1 | /* $Id: CbcHeuristicDiveGuided.cpp 1173 2009-06-04 09:44:10Z forrest $ */ |
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2 | // Copyright (C) 2008, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | #if defined(_MSC_VER) |
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5 | // Turn off compiler warning about long names |
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6 | # pragma warning(disable:4786) |
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7 | #endif |
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8 | |
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9 | #include "CbcHeuristicDiveGuided.hpp" |
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10 | #include "CbcStrategy.hpp" |
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11 | |
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12 | // Default Constructor |
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13 | CbcHeuristicDiveGuided::CbcHeuristicDiveGuided() |
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14 | : CbcHeuristicDive() |
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15 | { |
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16 | } |
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17 | |
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18 | // Constructor from model |
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19 | CbcHeuristicDiveGuided::CbcHeuristicDiveGuided(CbcModel & model) |
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20 | : CbcHeuristicDive(model) |
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21 | { |
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22 | } |
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23 | |
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24 | // Destructor |
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25 | CbcHeuristicDiveGuided::~CbcHeuristicDiveGuided () |
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26 | { |
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27 | } |
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28 | |
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29 | // Clone |
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30 | CbcHeuristicDiveGuided * |
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31 | CbcHeuristicDiveGuided::clone() const |
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32 | { |
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33 | return new CbcHeuristicDiveGuided(*this); |
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34 | } |
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35 | |
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36 | // Create C++ lines to get to current state |
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37 | void |
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38 | CbcHeuristicDiveGuided::generateCpp( FILE * fp) |
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39 | { |
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40 | CbcHeuristicDiveGuided other; |
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41 | fprintf(fp, "0#include \"CbcHeuristicDiveGuided.hpp\"\n"); |
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42 | fprintf(fp, "3 CbcHeuristicDiveGuided heuristicDiveGuided(*cbcModel);\n"); |
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43 | CbcHeuristic::generateCpp(fp, "heuristicDiveGuided"); |
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44 | fprintf(fp, "3 cbcModel->addHeuristic(&heuristicDiveGuided);\n"); |
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45 | } |
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46 | |
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47 | // Copy constructor |
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48 | CbcHeuristicDiveGuided::CbcHeuristicDiveGuided(const CbcHeuristicDiveGuided & rhs) |
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49 | : |
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50 | CbcHeuristicDive(rhs) |
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51 | { |
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52 | } |
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53 | |
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54 | // Assignment operator |
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55 | CbcHeuristicDiveGuided & |
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56 | CbcHeuristicDiveGuided::operator=( const CbcHeuristicDiveGuided & rhs) |
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57 | { |
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58 | if (this != &rhs) { |
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59 | CbcHeuristicDive::operator=(rhs); |
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60 | } |
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61 | return *this; |
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62 | } |
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63 | |
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64 | bool |
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65 | CbcHeuristicDiveGuided::canHeuristicRun() |
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66 | { |
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67 | double* bestIntegerSolution = model_->bestSolution(); |
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68 | if (bestIntegerSolution == NULL) |
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69 | return false; // no integer solution available. Switch off heuristic |
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70 | |
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71 | return CbcHeuristicDive::canHeuristicRun(); |
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72 | } |
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73 | |
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74 | bool |
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75 | CbcHeuristicDiveGuided::selectVariableToBranch(OsiSolverInterface* solver, |
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76 | const double* newSolution, |
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77 | int& bestColumn, |
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78 | int& bestRound) |
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79 | { |
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80 | double* bestIntegerSolution = model_->bestSolution(); |
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81 | |
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82 | int numberIntegers = model_->numberIntegers(); |
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83 | const int * integerVariable = model_->integerVariable(); |
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84 | double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance); |
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85 | |
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86 | bestColumn = -1; |
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87 | bestRound = -1; // -1 rounds down, +1 rounds up |
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88 | double bestFraction = DBL_MAX; |
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89 | bool allTriviallyRoundableSoFar = true; |
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90 | for (int i = 0; i < numberIntegers; i++) { |
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91 | int iColumn = integerVariable[i]; |
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92 | double value = newSolution[iColumn]; |
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93 | double fraction = value - floor(value); |
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94 | int round = 0; |
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95 | if (fabs(floor(value + 0.5) - value) > integerTolerance) { |
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96 | if (allTriviallyRoundableSoFar || (downLocks_[i] > 0 && upLocks_[i] > 0)) { |
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97 | |
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98 | if (allTriviallyRoundableSoFar && downLocks_[i] > 0 && upLocks_[i] > 0) { |
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99 | allTriviallyRoundableSoFar = false; |
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100 | bestFraction = DBL_MAX; |
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101 | } |
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102 | |
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103 | if (value >= bestIntegerSolution[iColumn]) |
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104 | round = -1; |
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105 | else { |
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106 | round = 1; |
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107 | fraction = 1.0 - fraction; |
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108 | } |
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109 | |
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110 | // if variable is not binary, penalize it |
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111 | if (!solver->isBinary(iColumn)) |
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112 | fraction *= 1000.0; |
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113 | |
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114 | if (fraction < bestFraction) { |
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115 | bestColumn = iColumn; |
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116 | bestFraction = fraction; |
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117 | bestRound = round; |
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118 | } |
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119 | } |
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120 | } |
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121 | } |
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122 | return allTriviallyRoundableSoFar; |
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123 | } |
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124 | |
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