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_FULL |
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14 | //#define NODE_LOG |
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15 | //#define GLOBAL_CUTS_JUST_POINTERS |
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16 | #ifndef CLP_FAST_CODE |
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17 | #ifdef NDEBUG |
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18 | #undef NDEBUG |
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19 | #endif |
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20 | #endif |
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21 | #include <cassert> |
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22 | #include <cmath> |
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23 | #include <cfloat> |
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24 | |
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25 | #ifdef COIN_HAS_CLP |
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26 | // include Presolve from Clp |
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27 | #include "ClpPresolve.hpp" |
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28 | #include "OsiClpSolverInterface.hpp" |
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29 | #endif |
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30 | |
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31 | #include "CbcEventHandler.hpp" |
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32 | |
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33 | #include "OsiSolverInterface.hpp" |
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34 | #include "OsiAuxInfo.hpp" |
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35 | #include "OsiSolverBranch.hpp" |
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36 | #include "OsiChooseVariable.hpp" |
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37 | #include "CoinWarmStartBasis.hpp" |
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38 | #include "CoinPackedMatrix.hpp" |
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39 | #include "CoinHelperFunctions.hpp" |
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40 | #include "CbcBranchActual.hpp" |
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41 | #include "CbcBranchDynamic.hpp" |
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42 | #include "CbcHeuristic.hpp" |
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43 | #include "CbcHeuristicFPump.hpp" |
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44 | #include "CbcModel.hpp" |
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45 | #include "CbcTreeLocal.hpp" |
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46 | #include "CbcStatistics.hpp" |
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47 | #include "CbcStrategy.hpp" |
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48 | #include "CbcMessage.hpp" |
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49 | #include "OsiRowCut.hpp" |
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50 | #include "OsiColCut.hpp" |
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51 | #include "OsiRowCutDebugger.hpp" |
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52 | #include "OsiCuts.hpp" |
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53 | #include "CbcCountRowCut.hpp" |
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54 | #include "CbcCutGenerator.hpp" |
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55 | #include "CbcFeasibilityBase.hpp" |
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56 | #include "CbcFathom.hpp" |
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57 | // include Probing |
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58 | #include "CglProbing.hpp" |
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59 | // include preprocessing |
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60 | #include "CglPreProcess.hpp" |
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61 | #include "CglDuplicateRow.hpp" |
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62 | #include "CglStored.hpp" |
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63 | |
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64 | #include "CoinTime.hpp" |
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65 | #include "CoinMpsIO.hpp" |
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66 | |
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67 | #include "CbcCompareActual.hpp" |
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68 | #include "CbcTree.hpp" |
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69 | //#define CBC_THREAD |
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70 | #ifdef CBC_THREAD |
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71 | #include <pthread.h> |
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72 | #ifndef CLP_FAST_CODE |
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73 | //#define CBC_THREAD_DEBUG 1 |
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74 | #endif |
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75 | #ifdef CBC_THREAD_DEBUG |
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76 | #ifdef NDEBUG |
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77 | #undef NDEBUG |
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78 | #undef assert |
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79 | # define assert(expression) { \ |
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80 | if (!(expression)) { \ |
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81 | throw CoinError(__STRING(expression), __PRETTY_FUNCTION__, \ |
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82 | "", __FILE__, __LINE__); \ |
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83 | } \ |
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84 | } |
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85 | #endif |
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86 | #endif |
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87 | // To Pass across to doOneNode |
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88 | typedef struct { |
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89 | CbcModel * baseModel; |
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90 | CbcModel * thisModel; |
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91 | CbcNode * node; // filled in every time |
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92 | CbcNode * createdNode; // filled in every time on return |
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93 | pthread_t threadIdOfBase; |
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94 | pthread_mutex_t * mutex; // for locking data |
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95 | pthread_mutex_t * mutex2; // for waking up threads |
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96 | pthread_cond_t * condition2; // for waking up thread |
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97 | int returnCode; // -1 available, 0 busy, 1 finished , 2?? |
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98 | double timeLocked; |
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99 | double timeWaitingToLock; |
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100 | double timeWaitingToStart; |
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101 | double timeInThread; |
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102 | int numberTimesLocked; |
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103 | int numberTimesUnlocked; |
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104 | int numberTimesWaitingToStart; |
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105 | int saveStuff[2]; |
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106 | struct timespec absTime; |
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107 | bool locked; |
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108 | #if CBC_THREAD_DEBUG |
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109 | int threadNumber; |
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110 | #endif |
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111 | } threadStruct; |
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112 | static void * doNodesThread(void * voidInfo); |
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113 | static void * doCutsThread(void * voidInfo); |
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114 | #endif |
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115 | /* Various functions local to CbcModel.cpp */ |
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116 | |
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117 | namespace { |
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118 | |
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119 | //------------------------------------------------------------------- |
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120 | // Returns the greatest common denominator of two |
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121 | // positive integers, a and b, found using Euclid's algorithm |
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122 | //------------------------------------------------------------------- |
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123 | static int gcd(int a, int b) |
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124 | { |
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125 | int remainder = -1; |
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126 | // make sure a<=b (will always remain so) |
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127 | if(a > b) { |
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128 | // Swap a and b |
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129 | int temp = a; |
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130 | a = b; |
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131 | b = temp; |
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132 | } |
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133 | // if zero then gcd is nonzero (zero may occur in rhs of packed) |
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134 | if (!a) { |
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135 | if (b) { |
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136 | return b; |
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137 | } else { |
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138 | printf("**** gcd given two zeros!!\n"); |
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139 | abort(); |
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140 | } |
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141 | } |
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142 | while (remainder) { |
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143 | remainder = b % a; |
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144 | b = a; |
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145 | a = remainder; |
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146 | } |
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147 | return b; |
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148 | } |
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149 | |
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150 | |
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151 | |
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152 | #ifdef CHECK_NODE_FULL |
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153 | |
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154 | /* |
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155 | Routine to verify that tree linkage is correct. The invariant that is tested |
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156 | is |
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157 | |
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158 | reference count = (number of actual references) + (number of branches left) |
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159 | |
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160 | The routine builds a set of paired arrays, info and count, by traversing the |
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161 | tree. Each CbcNodeInfo is recorded in info, and the number of times it is |
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162 | referenced (via the parent field) is recorded in count. Then a final check is |
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163 | made to see if the numberPointingToThis_ field agrees. |
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164 | */ |
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165 | |
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166 | void verifyTreeNodes (const CbcTree * branchingTree, const CbcModel &model) |
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167 | |
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168 | {if (model.getNodeCount()==661) return; printf("*** CHECKING tree after %d nodes\n",model.getNodeCount()) ; |
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169 | |
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170 | int j ; |
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171 | int nNodes = branchingTree->size() ; |
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172 | # define MAXINFO 1000 |
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173 | int *count = new int [MAXINFO] ; |
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174 | CbcNodeInfo **info = new CbcNodeInfo*[MAXINFO] ; |
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175 | int nInfo = 0 ; |
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176 | /* |
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177 | Collect all CbcNodeInfo objects in info, by starting from each live node and |
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178 | traversing back to the root. Nodes in the live set should have unexplored |
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179 | branches remaining. |
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180 | |
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181 | TODO: The `while (nodeInfo)' loop could be made to break on reaching a |
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182 | common ancester (nodeInfo is found in info[k]). Alternatively, the |
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183 | check could change to signal an error if nodeInfo is not found above a |
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184 | common ancestor. |
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185 | */ |
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186 | for (j = 0 ; j < nNodes ; j++) |
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187 | { CbcNode *node = branchingTree->nodePointer(j) ; |
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188 | if (!node) |
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189 | continue; |
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190 | CbcNodeInfo *nodeInfo = node->nodeInfo() ; |
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191 | int change = node->nodeInfo()->numberBranchesLeft() ; |
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192 | assert(change) ; |
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193 | while (nodeInfo) |
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194 | { int k ; |
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195 | for (k = 0 ; k < nInfo ; k++) |
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196 | { if (nodeInfo == info[k]) break ; } |
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197 | if (k == nInfo) |
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198 | { assert(nInfo < MAXINFO) ; |
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199 | nInfo++ ; |
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200 | info[k] = nodeInfo ; |
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201 | count[k] = 0 ; } |
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202 | nodeInfo = nodeInfo->parent() ; } } |
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203 | /* |
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204 | Walk the info array. For each nodeInfo, look up its parent in info and |
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205 | increment the corresponding count. |
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206 | */ |
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207 | for (j = 0 ; j < nInfo ; j++) |
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208 | { CbcNodeInfo *nodeInfo = info[j] ; |
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209 | nodeInfo = nodeInfo->parent() ; |
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210 | if (nodeInfo) |
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211 | { int k ; |
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212 | for (k = 0 ; k < nInfo ; k++) |
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213 | { if (nodeInfo == info[k]) break ; } |
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214 | assert (k < nInfo) ; |
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215 | count[k]++ ; } } |
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216 | /* |
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217 | Walk the info array one more time and check that the invariant holds. The |
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218 | number of references (numberPointingToThis()) should equal the sum of the |
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219 | number of actual references (held in count[]) plus the number of potential |
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220 | references (unexplored branches, numberBranchesLeft()). |
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221 | */ |
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222 | for (j = 0;j < nInfo;j++) { |
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223 | CbcNodeInfo * nodeInfo = info[j] ; |
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224 | if (nodeInfo) { |
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225 | int k ; |
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226 | for (k = 0;k < nInfo;k++) |
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227 | if (nodeInfo == info[k]) |
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228 | break ; |
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229 | printf("Nodeinfo %x - %d left, %d count\n", |
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230 | nodeInfo, |
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231 | nodeInfo->numberBranchesLeft(), |
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232 | nodeInfo->numberPointingToThis()) ; |
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233 | assert(nodeInfo->numberPointingToThis() == |
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234 | count[k]+nodeInfo->numberBranchesLeft()) ; } } |
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235 | |
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236 | delete [] count ; |
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237 | delete [] info ; |
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238 | |
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239 | return ; } |
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240 | |
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241 | #endif /* CHECK_NODE_FULL */ |
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242 | |
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243 | |
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244 | |
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245 | #ifdef CHECK_CUT_COUNTS |
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246 | |
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247 | /* |
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248 | Routine to verify that cut reference counts are correct. |
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249 | */ |
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250 | void verifyCutCounts (const CbcTree * branchingTree, CbcModel &model) |
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251 | |
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252 | { printf("*** CHECKING cuts after %d nodes\n",model.getNodeCount()) ; |
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253 | |
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254 | int j ; |
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255 | int nNodes = branchingTree->size() ; |
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256 | |
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257 | /* |
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258 | cut.tempNumber_ exists for the purpose of doing this verification. Clear it |
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259 | in all cuts. We traverse the tree by starting from each live node and working |
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260 | back to the root. At each CbcNodeInfo, check for cuts. |
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261 | */ |
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262 | for (j = 0 ; j < nNodes ; j++) |
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263 | { CbcNode *node = branchingTree->nodePointer(j) ; |
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264 | CbcNodeInfo * nodeInfo = node->nodeInfo() ; |
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265 | assert (node->nodeInfo()->numberBranchesLeft()) ; |
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266 | while (nodeInfo) |
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267 | { int k ; |
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268 | for (k = 0 ; k < nodeInfo->numberCuts() ; k++) |
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269 | { CbcCountRowCut *cut = nodeInfo->cuts()[k] ; |
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270 | if (cut) cut->tempNumber_ = 0; } |
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271 | nodeInfo = nodeInfo->parent() ; } } |
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272 | /* |
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273 | Walk the live set again, this time collecting the list of cuts in use at each |
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274 | node. addCuts1 will collect the cuts in model.addedCuts_. Take into account |
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275 | that when we recreate the basis for a node, we compress out the slack cuts. |
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276 | */ |
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277 | for (j = 0 ; j < nNodes ; j++) |
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278 | { CoinWarmStartBasis *debugws = model.getEmptyBasis() ; |
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279 | CbcNode *node = branchingTree->nodePointer(j) ; |
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280 | CbcNodeInfo *nodeInfo = node->nodeInfo(); |
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281 | int change = node->nodeInfo()->numberBranchesLeft() ; |
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282 | printf("Node %d %x (info %x) var %d way %d obj %g",j,node, |
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283 | node->nodeInfo(),node->columnNumber(),node->way(), |
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284 | node->objectiveValue()) ; |
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285 | |
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286 | model.addCuts1(node,debugws) ; |
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287 | |
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288 | int i ; |
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289 | int numberRowsAtContinuous = model.numberRowsAtContinuous() ; |
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290 | CbcCountRowCut **addedCuts = model.addedCuts() ; |
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291 | for (i = 0 ; i < model.currentNumberCuts() ; i++) |
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292 | { CoinWarmStartBasis::Status status = |
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293 | debugws->getArtifStatus(i+numberRowsAtContinuous) ; |
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294 | if (status != CoinWarmStartBasis::basic && addedCuts[i]) |
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295 | { addedCuts[i]->tempNumber_ += change ; } } |
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296 | |
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297 | while (nodeInfo) |
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298 | { nodeInfo = nodeInfo->parent() ; |
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299 | if (nodeInfo) printf(" -> %x",nodeInfo); } |
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300 | printf("\n") ; |
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301 | delete debugws ; } |
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302 | /* |
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303 | The moment of truth: We've tallied up the references by direct scan of the |
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304 | search tree. Check for agreement with the count in the cut. |
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305 | |
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306 | TODO: Rewrite to check and print mismatch only when tempNumber_ == 0? |
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307 | */ |
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308 | for (j = 0 ; j < nNodes ; j++) |
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309 | { CbcNode *node = branchingTree->nodePointer(j) ; |
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310 | CbcNodeInfo *nodeInfo = node->nodeInfo(); |
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311 | while (nodeInfo) |
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312 | { int k ; |
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313 | for (k = 0 ; k < nodeInfo->numberCuts() ; k++) |
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314 | { CbcCountRowCut *cut = nodeInfo->cuts()[k] ; |
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315 | if (cut && cut->tempNumber_ >= 0) |
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316 | { if (cut->tempNumber_ != cut->numberPointingToThis()) |
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317 | printf("mismatch %x %d %x %d %d\n",nodeInfo,k, |
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318 | cut,cut->tempNumber_,cut->numberPointingToThis()) ; |
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319 | else |
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320 | printf(" match %x %d %x %d %d\n", nodeInfo,k, |
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321 | cut,cut->tempNumber_,cut->numberPointingToThis()) ; |
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322 | cut->tempNumber_ = -1 ; } } |
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323 | nodeInfo = nodeInfo->parent() ; } } |
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324 | |
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325 | return ; } |
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326 | |
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327 | #endif /* CHECK_CUT_COUNTS */ |
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328 | |
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329 | |
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330 | //#define CHECK_CUT_SIZE |
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331 | #ifdef CHECK_CUT_SIZE |
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332 | |
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333 | /* |
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334 | Routine to verify that cut reference counts are correct. |
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335 | */ |
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336 | void verifyCutSize (const CbcTree * branchingTree, CbcModel &model) |
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337 | { |
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338 | |
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339 | int j ; |
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340 | int nNodes = branchingTree->size() ; |
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341 | int totalCuts=0; |
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342 | |
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343 | /* |
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344 | cut.tempNumber_ exists for the purpose of doing this verification. Clear it |
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345 | in all cuts. We traverse the tree by starting from each live node and working |
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346 | back to the root. At each CbcNodeInfo, check for cuts. |
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347 | */ |
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348 | for (j = 0 ; j < nNodes ; j++) { |
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349 | CbcNode *node = branchingTree->nodePointer(j) ; |
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350 | CbcNodeInfo * nodeInfo = node->nodeInfo() ; |
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351 | assert (node->nodeInfo()->numberBranchesLeft()) ; |
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352 | while (nodeInfo) { |
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353 | totalCuts += nodeInfo->numberCuts(); |
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354 | nodeInfo = nodeInfo->parent() ; |
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355 | } |
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356 | } |
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357 | printf("*** CHECKING cuts (size) after %d nodes - %d cuts\n",model.getNodeCount(),totalCuts) ; |
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358 | return ; |
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359 | } |
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360 | |
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361 | #endif /* CHECK_CUT_SIZE */ |
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362 | |
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363 | } |
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364 | |
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365 | /* End unnamed namespace for CbcModel.cpp */ |
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366 | |
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367 | |
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368 | static double trueIncrement=0.0; |
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369 | void |
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370 | CbcModel::analyzeObjective () |
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371 | /* |
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372 | Try to find a minimum change in the objective function. The first scan |
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373 | checks that there are no continuous variables with non-zero coefficients, |
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374 | and grabs the largest objective coefficient associated with an unfixed |
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375 | integer variable. The second scan attempts to scale up the objective |
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376 | coefficients to a point where they are sufficiently close to integer that |
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377 | we can pretend they are integer, and calculate a gcd over the coefficients |
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378 | of interest. This will be the minimum increment for the scaled coefficients. |
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379 | The final action is to scale the increment back for the original coefficients |
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380 | and install it, if it's better than the existing value. |
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381 | |
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382 | John's note: We could do better than this. |
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383 | |
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384 | John's second note - apologies for changing s to z |
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385 | */ |
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386 | { const double *objective = getObjCoefficients() ; |
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387 | const double *lower = getColLower() ; |
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388 | const double *upper = getColUpper() ; |
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389 | /* |
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390 | Take a first scan to see if there are unfixed continuous variables in the |
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391 | objective. If so, the minimum objective change could be arbitrarily small. |
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392 | Also pick off the maximum coefficient of an unfixed integer variable. |
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393 | |
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394 | If the objective is found to contain only integer variables, set the |
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395 | fathoming discipline to strict. |
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396 | */ |
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397 | double maximumCost = 0.0 ; |
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398 | trueIncrement=0.0; |
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399 | bool possibleMultiple = true ; |
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400 | int iColumn ; |
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401 | int numberColumns = getNumCols() ; |
