[1574] | 1 | // $Id: CbcSolver3.cpp 1902 2013-04-10 16:58:16Z stefan $ |
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[123] | 2 | // Copyright (C) 2005, International Business Machines |
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| 3 | // Corporation and others. All Rights Reserved. |
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[1574] | 4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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[123] | 5 | |
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| 6 | #include <cassert> |
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| 7 | |
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| 8 | #include "CoinTime.hpp" |
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| 9 | |
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| 10 | #include "CoinHelperFunctions.hpp" |
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| 11 | #include "CoinIndexedVector.hpp" |
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| 12 | #include "ClpFactorization.hpp" |
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| 13 | #include "ClpObjective.hpp" |
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| 14 | #include "ClpSimplex.hpp" |
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| 15 | #include "CbcSolver3.hpp" |
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| 16 | #include "CbcModel.hpp" |
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| 17 | #include "ClpPresolve.hpp" |
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| 18 | #include "CbcHeuristicGreedy.hpp" |
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| 19 | #include "CbcBranchActual.hpp" |
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| 20 | #include "CbcCutGenerator.hpp" |
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| 21 | #include "CbcCompareUser.hpp" |
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| 22 | #include "CbcCompareActual.hpp" |
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[1464] | 23 | #include "CbcCompareObjective.hpp" |
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[123] | 24 | // Cuts |
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| 25 | |
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| 26 | #include "CglGomory.hpp" |
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| 27 | #include "CglProbing.hpp" |
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| 28 | #include "CglKnapsackCover.hpp" |
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| 29 | #include "CglOddHole.hpp" |
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| 30 | #include "CglClique.hpp" |
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| 31 | #include "CglFlowCover.hpp" |
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| 32 | #include "CglMixedIntegerRounding.hpp" |
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| 33 | #include "CglTwomir.hpp" |
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| 34 | |
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| 35 | static int timesBad_=0; |
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| 36 | //############################################################################# |
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| 37 | // Solve methods |
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| 38 | //############################################################################# |
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| 39 | void CbcSolver3::initialSolve() |
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| 40 | { |
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| 41 | modelPtr_->scaling(0); |
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| 42 | setBasis(basis_,modelPtr_); |
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| 43 | // Do long thin by sprint |
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| 44 | ClpSolve options; |
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| 45 | options.setSolveType(ClpSolve::usePrimalorSprint); |
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| 46 | options.setPresolveType(ClpSolve::presolveOff); |
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| 47 | options.setSpecialOption(1,3,30); |
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| 48 | modelPtr_->initialSolve(options); |
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| 49 | basis_ = getBasis(modelPtr_); |
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| 50 | modelPtr_->setLogLevel(0); |
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| 51 | } |
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| 52 | |
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| 53 | //----------------------------------------------------------------------------- |
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| 54 | void CbcSolver3::resolve() |
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| 55 | { |
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| 56 | int * whichRow = NULL; |
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| 57 | int * whichColumn = NULL; |
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| 58 | // problem may be small enough to do nested search |
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| 59 | const double * colLower = modelPtr_->columnLower(); |
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| 60 | const double * colUpper = modelPtr_->columnUpper(); |
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| 61 | |
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| 62 | int numberIntegers = model_->numberIntegers(); |
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| 63 | const int * integerVariable = model_->integerVariable(); |
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| 64 | int numberRows=modelPtr_->numberRows(); |
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| 65 | int numberColumns = modelPtr_->numberColumns(); |
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| 66 | |
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| 67 | int i; |
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| 68 | int nFix=0; |
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| 69 | int nNewRow=0; |
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| 70 | int nNewCol=0; |
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| 71 | int smallOriginalNumberRows=0; |
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| 72 | if (algorithm_==0) { |
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| 73 | for (i=0;i<numberIntegers;i++) { |
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| 74 | int iColumn=integerVariable[i]; |
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| 75 | if (colLower[iColumn]==colUpper[iColumn]) |
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| 76 | nFix++; |
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| 77 | } |
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| 78 | } else { |
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| 79 | whichRow = new int[numberRows]; |
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| 80 | whichColumn = new int [numberColumns]; |
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| 81 | for (i=0;i<numberRows;i++) |
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| 82 | whichRow[i]=i; |
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| 83 | nNewRow=numberRows; |
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| 84 | smallOriginalNumberRows=nNewRow; |
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| 85 | for (i=0;i<numberIntegers;i++) { |
