1 | /* $Id: CbcCompareActual.cpp 1271 2009-11-05 15:57:25Z forrest $ */ |
---|
2 | // Copyright (C) 2004, International Business Machines |
---|
3 | // Corporation and others. All Rights Reserved. |
---|
4 | #if defined(_MSC_VER) |
---|
5 | // Turn off compiler warning about long names |
---|
6 | # pragma warning(disable:4786) |
---|
7 | #endif |
---|
8 | #include <cassert> |
---|
9 | #include <cstdlib> |
---|
10 | #include <cmath> |
---|
11 | #include <cfloat> |
---|
12 | //#define CBC_DEBUG |
---|
13 | |
---|
14 | #include "CbcMessage.hpp" |
---|
15 | #include "CbcModel.hpp" |
---|
16 | #include "CbcTree.hpp" |
---|
17 | #include "CbcCompareActual.hpp" |
---|
18 | #include "CoinError.hpp" |
---|
19 | |
---|
20 | |
---|
21 | /** Default Constructor |
---|
22 | |
---|
23 | */ |
---|
24 | CbcCompareDepth::CbcCompareDepth () |
---|
25 | : CbcCompareBase() |
---|
26 | { |
---|
27 | test_=this; |
---|
28 | } |
---|
29 | |
---|
30 | // Copy constructor |
---|
31 | CbcCompareDepth::CbcCompareDepth ( const CbcCompareDepth & rhs) |
---|
32 | :CbcCompareBase(rhs) |
---|
33 | |
---|
34 | { |
---|
35 | } |
---|
36 | |
---|
37 | // Clone |
---|
38 | CbcCompareBase * |
---|
39 | CbcCompareDepth::clone() const |
---|
40 | { |
---|
41 | return new CbcCompareDepth(*this); |
---|
42 | } |
---|
43 | |
---|
44 | // Assignment operator |
---|
45 | CbcCompareDepth & |
---|
46 | CbcCompareDepth::operator=( const CbcCompareDepth& rhs) |
---|
47 | { |
---|
48 | if (this!=&rhs) { |
---|
49 | CbcCompareBase::operator=(rhs); |
---|
50 | } |
---|
51 | return *this; |
---|
52 | } |
---|
53 | |
---|
54 | // Destructor |
---|
55 | CbcCompareDepth::~CbcCompareDepth () |
---|
56 | { |
---|
57 | } |
---|
58 | |
---|
59 | // Returns true if y better than x |
---|
60 | bool |
---|
61 | CbcCompareDepth::test (CbcNode * x, CbcNode * y) |
---|
62 | { |
---|
63 | int testX = x->depth(); |
---|
64 | int testY = y->depth(); |
---|
65 | if (testX!=testY) |
---|
66 | return testX < testY; |
---|
67 | else |
---|
68 | return equalityTest(x,y); // so ties will be broken in consistent manner |
---|
69 | } |
---|
70 | // Create C++ lines to get to current state |
---|
71 | void |
---|
72 | CbcCompareDepth::generateCpp( FILE * fp) |
---|
73 | { |
---|
74 | fprintf(fp,"0#include \"CbcCompareActual.hpp\"\n"); |
---|
75 | fprintf(fp,"3 CbcCompareDepth compare;\n"); |
---|
76 | fprintf(fp,"3 cbcModel->setNodeComparison(compare);\n"); |
---|
77 | } |
---|
78 | |
---|
79 | /** Default Constructor |
---|
80 | |
---|
81 | */ |
---|
82 | CbcCompareObjective::CbcCompareObjective () |
---|
83 | : CbcCompareBase() |
---|
84 | { |
---|
85 | test_=this; |
---|
86 | } |
---|
87 | |
---|
88 | // Copy constructor |
---|
89 | CbcCompareObjective::CbcCompareObjective ( const CbcCompareObjective & rhs) |
---|
90 | :CbcCompareBase(rhs) |
---|
91 | |
---|
92 | { |
---|
93 | } |
---|
94 | |
---|
95 | // Clone |
---|
96 | CbcCompareBase * |
---|
97 | CbcCompareObjective::clone() const |
---|
98 | { |
---|
99 | return new CbcCompareObjective(*this); |
---|
100 | } |
---|
101 | |
---|
102 | // Assignment operator |
---|
103 | CbcCompareObjective & |
---|
104 | CbcCompareObjective::operator=( const CbcCompareObjective& rhs) |
---|
105 | { |
---|
106 | if (this!=&rhs) { |
---|
107 | CbcCompareBase::operator=(rhs); |
---|
108 | } |
---|
109 | return *this; |
---|
110 | } |
---|
111 | |
---|
112 | // Destructor |
