source: html/trunk/Cbc/ch03s03.html @ 554

Last change on this file since 554 was 554, checked in by rlh, 16 years ago

initial import of Cbc documentation

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 6.4 KB
1<html><head><meta http-equiv="Content-Type" content="text/html; charset=ISO-8859-1"><title>Branching</title><meta name="generator" content="DocBook XSL Stylesheets V1.61.2"><link rel="home" href="index.html" title="CBC User Guide"><link rel="up" href="ch03.html" title="Chapter 3. 
2  Other Classes and examples
3  "><link rel="previous" href="ch03s02.html" title="CbcHeuristic - heuristic methods"><link rel="next" href="ch03s04.html" title="Advanced use of solver"></head><body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF"><div class="navheader"><table width="100%" summary="Navigation header"><tr><th colspan="3" align="center">Branching</th></tr><tr><td width="20%" align="left"><a accesskey="p" href="ch03s02.html">Prev</a> </td><th width="60%" align="center">Chapter 3. 
4  Other Classes and examples
5  </th><td width="20%" align="right"> <a accesskey="n" href="ch03s04.html">Next</a></td></tr></table><hr></div><div class="section" lang="en"><div class="titlepage"><div><div><h2 class="title" style="clear: both"><a name="branching"></a>Branching</h2></div></div><div></div></div><p>
6If the user declares variables as integer but does no more, then Cbc will treat them
7as simple integer variables.  In many cases the user would like to do some more fine tuning.  This shows how to create integer variables with pseudo costs.  When pseudo costs are given then
8it is assumed that if a variable is at 1.3 then the cost of branching that variable down will be 0.3 times the down pseudo cost and the cost of branching up would be 0.7 times the up pseudo cost.  This can be used both for branching and for choosing a node.
9   The full code is in <tt class="filename">longthin.cpp</tt>
10  (this code can be found in the CBC Samples directory, see
11  <a href="ch05.html" title="Chapter 5. 
12More Samples
13">Chapter 5, <i>
14More Samples
16  The idea is simple for set covering problems.
17  Branching up gets us much closer to an integer solution so we want
18  to encourage up - so we will branch up if variable value &gt; 0.333333.
19  The expected cost of going up obviously depends on the cost of the
20  variable so we just choose pseudo costs to reflect that.
21  </p><div class="example"><a name="id2903248"></a><p class="title"><b>Example 3.8. Pseudo costs</b></p><pre class="programlisting">
23  int iColumn;
24  int numberColumns = solver3-&gt;getNumCols();
25  // do pseudo costs
26  CbcObject ** objects = new CbcObject * [numberColumns];
27  // Point to objective
28  const double * objective = model.getObjCoefficients();
29  int numberIntegers=0;
30  for (iColumn=0;iColumn&lt;numberColumns;iColumn++) {
31    if (solver3-&gt;isInteger(iColumn)) {
32      double cost = objective[iColumn];
33      CbcSimpleIntegerPseudoCost * newObject =
34        new CbcSimpleIntegerPseudoCost(&amp;model,numberIntegers,iColumn,
35                                       2.0*cost,cost);
36      newObject-&gt;setMethod(3);
37      objects[numberIntegers++]= newObject;
38    }
39  }
40  // Now add in objects (they will replace simple integers)
41  model.addObjects(numberIntegers,objects);
42  for (iColumn=0;iColumn&lt;numberIntegers;iColumn++)
43    delete objects[iColumn];
44  delete [] objects;
46  </pre></div><p>
47The actual coding in the example also tries to give more importance to variables with more
48coefficients.  Whether this sort of thing is worthwhile should be the subject of experimentation.
49Here is another example which is for crew scheduling problems.  In this case the problem has
50few rows but many thousands of variables.  Branching a variable to 1 is very powerful as it
51fixes many other variables to zero, but branching to zero is very weak as thousands of variables
52can increase from zero.  But in crew scheduling each constraint is a flight leg e.g. JFK to DFW.
53From DFW (Dallas) there may be several flights the crew could take next - suppose one flight is
54the 9:30 flight from DFW to LAX (Los Angeles).  Then a binary branch is that the crew arriving
55at DFW either take the 9:30 flight to LAX or they don't.  This follow-on branching does not
56fix individual variables but instead divides all the variables with entries in the JFK-DFW
57constraint into two groups - those with entries in the DFW-LAX constraint and those without
59   The full code is in <tt class="filename">crew.cpp</tt>
60  (this code can be found in the CBC Samples directory, see
61  <a href="ch05.html" title="Chapter 5. 
62More Samples
63">Chapter 5, <i>
64More Samples
65</i></a>).  In this case we may as well leave the simple integer
66variables and we may have to if there are other sorts of constraints.  But we want to
67branch on the follow-on rules first so we use priorities to say that those are the
68important ones.
69</p><div class="example"><a name="id2903330"></a><p class="title"><b>Example 3.9. Follow-on branching</b></p><pre class="programlisting">
71  int iColumn;
72  int numberColumns = solver3-&gt;getNumCols();
73  /* We are going to add a single follow on object but we
74     want to give low priority to existing integers
75     As the default priority is 1000 we don't actually need to give
76     integer priorities but it is here to show how.
77  */
78  // Normal integer priorities
79  int * priority = new int [numberColumns];
80  int numberIntegers=0;
81  for (iColumn=0;iColumn&lt;numberColumns;iColumn++) {
82    if (solver3-&gt;isInteger(iColumn)) {
83      priority[numberIntegers++]= 100; // low priority
84    }
85  }
86  /* Second parameter is true if we are adding objects,
87     false if integers.  So this does integers */
88  model.passInPriorities(priority,false);
89  delete [] priority;
90  /* Add in objects before we can give priority.
91     In this case just one - but this shows general method
92  */
93  CbcObject ** objects = new CbcObject * [1];
94  objects[0]=new CbcFollowOn(&amp;model);
95  model.addObjects(1,objects);
96  delete objects[0];
97  delete [] objects;
98  // High priority
99  int followPriority=1;
100  model.passInPriorities(&amp;followPriority,true);
102  </pre></div></div><div class="navfooter"><hr><table width="100%" summary="Navigation footer"><tr><td width="40%" align="left"><a accesskey="p" href="ch03s02.html">Prev</a> </td><td width="20%" align="center"><a accesskey="u" href="ch03.html">Up</a></td><td width="40%" align="right"> <a accesskey="n" href="ch03s04.html">Next</a></td></tr><tr><td width="40%" align="left" valign="top">CbcHeuristic - heuristic methods </td><td width="20%" align="center"><a accesskey="h" href="index.html">Home</a></td><td width="40%" align="right" valign="top"> Advanced use of solver</td></tr></table></div></body></html>
Note: See TracBrowser for help on using the repository browser.