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| 86 | int iColumn=integerVariable[i]; |
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| 87 | if (colLower[iColumn]==colUpper[iColumn]) |
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| 88 | nFix++; |
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| 89 | bool choose; |
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| 90 | if (algorithm_==1) |
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| 91 | choose = true; |
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| 92 | else |
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| 93 | choose = (node_[i]>count_-memory_&&node_[i]>0); |
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| 94 | if ((choose&&colUpper[i]) |
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| 95 | ||(modelPtr_->getStatus(i)!=ClpSimplex::atLowerBound&& |
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| 96 | modelPtr_->getStatus(i)!=ClpSimplex::isFixed) |
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| 97 | ||colLower[i]>0.0) |
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| 98 | whichColumn[nNewCol++]=i; |
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| 99 | } |
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| 100 | } |
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| 101 | if (nestedSearch_<1.0&&model_&&model_->phase()==2) { |
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| 102 | if (nFix>nestedSearch_*numberIntegers) { |
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| 103 | // Do nested search |
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| 104 | // back to original number of rows |
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| 105 | nNewRow = smallOriginalNumberRows; |
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| 106 | // and get rid of any basics |
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| 107 | int nNewCol=0; |
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| 108 | for (i=0;i<numberColumns;i++) { |
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| 109 | if (colUpper[i]||colLower[i]>0.0) |
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| 110 | whichColumn[nNewCol++]=i; |
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| 111 | } |
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| 112 | // start again very simply |
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| 113 | ClpSimplex temp(modelPtr_,nNewRow,whichRow,nNewCol,whichColumn); |
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| 114 | int returnCode; |
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| 115 | OsiClpSolverInterface temp2(&temp); |
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| 116 | temp2.setupForRepeatedUse(2); |
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| 117 | int numberColumns2 = temp.numberColumns(); |
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| 118 | const double * colUpper2 = temp2.getColUpper(); |
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| 119 | const double * colLower2 = temp2.getColLower(); |
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| 120 | const double * solution2 = temp.getColSolution(); |
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| 121 | double * cleanSolution2 = new double [numberColumns2]; |
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| 122 | for (i=0;i<numberColumns2;i++) { |
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| 123 | temp2.setInteger(i); |
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| 124 | double value = solution2[i]; |
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| 125 | value = CoinMin(CoinMax(value,colLower2[i]),colUpper2[i]); |
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| 126 | cleanSolution2[i] = value; |
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| 127 | } |
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| 128 | temp2.setColSolution(cleanSolution2); |
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| 129 | delete [] cleanSolution2; |
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| 130 | CbcModel modelSmall(temp2); |
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| 131 | modelSmall.setNumberStrong(0); |
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| 132 | CglProbing generator1; |
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| 133 | generator1.setUsingObjective(true); |
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| 134 | generator1.setMaxPass(3); |
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| 135 | generator1.setMaxProbe(100); |
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| 136 | generator1.setMaxLook(50); |
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| 137 | generator1.setRowCuts(3); |
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| 138 | |
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| 139 | CglGomory generator2; |
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| 140 | // try larger limit |
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| 141 | generator2.setLimit(3000); |
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| 142 | |
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| 143 | CglKnapsackCover generator3; |
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| 144 | |
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| 145 | CglOddHole generator4; |
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| 146 | generator4.setMinimumViolation(0.005); |
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| 147 | generator4.setMinimumViolationPer(0.00002); |
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| 148 | // try larger limit |
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| 149 | generator4.setMaximumEntries(200); |
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| 150 | |
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| 151 | CglClique generator5; |
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| 152 | generator5.setStarCliqueReport(false); |
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| 153 | generator5.setRowCliqueReport(false); |
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| 154 | |
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| 155 | CglMixedIntegerRounding mixedGen; |
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| 156 | CglFlowCover flowGen; |
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| 157 | // Add in generators (just at root) |
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| 158 | modelSmall.addCutGenerator(&generator1,-99,"Probing",true,false,false,-1); |
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| 159 | modelSmall.addCutGenerator(&generator2,-99,"Gomory",true,false,false,-99); |
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| 160 | modelSmall.addCutGenerator(&generator3,-99,"Knapsack",true,false,false,-99); |
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| 161 | modelSmall.addCutGenerator(&generator4,-99,"OddHole",true,false,false,-99); |
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| 162 | modelSmall.addCutGenerator(&generator5,-99,"Clique",true,false,false,-99); |
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| 163 | modelSmall.addCutGenerator(&flowGen,-99,"FlowCover",true,false,false,-99); |
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| 164 | modelSmall.addCutGenerator(&mixedGen,-99,"MixedIntegerRounding",true,false,false,-100); |
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| 165 | #if 1 |
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| 166 | const CoinPackedMatrix * matrix = temp2.getMatrixByCol(); |