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402 | for (iColumn = 0 ; iColumn < numberColumns ; iColumn++) |
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403 | { if (upper[iColumn] > lower[iColumn]+1.0e-8) |
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404 | { if (isInteger(iColumn)) |
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405 | maximumCost = CoinMax(maximumCost,fabs(objective[iColumn])) ; |
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406 | else if (objective[iColumn]) |
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407 | possibleMultiple = false ; } } |
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408 | setIntParam(CbcModel::CbcFathomDiscipline,possibleMultiple) ; |
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409 | /* |
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410 | If a nontrivial increment is possible, try and figure it out. We're looking |
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411 | for gcd(c<j>) for all c<j> that are coefficients of unfixed integer |
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412 | variables. Since the c<j> might not be integers, try and inflate them |
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413 | sufficiently that they look like integers (and we'll deflate the gcd |
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414 | later). |
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415 | |
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416 | 2520.0 is used as it is a nice multiple of 2,3,5,7 |
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417 | */ |
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418 | if (possibleMultiple&&maximumCost) |
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419 | { int increment = 0 ; |
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420 | double multiplier = 2520.0 ; |
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421 | while (10.0*multiplier*maximumCost < 1.0e8) |
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422 | multiplier *= 10.0 ; |
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423 | int bigIntegers = 0; // Count of large costs which are integer |
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424 | for (iColumn = 0 ; iColumn < numberColumns ; iColumn++) { |
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425 | if (upper[iColumn] > lower[iColumn]+1.0e-8) { |
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426 | if (isInteger(iColumn)&&objective[iColumn]) { |
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427 | double value = fabs(objective[iColumn])*multiplier ; |
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428 | if (value <2.1e9) { |
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429 | int nearest = (int) floor(value+0.5) ; |
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430 | if (fabs(value-floor(value+0.5)) > 1.0e-8) |
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431 | { increment = 0 ; |
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432 | break ; } |
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433 | else if (!increment) |
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434 | { increment = nearest ; } |
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435 | else |
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436 | { increment = gcd(increment,nearest) ; } |
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437 | } else { |
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438 | // large value - may still be multiple of 1.0 |
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439 | value = fabs(objective[iColumn]); |
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440 | if (fabs(value-floor(value+0.5)) > 1.0e-8) { |
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441 | increment=0; |
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442 | break; |
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443 | } else { |
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444 | bigIntegers++; |
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445 | } |
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446 | } |
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447 | } |
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448 | } |
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449 | } |
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450 | |
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451 | /* |
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452 | If the increment beats the current value for objective change, install it. |
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453 | */ |
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454 | if (increment) |
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455 | { double value = increment ; |
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456 | double cutoff = getDblParam(CbcModel::CbcCutoffIncrement) ; |
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457 | if (bigIntegers) { |
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458 | // allow for 1.0 |
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459 | increment = gcd(increment,(int) multiplier); |
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460 | value = increment; |
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461 | } |
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462 | value /= multiplier ; |
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463 | trueIncrement=CoinMax(cutoff,value);; |
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464 | if (value*0.999 > cutoff) |
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465 | { messageHandler()->message(CBC_INTEGERINCREMENT, |
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466 | messages()) |
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467 | << value << CoinMessageEol ; |
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468 | setDblParam(CbcModel::CbcCutoffIncrement,value*0.999) ; } } } |
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469 | |
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470 | return ; |
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471 | } |
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472 | |
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473 | |
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474 | /** |
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475 | \todo |
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476 | Normally, it looks like we enter here from command dispatch in the main |
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477 | routine, after calling the solver for an initial solution |
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478 | (CbcModel::initialSolve, which simply calls the solver's initialSolve |
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479 | routine.) The first thing we do is call resolve. Presumably there are |
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480 | circumstances where this is nontrivial? There's also a call from |
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481 | CbcModel::originalModel (tied up with integer presolve), which should be |
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482 | checked. |
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483 | |
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484 | */ |
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485 | |
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486 | /* |
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487 | The overall flow can be divided into three stages: |
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488 | * Prep: Check that the lp relaxation remains feasible at the root. If so, |
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489 | do all the setup for B&C. |
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490 | * Process the root node: Generate cuts, apply heuristics, and in general do |
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491 | the best we can to resolve the problem without B&C. |
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492 | * Do B&C search until we hit a limit or exhaust the search tree. |
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493 | |
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494 | Keep in mind that in general there is no node in the search tree that |
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495 | corresponds to the active subproblem. The active subproblem is represented |
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496 | by the current state of the model, of the solver, and of the constraint |
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497 | system held by the solver. |
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498 | */ |
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499 | void CbcModel::branchAndBound(int doStatistics) |
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500 | |
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501 | { |
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502 | /* |
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503 | Capture a time stamp before we start. |
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504 | */ |
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505 | dblParam_[CbcStartSeconds] = CoinCpuTime(); |
---|
506 | strongInfo_[0]=0; |
---|
507 | strongInfo_[1]=0; |
---|
508 | strongInfo_[2]=0; |
---|
509 | numberStrongIterations_ = 0; |
---|
510 | // Initialize random seed |
---|
511 | CoinSeedRandom(1234567); |
---|
512 | #ifndef NDEBUG |
---|
513 | { |
---|
514 | #ifdef COIN_DEVELOP |
---|
515 | double big = 1.0e10; |
---|
516 | #else |
---|
517 | double big = 1.0e20; |
---|
518 | #endif |
---|
519 | int i; |
---|
520 | int n = solver_->getNumCols(); |
---|
521 | const double *lower = solver_->getColLower() ; |
---|
522 | const double *upper = solver_->getColUpper() ; |
---|
523 | for (i=0;i<n;i++) { |
---|
524 | assert (lower[i]<big); |
---|
525 | assert (upper[i]>-big); |
---|
526 | } |
---|
527 | n = solver_->getNumRows(); |
---|
528 | lower = solver_->getRowLower() ; |
---|
529 | upper = solver_->getRowUpper() ; |
---|
530 | for (i=0;i<n;i++) { |
---|
531 | assert (lower[i]<big); |
---|
532 | assert (upper[i]>-big); |
---|
533 | } |
---|
534 | } |
---|
535 | #endif |
---|
536 | // original solver (only set if pre-processing) |
---|
537 | OsiSolverInterface * originalSolver=NULL; |
---|
538 | int numberOriginalObjects=numberObjects_; |
---|
539 | OsiObject ** originalObject = NULL; |
---|
540 | // Set up strategies |
---|
541 | #if 0 |
---|
542 | std::string problemName ; |
---|
543 | solver_->getStrParam(OsiProbName,problemName) ; |
---|
544 | if (!strcmp(problemName.c_str(),"PP08A")) solver_->activateRowCutDebugger(problemName.c_str()) ; |
---|
545 | #endif |
---|
546 | if (strategy_) { |
---|
547 | // May do preprocessing |
---|
548 | originalSolver = solver_; |
---|
549 | strategy_->setupOther(*this); |
---|
550 | if (strategy_->preProcessState()) { |
---|
551 | // pre-processing done |
---|
552 | if (strategy_->preProcessState()<0) { |
---|
553 | // infeasible |
---|
554 | handler_->message(CBC_INFEAS,messages_)<< CoinMessageEol ; |
---|
555 | status_ = 0 ; |
---|
556 | secondaryStatus_ = 1; |
---|
557 | originalContinuousObjective_ = COIN_DBL_MAX; |
---|
558 | return ; |
---|
559 | } else if (numberObjects_&&object_) { |
---|
560 | numberOriginalObjects=numberObjects_; |
---|
561 | // redo sequence |
---|
562 | numberIntegers_=0; |
---|
563 | int numberColumns = getNumCols(); |
---|
564 | int nOrig = originalSolver->getNumCols(); |
---|
565 | CglPreProcess * process = strategy_->process(); |
---|
566 | assert (process); |
---|
567 | const int * originalColumns = process->originalColumns(); |
---|
568 | // allow for cliques etc |
---|
569 | nOrig = CoinMax(nOrig,originalColumns[numberColumns-1]+1); |
---|
570 | // try and redo debugger |
---|
571 | OsiRowCutDebugger * debugger = const_cast<OsiRowCutDebugger *> (solver_->getRowCutDebuggerAlways()); |
---|
572 | if (debugger) |
---|
573 | debugger->redoSolution(numberColumns,originalColumns); |
---|
574 | originalObject = object_; |
---|
575 | // object number or -1 |
---|
576 | int * temp = new int[nOrig]; |
---|
577 | int iColumn; |
---|
578 | for (iColumn=0;iColumn<nOrig;iColumn++) |
---|
579 | temp[iColumn]=-1; |
---|
580 | int iObject; |
---|
581 | int nNonInt=0; |
---|
582 | for (iObject=0;iObject<numberOriginalObjects;iObject++) { |
---|
583 | iColumn = originalObject[iObject]->columnNumber(); |
---|
584 | if (iColumn<0) { |
---|
585 | nNonInt++; |
---|
586 | } else { |
---|
587 | temp[iColumn]=iObject; |
---|
588 | } |
---|
589 | } |
---|
590 | int numberNewIntegers=0; |
---|
591 | int numberOldIntegers=0; |
---|
592 | int numberOldOther=0; |
---|
593 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
594 | int jColumn = originalColumns[iColumn]; |
---|
595 | if (temp[jColumn]>=0) { |
---|
596 | int iObject= temp[jColumn]; |
---|
597 | CbcSimpleInteger * obj = |
---|
598 | dynamic_cast <CbcSimpleInteger *>(originalObject[iObject]) ; |
---|
599 | if (obj) |
---|
600 | numberOldIntegers++; |
---|
601 | else |
---|
602 | numberOldOther++; |
---|
603 | } else if (isInteger(iColumn)) { |
---|
604 | numberNewIntegers++; |
---|
605 | } |
---|
606 | } |
---|
607 | /* |
---|
608 | Allocate an array to hold the indices of the integer variables. |
---|
609 | Make a large enough array for all objects |
---|
610 | */ |
---|
611 | numberObjects_= numberNewIntegers+numberOldIntegers+numberOldOther+nNonInt; |
---|
612 | object_ = new OsiObject * [numberObjects_]; |
---|
613 | delete [] integerVariable_; |
---|
614 | integerVariable_ = new int [numberNewIntegers+numberOldIntegers]; |
---|
615 | /* |
---|
616 | Walk the variables again, filling in the indices and creating objects for |
---|
617 | the integer variables. Initially, the objects hold the index and upper & |
---|
618 | lower bounds. |
---|
619 | */ |
---|
620 | numberIntegers_=0; |
---|
621 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
622 | int jColumn = originalColumns[iColumn]; |
---|
623 | if (temp[jColumn]>=0) { |
---|
624 | int iObject= temp[jColumn]; |
---|
625 | CbcSimpleInteger * obj = |
---|
626 | dynamic_cast <CbcSimpleInteger *>(originalObject[iObject]) ; |
---|
627 | if (obj) { |
---|
628 | object_[numberIntegers_] = originalObject[iObject]->clone(); |
---|
629 | // redo ids etc |
---|
630 | object_[numberIntegers_]->resetSequenceEtc(numberColumns,originalColumns); |
---|
631 | integerVariable_[numberIntegers_++]=iColumn; |
---|
632 | } |
---|
633 | } else if (isInteger(iColumn)) { |
---|
634 | object_[numberIntegers_] = |
---|
635 | new CbcSimpleInteger(this,iColumn); |
---|
636 | integerVariable_[numberIntegers_++]=iColumn; |
---|
637 | } |
---|
638 | } |
---|
639 | numberObjects_=numberIntegers_; |
---|
640 | // Now append other column stuff |
---|
641 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
642 | int jColumn = originalColumns[iColumn]; |
---|
643 | if (temp[jColumn]>=0) { |
---|
644 | int iObject= temp[jColumn]; |
---|
645 | CbcSimpleInteger * obj = |
---|
646 | dynamic_cast <CbcSimpleInteger *>(originalObject[iObject]) ; |
---|
647 | if (!obj) { |
---|
648 | object_[numberObjects_] = originalObject[iObject]->clone(); |
---|
649 | // redo ids etc |
---|
650 | CbcObject * obj = |
---|
651 | dynamic_cast <CbcObject *>(object_[numberObjects_]) ; |
---|
652 | assert (obj); |
---|
653 | obj->redoSequenceEtc(this,numberColumns,originalColumns); |
---|
654 | numberObjects_++; |
---|
655 | } |
---|
656 | } |
---|
657 | } |
---|
658 | // now append non column stuff |
---|
659 | for (iObject=0;iObject<numberOriginalObjects;iObject++) { |
---|
660 | iColumn = originalObject[iObject]->columnNumber(); |
---|
661 | if (iColumn<0) { |
---|
662 | object_[numberObjects_] = originalObject[iObject]->clone(); |
---|
663 | // redo ids etc |
---|
664 | CbcObject * obj = |
---|
665 | dynamic_cast <CbcObject *>(object_[numberObjects_]) ; |
---|
666 | assert (obj); |
---|
667 | obj->redoSequenceEtc(this,numberColumns,originalColumns); |
---|
668 | numberObjects_++; |
---|
669 | } |
---|
670 | } |
---|
671 | delete [] temp; |
---|
672 | if (!numberObjects_) |
---|
673 | handler_->message(CBC_NOINT,messages_) << CoinMessageEol ; |
---|
674 | } else { |
---|
675 | int numberColumns = getNumCols(); |
---|
676 | CglPreProcess * process = strategy_->process(); |
---|
677 | assert (process); |
---|
678 | const int * originalColumns = process->originalColumns(); |
---|
679 | // try and redo debugger |
---|
680 | OsiRowCutDebugger * debugger = const_cast<OsiRowCutDebugger *> (solver_->getRowCutDebuggerAlways()); |
---|
681 | if (debugger) |
---|
682 | debugger->redoSolution(numberColumns,originalColumns); |
---|
683 | } |
---|
684 | } else { |
---|
685 | //no preprocessing |
---|
686 | originalSolver=NULL; |
---|
687 | } |
---|
688 | strategy_->setupCutGenerators(*this); |
---|
689 | strategy_->setupHeuristics(*this); |
---|
690 | // Set strategy print level to models |
---|
691 | strategy_->setupPrinting(*this,handler_->logLevel()); |
---|
692 | } |
---|
693 | eventHappened_=false; |
---|
694 | CbcEventHandler *eventHandler = getEventHandler() ; |
---|
695 | if (eventHandler) |
---|
696 | eventHandler->setModel(this); |
---|
697 | // set up for probing |
---|
698 | probingInfo_ = new CglTreeProbingInfo(solver_); |
---|
699 | |
---|
700 | // Try for dominated columns |
---|
701 | if ((specialOptions_&64)!=0) { |
---|
702 | CglDuplicateRow dupcuts(solver_); |
---|
703 | dupcuts.setMode(2); |
---|
704 | CglStored * storedCuts = dupcuts.outDuplicates(solver_); |
---|
705 | addCutGenerator(storedCuts,1,"StoredCuts from dominated"); |
---|
706 | } |
---|
707 | if (!nodeCompare_) |
---|
708 | nodeCompare_=new CbcCompareDefault();; |
---|
709 | // See if hot start wanted |
---|
710 | CbcCompareBase * saveCompare = NULL; |
---|
711 | if (hotstartSolution_) { |
---|
712 | if (strategy_&&strategy_->preProcessState()>0) { |
---|
713 | CglPreProcess * process = strategy_->process(); |
---|
714 | assert (process); |
---|
715 | int n = solver_->getNumCols(); |
---|
716 | const int * originalColumns = process->originalColumns(); |
---|
717 | // columns should be in order ... but |
---|
718 | double * tempS = new double[n]; |
---|
719 | for (int i=0;i<n;i++) { |
---|
720 | int iColumn = originalColumns[i]; |
---|
721 | tempS[i]=hotstartSolution_[iColumn]; |
---|
722 | } |
---|
723 | delete [] hotstartSolution_; |
---|
724 | hotstartSolution_=tempS; |
---|
725 | if (hotstartPriorities_) { |
---|
726 | int * tempP = new int [n]; |
---|
727 | for (int i=0;i<n;i++) { |
---|
728 | int iColumn = originalColumns[i]; |
---|
729 | tempP[i]=hotstartPriorities_[iColumn]; |
---|
730 | } |
---|
731 | delete [] hotstartPriorities_; |
---|
732 | hotstartPriorities_=tempP; |
---|
733 | } |
---|
734 | } |
---|
735 | saveCompare = nodeCompare_; |
---|
736 | // depth first |
---|
737 | nodeCompare_ = new CbcCompareDepth(); |
---|
738 | } |
---|
739 | if (!problemFeasibility_) |
---|
740 | problemFeasibility_=new CbcFeasibilityBase(); |
---|
741 | # ifdef CBC_DEBUG |
---|
742 | std::string problemName ; |
---|
743 | solver_->getStrParam(OsiProbName,problemName) ; |
---|
744 | printf("Problem name - %s\n",problemName.c_str()) ; |
---|
745 | solver_->setHintParam(OsiDoReducePrint,false,OsiHintDo,0) ; |
---|
746 | # endif |
---|
747 | /* |
---|
748 | Assume we're done, and see if we're proven wrong. |
---|
749 | */ |
---|
750 | status_ = 0 ; |
---|
751 | secondaryStatus_ = 0; |
---|
752 | phase_=0; |
---|
753 | /* |
---|
754 | Scan the variables, noting the integer variables. Create an |
---|
755 | CbcSimpleInteger object for each integer variable. |
---|
756 | */ |
---|
757 | findIntegers(false) ; |
---|
758 | // If dynamic pseudo costs then do |
---|
759 | if (numberBeforeTrust_) |
---|
760 | convertToDynamic(); |
---|
761 | // Set up char array to say if integer |
---|
762 | delete [] integerInfo_; |
---|
763 | { |
---|
764 | int n = solver_->getNumCols(); |
---|
765 | integerInfo_ = new char [n]; |
---|
766 | for (int i=0;i<n;i++) { |
---|
767 | if (solver_->isInteger(i)) |
---|
768 | integerInfo_[i]=1; |
---|
769 | else |
---|
770 | integerInfo_[i]=0; |
---|
771 | } |
---|
772 | } |
---|
773 | if (preferredWay_) { |
---|
774 | // set all unset ones |
---|
775 | for (int iObject = 0 ; iObject < numberObjects_ ; iObject++) { |
---|
776 | CbcObject * obj = |
---|
777 | dynamic_cast <CbcObject *>(object_[iObject]) ; |
---|
778 | if (obj&&!obj->preferredWay()) |
---|
779 | obj->setPreferredWay(preferredWay_); |
---|
780 | } |
---|
781 | } |
---|
782 | /* |
---|
783 | Ensure that objects on the lists of OsiObjects, heuristics, and cut |
---|
784 | generators attached to this model all refer to this model. |
---|
785 | */ |
---|
786 | synchronizeModel() ; |
---|
787 | if (!solverCharacteristics_) { |
---|
788 | OsiBabSolver * solverCharacteristics = dynamic_cast<OsiBabSolver *> (solver_->getAuxiliaryInfo()); |
---|
789 | if (solverCharacteristics) { |
---|
790 | solverCharacteristics_ = solverCharacteristics; |
---|
791 | } else { |
---|
792 | // replace in solver |
---|
793 | OsiBabSolver defaultC; |
---|
794 | solver_->setAuxiliaryInfo(&defaultC); |
---|
795 | solverCharacteristics_ = dynamic_cast<OsiBabSolver *> (solver_->getAuxiliaryInfo()); |
---|
796 | } |
---|
797 | } |
---|
798 | solverCharacteristics_->setSolver(solver_); |
---|
799 | // Set so we can tell we are in initial phase in resolve |
---|
800 | continuousObjective_ = -COIN_DBL_MAX ; |
---|
801 | /* |
---|
802 | Solve the relaxation. |
---|
803 | |
---|
804 | Apparently there are circumstances where this will be non-trivial --- i.e., |
---|
805 | we've done something since initialSolve that's trashed the solution to the |
---|
806 | continuous relaxation. |
---|
807 | */ |
---|
808 | bool feasible; |
---|
809 | // If NLP then we assume already solved outside branchAndbound |
---|
810 | if (!solverCharacteristics_->solverType()||solverCharacteristics_->solverType()==4) { |
---|
811 | feasible=resolve(NULL,0) != 0 ; |
---|
812 | } else { |
---|
813 | // pick up given status |
---|
814 | feasible = (solver_->isProvenOptimal() && |
---|
815 | !solver_->isDualObjectiveLimitReached()) ; |
---|
816 | } |
---|
817 | if (problemFeasibility_->feasible(this,0)<0) { |
---|
818 | feasible=false; // pretend infeasible |
---|
819 | } |
---|
820 | /* |
---|
821 | If the linear relaxation of the root is infeasible, bail out now. Otherwise, |
---|
822 | continue with processing the root node. |
---|
823 | */ |
---|
824 | if (!feasible) { |
---|
825 | status_ = 0 ; |
---|
826 | if (!solver_->isProvenDualInfeasible()) { |
---|
827 | handler_->message(CBC_INFEAS,messages_)<< CoinMessageEol ; |
---|
828 | secondaryStatus_ = 1; |
---|
829 | } else { |
---|
830 | handler_->message(CBC_UNBOUNDED,messages_)<< CoinMessageEol ; |
---|
831 | secondaryStatus_ = 7; |
---|
832 | } |
---|
833 | originalContinuousObjective_ = COIN_DBL_MAX; |
---|
834 | solverCharacteristics_ = NULL; |
---|
835 | return ; |
---|
836 | } |
---|
837 | // Convert to Osi if wanted |
---|
838 | bool useOsiBranching=false; |
---|
839 | //OsiBranchingInformation * persistentInfo = NULL; |
---|
840 | if (branchingMethod_&&branchingMethod_->chooseMethod()) { |
---|
841 | useOsiBranching=true; |
---|
842 | //persistentInfo = new OsiBranchingInformation(solver_); |
---|
843 | if (numberOriginalObjects) { |
---|
844 | for (int iObject = 0 ; iObject < numberObjects_ ; iObject++) { |
---|
845 | CbcObject * obj = |
---|
846 | dynamic_cast <CbcObject *>(object_[iObject]) ; |
---|
847 | if (obj) { |
---|
848 | CbcSimpleInteger * obj2 = |
---|
849 | dynamic_cast <CbcSimpleInteger *>(obj) ; |
---|
850 | if (obj2) { |
---|
851 | // back to Osi land |
---|
852 | object_[iObject]=obj2->osiObject(); |
---|
853 | delete obj; |
---|
854 | } else { |
---|
855 | OsiSimpleInteger * obj3 = |
---|
856 | dynamic_cast <OsiSimpleInteger *>(obj) ; |
---|
857 | if (!obj3) { |
---|
858 | OsiSOS * obj4 = |
---|
859 | dynamic_cast <OsiSOS *>(obj) ; |
---|
860 | if (!obj4) { |
---|
861 | CbcSOS * obj5 = |
---|
862 | dynamic_cast <CbcSOS *>(obj) ; |
---|
863 | if (obj5) { |
---|
864 | // back to Osi land |
---|
865 | object_[iObject]=obj5->osiObject(solver_); |
---|
866 | } else { |
---|
867 | printf("Code up CbcObject type in Osi land\n"); |
---|
868 | abort(); |
---|
869 | } |
---|
870 | } |
---|
871 | } |
---|
872 | } |
---|
873 | } |
---|
874 | } |
---|
875 | // and add to solver |
---|
876 | solver_->addObjects(numberObjects_,object_); |
---|
877 | } else { |
---|
878 | // do from solver |
---|
879 | deleteObjects(false); |
---|
880 | solver_->findIntegersAndSOS(false); |
---|
881 | numberObjects_=solver_->numberObjects(); |
---|
882 | object_ = solver_->objects(); |
---|
883 | ownObjects_ = false; |
---|
884 | } |
---|
885 | branchingMethod_->chooseMethod()->setSolver(solver_); |
---|
886 | } |
---|
887 | // take off heuristics if have to |
---|
888 | if (numberHeuristics_) { |
---|
889 | int numberOdd=0; |
---|
890 | for (int i=0;i<numberObjects_;i++) { |
---|
891 | if (!object_[i]->canDoHeuristics()) |
---|
892 | numberOdd++; |
---|
893 | } |
---|
894 | if (numberOdd) { |
---|
895 | int k=0; |
---|
896 | for (int i=0;i<numberHeuristics_;i++) { |
---|
897 | if (!heuristic_[i]->canDealWithOdd()) |
---|
898 | delete heuristic_[i]; |
---|
899 | else |
---|
900 | heuristic_[k++]=heuristic_[i]; |
---|
901 | } |
---|
902 | if (!k) { |
---|
903 | delete [] heuristic_; |
---|
904 | heuristic_=NULL; |
---|
905 | } |
---|
906 | numberHeuristics_=k; |
---|
907 | handler_->message(CBC_HEURISTICS_OFF,messages_)<< numberOdd<<CoinMessageEol ; |
---|
908 | } |
---|
909 | } |
---|
910 | // Save objective (just so user can access it) |
---|
911 | originalContinuousObjective_ = solver_->getObjValue(); |
---|
912 | bestPossibleObjective_=originalContinuousObjective_; |
---|
913 | sumChangeObjective1_=0.0; |
---|
914 | sumChangeObjective2_=0.0; |
---|
915 | /* |
---|
916 | OsiRowCutDebugger knows an optimal answer for a subset of MIP problems. |
---|
917 | Assuming it recognises the problem, when called upon it will check a cut to |
---|
918 | see if it cuts off the optimal answer. |
---|
919 | */ |
---|
920 | // If debugger exists set specialOptions_ bit |
---|
921 | if (solver_->getRowCutDebuggerAlways()) |
---|
922 | specialOptions_ |= 1; |
---|
923 | |
---|
924 | # ifdef CBC_DEBUG |
---|
925 | if ((specialOptions_&1)==0) |
---|
926 | solver_->activateRowCutDebugger(problemName.c_str()) ; |
---|
927 | if (solver_->getRowCutDebuggerAlways()) |
---|
928 | specialOptions_ |= 1; |
---|
929 | # endif |
---|
930 | |
---|
931 | /* |
---|
932 | Begin setup to process a feasible root node. |
---|
933 | */ |
---|
934 | bestObjective_ = CoinMin(bestObjective_,1.0e50) ; |
---|
935 | if (!bestSolution_) { |
---|
936 | numberSolutions_ = 0 ; |
---|
937 | numberHeuristicSolutions_ = 0 ; |
---|
938 | } |
---|
939 | stateOfSearch_ = 0; |
---|
940 | // Everything is minimization |
---|
941 | { |
---|
942 | // needed to sync cutoffs |
---|
943 | double value ; |
---|
944 | solver_->getDblParam(OsiDualObjectiveLimit,value) ; |
---|
945 | dblParam_[CbcCurrentCutoff]= value * solver_->getObjSense(); |
---|
946 | } |
---|
947 | double cutoff=getCutoff() ; |
---|
948 | double direction = solver_->getObjSense() ; |
---|
949 | dblParam_[CbcOptimizationDirection]=direction; |
---|
950 | if (cutoff < 1.0e20&&direction<0.0) |
---|
951 | messageHandler()->message(CBC_CUTOFF_WARNING1, |
---|
952 | messages()) |
---|
953 | << cutoff << -cutoff << CoinMessageEol ; |
---|
954 | if (cutoff > bestObjective_) |
---|
955 | cutoff = bestObjective_ ; |
---|
956 | setCutoff(cutoff) ; |
---|
957 | /* |
---|
958 | We probably already have a current solution, but just in case ... |
---|
959 | */ |
---|
960 | int numberColumns = getNumCols() ; |
---|
961 | if (!currentSolution_) |
---|
962 | currentSolution_ = new double[numberColumns] ; |
---|
963 | testSolution_ = currentSolution_; |
---|
964 | /* Tell solver we are in Branch and Cut |
---|
965 | Could use last parameter for subtle differences */ |
---|
966 | solver_->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
967 | #ifdef COIN_HAS_CLP |
---|
968 | { |
---|
969 | OsiClpSolverInterface * clpSolver |
---|
970 | = dynamic_cast<OsiClpSolverInterface *> (solver_); |
---|
971 | if (clpSolver) { |
---|
972 | //#define CLP_QUICK_OPTIONS |
---|
973 | #ifdef CLP_QUICK_OPTIONS |
---|
974 | // Try and re-use regions |
---|
975 | ClpSimplex * simplex = clpSolver->getModelPtr(); |
---|
976 | simplex->setPersistenceFlag(1); |
---|
977 | clpSolver->deleteScaleFactors(); |
---|
978 | int value=131072; |
---|
979 | clpSolver->setSpecialOptions(clpSolver->specialOptions()|value); |
---|
980 | if ((clpSolver->specialOptions()&value)!=0) |
---|
981 | simplex->setSpecialOptions(simplex->specialOptions()|value); |
---|
982 | //if (simplex->numberRows()<50) |
---|
983 | //simplex->setAlphaAccuracy(1.0); |
---|
984 | //clpSolver->setSpecialOptions((clpSolver->specialOptions()&~128)|65536); |
---|
985 | #endif |
---|
986 | if ((specialOptions_&32)==0) { |
---|
987 | ClpSimplex * clpSimplex = clpSolver->getModelPtr(); |
---|
988 | // take off names |
---|
989 | clpSimplex->dropNames(); |
---|
990 | } |
---|
991 | // no crunch if mostly continuous |
---|
992 | int numberColumns = solver_->getNumCols(); |
---|
993 | if (numberColumns>1000&&numberIntegers_*4<numberColumns) |
---|
994 | clpSolver->setSpecialOptions(clpSolver->specialOptions()&(~1)); |
---|
995 | } |
---|
996 | } |
---|
997 | #endif |
---|
998 | /* |
---|
999 | Create a copy of the solver, thus capturing the original (root node) |
---|
1000 | constraint system (aka the continuous system). |
---|
1001 | */ |
---|
1002 | continuousSolver_ = solver_->clone() ; |
---|
1003 | |
---|
1004 | numberRowsAtContinuous_ = getNumRows() ; |
---|
1005 | /* |
---|
1006 | Check the objective to see if we can deduce a nontrivial increment. If |
---|
1007 | it's better than the current value for CbcCutoffIncrement, it'll be |
---|
1008 | installed. |
---|
1009 | */ |
---|
1010 | if(solverCharacteristics_->reducedCostsAccurate()) |
---|
1011 | analyzeObjective() ; |
---|
1012 | /* |
---|
1013 | Set up for cut generation. addedCuts_ holds the cuts which are relevant for |
---|
1014 | the active subproblem. whichGenerator will be used to record the generator |
---|
1015 | that produced a given cut. |
---|
1016 | */ |
---|
1017 | maximumWhich_ = 1000 ; |
---|
1018 | delete [] whichGenerator_; |
---|
1019 | whichGenerator_ = new int[maximumWhich_] ; |
---|
1020 | memset(whichGenerator_,0,maximumWhich_*sizeof(int)); |
---|
1021 | maximumNumberCuts_ = 0 ; |
---|
1022 | currentNumberCuts_ = 0 ; |
---|
1023 | delete [] addedCuts_ ; |
---|
1024 | addedCuts_ = NULL ; |
---|
1025 | /* |
---|
1026 | Set up an empty heap and associated data structures to hold the live set |
---|
1027 | (problems which require further exploration). |
---|
1028 | */ |
---|
1029 | tree_->setComparison(*nodeCompare_) ; |
---|
1030 | /* |
---|
1031 | Used to record the path from a node to the root of the search tree, so that |
---|
1032 | we can then traverse from the root to the node when restoring a subproblem. |
---|
1033 | */ |
---|
1034 | maximumDepth_ = 10 ; |
---|
1035 | delete [] walkback_ ; |
---|
1036 | walkback_ = new CbcNodeInfo * [maximumDepth_] ; |
---|
1037 | /* |
---|
1038 | Used to generate bound edits for CbcPartialNodeInfo. |
---|
1039 | */ |
---|
1040 | double * lowerBefore = new double [numberColumns] ; |
---|
1041 | double * upperBefore = new double [numberColumns] ; |
---|
1042 | /* |
---|
1043 | |
---|
1044 | Generate cuts at the root node and reoptimise. solveWithCuts does the heavy |
---|
1045 | lifting. It will iterate a generate/reoptimise loop (including reduced cost |
---|
1046 | fixing) until no cuts are generated, the change in objective falls off, or |
---|
1047 | the limit on the number of rounds of cut generation is exceeded. |
---|
1048 | |
---|
1049 | At the end of all this, any cuts will be recorded in cuts and also |
---|
1050 | installed in the solver's constraint system. We'll have reoptimised, and |
---|
1051 | removed any slack cuts (numberOldActiveCuts_ and numberNewCuts_ have been |
---|
1052 | adjusted accordingly). |
---|
1053 | |
---|
1054 | Tell cut generators they can be a bit more aggressive at root node |
---|
1055 | |
---|
1056 | TODO: Why don't we make a copy of the solution after solveWithCuts? |
---|
1057 | TODO: If numberUnsatisfied == 0, don't we have a solution? |
---|
1058 | */ |
---|
1059 | phase_=1; |
---|
1060 | int iCutGenerator; |
---|
1061 | for (iCutGenerator = 0;iCutGenerator<numberCutGenerators_;iCutGenerator++) { |
---|
1062 | CglCutGenerator * generator = generator_[iCutGenerator]->generator(); |
---|
1063 | generator->setAggressiveness(generator->getAggressiveness()+100); |
---|
1064 | } |
---|
1065 | OsiCuts cuts ; |
---|
1066 | int anyAction = -1 ; |
---|
1067 | numberOldActiveCuts_ = 0 ; |
---|
1068 | numberNewCuts_ = 0 ; |
---|
1069 | // Array to mark solution |
---|
1070 | delete [] usedInSolution_; |
---|
1071 | usedInSolution_ = new int[numberColumns]; |
---|
1072 | CoinZeroN(usedInSolution_,numberColumns); |
---|
1073 | /* |
---|
1074 | For printing totals and for CbcNode (numberNodes_) |
---|
1075 | */ |
---|
1076 | numberIterations_ = 0 ; |
---|
1077 | numberNodes_ = 0 ; |
---|
1078 | numberNodes2_ = 0 ; |
---|
1079 | maximumStatistics_=0; |
---|
1080 | maximumDepthActual_=0; |
---|
1081 | numberDJFixed_=0.0; |
---|
1082 | // Do heuristics |
---|
1083 | doHeuristicsAtRoot(); |
---|
1084 | if ( intParam_[CbcMaxNumNode] < 0) |
---|
1085 | eventHappened_=true; // stop as fast as possible |
---|
1086 | statistics_ = NULL; |
---|
1087 | // Do on switch |
---|
1088 | if (doStatistics>0&&doStatistics<100) { |
---|
1089 | maximumStatistics_=10000; |
---|
1090 | statistics_ = new CbcStatistics * [maximumStatistics_]; |
---|
1091 | memset(statistics_,0,maximumStatistics_*sizeof(CbcStatistics *)); |
---|
1092 | } |
---|
1093 | |
---|
1094 | { int iObject ; |
---|
1095 | int preferredWay ; |
---|
1096 | int numberUnsatisfied = 0 ; |
---|
1097 | memcpy(currentSolution_,solver_->getColSolution(), |
---|
1098 | numberColumns*sizeof(double)) ; |