---|
113 | CbcCompareObjective::~CbcCompareObjective () |
---|
114 | { |
---|
115 | } |
---|
116 | |
---|
117 | // Returns true if y better than x |
---|
118 | bool |
---|
119 | CbcCompareObjective::test (CbcNode * x, CbcNode * y) |
---|
120 | { |
---|
121 | double testX = x->objectiveValue(); |
---|
122 | double testY = y->objectiveValue(); |
---|
123 | if (testX!=testY) |
---|
124 | return testX > testY; |
---|
125 | else |
---|
126 | return equalityTest(x,y); // so ties will be broken in consistent manner |
---|
127 | } |
---|
128 | // Create C++ lines to get to current state |
---|
129 | void |
---|
130 | CbcCompareObjective::generateCpp( FILE * fp) |
---|
131 | { |
---|
132 | fprintf(fp,"0#include \"CbcCompareActual.hpp\"\n"); |
---|
133 | fprintf(fp,"3 CbcCompareObjective compare;\n"); |
---|
134 | fprintf(fp,"3 cbcModel->setNodeComparison(compare);\n"); |
---|
135 | } |
---|
136 | |
---|
137 | |
---|
138 | /** Default Constructor |
---|
139 | |
---|
140 | */ |
---|
141 | CbcCompareDefault::CbcCompareDefault () |
---|
142 | : CbcCompareBase(), |
---|
143 | weight_(-1.0), |
---|
144 | saveWeight_(0.0), |
---|
145 | cutoff_(COIN_DBL_MAX), |
---|
146 | bestPossible_(-COIN_DBL_MAX), |
---|
147 | numberSolutions_(0), |
---|
148 | treeSize_(0), |
---|
149 | breadthDepth_(5) |
---|
150 | { |
---|
151 | test_=this; |
---|
152 | } |
---|
153 | |
---|
154 | // Constructor with weight |
---|
155 | CbcCompareDefault::CbcCompareDefault (double weight) |
---|
156 | : CbcCompareBase(), |
---|
157 | weight_(weight) , |
---|
158 | saveWeight_(0.0), |
---|
159 | cutoff_(COIN_DBL_MAX), |
---|
160 | bestPossible_(-COIN_DBL_MAX), |
---|
161 | numberSolutions_(0), |
---|
162 | treeSize_(0), |
---|
163 | breadthDepth_(5) |
---|
164 | { |
---|
165 | test_=this; |
---|
166 | } |
---|
167 | |
---|
168 | |
---|
169 | // Copy constructor |
---|
170 | CbcCompareDefault::CbcCompareDefault ( const CbcCompareDefault & rhs) |
---|
171 | :CbcCompareBase(rhs) |
---|
172 | |
---|
173 | { |
---|
174 | weight_=rhs.weight_; |
---|
175 | saveWeight_ = rhs.saveWeight_; |
---|
176 | cutoff_ = rhs.cutoff_; |
---|
177 | bestPossible_ = rhs.bestPossible_; |
---|
178 | numberSolutions_=rhs.numberSolutions_; |
---|
179 | treeSize_ = rhs.treeSize_; |
---|
180 | breadthDepth_ = rhs.breadthDepth_; |
---|
181 | } |
---|
182 | |
---|
183 | // Clone |
---|
184 | CbcCompareBase * |
---|
185 | CbcCompareDefault::clone() const |
---|
186 | { |
---|
187 | return new CbcCompareDefault(*this); |
---|
188 | } |
---|
189 | |
---|
190 | // Assignment operator |
---|
191 | CbcCompareDefault & |
---|
192 | CbcCompareDefault::operator=( const CbcCompareDefault& rhs) |
---|
193 | { |
---|
194 | if (this!=&rhs) { |
---|
195 | CbcCompareBase::operator=(rhs); |
---|
196 | weight_=rhs.weight_; |
---|
197 | saveWeight_ = rhs.saveWeight_; |
---|
198 | cutoff_ = rhs.cutoff_; |
---|
199 | bestPossible_ = rhs.bestPossible_; |
---|
200 | numberSolutions_=rhs.numberSolutions_; |
---|
201 | treeSize_ = rhs.treeSize_; |
---|
202 | breadthDepth_ = rhs.breadthDepth_; |
---|
203 | } |
---|
204 | return *this; |
---|
205 | } |
---|
206 | |
---|
207 | // Destructor |
---|
208 | CbcCompareDefault::~CbcCompareDefault () |
---|
209 | { |
---|
210 | } |
---|
211 | |
---|
212 | // Returns true if y better than x |
---|
213 | bool |
---|
214 | CbcCompareDefault::test (CbcNode * x, CbcNode * y) |
---|