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| 167 | const int * columnLength = matrix->getVectorLengths(); |
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| 168 | int * priority = new int [numberColumns2+1]; |
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| 169 | // do pseudo costs and priorities - take a reasonable guess |
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| 170 | CbcObject ** objects = new CbcObject * [numberColumns2+1]; |
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| 171 | int n=0; |
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| 172 | const double * objective = modelSmall.getObjCoefficients(); |
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| 173 | for (i=0;i<numberColumns2;i++) { |
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| 174 | CbcSimpleIntegerPseudoCost * newObject = |
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| 175 | new CbcSimpleIntegerPseudoCost(&modelSmall,n,i,objective[i],0.5*objective[i]); |
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| 176 | newObject->setMethod(3); |
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| 177 | objects[n]= newObject; |
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| 178 | priority[n++]=10000-columnLength[i]; |
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| 179 | } |
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| 180 | modelSmall.addObjects(n,objects); |
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| 181 | for (i=0;i<n;i++) |
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| 182 | delete objects[i]; |
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| 183 | delete [] objects; |
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| 184 | modelSmall.passInPriorities(priority,false); |
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| 185 | delete [] priority; |
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| 186 | #endif |
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| 187 | modelSmall.setCutoff(model_->getCutoff()); |
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| 188 | modelSmall.messageHandler()->setLogLevel(1); |
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| 189 | modelSmall.solver()->messageHandler()->setLogLevel(0); |
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| 190 | modelSmall.messagesPointer()->setDetailMessage(3,9); |
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| 191 | modelSmall.messagesPointer()->setDetailMessage(3,6); |
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| 192 | modelSmall.messagesPointer()->setDetailMessage(3,4); |
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| 193 | modelSmall.messagesPointer()->setDetailMessage(3,13); |
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| 194 | modelSmall.messagesPointer()->setDetailMessage(3,14); |
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| 195 | modelSmall.messagesPointer()->setDetailMessage(3,1); |
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| 196 | modelSmall.messagesPointer()->setDetailMessage(3,3007); |
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| 197 | // Definition of node choice |
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| 198 | CbcCompareObjective compare; |
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| 199 | modelSmall.setNodeComparison(compare); |
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| 200 | // And Greedy heuristic |
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[174] | 201 | CbcHeuristicGreedyCover heuristic2(modelSmall); |
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[123] | 202 | // Use original upper and perturb more |
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| 203 | heuristic2.setAlgorithm(11); |
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| 204 | modelSmall.addHeuristic(&heuristic2); |
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| 205 | modelSmall.branchAndBound(); |
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| 206 | temp2.releaseClp(); |
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| 207 | if (modelSmall.bestSolution()) { |
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| 208 | double objValue = 0.0; |
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| 209 | const double * solution2 = modelSmall.bestSolution(); |
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| 210 | double * solution = modelPtr_->primalColumnSolution(); |
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| 211 | const double * objective = modelPtr_->objective(); |
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| 212 | for (i=0;i<numberColumns;i++) |
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| 213 | solution[i]=colLower[i]; |
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| 214 | for (i=0;i<nNewCol;i++) { |
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| 215 | int iColumn = whichColumn[i]; |
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| 216 | solution[iColumn]=solution2[i]; |
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| 217 | } |
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| 218 | for (i=0;i<numberColumns;i++) |
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| 219 | objValue += solution[i]*objective[i]; |
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| 220 | assert (objValue<model_->getCutoff()); |
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| 221 | if (objValue<model_->getCutoff()) { |
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| 222 | //printf("good solution \n"); |
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| 223 | model_->setBestSolution(CBC_TREE_SOL,objValue,solution); |
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| 224 | returnCode = 0; |
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| 225 | } else { |
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| 226 | returnCode=2; |
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| 227 | } |
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| 228 | } else { |
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| 229 | returnCode=2; |
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| 230 | } |
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| 231 | if (returnCode!=0&&returnCode!=2) { |
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| 232 | printf("pretending entire search done\n"); |
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| 233 | returnCode=0; |
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| 234 | } |
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| 235 | if (returnCode==0||returnCode==2) { |
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| 236 | modelPtr_->setProblemStatus(1); |
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| 237 | delete [] whichRow; |
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| 238 | delete [] whichColumn; |
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| 239 | return; |
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| 240 | } |
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| 241 | } |
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| 242 | } |
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| 243 | if ((count_<100&&algorithm_==2)||!algorithm_) { |
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| 244 | delete [] whichRow; |
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| 245 | delete [] whichColumn; |
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| 246 | assert(!modelPtr_->specialOptions()); |