---|
1099 | // point to useful information |
---|
1100 | OsiBranchingInformation usefulInfo=usefulInformation(); |
---|
1101 | |
---|
1102 | for (iObject = 0 ; iObject < numberObjects_ ; iObject++) |
---|
1103 | { double infeasibility = |
---|
1104 | object_[iObject]->infeasibility(&usefulInfo,preferredWay) ; |
---|
1105 | if (infeasibility ) numberUnsatisfied++ ; } |
---|
1106 | // replace solverType |
---|
1107 | if(solverCharacteristics_->tryCuts()) { |
---|
1108 | |
---|
1109 | if (numberUnsatisfied) { |
---|
1110 | // User event |
---|
1111 | if (!eventHappened_) |
---|
1112 | feasible = solveWithCuts(cuts,maximumCutPassesAtRoot_, |
---|
1113 | NULL); |
---|
1114 | else |
---|
1115 | feasible=false; |
---|
1116 | } else if (solverCharacteristics_->solutionAddsCuts()|| |
---|
1117 | solverCharacteristics_->alwaysTryCutsAtRootNode()) { |
---|
1118 | // may generate cuts and turn the solution |
---|
1119 | //to an infeasible one |
---|
1120 | feasible = solveWithCuts(cuts, 1, |
---|
1121 | NULL); |
---|
1122 | } |
---|
1123 | } |
---|
1124 | // check extra info on feasibility |
---|
1125 | if (!solverCharacteristics_->mipFeasible()) |
---|
1126 | feasible = false; |
---|
1127 | } |
---|
1128 | // make cut generators less aggressive |
---|
1129 | for (iCutGenerator = 0;iCutGenerator<numberCutGenerators_;iCutGenerator++) { |
---|
1130 | CglCutGenerator * generator = generator_[iCutGenerator]->generator(); |
---|
1131 | generator->setAggressiveness(generator->getAggressiveness()-100); |
---|
1132 | } |
---|
1133 | currentNumberCuts_ = numberNewCuts_ ; |
---|
1134 | // See if can stop on gap |
---|
1135 | stoppedOnGap_ = false ; |
---|
1136 | bestPossibleObjective_ = solver_->getObjValue()*solver_->getObjSense(); |
---|
1137 | double testGap = CoinMax(dblParam_[CbcAllowableGap], |
---|
1138 | CoinMax(fabs(bestObjective_),fabs(bestPossibleObjective_)) |
---|
1139 | *dblParam_[CbcAllowableFractionGap]); |
---|
1140 | if (bestObjective_-bestPossibleObjective_ < testGap && getCutoffIncrement()>=0.0) { |
---|
1141 | if (bestPossibleObjective_<getCutoff()) |
---|
1142 | stoppedOnGap_ = true ; |
---|
1143 | feasible = false; |
---|
1144 | } |
---|
1145 | // User event |
---|
1146 | if (eventHappened_) |
---|
1147 | feasible=false; |
---|
1148 | /* |
---|
1149 | We've taken the continuous relaxation as far as we can. Time to branch. |
---|
1150 | The first order of business is to actually create a node. chooseBranch |
---|
1151 | currently uses strong branching to evaluate branch object candidates, |
---|
1152 | unless forced back to simple branching. If chooseBranch concludes that a |
---|
1153 | branching candidate is monotone (anyAction == -1) or infeasible (anyAction |
---|
1154 | == -2) when forced to integer values, it returns here immediately. |
---|
1155 | |
---|
1156 | Monotone variables trigger a call to resolve(). If the problem remains |
---|
1157 | feasible, try again to choose a branching variable. At the end of the loop, |
---|
1158 | resolved == true indicates that some variables were fixed. |
---|
1159 | |
---|
1160 | Loss of feasibility will result in the deletion of newNode. |
---|
1161 | */ |
---|
1162 | |
---|
1163 | bool resolved = false ; |
---|
1164 | CbcNode *newNode = NULL ; |
---|
1165 | numberFixedAtRoot_=0; |
---|
1166 | numberFixedNow_=0; |
---|
1167 | int numberIterationsAtContinuous = numberIterations_; |
---|
1168 | //solverCharacteristics_->setSolver(solver_); |
---|
1169 | if (feasible) { |
---|
1170 | newNode = new CbcNode ; |
---|
1171 | // Set objective value (not so obvious if NLP etc) |
---|
1172 | setObjectiveValue(newNode,NULL); |
---|
1173 | anyAction = -1 ; |
---|
1174 | // To make depth available we may need a fake node |
---|
1175 | CbcNode fakeNode; |
---|
1176 | if (!currentNode_) { |
---|
1177 | // Not true if sub trees assert (!numberNodes_); |
---|
1178 | currentNode_=&fakeNode; |
---|
1179 | } |
---|
1180 | phase_=3; |
---|
1181 | // only allow 1000 passes |
---|
1182 | int numberPassesLeft=1000; |
---|
1183 | // This is first crude step |
---|
1184 | if (numberAnalyzeIterations_) { |
---|
1185 | delete [] analyzeResults_; |
---|
1186 | analyzeResults_ = new double [4*numberIntegers_]; |
---|
1187 | numberFixedAtRoot_=newNode->analyze(this,analyzeResults_); |
---|
1188 | if (numberFixedAtRoot_>0) { |
---|
1189 | printf("%d fixed by analysis\n",numberFixedAtRoot_); |
---|
1190 | setPointers(solver_); |
---|
1191 | numberFixedNow_ = numberFixedAtRoot_; |
---|
1192 | } else if (numberFixedAtRoot_<0) { |
---|
1193 | printf("analysis found to be infeasible\n"); |
---|
1194 | anyAction=-2; |
---|
1195 | delete newNode ; |
---|
1196 | newNode = NULL ; |
---|
1197 | feasible = false ; |
---|
1198 | } |
---|
1199 | } |
---|
1200 | OsiSolverBranch * branches = NULL; |
---|
1201 | anyAction = chooseBranch(newNode, numberPassesLeft, NULL, cuts,resolved, |
---|
1202 | NULL,NULL,NULL,branches); |
---|
1203 | if (anyAction == -2||newNode->objectiveValue() >= cutoff) { |
---|
1204 | if (anyAction != -2) { |
---|
1205 | // zap parent nodeInfo |
---|
1206 | #ifdef COIN_DEVELOP |
---|
1207 | printf("zapping CbcNodeInfo %x\n",newNode->nodeInfo()->parent()); |
---|
1208 | #endif |
---|
1209 | if (newNode->nodeInfo()) |
---|
1210 | newNode->nodeInfo()->nullParent(); |
---|
1211 | } |
---|
1212 | delete newNode ; |
---|
1213 | newNode = NULL ; |
---|
1214 | feasible = false ; |
---|
1215 | } |
---|
1216 | } |
---|
1217 | /* |
---|
1218 | At this point, the root subproblem is infeasible or fathomed by bound |
---|
1219 | (newNode == NULL), or we're live with an objective value that satisfies the |
---|
1220 | current objective cutoff. |
---|
1221 | */ |
---|
1222 | assert (!newNode || newNode->objectiveValue() <= cutoff) ; |
---|
1223 | // Save address of root node as we don't want to delete it |
---|
1224 | // initialize for print out |
---|
1225 | int lastDepth=0; |
---|
1226 | int lastUnsatisfied=0; |
---|
1227 | if (newNode) |
---|
1228 | lastUnsatisfied=newNode->numberUnsatisfied(); |
---|
1229 | /* |
---|
1230 | The common case is that the lp relaxation is feasible but doesn't satisfy |
---|
1231 | integrality (i.e., newNode->branchingObject(), indicating we've been able to |
---|
1232 | select a branching variable). Remove any cuts that have gone slack due to |
---|
1233 | forcing monotone variables. Then tack on an CbcFullNodeInfo object and full |
---|
1234 | basis (via createInfo()) and stash the new cuts in the nodeInfo (via |
---|
1235 | addCuts()). If, by some miracle, we have an integral solution at the root |
---|
1236 | (newNode->branchingObject() is NULL), takeOffCuts() will ensure that the solver holds |
---|
1237 | a valid solution for use by setBestSolution(). |
---|
1238 | */ |
---|
1239 | CoinWarmStartBasis *lastws = NULL ; |
---|
1240 | if (feasible && newNode->branchingObject()) |
---|
1241 | { if (resolved) |
---|
1242 | { takeOffCuts(cuts,false,NULL) ; |
---|
1243 | # ifdef CHECK_CUT_COUNTS |
---|
1244 | { printf("Number of rows after chooseBranch fix (root)" |
---|
1245 | "(active only) %d\n", |
---|
1246 | numberRowsAtContinuous_+numberNewCuts_+numberOldActiveCuts_) ; |
---|
1247 | const CoinWarmStartBasis* debugws = |
---|
1248 | dynamic_cast <const CoinWarmStartBasis*>(solver_->getWarmStart()) ; |
---|
1249 | debugws->print() ; |
---|
1250 | delete debugws ; } |
---|
1251 | # endif |
---|
1252 | } |
---|
1253 | //newNode->createInfo(this,NULL,NULL,NULL,NULL,0,0) ; |
---|
1254 | newNode->nodeInfo()->addCuts(cuts, |
---|
1255 | newNode->numberBranches(),whichGenerator_) ; |
---|
1256 | if (lastws) delete lastws ; |
---|
1257 | lastws = dynamic_cast<CoinWarmStartBasis*>(solver_->getWarmStart()) ; |
---|
1258 | } |
---|
1259 | /* |
---|
1260 | Continuous data to be used later |
---|
1261 | */ |
---|
1262 | continuousObjective_ = solver_->getObjValue()*solver_->getObjSense(); |
---|
1263 | continuousInfeasibilities_ = 0 ; |
---|
1264 | if (newNode) |
---|
1265 | { continuousObjective_ = newNode->objectiveValue() ; |
---|
1266 | delete [] continuousSolution_; |
---|
1267 | continuousSolution_ = CoinCopyOfArray(solver_->getColSolution(), |
---|
1268 | numberColumns); |
---|
1269 | continuousInfeasibilities_ = newNode->numberUnsatisfied() ; } |
---|
1270 | /* |
---|
1271 | Bound may have changed so reset in objects |
---|
1272 | */ |
---|
1273 | { int i ; |
---|
1274 | for (i = 0;i < numberObjects_;i++) |
---|
1275 | object_[i]->resetBounds(solver_) ; } |
---|
1276 | /* |
---|
1277 | Feasible? Then we should have either a live node prepped for future |
---|
1278 | expansion (indicated by variable() >= 0), or (miracle of miracles) an |
---|
1279 | integral solution at the root node. |
---|
1280 | |
---|
1281 | initializeInfo sets the reference counts in the nodeInfo object. Since |
---|
1282 | this node is still live, push it onto the heap that holds the live set. |
---|
1283 | */ |
---|
1284 | double bestValue = 0.0 ; |
---|
1285 | if (newNode) { |
---|
1286 | bestValue = newNode->objectiveValue(); |
---|
1287 | if (newNode->branchingObject()) { |
---|
1288 | newNode->initializeInfo() ; |
---|
1289 | tree_->push(newNode) ; |
---|
1290 | if (statistics_) { |
---|
1291 | if (numberNodes2_==maximumStatistics_) { |
---|
1292 | maximumStatistics_ = 2*maximumStatistics_; |
---|
1293 | CbcStatistics ** temp = new CbcStatistics * [maximumStatistics_]; |
---|
1294 | memset(temp,0,maximumStatistics_*sizeof(CbcStatistics *)); |
---|
1295 | memcpy(temp,statistics_,numberNodes2_*sizeof(CbcStatistics *)); |
---|
1296 | delete [] statistics_; |
---|
1297 | statistics_=temp; |
---|
1298 | } |
---|
1299 | assert (!statistics_[numberNodes2_]); |
---|
1300 | statistics_[numberNodes2_]=new CbcStatistics(newNode); |
---|
1301 | } |
---|
1302 | numberNodes2_++; |
---|
1303 | # ifdef CHECK_NODE |
---|
1304 | printf("Node %x on tree\n",newNode) ; |
---|
1305 | # endif |
---|
1306 | } else { |
---|
1307 | // continuous is integer |
---|
1308 | double objectiveValue = newNode->objectiveValue(); |
---|
1309 | setBestSolution(CBC_SOLUTION,objectiveValue, |
---|
1310 | solver_->getColSolution()) ; |
---|
1311 | delete newNode ; |
---|
1312 | newNode = NULL ; |
---|
1313 | } |
---|
1314 | } |
---|
1315 | |
---|
1316 | if (printFrequency_ <= 0) { |
---|
1317 | printFrequency_ = 1000 ; |
---|
1318 | if (getNumCols() > 2000) |
---|
1319 | printFrequency_ = 100 ; |
---|
1320 | } |
---|
1321 | /* |
---|
1322 | It is possible that strong branching fixes one variable and then the code goes round |
---|
1323 | again and again. This can take too long. So we need to warn user - just once. |
---|
1324 | */ |
---|
1325 | numberLongStrong_=0; |
---|
1326 | double totalTime = 0.0; |
---|
1327 | #ifdef CBC_THREAD |
---|
1328 | CbcNode * createdNode=NULL; |
---|
1329 | CbcModel ** threadModel = NULL; |
---|
1330 | pthread_t * threadId = NULL; |
---|
1331 | int * threadCount = NULL; |
---|
1332 | pthread_mutex_t mutex; |
---|
1333 | pthread_cond_t condition_main; |
---|
1334 | pthread_mutex_t condition_mutex; |
---|
1335 | pthread_mutex_t * mutex2 = NULL; |
---|
1336 | pthread_cond_t * condition2 = NULL; |
---|
1337 | threadStruct * threadInfo = NULL; |
---|
1338 | bool locked=false; |
---|
1339 | int threadStats[6]; |
---|
1340 | memset(threadStats,0,sizeof(threadStats)); |
---|
1341 | double timeWaiting=0.0; |
---|
1342 | // For now just one model |
---|
1343 | if (numberThreads_) { |
---|
1344 | threadId = new pthread_t [numberThreads_]; |
---|
1345 | threadCount = new int [numberThreads_]; |
---|
1346 | CoinZeroN(threadCount,numberThreads_); |
---|
1347 | pthread_mutex_init(&mutex,NULL); |
---|
1348 | pthread_cond_init(&condition_main,NULL); |
---|
1349 | pthread_mutex_init(&condition_mutex,NULL); |
---|
1350 | threadModel = new CbcModel * [numberThreads_+1]; |
---|
1351 | threadInfo = new threadStruct [numberThreads_+1]; |
---|
1352 | mutex2 = new pthread_mutex_t [numberThreads_]; |
---|
1353 | condition2 = new pthread_cond_t [numberThreads_]; |
---|
1354 | // we don't want a strategy object |
---|
1355 | CbcStrategy * saveStrategy = strategy_; |
---|
1356 | strategy_ = NULL; |
---|
1357 | for (int i=0;i<numberThreads_;i++) { |
---|
1358 | pthread_mutex_init(mutex2+i,NULL); |
---|
1359 | pthread_cond_init(condition2+i,NULL); |
---|
1360 | threadId[i]=0; |
---|
1361 | threadInfo[i].baseModel=this; |
---|
1362 | threadModel[i]=new CbcModel(*this); |
---|
1363 | #ifdef COIN_HAS_CLP |
---|
1364 | // Solver may need to know about model |
---|
1365 | CbcModel * thisModel = threadModel[i]; |
---|
1366 | CbcOsiSolver * solver = |
---|
1367 | dynamic_cast<CbcOsiSolver *>(thisModel->solver()) ; |
---|
1368 | if (solver) |
---|
1369 | solver->setCbcModel(thisModel); |
---|
1370 | #endif |
---|
1371 | mutex_ = (void *) (threadInfo+i); |
---|
1372 | threadModel[i]->moveToModel(this,-1); |
---|
1373 | threadInfo[i].thisModel=threadModel[i]; |
---|
1374 | threadInfo[i].node=NULL; |
---|
1375 | threadInfo[i].createdNode=NULL; |
---|
1376 | threadInfo[i].threadIdOfBase=pthread_self(); |
---|
1377 | threadInfo[i].mutex=&mutex; |
---|
1378 | threadInfo[i].mutex2=mutex2+i; |
---|
1379 | threadInfo[i].condition2=condition2+i; |
---|
1380 | threadInfo[i].returnCode=-1; |
---|
1381 | threadInfo[i].timeLocked=0.0; |
---|
1382 | threadInfo[i].timeWaitingToLock=0.0; |
---|
1383 | threadInfo[i].timeWaitingToStart=0.0; |
---|
1384 | threadInfo[i].timeInThread=0.0; |
---|
1385 | threadInfo[i].numberTimesLocked=0; |
---|
1386 | threadInfo[i].numberTimesUnlocked=0; |
---|
1387 | threadInfo[i].numberTimesWaitingToStart=0; |
---|
1388 | threadInfo[i].locked=false; |
---|
1389 | #if CBC_THREAD_DEBUG |
---|
1390 | threadInfo[i].threadNumber=i+2; |
---|
1391 | #endif |
---|
1392 | pthread_create(threadId+i,NULL,doNodesThread,threadInfo+i); |
---|
1393 | } |
---|
1394 | strategy_ = saveStrategy; |
---|
1395 | // Do a partial one for base model |
---|
1396 | threadInfo[numberThreads_].baseModel=this; |
---|
1397 | threadModel[numberThreads_]=this; |
---|
1398 | mutex_ = (void *) (threadInfo+numberThreads_); |
---|
1399 | threadInfo[numberThreads_].node=NULL; |
---|
1400 | threadInfo[numberThreads_].mutex=&mutex; |
---|
1401 | threadInfo[numberThreads_].condition2=&condition_main; |
---|
1402 | threadInfo[numberThreads_].mutex2=&condition_mutex; |
---|
1403 | threadInfo[numberThreads_].timeLocked=0.0; |
---|
1404 | threadInfo[numberThreads_].timeWaitingToLock=0.0; |
---|
1405 | threadInfo[numberThreads_].numberTimesLocked=0; |
---|
1406 | threadInfo[numberThreads_].numberTimesUnlocked=0; |
---|
1407 | threadInfo[numberThreads_].locked=false; |
---|
1408 | #if CBC_THREAD_DEBUG |
---|
1409 | threadInfo[numberThreads_].threadNumber=1; |
---|
1410 | #endif |
---|
1411 | } |
---|
1412 | #endif |
---|
1413 | /* |
---|
1414 | At last, the actual branch-and-cut search loop, which will iterate until |
---|
1415 | the live set is empty or we hit some limit (integrality gap, time, node |
---|
1416 | count, etc.). The overall flow is to rebuild a subproblem, reoptimise using |
---|
1417 | solveWithCuts(), choose a branching pattern with chooseBranch(), and finally |
---|
1418 | add the node to the live set. |
---|
1419 | |
---|
1420 | The first action is to winnow the live set to remove nodes which are worse |
---|
1421 | than the current objective cutoff. |
---|
1422 | */ |
---|
1423 | if (solver_->getRowCutDebuggerAlways()) { |
---|
1424 | OsiRowCutDebugger * debuggerX = const_cast<OsiRowCutDebugger *> (solver_->getRowCutDebuggerAlways()); |
---|
1425 | const OsiRowCutDebugger *debugger = solver_->getRowCutDebugger() ; |
---|
1426 | if (!debugger) { |
---|
1427 | // infeasible!! |
---|
1428 | printf("before search\n"); |
---|
1429 | const double * lower = solver_->getColLower(); |
---|
1430 | const double * upper = solver_->getColUpper(); |
---|
1431 | const double * solution = debuggerX->optimalSolution(); |
---|
1432 | int numberColumns = solver_->getNumCols(); |
---|
1433 | for (int i=0;i<numberColumns;i++) { |
---|
1434 | if (solver_->isInteger(i)) { |
---|
1435 | if (solution[i]<lower[i]-1.0e-6||solution[i]>upper[i]+1.0e-6) |
---|
1436 | printf("**** "); |
---|
1437 | printf("%d %g <= %g <= %g\n", |
---|
1438 | i,lower[i],solution[i],upper[i]); |
---|
1439 | } |
---|
1440 | } |
---|
1441 | //abort(); |
---|
1442 | } |
---|
1443 | } |
---|
1444 | while (true) { |
---|
1445 | #ifdef CBC_THREAD |
---|
1446 | if (!locked) { |
---|
1447 | lockThread(); |
---|
1448 | locked=true; |
---|
1449 | } |
---|
1450 | #endif |
---|
1451 | if (tree_->empty()) { |
---|
1452 | #ifdef CBC_THREAD |
---|
1453 | if (numberThreads_) { |
---|
1454 | #ifdef COIN_DEVELOP |
---|
1455 | printf("empty\n"); |
---|
1456 | #endif |
---|
1457 | // may still be outstanding nodes |
---|
1458 | int iThread; |
---|
1459 | for (iThread=0;iThread<numberThreads_;iThread++) { |
---|
1460 | if (threadId[iThread]) { |
---|
1461 | if (threadInfo[iThread].returnCode==0) |
---|
1462 | break; |
---|
1463 | } |
---|
1464 | } |
---|
1465 | if (iThread<numberThreads_) { |
---|
1466 | #ifdef COIN_DEVELOP |
---|
1467 | printf("waiting for thread %d code 0\n",iThread); |
---|
1468 | #endif |
---|
1469 | unlockThread(); |
---|
1470 | locked = false; |
---|
1471 | pthread_cond_signal(threadInfo[iThread].condition2); // unlock in case |
---|
1472 | while (true) { |
---|
1473 | pthread_mutex_lock(&condition_mutex); |
---|
1474 | struct timespec absTime; |
---|
1475 | clock_gettime(CLOCK_REALTIME,&absTime); |
---|
1476 | double time = absTime.tv_sec+1.0e-9*absTime.tv_nsec; |
---|
1477 | absTime.tv_nsec += 1000000; // millisecond |
---|
1478 | if (absTime.tv_nsec>=1000000000) { |
---|
1479 | absTime.tv_nsec -= 1000000000; |
---|
1480 | absTime.tv_sec++; |
---|
1481 | } |
---|
1482 | pthread_cond_timedwait(&condition_main,&condition_mutex,&absTime); |
---|
1483 | clock_gettime(CLOCK_REALTIME,&absTime); |
---|
1484 | double time2 = absTime.tv_sec+1.0e-9*absTime.tv_nsec; |
---|
1485 | timeWaiting += time2-time; |
---|
1486 | pthread_mutex_unlock(&condition_mutex); |
---|
1487 | if (threadInfo[iThread].returnCode!=0) |
---|
1488 | break; |
---|
1489 | pthread_cond_signal(threadInfo[iThread].condition2); // unlock |
---|
1490 | } |
---|
1491 | threadModel[iThread]->moveToModel(this,1); |
---|
1492 | assert (threadInfo[iThread].returnCode==1); |
---|
1493 | // say available |
---|
1494 | threadInfo[iThread].returnCode=-1; |
---|
1495 | threadStats[4]++; |
---|
1496 | #ifdef COIN_DEVELOP |
---|
1497 | printf("thread %d code now -1\n",iThread); |
---|
1498 | #endif |
---|
1499 | continue; |
---|
1500 | } else { |
---|
1501 | #ifdef COIN_DEVELOP |
---|
1502 | printf("no threads at code 0 \n"); |
---|
1503 | #endif |
---|
1504 | // now check if any have just finished |
---|
1505 | for (iThread=0;iThread<numberThreads_;iThread++) { |
---|
1506 | if (threadId[iThread]) { |
---|
1507 | if (threadInfo[iThread].returnCode==1) |
---|
1508 | break; |
---|
1509 | } |
---|
1510 | } |
---|
1511 | if (iThread<numberThreads_) { |
---|
1512 | unlockThread(); |
---|
1513 | locked = false; |
---|
1514 | threadModel[iThread]->moveToModel(this,1); |
---|
1515 | assert (threadInfo[iThread].returnCode==1); |
---|
1516 | // say available |
---|
1517 | threadInfo[iThread].returnCode=-1; |
---|
1518 | threadStats[4]++; |
---|
1519 | #ifdef COIN_DEVELOP |
---|
1520 | printf("thread %d code now -1\n",iThread); |
---|
1521 | #endif |
---|
1522 | continue; |
---|
1523 | } |
---|
1524 | } |
---|
1525 | if (!tree_->empty()) { |
---|
1526 | #ifdef COIN_DEVELOP |
---|
1527 | printf("tree not empty!!!!!!\n"); |
---|
1528 | #endif |
---|
1529 | continue; |
---|
1530 | } |
---|
1531 | for (iThread=0;iThread<numberThreads_;iThread++) { |
---|
1532 | if (threadId[iThread]) { |
---|
1533 | if (threadInfo[iThread].returnCode!=-1) { |
---|
1534 | printf("bad end of tree\n"); |
---|
1535 | abort(); |
---|
1536 | } |
---|
1537 | } |
---|
1538 | } |
---|
1539 | #ifdef COIN_DEVELOP |
---|
1540 | printf("finished ************\n"); |
---|
1541 | #endif |
---|
1542 | } |
---|
1543 | unlockThread(); |
---|
1544 | locked=false; // not needed as break |
---|
1545 | #endif |
---|
1546 | break; |
---|
1547 | } |
---|
1548 | #ifdef CBC_THREAD |
---|
1549 | unlockThread(); |
---|
1550 | locked = false; |
---|
1551 | #endif |
---|
1552 | /* |
---|
1553 | Check for abort on limits: node count, solution count, time, integrality gap. |
---|
1554 | */ |
---|
1555 | totalTime = getCurrentSeconds() ; |
---|
1556 | double maxSeconds = getMaximumSeconds(); |
---|
1557 | if (parentModel_) |
---|
1558 | maxSeconds=CoinMin(maxSeconds,parentModel_->getMaximumSeconds()); |
---|
1559 | if (!(numberNodes_ < intParam_[CbcMaxNumNode] && |
---|
1560 | numberSolutions_ < intParam_[CbcMaxNumSol] && |
---|
1561 | totalTime < maxSeconds && |
---|
1562 | !stoppedOnGap_&&!eventHappened_)) { |
---|
1563 | // out of loop |
---|
1564 | break; |
---|
1565 | } |
---|
1566 | #ifdef BONMIN |
---|
1567 | assert(!solverCharacteristics_->solutionAddsCuts() || solverCharacteristics_->mipFeasible()); |
---|
1568 | #endif |
---|
1569 | if (cutoff > getCutoff()) { |
---|
1570 | double newCutoff = getCutoff(); |
---|
1571 | if (analyzeResults_) { |
---|
1572 | // see if we could fix any (more) |
---|
1573 | int n=0; |
---|
1574 | double * newLower = analyzeResults_; |
---|
1575 | double * objLower = newLower+numberIntegers_; |
---|
1576 | double * newUpper = objLower+numberIntegers_; |
---|
1577 | double * objUpper = newUpper+numberIntegers_; |
---|
1578 | for (int i=0;i<numberIntegers_;i++) { |
---|
1579 | if (objLower[i]>newCutoff) { |
---|
1580 | n++; |
---|
1581 | if (objUpper[i]>newCutoff) { |
---|
1582 | newCutoff = -COIN_DBL_MAX; |
---|
1583 | break; |
---|
1584 | } |
---|
1585 | } else if (objUpper[i]>newCutoff) { |
---|
1586 | n++; |
---|
1587 | } |
---|
1588 | } |
---|
1589 | if (newCutoff==-COIN_DBL_MAX) { |
---|
1590 | printf("Root analysis says finished\n"); |
---|
1591 | } else if (n>numberFixedNow_) { |
---|
1592 | printf("%d more fixed by analysis - now %d\n",n-numberFixedNow_,n); |
---|
1593 | numberFixedNow_=n; |
---|
1594 | } |
---|
1595 | } |
---|
1596 | if (eventHandler) { |
---|
1597 | if (!eventHandler->event(CbcEventHandler::solution)) { |
---|
1598 | eventHappened_=true; // exit |
---|
1599 | } |
---|
1600 | } |
---|
1601 | lockThread(); |
---|
1602 | // Do from deepest |
---|
1603 | tree_->cleanTree(this, newCutoff,bestPossibleObjective_) ; |
---|
1604 | nodeCompare_->newSolution(this) ; |
---|
1605 | nodeCompare_->newSolution(this,continuousObjective_, |
---|
1606 | continuousInfeasibilities_) ; |
---|
1607 | tree_->setComparison(*nodeCompare_) ; |
---|
1608 | if (tree_->empty()) { |
---|
1609 | unlockThread(); |
---|
1610 | // For threads we need to check further |
---|
1611 | //break; // finished |
---|
1612 | continue; |
---|
1613 | } |
---|
1614 | unlockThread(); |
---|
1615 | } |
---|
1616 | cutoff = getCutoff() ; |
---|
1617 | /* |
---|
1618 | Periodic activities: Opportunities to |
---|
1619 | + tweak the nodeCompare criteria, |
---|
1620 | + check if we've closed the integrality gap enough to quit, |
---|
1621 | + print a summary line to let the user know we're working |
---|
1622 | */ |
---|
1623 | if ((numberNodes_%1000) == 0) { |
---|
1624 | lockThread(); |
---|
1625 | bool redoTree=nodeCompare_->every1000Nodes(this, numberNodes_) ; |
---|
1626 | #ifdef CHECK_CUT_SIZE |
---|
1627 | verifyCutSize (tree_, *this); |
---|
1628 | #endif |
---|
1629 | // redo tree if wanted |
---|
1630 | if (redoTree) |
---|
1631 | tree_->setComparison(*nodeCompare_) ; |
---|
1632 | unlockThread(); |
---|
1633 | } |
---|
1634 | if (saveCompare&&!hotstartSolution_) { |
---|
1635 | // hotstart switched off |
---|
1636 | delete nodeCompare_; // off depth first |
---|
1637 | nodeCompare_=saveCompare; |
---|
1638 | saveCompare=NULL; |
---|
1639 | // redo tree |
---|
1640 | lockThread(); |
---|
1641 | tree_->setComparison(*nodeCompare_) ; |
---|
1642 | unlockThread(); |
---|
1643 | } |
---|
1644 | if ((numberNodes_%printFrequency_) == 0) { |
---|
1645 | lockThread(); |
---|
1646 | int nNodes = tree_->size() ; |
---|
1647 | |
---|
1648 | //MODIF PIERRE |
---|
1649 | bestPossibleObjective_ = tree_->getBestPossibleObjective(); |
---|
1650 | unlockThread(); |
---|
1651 | if (!intParam_[CbcPrinting]) { |
---|
1652 | messageHandler()->message(CBC_STATUS,messages()) |
---|
1653 | << numberNodes_<< nNodes<< bestObjective_<< bestPossibleObjective_ |
---|
1654 | <<getCurrentSeconds() |
---|
1655 | << CoinMessageEol ; |
---|
1656 | } else { |
---|
1657 | messageHandler()->message(CBC_STATUS2,messages()) |
---|
1658 | << numberNodes_<< nNodes<< bestObjective_<< bestPossibleObjective_ |
---|
1659 | <<lastDepth<<lastUnsatisfied<<numberIterations_ |
---|
1660 | <<getCurrentSeconds() |
---|
1661 | << CoinMessageEol ; |
---|
1662 | } |
---|
1663 | if (!eventHandler->event(CbcEventHandler::treeStatus)) { |
---|
1664 | eventHappened_=true; // exit |
---|
1665 | } |
---|
1666 | } |
---|
1667 | // If no solution but many nodes - signal change in strategy |
---|
1668 | if (numberNodes_>2*numberObjects_+1000&&stateOfSearch_!=2) |
---|
1669 | stateOfSearch_=3; |
---|
1670 | // See if can stop on gap |
---|
1671 | double testGap = CoinMax(dblParam_[CbcAllowableGap], |
---|
1672 | CoinMax(fabs(bestObjective_),fabs(bestPossibleObjective_)) |
---|
1673 | *dblParam_[CbcAllowableFractionGap]); |
---|
1674 | if (bestObjective_-bestPossibleObjective_ < testGap && getCutoffIncrement()>=0.0) { |
---|
1675 | stoppedOnGap_ = true ; |
---|
1676 | } |
---|
1677 | |
---|
1678 | # ifdef CHECK_NODE_FULL |
---|
1679 | verifyTreeNodes(tree_,*this) ; |
---|
1680 | # endif |
---|
1681 | # ifdef CHECK_CUT_COUNTS |
---|
1682 | verifyCutCounts(tree_,*this) ; |
---|
1683 | # endif |
---|
1684 | /* |
---|
1685 | Now we come to the meat of the loop. To create the active subproblem, we'll |
---|
1686 | pop the most promising node in the live set, rebuild the subproblem it |
---|
1687 | represents, and then execute the current arm of the branch to create the |
---|
1688 | active subproblem. |
---|
1689 | */ |
---|
1690 | CbcNode *node = tree_->bestNode(cutoff) ; |
---|
1691 | // Possible one on tree worse than cutoff |
---|
1692 | if (!node) |
---|
1693 | continue; |
---|
1694 | #ifndef CBC_THREAD |
---|
1695 | int currentNumberCuts = 0 ; |
---|
1696 | currentNode_=node; // so can be accessed elsewhere |
---|
1697 | #ifdef CBC_DEBUG |
---|
1698 | printf("%d unsat, way %d, obj %g est %g\n", |
---|
1699 | node->numberUnsatisfied(),node->way(),node->objectiveValue(), |
---|
1700 | node->guessedObjectiveValue()); |
---|
1701 | #endif |
---|
1702 | #if NEW_UPDATE_OBJECT==0 |
---|
1703 | // Save clone in branching decision |
---|
1704 | if(branchingMethod_) |
---|
1705 | branchingMethod_->saveBranchingObject(node->modifiableBranchingObject()); |
---|
1706 | #endif |
---|
1707 | // Say not on optimal path |
---|
1708 | bool onOptimalPath=false; |
---|
1709 | # ifdef CHECK_NODE |
---|
1710 | printf("Node %x popped from tree - %d left, %d count\n",node, |
---|
1711 | node->nodeInfo()->numberBranchesLeft(), |
---|
1712 | node->nodeInfo()->numberPointingToThis()) ; |
---|
1713 | printf("\tdepth = %d, z = %g, unsat = %d, var = %d.\n", |
---|
1714 | node->depth(),node->objectiveValue(), |
---|
1715 | node->numberUnsatisfied(), |
---|
1716 | node->columnNumber()) ; |
---|
1717 | # endif |
---|
1718 | lastDepth=node->depth(); |
---|
1719 | lastUnsatisfied=node->numberUnsatisfied(); |
---|
1720 | |
---|
1721 | /* |
---|
1722 | Rebuild the subproblem for this node: Call addCuts() to adjust the model |
---|
1723 | to recreate the subproblem for this node (set proper variable bounds, add |
---|
1724 | cuts, create a basis). This may result in the problem being fathomed by |
---|
1725 | bound or infeasibility. Returns 1 if node is fathomed. |
---|
1726 | Execute the current arm of the branch: If the problem survives, save the |
---|
1727 | resulting variable bounds and call branch() to modify variable bounds |
---|
1728 | according to the current arm of the branching object. If we're processing |
---|
1729 | the final arm of the branching object, flag the node for removal from the |
---|
1730 | live set. |
---|
1731 | */ |
---|
1732 | CbcNodeInfo * nodeInfo = node->nodeInfo() ; |
---|
1733 | newNode = NULL ; |
---|
1734 | int branchesLeft=0; |
---|
1735 | if (!addCuts(node,lastws,numberFixedNow_>numberFixedAtRoot_)) |
---|
1736 | { int i ; |
---|
1737 | const double * lower = getColLower() ; |
---|
1738 | const double * upper = getColUpper() ; |
---|
1739 | for (i = 0 ; i < numberColumns ; i++) |
---|
1740 | { lowerBefore[i]= lower[i] ; |
---|
1741 | upperBefore[i]= upper[i] ; } |
---|
1742 | if ((solverCharacteristics_->extraCharacteristics()&2)!=0) { |
---|
1743 | solverCharacteristics_->setBeforeLower(lowerBefore); |
---|
1744 | solverCharacteristics_->setBeforeUpper(upperBefore); |
---|
1745 | } |
---|
1746 | if (messageHandler()->logLevel()>2) |
---|
1747 | node->modifiableBranchingObject()->print(); |
---|
1748 | if (!useOsiBranching) |
---|
1749 | branchesLeft = node->branch(NULL); // old way |
---|
1750 | else |
---|
1751 | branchesLeft = node->branch(solver_); // new way |
---|
1752 | if (branchesLeft) { |
---|
1753 | // set nodenumber correctly |
---|
1754 | node->nodeInfo()->setNodeNumber(numberNodes2_); |
---|
1755 | tree_->push(node) ; |
---|
1756 | if (statistics_) { |
---|
1757 | if (numberNodes2_==maximumStatistics_) { |
---|
1758 | maximumStatistics_ = 2*maximumStatistics_; |
---|
1759 | CbcStatistics ** temp = new CbcStatistics * [maximumStatistics_]; |
---|
1760 | memset(temp,0,maximumStatistics_*sizeof(CbcStatistics *)); |
---|
1761 | memcpy(temp,statistics_,numberNodes2_*sizeof(CbcStatistics *)); |
---|
1762 | delete [] statistics_; |
---|
1763 | statistics_=temp; |
---|
1764 | } |
---|
1765 | assert (!statistics_[numberNodes2_]); |
---|
1766 | statistics_[numberNodes2_]=new CbcStatistics(node); |
---|
1767 | } |
---|
1768 | numberNodes2_++; |
---|
1769 | //nodeOnTree=true; // back on tree |
---|
1770 | //deleteNode = false ; |
---|
1771 | # ifdef CHECK_NODE |
---|
1772 | printf("Node %x pushed back on tree - %d left, %d count\n",node, |
---|
1773 | nodeInfo->numberBranchesLeft(), |
---|
1774 | nodeInfo->numberPointingToThis()) ; |
---|
1775 | # endif |
---|
1776 | } else { |
---|
1777 | //deleteNode = true ; |
---|
1778 | if (!nodeInfo->numberBranchesLeft()) |
---|
1779 | nodeInfo->allBranchesGone(); // can clean up |
---|
1780 | } |
---|
1781 | if ((specialOptions_&1)!=0) { |
---|
1782 | /* |
---|
1783 | This doesn't work as intended --- getRowCutDebugger will return null |
---|
1784 | unless the current feasible solution region includes the optimal solution |
---|
1785 | that RowCutDebugger knows. There's no way to tell inactive from off the |
---|
1786 | optimal path. |
---|
1787 | */ |
---|
1788 | const OsiRowCutDebugger *debugger = solver_->getRowCutDebugger() ; |
---|
1789 | if (debugger) { |
---|
1790 | onOptimalPath=true; |
---|
1791 | printf("On optimal path\n") ; |
---|
1792 | } |
---|
1793 | } |
---|
1794 | |
---|
1795 | /* |
---|
1796 | Reoptimize, possibly generating cuts and/or using heuristics to find |
---|
1797 | solutions. Cut reference counts are unaffected unless we lose feasibility, |
---|
1798 | in which case solveWithCuts() will make the adjustment. |
---|
1799 | */ |
---|
1800 | phase_=2; |
---|
1801 | cuts = OsiCuts() ; |
---|
1802 | currentNumberCuts = solver_->getNumRows()-numberRowsAtContinuous_ ; |
---|
1803 | int saveNumber = numberIterations_; |
---|
1804 | if(solverCharacteristics_->solutionAddsCuts()) { |
---|
1805 | int returnCode=resolve(node ? node->nodeInfo() : NULL,1); |
---|
1806 | feasible = returnCode != 0; |
---|
1807 | if (feasible) { |
---|
1808 | int iObject ; |
---|
1809 | int preferredWay ; |
---|
1810 | int numberUnsatisfied = 0 ; |
---|
1811 | memcpy(currentSolution_,solver_->getColSolution(), |
---|
1812 | numberColumns*sizeof(double)) ; |
---|
1813 | // point to useful information |
---|
1814 | OsiBranchingInformation usefulInfo=usefulInformation(); |
---|
1815 | |
---|
1816 | for (iObject = 0 ; iObject < numberObjects_ ; iObject++) { |
---|
1817 | double infeasibility = |
---|
1818 | object_[iObject]->infeasibility(&usefulInfo,preferredWay) ; |
---|
1819 | if (infeasibility ) numberUnsatisfied++ ; |
---|
1820 | } |
---|
1821 | if (returnCode>0) { |
---|
1822 | if (numberUnsatisfied) { |
---|
1823 | feasible = solveWithCuts(cuts,maximumCutPasses_,node); |
---|
1824 | } else { |
---|
1825 | // may generate cuts and turn the solution |
---|
1826 | //to an infeasible one |
---|
1827 | feasible = solveWithCuts(cuts, 1, |
---|
1828 | node); |
---|
1829 | #if 0 |
---|
1830 | currentNumberCuts_ = cuts.sizeRowCuts(); |
---|
1831 | if (currentNumberCuts_ >= maximumNumberCuts_) { |
---|
1832 | maximumNumberCuts_ = currentNumberCuts; |
---|
1833 | delete [] addedCuts_; |
---|
1834 | addedCuts_ = new CbcCountRowCut * [maximumNumberCuts_]; |
---|
1835 | } |
---|
1836 | #endif |
---|
1837 | } |
---|
1838 | } |
---|
1839 | // check extra info on feasibility |
---|
1840 | if (!solverCharacteristics_->mipFeasible()) { |
---|
1841 | feasible = false; |
---|
1842 | solverCharacteristics_->setMipBound(-COIN_DBL_MAX); |
---|
1843 | } |
---|
1844 | } |
---|
1845 | } else { |
---|
1846 | // normal |
---|
1847 | //int zzzzzz=0; |
---|
1848 | //if (zzzzzz) |
---|
1849 | //solver_->writeMps("before"); |
---|
1850 | feasible = solveWithCuts(cuts,maximumCutPasses_,node); |
---|
1851 | } |
---|
1852 | if ((specialOptions_&1)!=0&&onOptimalPath) { |
---|
1853 | if (!solver_->getRowCutDebugger()) { |
---|
1854 | // dj fix did something??? |
---|
1855 | solver_->writeMps("infeas2"); |
---|
1856 | assert (solver_->getRowCutDebugger()) ; |
---|
1857 | } |
---|
1858 | } |
---|
1859 | if (statistics_) { |
---|
1860 | assert (numberNodes2_); |
---|
1861 | assert (statistics_[numberNodes2_-1]); |
---|
1862 | assert (statistics_[numberNodes2_-1]->node()==numberNodes2_-1); |
---|
1863 | statistics_[numberNodes2_-1]->endOfBranch(numberIterations_-saveNumber, |
---|
1864 | feasible ? solver_->getObjValue() |
---|
1865 | : COIN_DBL_MAX); |
---|
1866 | } |
---|
1867 | /* |
---|
1868 | Are we still feasible? If so, create a node and do the work to attach a |
---|
1869 | branching object, reoptimising as needed if chooseBranch() identifies |
---|
1870 | monotone objects. |
---|
1871 | |
---|
1872 | Finally, attach a partial nodeInfo object and store away any cuts that we |
---|
1873 | created back in solveWithCuts. addCuts() will initialise the reference |
