4095 | int returnCode = choose->chooseVariable(usefulInfo); |
---|
4096 | if (returnCode>1) { |
---|
4097 | // can fix |
---|
4098 | returnStatus=-1; |
---|
4099 | } else if (returnCode==-1) { |
---|
4100 | // infeasible |
---|
4101 | returnStatus=-2; |
---|
4102 | } else if (returnCode==0) { |
---|
4103 | // normal |
---|
4104 | returnStatus=0; |
---|
4105 | numberUnsatisfied=1; |
---|
4106 | } else { |
---|
4107 | // ones on list satisfied - double check |
---|
4108 | numberUnsatisfied = choose->setupList(usefulInfo, false); |
---|
4109 | numberUnsatisfied_ = numberUnsatisfied; |
---|
4110 | if (numberUnsatisfied) { |
---|
4111 | best = choose->candidates()[0]; |
---|
4112 | choose->setBestObject(best); |
---|
4113 | choose->updateInformation( usefulInfo); |
---|
4114 | } |
---|
4115 | } |
---|
4116 | } |
---|
4117 | } |
---|
4118 | delete branch_; |
---|
4119 | branch_ = NULL; |
---|
4120 | guessedObjectiveValue_ = objectiveValue_; // for now |
---|
4121 | if (!returnStatus) { |
---|
4122 | if (numberUnsatisfied) { |
---|
4123 | // create branching object |
---|
4124 | const OsiObject * obj = model->object(choose->bestObject()); |
---|
4125 | //const OsiSolverInterface * solver = usefulInfo->solver_; |
---|
4126 | branch_ = obj->createBranch(model->solver(),usefulInfo,obj->whichWay()); |
---|
4127 | } |
---|
4128 | } |
---|
4129 | return returnStatus; |
---|
4130 | } |
---|