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| 247 | int saveOptions = modelPtr_->specialOptions(); |
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| 248 | bool takeHint; |
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| 249 | OsiHintStrength strength; |
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[1902] | 250 | getHintParam(OsiDoInBranchAndCut,takeHint,strength); |
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[123] | 251 | if (strength!=OsiHintIgnore&&takeHint) { |
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| 252 | // could do something - think about it |
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| 253 | //printf("thin hint %d %c\n",strength,takeHint ? 'T' :'F'); |
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| 254 | } |
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| 255 | if((specialOptions_&1)==0) { |
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| 256 | modelPtr_->setSpecialOptions(saveOptions|(64|1024)); |
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| 257 | } else { |
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| 258 | if((specialOptions_&4)==0) |
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| 259 | modelPtr_->setSpecialOptions(saveOptions|(64|128|512|1024|4096)); |
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| 260 | else |
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| 261 | modelPtr_->setSpecialOptions(saveOptions|(64|128|512|1024|2048|4096)); |
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| 262 | } |
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| 263 | //printf("thin options %d size %d\n",modelPtr_->specialOptions(),modelPtr_->numberColumns()); |
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| 264 | setBasis(basis_,modelPtr_); |
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| 265 | //modelPtr_->setLogLevel(1); |
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| 266 | printf("model has %d rows\n",modelPtr_->numberRows()); |
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| 267 | modelPtr_->dual(0,0); |
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| 268 | basis_ = getBasis(modelPtr_); |
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| 269 | modelPtr_->setSpecialOptions(saveOptions); |
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| 270 | if (modelPtr_->status()==0) { |
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| 271 | count_++; |
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| 272 | double * solution = modelPtr_->primalColumnSolution(); |
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| 273 | int i; |
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| 274 | for (i=0;i<numberColumns;i++) { |
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| 275 | if (solution[i]>1.0e-6||modelPtr_->getStatus(i)==ClpSimplex::basic) { |
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| 276 | node_[i]=CoinMax(count_,node_[i]); |
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| 277 | howMany_[i]++; |
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| 278 | } |
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| 279 | } |
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| 280 | } else { |
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| 281 | if (!algorithm_==2) |
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| 282 | printf("infeasible early on\n"); |
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| 283 | } |
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| 284 | } else { |
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| 285 | // use counts |
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| 286 | int i; |
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| 287 | const double * lower = modelPtr_->columnLower(); |
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| 288 | const double * upper = modelPtr_->columnUpper(); |
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| 289 | setBasis(basis_,modelPtr_); |
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| 290 | ClpSimplex * temp = new ClpSimplex(modelPtr_,nNewRow,whichRow,nNewCol,whichColumn); |
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| 291 | //temp->setLogLevel(2); |
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| 292 | //printf("small has %d rows and %d columns\n",nNewRow,nNewCol); |
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| 293 | temp->setSpecialOptions(128+512); |
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| 294 | temp->setDualObjectiveLimit(1.0e50); |
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| 295 | printf("model has %d rows\n",nNewRow); |
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| 296 | temp->dual(); |
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| 297 | if (temp->status()) { |
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| 298 | // In some cases we know that it must be infeasible |
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| 299 | if (believeInfeasible_||algorithm_==1) { |
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| 300 | modelPtr_->setProblemStatus(1); |
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| 301 | printf("assuming infeasible!\n"); |
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| 302 | //modelPtr_->writeMps("infeas.mps"); |
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| 303 | //temp->writeMps("infeas2.mps"); |
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| 304 | //abort(); |
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| 305 | delete temp; |
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| 306 | delete [] whichRow; |
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| 307 | delete [] whichColumn; |
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| 308 | return; |
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| 309 | } |
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| 310 | } |
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| 311 | double * solution = modelPtr_->primalColumnSolution(); |
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| 312 | if (!temp->status()) { |
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| 313 | const double * solution2 = temp->primalColumnSolution(); |
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| 314 | memset(solution,0,numberColumns*sizeof(double)); |
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| 315 | for (i=0;i<nNewCol;i++) { |
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| 316 | int iColumn = whichColumn[i]; |
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| 317 | solution[iColumn]=solution2[i]; |
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| 318 | modelPtr_->setStatus(iColumn,temp->getStatus(i)); |
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| 319 | } |
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| 320 | double * rowSolution = modelPtr_->primalRowSolution(); |
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| 321 | const double * rowSolution2 = temp->primalRowSolution(); |
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| 322 | double * dual = modelPtr_->dualRowSolution(); |
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| 323 | const double * dual2 = temp->dualRowSolution(); |
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| 324 | memset(dual,0,numberRows*sizeof(double)); |
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| 325 | for (i=0;i<nNewRow;i++) { |
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| 326 | int iRow=whichRow[i]; |