---|
1874 | counts for these new cuts. |
---|
1875 | |
---|
1876 | This next test can be problematic if we've discovered an |
---|
1877 | alternate equivalent answer and subsequently fathom the solution |
---|
1878 | known to the row cut debugger due to bounds. |
---|
1879 | */ |
---|
1880 | if (onOptimalPath) { |
---|
1881 | bool objLim = solver_->isDualObjectiveLimitReached() ; |
---|
1882 | if (!feasible && !objLim) { |
---|
1883 | printf("infeas2\n"); |
---|
1884 | solver_->writeMps("infeas"); |
---|
1885 | CoinWarmStartBasis *slack = |
---|
1886 | dynamic_cast<CoinWarmStartBasis *>(solver_->getEmptyWarmStart()) ; |
---|
1887 | solver_->setWarmStart(slack); |
---|
1888 | delete slack ; |
---|
1889 | solver_->setHintParam(OsiDoReducePrint,false,OsiHintDo,0) ; |
---|
1890 | solver_->initialSolve(); |
---|
1891 | assert (!solver_->isProvenOptimal()); |
---|
1892 | } |
---|
1893 | assert (feasible || objLim); |
---|
1894 | } |
---|
1895 | bool checkingNode=false; |
---|
1896 | if (feasible) { |
---|
1897 | newNode = new CbcNode ;//Regular node of the tree |
---|
1898 | // Set objective value (not so obvious if NLP etc) |
---|
1899 | setObjectiveValue(newNode,node); |
---|
1900 | anyAction =-1 ; |
---|
1901 | resolved = false ; |
---|
1902 | if (newNode->objectiveValue() >= getCutoff()) |
---|
1903 | anyAction=-2; |
---|
1904 | // only allow at most a few passes |
---|
1905 | int numberPassesLeft=5; |
---|
1906 | checkingNode=true; |
---|
1907 | OsiSolverBranch * branches=NULL; |
---|
1908 | // point to useful information |
---|
1909 | anyAction = chooseBranch(newNode, numberPassesLeft,node, cuts,resolved, |
---|
1910 | lastws, lowerBefore, upperBefore, branches); |
---|
1911 | /* |
---|
1912 | If we end up infeasible, we can delete the new node immediately. Since this |
---|
1913 | node won't be needing the cuts we collected, decrement the reference counts. |
---|
1914 | If we are feasible, then we'll be placing this node into the live set, so |
---|
1915 | increment the reference count in the current (parent) nodeInfo. |
---|
1916 | */ |
---|
1917 | if (anyAction == -2) |
---|
1918 | { delete newNode ; |
---|
1919 | newNode = NULL ; |
---|
1920 | // say strong doing well |
---|
1921 | if (checkingNode) |
---|
1922 | setSpecialOptions(specialOptions_|8); |
---|
1923 | for (i = 0 ; i < currentNumberCuts_ ; i++) |
---|
1924 | { if (addedCuts_[i]) |
---|
1925 | { if (!addedCuts_[i]->decrement(1)) |
---|
1926 | delete addedCuts_[i] ; } } } |
---|
1927 | else |
---|
1928 | { nodeInfo->increment() ; |
---|
1929 | if ((numberNodes_%20)==0) { |
---|
1930 | // say strong not doing as well |
---|
1931 | setSpecialOptions(specialOptions_&~8); |
---|
1932 | } |
---|
1933 | } |
---|
1934 | } |
---|
1935 | /* |
---|
1936 | At this point, there are three possibilities: |
---|
1937 | * newNode is live and will require further branching to resolve |
---|
1938 | (variable() >= 0). Increment the cut reference counts by |
---|
1939 | numberBranches() to allow for use by children of this node, and |
---|
1940 | decrement by 1 because we've executed one arm of the branch of our |
---|
1941 | parent (consuming one reference). Before we push newNode onto the |
---|
1942 | search tree, try for a heuristic solution. |
---|
1943 | * We have a solution, in which case newNode is non-null but we have no |
---|
1944 | branching variable. Decrement the cut counts and save the solution. |
---|
1945 | * The node was found to be infeasible, in which case it's already been |
---|
1946 | deleted, and newNode is null. |
---|
1947 | */ |
---|
1948 | if (!eventHandler->event(CbcEventHandler::node)) { |
---|
1949 | eventHappened_=true; // exit |
---|
1950 | } |
---|
1951 | assert (!newNode || newNode->objectiveValue() <= getCutoff()) ; |
---|
1952 | if (statistics_) { |
---|
1953 | assert (numberNodes2_); |
---|
1954 | assert (statistics_[numberNodes2_-1]); |
---|
1955 | assert (statistics_[numberNodes2_-1]->node()==numberNodes2_-1); |
---|
1956 | if (newNode) |
---|
1957 | statistics_[numberNodes2_-1]->updateInfeasibility(newNode->numberUnsatisfied()); |
---|
1958 | else |
---|
1959 | statistics_[numberNodes2_-1]->sayInfeasible(); |
---|
1960 | } |
---|
1961 | if (newNode) { |
---|
1962 | if (newNode->branchingObject() == NULL&&solverCharacteristics_->solverType()==4) { |
---|
1963 | // need to check if any cuts would do anything |
---|
1964 | OsiCuts theseCuts; |
---|
1965 | // reset probing info |
---|
1966 | if (probingInfo_) |
---|
1967 | probingInfo_->initializeFixing(); |
---|
1968 | for (int i = 0;i<numberCutGenerators_;i++) { |
---|
1969 | bool generate = generator_[i]->normal(); |
---|
1970 | // skip if not optimal and should be (maybe a cut generator has fixed variables) |
---|
1971 | if (generator_[i]->needsOptimalBasis()&&!solver_->basisIsAvailable()) |
---|
1972 | generate=false; |
---|
1973 | if (!generator_[i]->mustCallAgain()) |
---|
1974 | generate=false; // only special cuts |
---|
1975 | if (generate) { |
---|
1976 | generator_[i]->generateCuts(theseCuts,true,solver_,NULL) ; |
---|
1977 | int numberRowCutsAfter = theseCuts.sizeRowCuts() ; |
---|
1978 | if (numberRowCutsAfter) { |
---|
1979 | // need dummy branch |
---|
1980 | newNode->setBranchingObject(new CbcDummyBranchingObject(this)); |
---|
1981 | newNode->nodeInfo()->initializeInfo(1); |
---|
1982 | break; |
---|
1983 | } |
---|
1984 | } |
---|
1985 | } |
---|
1986 | } |
---|
1987 | if (newNode->branchingObject()) |
---|
1988 | { handler_->message(CBC_BRANCH,messages_) |
---|
1989 | << numberNodes_<< newNode->objectiveValue() |
---|
1990 | << newNode->numberUnsatisfied()<< newNode->depth() |
---|
1991 | << CoinMessageEol ; |
---|
1992 | // Increment cut counts (taking off current) |
---|
1993 | int numberLeft = newNode->numberBranches() ; |
---|
1994 | for (i = 0;i < currentNumberCuts_;i++) |
---|
1995 | { if (addedCuts_[i]) |
---|
1996 | { |
---|
1997 | # ifdef CHECK_CUT_COUNTS |
---|
1998 | printf("Count on cut %x increased by %d\n",addedCuts_[i], |
---|
1999 | numberLeft-1) ; |
---|
2000 | # endif |
---|
2001 | addedCuts_[i]->increment(numberLeft-1) ; } } |
---|
2002 | |
---|
2003 | double estValue = newNode->guessedObjectiveValue() ; |
---|
2004 | int found = -1 ; |
---|
2005 | // no - overhead on small problems solver_->resolve() ; // double check current optimal |
---|
2006 | // assert (!solver_->getIterationCount()); |
---|
2007 | double * newSolution = new double [numberColumns] ; |
---|
2008 | double heurValue = getCutoff() ; |
---|
2009 | int iHeur ; |
---|
2010 | for (iHeur = 0 ; iHeur < numberHeuristics_ ; iHeur++) |
---|
2011 | { double saveValue = heurValue ; |
---|
2012 | int ifSol = heuristic_[iHeur]->solution(heurValue,newSolution) ; |
---|
2013 | if (ifSol > 0) { |
---|
2014 | // new solution found |
---|
2015 | found = iHeur ; |
---|
2016 | incrementUsed(newSolution); |
---|
2017 | } |
---|
2018 | else |
---|
2019 | if (ifSol < 0) // just returning an estimate |
---|
2020 | { estValue = CoinMin(heurValue,estValue) ; |
---|
2021 | heurValue = saveValue ; } } |
---|
2022 | if (found >= 0) { |
---|
2023 | lastHeuristic_ = heuristic_[found]; |
---|
2024 | setBestSolution(CBC_ROUNDING,heurValue,newSolution) ; |
---|
2025 | } |
---|
2026 | delete [] newSolution ; |
---|
2027 | newNode->setGuessedObjectiveValue(estValue) ; |
---|
2028 | tree_->push(newNode) ; |
---|
2029 | if (statistics_) { |
---|
2030 | if (numberNodes2_==maximumStatistics_) { |
---|
2031 | maximumStatistics_ = 2*maximumStatistics_; |
---|
2032 | CbcStatistics ** temp = new CbcStatistics * [maximumStatistics_]; |
---|
2033 | memset(temp,0,maximumStatistics_*sizeof(CbcStatistics *)); |
---|
2034 | memcpy(temp,statistics_,numberNodes2_*sizeof(CbcStatistics *)); |
---|
2035 | delete [] statistics_; |
---|
2036 | statistics_=temp; |
---|
2037 | } |
---|
2038 | assert (!statistics_[numberNodes2_]); |
---|
2039 | statistics_[numberNodes2_]=new CbcStatistics(newNode); |
---|
2040 | } |
---|
2041 | numberNodes2_++; |
---|
2042 | # ifdef CHECK_NODE |
---|
2043 | printf("Node %x pushed on tree c\n",newNode) ; |
---|
2044 | # endif |
---|
2045 | } |
---|
2046 | else |
---|
2047 | { |
---|
2048 | if(solverCharacteristics_ && //we may be in a non standard bab |
---|
2049 | solverCharacteristics_->solutionAddsCuts()// we are in some kind of OA based bab. |
---|
2050 | ) |
---|
2051 | { |
---|
2052 | std::cerr<<"You should never get here"<<std::endl; |
---|
2053 | throw CoinError("Nodes should not be fathomed on integer infeasibility in this setting", |
---|
2054 | "branchAndBound","CbcModel") ; |
---|
2055 | } |
---|
2056 | for (i = 0 ; i < currentNumberCuts_ ; i++) |
---|
2057 | { if (addedCuts_[i]) |
---|
2058 | { if (!addedCuts_[i]->decrement(1)) |
---|
2059 | delete addedCuts_[i] ; } } |
---|
2060 | double objectiveValue = newNode->objectiveValue(); |
---|
2061 | setBestSolution(CBC_SOLUTION,objectiveValue, |
---|
2062 | solver_->getColSolution()) ; |
---|
2063 | lastHeuristic_ = NULL; |
---|
2064 | incrementUsed(solver_->getColSolution()); |
---|
2065 | //assert(nodeInfo->numberPointingToThis() <= 2) ; |
---|
2066 | // avoid accidental pruning, if newNode was final branch arm |
---|
2067 | nodeInfo->increment(); |
---|
2068 | delete newNode ; |
---|
2069 | nodeInfo->decrement() ; } } |
---|
2070 | /* |
---|
2071 | This node has been completely expanded and can be removed from the live |
---|
2072 | set. |
---|
2073 | */ |
---|
2074 | if (branchesLeft) |
---|
2075 | { |
---|
2076 | } |
---|
2077 | else |
---|
2078 | { |
---|
2079 | if (!nodeInfo->numberBranchesLeft()) |
---|
2080 | nodeInfo->allBranchesGone(); // can clean up |
---|
2081 | delete node ; } |
---|
2082 | } else { |
---|
2083 | // add cuts found to be infeasible (on bound)! |
---|
2084 | abort(); |
---|
2085 | delete node; |
---|
2086 | } |
---|
2087 | /* |
---|
2088 | Delete cuts to get back to the original system. |
---|
2089 | |
---|
2090 | I'm thinking this is redundant --- the call to addCuts that conditions entry |
---|
2091 | to this code block also performs this action. |
---|
2092 | */ |
---|
2093 | int numberToDelete = getNumRows()-numberRowsAtContinuous_ ; |
---|
2094 | if (numberToDelete) |
---|
2095 | { int * delRows = new int[numberToDelete] ; |
---|
2096 | int i ; |
---|
2097 | for (i = 0 ; i < numberToDelete ; i++) |
---|
2098 | { delRows[i] = i+numberRowsAtContinuous_ ; } |
---|
2099 | solver_->deleteRows(numberToDelete,delRows) ; |
---|
2100 | delete [] delRows ; } |
---|
2101 | #else // end of not CBC_THREAD |
---|
2102 | if (!numberThreads_) { |
---|
2103 | doOneNode(this,node,createdNode); |
---|
2104 | } else { |
---|
2105 | threadStats[0]++; |
---|
2106 | //need to think |
---|
2107 | int iThread; |
---|
2108 | // Start one off if any available |
---|
2109 | for (iThread=0;iThread<numberThreads_;iThread++) { |
---|
2110 | if (threadInfo[iThread].returnCode==-1) |
---|
2111 | break; |
---|
2112 | } |
---|
2113 | if (iThread<numberThreads_) { |
---|
2114 | threadInfo[iThread].node=node; |
---|
2115 | assert (threadInfo[iThread].returnCode==-1); |
---|
2116 | // say in use |
---|
2117 | threadInfo[iThread].returnCode=0; |
---|
2118 | threadModel[iThread]->moveToModel(this,0); |
---|
2119 | pthread_cond_signal(threadInfo[iThread].condition2); // unlock |
---|
2120 | threadCount[iThread]++; |
---|
2121 | } |
---|
2122 | lockThread(); |
---|
2123 | locked=true; |
---|
2124 | // see if any finished |
---|
2125 | for (iThread=0;iThread<numberThreads_;iThread++) { |
---|
2126 | if (threadInfo[iThread].returnCode>0) |
---|
2127 | break; |
---|
2128 | } |
---|
2129 | unlockThread(); |
---|
2130 | locked=false; |
---|
2131 | if (iThread<numberThreads_) { |
---|
2132 | threadModel[iThread]->moveToModel(this,1); |
---|
2133 | assert (threadInfo[iThread].returnCode==1); |
---|
2134 | // say available |
---|
2135 | threadInfo[iThread].returnCode=-1; |
---|
2136 | // carry on |
---|
2137 | threadStats[3]++; |
---|
2138 | } else { |
---|
2139 | // Start one off if any available |
---|
2140 | for (iThread=0;iThread<numberThreads_;iThread++) { |
---|
2141 | if (threadInfo[iThread].returnCode==-1) |
---|
2142 | break; |
---|
2143 | } |
---|
2144 | if (iThread<numberThreads_) { |
---|
2145 | lockThread(); |
---|
2146 | locked=true; |
---|
2147 | // If any on tree get |
---|
2148 | if (!tree_->empty()) { |
---|
2149 | //node = tree_->bestNode(cutoff) ; |
---|
2150 | //assert (node); |
---|
2151 | threadStats[1]++; |
---|
2152 | continue; // ** get another node |
---|
2153 | } |
---|
2154 | unlockThread(); |
---|
2155 | locked=false; |
---|
2156 | } |
---|
2157 | // wait (for debug could sleep and use test) |
---|
2158 | bool finished=false; |
---|
2159 | while (!finished) { |
---|
2160 | pthread_mutex_lock(&condition_mutex); |
---|
2161 | struct timespec absTime; |
---|
2162 | clock_gettime(CLOCK_REALTIME,&absTime); |
---|
2163 | double time = absTime.tv_sec+1.0e-9*absTime.tv_nsec; |
---|
2164 | absTime.tv_nsec += 1000000; // millisecond |
---|
2165 | if (absTime.tv_nsec>=1000000000) { |
---|
2166 | absTime.tv_nsec -= 1000000000; |
---|
2167 | absTime.tv_sec++; |
---|
2168 | } |
---|
2169 | pthread_cond_timedwait(&condition_main,&condition_mutex,&absTime); |
---|
2170 | clock_gettime(CLOCK_REALTIME,&absTime); |
---|
2171 | double time2 = absTime.tv_sec+1.0e-9*absTime.tv_nsec; |
---|
2172 | timeWaiting += time2-time; |
---|
2173 | pthread_mutex_unlock(&condition_mutex); |
---|
2174 | for (iThread=0;iThread<numberThreads_;iThread++) { |
---|
2175 | if (threadInfo[iThread].returnCode>0) { |
---|
2176 | finished=true; |
---|
2177 | break; |
---|
2178 | } else if (threadInfo[iThread].returnCode==0) { |
---|
2179 | pthread_cond_signal(threadInfo[iThread].condition2); // unlock |
---|
2180 | } |
---|
2181 | } |
---|
2182 | } |
---|
2183 | assert (iThread<numberThreads_); |
---|
2184 | threadModel[iThread]->moveToModel(this,1); |
---|
2185 | node = threadInfo[iThread].node; |
---|
2186 | threadInfo[iThread].node=NULL; |
---|
2187 | assert (threadInfo[iThread].returnCode==1); |
---|
2188 | // say available |
---|
2189 | threadInfo[iThread].returnCode=-1; |
---|
2190 | // carry on |
---|
2191 | threadStats[2]++; |
---|
2192 | } |
---|
2193 | } |
---|
2194 | //lastDepth=node->depth(); |
---|
2195 | //lastUnsatisfied=node->numberUnsatisfied(); |
---|
2196 | #endif // end of CBC_THREAD |
---|
2197 | } |
---|
2198 | #ifdef CBC_THREAD |
---|
2199 | if (numberThreads_) { |
---|
2200 | //printf("stats "); |
---|
2201 | //for (unsigned int j=0;j<sizeof(threadStats)/sizeof(int);j++) |
---|
2202 | //printf("%d ",threadStats[j]); |
---|
2203 | //printf("\n"); |
---|
2204 | int i; |
---|
2205 | // Seems to be bug in CoinCpu on Linux - does threads as well despite documentation |
---|
2206 | double time=0.0; |
---|
2207 | for (i=0;i<numberThreads_;i++) |
---|
2208 | time += threadInfo[i].timeInThread; |
---|
2209 | bool goodTimer = time<(getCurrentSeconds()); |
---|
2210 | //bool stopped = (!(numberNodes_ < intParam_[CbcMaxNumNode] && |
---|
2211 | // numberSolutions_ < intParam_[CbcMaxNumSol] && |
---|
2212 | // totalTime < dblParam_[CbcMaximumSeconds] && |
---|
2213 | // !stoppedOnGap_&&!eventHappened_)); |
---|
2214 | for (i=0;i<numberThreads_;i++) { |
---|
2215 | while (threadInfo[i].returnCode==0) { |
---|
2216 | pthread_cond_signal(threadInfo[i].condition2); // unlock |
---|
2217 | pthread_mutex_lock(&condition_mutex); |
---|
2218 | struct timespec absTime; |
---|
2219 | clock_gettime(CLOCK_REALTIME,&absTime); |
---|
2220 | absTime.tv_nsec += 1000000; // millisecond |
---|
2221 | if (absTime.tv_nsec>=1000000000) { |
---|
2222 | absTime.tv_nsec -= 1000000000; |
---|
2223 | absTime.tv_sec++; |
---|
2224 | } |
---|
2225 | pthread_cond_timedwait(&condition_main,&condition_mutex,&absTime); |
---|
2226 | clock_gettime(CLOCK_REALTIME,&absTime); |
---|
2227 | pthread_mutex_unlock(&condition_mutex); |
---|
2228 | } |
---|
2229 | pthread_cond_signal(threadInfo[i].condition2); // unlock |
---|
2230 | pthread_mutex_lock(&condition_mutex); // not sure necessary but have had one hang on interrupt |
---|
2231 | threadModel[i]->numberThreads_=0; // say exit |
---|
2232 | threadInfo[i].returnCode=0; |
---|
2233 | pthread_mutex_unlock(&condition_mutex); |
---|
2234 | pthread_cond_signal(threadInfo[i].condition2); // unlock |
---|
2235 | //if (!stopped) |
---|
2236 | //pthread_join(threadId[i],NULL); |
---|
2237 | int returnCode; |
---|
2238 | returnCode=pthread_join(threadId[i],NULL); |
---|
2239 | assert (!returnCode); |
---|
2240 | //else |
---|
2241 | //pthread_kill(threadId[i]); // kill rather than try and synchronize |
---|
2242 | threadModel[i]->moveToModel(this,2); |
---|
2243 | pthread_mutex_destroy (threadInfo[i].mutex2); |
---|
2244 | pthread_cond_destroy (threadInfo[i].condition2); |
---|
2245 | assert (threadInfo[i].numberTimesLocked==threadInfo[i].numberTimesUnlocked); |
---|
2246 | handler_->message(CBC_THREAD_STATS,messages_) |
---|
2247 | <<"Thread"; |
---|
2248 | handler_->printing(true) |
---|
2249 | <<i<<threadCount[i]<<threadInfo[i].timeWaitingToStart; |
---|
2250 | handler_->printing(goodTimer)<<threadInfo[i].timeInThread; |
---|
2251 | handler_->printing(false)<<0.0; |
---|
2252 | handler_->printing(true)<<threadInfo[i].numberTimesLocked |
---|
2253 | <<threadInfo[i].timeLocked<<threadInfo[i].timeWaitingToLock |
---|
2254 | <<CoinMessageEol; |
---|
2255 | } |
---|
2256 | assert (threadInfo[numberThreads_].numberTimesLocked==threadInfo[numberThreads_].numberTimesUnlocked); |
---|
2257 | handler_->message(CBC_THREAD_STATS,messages_) |
---|
2258 | <<"Main thread"; |
---|
2259 | handler_->printing(false)<<0<<0<<0.0; |
---|
2260 | handler_->printing(false)<<0.0; |
---|
2261 | handler_->printing(true)<<timeWaiting; |
---|
2262 | handler_->printing(true)<<threadInfo[numberThreads_].numberTimesLocked |
---|
2263 | <<threadInfo[numberThreads_].timeLocked<<threadInfo[numberThreads_].timeWaitingToLock |
---|
2264 | <<CoinMessageEol; |
---|
2265 | pthread_mutex_destroy (&mutex); |
---|
2266 | pthread_cond_destroy (&condition_main); |
---|
2267 | pthread_mutex_destroy (&condition_mutex); |
---|
2268 | // delete models (here in case some point to others) |
---|
2269 | for (i=0;i<numberThreads_;i++) { |
---|
2270 | delete threadModel[i]; |
---|
2271 | } |
---|
2272 | delete [] mutex2; |
---|
2273 | delete [] condition2; |
---|
2274 | delete [] threadId; |
---|
2275 | delete [] threadInfo; |
---|
2276 | delete [] threadModel; |
---|
2277 | delete [] threadCount; |
---|
2278 | mutex_=NULL; |
---|
2279 | // adjust time to allow for children on some systems |
---|
2280 | dblParam_[CbcStartSeconds] -= CoinCpuTimeJustChildren(); |
---|
2281 | } |
---|
2282 | #endif |
---|
2283 | /* |
---|
2284 | End of the non-abort actions. The next block of code is executed if we've |
---|
2285 | aborted because we hit one of the limits. Clean up by deleting the live set |
---|
2286 | and break out of the node processing loop. Note that on an abort, node may |
---|
2287 | have been pushed back onto the tree for further processing, in which case |
---|
2288 | it'll be deleted in cleanTree. We need to check. |
---|
2289 | */ |
---|
2290 | if (!(numberNodes_ < intParam_[CbcMaxNumNode] && |
---|
2291 | numberSolutions_ < intParam_[CbcMaxNumSol] && |
---|
2292 | totalTime < dblParam_[CbcMaximumSeconds] && |
---|
2293 | !stoppedOnGap_&&!eventHappened_)) { |
---|
2294 | if (tree_->size()) |
---|
2295 | tree_->cleanTree(this,-COIN_DBL_MAX,bestPossibleObjective_) ; |
---|
2296 | delete nextRowCut_; |
---|
2297 | if (stoppedOnGap_) |
---|
2298 | { messageHandler()->message(CBC_GAP,messages()) |
---|
2299 | << bestObjective_-bestPossibleObjective_ |
---|
2300 | << dblParam_[CbcAllowableGap] |
---|
2301 | << dblParam_[CbcAllowableFractionGap]*100.0 |
---|
2302 | << CoinMessageEol ; |
---|
2303 | secondaryStatus_ = 2; |
---|
2304 | status_ = 0 ; } |
---|
2305 | else |
---|
2306 | if (isNodeLimitReached()) |
---|
2307 | { handler_->message(CBC_MAXNODES,messages_) << CoinMessageEol ; |
---|
2308 | secondaryStatus_ = 3; |
---|
2309 | status_ = 1 ; } |
---|
2310 | else |
---|
2311 | if (totalTime >= dblParam_[CbcMaximumSeconds]) |
---|
2312 | { handler_->message(CBC_MAXTIME,messages_) << CoinMessageEol ; |
---|
2313 | secondaryStatus_ = 4; |
---|
2314 | status_ = 1 ; } |
---|
2315 | else |
---|
2316 | if (eventHappened_) |
---|
2317 | { handler_->message(CBC_EVENT,messages_) << CoinMessageEol ; |
---|
2318 | secondaryStatus_ = 5; |
---|
2319 | status_ = 5 ; } |
---|
2320 | else |
---|
2321 | { handler_->message(CBC_MAXSOLS,messages_) << CoinMessageEol ; |
---|
2322 | secondaryStatus_ = 6; |
---|
2323 | status_ = 1 ; } |
---|
2324 | } |
---|
2325 | /* |
---|
2326 | That's it, we've exhausted the search tree, or broken out of the loop because |
---|
2327 | we hit some limit on evaluation. |
---|
2328 | |
---|
2329 | We may have got an intelligent tree so give it one more chance |
---|
2330 | */ |
---|
2331 | // Tell solver we are not in Branch and Cut |
---|
2332 | solver_->setHintParam(OsiDoInBranchAndCut,false,OsiHintDo,NULL) ; |
---|
2333 | tree_->endSearch(); |
---|
2334 | // If we did any sub trees - did we give up on any? |
---|
2335 | if ( numberStoppedSubTrees_) |
---|
2336 | status_=1; |
---|
2337 | if (!status_) { |
---|
2338 | // Set best possible unless stopped on gap |
---|
2339 | if(secondaryStatus_ != 2) |
---|
2340 | bestPossibleObjective_=bestObjective_; |
---|
2341 | handler_->message(CBC_END_GOOD,messages_) |
---|
2342 | << bestObjective_ << numberIterations_ << numberNodes_<<getCurrentSeconds() |
---|
2343 | << CoinMessageEol ; |
---|
2344 | } else { |
---|
2345 | handler_->message(CBC_END,messages_) |
---|
2346 | << bestObjective_ <<bestPossibleObjective_ |
---|
2347 | << numberIterations_ << numberNodes_<<getCurrentSeconds() |
---|
2348 | << CoinMessageEol ; |
---|
2349 | } |
---|
2350 | if (numberStrongIterations_) |
---|
2351 | handler_->message(CBC_STRONG_STATS,messages_) |
---|
2352 | << strongInfo_[0] << numberStrongIterations_ << strongInfo_[2] |
---|
2353 | << strongInfo_[1] << CoinMessageEol ; |
---|
2354 | handler_->message(CBC_OTHER_STATS,messages_) |
---|
2355 | << maximumDepthActual_ |
---|
2356 | << numberDJFixed_ << CoinMessageEol ; |
---|
2357 | if (doStatistics==100) { |
---|
2358 | for (int i=0;i<numberObjects_;i++) { |
---|
2359 | CbcSimpleIntegerDynamicPseudoCost * obj = |
---|
2360 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object_[i]) ; |
---|
2361 | if (obj) |
---|
2362 | obj->print(); |
---|
2363 | } |
---|
2364 | } |
---|
2365 | if (statistics_) { |
---|
2366 | // report in some way |
---|
2367 | int * lookup = new int[numberObjects_]; |
---|
2368 | int i; |
---|
2369 | for (i=0;i<numberObjects_;i++) |
---|
2370 | lookup[i]=-1; |
---|
2371 | bool goodIds=true; |
---|
2372 | for (i=0;i<numberObjects_;i++) { |
---|
2373 | int iColumn = object_[i]->columnNumber(); |
---|
2374 | if(iColumn>=0&&iColumn<numberColumns) { |
---|
2375 | if (lookup[i]==-1) { |
---|
2376 | lookup[i]=iColumn; |
---|
2377 | } else { |
---|
2378 | goodIds=false; |
---|
2379 | break; |
---|
2380 | } |
---|
2381 | } else { |
---|
2382 | goodIds=false; |
---|
2383 | break; |
---|
2384 | } |
---|
2385 | } |
---|
2386 | if (!goodIds) { |
---|
2387 | delete [] lookup; |
---|
2388 | lookup=NULL; |
---|
2389 | } |
---|
2390 | if (doStatistics==3) { |
---|
2391 | printf(" node parent depth column value obj inf\n"); |
---|
2392 | for ( i=0;i<numberNodes2_;i++) { |
---|
2393 | statistics_[i]->print(lookup); |
---|
2394 | } |
---|
2395 | } |
---|
2396 | if (doStatistics>1) { |
---|
2397 | // Find last solution |
---|
2398 | int k; |
---|
2399 | for (k=numberNodes2_-1;k>=0;k--) { |
---|
2400 | if (statistics_[k]->endingObjective()!=COIN_DBL_MAX&& |
---|
2401 | !statistics_[k]->endingInfeasibility()) |
---|
2402 | break; |
---|
2403 | } |
---|
2404 | if (k>=0) { |
---|
2405 | int depth=statistics_[k]->depth(); |
---|
2406 | int * which = new int[depth+1]; |
---|
2407 | for (i=depth;i>=0;i--) { |
---|
2408 | which[i]=k; |
---|
2409 | k=statistics_[k]->parentNode(); |
---|
2410 | } |
---|
2411 | printf(" node parent depth column value obj inf\n"); |
---|
2412 | for (i=0;i<=depth;i++) { |
---|
2413 | statistics_[which[i]]->print(lookup); |
---|
2414 | } |
---|
2415 | delete [] which; |
---|
2416 | } |
---|
2417 | } |
---|
2418 | // now summary |
---|
2419 | int maxDepth=0; |
---|
2420 | double averageSolutionDepth=0.0; |
---|
2421 | int numberSolutions=0; |
---|
2422 | double averageCutoffDepth=0.0; |
---|
2423 | double averageSolvedDepth=0.0; |
---|
2424 | int numberCutoff=0; |
---|
2425 | int numberDown=0; |
---|
2426 | int numberFirstDown=0; |
---|
2427 | double averageInfDown=0.0; |
---|
2428 | double averageObjDown=0.0; |
---|
2429 | int numberCutoffDown=0; |
---|
2430 | int numberUp=0; |
---|
2431 | int numberFirstUp=0; |
---|
2432 | double averageInfUp=0.0; |
---|
2433 | double averageObjUp=0.0; |
---|
2434 | int numberCutoffUp=0; |
---|
2435 | double averageNumberIterations1=0.0; |
---|
2436 | double averageValue=0.0; |
---|
2437 | for ( i=0;i<numberNodes2_;i++) { |
---|
2438 | int depth = statistics_[i]->depth(); |
---|
2439 | int way = statistics_[i]->way(); |
---|
2440 | double value = statistics_[i]->value(); |
---|
2441 | double startingObjective = statistics_[i]->startingObjective(); |
---|
2442 | int startingInfeasibility = statistics_[i]->startingInfeasibility(); |
---|
2443 | double endingObjective = statistics_[i]->endingObjective(); |
---|
2444 | int endingInfeasibility = statistics_[i]->endingInfeasibility(); |
---|
2445 | maxDepth = CoinMax(depth,maxDepth); |
---|
2446 | // Only for completed |
---|
2447 | averageNumberIterations1 += statistics_[i]->numberIterations(); |
---|
2448 | averageValue += value; |
---|
2449 | if (endingObjective!=COIN_DBL_MAX&&!endingInfeasibility) { |
---|
2450 | numberSolutions++; |
---|
2451 | averageSolutionDepth += depth; |
---|
2452 | } |
---|
2453 | if (endingObjective==COIN_DBL_MAX) { |
---|
2454 | numberCutoff++; |
---|
2455 | averageCutoffDepth += depth; |
---|
2456 | if (way<0) { |
---|
2457 | numberDown++; |
---|
2458 | numberCutoffDown++; |
---|
2459 | if (way==-1) |
---|
2460 | numberFirstDown++; |
---|
2461 | } else { |
---|
2462 | numberUp++; |
---|
2463 | numberCutoffUp++; |
---|
2464 | if (way==1) |
---|
2465 | numberFirstUp++; |
---|
2466 | } |
---|
2467 | } else { |
---|
2468 | averageSolvedDepth += depth; |
---|
2469 | if (way<0) { |
---|
2470 | numberDown++; |
---|
2471 | averageInfDown += startingInfeasibility-endingInfeasibility; |
---|
2472 | averageObjDown += endingObjective-startingObjective; |
---|
2473 | if (way==-1) |
---|
2474 | numberFirstDown++; |
---|
2475 | } else { |
---|
2476 | numberUp++; |
---|
2477 | averageInfUp += startingInfeasibility-endingInfeasibility; |
---|
2478 | averageObjUp += endingObjective-startingObjective; |
---|
2479 | if (way==1) |
---|
2480 | numberFirstUp++; |
---|
2481 | } |
---|
2482 | } |
---|
2483 | } |
---|
2484 | // Now print |
---|
2485 | if (numberSolutions) |
---|
2486 | averageSolutionDepth /= (double) numberSolutions; |
---|
2487 | int numberSolved = numberNodes2_-numberCutoff; |
---|
2488 | double averageNumberIterations2=numberIterations_-averageNumberIterations1 |
---|
2489 | -numberIterationsAtContinuous; |
---|
2490 | if(numberCutoff) { |
---|
2491 | averageCutoffDepth /= (double) numberCutoff; |
---|
2492 | averageNumberIterations2 /= (double) numberCutoff; |
---|
2493 | } |
---|
2494 | if (numberNodes2_) |
---|
2495 | averageValue /= (double) numberNodes2_; |
---|
2496 | if (numberSolved) { |
---|
2497 | averageNumberIterations1 /= (double) numberSolved; |
---|
2498 | averageSolvedDepth /= (double) numberSolved; |
---|
2499 | } |
---|
2500 | printf("%d solution(s) were found (by branching) at an average depth of %g\n", |
---|
2501 | numberSolutions,averageSolutionDepth); |
---|
2502 | printf("average value of variable being branched on was %g\n", |
---|
2503 | averageValue); |
---|
2504 | printf("%d nodes were cutoff at an average depth of %g with iteration count of %g\n", |
---|
2505 | numberCutoff,averageCutoffDepth,averageNumberIterations2); |
---|
2506 | printf("%d nodes were solved at an average depth of %g with iteration count of %g\n", |
---|
2507 | numberSolved,averageSolvedDepth,averageNumberIterations1); |
---|
2508 | if (numberDown) { |
---|
2509 | averageInfDown /= (double) numberDown; |
---|
2510 | averageObjDown /= (double) numberDown; |
---|
2511 | } |
---|
2512 | printf("Down %d nodes (%d first, %d second) - %d cutoff, rest decrease numinf %g increase obj %g\n", |
---|
2513 | numberDown,numberFirstDown,numberDown-numberFirstDown,numberCutoffDown, |
---|
2514 | averageInfDown,averageObjDown); |
---|
2515 | if (numberUp) { |
---|
2516 | averageInfUp /= (double) numberUp; |
---|
2517 | averageObjUp /= (double) numberUp; |
---|
2518 | } |
---|
2519 | printf("Up %d nodes (%d first, %d second) - %d cutoff, rest decrease numinf %g increase obj %g\n", |
---|
2520 | numberUp,numberFirstUp,numberUp-numberFirstUp,numberCutoffUp, |
---|
2521 | averageInfUp,averageObjUp); |
---|
2522 | for ( i=0;i<numberNodes2_;i++) |
---|
2523 | delete statistics_[i]; |
---|
2524 | delete [] statistics_; |
---|
2525 | statistics_=NULL; |
---|
2526 | maximumStatistics_=0; |
---|
2527 | delete [] lookup; |
---|
2528 | } |
---|
2529 | /* |
---|
2530 | If we think we have a solution, restore and confirm it with a call to |
---|
2531 | setBestSolution(). We need to reset the cutoff value so as not to fathom |
---|
2532 | the solution on bounds. Note that calling setBestSolution( ..., true) |
---|
2533 | leaves the continuousSolver_ bounds vectors fixed at the solution value. |
---|
2534 | |
---|
2535 | Running resolve() here is a failsafe --- setBestSolution has already |
---|
2536 | reoptimised using the continuousSolver_. If for some reason we fail to |
---|
2537 | prove optimality, run the problem again after instructing the solver to |
---|
2538 | tell us more. |
---|
2539 | |
---|
2540 | If all looks good, replace solver_ with continuousSolver_, so that the |
---|
2541 | outside world will be able to obtain information about the solution using |
---|
2542 | public methods. |
---|
2543 | */ |
---|
2544 | if (bestSolution_&&(solverCharacteristics_->solverType()<2||solverCharacteristics_->solverType()==4)) |
---|
2545 | { setCutoff(1.0e50) ; // As best solution should be worse than cutoff |
---|
2546 | phase_=5; |
---|
2547 | double increment = getDblParam(CbcModel::CbcCutoffIncrement) ; |
---|
2548 | if ((specialOptions_&4)!=0) |
---|
2549 | bestObjective_ += 100.0*increment+1.0e-3; // only set if we are going to solve |
---|
2550 | setBestSolution(CBC_END_SOLUTION,bestObjective_,bestSolution_,true) ; |
---|
2551 | continuousSolver_->resolve() ; |
---|
2552 | if (!continuousSolver_->isProvenOptimal()) |
---|
2553 | { continuousSolver_->messageHandler()->setLogLevel(2) ; |
---|
2554 | continuousSolver_->initialSolve() ; } |
---|
2555 | delete solver_ ; |
---|
2556 | // above deletes solverCharacteristics_ |
---|
2557 | solverCharacteristics_ = NULL; |
---|
2558 | solver_ = continuousSolver_ ; |
---|
2559 | setPointers(solver_); |
---|
2560 | continuousSolver_ = NULL ; } |
---|
2561 | /* |
---|
2562 | Clean up dangling objects. continuousSolver_ may already be toast. |
---|
2563 | */ |
---|
2564 | delete lastws ; |
---|
2565 | delete [] whichGenerator_ ; |
---|
2566 | whichGenerator_=NULL; |
---|
2567 | delete [] lowerBefore ; |
---|
2568 | delete [] upperBefore ; |
---|
2569 | delete [] walkback_ ; |
---|
2570 | walkback_ = NULL ; |
---|
2571 | delete [] addedCuts_ ; |
---|
2572 | addedCuts_ = NULL ; |
---|
2573 | //delete persistentInfo; |
---|
2574 | // Get rid of characteristics |
---|
2575 | solverCharacteristics_=NULL; |
---|
2576 | if (continuousSolver_) |
---|
2577 | { delete continuousSolver_ ; |
---|
2578 | continuousSolver_ = NULL ; } |
---|
2579 | /* |
---|
2580 | Destroy global cuts by replacing with an empty OsiCuts object. |
---|
2581 | */ |
---|
2582 | globalCuts_= OsiCuts() ; |
---|
2583 | if (!bestSolution_) { |
---|
2584 | // make sure lp solver is infeasible |
---|
2585 | int numberColumns = solver_->getNumCols(); |
---|
2586 | const double * columnLower = solver_->getColLower(); |
---|
2587 | int iColumn; |
---|
2588 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
2589 | if (solver_->isInteger(iColumn)) |
---|
2590 | solver_->setColUpper(iColumn,columnLower[iColumn]); |
---|
2591 | } |
---|
2592 | solver_->initialSolve(); |
---|
2593 | } |
---|
2594 | if (strategy_&&strategy_->preProcessState()>0) { |
---|
2595 | // undo preprocessing |
---|
2596 | CglPreProcess * process = strategy_->process(); |
---|
2597 | assert (process); |
---|
2598 | int n = originalSolver->getNumCols(); |
---|
2599 | if (bestSolution_) { |
---|
2600 | delete [] bestSolution_; |
---|
2601 | bestSolution_ = new double [n]; |
---|
2602 | process->postProcess(*solver_); |
---|
2603 | } |
---|
2604 | strategy_->deletePreProcess(); |
---|
2605 | // Solution now back in originalSolver |
---|
2606 | delete solver_; |
---|
2607 | solver_=originalSolver; |
---|
2608 | if (bestSolution_) |
---|
2609 | memcpy(bestSolution_,solver_->getColSolution(),n*sizeof(double)); |
---|
2610 | // put back original objects if there were any |
---|
2611 | if (originalObject) { |
---|
2612 | int iColumn; |
---|
2613 | assert (ownObjects_); |
---|
2614 | for (iColumn=0;iColumn<numberObjects_;iColumn++) |
---|
2615 | delete object_[iColumn]; |
---|
2616 | delete [] object_; |
---|
2617 | numberObjects_ = numberOriginalObjects; |
---|
2618 | object_=originalObject; |
---|
2619 | delete [] integerVariable_; |
---|
2620 | numberIntegers_=0; |
---|
2621 | for (iColumn=0;iColumn<n;iColumn++) { |
---|
2622 | if (solver_->isInteger(iColumn)) |
---|
2623 | numberIntegers_++; |
---|
2624 | } |
---|
2625 | integerVariable_ = new int[numberIntegers_]; |
---|
2626 | numberIntegers_=0; |
---|
2627 | for (iColumn=0;iColumn<n;iColumn++) { |
---|
2628 | if (solver_->isInteger(iColumn)) |
---|
2629 | integerVariable_[numberIntegers_++]=iColumn; |
---|
2630 | } |
---|
2631 | } |
---|
2632 | } |
---|
2633 | #ifdef CLP_QUICK_OPTIONS |
---|
2634 | { |
---|
2635 | OsiClpSolverInterface * clpSolver |
---|
2636 | = dynamic_cast<OsiClpSolverInterface *> (solver_); |
---|
2637 | if (clpSolver) { |
---|
2638 | // Try and re-use regions |
---|
2639 | ClpSimplex * simplex = clpSolver->getModelPtr(); |
---|
2640 | simplex->setPersistenceFlag(0); |
---|
2641 | clpSolver->deleteScaleFactors(); |
---|
2642 | clpSolver->setSpecialOptions(clpSolver->specialOptions()&(~131072)); |