215 | { |
---|
216 | #if 0 |
---|
217 | // always choose *smallest* depth if one or both <= breadthDepth_ |
---|
218 | int depthX = x->depth(); |
---|
219 | int depthY = y->depth(); |
---|
220 | if (depthX<=breadthDepth_||depthY<=breadthDepth_) { |
---|
221 | if (depthX!=depthY) |
---|
222 | return depthX > depthY; |
---|
223 | else |
---|
224 | return equalityTest(x,y); // so ties will be broken in consistent manner |
---|
225 | } |
---|
226 | if (weight_==-1.0||weight_==-3.0) { |
---|
227 | int adjust = (weight_==-3.0) ? 10000 : 0; |
---|
228 | // before solution |
---|
229 | /*printf("x %d %d %g, y %d %d %g\n", |
---|
230 | x->numberUnsatisfied(),x->depth(),x->objectiveValue(), |
---|
231 | y->numberUnsatisfied(),y->depth(),y->objectiveValue()); */ |
---|
232 | if (x->numberUnsatisfied() > y->numberUnsatisfied()+adjust) { |
---|
233 | return true; |
---|
234 | } else if (x->numberUnsatisfied() < y->numberUnsatisfied()-adjust) { |
---|
235 | return false; |
---|
236 | } else { |
---|
237 | int depthX = x->depth(); |
---|
238 | int depthY = y->depth(); |
---|
239 | if (depthX!=depthY) |
---|
240 | return depthX < depthY; |
---|
241 | else |
---|
242 | return equalityTest(x,y); // so ties will be broken in consistent manner |
---|
243 | } |
---|
244 | } else { |
---|
245 | // after solution |
---|
246 | double weight = CoinMax(weight_,0.0); |
---|
247 | double testX = x->objectiveValue()+ weight*x->numberUnsatisfied(); |
---|
248 | double testY = y->objectiveValue() + weight*y->numberUnsatisfied(); |
---|
249 | if (testX!=testY) |
---|
250 | return testX > testY; |
---|
251 | else |
---|
252 | return equalityTest(x,y); // so ties will be broken in consistent manner |
---|
253 | } |
---|
254 | #else |
---|
255 | //weight_=0.0; |
---|
256 | if ((weight_==-1.0&&(y->depth()>breadthDepth_&&x->depth()>breadthDepth_))||weight_==-3.0||weight_==-2.0) { |
---|
257 | int adjust = (weight_==-3.0) ? 10000 : 0; |
---|
258 | // before solution |
---|
259 | /*printf("x %d %d %g, y %d %d %g\n", |
---|
260 | x->numberUnsatisfied(),x->depth(),x->objectiveValue(), |
---|
261 | y->numberUnsatisfied(),y->depth(),y->objectiveValue()); */ |
---|
262 | if (x->numberUnsatisfied() > y->numberUnsatisfied()+adjust) { |
---|
263 | return true; |
---|
264 | } else if (x->numberUnsatisfied() < y->numberUnsatisfied()-adjust) { |
---|
265 | return false; |
---|
266 | } else { |
---|
267 | int depthX = x->depth(); |
---|
268 | int depthY = y->depth(); |
---|
269 | if (depthX!=depthY) |
---|
270 | return depthX < depthY; |
---|
271 | else |
---|
272 | return equalityTest(x,y); // so ties will be broken in consistent manner |
---|
273 | } |
---|
274 | } else { |
---|
275 | // always choose *greatest* depth if both <= breadthDepth_ otherwise <= breadthDepth_ if just one |
---|
276 | int depthX = x->depth(); |
---|
277 | int depthY = y->depth(); |
---|
278 | /*if ((depthX==4&&depthY==5)||(depthX==5&&depthY==4)) |
---|
279 | printf("X %x depth %d, Y %x depth %d, breadth %d\n", |
---|
280 | x,depthX,y,depthY,breadthDepth_);*/ |
---|
281 | if (depthX<=breadthDepth_||depthY<=breadthDepth_) { |
---|
282 | if (depthX<=breadthDepth_&&depthY<=breadthDepth_) { |
---|
283 | if (depthX!=depthY) { |
---|
284 | return depthX < depthY; |
---|
285 | } |
---|
286 | } else { |
---|
287 | assert (depthX!=depthY) ; |
---|
288 | return depthX > depthY; |
---|
289 | } |
---|
290 | } |