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| 327 | modelPtr_->setRowStatus(iRow,temp->getRowStatus(i)); |
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| 328 | rowSolution[iRow]=rowSolution2[i]; |
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| 329 | dual[iRow]=dual2[i]; |
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| 330 | } |
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| 331 | // See if optimal |
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| 332 | double * dj = modelPtr_->dualColumnSolution(); |
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| 333 | // get reduced cost for large problem |
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| 334 | // this assumes minimization |
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| 335 | memcpy(dj,modelPtr_->objective(),numberColumns*sizeof(double)); |
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| 336 | modelPtr_->transposeTimes(-1.0,dual,dj); |
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| 337 | modelPtr_->setObjectiveValue(temp->objectiveValue()); |
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| 338 | modelPtr_->setProblemStatus(0); |
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| 339 | int nBad=0; |
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| 340 | |
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| 341 | for (i=0;i<numberColumns;i++) { |
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| 342 | if (modelPtr_->getStatus(i)==ClpSimplex::atLowerBound |
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| 343 | &&upper[i]>lower[i]&&dj[i]<-1.0e-5) |
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| 344 | nBad++; |
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| 345 | } |
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| 346 | //modelPtr_->writeMps("bada.mps"); |
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| 347 | //temp->writeMps("badb.mps"); |
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| 348 | if (nBad) { |
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| 349 | assert (algorithm_==2); |
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| 350 | //printf("%d bad\n",nBad); |
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| 351 | timesBad_++; |
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| 352 | modelPtr_->primal(); |
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| 353 | } |
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| 354 | } else { |
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| 355 | // infeasible - do all |
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| 356 | modelPtr_->setSpecialOptions(64+128+512); |
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| 357 | setBasis(basis_,modelPtr_); |
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| 358 | //modelPtr_->setLogLevel(1); |
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| 359 | modelPtr_->dual(0,0); |
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| 360 | basis_ = getBasis(modelPtr_); |
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| 361 | modelPtr_->setSpecialOptions(0); |
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| 362 | if (modelPtr_->status()) { |
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| 363 | printf("really infeasible!\n"); |
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| 364 | delete temp; |
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| 365 | delete [] whichRow; |
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| 366 | delete [] whichColumn; |
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| 367 | return; |
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| 368 | } else { |
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| 369 | printf("initially infeasible\n"); |
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| 370 | } |
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| 371 | } |
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| 372 | delete temp; |
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| 373 | delete [] whichRow; |
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| 374 | delete [] whichColumn; |
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| 375 | basis_ = getBasis(modelPtr_); |
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| 376 | modelPtr_->setSpecialOptions(0); |
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| 377 | count_++; |
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| 378 | if ((count_%100)==0&&algorithm_==2) |
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| 379 | printf("count %d, bad %d\n",count_,timesBad_); |
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| 380 | for (i=0;i<numberColumns;i++) { |
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| 381 | if (solution[i]>1.0e-6||modelPtr_->getStatus(i)==ClpSimplex::basic) { |
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| 382 | node_[i]=CoinMax(count_,node_[i]); |
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| 383 | howMany_[i]++; |
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| 384 | } |
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| 385 | } |
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| 386 | if (modelPtr_->objectiveValue()>=modelPtr_->dualObjectiveLimit()) |
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| 387 | modelPtr_->setProblemStatus(1); |
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| 388 | } |
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| 389 | } |
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| 390 | |
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| 391 | //############################################################################# |
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| 392 | // Constructors, destructors clone and assignment |
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| 393 | //############################################################################# |
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| 394 | |
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| 395 | //------------------------------------------------------------------- |
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| 396 | // Default Constructor |
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| 397 | //------------------------------------------------------------------- |
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| 398 | CbcSolver3::CbcSolver3 () |
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| 399 | : OsiClpSolverInterface() |
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| 400 | { |
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| 401 | node_=NULL; |
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| 402 | howMany_=NULL; |
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| 403 | count_=0; |
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| 404 | model_ = NULL; |
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| 405 | memory_=300; |
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| 406 | believeInfeasible_=false; |
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| 407 | nestedSearch_ = 1.0; |
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| 408 | algorithm_=0; |
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| 409 | } |
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| 410 | |
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| 411 | //------------------------------------------------------------------- |
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| 412 | // Clone |