---|
2643 | simplex->setSpecialOptions(simplex->specialOptions()&(~131072)); |
---|
2644 | simplex->setAlphaAccuracy(-1.0); |
---|
2645 | //clpSolver->setSpecialOptions((clpSolver->specialOptions()&~128)|65536); |
---|
2646 | } |
---|
2647 | } |
---|
2648 | #endif |
---|
2649 | return ; |
---|
2650 | } |
---|
2651 | |
---|
2652 | |
---|
2653 | // Solve the initial LP relaxation |
---|
2654 | void |
---|
2655 | CbcModel::initialSolve() |
---|
2656 | { |
---|
2657 | assert (solver_); |
---|
2658 | assert (!solverCharacteristics_); |
---|
2659 | OsiBabSolver * solverCharacteristics = dynamic_cast<OsiBabSolver *> (solver_->getAuxiliaryInfo()); |
---|
2660 | if (solverCharacteristics) { |
---|
2661 | solverCharacteristics_ = solverCharacteristics; |
---|
2662 | } else { |
---|
2663 | // replace in solver |
---|
2664 | OsiBabSolver defaultC; |
---|
2665 | solver_->setAuxiliaryInfo(&defaultC); |
---|
2666 | solverCharacteristics_ = dynamic_cast<OsiBabSolver *> (solver_->getAuxiliaryInfo()); |
---|
2667 | } |
---|
2668 | solverCharacteristics_->setSolver(solver_); |
---|
2669 | solver_->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
2670 | solver_->initialSolve(); |
---|
2671 | solver_->setHintParam(OsiDoInBranchAndCut,false,OsiHintDo,NULL) ; |
---|
2672 | // But set up so Jon Lee will be happy |
---|
2673 | status_=-1; |
---|
2674 | secondaryStatus_ = -1; |
---|
2675 | originalContinuousObjective_ = solver_->getObjValue()*solver_->getObjSense(); |
---|
2676 | delete [] continuousSolution_; |
---|
2677 | continuousSolution_ = CoinCopyOfArray(solver_->getColSolution(), |
---|
2678 | solver_->getNumCols()); |
---|
2679 | setPointers(solver_); |
---|
2680 | solverCharacteristics_ = NULL; |
---|
2681 | } |
---|
2682 | |
---|
2683 | /*! \brief Get an empty basis object |
---|
2684 | |
---|
2685 | Return an empty CoinWarmStartBasis object with the requested capacity, |
---|
2686 | appropriate for the current solver. The object is cloned from the object |
---|
2687 | cached as emptyWarmStart_. If there is no cached object, the routine |
---|
2688 | queries the solver for a warm start object, empties it, and caches the |
---|
2689 | result. |
---|
2690 | */ |
---|
2691 | |
---|
2692 | CoinWarmStartBasis *CbcModel::getEmptyBasis (int ns, int na) const |
---|
2693 | |
---|
2694 | { CoinWarmStartBasis *emptyBasis ; |
---|
2695 | /* |
---|
2696 | Acquire an empty basis object, if we don't yet have one. |
---|
2697 | */ |
---|
2698 | if (emptyWarmStart_ == 0) |
---|
2699 | { if (solver_ == 0) |
---|
2700 | { throw CoinError("Cannot construct basis without solver!", |
---|
2701 | "getEmptyBasis","CbcModel") ; } |
---|
2702 | emptyBasis = |
---|
2703 | dynamic_cast<CoinWarmStartBasis *>(solver_->getEmptyWarmStart()) ; |
---|
2704 | if (emptyBasis == 0) |
---|
2705 | { throw CoinError( |
---|
2706 | "Solver does not appear to use a basis-oriented warm start.", |
---|
2707 | "getEmptyBasis","CbcModel") ; } |
---|
2708 | emptyBasis->setSize(0,0) ; |
---|
2709 | emptyWarmStart_ = dynamic_cast<CoinWarmStart *>(emptyBasis) ; } |
---|
2710 | /* |
---|
2711 | Clone the empty basis object, resize it as requested, and return. |
---|
2712 | */ |
---|
2713 | emptyBasis = dynamic_cast<CoinWarmStartBasis *>(emptyWarmStart_->clone()) ; |
---|
2714 | assert(emptyBasis) ; |
---|
2715 | if (ns != 0 || na != 0) emptyBasis->setSize(ns,na) ; |
---|
2716 | |
---|
2717 | return (emptyBasis) ; } |
---|
2718 | |
---|
2719 | |
---|
2720 | /** Default Constructor |
---|
2721 | |
---|
2722 | Creates an empty model without an associated solver. |
---|
2723 | */ |
---|
2724 | CbcModel::CbcModel() |
---|
2725 | |
---|
2726 | : |
---|
2727 | solver_(NULL), |
---|
2728 | ourSolver_(true), |
---|
2729 | continuousSolver_(NULL), |
---|
2730 | referenceSolver_(NULL), |
---|
2731 | defaultHandler_(true), |
---|
2732 | emptyWarmStart_(NULL), |
---|
2733 | bestObjective_(COIN_DBL_MAX), |
---|
2734 | bestPossibleObjective_(COIN_DBL_MAX), |
---|
2735 | sumChangeObjective1_(0.0), |
---|
2736 | sumChangeObjective2_(0.0), |
---|
2737 | bestSolution_(NULL), |
---|
2738 | currentSolution_(NULL), |
---|
2739 | testSolution_(NULL), |
---|
2740 | minimumDrop_(1.0e-4), |
---|
2741 | numberSolutions_(0), |
---|
2742 | stateOfSearch_(0), |
---|
2743 | hotstartSolution_(NULL), |
---|
2744 | hotstartPriorities_(NULL), |
---|
2745 | numberHeuristicSolutions_(0), |
---|
2746 | numberNodes_(0), |
---|
2747 | numberNodes2_(0), |
---|
2748 | numberIterations_(0), |
---|
2749 | status_(-1), |
---|
2750 | secondaryStatus_(-1), |
---|
2751 | numberIntegers_(0), |
---|
2752 | numberRowsAtContinuous_(0), |
---|
2753 | maximumNumberCuts_(0), |
---|
2754 | phase_(0), |
---|
2755 | currentNumberCuts_(0), |
---|
2756 | maximumDepth_(0), |
---|
2757 | walkback_(NULL), |
---|
2758 | addedCuts_(NULL), |
---|
2759 | nextRowCut_(NULL), |
---|
2760 | currentNode_(NULL), |
---|
2761 | integerVariable_(NULL), |
---|
2762 | integerInfo_(NULL), |
---|
2763 | continuousSolution_(NULL), |
---|
2764 | usedInSolution_(NULL), |
---|
2765 | specialOptions_(0), |
---|
2766 | subTreeModel_(NULL), |
---|
2767 | numberStoppedSubTrees_(0), |
---|
2768 | mutex_(NULL), |
---|
2769 | presolve_(0), |
---|
2770 | numberStrong_(5), |
---|
2771 | numberBeforeTrust_(10), |
---|
2772 | numberPenalties_(20), |
---|
2773 | penaltyScaleFactor_(3.0), |
---|
2774 | numberAnalyzeIterations_(0), |
---|
2775 | analyzeResults_(NULL), |
---|
2776 | numberInfeasibleNodes_(0), |
---|
2777 | problemType_(0), |
---|
2778 | printFrequency_(0), |
---|
2779 | numberCutGenerators_(0), |
---|
2780 | generator_(NULL), |
---|
2781 | virginGenerator_(NULL), |
---|
2782 | numberHeuristics_(0), |
---|
2783 | heuristic_(NULL), |
---|
2784 | lastHeuristic_(NULL), |
---|
2785 | eventHandler_(0), |
---|
2786 | numberObjects_(0), |
---|
2787 | object_(NULL), |
---|
2788 | ownObjects_(true), |
---|
2789 | originalColumns_(NULL), |
---|
2790 | howOftenGlobalScan_(1), |
---|
2791 | numberGlobalViolations_(0), |
---|
2792 | continuousObjective_(COIN_DBL_MAX), |
---|
2793 | originalContinuousObjective_(COIN_DBL_MAX), |
---|
2794 | continuousInfeasibilities_(COIN_INT_MAX), |
---|
2795 | maximumCutPassesAtRoot_(20), |
---|
2796 | maximumCutPasses_(10), |
---|
2797 | preferredWay_(0), |
---|
2798 | currentPassNumber_(0), |
---|
2799 | maximumWhich_(1000), |
---|
2800 | whichGenerator_(NULL), |
---|
2801 | maximumStatistics_(0), |
---|
2802 | statistics_(NULL), |
---|
2803 | maximumDepthActual_(0), |
---|
2804 | numberDJFixed_(0.0), |
---|
2805 | probingInfo_(NULL), |
---|
2806 | numberFixedAtRoot_(0), |
---|
2807 | numberFixedNow_(0), |
---|
2808 | stoppedOnGap_(false), |
---|
2809 | eventHappened_(false), |
---|
2810 | numberLongStrong_(0), |
---|
2811 | numberOldActiveCuts_(0), |
---|
2812 | numberNewCuts_(0), |
---|
2813 | sizeMiniTree_(0), |
---|
2814 | searchStrategy_(-1), |
---|
2815 | numberStrongIterations_(0), |
---|
2816 | resolveAfterTakeOffCuts_(true), |
---|
2817 | #if NEW_UPDATE_OBJECT>1 |
---|
2818 | numberUpdateItems_(0), |
---|
2819 | maximumNumberUpdateItems_(0), |
---|
2820 | updateItems_(NULL), |
---|
2821 | #endif |
---|
2822 | numberThreads_(0), |
---|
2823 | threadMode_(0) |
---|
2824 | { |
---|
2825 | memset(intParam_,0,sizeof(intParam_)); |
---|
2826 | intParam_[CbcMaxNumNode] = 2147483647; |
---|
2827 | intParam_[CbcMaxNumSol] = 9999999; |
---|
2828 | intParam_[CbcFathomDiscipline] = 0; |
---|
2829 | |
---|
2830 | dblParam_[CbcIntegerTolerance] = 1e-6; |
---|
2831 | dblParam_[CbcInfeasibilityWeight] = 0.0; |
---|
2832 | dblParam_[CbcCutoffIncrement] = 1e-5; |
---|
2833 | dblParam_[CbcAllowableGap] = 1.0e-10; |
---|
2834 | dblParam_[CbcAllowableFractionGap] = 0.0; |
---|
2835 | dblParam_[CbcMaximumSeconds] = 1.0e100; |
---|
2836 | dblParam_[CbcCurrentCutoff] = 1.0e100; |
---|
2837 | dblParam_[CbcOptimizationDirection] = 1.0; |
---|
2838 | dblParam_[CbcCurrentObjectiveValue] = 1.0e100; |
---|
2839 | dblParam_[CbcCurrentMinimizationObjectiveValue] = 1.0e100; |
---|
2840 | dblParam_[CbcStartSeconds] = 0.0; |
---|
2841 | strongInfo_[0]=0; |
---|
2842 | strongInfo_[1]=0; |
---|
2843 | strongInfo_[2]=0; |
---|
2844 | solverCharacteristics_ = NULL; |
---|
2845 | nodeCompare_=new CbcCompareDefault();; |
---|
2846 | problemFeasibility_=new CbcFeasibilityBase(); |
---|
2847 | tree_= new CbcTree(); |
---|
2848 | branchingMethod_=NULL; |
---|
2849 | cutModifier_=NULL; |
---|
2850 | strategy_=NULL; |
---|
2851 | parentModel_=NULL; |
---|
2852 | cbcColLower_ = NULL; |
---|
2853 | cbcColUpper_ = NULL; |
---|
2854 | cbcRowLower_ = NULL; |
---|
2855 | cbcRowUpper_ = NULL; |
---|
2856 | cbcColSolution_ = NULL; |
---|
2857 | cbcRowPrice_ = NULL; |
---|
2858 | cbcReducedCost_ = NULL; |
---|
2859 | cbcRowActivity_ = NULL; |
---|
2860 | appData_=NULL; |
---|
2861 | handler_ = new CoinMessageHandler(); |
---|
2862 | handler_->setLogLevel(2); |
---|
2863 | messages_ = CbcMessage(); |
---|
2864 | eventHandler_ = new CbcEventHandler() ; |
---|
2865 | } |
---|
2866 | |
---|
2867 | /** Constructor from solver. |
---|
2868 | |
---|
2869 | Creates a model complete with a clone of the solver passed as a parameter. |
---|
2870 | */ |
---|
2871 | |
---|
2872 | CbcModel::CbcModel(const OsiSolverInterface &rhs) |
---|
2873 | : |
---|
2874 | continuousSolver_(NULL), |
---|
2875 | referenceSolver_(NULL), |
---|
2876 | defaultHandler_(true), |
---|
2877 | emptyWarmStart_(NULL), |
---|
2878 | bestObjective_(COIN_DBL_MAX), |
---|
2879 | bestPossibleObjective_(COIN_DBL_MAX), |
---|
2880 | sumChangeObjective1_(0.0), |
---|
2881 | sumChangeObjective2_(0.0), |
---|
2882 | minimumDrop_(1.0e-4), |
---|
2883 | numberSolutions_(0), |
---|
2884 | stateOfSearch_(0), |
---|
2885 | hotstartSolution_(NULL), |
---|
2886 | hotstartPriorities_(NULL), |
---|
2887 | numberHeuristicSolutions_(0), |
---|
2888 | numberNodes_(0), |
---|
2889 | numberNodes2_(0), |
---|
2890 | numberIterations_(0), |
---|
2891 | status_(-1), |
---|
2892 | secondaryStatus_(-1), |
---|
2893 | numberRowsAtContinuous_(0), |
---|
2894 | maximumNumberCuts_(0), |
---|
2895 | phase_(0), |
---|
2896 | currentNumberCuts_(0), |
---|
2897 | maximumDepth_(0), |
---|
2898 | walkback_(NULL), |
---|
2899 | addedCuts_(NULL), |
---|
2900 | nextRowCut_(NULL), |
---|
2901 | currentNode_(NULL), |
---|
2902 | integerInfo_(NULL), |
---|
2903 | specialOptions_(0), |
---|
2904 | subTreeModel_(NULL), |
---|
2905 | numberStoppedSubTrees_(0), |
---|
2906 | mutex_(NULL), |
---|
2907 | presolve_(0), |
---|
2908 | numberStrong_(5), |
---|
2909 | numberBeforeTrust_(10), |
---|
2910 | numberPenalties_(20), |
---|
2911 | penaltyScaleFactor_(3.0), |
---|
2912 | numberAnalyzeIterations_(0), |
---|
2913 | analyzeResults_(NULL), |
---|
2914 | numberInfeasibleNodes_(0), |
---|
2915 | problemType_(0), |
---|
2916 | printFrequency_(0), |
---|
2917 | numberCutGenerators_(0), |
---|
2918 | generator_(NULL), |
---|
2919 | virginGenerator_(NULL), |
---|
2920 | numberHeuristics_(0), |
---|
2921 | heuristic_(NULL), |
---|
2922 | lastHeuristic_(NULL), |
---|
2923 | eventHandler_(0), |
---|
2924 | numberObjects_(0), |
---|
2925 | object_(NULL), |
---|
2926 | ownObjects_(true), |
---|
2927 | originalColumns_(NULL), |
---|
2928 | howOftenGlobalScan_(1), |
---|
2929 | numberGlobalViolations_(0), |
---|
2930 | continuousObjective_(COIN_DBL_MAX), |
---|
2931 | originalContinuousObjective_(COIN_DBL_MAX), |
---|
2932 | continuousInfeasibilities_(COIN_INT_MAX), |
---|
2933 | maximumCutPassesAtRoot_(20), |
---|
2934 | maximumCutPasses_(10), |
---|
2935 | preferredWay_(0), |
---|
2936 | currentPassNumber_(0), |
---|
2937 | maximumWhich_(1000), |
---|
2938 | whichGenerator_(NULL), |
---|
2939 | maximumStatistics_(0), |
---|
2940 | statistics_(NULL), |
---|
2941 | maximumDepthActual_(0), |
---|
2942 | numberDJFixed_(0.0), |
---|
2943 | probingInfo_(NULL), |
---|
2944 | numberFixedAtRoot_(0), |
---|
2945 | numberFixedNow_(0), |
---|
2946 | stoppedOnGap_(false), |
---|
2947 | eventHappened_(false), |
---|
2948 | numberLongStrong_(0), |
---|
2949 | numberOldActiveCuts_(0), |
---|
2950 | numberNewCuts_(0), |
---|
2951 | sizeMiniTree_(0), |
---|
2952 | searchStrategy_(-1), |
---|
2953 | numberStrongIterations_(0), |
---|
2954 | resolveAfterTakeOffCuts_(true), |
---|
2955 | #if NEW_UPDATE_OBJECT>1 |
---|
2956 | numberUpdateItems_(0), |
---|
2957 | maximumNumberUpdateItems_(0), |
---|
2958 | updateItems_(NULL), |
---|
2959 | #endif |
---|
2960 | numberThreads_(0), |
---|
2961 | threadMode_(0) |
---|
2962 | { |
---|
2963 | memset(intParam_,0,sizeof(intParam_)); |
---|
2964 | intParam_[CbcMaxNumNode] = 2147483647; |
---|
2965 | intParam_[CbcMaxNumSol] = 9999999; |
---|
2966 | intParam_[CbcFathomDiscipline] = 0; |
---|
2967 | |
---|
2968 | dblParam_[CbcIntegerTolerance] = 1e-6; |
---|
2969 | dblParam_[CbcInfeasibilityWeight] = 0.0; |
---|
2970 | dblParam_[CbcCutoffIncrement] = 1e-5; |
---|
2971 | dblParam_[CbcAllowableGap] = 1.0e-10; |
---|
2972 | dblParam_[CbcAllowableFractionGap] = 0.0; |
---|
2973 | dblParam_[CbcMaximumSeconds] = 1.0e100; |
---|
2974 | dblParam_[CbcCurrentCutoff] = 1.0e100; |
---|
2975 | dblParam_[CbcOptimizationDirection] = 1.0; |
---|
2976 | dblParam_[CbcCurrentObjectiveValue] = 1.0e100; |
---|
2977 | dblParam_[CbcCurrentMinimizationObjectiveValue] = 1.0e100; |
---|
2978 | dblParam_[CbcStartSeconds] = 0.0; |
---|
2979 | strongInfo_[0]=0; |
---|
2980 | strongInfo_[1]=0; |
---|
2981 | strongInfo_[2]=0; |
---|
2982 | solverCharacteristics_ = NULL; |
---|
2983 | |
---|
2984 | nodeCompare_=new CbcCompareDefault();; |
---|
2985 | problemFeasibility_=new CbcFeasibilityBase(); |
---|
2986 | tree_= new CbcTree(); |
---|
2987 | branchingMethod_=NULL; |
---|
2988 | cutModifier_=NULL; |
---|
2989 | strategy_=NULL; |
---|
2990 | parentModel_=NULL; |
---|
2991 | appData_=NULL; |
---|
2992 | handler_ = new CoinMessageHandler(); |
---|
2993 | handler_->setLogLevel(2); |
---|
2994 | messages_ = CbcMessage(); |
---|
2995 | eventHandler_ = new CbcEventHandler() ; |
---|
2996 | solver_ = rhs.clone(); |
---|
2997 | referenceSolver_ = solver_->clone(); |
---|
2998 | ourSolver_ = true ; |
---|
2999 | cbcColLower_ = NULL; |
---|
3000 | cbcColUpper_ = NULL; |
---|
3001 | cbcRowLower_ = NULL; |
---|
3002 | cbcRowUpper_ = NULL; |
---|
3003 | cbcColSolution_ = NULL; |
---|
3004 | cbcRowPrice_ = NULL; |
---|
3005 | cbcReducedCost_ = NULL; |
---|
3006 | cbcRowActivity_ = NULL; |
---|
3007 | |
---|
3008 | // Initialize solution and integer variable vectors |
---|
3009 | bestSolution_ = NULL; // to say no solution found |
---|
3010 | numberIntegers_=0; |
---|
3011 | int numberColumns = solver_->getNumCols(); |
---|
3012 | int iColumn; |
---|
3013 | if (numberColumns) { |
---|
3014 | // Space for current solution |
---|
3015 | currentSolution_ = new double[numberColumns]; |
---|
3016 | continuousSolution_ = new double[numberColumns]; |
---|
3017 | usedInSolution_ = new int[numberColumns]; |
---|
3018 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
3019 | if( solver_->isInteger(iColumn)) |
---|
3020 | numberIntegers_++; |
---|
3021 | } |
---|
3022 | } else { |
---|
3023 | // empty model |
---|
3024 | currentSolution_=NULL; |
---|
3025 | continuousSolution_=NULL; |
---|
3026 | usedInSolution_=NULL; |
---|
3027 | } |
---|
3028 | testSolution_=currentSolution_; |
---|
3029 | if (numberIntegers_) { |
---|
3030 | integerVariable_ = new int [numberIntegers_]; |
---|
3031 | numberIntegers_=0; |
---|
3032 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
3033 | if( solver_->isInteger(iColumn)) |
---|
3034 | integerVariable_[numberIntegers_++]=iColumn; |
---|
3035 | } |
---|
3036 | } else { |
---|
3037 | integerVariable_ = NULL; |
---|
3038 | } |
---|
3039 | } |
---|
3040 | |
---|
3041 | /* |
---|
3042 | Assign a solver to the model (model assumes ownership) |
---|
3043 | |
---|
3044 | The integer variable vector is initialized if it's not already present. |
---|
3045 | If deleteSolver then current solver deleted (if model owned) |
---|
3046 | |
---|
3047 | Assuming ownership matches usage in OsiSolverInterface |
---|
3048 | (cf. assignProblem, loadProblem). |
---|
3049 | |
---|
3050 | TODO: What to do about solver parameters? A simple copy likely won't do it, |
---|
3051 | because the SI must push the settings into the underlying solver. In |
---|
3052 | the context of switching solvers in cbc, this means that command line |
---|
3053 | settings will get lost. Stash the command line somewhere and reread it |
---|
3054 | here, maybe? |
---|
3055 | |
---|
3056 | TODO: More generally, how much state should be transferred from the old |
---|
3057 | solver to the new solver? Best perhaps to see how usage develops. |
---|
3058 | What's done here mimics the CbcModel(OsiSolverInterface) constructor. |
---|
3059 | */ |
---|
3060 | void |
---|
3061 | CbcModel::assignSolver(OsiSolverInterface *&solver, bool deleteSolver) |
---|
3062 | |
---|
3063 | { |
---|
3064 | // resize best solution if exists |
---|
3065 | if (bestSolution_&&solver&&solver_) { |
---|
3066 | int nOld = solver_->getNumCols(); |
---|
3067 | int nNew = solver->getNumCols(); |
---|
3068 | if (nNew>nOld) { |
---|
3069 | double * temp = new double[nNew]; |
---|
3070 | memcpy(temp,bestSolution_,nOld*sizeof(double)); |
---|
3071 | memset(temp+nOld,0,(nNew-nOld)*sizeof(double)); |
---|
3072 | delete [] bestSolution_; |
---|
3073 | bestSolution_=temp; |
---|
3074 | } |
---|
3075 | } |
---|
3076 | // Keep the current message level for solver (if solver exists) |
---|
3077 | if (solver_) |
---|
3078 | solver->messageHandler()->setLogLevel(solver_->messageHandler()->logLevel()) ; |
---|
3079 | |
---|
3080 | if (ourSolver_&&deleteSolver) delete solver_ ; |
---|
3081 | solver_ = solver; |
---|
3082 | solver = NULL ; |
---|
3083 | ourSolver_ = true ; |
---|
3084 | /* |
---|
3085 | Basis information is solver-specific. |
---|
3086 | */ |
---|
3087 | if (emptyWarmStart_) |
---|
3088 | { delete emptyWarmStart_ ; |
---|
3089 | emptyWarmStart_ = 0 ; } |
---|
3090 | bestSolutionBasis_ = CoinWarmStartBasis(); |
---|
3091 | /* |
---|
3092 | Initialize integer variable vector. |
---|
3093 | */ |
---|
3094 | numberIntegers_=0; |
---|
3095 | int numberColumns = solver_->getNumCols(); |
---|
3096 | int iColumn; |
---|
3097 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
3098 | if( solver_->isInteger(iColumn)) |
---|
3099 | numberIntegers_++; |
---|
3100 | } |
---|
3101 | delete [] integerVariable_; |
---|
3102 | if (numberIntegers_) { |
---|
3103 | integerVariable_ = new int [numberIntegers_]; |
---|
3104 | numberIntegers_=0; |
---|
3105 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
3106 | if( solver_->isInteger(iColumn)) |
---|
3107 | integerVariable_[numberIntegers_++]=iColumn; |
---|
3108 | } |
---|
3109 | } else { |
---|
3110 | integerVariable_ = NULL; |
---|
3111 | } |
---|
3112 | |
---|
3113 | return ; |
---|
3114 | } |
---|
3115 | |
---|
3116 | // Copy constructor. |
---|
3117 | |
---|
3118 | CbcModel::CbcModel(const CbcModel & rhs, bool noTree) |
---|
3119 | : |
---|
3120 | continuousSolver_(NULL), |
---|
3121 | referenceSolver_(NULL), |
---|
3122 | defaultHandler_(rhs.defaultHandler_), |
---|
3123 | emptyWarmStart_(NULL), |
---|
3124 | bestObjective_(rhs.bestObjective_), |
---|
3125 | bestPossibleObjective_(rhs.bestPossibleObjective_), |
---|
3126 | sumChangeObjective1_(rhs.sumChangeObjective1_), |
---|
3127 | sumChangeObjective2_(rhs.sumChangeObjective2_), |
---|
3128 | minimumDrop_(rhs.minimumDrop_), |
---|
3129 | numberSolutions_(rhs.numberSolutions_), |
---|
3130 | stateOfSearch_(rhs.stateOfSearch_), |
---|
3131 | numberHeuristicSolutions_(rhs.numberHeuristicSolutions_), |
---|
3132 | numberNodes_(rhs.numberNodes_), |
---|
3133 | numberNodes2_(rhs.numberNodes2_), |
---|
3134 | numberIterations_(rhs.numberIterations_), |
---|
3135 | status_(rhs.status_), |
---|
3136 | secondaryStatus_(rhs.secondaryStatus_), |
---|
3137 | specialOptions_(rhs.specialOptions_), |
---|
3138 | subTreeModel_(rhs.subTreeModel_), |
---|
3139 | numberStoppedSubTrees_(rhs.numberStoppedSubTrees_), |
---|
3140 | mutex_(NULL), |
---|
3141 | presolve_(rhs.presolve_), |
---|
3142 | numberStrong_(rhs.numberStrong_), |
---|
3143 | numberBeforeTrust_(rhs.numberBeforeTrust_), |
---|
3144 | numberPenalties_(rhs.numberPenalties_), |
---|
3145 | penaltyScaleFactor_(rhs.penaltyScaleFactor_), |
---|
3146 | numberAnalyzeIterations_(rhs.numberAnalyzeIterations_), |
---|
3147 | analyzeResults_(NULL), |
---|
3148 | numberInfeasibleNodes_(rhs.numberInfeasibleNodes_), |
---|
3149 | problemType_(rhs.problemType_), |
---|
3150 | printFrequency_(rhs.printFrequency_), |
---|
3151 | howOftenGlobalScan_(rhs.howOftenGlobalScan_), |
---|
3152 | numberGlobalViolations_(rhs.numberGlobalViolations_), |
---|
3153 | continuousObjective_(rhs.continuousObjective_), |
---|
3154 | originalContinuousObjective_(rhs.originalContinuousObjective_), |
---|
3155 | continuousInfeasibilities_(rhs.continuousInfeasibilities_), |
---|
3156 | maximumCutPassesAtRoot_(rhs.maximumCutPassesAtRoot_), |
---|
3157 | maximumCutPasses_( rhs.maximumCutPasses_), |
---|
3158 | preferredWay_(rhs.preferredWay_), |
---|
3159 | currentPassNumber_(rhs.currentPassNumber_), |
---|
3160 | maximumWhich_(rhs.maximumWhich_), |
---|
3161 | whichGenerator_(NULL), |
---|
3162 | maximumStatistics_(0), |
---|
3163 | statistics_(NULL), |
---|
3164 | maximumDepthActual_(0), |
---|
3165 | numberDJFixed_(0.0), |
---|
3166 | probingInfo_(NULL), |
---|
3167 | numberFixedAtRoot_(rhs.numberFixedAtRoot_), |
---|
3168 | numberFixedNow_(rhs.numberFixedNow_), |
---|
3169 | stoppedOnGap_(rhs.stoppedOnGap_), |
---|
3170 | eventHappened_(rhs.eventHappened_), |
---|
3171 | numberLongStrong_(rhs.numberLongStrong_), |
---|
3172 | numberOldActiveCuts_(rhs.numberOldActiveCuts_), |
---|
3173 | numberNewCuts_(rhs.numberNewCuts_), |
---|
3174 | sizeMiniTree_(rhs.sizeMiniTree_), |
---|
3175 | searchStrategy_(rhs.searchStrategy_), |
---|
3176 | numberStrongIterations_(rhs.numberStrongIterations_), |
---|
3177 | resolveAfterTakeOffCuts_(rhs.resolveAfterTakeOffCuts_), |
---|
3178 | #if NEW_UPDATE_OBJECT>1 |
---|
3179 | numberUpdateItems_(rhs.numberUpdateItems_), |
---|
3180 | maximumNumberUpdateItems_(rhs.maximumNumberUpdateItems_), |
---|
3181 | updateItems_(NULL), |
---|
3182 | #endif |
---|
3183 | numberThreads_(rhs.numberThreads_), |
---|
3184 | threadMode_(rhs.threadMode_) |
---|
3185 | { |
---|
3186 | memcpy(intParam_,rhs.intParam_,sizeof(intParam_)); |
---|
3187 | memcpy(dblParam_,rhs.dblParam_,sizeof(dblParam_)); |
---|
3188 | strongInfo_[0]=rhs.strongInfo_[0]; |
---|
3189 | strongInfo_[1]=rhs.strongInfo_[1]; |
---|
3190 | strongInfo_[2]=rhs.strongInfo_[2]; |
---|
3191 | solverCharacteristics_ = NULL; |
---|
3192 | if (rhs.emptyWarmStart_) emptyWarmStart_ = rhs.emptyWarmStart_->clone() ; |
---|
3193 | if (defaultHandler_) { |
---|
3194 | handler_ = new CoinMessageHandler(); |
---|
3195 | handler_->setLogLevel(2); |
---|
3196 | } else { |
---|
3197 | handler_ = rhs.handler_; |
---|
3198 | } |
---|
3199 | messageHandler()->setLogLevel(rhs.messageHandler()->logLevel()); |
---|
3200 | numberCutGenerators_ = rhs.numberCutGenerators_; |
---|
3201 | if (numberCutGenerators_) { |
---|
3202 | generator_ = new CbcCutGenerator * [numberCutGenerators_]; |
---|
3203 | virginGenerator_ = new CbcCutGenerator * [numberCutGenerators_]; |
---|
3204 | int i; |
---|
3205 | for (i=0;i<numberCutGenerators_;i++) { |
---|
3206 | generator_[i]=new CbcCutGenerator(*rhs.generator_[i]); |
---|
3207 | virginGenerator_[i]=new CbcCutGenerator(*rhs.virginGenerator_[i]); |
---|
3208 | } |
---|
3209 | } else { |
---|
3210 | generator_=NULL; |
---|
3211 | virginGenerator_=NULL; |
---|
3212 | } |
---|
3213 | if (!noTree) |
---|
3214 | globalCuts_ = rhs.globalCuts_; |
---|
3215 | numberHeuristics_ = rhs.numberHeuristics_; |
---|
3216 | if (numberHeuristics_) { |
---|
3217 | heuristic_ = new CbcHeuristic * [numberHeuristics_]; |
---|
3218 | int i; |
---|
3219 | for (i=0;i<numberHeuristics_;i++) { |
---|
3220 | heuristic_[i]=rhs.heuristic_[i]->clone(); |
---|
3221 | } |
---|
3222 | } else { |
---|
3223 | heuristic_=NULL; |
---|
3224 | } |
---|
3225 | lastHeuristic_ = NULL; |
---|
3226 | if (rhs.eventHandler_) |
---|
3227 | { eventHandler_ = rhs.eventHandler_->clone() ; } |
---|
3228 | else |
---|
3229 | { eventHandler_ = NULL ; } |
---|
3230 | ownObjects_ = rhs.ownObjects_; |
---|
3231 | if (ownObjects_) { |
---|
3232 | numberObjects_=rhs.numberObjects_; |
---|
3233 | if (numberObjects_) { |
---|
3234 | object_ = new OsiObject * [numberObjects_]; |
---|
3235 | int i; |
---|
3236 | for (i=0;i<numberObjects_;i++) { |
---|
3237 | object_[i]=(rhs.object_[i])->clone(); |
---|
3238 | CbcObject * obj = dynamic_cast <CbcObject *>(object_[i]) ; |
---|
3239 | // Could be OsiObjects |
---|
3240 | if (obj) |
---|
3241 | obj->setModel(this); |
---|
3242 | } |
---|
3243 | } else { |
---|
3244 | object_=NULL; |
---|
3245 | } |
---|
3246 | } else { |
---|
3247 | // assume will be redone |
---|
3248 | numberObjects_=0; |
---|
3249 | object_=NULL; |
---|
3250 | } |
---|
3251 | if (rhs.referenceSolver_) |
---|
3252 | referenceSolver_ = rhs.referenceSolver_->clone(); |
---|
3253 | else |
---|
3254 | referenceSolver_=NULL; |
---|
3255 | if (!noTree||!rhs.continuousSolver_) |
---|
3256 | solver_ = rhs.solver_->clone(); |
---|
3257 | else |
---|
3258 | solver_ = rhs.continuousSolver_->clone(); |
---|
3259 | if (rhs.originalColumns_) { |
---|
3260 | int numberColumns = solver_->getNumCols(); |
---|
3261 | originalColumns_= new int [numberColumns]; |
---|
3262 | memcpy(originalColumns_,rhs.originalColumns_,numberColumns*sizeof(int)); |
---|
3263 | } else { |
---|
3264 | originalColumns_=NULL; |
---|
3265 | } |
---|
3266 | #if NEW_UPDATE_OBJECT>1 |
---|
3267 | if (maximumNumberUpdateItems_) { |
---|
3268 | updateItems_ = new CbcObjectUpdateData [maximumNumberUpdateItems_]; |
---|
3269 | for (int i=0;i<maximumNumberUpdateItems_;i++) |
---|
3270 | updateItems_[i] = rhs.updateItems_[i]; |
---|
3271 | } |
---|
3272 | #endif |
---|
3273 | if (maximumWhich_&&rhs.whichGenerator_) |
---|
3274 | whichGenerator_ = CoinCopyOfArray(rhs.whichGenerator_,maximumWhich_); |
---|
3275 | nodeCompare_=rhs.nodeCompare_->clone(); |
---|
3276 | problemFeasibility_=rhs.problemFeasibility_->clone(); |
---|
3277 | tree_= rhs.tree_->clone(); |
---|
3278 | if (rhs.branchingMethod_) |
---|
3279 | branchingMethod_=rhs.branchingMethod_->clone(); |
---|
3280 | else |
---|
3281 | branchingMethod_=NULL; |
---|
3282 | if (rhs.cutModifier_) |
---|
3283 | cutModifier_=rhs.cutModifier_->clone(); |
---|
3284 | else |
---|
3285 | cutModifier_=NULL; |
---|
3286 | cbcColLower_ = NULL; |
---|
3287 | cbcColUpper_ = NULL; |
---|
3288 | cbcRowLower_ = NULL; |
---|
3289 | cbcRowUpper_ = NULL; |
---|
3290 | cbcColSolution_ = NULL; |
---|
3291 | cbcRowPrice_ = NULL; |
---|
3292 | cbcReducedCost_ = NULL; |
---|
3293 | cbcRowActivity_ = NULL; |
---|
3294 | if (rhs.strategy_) |
---|
3295 | strategy_=rhs.strategy_->clone(); |
---|
3296 | else |
---|
3297 | strategy_=NULL; |
---|
3298 | parentModel_=rhs.parentModel_; |
---|
3299 | appData_=rhs.appData_; |
---|
3300 | messages_ = rhs.messages_; |
---|
3301 | ourSolver_ = true ; |
---|
3302 | messageHandler()->setLogLevel(rhs.messageHandler()->logLevel()); |
---|
3303 | numberIntegers_=rhs.numberIntegers_; |
---|
3304 | if (numberIntegers_) { |
---|
3305 | integerVariable_ = new int [numberIntegers_]; |
---|
3306 | memcpy(integerVariable_,rhs.integerVariable_,numberIntegers_*sizeof(int)); |
---|
3307 | integerInfo_ = CoinCopyOfArray(rhs.integerInfo_,solver_->getNumCols()); |
---|
3308 | } else { |
---|
3309 | integerVariable_ = NULL; |
---|
3310 | integerInfo_=NULL; |
---|
3311 | } |
---|
3312 | if (rhs.hotstartSolution_) { |
---|
3313 | int numberColumns = solver_->getNumCols(); |
---|
3314 | hotstartSolution_ = CoinCopyOfArray(rhs.hotstartSolution_,numberColumns); |
---|
3315 | hotstartPriorities_ = CoinCopyOfArray(rhs.hotstartPriorities_,numberColumns); |
---|
3316 | } else { |
---|
3317 | hotstartSolution_ = NULL; |
---|
3318 | hotstartPriorities_ =NULL; |
---|
3319 | } |
---|
3320 | if (rhs.bestSolution_&&!noTree) { |
---|
3321 | int numberColumns = solver_->getNumCols(); |
---|
3322 | bestSolution_ = new double[numberColumns]; |
---|
3323 | memcpy(bestSolution_,rhs.bestSolution_,numberColumns*sizeof(double)); |
---|
3324 | } else { |
---|
3325 | bestSolution_=NULL; |
---|
3326 | } |
---|
3327 | if (!noTree) { |
---|
3328 | int numberColumns = solver_->getNumCols(); |
---|
3329 | currentSolution_ = CoinCopyOfArray(rhs.currentSolution_,numberColumns); |
---|
3330 | continuousSolution_ = CoinCopyOfArray(rhs.continuousSolution_,numberColumns); |
---|
3331 | usedInSolution_ = CoinCopyOfArray(rhs.usedInSolution_,numberColumns); |
---|
3332 | } else { |
---|
3333 | currentSolution_=NULL; |
---|
3334 | continuousSolution_=NULL; |
---|
3335 | usedInSolution_=NULL; |
---|
3336 | } |
---|
3337 | testSolution_=currentSolution_; |
---|
3338 | numberRowsAtContinuous_ = rhs.numberRowsAtContinuous_; |
---|
3339 | maximumNumberCuts_=rhs.maximumNumberCuts_; |
---|
3340 | phase_ = rhs.phase_; |
---|
3341 | currentNumberCuts_=rhs.currentNumberCuts_; |
---|
3342 | maximumDepth_= rhs.maximumDepth_; |
---|
3343 | if (noTree) { |
---|
3344 | bestObjective_ = COIN_DBL_MAX; |
---|
3345 | numberSolutions_ =0; |
---|
3346 | stateOfSearch_= 0; |
---|
3347 | numberHeuristicSolutions_=0; |
---|
3348 | numberNodes_=0; |
---|
3349 | numberNodes2_=0; |
---|
3350 | numberIterations_=0; |
---|
3351 | status_=0; |
---|
3352 | subTreeModel_=NULL; |
---|
3353 | numberStoppedSubTrees_=0; |
---|
3354 | continuousObjective_=COIN_DBL_MAX; |
---|
3355 | originalContinuousObjective_=COIN_DBL_MAX; |
---|
3356 | continuousInfeasibilities_=COIN_INT_MAX; |
---|
3357 | maximumNumberCuts_=0; |
---|
3358 | tree_->cleanTree(this,-COIN_DBL_MAX,bestPossibleObjective_); |
---|
3359 | bestPossibleObjective_ = COIN_DBL_MAX; |
---|
3360 | } |
---|
3361 | // These are only used as temporary arrays so need not be filled |
---|
3362 | if (maximumNumberCuts_) { |
---|
3363 | addedCuts_ = new CbcCountRowCut * [maximumNumberCuts_]; |
---|
3364 | } else { |
---|
3365 | addedCuts_ = NULL; |
---|
3366 | } |
---|
3367 | bestSolutionBasis_ = rhs.bestSolutionBasis_; |
---|
3368 | nextRowCut_ = NULL; |
---|
3369 | currentNode_ = NULL; |
---|
3370 | if (maximumDepth_) |
---|
3371 | walkback_ = new CbcNodeInfo * [maximumDepth_]; |
---|
3372 | else |
---|
3373 | walkback_ = NULL; |
---|
3374 | synchronizeModel(); |
---|
3375 | } |
---|
3376 | |
---|
3377 | // Assignment operator |
---|
3378 | CbcModel & |
---|
3379 | CbcModel::operator=(const CbcModel& rhs) |
---|
3380 | { |
---|
3381 | if (this!=&rhs) { |
---|
3382 | if (ourSolver_) { |
---|
3383 | delete solver_; |
---|
3384 | solver_=NULL; |
---|
3385 | } |
---|
3386 | gutsOfDestructor(); |
---|
3387 | if (defaultHandler_) |
---|
3388 | { delete handler_; |
---|
3389 | handler_ = NULL; } |
---|
3390 | defaultHandler_ = rhs.defaultHandler_; |
---|
3391 | if (defaultHandler_) |
---|
3392 | { handler_ = new CoinMessageHandler(); |
---|
3393 | handler_->setLogLevel(2); } |
---|
3394 | else |
---|
3395 | { handler_ = rhs.handler_; } |
---|
3396 | messages_ = rhs.messages_; |
---|
3397 | messageHandler()->setLogLevel(rhs.messageHandler()->logLevel()); |
---|
3398 | if (rhs.solver_) |
---|
3399 | { solver_ = rhs.solver_->clone() ; } |
---|
3400 | else |
---|
3401 | { solver_ = 0 ; } |
---|
3402 | ourSolver_ = true ; |
---|
3403 | delete continuousSolver_ ; |
---|
3404 | if (rhs.continuousSolver_) |
---|
3405 | { continuousSolver_ = rhs.continuousSolver_->clone() ; } |
---|
3406 | else |
---|
3407 | { continuousSolver_ = 0 ; } |
---|
3408 | delete referenceSolver_; |
---|
3409 | if (rhs.referenceSolver_) |
---|
3410 | { referenceSolver_ = rhs.referenceSolver_->clone() ; } |
---|
3411 | else |
---|
3412 | { referenceSolver_ = NULL ; } |
---|
3413 | |
---|
3414 | delete emptyWarmStart_ ; |
---|
3415 | if (rhs.emptyWarmStart_) |
---|
3416 | { emptyWarmStart_ = rhs.emptyWarmStart_->clone() ; } |
---|
3417 | else |
---|
3418 | { emptyWarmStart_ = 0 ; } |
---|
3419 | |
---|
3420 | bestObjective_ = rhs.bestObjective_; |
---|
3421 | bestPossibleObjective_=rhs.bestPossibleObjective_; |
---|
3422 | sumChangeObjective1_=rhs.sumChangeObjective1_; |
---|
3423 | sumChangeObjective2_=rhs.sumChangeObjective2_; |
---|
3424 | delete [] bestSolution_; |
---|
3425 | if (rhs.bestSolution_) { |
---|
3426 | int numberColumns = rhs.getNumCols(); |
---|
3427 | bestSolution_ = new double[numberColumns]; |
---|
3428 | memcpy(bestSolution_,rhs.bestSolution_,numberColumns*sizeof(double)); |
---|
3429 | } else { |
---|
3430 | bestSolution_=NULL; |
---|
3431 | } |
---|
3432 | int numberColumns = rhs.getNumCols(); |
---|
3433 | currentSolution_ = CoinCopyOfArray(rhs.currentSolution_,numberColumns); |
---|
3434 | continuousSolution_ = CoinCopyOfArray(rhs.continuousSolution_,numberColumns); |
---|
3435 | usedInSolution_ = CoinCopyOfArray(rhs.usedInSolution_,numberColumns); |
---|
3436 | testSolution_=currentSolution_; |
---|
3437 | minimumDrop_ = rhs.minimumDrop_; |
---|
3438 | numberSolutions_=rhs.numberSolutions_; |
---|
3439 | stateOfSearch_= rhs.stateOfSearch_; |
---|
3440 | numberHeuristicSolutions_=rhs.numberHeuristicSolutions_; |
---|
3441 | numberNodes_ = rhs.numberNodes_; |
---|
3442 | numberNodes2_ = rhs.numberNodes2_; |
---|
3443 | numberIterations_ = rhs.numberIterations_; |
---|
3444 | status_ = rhs.status_; |
---|
3445 | secondaryStatus_ = rhs.secondaryStatus_; |
---|
3446 | specialOptions_ = rhs.specialOptions_; |
---|
3447 | subTreeModel_ = rhs.subTreeModel_; |
---|
3448 | numberStoppedSubTrees_ = rhs.numberStoppedSubTrees_; |
---|
3449 | mutex_ = NULL; |
---|
3450 | presolve_ = rhs.presolve_; |
---|
3451 | numberStrong_ = rhs.numberStrong_; |
---|
3452 | numberBeforeTrust_ = rhs.numberBeforeTrust_; |
---|
3453 | numberPenalties_ = rhs.numberPenalties_; |
---|
3454 | penaltyScaleFactor_ = rhs.penaltyScaleFactor_; |
---|
3455 | numberAnalyzeIterations_ = rhs.numberAnalyzeIterations_; |
---|
3456 | delete [] analyzeResults_; |
---|
3457 | analyzeResults_ = NULL; |
---|
3458 | numberInfeasibleNodes_ = rhs.numberInfeasibleNodes_; |
---|
3459 | problemType_ = rhs.problemType_; |
---|
3460 | printFrequency_ = rhs.printFrequency_; |
---|
3461 | howOftenGlobalScan_=rhs.howOftenGlobalScan_; |
---|
3462 | numberGlobalViolations_=rhs.numberGlobalViolations_; |
---|
3463 | continuousObjective_=rhs.continuousObjective_; |
---|