---|
291 | // after solution ? |
---|
292 | #define THRESH2 0.999 |
---|
293 | #define TRY_THIS 0 |
---|
294 | #if TRY_THIS==0 |
---|
295 | double weight = CoinMax(weight_,1.0e-9); |
---|
296 | double testX = x->objectiveValue()+ weight*x->numberUnsatisfied(); |
---|
297 | double testY = y->objectiveValue() + weight*y->numberUnsatisfied(); |
---|
298 | #elif TRY_THIS==1 |
---|
299 | /* compute what weight would have to be to hit target |
---|
300 | then reverse sign as large weight good */ |
---|
301 | double target = (1.0-THRESH2)*bestPossible_ + THRESH2*cutoff_; |
---|
302 | double weight; |
---|
303 | weight = (target-x->objectiveValue())/ |
---|
304 | static_cast<double>(x->numberUnsatisfied()); |
---|
305 | double testX = - weight; |
---|
306 | weight = (target-y->objectiveValue())/ |
---|
307 | static_cast<double>(y->numberUnsatisfied()); |
---|
308 | double testY = - weight; |
---|
309 | #elif TRY_THIS==2 |
---|
310 | // Use estimates |
---|
311 | double testX = x->guessedObjectiveValue(); |
---|
312 | double testY = y->guessedObjectiveValue(); |
---|
313 | #elif TRY_THIS==3 |
---|
314 | #define THRESH 0.95 |
---|
315 | // Use estimates |
---|
316 | double testX = x->guessedObjectiveValue(); |
---|
317 | double testY = y->guessedObjectiveValue(); |
---|
318 | if (x->objectiveValue()-bestPossible_>THRESH*(cutoff_-bestPossible_)) |
---|
319 | testX *= 2.0; // make worse |
---|
320 | if (y->objectiveValue()-bestPossible_>THRESH*(cutoff_-bestPossible_)) |
---|
321 | testY *= 2.0; // make worse |
---|
322 | #endif |
---|
323 | if (testX!=testY) |
---|
324 | return testX > testY; |
---|
325 | else |
---|
326 | return equalityTest(x,y); // so ties will be broken in consistent manner |
---|
327 | } |
---|
328 | #endif |
---|
329 | } |
---|
330 | // This allows method to change behavior as it is called |
---|
331 | // after each solution |
---|
332 | void |
---|
333 | CbcCompareDefault::newSolution(CbcModel * model, |
---|
334 | double objectiveAtContinuous, |
---|
335 | int numberInfeasibilitiesAtContinuous) |
---|
336 | { |
---|
337 | cutoff_ = model->getCutoff(); |
---|
338 | if (model->getSolutionCount()==model->getNumberHeuristicSolutions()&& |
---|
339 | model->getSolutionCount()<5&&model->getNodeCount()<500) |
---|
340 | return; // solution was got by rounding |
---|
341 | // set to get close to this solution |
---|
342 | double costPerInteger = |
---|
343 | (model->getObjValue()-objectiveAtContinuous)/ |
---|
344 | static_cast<double> (numberInfeasibilitiesAtContinuous); |
---|
345 | weight_ = 0.95*costPerInteger; |
---|
346 | saveWeight_ = 0.95*weight_; |
---|
347 | numberSolutions_++; |
---|
348 | //if (numberSolutions_>5) |
---|
349 | //weight_ =0.0; // this searches on objective |
---|
350 | } |
---|
351 | // This allows method to change behavior |
---|
352 | bool |
---|
353 | CbcCompareDefault::every1000Nodes(CbcModel * model, int numberNodes) |
---|
354 | { |
---|
355 | #if 0 |
---|
356 | // was |
---|
357 | if (numberNodes>10000) |
---|
358 | weight_ =0.0; // this searches on objective |
---|
359 | // get size of tree |
---|
360 | treeSize_ = model->tree()->size(); |
---|
361 | #else |
---|
362 | double saveWeight=weight_; |
---|
363 | int numberNodes1000 = numberNodes/1000; |
---|
364 | if (numberNodes>10000) { |
---|
365 | weight_ =0.0; // this searches on objective |
---|
366 | // but try a bit of other stuff |