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| 413 | //------------------------------------------------------------------- |
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| 414 | OsiSolverInterface * |
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| 415 | CbcSolver3::clone(bool CopyData) const |
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| 416 | { |
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| 417 | if (CopyData) { |
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| 418 | return new CbcSolver3(*this); |
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| 419 | } else { |
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| 420 | printf("warning CbcSolveUser clone with copyData false\n"); |
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| 421 | return new CbcSolver3(); |
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| 422 | } |
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| 423 | } |
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| 424 | |
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| 425 | |
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| 426 | //------------------------------------------------------------------- |
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| 427 | // Copy constructor |
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| 428 | //------------------------------------------------------------------- |
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| 429 | CbcSolver3::CbcSolver3 ( |
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| 430 | const CbcSolver3 & rhs) |
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| 431 | : OsiClpSolverInterface(rhs) |
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| 432 | { |
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| 433 | model_ = rhs.model_; |
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| 434 | int numberColumns = modelPtr_->numberColumns(); |
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| 435 | node_=CoinCopyOfArray(rhs.node_,numberColumns); |
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| 436 | howMany_=CoinCopyOfArray(rhs.howMany_,numberColumns); |
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| 437 | count_=rhs.count_; |
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| 438 | memory_=rhs.memory_; |
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| 439 | believeInfeasible_ = rhs.believeInfeasible_; |
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| 440 | nestedSearch_ = rhs.nestedSearch_; |
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| 441 | algorithm_=rhs.algorithm_; |
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| 442 | } |
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| 443 | |
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| 444 | //------------------------------------------------------------------- |
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| 445 | // Destructor |
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| 446 | //------------------------------------------------------------------- |
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| 447 | CbcSolver3::~CbcSolver3 () |
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| 448 | { |
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| 449 | delete [] node_; |
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| 450 | delete [] howMany_; |
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| 451 | } |
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| 452 | |
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| 453 | //------------------------------------------------------------------- |
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| 454 | // Assignment operator |
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| 455 | //------------------------------------------------------------------- |
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| 456 | CbcSolver3 & |
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| 457 | CbcSolver3::operator=(const CbcSolver3& rhs) |
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| 458 | { |
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| 459 | if (this != &rhs) { |
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| 460 | OsiClpSolverInterface::operator=(rhs); |
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| 461 | delete [] node_; |
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| 462 | delete [] howMany_; |
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| 463 | model_ = rhs.model_; |
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| 464 | int numberColumns = modelPtr_->numberColumns(); |
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| 465 | node_=CoinCopyOfArray(rhs.node_,numberColumns); |
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| 466 | howMany_=CoinCopyOfArray(rhs.howMany_,numberColumns); |
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| 467 | count_=rhs.count_; |
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| 468 | memory_=rhs.memory_; |
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| 469 | believeInfeasible_ = rhs.believeInfeasible_; |
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| 470 | nestedSearch_ = rhs.nestedSearch_; |
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| 471 | algorithm_=rhs.algorithm_; |
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| 472 | } |
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| 473 | return *this; |
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| 474 | } |
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| 475 | //------------------------------------------------------------------- |
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| 476 | // Real initializer |
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| 477 | //------------------------------------------------------------------- |
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| 478 | void |
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| 479 | CbcSolver3::initialize (CbcModel * model, const char * keep) |
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| 480 | { |
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| 481 | model_=model; |
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| 482 | int numberColumns = modelPtr_->numberColumns(); |
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| 483 | if (numberColumns) { |
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| 484 | node_ = new int[numberColumns]; |
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| 485 | howMany_ = new int[numberColumns]; |
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| 486 | for (int i=0;i<numberColumns;i++) { |
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| 487 | if (keep&&keep[i]) |
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[705] | 488 | node_[i]=COIN_INT_MAX; |
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[123] | 489 | else |
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| 490 | node_[i]=0; |
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| 491 | howMany_[i]=0; |
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| 492 | } |
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| 493 | } else { |
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| 494 | node_=NULL; |
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| 495 | howMany_=NULL; |
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| 496 | } |
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| 497 | } |
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