3464 | originalContinuousObjective_ = rhs.originalContinuousObjective_; |
---|
3465 | continuousInfeasibilities_ = rhs.continuousInfeasibilities_; |
---|
3466 | maximumCutPassesAtRoot_ = rhs.maximumCutPassesAtRoot_; |
---|
3467 | maximumCutPasses_ = rhs.maximumCutPasses_; |
---|
3468 | preferredWay_ = rhs.preferredWay_; |
---|
3469 | currentPassNumber_ = rhs.currentPassNumber_; |
---|
3470 | memcpy(intParam_,rhs.intParam_,sizeof(intParam_)); |
---|
3471 | memcpy(dblParam_,rhs.dblParam_,sizeof(dblParam_)); |
---|
3472 | globalCuts_ = rhs.globalCuts_; |
---|
3473 | int i; |
---|
3474 | for (i=0;i<numberCutGenerators_;i++) { |
---|
3475 | delete generator_[i]; |
---|
3476 | delete virginGenerator_[i]; |
---|
3477 | } |
---|
3478 | delete [] generator_; |
---|
3479 | delete [] virginGenerator_; |
---|
3480 | delete [] heuristic_; |
---|
3481 | maximumWhich_ = rhs.maximumWhich_; |
---|
3482 | delete [] whichGenerator_; |
---|
3483 | whichGenerator_ = NULL; |
---|
3484 | if (maximumWhich_&&rhs.whichGenerator_) |
---|
3485 | whichGenerator_ = CoinCopyOfArray(rhs.whichGenerator_,maximumWhich_); |
---|
3486 | for (i=0;i<maximumStatistics_;i++) |
---|
3487 | delete statistics_[i]; |
---|
3488 | delete [] statistics_; |
---|
3489 | maximumStatistics_ = 0; |
---|
3490 | statistics_ = NULL; |
---|
3491 | delete probingInfo_; |
---|
3492 | probingInfo_=NULL; |
---|
3493 | numberFixedAtRoot_ = rhs.numberFixedAtRoot_; |
---|
3494 | numberFixedNow_ = rhs.numberFixedNow_; |
---|
3495 | stoppedOnGap_ = rhs.stoppedOnGap_; |
---|
3496 | eventHappened_ = rhs.eventHappened_; |
---|
3497 | numberLongStrong_ = rhs.numberLongStrong_; |
---|
3498 | numberOldActiveCuts_ = rhs.numberOldActiveCuts_; |
---|
3499 | numberNewCuts_ = rhs.numberNewCuts_; |
---|
3500 | resolveAfterTakeOffCuts_=rhs.resolveAfterTakeOffCuts_; |
---|
3501 | #if NEW_UPDATE_OBJECT>1 |
---|
3502 | numberUpdateItems_ = rhs.numberUpdateItems_; |
---|
3503 | maximumNumberUpdateItems_ = rhs.maximumNumberUpdateItems_; |
---|
3504 | delete [] updateItems_; |
---|
3505 | if (maximumNumberUpdateItems_) { |
---|
3506 | updateItems_ = new CbcObjectUpdateData [maximumNumberUpdateItems_]; |
---|
3507 | for (i=0;i<maximumNumberUpdateItems_;i++) |
---|
3508 | updateItems_[i] = rhs.updateItems_[i]; |
---|
3509 | } else { |
---|
3510 | updateItems_ = NULL; |
---|
3511 | } |
---|
3512 | #endif |
---|
3513 | numberThreads_ = rhs.numberThreads_; |
---|
3514 | threadMode_ = rhs.threadMode_; |
---|
3515 | sizeMiniTree_ = rhs.sizeMiniTree_; |
---|
3516 | searchStrategy_ = rhs.searchStrategy_; |
---|
3517 | numberStrongIterations_ = rhs.numberStrongIterations_; |
---|
3518 | strongInfo_[0]=rhs.strongInfo_[0]; |
---|
3519 | strongInfo_[1]=rhs.strongInfo_[1]; |
---|
3520 | strongInfo_[2]=rhs.strongInfo_[2]; |
---|
3521 | solverCharacteristics_ = NULL; |
---|
3522 | lastHeuristic_ = NULL; |
---|
3523 | numberCutGenerators_ = rhs.numberCutGenerators_; |
---|
3524 | if (numberCutGenerators_) { |
---|
3525 | generator_ = new CbcCutGenerator * [numberCutGenerators_]; |
---|
3526 | virginGenerator_ = new CbcCutGenerator * [numberCutGenerators_]; |
---|
3527 | int i; |
---|
3528 | for (i=0;i<numberCutGenerators_;i++) { |
---|
3529 | generator_[i]=new CbcCutGenerator(*rhs.generator_[i]); |
---|
3530 | virginGenerator_[i]=new CbcCutGenerator(*rhs.virginGenerator_[i]); |
---|
3531 | } |
---|
3532 | } else { |
---|
3533 | generator_=NULL; |
---|
3534 | virginGenerator_=NULL; |
---|
3535 | } |
---|
3536 | numberHeuristics_ = rhs.numberHeuristics_; |
---|
3537 | if (numberHeuristics_) { |
---|
3538 | heuristic_ = new CbcHeuristic * [numberHeuristics_]; |
---|
3539 | memcpy(heuristic_,rhs.heuristic_, |
---|
3540 | numberHeuristics_*sizeof(CbcHeuristic *)); |
---|
3541 | } else { |
---|
3542 | heuristic_=NULL; |
---|
3543 | } |
---|
3544 | lastHeuristic_ = NULL; |
---|
3545 | if (eventHandler_) |
---|
3546 | delete eventHandler_ ; |
---|
3547 | if (rhs.eventHandler_) |
---|
3548 | { eventHandler_ = rhs.eventHandler_->clone() ; } |
---|
3549 | else |
---|
3550 | { eventHandler_ = NULL ; } |
---|
3551 | if (ownObjects_) { |
---|
3552 | for (i=0;i<numberObjects_;i++) |
---|
3553 | delete object_[i]; |
---|
3554 | delete [] object_; |
---|
3555 | numberObjects_=rhs.numberObjects_; |
---|
3556 | if (numberObjects_) { |
---|
3557 | object_ = new OsiObject * [numberObjects_]; |
---|
3558 | int i; |
---|
3559 | for (i=0;i<numberObjects_;i++) |
---|
3560 | object_[i]=(rhs.object_[i])->clone(); |
---|
3561 | } else { |
---|
3562 | object_=NULL; |
---|
3563 | } |
---|
3564 | } else { |
---|
3565 | // assume will be redone |
---|
3566 | numberObjects_=0; |
---|
3567 | object_=NULL; |
---|
3568 | } |
---|
3569 | delete [] originalColumns_; |
---|
3570 | if (rhs.originalColumns_) { |
---|
3571 | int numberColumns = rhs.getNumCols(); |
---|
3572 | originalColumns_= new int [numberColumns]; |
---|
3573 | memcpy(originalColumns_,rhs.originalColumns_,numberColumns*sizeof(int)); |
---|
3574 | } else { |
---|
3575 | originalColumns_=NULL; |
---|
3576 | } |
---|
3577 | nodeCompare_=rhs.nodeCompare_->clone(); |
---|
3578 | problemFeasibility_=rhs.problemFeasibility_->clone(); |
---|
3579 | delete tree_; |
---|
3580 | tree_= rhs.tree_->clone(); |
---|
3581 | if (rhs.branchingMethod_) |
---|
3582 | branchingMethod_=rhs.branchingMethod_->clone(); |
---|
3583 | else |
---|
3584 | branchingMethod_=NULL; |
---|
3585 | if (rhs.cutModifier_) |
---|
3586 | cutModifier_=rhs.cutModifier_->clone(); |
---|
3587 | else |
---|
3588 | cutModifier_=NULL; |
---|
3589 | delete strategy_; |
---|
3590 | if (rhs.strategy_) |
---|
3591 | strategy_=rhs.strategy_->clone(); |
---|
3592 | else |
---|
3593 | strategy_=NULL; |
---|
3594 | parentModel_=rhs.parentModel_; |
---|
3595 | appData_=rhs.appData_; |
---|
3596 | |
---|
3597 | delete [] integerVariable_; |
---|
3598 | numberIntegers_=rhs.numberIntegers_; |
---|
3599 | if (numberIntegers_) { |
---|
3600 | integerVariable_ = new int [numberIntegers_]; |
---|
3601 | memcpy(integerVariable_,rhs.integerVariable_, |
---|
3602 | numberIntegers_*sizeof(int)); |
---|
3603 | integerInfo_ = CoinCopyOfArray(rhs.integerInfo_,rhs.getNumCols()); |
---|
3604 | } else { |
---|
3605 | integerVariable_ = NULL; |
---|
3606 | integerInfo_=NULL; |
---|
3607 | } |
---|
3608 | if (rhs.hotstartSolution_) { |
---|
3609 | int numberColumns = solver_->getNumCols(); |
---|
3610 | hotstartSolution_ = CoinCopyOfArray(rhs.hotstartSolution_,numberColumns); |
---|
3611 | hotstartPriorities_ = CoinCopyOfArray(rhs.hotstartPriorities_,numberColumns); |
---|
3612 | } else { |
---|
3613 | hotstartSolution_ = NULL; |
---|
3614 | hotstartPriorities_ =NULL; |
---|
3615 | } |
---|
3616 | numberRowsAtContinuous_ = rhs.numberRowsAtContinuous_; |
---|
3617 | maximumNumberCuts_=rhs.maximumNumberCuts_; |
---|
3618 | phase_ = rhs.phase_; |
---|
3619 | currentNumberCuts_=rhs.currentNumberCuts_; |
---|
3620 | maximumDepth_= rhs.maximumDepth_; |
---|
3621 | delete [] addedCuts_; |
---|
3622 | delete [] walkback_; |
---|
3623 | // These are only used as temporary arrays so need not be filled |
---|
3624 | if (maximumNumberCuts_) { |
---|
3625 | addedCuts_ = new CbcCountRowCut * [maximumNumberCuts_]; |
---|
3626 | } else { |
---|
3627 | addedCuts_ = NULL; |
---|
3628 | } |
---|
3629 | bestSolutionBasis_ = rhs.bestSolutionBasis_; |
---|
3630 | nextRowCut_ = NULL; |
---|
3631 | currentNode_ = NULL; |
---|
3632 | if (maximumDepth_) |
---|
3633 | walkback_ = new CbcNodeInfo * [maximumDepth_]; |
---|
3634 | else |
---|
3635 | walkback_ = NULL; |
---|
3636 | synchronizeModel(); |
---|
3637 | cbcColLower_ = NULL; |
---|
3638 | cbcColUpper_ = NULL; |
---|
3639 | cbcRowLower_ = NULL; |
---|
3640 | cbcRowUpper_ = NULL; |
---|
3641 | cbcColSolution_ = NULL; |
---|
3642 | cbcRowPrice_ = NULL; |
---|
3643 | cbcReducedCost_ = NULL; |
---|
3644 | cbcRowActivity_ = NULL; |
---|
3645 | } |
---|
3646 | return *this; |
---|
3647 | } |
---|
3648 | // Destructor |
---|
3649 | CbcModel::~CbcModel () |
---|
3650 | { |
---|
3651 | if (defaultHandler_) { |
---|
3652 | delete handler_; |
---|
3653 | handler_ = NULL; |
---|
3654 | } |
---|
3655 | delete tree_; |
---|
3656 | tree_=NULL; |
---|
3657 | if (ourSolver_) { |
---|
3658 | delete solver_; |
---|
3659 | solver_ = NULL; |
---|
3660 | } |
---|
3661 | gutsOfDestructor(); |
---|
3662 | delete eventHandler_ ; |
---|
3663 | eventHandler_ = NULL ; |
---|
3664 | } |
---|
3665 | // Clears out as much as possible (except solver) |
---|
3666 | void |
---|
3667 | CbcModel::gutsOfDestructor() |
---|
3668 | { |
---|
3669 | delete referenceSolver_; |
---|
3670 | referenceSolver_=NULL; |
---|
3671 | int i; |
---|
3672 | for (i=0;i<numberCutGenerators_;i++) { |
---|
3673 | delete generator_[i]; |
---|
3674 | delete virginGenerator_[i]; |
---|
3675 | } |
---|
3676 | delete [] generator_; |
---|
3677 | delete [] virginGenerator_; |
---|
3678 | generator_=NULL; |
---|
3679 | virginGenerator_=NULL; |
---|
3680 | for (i=0;i<numberHeuristics_;i++) |
---|
3681 | delete heuristic_[i]; |
---|
3682 | delete [] heuristic_; |
---|
3683 | heuristic_=NULL; |
---|
3684 | delete nodeCompare_; |
---|
3685 | nodeCompare_=NULL; |
---|
3686 | delete problemFeasibility_; |
---|
3687 | problemFeasibility_=NULL; |
---|
3688 | delete [] originalColumns_; |
---|
3689 | originalColumns_=NULL; |
---|
3690 | delete strategy_; |
---|
3691 | #if NEW_UPDATE_OBJECT>1 |
---|
3692 | delete [] updateItems_; |
---|
3693 | updateItems_=NULL; |
---|
3694 | numberUpdateItems_=0; |
---|
3695 | maximumNumberUpdateItems_=0; |
---|
3696 | #endif |
---|
3697 | gutsOfDestructor2(); |
---|
3698 | } |
---|
3699 | // Clears out enough to reset CbcModel |
---|
3700 | void |
---|
3701 | CbcModel::gutsOfDestructor2() |
---|
3702 | { |
---|
3703 | delete [] integerInfo_; |
---|
3704 | integerInfo_=NULL; |
---|
3705 | delete [] integerVariable_; |
---|
3706 | integerVariable_=NULL; |
---|
3707 | int i; |
---|
3708 | if (ownObjects_) { |
---|
3709 | for (i=0;i<numberObjects_;i++) |
---|
3710 | delete object_[i]; |
---|
3711 | delete [] object_; |
---|
3712 | } |
---|
3713 | ownObjects_=true; |
---|
3714 | object_=NULL; |
---|
3715 | numberIntegers_=0; |
---|
3716 | numberObjects_=0; |
---|
3717 | // Below here is whatever consensus is |
---|
3718 | ourSolver_=true; |
---|
3719 | delete branchingMethod_; |
---|
3720 | branchingMethod_=NULL; |
---|
3721 | delete cutModifier_; |
---|
3722 | cutModifier_=NULL; |
---|
3723 | resetModel(); |
---|
3724 | } |
---|
3725 | // Clears out enough to reset CbcModel |
---|
3726 | void |
---|
3727 | CbcModel::resetModel() |
---|
3728 | { |
---|
3729 | delete emptyWarmStart_ ; |
---|
3730 | emptyWarmStart_ =NULL; |
---|
3731 | delete continuousSolver_; |
---|
3732 | continuousSolver_=NULL; |
---|
3733 | delete [] bestSolution_; |
---|
3734 | bestSolution_=NULL; |
---|
3735 | delete [] currentSolution_; |
---|
3736 | currentSolution_=NULL; |
---|
3737 | delete [] continuousSolution_; |
---|
3738 | continuousSolution_=NULL; |
---|
3739 | solverCharacteristics_=NULL; |
---|
3740 | delete [] usedInSolution_; |
---|
3741 | usedInSolution_ = NULL; |
---|
3742 | testSolution_=NULL; |
---|
3743 | lastHeuristic_ = NULL; |
---|
3744 | delete [] addedCuts_; |
---|
3745 | addedCuts_=NULL; |
---|
3746 | nextRowCut_ = NULL; |
---|
3747 | currentNode_ = NULL; |
---|
3748 | delete [] walkback_; |
---|
3749 | walkback_=NULL; |
---|
3750 | delete [] whichGenerator_; |
---|
3751 | whichGenerator_ = NULL; |
---|
3752 | for (int i=0;i<maximumStatistics_;i++) |
---|
3753 | delete statistics_[i]; |
---|
3754 | delete [] statistics_; |
---|
3755 | statistics_=NULL; |
---|
3756 | maximumDepthActual_ = 0; |
---|
3757 | numberDJFixed_ =0.0; |
---|
3758 | delete probingInfo_; |
---|
3759 | probingInfo_ = NULL; |
---|
3760 | maximumStatistics_=0; |
---|
3761 | delete [] analyzeResults_; |
---|
3762 | analyzeResults_=NULL; |
---|
3763 | bestObjective_=COIN_DBL_MAX; |
---|
3764 | bestPossibleObjective_=COIN_DBL_MAX; |
---|
3765 | sumChangeObjective1_=0.0; |
---|
3766 | sumChangeObjective2_=0.0; |
---|
3767 | numberSolutions_=0; |
---|
3768 | stateOfSearch_=0; |
---|
3769 | delete [] hotstartSolution_; |
---|
3770 | hotstartSolution_=NULL; |
---|
3771 | delete [] hotstartPriorities_; |
---|
3772 | hotstartPriorities_=NULL; |
---|
3773 | numberHeuristicSolutions_=0; |
---|
3774 | numberNodes_=0; |
---|
3775 | numberNodes2_=0; |
---|
3776 | numberIterations_=0; |
---|
3777 | status_=-1; |
---|
3778 | secondaryStatus_=-1; |
---|
3779 | maximumNumberCuts_=0; |
---|
3780 | phase_=0; |
---|
3781 | currentNumberCuts_=0; |
---|
3782 | maximumDepth_=0; |
---|
3783 | nextRowCut_=NULL; |
---|
3784 | currentNode_=NULL; |
---|
3785 | // clear out tree |
---|
3786 | if (tree_&&tree_->size()) |
---|
3787 | tree_->cleanTree(this, -1.0e100,bestPossibleObjective_) ; |
---|
3788 | subTreeModel_=NULL; |
---|
3789 | numberStoppedSubTrees_=0; |
---|
3790 | numberInfeasibleNodes_=0; |
---|
3791 | numberGlobalViolations_=0; |
---|
3792 | continuousObjective_=0.0; |
---|
3793 | originalContinuousObjective_=0.0; |
---|
3794 | continuousInfeasibilities_=0; |
---|
3795 | numberFixedAtRoot_=0; |
---|
3796 | numberFixedNow_=0; |
---|
3797 | stoppedOnGap_=false; |
---|
3798 | eventHappened_=false; |
---|
3799 | numberLongStrong_=0; |
---|
3800 | numberOldActiveCuts_=0; |
---|
3801 | numberNewCuts_=0; |
---|
3802 | searchStrategy_=-1; |
---|
3803 | numberStrongIterations_=0; |
---|
3804 | // Parameters which need to be reset |
---|
3805 | setCutoff(COIN_DBL_MAX); |
---|
3806 | dblParam_[CbcCutoffIncrement] = 1e-5; |
---|
3807 | dblParam_[CbcCurrentCutoff] = 1.0e100; |
---|
3808 | dblParam_[CbcCurrentObjectiveValue] = 1.0e100; |
---|
3809 | dblParam_[CbcCurrentMinimizationObjectiveValue] = 1.0e100; |
---|
3810 | } |
---|
3811 | // Move status, nodes etc etc across |
---|
3812 | void |
---|
3813 | CbcModel::moveInfo(const CbcModel & rhs) |
---|
3814 | { |
---|
3815 | bestObjective_ = rhs.bestObjective_; |
---|
3816 | bestPossibleObjective_=rhs.bestPossibleObjective_; |
---|
3817 | numberSolutions_=rhs.numberSolutions_; |
---|
3818 | numberHeuristicSolutions_=rhs.numberHeuristicSolutions_; |
---|
3819 | numberNodes_ = rhs.numberNodes_; |
---|
3820 | numberNodes2_ = rhs.numberNodes2_; |
---|
3821 | numberIterations_ = rhs.numberIterations_; |
---|
3822 | status_ = rhs.status_; |
---|
3823 | secondaryStatus_ = rhs.secondaryStatus_; |
---|
3824 | numberStoppedSubTrees_ = rhs.numberStoppedSubTrees_; |
---|
3825 | numberInfeasibleNodes_ = rhs.numberInfeasibleNodes_; |
---|
3826 | continuousObjective_=rhs.continuousObjective_; |
---|
3827 | originalContinuousObjective_ = rhs.originalContinuousObjective_; |
---|
3828 | continuousInfeasibilities_ = rhs.continuousInfeasibilities_; |
---|
3829 | numberFixedAtRoot_ = rhs.numberFixedAtRoot_; |
---|
3830 | numberFixedNow_ = rhs.numberFixedNow_; |
---|
3831 | stoppedOnGap_ = rhs.stoppedOnGap_; |
---|
3832 | eventHappened_ = rhs.eventHappened_; |
---|
3833 | numberLongStrong_ = rhs.numberLongStrong_; |
---|
3834 | numberStrongIterations_ = rhs.numberStrongIterations_; |
---|
3835 | strongInfo_[0]=rhs.strongInfo_[0]; |
---|
3836 | strongInfo_[1]=rhs.strongInfo_[1]; |
---|
3837 | strongInfo_[2]=rhs.strongInfo_[2]; |
---|
3838 | numberRowsAtContinuous_ = rhs.numberRowsAtContinuous_; |
---|
3839 | maximumDepth_= rhs.maximumDepth_; |
---|
3840 | } |
---|
3841 | // Save a copy of the current solver so can be reset to |
---|
3842 | void |
---|
3843 | CbcModel::saveReferenceSolver() |
---|
3844 | { |
---|
3845 | delete referenceSolver_; |
---|
3846 | referenceSolver_= solver_->clone(); |
---|
3847 | } |
---|
3848 | |
---|
3849 | // Uses a copy of reference solver to be current solver |
---|
3850 | void |
---|
3851 | CbcModel::resetToReferenceSolver() |
---|
3852 | { |
---|
3853 | delete solver_; |
---|
3854 | solver_ = referenceSolver_->clone(); |
---|
3855 | // clear many things |
---|
3856 | gutsOfDestructor2(); |
---|
3857 | // Reset cutoff |
---|
3858 | // Solvers know about direction |
---|
3859 | double direction = solver_->getObjSense(); |
---|
3860 | double value; |
---|
3861 | solver_->getDblParam(OsiDualObjectiveLimit,value); |
---|
3862 | setCutoff(value*direction); |
---|
3863 | } |
---|
3864 | |
---|
3865 | // Are there a numerical difficulties? |
---|
3866 | bool |
---|
3867 | CbcModel::isAbandoned() const |
---|
3868 | { |
---|
3869 | return status_ == 2; |
---|
3870 | } |
---|
3871 | // Is optimality proven? |
---|
3872 | bool |
---|
3873 | CbcModel::isProvenOptimal() const |
---|
3874 | { |
---|
3875 | if (!status_ && bestObjective_<1.0e30) |
---|
3876 | return true; |
---|
3877 | else |
---|
3878 | return false; |
---|
3879 | } |
---|
3880 | // Is infeasiblity proven (or none better than cutoff)? |
---|
3881 | bool |
---|
3882 | CbcModel::isProvenInfeasible() const |
---|
3883 | { |
---|
3884 | if (!status_ && bestObjective_>=1.0e30) |
---|
3885 | return true; |
---|
3886 | else |
---|
3887 | return false; |
---|
3888 | } |
---|
3889 | // Was continuous solution unbounded |
---|
3890 | bool |
---|
3891 | CbcModel::isContinuousUnbounded() const |
---|
3892 | { |
---|
3893 | if (!status_ && secondaryStatus_==7) |
---|
3894 | return true; |
---|
3895 | else |
---|
3896 | return false; |
---|
3897 | } |
---|
3898 | // Was continuous solution unbounded |
---|
3899 | bool |
---|
3900 | CbcModel::isProvenDualInfeasible() const |
---|
3901 | { |
---|
3902 | if (!status_ && secondaryStatus_==7) |
---|
3903 | return true; |
---|
3904 | else |
---|
3905 | return false; |
---|
3906 | } |
---|
3907 | // Node limit reached? |
---|
3908 | bool |
---|
3909 | CbcModel::isNodeLimitReached() const |
---|
3910 | { |
---|
3911 | return numberNodes_ >= intParam_[CbcMaxNumNode]; |
---|
3912 | } |
---|
3913 | // Time limit reached? |
---|
3914 | bool |
---|
3915 | CbcModel::isSecondsLimitReached() const |
---|
3916 | { |
---|
3917 | if (status_==1&&secondaryStatus_==4) |
---|
3918 | return true; |
---|
3919 | else |
---|
3920 | return false; |
---|
3921 | } |
---|
3922 | // Solution limit reached? |
---|
3923 | bool |
---|
3924 | CbcModel::isSolutionLimitReached() const |
---|
3925 | { |
---|
3926 | return numberSolutions_ >= intParam_[CbcMaxNumSol]; |
---|
3927 | } |
---|
3928 | // Set language |
---|
3929 | void |
---|
3930 | CbcModel::newLanguage(CoinMessages::Language language) |
---|
3931 | { |
---|
3932 | messages_ = CbcMessage(language); |
---|
3933 | } |
---|
3934 | void |
---|
3935 | CbcModel::setNumberStrong(int number) |
---|
3936 | { |
---|
3937 | if (number<0) |
---|
3938 | numberStrong_=0; |
---|
3939 | else |
---|
3940 | numberStrong_=number; |
---|
3941 | } |
---|
3942 | void |
---|
3943 | CbcModel::setNumberBeforeTrust(int number) |
---|
3944 | { |
---|
3945 | if (number<-1) { |
---|
3946 | numberBeforeTrust_=0; |
---|
3947 | } else { |
---|
3948 | numberBeforeTrust_=number; |
---|
3949 | //numberStrong_ = CoinMax(numberStrong_,1); |
---|
3950 | } |
---|
3951 | } |
---|
3952 | void |
---|
3953 | CbcModel::setNumberPenalties(int number) |
---|
3954 | { |
---|
3955 | if (number<=0) { |
---|
3956 | numberPenalties_=0; |
---|
3957 | } else { |
---|
3958 | numberPenalties_=number; |
---|
3959 | } |
---|
3960 | } |
---|
3961 | void |
---|
3962 | CbcModel::setPenaltyScaleFactor(double value) |
---|
3963 | { |
---|
3964 | if (value<=0) { |
---|
3965 | penaltyScaleFactor_=3.0; |
---|
3966 | } else { |
---|
3967 | penaltyScaleFactor_=value; |
---|
3968 | } |
---|
3969 | } |
---|
3970 | void |
---|
3971 | CbcModel::setHowOftenGlobalScan(int number) |
---|
3972 | { |
---|
3973 | if (number<-1) |
---|
3974 | howOftenGlobalScan_=0; |
---|
3975 | else |
---|
3976 | howOftenGlobalScan_=number; |
---|
3977 | } |
---|
3978 | |
---|
3979 | // Add one generator |
---|
3980 | void |
---|
3981 | CbcModel::addCutGenerator(CglCutGenerator * generator, |
---|
3982 | int howOften, const char * name, |
---|
3983 | bool normal, bool atSolution, |
---|
3984 | bool whenInfeasible,int howOftenInSub, |
---|
3985 | int whatDepth, int whatDepthInSub) |
---|
3986 | { |
---|
3987 | CbcCutGenerator ** temp = generator_; |
---|
3988 | generator_ = new CbcCutGenerator * [numberCutGenerators_+1]; |
---|
3989 | memcpy(generator_,temp,numberCutGenerators_*sizeof(CbcCutGenerator *)); |
---|
3990 | delete[] temp ; |
---|
3991 | generator_[numberCutGenerators_]= |
---|
3992 | new CbcCutGenerator(this,generator, howOften, name, |
---|
3993 | normal,atSolution,whenInfeasible,howOftenInSub, |
---|
3994 | whatDepth, whatDepthInSub); |
---|
3995 | // and before any cahnges |
---|
3996 | temp = virginGenerator_; |
---|
3997 | virginGenerator_ = new CbcCutGenerator * [numberCutGenerators_+1]; |
---|
3998 | memcpy(virginGenerator_,temp,numberCutGenerators_*sizeof(CbcCutGenerator *)); |
---|
3999 | delete[] temp ; |
---|
4000 | virginGenerator_[numberCutGenerators_++]= |
---|
4001 | new CbcCutGenerator(this,generator, howOften, name, |
---|
4002 | normal,atSolution,whenInfeasible,howOftenInSub, |
---|
4003 | whatDepth, whatDepthInSub); |
---|
4004 | |
---|
4005 | } |
---|
4006 | // Add one heuristic |
---|
4007 | void |
---|
4008 | CbcModel::addHeuristic(CbcHeuristic * generator, const char *name) |
---|
4009 | { |
---|
4010 | CbcHeuristic ** temp = heuristic_; |
---|
4011 | heuristic_ = new CbcHeuristic * [numberHeuristics_+1]; |
---|
4012 | memcpy(heuristic_,temp,numberHeuristics_*sizeof(CbcHeuristic *)); |
---|
4013 | delete [] temp; |
---|
4014 | heuristic_[numberHeuristics_]=generator->clone(); |
---|
4015 | if (name) |
---|
4016 | { heuristic_[numberHeuristics_]->setHeuristicName(name) ; } |
---|
4017 | numberHeuristics_++ ; |
---|
4018 | } |
---|
4019 | |
---|
4020 | /* |
---|
4021 | The last subproblem handled by the solver is not necessarily related to the |
---|
4022 | one being recreated, so the first action is to remove all cuts from the |
---|
4023 | constraint system. Next, traverse the tree from node to the root to |
---|
4024 | determine the basis size required for this subproblem and create an empty |
---|
4025 | basis with the right capacity. Finally, traverse the tree from root to |
---|
4026 | node, adjusting bounds in the constraint system, adjusting the basis, and |
---|
4027 | collecting the cuts that must be added to the constraint system. |
---|
4028 | applyToModel does the heavy lifting. |
---|
4029 | |
---|
4030 | addCuts1 is used in contexts where all that's desired is the list of cuts: |
---|
4031 | the node is already fathomed, and we're collecting cuts so that we can |
---|
4032 | adjust reference counts as we prune nodes. Arguably the two functions |
---|
4033 | should be separated. The culprit is applyToModel, which performs cut |
---|
4034 | collection and model adjustment. |
---|
4035 | |
---|
4036 | Certainly in the contexts where all we need is a list of cuts, there's no |
---|
4037 | point in passing in a valid basis --- an empty basis will do just fine. |
---|
4038 | */ |
---|
4039 | void CbcModel::addCuts1 (CbcNode * node, CoinWarmStartBasis *&lastws) |
---|
4040 | { int i; |
---|
4041 | int nNode=0; |
---|
4042 | int numberColumns = getNumCols(); |
---|
4043 | CbcNodeInfo * nodeInfo = node->nodeInfo(); |
---|
4044 | |
---|
4045 | /* |
---|
4046 | Remove all cuts from the constraint system. |
---|
4047 | (original comment includes ``see note below for later efficiency'', but |
---|
4048 | the reference isn't clear to me). |
---|
4049 | */ |
---|
4050 | int currentNumberCuts = solver_->getNumRows()-numberRowsAtContinuous_; |
---|
4051 | int *which = new int[currentNumberCuts]; |
---|
4052 | for (i = 0 ; i < currentNumberCuts ; i++) |
---|
4053 | which[i] = i+numberRowsAtContinuous_; |
---|
4054 | solver_->deleteRows(currentNumberCuts,which); |
---|
4055 | delete [] which; |
---|
4056 | /* |
---|
4057 | Accumulate the path from node to the root in walkback_, and accumulate a |
---|
4058 | cut count in currentNumberCuts. |
---|
4059 | |
---|
4060 | original comment: when working then just unwind until where new node joins |
---|
4061 | old node (for cuts?) |
---|
4062 | */ |
---|
4063 | currentNumberCuts = 0; |
---|
4064 | while (nodeInfo) { |
---|
4065 | //printf("nNode = %d, nodeInfo = %x\n",nNode,nodeInfo); |
---|
4066 | walkback_[nNode++]=nodeInfo; |
---|
4067 | currentNumberCuts += nodeInfo->numberCuts() ; |
---|
4068 | nodeInfo = nodeInfo->parent() ; |
---|
4069 | if (nNode==maximumDepth_) { |
---|
4070 | maximumDepth_ *= 2; |
---|
4071 | CbcNodeInfo ** temp = new CbcNodeInfo * [maximumDepth_]; |
---|
4072 | for (i=0;i<nNode;i++) |
---|
4073 | temp[i] = walkback_[i]; |
---|
4074 | delete [] walkback_; |
---|
4075 | walkback_ = temp; |
---|
4076 | } |
---|
4077 | } |
---|
4078 | /* |
---|
4079 | Create an empty basis with sufficient capacity for the constraint system |
---|
4080 | we'll construct: original system plus cuts. Make sure we have capacity to |
---|
4081 | record those cuts in addedCuts_. |
---|
4082 | |
---|
4083 | The method of adjusting the basis at a FullNodeInfo object (the root, for |
---|
4084 | example) is to use a copy constructor to duplicate the basis held in the |
---|
4085 | nodeInfo, then resize it and return the new basis object. Guaranteed, |
---|
4086 | lastws will point to a different basis when it returns. We pass in a basis |
---|
4087 | because we need the parameter to return the allocated basis, and it's an |
---|
4088 | easy way to pass in the size. But we take a hit for memory allocation. |
---|
4089 | */ |
---|
4090 | currentNumberCuts_=currentNumberCuts; |
---|
4091 | if (currentNumberCuts > maximumNumberCuts_) { |
---|
4092 | maximumNumberCuts_ = currentNumberCuts; |
---|
4093 | delete [] addedCuts_; |
---|
4094 | addedCuts_ = new CbcCountRowCut * [maximumNumberCuts_]; |
---|
4095 | } |
---|
4096 | lastws->setSize(numberColumns,numberRowsAtContinuous_+currentNumberCuts); |
---|
4097 | /* |
---|
4098 | This last bit of code traverses the path collected in walkback_ from the |
---|
4099 | root back to node. At the end of the loop, |
---|
4100 | * lastws will be an appropriate basis for node; |
---|
4101 | * variable bounds in the constraint system will be set to be correct for |
---|
4102 | node; and |
---|
4103 | * addedCuts_ will be set to a list of cuts that need to be added to the |
---|
4104 | constraint system at node. |
---|
4105 | applyToModel does all the heavy lifting. |
---|
4106 | */ |
---|
4107 | currentNumberCuts=0; |
---|
4108 | while (nNode) { |
---|
4109 | --nNode; |
---|
4110 | walkback_[nNode]->applyToModel(this,lastws,addedCuts_,currentNumberCuts); |
---|
4111 | } |
---|
4112 | } |
---|
4113 | |
---|
4114 | /* |
---|
4115 | adjustCuts might be a better name: If the node is feasible, we sift through |
---|
4116 | the cuts collected by addCuts1, add the ones that are tight and omit the |
---|
4117 | ones that are loose. If the node is infeasible, we just adjust the |
---|
4118 | reference counts to reflect that we're about to prune this node and its |
---|
4119 | descendants. |
---|
4120 | */ |
---|
4121 | int CbcModel::addCuts (CbcNode *node, CoinWarmStartBasis *&lastws,bool canFix) |
---|
4122 | { |
---|
4123 | /* |
---|
4124 | addCuts1 performs step 1 of restoring the subproblem at this node; see the |
---|
4125 | comments there. |
---|
4126 | */ |
---|
4127 | addCuts1(node,lastws); |
---|
4128 | int i; |
---|
4129 | int numberColumns = getNumCols(); |
---|
4130 | CbcNodeInfo * nodeInfo = node->nodeInfo(); |
---|
4131 | double cutoff = getCutoff() ; |
---|
4132 | int currentNumberCuts=currentNumberCuts_; |
---|
4133 | if (canFix) { |
---|
4134 | bool feasible=true; |
---|
4135 | const double *lower = solver_->getColLower() ; |
---|
4136 | const double *upper = solver_->getColUpper() ; |
---|
4137 | double * newLower = analyzeResults_; |
---|
4138 | double * objLower = newLower+numberIntegers_; |
---|
4139 | double * newUpper = objLower+numberIntegers_; |
---|
4140 | double * objUpper = newUpper+numberIntegers_; |
---|
4141 | int n=0; |
---|
4142 | for (i=0;i<numberIntegers_;i++) { |
---|
4143 | int iColumn = integerVariable_[i]; |
---|
4144 | bool changed=false; |
---|
4145 | double lo = 0.0; |
---|
4146 | double up = 0.0; |
---|
4147 | if (objLower[i]>cutoff) { |
---|
4148 | lo = lower[iColumn]; |
---|
4149 | up = upper[iColumn]; |
---|
4150 | if (lo<newLower[i]) { |
---|
4151 | lo = newLower[i]; |
---|
4152 | solver_->setColLower(iColumn,lo); |
---|
4153 | changed=true; |
---|
4154 | n++; |
---|
4155 | } |
---|
4156 | if (objUpper[i]>cutoff) { |
---|
4157 | if (up>newUpper[i]) { |
---|
4158 | up = newUpper[i]; |
---|
4159 | solver_->setColUpper(iColumn,up); |
---|
4160 | changed=true; |
---|
4161 | n++; |
---|
4162 | } |
---|
4163 | } |
---|
4164 | } else if (objUpper[i]>cutoff) { |
---|
4165 | lo = lower[iColumn]; |
---|
4166 | up = upper[iColumn]; |
---|
4167 | if (up>newUpper[i]) { |
---|
4168 | up = newUpper[i]; |
---|
4169 | solver_->setColUpper(iColumn,up); |
---|
4170 | changed=true; |
---|
4171 | n++; |
---|
4172 | } |
---|
4173 | } |
---|
4174 | if (changed&&lo>up) { |
---|
4175 | feasible=false; |
---|
4176 | break; |
---|
4177 | } |
---|
4178 | } |
---|
4179 | if (!feasible) { |
---|
4180 | printf("analysis says node infeas\n"); |
---|
4181 | cutoff=-COIN_DBL_MAX; |
---|
4182 | } |
---|
4183 | } |
---|
4184 | /* |
---|
4185 | If the node can't be fathomed by bound, reinstall tight cuts in the |
---|
4186 | constraint system. Even if there are no cuts, we'll want to set the |
---|
4187 | reconstructed basis in the solver. |
---|
4188 | */ |
---|
4189 | if (node->objectiveValue() < cutoff||numberThreads_) |
---|
4190 | { |
---|
4191 | # ifdef CBC_CHECK_BASIS |
---|
4192 | printf("addCuts: expanded basis; rows %d+%d\n", |
---|
4193 | numberRowsAtContinuous_,currentNumberCuts); |
---|
4194 | lastws->print(); |
---|
4195 | # endif |
---|
4196 | /* |
---|
4197 | Adjust the basis and constraint system so that we retain only active cuts. |
---|
4198 | There are three steps: |
---|
4199 | 1) Scan the basis. Sort the cuts into effective cuts to be kept and |
---|
4200 | loose cuts to be dropped. |
---|
4201 | 2) Drop the loose cuts and resize the basis to fit. |
---|
4202 | 3) Install the tight cuts in the constraint system (applyRowCuts) and |
---|
4203 | and install the basis (setWarmStart). |
---|
4204 | Use of compressRows conveys we're compressing the basis and not just |
---|
4205 | tweaking the artificialStatus_ array. |
---|
4206 | */ |
---|
4207 | if (currentNumberCuts > 0) { |
---|
4208 | int numberToAdd = 0; |
---|
4209 | const OsiRowCut **addCuts; |
---|
4210 | int numberToDrop = 0 ; |
---|
4211 | int *cutsToDrop ; |
---|
4212 | addCuts = new const OsiRowCut* [currentNumberCuts]; |
---|
4213 | cutsToDrop = new int[currentNumberCuts] ; |
---|
4214 | assert (currentNumberCuts+numberRowsAtContinuous_<=lastws->getNumArtificial()); |
---|
4215 | for (i=0;i<currentNumberCuts;i++) { |
---|
4216 | CoinWarmStartBasis::Status status = |
---|
4217 | lastws->getArtifStatus(i+numberRowsAtContinuous_); |
---|
4218 | if (addedCuts_[i] && |
---|
4219 | (status != CoinWarmStartBasis::basic || |
---|
4220 | addedCuts_[i]->effectiveness()==COIN_DBL_MAX)) { |
---|
4221 | # ifdef CHECK_CUT_COUNTS |
---|
4222 | printf("Using cut %d %x as row %d\n",i,addedCuts_[i], |
---|
4223 | numberRowsAtContinuous_+numberToAdd); |
---|
4224 | # endif |
---|
4225 | addCuts[numberToAdd++] = new OsiRowCut(*addedCuts_[i]); |
---|
4226 | } else { |
---|
4227 | # ifdef CHECK_CUT_COUNTS |
---|
4228 | printf("Dropping cut %d %x\n",i,addedCuts_[i]); |
---|
4229 | # endif |
---|
4230 | addedCuts_[i]=NULL; |
---|
4231 | cutsToDrop[numberToDrop++] = numberRowsAtContinuous_+i ; |
---|
4232 | } |
---|
4233 | } |
---|
4234 | int numberRowsNow=numberRowsAtContinuous_+numberToAdd; |
---|
4235 | lastws->compressRows(numberToDrop,cutsToDrop) ; |
---|
4236 | lastws->resize(numberRowsNow,numberColumns); |
---|
4237 | solver_->applyRowCuts(numberToAdd,addCuts); |
---|
4238 | # ifdef CBC_CHECK_BASIS |
---|
4239 | printf("addCuts: stripped basis; rows %d + %d\n", |
---|
4240 | numberRowsAtContinuous_,numberToAdd); |
---|
4241 | lastws->print(); |
---|
4242 | # endif |
---|
4243 | for (i=0;i<numberToAdd;i++) |
---|
4244 | delete addCuts[i]; |
---|
4245 | delete [] addCuts; |
---|
4246 | delete [] cutsToDrop ; |
---|
4247 | } |
---|
4248 | /* |
---|
4249 | Set the basis in the solver. |
---|
4250 | */ |
---|
4251 | solver_->setWarmStart(lastws); |
---|
4252 | #if 0 |
---|
4253 | if ((numberNodes_%printFrequency_)==0) { |
---|
4254 | printf("Objective %g, depth %d, unsatisfied %d\n", |
---|
4255 | node->objectiveValue(), |
---|
4256 | node->depth(),node->numberUnsatisfied()); |
---|
4257 | } |
---|
4258 | #endif |
---|
4259 | /* |
---|
4260 | Clean up and we're out of here. |
---|
4261 | */ |
---|
4262 | numberNodes_++; |
---|
4263 | return 0; |
---|
4264 | } |
---|
4265 | /* |
---|
4266 | This node has been fathomed by bound as we try to revive it out of the live |
---|
4267 | set. Adjust the cut reference counts to reflect that we no longer need to |
---|
4268 | explore the remaining branch arms, hence they will no longer reference any |
---|
4269 | cuts. Cuts whose reference count falls to zero are deleted. |
---|
4270 | */ |
---|
4271 | else |
---|
4272 | { int i; |
---|
4273 | if (currentNumberCuts) { |
---|
4274 | lockThread(); |
---|
4275 | int numberLeft = nodeInfo->numberBranchesLeft(); |
---|
4276 | for (i = 0 ; i < currentNumberCuts ; i++) |
---|
4277 | { if (addedCuts_[i]) |
---|
4278 | { if (!addedCuts_[i]->decrement(numberLeft)) |
---|
4279 | { delete addedCuts_[i]; |
---|
4280 | addedCuts_[i] = NULL; } } } |
---|
4281 | unlockThread(); |
---|
4282 | } |
---|
4283 | return 1 ; } |
---|
4284 | } |
---|
4285 | |
---|
4286 | |
---|
4287 | /* |
---|
4288 | Perform reduced cost fixing on integer variables. |
---|
4289 | |
---|
4290 | The variables in question are already nonbasic at bound. We're just nailing |
---|
4291 | down the current situation. |
---|
4292 | */ |
---|
4293 | |
---|
4294 | int CbcModel::reducedCostFix () |
---|
4295 | |
---|
4296 | { |
---|
4297 | if(!solverCharacteristics_->reducedCostsAccurate()) |
---|
4298 | return 0; //NLP |
---|
4299 | double cutoff = getCutoff() ; |
---|
4300 | double direction = solver_->getObjSense() ; |
---|
4301 | double gap = cutoff - solver_->getObjValue()*direction ; |
---|
4302 | double tolerance; |
---|
4303 | solver_->getDblParam(OsiDualTolerance,tolerance) ; |
---|
4304 | if (gap<=0.0) |
---|
4305 | return 0; |
---|
4306 | gap += 100.0*tolerance; |
---|
4307 | double integerTolerance = getDblParam(CbcIntegerTolerance) ; |
---|
4308 | |
---|