---|
367 | if ((numberNodes1000%4)==1) |
---|
368 | weight_=saveWeight_; |
---|
369 | } else if (numberNodes==1000&&weight_==-2.0) { |
---|
370 | weight_=-1.0; // Go to depth first |
---|
371 | } |
---|
372 | // get size of tree |
---|
373 | treeSize_ = model->tree()->size(); |
---|
374 | if (treeSize_>10000) { |
---|
375 | int n1 = model->solver()->getNumRows()+model->solver()->getNumCols(); |
---|
376 | int n2 = model->numberObjects(); |
---|
377 | double size = n1*0.1 + n2*2.0; |
---|
378 | // set weight to reduce size most of time |
---|
379 | if (treeSize_*(size+100.0)>5.0e7) |
---|
380 | weight_=-3.0; |
---|
381 | else if ((numberNodes1000%4)==0&&treeSize_*size>1.0e6) |
---|
382 | weight_=-1.0; |
---|
383 | else if ((numberNodes1000%4)==1) |
---|
384 | weight_=0.0; |
---|
385 | else |
---|
386 | weight_=saveWeight_; |
---|
387 | } |
---|
388 | #endif |
---|
389 | //return numberNodes==11000; // resort if first time |
---|
390 | return (weight_!=saveWeight); |
---|
391 | } |
---|
392 | |
---|
393 | // Create C++ lines to get to current state |
---|
394 | void |
---|
395 | CbcCompareDefault::generateCpp( FILE * fp) |
---|
396 | { |
---|
397 | CbcCompareDefault other; |
---|
398 | fprintf(fp,"0#include \"CbcCompareActual.hpp\"\n"); |
---|
399 | fprintf(fp,"3 CbcCompareDefault compare;\n"); |
---|
400 | if (weight_!=other.weight_) |
---|
401 | fprintf(fp,"3 compare.setWeight(%g);\n",weight_); |
---|
402 | fprintf(fp,"3 cbcModel->setNodeComparison(compare);\n"); |
---|
403 | } |
---|
404 | |
---|
405 | /** Default Constructor |
---|
406 | |
---|
407 | */ |
---|
408 | CbcCompareEstimate::CbcCompareEstimate () |
---|
409 | : CbcCompareBase() |
---|
410 | { |
---|
411 | test_=this; |
---|
412 | } |
---|
413 | |
---|
414 | // Copy constructor |
---|
415 | CbcCompareEstimate::CbcCompareEstimate ( const CbcCompareEstimate & rhs) |
---|
416 | :CbcCompareBase(rhs) |
---|
417 | |
---|
418 | { |
---|
419 | } |
---|
420 | |
---|
421 | // Clone |
---|
422 | CbcCompareBase * |
---|
423 | CbcCompareEstimate::clone() const |
---|
424 | { |
---|
425 | return new CbcCompareEstimate(*this); |
---|
426 | } |
---|
427 | |
---|
428 | // Assignment operator |
---|
429 | CbcCompareEstimate & |
---|
430 | CbcCompareEstimate::operator=( const CbcCompareEstimate& rhs) |
---|
431 | { |
---|
432 | if (this!=&rhs) { |
---|
433 | CbcCompareBase::operator=(rhs); |
---|
434 | } |
---|
435 | return *this; |
---|
436 | } |
---|
437 | |
---|
438 | // Destructor |
---|
439 | CbcCompareEstimate::~CbcCompareEstimate () |
---|
440 | { |
---|
441 | } |
---|
442 | |
---|
443 | // Returns true if y better than x |
---|
444 | bool |
---|
445 | CbcCompareEstimate::test (CbcNode * x, CbcNode * y) |
---|
446 | { |
---|
447 | double testX = x->guessedObjectiveValue(); |
---|
448 | double testY = y->guessedObjectiveValue(); |
---|
449 | if (testX!=testY) |
---|
450 | return testX > testY; |
---|
451 | else |
---|
452 | return equalityTest(x,y); // so ties will be broken in consistent manner |
---|
453 | } |
---|
454 | |
---|
455 | // Create C++ lines to get to current state |
---|
456 | void |
---|
457 | CbcCompareEstimate::generateCpp( FILE * fp) |
---|
458 | { |
---|
459 | fprintf(fp,"0#include \"CbcCompareActual.hpp\"\n"); |
---|
460 | fprintf(fp,"3 CbcCompareEstimate compare;\n"); |
---|
461 | fprintf(fp,"3 cbcModel->setNodeComparison(compare);\n"); |
---|
462 | } |
---|