4309 | const double *lower = solver_->getColLower() ; |
---|
4310 | const double *upper = solver_->getColUpper() ; |
---|
4311 | const double *solution = solver_->getColSolution() ; |
---|
4312 | const double *reducedCost = solver_->getReducedCost() ; |
---|
4313 | |
---|
4314 | int numberFixed = 0 ; |
---|
4315 | |
---|
4316 | # ifdef COIN_HAS_CLP |
---|
4317 | OsiClpSolverInterface * clpSolver |
---|
4318 | = dynamic_cast<OsiClpSolverInterface *> (solver_); |
---|
4319 | ClpSimplex * clpSimplex=NULL; |
---|
4320 | if (clpSolver) |
---|
4321 | clpSimplex = clpSolver->getModelPtr(); |
---|
4322 | # endif |
---|
4323 | for (int i = 0 ; i < numberIntegers_ ; i++) |
---|
4324 | { int iColumn = integerVariable_[i] ; |
---|
4325 | double djValue = direction*reducedCost[iColumn] ; |
---|
4326 | if (upper[iColumn]-lower[iColumn] > integerTolerance) |
---|
4327 | { if (solution[iColumn] < lower[iColumn]+integerTolerance && djValue > gap) |
---|
4328 | { solver_->setColUpper(iColumn,lower[iColumn]) ; |
---|
4329 | #ifdef COIN_HAS_CLP |
---|
4330 | // may just have been fixed before |
---|
4331 | if (clpSimplex) |
---|
4332 | assert(clpSimplex->getColumnStatus(iColumn)==ClpSimplex::atLowerBound|| |
---|
4333 | clpSimplex->getColumnStatus(iColumn)==ClpSimplex::isFixed); |
---|
4334 | #endif |
---|
4335 | numberFixed++ ; } |
---|
4336 | else |
---|
4337 | if (solution[iColumn] > upper[iColumn]-integerTolerance && -djValue > gap) |
---|
4338 | { solver_->setColLower(iColumn,upper[iColumn]) ; |
---|
4339 | #ifdef COIN_HAS_CLP |
---|
4340 | // may just have been fixed before |
---|
4341 | if (clpSimplex) |
---|
4342 | assert(clpSimplex->getColumnStatus(iColumn)==ClpSimplex::atUpperBound|| |
---|
4343 | clpSimplex->getColumnStatus(iColumn)==ClpSimplex::isFixed); |
---|
4344 | #endif |
---|
4345 | numberFixed++ ; } } } |
---|
4346 | numberDJFixed_ += numberFixed; |
---|
4347 | |
---|
4348 | return numberFixed; } |
---|
4349 | |
---|
4350 | // Collect coding to replace whichGenerator |
---|
4351 | void |
---|
4352 | CbcModel::resizeWhichGenerator(int numberNow, int numberAfter) |
---|
4353 | { |
---|
4354 | if (numberAfter > maximumWhich_) { |
---|
4355 | maximumWhich_ = CoinMax(maximumWhich_*2+100,numberAfter) ; |
---|
4356 | int * temp = new int[2*maximumWhich_] ; |
---|
4357 | memcpy(temp,whichGenerator_,numberNow*sizeof(int)) ; |
---|
4358 | delete [] whichGenerator_ ; |
---|
4359 | whichGenerator_ = temp ; |
---|
4360 | memset(whichGenerator_+numberNow,0,(maximumWhich_-numberNow)*sizeof(int)); |
---|
4361 | } |
---|
4362 | } |
---|
4363 | |
---|
4364 | /** Solve the model using cuts |
---|
4365 | |
---|
4366 | This version takes off redundant cuts from node. |
---|
4367 | Returns true if feasible. |
---|
4368 | |
---|
4369 | \todo |
---|
4370 | Why do I need to resolve the problem? What has been done between the last |
---|
4371 | relaxation and calling solveWithCuts? |
---|
4372 | |
---|
4373 | If numberTries == 0 then user did not want any cuts. |
---|
4374 | */ |
---|
4375 | |
---|
4376 | bool |
---|
4377 | CbcModel::solveWithCuts (OsiCuts &cuts, int numberTries, CbcNode *node) |
---|
4378 | /* |
---|
4379 | Parameters: |
---|
4380 | numberTries: (i) the maximum number of iterations for this round of cut |
---|
4381 | generation; if negative then we don't mind if drop is tiny. |
---|
4382 | |
---|
4383 | cuts: (o) all cuts generated in this round of cut generation |
---|
4384 | |
---|
4385 | node: (i) So we can update dynamic pseudo costs |
---|
4386 | */ |
---|
4387 | |
---|
4388 | |
---|
4389 | { |
---|
4390 | # ifdef COIN_HAS_CLP |
---|
4391 | OsiClpSolverInterface * clpSolver |
---|
4392 | = dynamic_cast<OsiClpSolverInterface *> (solver_); |
---|
4393 | int saveClpOptions=0; |
---|
4394 | if (clpSolver) |
---|
4395 | saveClpOptions = clpSolver->specialOptions(); |
---|
4396 | # endif |
---|
4397 | #ifdef CBC_THREAD |
---|
4398 | CbcModel ** threadModel = NULL; |
---|
4399 | pthread_t * threadId = NULL; |
---|
4400 | pthread_cond_t condition_main; |
---|
4401 | pthread_mutex_t condition_mutex; |
---|
4402 | pthread_mutex_t * mutex2 = NULL; |
---|
4403 | pthread_cond_t * condition2 = NULL; |
---|
4404 | threadStruct * threadInfo = NULL; |
---|
4405 | void * saveMutex = NULL; |
---|
4406 | if (numberThreads_&&(threadMode_&2)!=0&&!numberNodes_) { |
---|
4407 | threadId = new pthread_t [numberThreads_]; |
---|
4408 | pthread_cond_init(&condition_main,NULL); |
---|
4409 | pthread_mutex_init(&condition_mutex,NULL); |
---|
4410 | threadModel = new CbcModel * [numberThreads_]; |
---|
4411 | threadInfo = new threadStruct [numberThreads_+1]; |
---|
4412 | mutex2 = new pthread_mutex_t [numberThreads_]; |
---|
4413 | condition2 = new pthread_cond_t [numberThreads_]; |
---|
4414 | saveMutex = mutex_; |
---|
4415 | for (int i=0;i<numberThreads_;i++) { |
---|
4416 | pthread_mutex_init(mutex2+i,NULL); |
---|
4417 | pthread_cond_init(condition2+i,NULL); |
---|
4418 | threadId[i]=0; |
---|
4419 | threadModel[i]=new CbcModel; |
---|
4420 | threadModel[i]->generator_ = new CbcCutGenerator * [1]; |
---|
4421 | delete threadModel[i]->solver_; |
---|
4422 | threadModel[i]->solver_=NULL; |
---|
4423 | threadModel[i]->numberThreads_=numberThreads_; |
---|
4424 | mutex_ = (void *) (threadInfo+i); |
---|
4425 | threadInfo[i].thisModel=(CbcModel *) threadModel[i]; |
---|
4426 | threadInfo[i].baseModel=this; |
---|
4427 | threadInfo[i].threadIdOfBase=pthread_self(); |
---|
4428 | threadInfo[i].mutex2=mutex2+i; |
---|
4429 | threadInfo[i].condition2=condition2+i; |
---|
4430 | threadInfo[i].returnCode=-1; |
---|
4431 | pthread_create(threadId+i,NULL,doCutsThread,threadInfo+i); |
---|
4432 | } |
---|
4433 | // Do a partial one for base model |
---|
4434 | threadInfo[numberThreads_].baseModel=this; |
---|
4435 | mutex_ = (void *) (threadInfo+numberThreads_); |
---|
4436 | threadInfo[numberThreads_].condition2=&condition_main; |
---|
4437 | threadInfo[numberThreads_].mutex2=&condition_mutex; |
---|
4438 | } |
---|
4439 | #endif |
---|
4440 | bool feasible = true ; |
---|
4441 | int lastNumberCuts = 0 ; |
---|
4442 | double lastObjective = -1.0e100 ; |
---|
4443 | int violated = 0 ; |
---|
4444 | int numberRowsAtStart = solver_->getNumRows() ; |
---|
4445 | //printf("solver had %d rows\n",numberRowsAtStart); |
---|
4446 | int numberColumns = solver_->getNumCols() ; |
---|
4447 | CoinBigIndex numberElementsAtStart = solver_->getNumElements(); |
---|
4448 | |
---|
4449 | numberOldActiveCuts_ = numberRowsAtStart-numberRowsAtContinuous_ ; |
---|
4450 | numberNewCuts_ = 0 ; |
---|
4451 | |
---|
4452 | bool onOptimalPath = false ; |
---|
4453 | const OsiRowCutDebugger *debugger = NULL; |
---|
4454 | if ((specialOptions_&1)!=0) { |
---|
4455 | /* |
---|
4456 | See OsiRowCutDebugger for details. In a nutshell, make sure that current |
---|
4457 | variable values do not conflict with a known optimal solution. (Obviously |
---|
4458 | this can be fooled when there are multiple solutions.) |
---|
4459 | */ |
---|
4460 | debugger = solver_->getRowCutDebugger() ; |
---|
4461 | if (debugger) |
---|
4462 | onOptimalPath = (debugger->onOptimalPath(*solver_)) ; |
---|
4463 | } |
---|
4464 | OsiCuts slackCuts; |
---|
4465 | /* |
---|
4466 | Resolve the problem. If we've lost feasibility, might as well bail out right |
---|
4467 | after the debug stuff. The resolve will also refresh cached copies of the |
---|
4468 | solver solution (cbcColLower_, ...) held by CbcModel. |
---|
4469 | */ |
---|
4470 | double objectiveValue = solver_->getObjValue()*solver_->getObjSense(); |
---|
4471 | if (node) |
---|
4472 | objectiveValue= node->objectiveValue(); |
---|
4473 | int returnCode = resolve(node ? node->nodeInfo() : NULL,1); |
---|
4474 | #ifdef COIN_DEVELOP |
---|
4475 | //if (!solver_->getIterationCount()&&solver_->isProvenOptimal()) |
---|
4476 | //printf("zero iterations on first solve of branch\n"); |
---|
4477 | #endif |
---|
4478 | if (node&&node->nodeInfo()&&!node->nodeInfo()->numberBranchesLeft()) |
---|
4479 | node->nodeInfo()->allBranchesGone(); // can clean up |
---|
4480 | feasible = returnCode != 0 ; |
---|
4481 | if (returnCode<0) |
---|
4482 | numberTries=0; |
---|
4483 | if (problemFeasibility_->feasible(this,0)<0) { |
---|
4484 | feasible=false; // pretend infeasible |
---|
4485 | } |
---|
4486 | |
---|
4487 | #if NEW_UPDATE_OBJECT==0 |
---|
4488 | // Update branching information if wanted |
---|
4489 | if(node &&branchingMethod_) |
---|
4490 | branchingMethod_->updateInformation(solver_,node); |
---|
4491 | #elif NEW_UPDATE_OBJECT<2 |
---|
4492 | // Update branching information if wanted |
---|
4493 | if(node &&branchingMethod_) { |
---|
4494 | OsiBranchingObject * bobj = node->modifiableBranchingObject(); |
---|
4495 | CbcBranchingObject * cbcobj = dynamic_cast<CbcBranchingObject *> (bobj); |
---|
4496 | if (cbcobj) { |
---|
4497 | CbcObject * object = cbcobj->object(); |
---|
4498 | CbcObjectUpdateData update = object->createUpdateInformation(solver_,node,cbcobj); |
---|
4499 | object->updateInformation(update); |
---|
4500 | } else { |
---|
4501 | branchingMethod_->updateInformation(solver_,node); |
---|
4502 | } |
---|
4503 | } |
---|
4504 | #else |
---|
4505 | // Update branching information if wanted |
---|
4506 | if(node &&branchingMethod_) { |
---|
4507 | OsiBranchingObject * bobj = node->modifiableBranchingObject(); |
---|
4508 | CbcBranchingObject * cbcobj = dynamic_cast<CbcBranchingObject *> (bobj); |
---|
4509 | if (cbcobj&&cbcobj->object()) { |
---|
4510 | CbcObject * object = cbcobj->object(); |
---|
4511 | CbcObjectUpdateData update = object->createUpdateInformation(solver_,node,cbcobj); |
---|
4512 | // have to compute object number as not saved |
---|
4513 | CbcSimpleInteger * simpleObject = |
---|
4514 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
4515 | int iObject; |
---|
4516 | int iColumn = simpleObject->columnNumber(); |
---|
4517 | for (iObject = 0 ; iObject < numberObjects_ ; iObject++) { |
---|
4518 | simpleObject = |
---|
4519 | dynamic_cast <CbcSimpleInteger *>(object_[iObject]) ; |
---|
4520 | if (simpleObject->columnNumber()==iColumn) |
---|
4521 | break; |
---|
4522 | } |
---|
4523 | assert (iObject<numberObjects_); |
---|
4524 | update.objectNumber_ = iObject; |
---|
4525 | addUpdateInformation(update); |
---|
4526 | } else { |
---|
4527 | OsiIntegerBranchingObject * obj = dynamic_cast<OsiIntegerBranchingObject *> (bobj); |
---|
4528 | if (obj) { |
---|
4529 | const OsiObject * object = obj->originalObject(); |
---|
4530 | // have to compute object number as not saved |
---|
4531 | int iObject; |
---|
4532 | int iColumn = object->columnNumber(); |
---|
4533 | for (iObject = 0 ; iObject < numberObjects_ ; iObject++) { |
---|
4534 | if (object_[iObject]->columnNumber()==iColumn) |
---|
4535 | break; |
---|
4536 | } |
---|
4537 | assert (iObject<numberObjects_); |
---|
4538 | int branch = obj->firstBranch(); |
---|
4539 | if (obj->branchIndex()==2) |
---|
4540 | branch = 1-branch; |
---|
4541 | assert (branch==0||branch==1); |
---|
4542 | double originalValue=node->objectiveValue(); |
---|
4543 | double objectiveValue = solver_->getObjValue()*solver_->getObjSense(); |
---|
4544 | double changeInObjective = CoinMax(0.0,objectiveValue-originalValue); |
---|
4545 | int iStatus = (feasible) ? 0 : 0; |
---|
4546 | double value = obj->value(); |
---|
4547 | if (branch) |
---|
4548 | value = ceil(value)-value; |
---|
4549 | else |
---|
4550 | value = value -floor(value); |
---|
4551 | branchingMethod_->chooseMethod()->updateInformation(iObject,branch,changeInObjective, |
---|
4552 | value,iStatus); |
---|
4553 | } |
---|
4554 | } |
---|
4555 | } |
---|
4556 | #endif |
---|
4557 | |
---|
4558 | #ifdef CBC_DEBUG |
---|
4559 | if (feasible) |
---|
4560 | { printf("Obj value %g (%s) %d rows\n",solver_->getObjValue(), |
---|
4561 | (solver_->isProvenOptimal())?"proven":"unproven", |
---|
4562 | solver_->getNumRows()) ; } |
---|
4563 | |
---|
4564 | else |
---|
4565 | { printf("Infeasible %d rows\n",solver_->getNumRows()) ; } |
---|
4566 | #endif |
---|
4567 | if ((specialOptions_&1)!=0) { |
---|
4568 | /* |
---|
4569 | If the RowCutDebugger said we were compatible with the optimal solution, |
---|
4570 | and now we're suddenly infeasible, we might be confused. Then again, we |
---|
4571 | may have fathomed by bound, heading for a rediscovery of an optimal solution. |
---|
4572 | */ |
---|
4573 | if (onOptimalPath && !solver_->isDualObjectiveLimitReached()) { |
---|
4574 | if (!feasible) { |
---|
4575 | solver_->writeMps("infeas"); |
---|
4576 | CoinWarmStartBasis *slack = |
---|
4577 | dynamic_cast<CoinWarmStartBasis *>(solver_->getEmptyWarmStart()) ; |
---|
4578 | solver_->setWarmStart(slack); |
---|
4579 | delete slack ; |
---|
4580 | solver_->setHintParam(OsiDoReducePrint,false,OsiHintDo,0) ; |
---|
4581 | solver_->initialSolve(); |
---|
4582 | } |
---|
4583 | assert(feasible) ; |
---|
4584 | } |
---|
4585 | } |
---|
4586 | |
---|
4587 | if (!feasible) { |
---|
4588 | numberInfeasibleNodes_++; |
---|
4589 | # ifdef COIN_HAS_CLP |
---|
4590 | if (clpSolver) |
---|
4591 | clpSolver->setSpecialOptions(saveClpOptions); |
---|
4592 | # endif |
---|
4593 | return (false) ; |
---|
4594 | } |
---|
4595 | sumChangeObjective1_ += solver_->getObjValue()*solver_->getObjSense() |
---|
4596 | - objectiveValue ; |
---|
4597 | if ( getCurrentSeconds() > dblParam_[CbcMaximumSeconds] ) |
---|
4598 | numberTries=0; // exit |
---|
4599 | //if ((numberNodes_%100)==0) |
---|
4600 | //printf("XXa sum obj changed by %g\n",sumChangeObjective1_); |
---|
4601 | objectiveValue = solver_->getObjValue()*solver_->getObjSense(); |
---|
4602 | // Return at once if numberTries zero |
---|
4603 | if (!numberTries) { |
---|
4604 | cuts=OsiCuts(); |
---|
4605 | numberNewCuts_=0; |
---|
4606 | # ifdef COIN_HAS_CLP |
---|
4607 | if (clpSolver) |
---|
4608 | clpSolver->setSpecialOptions(saveClpOptions); |
---|
4609 | # endif |
---|
4610 | return true; |
---|
4611 | } |
---|
4612 | /* |
---|
4613 | Do reduced cost fixing. |
---|
4614 | */ |
---|
4615 | reducedCostFix() ; |
---|
4616 | /* |
---|
4617 | Set up for at most numberTries rounds of cut generation. If numberTries is |
---|
4618 | negative, we'll ignore the minimumDrop_ cutoff and keep generating cuts for |
---|
4619 | the specified number of rounds. |
---|
4620 | */ |
---|
4621 | double minimumDrop = minimumDrop_ ; |
---|
4622 | if (numberTries<0) |
---|
4623 | { numberTries = -numberTries ; |
---|
4624 | minimumDrop = -1.0 ; } |
---|
4625 | /* |
---|
4626 | Is it time to scan the cuts in order to remove redundant cuts? If so, set |
---|
4627 | up to do it. |
---|
4628 | */ |
---|
4629 | # define SCANCUTS 100 |
---|
4630 | int *countColumnCuts = NULL ; |
---|
4631 | // Always accumulate row cut counts |
---|
4632 | int * countRowCuts =new int[numberCutGenerators_+numberHeuristics_] ; |
---|
4633 | memset(countRowCuts,0, |
---|
4634 | (numberCutGenerators_+numberHeuristics_)*sizeof(int)) ; |
---|
4635 | bool fullScan = false ; |
---|
4636 | if ((numberNodes_%SCANCUTS) == 0) |
---|
4637 | { fullScan = true ; |
---|
4638 | countColumnCuts = new int[numberCutGenerators_+numberHeuristics_] ; |
---|
4639 | memset(countColumnCuts,0, |
---|
4640 | (numberCutGenerators_+numberHeuristics_)*sizeof(int)) ; } |
---|
4641 | |
---|
4642 | double direction = solver_->getObjSense() ; |
---|
4643 | double startObjective = solver_->getObjValue()*direction ; |
---|
4644 | |
---|
4645 | currentPassNumber_ = 0 ; |
---|
4646 | double primalTolerance = 1.0e-7 ; |
---|
4647 | // We may need to keep going on |
---|
4648 | bool keepGoing=false; |
---|
4649 | /* |
---|
4650 | Begin cut generation loop. Cuts generated during each iteration are |
---|
4651 | collected in theseCuts. The loop can be divided into four phases: |
---|
4652 | 1) Prep: Fix variables using reduced cost. In the first iteration only, |
---|
4653 | consider scanning globalCuts_ and activating any applicable cuts. |
---|
4654 | 2) Cut Generation: Call each generator and heuristic registered in the |
---|
4655 | generator_ and heuristic_ arrays. Newly generated global cuts are |
---|
4656 | copied to globalCuts_ at this time. |
---|
4657 | 3) Cut Installation and Reoptimisation: Install column and row cuts in |
---|
4658 | the solver. Copy row cuts to cuts (parameter). Reoptimise. |
---|
4659 | 4) Cut Purging: takeOffCuts() removes inactive cuts from the solver, and |
---|
4660 | does the necessary bookkeeping in the model. |
---|
4661 | */ |
---|
4662 | do |
---|
4663 | { currentPassNumber_++ ; |
---|
4664 | numberTries-- ; |
---|
4665 | if (numberTries<0&&keepGoing) { |
---|
4666 | // switch off all normal ones |
---|
4667 | for (int i = 0;i<numberCutGenerators_;i++) { |
---|
4668 | if (!generator_[i]->mustCallAgain()) |
---|
4669 | generator_[i]->setSwitchedOff(true); |
---|
4670 | } |
---|
4671 | } |
---|
4672 | keepGoing=false; |
---|
4673 | OsiCuts theseCuts ; |
---|
4674 | /* |
---|
4675 | Scan previously generated global column and row cuts to see if any are |
---|
4676 | useful. |
---|
4677 | */ |
---|
4678 | int numberViolated=0; |
---|
4679 | if (currentPassNumber_ == 1 && howOftenGlobalScan_ > 0 && |
---|
4680 | (numberNodes_%howOftenGlobalScan_) == 0) |
---|
4681 | { int numberCuts = globalCuts_.sizeColCuts() ; |
---|
4682 | int i; |
---|
4683 | // possibly extend whichGenerator |
---|
4684 | resizeWhichGenerator(numberViolated, numberViolated+numberCuts); |
---|
4685 | for ( i = 0 ; i < numberCuts ; i++) |
---|
4686 | { OsiColCut *thisCut = globalCuts_.colCutPtr(i) ; |
---|
4687 | if (thisCut->violated(cbcColSolution_)>primalTolerance) { |
---|
4688 | printf("Global cut added - violation %g\n", |
---|
4689 | thisCut->violated(cbcColSolution_)) ; |
---|
4690 | whichGenerator_[numberViolated++]=-1; |
---|
4691 | #ifndef GLOBAL_CUTS_JUST_POINTERS |
---|
4692 | theseCuts.insert(*thisCut) ; |
---|
4693 | #else |
---|
4694 | theseCuts.insert(thisCut) ; |
---|
4695 | #endif |
---|
4696 | } |
---|
4697 | } |
---|
4698 | numberCuts = globalCuts_.sizeRowCuts() ; |
---|
4699 | // possibly extend whichGenerator |
---|
4700 | resizeWhichGenerator(numberViolated, numberViolated+numberCuts); |
---|
4701 | for ( i = 0;i<numberCuts;i++) { |
---|
4702 | OsiRowCut * thisCut = globalCuts_.rowCutPtr(i) ; |
---|
4703 | if (thisCut->violated(cbcColSolution_)>primalTolerance) { |
---|
4704 | //printf("Global cut added - violation %g\n", |
---|
4705 | // thisCut->violated(cbcColSolution_)) ; |
---|
4706 | whichGenerator_[numberViolated++]=-1; |
---|
4707 | #ifndef GLOBAL_CUTS_JUST_POINTERS |
---|
4708 | theseCuts.insert(*thisCut) ; |
---|
4709 | #else |
---|
4710 | theseCuts.insert(thisCut) ; |
---|
4711 | #endif |
---|
4712 | } |
---|
4713 | } |
---|
4714 | numberGlobalViolations_+=numberViolated; |
---|
4715 | } |
---|
4716 | /* |
---|
4717 | Generate new cuts (global and/or local) and/or apply heuristics. If |
---|
4718 | CglProbing is used, then it should be first as it can fix continuous |
---|
4719 | variables. |
---|
4720 | |
---|
4721 | At present, CglProbing is the only case where generateCuts will return |
---|
4722 | true. generateCuts actually modifies variable bounds in the solver when |
---|
4723 | CglProbing indicates that it can fix a variable. Reoptimisation is required |
---|
4724 | to take full advantage. |
---|
4725 | |
---|
4726 | The need to resolve here should only happen after a heuristic solution. |
---|
4727 | (Note default OSI implementation of optimalBasisIsAvailable always returns |
---|
4728 | false.) |
---|
4729 | */ |
---|
4730 | if (solverCharacteristics_->warmStart()&& |
---|
4731 | !solver_->optimalBasisIsAvailable()) { |
---|
4732 | //printf("XXXXYY no opt basis\n"); |
---|
4733 | resolve(node ? node->nodeInfo() : NULL,3); |
---|
4734 | } |
---|
4735 | if (nextRowCut_) { |
---|
4736 | // branch was a cut - add it |
---|
4737 | theseCuts.insert(*nextRowCut_); |
---|
4738 | if (handler_->logLevel()>1) |
---|
4739 | nextRowCut_->print(); |
---|
4740 | const OsiRowCut * cut=nextRowCut_; |
---|
4741 | double lb = cut->lb(); |
---|
4742 | double ub = cut->ub(); |
---|
4743 | int n=cut->row().getNumElements(); |
---|
4744 | const int * column = cut->row().getIndices(); |
---|
4745 | const double * element = cut->row().getElements(); |
---|
4746 | double sum=0.0; |
---|
4747 | for (int i=0;i<n;i++) { |
---|
4748 | int iColumn = column[i]; |
---|
4749 | double value = element[i]; |
---|
4750 | //if (cbcColSolution_[iColumn]>1.0e-7) |
---|
4751 | //printf("value of %d is %g\n",iColumn,cbcColSolution_[iColumn]); |
---|
4752 | sum += value * cbcColSolution_[iColumn]; |
---|
4753 | } |
---|
4754 | delete nextRowCut_; |
---|
4755 | nextRowCut_=NULL; |
---|
4756 | if (handler_->logLevel()>1) |
---|
4757 | printf("applying branch cut, sum is %g, bounds %g %g\n",sum,lb,ub); |
---|
4758 | // possibly extend whichGenerator |
---|
4759 | resizeWhichGenerator(numberViolated, numberViolated+1); |
---|
4760 | // set whichgenerator (also serves as marker to say don't delete0 |
---|
4761 | whichGenerator_[numberViolated++]=-2; |
---|
4762 | } |
---|
4763 | |
---|
4764 | // reset probing info |
---|
4765 | if (probingInfo_) |
---|
4766 | probingInfo_->initializeFixing(); |
---|
4767 | int i; |
---|
4768 | if ((threadMode_&2)==0||numberNodes_) { |
---|
4769 | for (i = 0;i<numberCutGenerators_;i++) { |
---|
4770 | int numberRowCutsBefore = theseCuts.sizeRowCuts() ; |
---|
4771 | int numberColumnCutsBefore = theseCuts.sizeColCuts() ; |
---|
4772 | int numberRowCutsAfter = numberRowCutsBefore; |
---|
4773 | int numberColumnCutsAfter = numberColumnCutsBefore; |
---|
4774 | bool generate = generator_[i]->normal(); |
---|
4775 | // skip if not optimal and should be (maybe a cut generator has fixed variables) |
---|
4776 | if (generator_[i]->needsOptimalBasis()&&!solver_->basisIsAvailable()) |
---|
4777 | generate=false; |
---|
4778 | if (generator_[i]->switchedOff()) |
---|
4779 | generate=false;; |
---|
4780 | if (generate) { |
---|
4781 | bool mustResolve = |
---|
4782 | generator_[i]->generateCuts(theseCuts,fullScan,solver_,node) ; |
---|
4783 | numberRowCutsAfter = theseCuts.sizeRowCuts() ; |
---|
4784 | if(numberRowCutsBefore < numberRowCutsAfter && |
---|
4785 | generator_[i]->mustCallAgain()) |
---|
4786 | keepGoing=true; // say must go round |
---|
4787 | // Check last cut to see if infeasible |
---|
4788 | if(numberRowCutsBefore < numberRowCutsAfter) { |
---|
4789 | const OsiRowCut * thisCut = theseCuts.rowCutPtr(numberRowCutsAfter-1) ; |
---|
4790 | if (thisCut->lb()>thisCut->ub()) { |
---|
4791 | feasible = false; // sub-problem is infeasible |
---|
4792 | break; |
---|
4793 | } |
---|
4794 | } |
---|
4795 | #ifdef CBC_DEBUG |
---|
4796 | { |
---|
4797 | int k ; |
---|
4798 | for (k = numberRowCutsBefore;k<numberRowCutsAfter;k++) { |
---|
4799 | OsiRowCut thisCut = theseCuts.rowCut(k) ; |
---|
4800 | /* check size of elements. |
---|
4801 | We can allow smaller but this helps debug generators as it |
---|
4802 | is unsafe to have small elements */ |
---|
4803 | int n=thisCut.row().getNumElements(); |
---|
4804 | const int * column = thisCut.row().getIndices(); |
---|
4805 | const double * element = thisCut.row().getElements(); |
---|
4806 | //assert (n); |
---|
4807 | for (int i=0;i<n;i++) { |
---|
4808 | double value = element[i]; |
---|
4809 | assert(fabs(value)>1.0e-12&&fabs(value)<1.0e20); |
---|
4810 | } |
---|
4811 | } |
---|
4812 | } |
---|
4813 | #endif |
---|
4814 | if (mustResolve) { |
---|
4815 | int returncode = resolve(node ? node->nodeInfo() : NULL,2); |
---|
4816 | feasible = returnCode != 0 ; |
---|
4817 | if (returncode<0) |
---|
4818 | numberTries=0; |
---|
4819 | if ((specialOptions_&1)!=0) { |
---|
4820 | debugger = solver_->getRowCutDebugger() ; |
---|
4821 | if (debugger) |
---|
4822 | onOptimalPath = (debugger->onOptimalPath(*solver_)) ; |
---|
4823 | else |
---|
4824 | onOptimalPath=false; |
---|
4825 | if (onOptimalPath && !solver_->isDualObjectiveLimitReached()) |
---|
4826 | assert(feasible) ; |
---|
4827 | } |
---|
4828 | if (!feasible) |
---|
4829 | break ; |
---|
4830 | } |
---|
4831 | } |
---|
4832 | numberRowCutsAfter = theseCuts.sizeRowCuts() ; |
---|
4833 | numberColumnCutsAfter = theseCuts.sizeColCuts() ; |
---|
4834 | |
---|
4835 | if ((specialOptions_&1)!=0) { |
---|
4836 | if (onOptimalPath) { |
---|
4837 | int k ; |
---|
4838 | for (k = numberRowCutsBefore;k<numberRowCutsAfter;k++) { |
---|
4839 | OsiRowCut thisCut = theseCuts.rowCut(k) ; |
---|
4840 | if(debugger->invalidCut(thisCut)) { |
---|
4841 | solver_->writeMps("badCut"); |
---|
4842 | #ifdef NDEBUG |
---|
4843 | printf("Cut generator %d (%s) produced invalid cut (%dth in this go)\n", |
---|
4844 | i,generator_[i]->cutGeneratorName(),k-numberRowCutsBefore); |
---|
4845 | abort(); |
---|
4846 | #endif |
---|
4847 | } |
---|
4848 | assert(!debugger->invalidCut(thisCut)) ; |
---|
4849 | } |
---|
4850 | } |
---|
4851 | } |
---|
4852 | /* |
---|
4853 | The cut generator has done its thing, and maybe it generated some |
---|
4854 | cuts. Do a bit of bookkeeping: load |
---|
4855 | whichGenerator[i] with the index of the generator responsible for a cut, |
---|
4856 | and place cuts flagged as global in the global cut pool for the model. |
---|
4857 | |
---|
4858 | lastNumberCuts is the sum of cuts added in previous iterations; it's the |
---|
4859 | offset to the proper starting position in whichGenerator. |
---|
4860 | */ |
---|
4861 | int numberBefore = |
---|
4862 | numberRowCutsBefore+numberColumnCutsBefore+lastNumberCuts ; |
---|
4863 | int numberAfter = |
---|
4864 | numberRowCutsAfter+numberColumnCutsAfter+lastNumberCuts ; |
---|
4865 | // possibly extend whichGenerator |
---|
4866 | resizeWhichGenerator(numberBefore, numberAfter); |
---|
4867 | int j ; |
---|
4868 | if (fullScan) { |
---|
4869 | // counts |
---|
4870 | countColumnCuts[i] += numberColumnCutsAfter-numberColumnCutsBefore ; |
---|
4871 | } |
---|
4872 | countRowCuts[i] += numberRowCutsAfter-numberRowCutsBefore ; |
---|
4873 | |
---|
4874 | bool dodgyCuts=false; |
---|
4875 | for (j = numberRowCutsBefore;j<numberRowCutsAfter;j++) { |
---|
4876 | const OsiRowCut * thisCut = theseCuts.rowCutPtr(j) ; |
---|
4877 | if (thisCut->lb()>1.0e10||thisCut->ub()<-1.0e10) { |
---|
4878 | dodgyCuts=true; |
---|
4879 | break; |
---|
4880 | } |
---|
4881 | whichGenerator_[numberBefore++] = i ; |
---|
4882 | if (thisCut->lb()>thisCut->ub()) |
---|
4883 | violated=-2; // sub-problem is infeasible |
---|
4884 | if (thisCut->globallyValid()) { |
---|
4885 | // add to global list |
---|
4886 | OsiRowCut newCut(*thisCut); |
---|
4887 | newCut.setGloballyValid(true); |
---|
4888 | newCut.mutableRow().setTestForDuplicateIndex(false); |
---|
4889 | globalCuts_.insert(newCut) ; |
---|
4890 | } |
---|
4891 | } |
---|
4892 | if (dodgyCuts) { |
---|
4893 | for (int k=numberRowCutsAfter-1;k>=j;k--) { |
---|
4894 | const OsiRowCut * thisCut = theseCuts.rowCutPtr(k) ; |
---|
4895 | if (thisCut->lb()>thisCut->ub()) |
---|
4896 | violated=-2; // sub-problem is infeasible |
---|
4897 | if (thisCut->lb()>1.0e10||thisCut->ub()<-1.0e10) |
---|
4898 | theseCuts.eraseRowCut(k); |
---|
4899 | } |
---|
4900 | numberRowCutsAfter = theseCuts.sizeRowCuts() ; |
---|
4901 | for (;j<numberRowCutsAfter;j++) { |
---|
4902 | const OsiRowCut * thisCut = theseCuts.rowCutPtr(j) ; |
---|
4903 | whichGenerator_[numberBefore++] = i ; |
---|
4904 | if (thisCut->globallyValid()) { |
---|
4905 | // add to global list |
---|
4906 | OsiRowCut newCut(*thisCut); |
---|
4907 | newCut.setGloballyValid(true); |
---|
4908 | newCut.mutableRow().setTestForDuplicateIndex(false); |
---|
4909 | globalCuts_.insert(newCut) ; |
---|
4910 | } |
---|
4911 | } |
---|
4912 | } |
---|
4913 | for (j = numberColumnCutsBefore;j<numberColumnCutsAfter;j++) { |
---|
4914 | whichGenerator_[numberBefore++] = i ; |
---|
4915 | const OsiColCut * thisCut = theseCuts.colCutPtr(j) ; |
---|
4916 | if (thisCut->globallyValid()) { |
---|
4917 | // add to global list |
---|
4918 | OsiColCut newCut(*thisCut); |
---|
4919 | newCut.setGloballyValid(true); |
---|
4920 | globalCuts_.insert(newCut) ; |
---|
4921 | } |
---|
4922 | } |
---|
4923 | } |
---|
4924 | // Add in any violated saved cuts |
---|
4925 | if (!theseCuts.sizeRowCuts()&&!theseCuts.sizeColCuts()) { |
---|
4926 | int numberOld = theseCuts.sizeRowCuts()+lastNumberCuts; |
---|
4927 | int numberCuts = slackCuts.sizeRowCuts() ; |
---|
4928 | int i; |
---|
4929 | // possibly extend whichGenerator |
---|
4930 | resizeWhichGenerator(numberOld, numberOld+numberCuts); |
---|
4931 | for ( i = 0;i<numberCuts;i++) { |
---|
4932 | const OsiRowCut * thisCut = slackCuts.rowCutPtr(i) ; |
---|
4933 | if (thisCut->violated(cbcColSolution_)>100.0*primalTolerance) { |
---|
4934 | if (messageHandler()->logLevel()>2) |
---|
4935 | printf("Old cut added - violation %g\n", |
---|
4936 | thisCut->violated(cbcColSolution_)) ; |
---|
4937 | whichGenerator_[numberOld++]=-1; |
---|
4938 | theseCuts.insert(*thisCut) ; |
---|
4939 | } |
---|
4940 | } |
---|
4941 | } |
---|
4942 | } else { |
---|
4943 | // do cuts independently |
---|
4944 | OsiCuts * eachCuts = new OsiCuts [numberCutGenerators_];; |
---|
4945 | #ifdef CBC_THREAD |
---|
4946 | if (!threadModel) { |
---|
4947 | #endif |
---|
4948 | // generate cuts |
---|
4949 | for (i = 0;i<numberCutGenerators_;i++) { |
---|
4950 | bool generate = generator_[i]->normal(); |
---|
4951 | // skip if not optimal and should be (maybe a cut generator has fixed variables) |
---|
4952 | if (generator_[i]->needsOptimalBasis()&&!solver_->basisIsAvailable()) |
---|
4953 | generate=false; |
---|
4954 | if (generator_[i]->switchedOff()) |
---|
4955 | generate=false;; |
---|
4956 | if (generate) |
---|
4957 | generator_[i]->generateCuts(eachCuts[i],fullScan,solver_,node) ; |
---|
4958 | } |
---|
4959 | #ifdef CBC_THREAD |
---|
4960 | } else { |
---|
4961 | for (i=0;i<numberThreads_;i++) { |
---|
4962 | // set solver here after cloning |
---|
4963 | threadModel[i]->solver_=solver_->clone(); |
---|
4964 | threadModel[i]->numberNodes_ = (fullScan) ? 1 : 0; |
---|
4965 | } |
---|
4966 | // generate cuts |
---|
4967 | for (i = 0;i<numberCutGenerators_;i++) { |
---|
4968 | bool generate = generator_[i]->normal(); |
---|
4969 | // skip if not optimal and should be (maybe a cut generator has fixed variables) |
---|
4970 | if (generator_[i]->needsOptimalBasis()&&!solver_->basisIsAvailable()) |
---|
4971 | generate=false; |
---|
4972 | if (generator_[i]->switchedOff()) |
---|
4973 | generate=false;; |
---|
4974 | if (generate) { |
---|
4975 | bool finished=false; |
---|
4976 | int iThread=-1; |
---|
4977 | // see if any available |
---|
4978 | for (iThread=0;iThread<numberThreads_;iThread++) { |
---|
4979 | if (threadInfo[iThread].returnCode) { |
---|
4980 | finished=true; |
---|
4981 | break; |
---|
4982 | } else if (threadInfo[iThread].returnCode==0) { |
---|
4983 | pthread_cond_signal(threadInfo[iThread].condition2); // unlock |
---|
4984 | } |
---|
4985 | } |
---|
4986 | while (!finished) { |
---|
4987 | pthread_mutex_lock(&condition_mutex); |
---|
4988 | struct timespec absTime; |
---|
4989 | clock_gettime(CLOCK_REALTIME,&absTime); |
---|
4990 | absTime.tv_nsec += 1000000; // millisecond |
---|
4991 | if (absTime.tv_nsec>=1000000000) { |
---|
4992 | absTime.tv_nsec -= 1000000000; |
---|
4993 | absTime.tv_sec++; |
---|
4994 | } |
---|
4995 | pthread_cond_timedwait(&condition_main,&condition_mutex,&absTime); |
---|
4996 | pthread_mutex_unlock(&condition_mutex); |
---|
4997 | for (iThread=0;iThread<numberThreads_;iThread++) { |
---|
4998 | if (threadInfo[iThread].returnCode>0) { |
---|
4999 | finished=true; |
---|
5000 | break; |
---|
5001 | } else if (threadInfo[iThread].returnCode==0) { |
---|
5002 | pthread_cond_signal(threadInfo[iThread].condition2); // unlock |
---|
5003 | } |
---|
5004 | } |
---|
5005 | } |
---|
5006 | assert (iThread<numberThreads_); |
---|
5007 | assert (threadInfo[iThread].returnCode); |
---|
5008 | threadModel[iThread]->generator_[0]=generator_[i]; |
---|
5009 | threadModel[iThread]->object_ = (OsiObject **) (eachCuts+i); |
---|
5010 | // allow to start |
---|
5011 | threadInfo[iThread].returnCode=0; |
---|
5012 | pthread_cond_signal(threadInfo[iThread].condition2); // unlock |
---|
5013 | } |
---|
5014 | } |
---|
5015 | // wait |
---|
5016 | for (int iThread=0;iThread<numberThreads_;iThread++) { |
---|
5017 | if (threadInfo[iThread].returnCode==0) { |
---|
5018 | bool finished=false; |
---|
5019 | pthread_cond_signal(threadInfo[iThread].condition2); // unlock |
---|
5020 | while (!finished) { |
---|
5021 | pthread_mutex_lock(&condition_mutex); |
---|
5022 | struct timespec absTime; |
---|
5023 | clock_gettime(CLOCK_REALTIME,&absTime); |
---|
5024 | absTime.tv_nsec += 1000000; // millisecond |
---|
5025 | if (absTime.tv_nsec>=1000000000) { |
---|
5026 | absTime.tv_nsec -= 1000000000; |
---|
5027 | absTime.tv_sec++; |
---|
5028 | } |
---|
5029 | pthread_cond_timedwait(&condition_main,&condition_mutex,&absTime); |
---|
5030 | pthread_mutex_unlock(&condition_mutex); |
---|
5031 | if (threadInfo[iThread].returnCode>0) { |
---|
5032 | finished=true; |
---|
5033 | break; |
---|
5034 | } else if (threadInfo[iThread].returnCode==0) { |
---|
5035 | pthread_cond_signal(threadInfo[iThread].condition2); // unlock |
---|
5036 | } |
---|
5037 | } |
---|
5038 | } |
---|
5039 | assert (threadInfo[iThread].returnCode); |
---|
5040 | // say available |
---|
5041 | threadInfo[iThread].returnCode=-1; |
---|
5042 | delete threadModel[iThread]->solver_; |
---|
5043 | threadModel[iThread]->solver_=NULL; |
---|
5044 | } |
---|
5045 | } |
---|
5046 | #endif |
---|
5047 | // Now put together |
---|
5048 | for (i = 0;i<numberCutGenerators_;i++) { |
---|
5049 | // add column cuts |
---|
5050 | int numberColumnCutsBefore = theseCuts.sizeColCuts() ; |
---|
5051 | int numberColumnCuts = eachCuts[i].sizeColCuts(); |
---|
5052 | int numberColumnCutsAfter = numberColumnCutsBefore |
---|
5053 | + numberColumnCuts; |
---|
5054 | int j; |
---|
5055 | for (j=0;j<numberColumnCuts;j++) { |
---|
5056 | theseCuts.insert(eachCuts[i].colCut(j)); |
---|
5057 | } |
---|
5058 | int numberRowCutsBefore = theseCuts.sizeRowCuts() ; |
---|
5059 | int numberRowCuts = eachCuts[i].sizeRowCuts(); |
---|
5060 | int numberRowCutsAfter = numberRowCutsBefore |
---|
5061 | + numberRowCuts; |
---|
5062 | if (numberRowCuts) { |
---|
5063 | for (j=0;j<numberRowCuts;j++) { |
---|
5064 | const OsiRowCut * thisCut = eachCuts[i].rowCutPtr(j) ; |
---|
5065 | if (thisCut->lb()<=1.0e10&&thisCut->ub()>=-1.0e10) |
---|
5066 | theseCuts.insert(eachCuts[i].rowCut(j)); |
---|
5067 | } |
---|
5068 | if (generator_[i]->mustCallAgain()) |
---|
5069 | keepGoing=true; // say must go round |
---|
5070 | // Check last cut to see if infeasible |
---|
5071 | const OsiRowCut * thisCut = theseCuts.rowCutPtr(numberRowCutsAfter-1) ; |
---|
5072 | if (thisCut->lb()>thisCut->ub()) { |
---|
5073 | feasible = false; // sub-problem is infeasible |
---|
5074 | break; |
---|
5075 | } |
---|
5076 | } |
---|
5077 | #ifdef CBC_DEBUG |
---|
5078 | { |
---|
5079 | int k ; |
---|
5080 | for (k = numberRowCutsBefore;k<numberRowCutsAfter;k++) { |
---|
5081 | OsiRowCut thisCut = theseCuts.rowCut(k) ; |
---|
5082 | /* check size of elements. |
---|
5083 | We can allow smaller but this helps debug generators as it |
---|
5084 | is unsafe to have small elements */ |
---|
5085 | int n=thisCut.row().getNumElements(); |
---|
5086 | const int * column = thisCut.row().getIndices(); |
---|
5087 | const double * element = thisCut.row().getElements(); |
---|
5088 | //assert (n); |
---|
5089 | for (int i=0;i<n;i++) { |
---|
5090 | double value = element[i]; |
---|
5091 | assert(fabs(value)>1.0e-12&&fabs(value)<1.0e20); |
---|
5092 | } |
---|
5093 | } |
---|
5094 | } |
---|
5095 | #endif |
---|
5096 | if ((specialOptions_&1)!=0) { |
---|
5097 | if (onOptimalPath) { |
---|
5098 | int k ; |
---|
5099 | for (k = numberRowCutsBefore;k<numberRowCutsAfter;k++) { |
---|
5100 | OsiRowCut thisCut = theseCuts.rowCut(k) ; |
---|
5101 | if(debugger->invalidCut(thisCut)) { |
---|
5102 | solver_->writeMps("badCut"); |
---|
5103 | #ifdef NDEBUG |
---|
5104 | printf("Cut generator %d (%s) produced invalid cut (%dth in this go)\n", |
---|
5105 | i,generator_[i]->cutGeneratorName(),k-numberRowCutsBefore); |
---|
5106 | abort(); |
---|
5107 | #endif |
---|
5108 | } |
---|
5109 | assert(!debugger->invalidCut(thisCut)) ; |
---|
5110 | } |
---|
5111 | } |
---|
5112 | } |
---|
5113 | /* |
---|
5114 | The cut generator has done its thing, and maybe it generated some |
---|
5115 | cuts. Do a bit of bookkeeping: load |
---|
5116 | whichGenerator[i] with the index of the generator responsible for a cut, |
---|
5117 | and place cuts flagged as global in the global cut pool for the model. |
---|
5118 | |
---|
5119 | lastNumberCuts is the sum of cuts added in previous iterations; it's the |
---|
5120 | offset to the proper starting position in whichGenerator. |
---|
5121 | */ |
---|
5122 | int numberBefore = |
---|
5123 | numberRowCutsBefore+numberColumnCutsBefore+lastNumberCuts ; |
---|
5124 | int numberAfter = |
---|
5125 | numberRowCutsAfter+numberColumnCutsAfter+lastNumberCuts ; |
---|
5126 | // possibly extend whichGenerator |
---|
5127 | resizeWhichGenerator(numberBefore, numberAfter); |
---|
5128 | if (fullScan) { |
---|
5129 | // counts |
---|
5130 | countColumnCuts[i] += numberColumnCutsAfter-numberColumnCutsBefore ; |
---|
5131 | } |
---|
5132 | countRowCuts[i] += numberRowCutsAfter-numberRowCutsBefore ; |
---|
5133 | |
---|
5134 | for (j = numberRowCutsBefore;j<numberRowCutsAfter;j++) { |
---|
5135 | whichGenerator_[numberBefore++] = i ; |
---|
5136 | const OsiRowCut * thisCut = theseCuts.rowCutPtr(j) ; |
---|
5137 | if (thisCut->lb()>thisCut->ub()) |
---|
5138 | violated=-2; // sub-problem is infeasible |
---|
5139 | if (thisCut->globallyValid()) { |
---|
5140 | // add to global list |
---|
5141 | OsiRowCut newCut(*thisCut); |
---|
5142 | newCut.setGloballyValid(true); |
---|
5143 | newCut.mutableRow().setTestForDuplicateIndex(false); |
---|
5144 | globalCuts_.insert(newCut) ; |
---|
5145 | } |
---|
5146 | } |
---|
5147 | for (j = numberColumnCutsBefore;j<numberColumnCutsAfter;j++) { |
---|
5148 | whichGenerator_[numberBefore++] = i ; |
---|
5149 | const OsiColCut * thisCut = theseCuts.colCutPtr(j) ; |
---|
5150 | if (thisCut->globallyValid()) { |
---|
5151 | // add to global list |
---|
5152 | OsiColCut newCut(*thisCut); |
---|
5153 | newCut.setGloballyValid(true); |
---|
5154 | globalCuts_.insert(newCut) ; |
---|
5155 | } |
---|
5156 | } |
---|
5157 | } |
---|
5158 | // Add in any violated saved cuts |
---|
5159 | if (!theseCuts.sizeRowCuts()&&!theseCuts.sizeColCuts()) { |
---|
5160 | int numberOld = theseCuts.sizeRowCuts()+lastNumberCuts; |
---|
5161 | int numberCuts = slackCuts.sizeRowCuts() ; |
---|
5162 | int i; |
---|
5163 | // possibly extend whichGenerator |
---|
5164 | resizeWhichGenerator(numberOld, numberOld+numberCuts); |
---|
5165 | for ( i = 0;i<numberCuts;i++) { |
---|
5166 | const OsiRowCut * thisCut = slackCuts.rowCutPtr(i) ; |
---|
5167 | if (thisCut->violated(cbcColSolution_)>100.0*primalTolerance) { |
---|
5168 | if (messageHandler()->logLevel()>2) |
---|
5169 | printf("Old cut added - violation %g\n", |
---|
5170 | thisCut->violated(cbcColSolution_)) ; |
---|
5171 | whichGenerator_[numberOld++]=-1; |
---|
5172 | theseCuts.insert(*thisCut) ; |
---|
5173 | } |
---|
5174 | } |
---|
5175 | } |
---|
5176 | delete [] eachCuts; |
---|
5177 | } |
---|
5178 | //if (!feasible) |
---|
5179 | //break; |
---|
5180 | /* |
---|
5181 | End of the loop to exercise each generator - try heuristics |
---|
5182 | - unless at root node and first pass |
---|
5183 | */ |
---|
5184 | if (numberNodes_||currentPassNumber_!=1) { |
---|
5185 | double * newSolution = new double [numberColumns] ; |
---|
5186 | double heuristicValue = getCutoff() ; |
---|
5187 | int found = -1; // no solution found |
---|
5188 | for (i = 0;i<numberHeuristics_;i++) { |
---|
5189 | // see if heuristic will do anything |
---|
5190 | double saveValue = heuristicValue ; |
---|
5191 | int ifSol = |
---|
5192 | heuristic_[i]->solution(heuristicValue, |
---|
5193 | newSolution, |
---|
5194 | theseCuts) ; |
---|
5195 | if (ifSol>0) { |
---|
5196 | // better solution found |
---|
5197 | found = i ; |
---|
5198 | incrementUsed(newSolution); |
---|
5199 | } else if (ifSol<0) { |
---|
5200 | heuristicValue = saveValue ; |
---|
5201 | } |
---|
5202 | } |
---|
5203 | /* |
---|
5204 | Did any of the heuristics turn up a new solution? Record it before we free |
---|
5205 | the vector. |
---|
5206 | */ |
---|
5207 | if (found >= 0) { |
---|
5208 | phase_=4; |
---|
5209 | incrementUsed(newSolution); |
---|
5210 | lastHeuristic_ = heuristic_[found]; |
---|
5211 | setBestSolution(CBC_ROUNDING,heuristicValue,newSolution) ; |
---|
5212 | CbcTreeLocal * tree |
---|
5213 | = dynamic_cast<CbcTreeLocal *> (tree_); |
---|
5214 | if (tree) |
---|
5215 | tree->passInSolution(bestSolution_,heuristicValue); |
---|
5216 | } |
---|
5217 | delete [] newSolution ; |
---|
5218 | } |
---|
5219 | |
---|
5220 | #if 0 |
---|
5221 | // switch on to get all cuts printed |
---|
5222 | theseCuts.printCuts() ; |
---|
5223 | #endif |
---|
5224 | int numberColumnCuts = theseCuts.sizeColCuts() ; |
---|
5225 | int numberRowCuts = theseCuts.sizeRowCuts() ; |
---|
5226 | if (violated>=0) |
---|
5227 | violated = numberRowCuts + numberColumnCuts ; |
---|
5228 | /* |
---|
5229 | Apply column cuts (aka bound tightening). This may be partially redundant |
---|
5230 | for column cuts returned by CglProbing, as generateCuts installs bounds |
---|
5231 | from CglProbing when it determines it can fix a variable. |
---|
5232 | |
---|
5233 | TODO: Looks like the use of violated has evolved. The value set above is |
---|
5234 | completely ignored. All that's left is violated == -1 indicates some |
---|
5235 | cut is violated, violated == -2 indicates infeasibility. Only |
---|
5236 | infeasibility warrants exceptional action. |
---|
5237 | |
---|
5238 | TODO: Strikes me that this code will fail to detect infeasibility, because |
---|
5239 | the breaks escape the inner loops but the outer loop keeps going. |
---|
5240 | Infeasibility in an early cut will be overwritten if a later cut is |
---|
5241 | merely violated. |
---|
5242 | */ |
---|
5243 | if (numberColumnCuts) { |
---|
5244 | |
---|
5245 | #ifdef CBC_DEBUG |
---|
5246 | double * oldLower = new double [numberColumns] ; |
---|
5247 | double * oldUpper = new double [numberColumns] ; |
---|
5248 | memcpy(oldLower,cbcColLower_,numberColumns*sizeof(double)) ; |
---|
5249 | memcpy(oldUpper,cbcColUpper_,numberColumns*sizeof(double)) ; |
---|
5250 | #endif |
---|
5251 | |
---|
5252 | double integerTolerance = getDblParam(CbcIntegerTolerance) ; |
---|
5253 | for (int i = 0;i<numberColumnCuts;i++) { |
---|
5254 | const OsiColCut * thisCut = theseCuts.colCutPtr(i) ; |
---|
5255 | const CoinPackedVector & lbs = thisCut->lbs() ; |
---|
5256 | const CoinPackedVector & ubs = thisCut->ubs() ; |
---|
5257 | int j ; |
---|
5258 | int n ; |
---|
5259 | const int * which ; |
---|
5260 | const double * values ; |
---|
5261 | n = lbs.getNumElements() ; |
---|
5262 | which = lbs.getIndices() ; |
---|
5263 | values = lbs.getElements() ; |
---|
5264 | for (j = 0;j<n;j++) { |
---|
5265 | int iColumn = which[j] ; |
---|
5266 | double value = cbcColSolution_[iColumn] ; |
---|
5267 | #if CBC_DEBUG>1 |
---|
5268 | printf("%d %g %g %g %g\n",iColumn,oldLower[iColumn], |
---|
5269 | cbcColSolution_[iColumn],oldUpper[iColumn],values[j]) ; |
---|
5270 | #endif |
---|
5271 | solver_->setColLower(iColumn,values[j]) ; |
---|
5272 | if (value<values[j]-integerTolerance) |
---|
5273 | violated = -1 ; |
---|
5274 | if (values[j]>cbcColUpper_[iColumn]+integerTolerance) { |
---|
5275 | // infeasible |
---|
5276 | violated = -2 ; |
---|
5277 | break ; |
---|
5278 | } |
---|
5279 | } |
---|
5280 | n = ubs.getNumElements() ; |
---|
5281 | which = ubs.getIndices() ; |
---|
5282 | values = ubs.getElements() ; |
---|
5283 | for (j = 0;j<n;j++) { |
---|
5284 | int iColumn = which[j] ; |
---|
5285 | double value = cbcColSolution_[iColumn] ; |
---|
5286 | #if CBC_DEBUG>1 |
---|
5287 | printf("%d %g %g %g %g\n",iColumn,oldLower[iColumn], |
---|
5288 | cbcColSolution_[iColumn],oldUpper[iColumn],values[j]) ; |
---|
5289 | #endif |
---|
5290 | solver_->setColUpper(iColumn,values[j]) ; |
---|
5291 | if (value>values[j]+integerTolerance) |
---|
5292 | violated = -1 ; |
---|
5293 | if (values[j]<cbcColLower_[iColumn]-integerTolerance) { |
---|
5294 | // infeasible |
---|
5295 | violated = -2 ; |
---|
5296 | break ; |
---|
5297 | } |
---|
5298 | } |
---|
5299 | } |
---|
5300 | #ifdef CBC_DEBUG |
---|
5301 | delete [] oldLower ; |
---|
5302 | delete [] oldUpper ; |
---|
5303 | #endif |
---|
5304 | } |
---|
5305 | /* |
---|
5306 | End installation of column cuts. The break here escapes the numberTries |
---|
5307 | loop. |
---|
5308 | */ |
---|
5309 | if (violated == -2||!feasible) { |
---|
5310 | // infeasible |
---|
5311 | feasible = false ; |
---|
5312 | violated = -2; |
---|
5313 | if (!numberNodes_) |
---|
5314 | messageHandler()->message(CBC_INFEAS, |
---|
5315 | messages()) |
---|
5316 | << CoinMessageEol ; |
---|
5317 | break ; |
---|
5318 | } |
---|
5319 | /* |
---|
5320 | Now apply the row (constraint) cuts. This is a bit more work because we need |
---|
5321 | to obtain and augment the current basis. |
---|
5322 | |
---|
5323 | TODO: Why do this work, if there are no row cuts? The current basis will do |
---|
5324 | just fine. |
---|
5325 | */ |
---|
5326 | int numberRowsNow = solver_->getNumRows() ; |
---|
5327 | #ifndef NDEBUG |
---|
5328 | assert(numberRowsNow == numberRowsAtStart+lastNumberCuts) ; |
---|
5329 | #else |
---|
5330 | // ? maybe clue to threaded problems |
---|
5331 | if(numberRowsNow != numberRowsAtStart+lastNumberCuts) { |
---|
5332 | fprintf(stderr,"*** threaded error - numberRowsNow(%d) != numberRowsAtStart(%d)+lastNumberCuts(%d)\n", |
---|
5333 | numberRowsNow,numberRowsAtStart,lastNumberCuts); |
---|
5334 | fprintf(stdout,"*** threaded error - numberRowsNow(%d) != numberRowsAtStart(%d)+lastNumberCuts(%d)\n", |
---|
5335 | numberRowsNow,numberRowsAtStart,lastNumberCuts); |
---|
5336 | abort(); |
---|
5337 | } |
---|
5338 | #endif |
---|
5339 | int numberToAdd = theseCuts.sizeRowCuts() ; |
---|
5340 | numberNewCuts_ = lastNumberCuts+numberToAdd ; |
---|
5341 | /* |
---|
5342 | Now actually add the row cuts and reoptimise. |
---|
5343 | |
---|
5344 | Install the cuts in the solver using applyRowCuts and |
---|
5345 | augment the basis with the corresponding slack. We also add each row cut to |
---|
5346 | the set of row cuts (cuts.insert()) supplied as a parameter. The new basis |
---|
5347 | must be set with setWarmStart(). |
---|
5348 | |
---|
5349 | TODO: Seems to me the original code could allocate addCuts with size 0, if |
---|
5350 | numberRowCuts was 0 and numberColumnCuts was nonzero. That might |
---|
5351 | explain the memory fault noted in the comment by AJK. Unfortunately, |
---|
5352 | just commenting out the delete[] results in massive memory leaks. Try |
---|
5353 | a revision to separate the row cut case. Why do we need addCuts at |
---|
5354 | all? A typing issue, apparently: OsiCut vs. OsiRowCut. |
---|
5355 | |
---|
5356 | TODO: It looks to me as if numberToAdd and numberRowCuts are identical at |
---|
5357 | this point. Confirm & get rid of one of them. |
---|
5358 | |
---|
5359 | TODO: Any reason why the three loops can't be consolidated? |
---|
5360 | */ |
---|
5361 | if (numberRowCuts > 0 || numberColumnCuts > 0) |
---|
5362 | { if (numberToAdd > 0) |
---|
5363 | { int i ; |
---|
5364 | // Faster to add all at once |
---|
5365 | const OsiRowCut ** addCuts = new const OsiRowCut * [numberToAdd] ; |
---|
5366 | for (i = 0 ; i < numberToAdd ; i++) |
---|
5367 | { addCuts[i] = &theseCuts.rowCut(i) ; } |
---|
5368 | solver_->applyRowCuts(numberToAdd,addCuts) ; |
---|
5369 | // AJK this caused a memory fault on Win32 |
---|
5370 | // may be okay now with ** form |
---|
5371 | delete [] addCuts ; |
---|
5372 | for (i = 0 ; i < numberToAdd ; i++) |
---|
5373 | { cuts.insert(theseCuts.rowCut(i)) ; } |
---|
5374 | CoinWarmStartBasis * basis = dynamic_cast<CoinWarmStartBasis*>(solver_->getWarmStart()) ; |
---|
5375 | assert(basis != NULL); // make sure not volume |
---|
5376 | /* dylp bug |
---|
5377 | |
---|
5378 | Consistent size used by OsiDylp as sanity check. Implicit resize seen |
---|
5379 | as an error. Hence this call to resize is necessary. |
---|
5380 | */ |
---|
5381 | basis->resize(numberRowsAtStart+numberNewCuts_,numberColumns) ; |
---|
5382 | for (i = 0 ; i < numberToAdd ; i++) |
---|
5383 | { basis->setArtifStatus(numberRowsNow+i, |
---|
5384 | CoinWarmStartBasis::basic) ; } |
---|
5385 | if (solver_->setWarmStart(basis) == false) |
---|
5386 | { throw CoinError("Fail setWarmStart() after cut installation.", |
---|
5387 | "solveWithCuts","CbcModel") ; } |
---|
5388 | delete basis; |
---|
5389 | } |
---|
5390 | feasible = ( resolve(node ? node->nodeInfo() : NULL,2) != 0) ; |
---|
5391 | if ( getCurrentSeconds() > dblParam_[CbcMaximumSeconds] ) |
---|
5392 | numberTries=0; // exit |
---|
5393 | # ifdef CBC_DEBUG |
---|
5394 | printf("Obj value after cuts %g %d rows\n",solver_->getObjValue(), |
---|
5395 | solver_->getNumRows()) ; |
---|
5396 | if (onOptimalPath && !solver_->isDualObjectiveLimitReached()) |
---|
5397 | assert(feasible) ; |
---|
5398 | # endif |
---|
5399 | } |
---|
5400 | /* |
---|
5401 | No cuts. Cut short the cut generation (numberTries) loop. |
---|
5402 | */ |
---|
5403 | else |
---|
5404 | { numberTries = 0 ; } |
---|
5405 | /* |
---|
5406 | If the problem is still feasible, first, call takeOffCuts() to remove cuts |
---|
5407 | that are now slack. takeOffCuts() will call the solver to reoptimise if |
---|
5408 | that's needed to restore a valid solution. |
---|
5409 | |
---|
5410 | Next, see if we should quit due to diminishing returns: |
---|
5411 | * we've tried three rounds of cut generation and we're getting |
---|
5412 | insufficient improvement in the objective; or |
---|
5413 | * we generated no cuts; or |
---|
5414 | * the solver declared optimality with 0 iterations after we added the |
---|
5415 | cuts generated in this round. |
---|
5416 | If we decide to keep going, prep for the next iteration. |
---|
5417 | |
---|
5418 | It just seems more safe to tell takeOffCuts() to call resolve(), even if |
---|
5419 | we're not continuing cut generation. Otherwise code executed between here |
---|
5420 | and final disposition of the node will need to be careful not to access the |
---|
5421 | lp solution. It can happen that we lose feasibility in takeOffCuts --- |
---|
5422 | numerical jitters when the cutoff bound is epsilon less than the current |
---|
5423 | best, and we're evaluating an alternative optimum. |
---|
5424 | |
---|
5425 | TODO: After successive rounds of code motion, there seems no need to |
---|
5426 | distinguish between the two checks for aborting the cut generation |
---|
5427 | loop. Confirm and clean up. |
---|
5428 | */ |
---|
5429 | if (feasible) |
---|
5430 | { int cutIterations = solver_->getIterationCount() ; |
---|
5431 | if (numberOldActiveCuts_+numberNewCuts_) { |
---|
5432 | OsiCuts * saveCuts = node ? NULL : &slackCuts; |
---|
5433 | takeOffCuts(cuts,resolveAfterTakeOffCuts_,saveCuts) ; |
---|
5434 | if (solver_->isDualObjectiveLimitReached()&&resolveAfterTakeOffCuts_) |
---|
5435 | { feasible = false ; |
---|
5436 | # ifdef CBC_DEBUG |
---|
5437 | double z = solver_->getObjValue() ; |
---|
5438 | double cut = getCutoff() ; |
---|
5439 | printf("Lost feasibility by %g in takeOffCuts; z = %g, cutoff = %g\n", |
---|
5440 | z-cut,z,cut) ; |
---|
5441 | # endif |
---|
5442 | } |
---|
5443 | } |
---|
5444 | if (feasible) { |
---|
5445 | numberRowsAtStart = numberOldActiveCuts_+numberRowsAtContinuous_ ; |
---|
5446 | lastNumberCuts = numberNewCuts_ ; |
---|
5447 | if (direction*solver_->getObjValue() < lastObjective+minimumDrop && |
---|
5448 | currentPassNumber_ >= 3 && !keepGoing) |
---|
5449 | { numberTries = 0 ; } |
---|
5450 | if (numberRowCuts+numberColumnCuts == 0 || cutIterations == 0) |
---|
5451 | { break ; } |
---|
5452 | if (numberTries > 0) { |
---|
5453 | reducedCostFix() ; |
---|
5454 | lastObjective = direction*solver_->getObjValue() ; |
---|
5455 | } |
---|
5456 | } |
---|
5457 | } |
---|
5458 | /* |
---|
5459 | We've lost feasibility --- this node won't be referencing the cuts we've |
---|
5460 | been collecting, so decrement the reference counts. |
---|
5461 | */ |
---|
5462 | if (!feasible) |
---|
5463 | { int i ; |
---|
5464 | if (currentNumberCuts_) { |
---|
5465 | lockThread(); |
---|
5466 | for (i = 0;i<currentNumberCuts_;i++) { |
---|
5467 | // take off node |
---|
5468 | if (addedCuts_[i]) { |
---|
5469 | if (!addedCuts_[i]->decrement()) |
---|
5470 | delete addedCuts_[i] ; |
---|
5471 | addedCuts_[i] = NULL ; |
---|
5472 | } |
---|
5473 | } |
---|
5474 | } |
---|
5475 | numberTries = 0 ; |
---|
5476 | } |
---|
5477 | } while (numberTries>0||keepGoing) ; |
---|
5478 | { |
---|
5479 | // switch on |
---|
5480 | for (int i = 0;i<numberCutGenerators_;i++) |
---|
5481 | generator_[i]->setSwitchedOff(false); |
---|
5482 | } |
---|
5483 | //check feasibility. |
---|
5484 | //If solution seems to be integer feasible calling setBestSolution |
---|
5485 | //will eventually add extra global cuts which we need to install at |
---|
5486 | //the nodes |
---|
5487 | |
---|
5488 | |
---|
5489 | if(feasible&&solverCharacteristics_->solutionAddsCuts()) //check integer feasibility |
---|
5490 | { |
---|
5491 | bool integerFeasible = true; |
---|
5492 | const double * save = testSolution_; |
---|
5493 | testSolution_ = solver_->getColSolution(); |
---|
5494 | // point to useful information |
---|
5495 | OsiBranchingInformation usefulInfo=usefulInformation(); |
---|
5496 | for (int i=0;i<numberObjects_ && integerFeasible;i++) |
---|
5497 | { |
---|
5498 | int preferredWay; |
---|
5499 | double infeasibility = object_[i]->infeasibility(&usefulInfo,preferredWay); |
---|
5500 | if(infeasibility) |
---|
5501 | integerFeasible = false; |
---|
5502 | } |
---|
5503 | testSolution_ = save; |
---|
5504 | if(integerFeasible)//update |
---|
5505 | { |
---|
5506 | double objValue = solver_->getObjValue(); |
---|
5507 | int numberGlobalBefore = globalCuts_.sizeRowCuts(); |
---|
5508 | // SOLUTION2 so won't up cutoff or print message |
---|
5509 | setBestSolution(CBC_SOLUTION2, objValue, |
---|
5510 | solver_->getColSolution(),0); |
---|
5511 | int numberGlobalAfter = globalCuts_.sizeRowCuts(); |
---|
5512 | int numberToAdd = numberGlobalAfter - numberGlobalBefore; |
---|
5513 | if(numberToAdd > 0) |
---|
5514 | //We have added some cuts say they are tight at that node |
---|
5515 | //Basis and lp should already have been updated |
---|
5516 | { |
---|
5517 | feasible = (solver_->isProvenOptimal() && |
---|
5518 | !solver_->isDualObjectiveLimitReached()) ; |
---|
5519 | if(feasible) |
---|
5520 | { |
---|
5521 | int numberCuts = numberNewCuts_ = cuts.sizeRowCuts(); |
---|
5522 | // possibly extend whichGenerator |
---|
5523 | resizeWhichGenerator(numberCuts, numberToAdd+numberCuts); |
---|
5524 | |
---|
5525 | for (int i = numberGlobalBefore ; i < numberGlobalAfter ; i++) |
---|
5526 | { |
---|
5527 | whichGenerator_[numberNewCuts_++]=-1; |
---|
5528 | #ifndef GLOBAL_CUTS_JUST_POINTERS |
---|
5529 | cuts.insert(globalCuts_.rowCut(i)) ; |
---|
5530 | #else |
---|
5531 | OsiRowCut * rowCutPointer = globalCuts_.rowCutPtr(i); |
---|
5532 | cuts.insert(rowCutPointer) ; |
---|
5533 | #endif |
---|
5534 | } |
---|
5535 | numberNewCuts_ = lastNumberCuts+numberToAdd; |
---|
5536 | //now take off the cuts which are not tight anymore |
---|
5537 | takeOffCuts(cuts,resolveAfterTakeOffCuts_, NULL) ; |
---|
5538 | if (solver_->isDualObjectiveLimitReached()&&resolveAfterTakeOffCuts_) |
---|
5539 | { feasible = false ;} |
---|
5540 | } |
---|
5541 | if(!feasible) //node will be fathomed |
---|
5542 | { |
---|
5543 | for (int i = 0;i<currentNumberCuts_;i++) |
---|
5544 | { |
---|
5545 | // take off node |
---|
5546 | if (addedCuts_[i]) |
---|
5547 | { |
---|
5548 | if (!addedCuts_[i]->decrement()) |
---|
5549 | delete addedCuts_[i] ; |
---|
5550 | addedCuts_[i] = NULL ; |
---|
5551 | } |
---|
5552 | } |
---|
5553 | } |
---|
5554 | } |
---|
5555 | } |
---|
5556 | } |
---|
5557 | /* |
---|
5558 | Reduced cost fix at end. Must also check feasible, in case we've popped out |
---|
5559 | because a generator indicated we're infeasible. |
---|
5560 | */ |
---|
5561 | if (feasible && solver_->isProvenOptimal()) |
---|
5562 | reducedCostFix(); |
---|
5563 | // If at root node do heuristics |
---|
5564 | if (!numberNodes_) { |
---|
5565 | // First see if any cuts are slack |
---|
5566 | int numberRows = solver_->getNumRows(); |
---|
5567 | int numberAdded = numberRows-numberRowsAtContinuous_; |
---|
5568 | if (numberAdded) { |
---|
5569 | CoinWarmStartBasis * basis = dynamic_cast<CoinWarmStartBasis*>(solver_->getWarmStart()) ; |
---|
5570 | assert(basis != NULL); |
---|
5571 | int * added = new int[numberAdded]; |
---|
5572 | int nDelete = 0; |
---|
5573 | for (int j=numberRowsAtContinuous_;j<numberRows;j++) { |
---|
5574 | if (basis->getArtifStatus(j)==CoinWarmStartBasis::basic) { |
---|
5575 | //printf("%d slack!\n",j); |
---|
5576 | added[nDelete++]=j; |
---|
5577 | } |
---|
5578 | } |
---|
5579 | if (nDelete) { |
---|
5580 | solver_->deleteRows(nDelete,added); |
---|
5581 | } |
---|
5582 | delete [] added; |
---|
5583 | delete basis ; |
---|
5584 | } |
---|
5585 | // mark so heuristics can tell |
---|
5586 | int savePass=currentPassNumber_; |
---|
5587 | currentPassNumber_=999999; |
---|
5588 | double * newSolution = new double [numberColumns] ; |
---|
5589 | double heuristicValue = getCutoff() ; |
---|
5590 | int found = -1; // no solution found |
---|
5591 | for (int i = 0;i<numberHeuristics_;i++) { |
---|
5592 | // see if heuristic will do anything |
---|
5593 | double saveValue = heuristicValue ; |
---|
5594 | int ifSol = heuristic_[i]->solution(heuristicValue, |
---|
5595 | newSolution); |
---|
5596 | if (ifSol>0) { |
---|
5597 | // better solution found |
---|
5598 | found = i ; |
---|
5599 | incrementUsed(newSolution); |
---|
5600 | } else { |
---|
5601 | heuristicValue = saveValue ; |
---|
5602 | } |
---|
5603 | } |
---|
5604 | currentPassNumber_=savePass; |
---|
5605 | if (found >= 0) { |
---|
5606 | phase_=4; |
---|
5607 | incrementUsed(newSolution); |
---|
5608 | lastHeuristic_ = heuristic_[found]; |
---|
5609 | setBestSolution(CBC_ROUNDING,heuristicValue,newSolution) ; |
---|
5610 | } |
---|
5611 | delete [] newSolution ; |
---|
5612 | } |
---|
5613 | // Up change due to cuts |
---|
5614 | if (feasible) |
---|
5615 | sumChangeObjective2_ += solver_->getObjValue()*solver_->getObjSense() |
---|
5616 | - objectiveValue ; |
---|
5617 | //if ((numberNodes_%100)==0) |
---|
5618 | //printf("XXb sum obj changed by %g\n",sumChangeObjective2_); |
---|
5619 | /* |
---|
5620 | End of cut generation loop. |
---|
5621 | |
---|
5622 | Now, consider if we want to disable or adjust the frequency of use for any |
---|
5623 | of the cut generators. If the client specified a positive number for |
---|
5624 | howOften, it will never change. If the original value was negative, it'll |
---|
5625 | be converted to 1000000+|howOften|, and this value will be adjusted each |
---|
5626 | time fullScan is true. Actual cut generation is performed every |
---|
5627 | howOften%1000000 nodes; the 1000000 offset is just a convenient way to |
---|
5628 | specify that the frequency is adjustable. |
---|
5629 | |
---|
5630 | During cut generation, we recorded the number of cuts produced by each |
---|
5631 | generator for this node. For all cuts, whichGenerator records the generator |
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5632 | that produced a cut. |
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5633 | |
---|
5634 | TODO: All this should probably be hidden in a method of the CbcCutGenerator |
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5635 | class. |
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5636 | |
---|
5637 | TODO: Can the loop that scans over whichGenerator to accumulate per generator |
---|
5638 | counts be replaced by values in countRowCuts and countColumnCuts? |
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5639 | */ |
---|
5640 | #ifdef NODE_LOG |
---|
5641 | int fatherNum = (node == NULL) ? -1 : node->nodeNumber(); |
---|
5642 | double value = (node == NULL) ? -1 : node->branchingObject()->value(); |
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5643 | string bigOne = (solver_->getIterationCount() > 30) ? "*******" : ""; |
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5644 | string way = (node == NULL) ? "" : (node->branchingObject()->way())==1 ? "Down" : "Up"; |
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5645 | std::cout<<"Node "<<numberNodes_<<", father "<<fatherNum<<", #iterations "<<solver_->getIterationCount()<<", sol value : "<<solver_->getObjValue()<<std::endl; |
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5646 | #endif |
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5647 | if (fullScan&&numberCutGenerators_) { |
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5648 | /* If cuts just at root node then it will probably be faster to |
---|
5649 | update matrix and leave all in */ |
---|
5650 | int willBeCutsInTree=0; |
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5651 | double thisObjective = solver_->getObjValue()*direction ; |
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5652 | // get sizes |
---|
5653 | int numberRowsAdded = solver_->getNumRows()-numberRowsAtStart; |
---|
5654 | CoinBigIndex numberElementsAdded = solver_->getNumElements()-numberElementsAtStart ; |
---|
5655 | double densityOld = ((double) numberElementsAtStart)/((double) numberRowsAtStart); |
---|
5656 | double densityNew = numberRowsAdded ? ((double) (numberElementsAdded))/((double) numberRowsAdded) |
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5657 | : 0.0; |
---|
5658 | if (!numberNodes_) { |
---|
5659 | if (numberRowsAdded) |
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5660 | handler_->message(CBC_CUTS_STATS,messages_) |
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5661 | <<numberRowsAdded |
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5662 | <<densityNew |
---|
5663 | <<CoinMessageEol ; |
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5664 | if (thisObjective-startObjective<1.0e-5&&numberElementsAdded>0.2*numberElementsAtStart) |
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5665 | willBeCutsInTree=-1; |
---|
5666 | } |
---|
5667 | if ((numberRowsAdded>100+0.5*numberRowsAtStart |
---|
5668 | ||numberElementsAdded>0.5*numberElementsAtStart) |
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5669 | &&(densityNew>200.0&&numberRowsAdded>100&&densityNew>2.0*densityOld)) { |
---|
5670 | // much bigger |
---|
5671 | //if (thisObjective-startObjective<0.1*fabs(startObjective)+1.0e-5) |
---|
5672 | //willBeCutsInTree=-1; |
---|
5673 | //printf("Cuts will be taken off , %d rows added with density %g\n", |
---|
5674 | // numberRowsAdded,densityNew); |
---|
5675 | } |
---|
5676 | if (densityNew>100.0&&numberRowsAdded>2&&densityNew>2.0*densityOld) { |
---|
5677 | //if (thisObjective-startObjective<0.1*fabs(startObjective)+1.0e-5) |
---|
5678 | //willBeCutsInTree=-2; |
---|
5679 | //printf("Density says no cuts ? , %d rows added with density %g\n", |
---|
5680 | // numberRowsAdded,densityNew); |
---|
5681 | } |
---|
5682 | // Root node or every so often - see what to turn off |
---|
5683 | int i ; |
---|
5684 | for (i = 0;i<numberCutGenerators_;i++) { |
---|
5685 | int howOften = generator_[i]->howOften() ; |
---|
5686 | if (howOften>-90) |
---|
5687 | willBeCutsInTree=0; |
---|
5688 | } |
---|
5689 | if (!numberNodes_) |
---|
5690 | handler_->message(CBC_ROOT,messages_) |
---|
5691 | <<numberNewCuts_ |
---|
5692 | <<startObjective<<thisObjective |
---|
5693 | <<currentPassNumber_ |
---|
5694 | <<CoinMessageEol ; |
---|
5695 | int * count = new int[numberCutGenerators_] ; |
---|
5696 | memset(count,0,numberCutGenerators_*sizeof(int)) ; |
---|
5697 | int numberActiveGenerators=0; |
---|
5698 | for (i = 0;i<numberNewCuts_;i++) { |
---|
5699 | int iGenerator = whichGenerator_[i]; |
---|
5700 | if (iGenerator>=0&&iGenerator<numberCutGenerators_) |
---|
5701 | count[iGenerator]++ ; |
---|
5702 | } |
---|
5703 | double totalCuts = 0.0 ; |
---|
5704 | //#define JUST_ACTIVE |
---|
5705 | for (i = 0;i<numberCutGenerators_;i++) { |
---|
5706 | if (countRowCuts[i]||countColumnCuts[i]) |
---|
5707 | numberActiveGenerators++; |
---|
5708 | #ifdef JUST_ACTIVE |
---|
5709 | totalCuts += count[i] + 5.0*countColumnCuts[i] ; |
---|
5710 | #else |
---|
5711 | totalCuts += countRowCuts[i] + 5.0*countColumnCuts[i] ; |
---|
5712 | #endif |
---|
5713 | } |
---|
5714 | int iProbing=-1; |
---|
5715 | double small = (0.5* totalCuts) / |
---|
5716 | ((double) numberActiveGenerators) ; |
---|
5717 | for (i = 0;i<numberCutGenerators_;i++) { |
---|
5718 | int howOften = generator_[i]->howOften() ; |
---|
5719 | /* Probing can be set to just do column cuts in treee. |
---|
5720 | But if doing good then leave as on */ |
---|
5721 | bool probingWasOnBut=false; |
---|
5722 | CglProbing * probing = dynamic_cast<CglProbing*>(generator_[i]->generator()); |
---|
5723 | if (probing&&!numberNodes_) { |
---|
5724 | iProbing = i; |
---|
5725 | if (probing->rowCuts()==-3) { |
---|
5726 | probingWasOnBut=true; |
---|
5727 | howOften = -98; |
---|
5728 | probing->setRowCuts(3); |
---|
5729 | } |
---|
5730 | } |
---|
5731 | if (willBeCutsInTree<0&&howOften==-98) |
---|
5732 | howOften =-99; |
---|
5733 | if (howOften==-98&&generator_[i]->switchOffIfLessThan()<0) { |
---|
5734 | if (thisObjective-startObjective<0.005*fabs(startObjective)+1.0e-5) |
---|
5735 | howOften=-99; // switch off |
---|
5736 | if (thisObjective-startObjective<0.1*fabs(startObjective)+1.0e-5 |
---|
5737 | &&5*solver_->getNumRows()<solver_->getNumCols()) |
---|
5738 | howOften=-99; // switch off |
---|
5739 | } |
---|
5740 | if (howOften<-99) |
---|
5741 | continue ; |
---|
5742 | if (howOften<0||howOften >= 1000000) { |
---|
5743 | if( !numberNodes_) { |
---|
5744 | // If small number switch mostly off |
---|
5745 | #ifdef JUST_ACTIVE |
---|
5746 | double thisCuts = count[i] + 5.0*countColumnCuts[i] ; |
---|
5747 | #else |
---|
5748 | double thisCuts = countRowCuts[i] + 5.0*countColumnCuts[i] ; |
---|
5749 | #endif |
---|
5750 | if (!thisCuts||howOften == -99) { |
---|
5751 | if (howOften == -99||howOften == -98) |
---|
5752 | howOften = -100 ; |
---|
5753 | else |
---|
5754 | howOften = 1000000+SCANCUTS; // wait until next time |
---|
5755 | } else if (thisCuts<small) { |
---|
5756 | if (howOften!=1&&!probingWasOnBut) { |
---|
5757 | if (generator_[i]->whatDepth()<0||howOften!=-1) { |
---|
5758 | int k = (int) sqrt(small/thisCuts) ; |
---|
5759 | if (howOften!=-98) |
---|
5760 | howOften = k+1000000 ; |
---|
5761 | else |
---|
5762 | howOften=-100; |
---|
5763 | } else { |
---|
5764 | howOften=1; |
---|
5765 | } |
---|
5766 | } else { |
---|
5767 | howOften=1; |
---|
5768 | // allow cuts |
---|
5769 | probingWasOnBut=false; |
---|
5770 | } |
---|
5771 | } else { |
---|
5772 | if (thisObjective-startObjective<0.1*fabs(startObjective)+1.0e-5&&generator_[i]->whatDepth()<0) |
---|
5773 | generator_[i]->setWhatDepth(5); |
---|
5774 | howOften = 1+1000000 ; |
---|
5775 | } |
---|
5776 | } |
---|
5777 | // If cuts useless switch off |
---|
5778 | if (numberNodes_>=100000&&sumChangeObjective1_>2.0e2*(sumChangeObjective2_+1.0e-12)) { |
---|
5779 | howOften = 1000000+SCANCUTS; // wait until next time |
---|
5780 | //printf("switch off cut %d due to lack of use\n",i); |
---|
5781 | } |
---|
5782 | } |
---|
5783 | if (!numberNodes_) { |
---|
5784 | if (probingWasOnBut&&howOften==-100) { |
---|
5785 | probing->setRowCuts(-3); |
---|
5786 | howOften=1; |
---|
5787 | } |
---|
5788 | if (howOften==1) |
---|
5789 | generator_[i]->setWhatDepth(1); |
---|
5790 | |
---|
5791 | if (howOften>=0&&generator_[i]->generator()->mayGenerateRowCutsInTree()) |
---|
5792 | willBeCutsInTree=1; |
---|
5793 | } |
---|
5794 | generator_[i]->setHowOften(howOften) ; |
---|
5795 | if (howOften>=1000000&&howOften<2000000&&0) { |
---|
5796 | // Go to depth |
---|
5797 | int bias=1; |
---|
5798 | if (howOften==1+1000000) |
---|
5799 | generator_[i]->setWhatDepth(bias+1); |
---|
5800 | else if (howOften<=10+1000000) |
---|
5801 | generator_[i]->setWhatDepth(bias+2); |
---|
5802 | else |
---|
5803 | generator_[i]->setWhatDepth(bias+1000); |
---|
5804 | } |
---|
5805 | int newFrequency = generator_[i]->howOften()%1000000 ; |
---|
5806 | // increment cut counts |
---|
5807 | generator_[i]->incrementNumberCutsInTotal |
---|