1 | // $Id: CbcCompareDefault.cpp 1902 2013-04-10 16:58:16Z stefan $ |
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2 | // Copyright (C) 2002, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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5 | |
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6 | //Edwin 11/25/09 carved out of CbcCompareActual |
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7 | |
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8 | #if defined(_MSC_VER) |
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9 | // Turn off compiler warning about long names |
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10 | # pragma warning(disable:4786) |
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11 | #endif |
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12 | #include <cassert> |
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13 | #include <cstdlib> |
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14 | #include <cmath> |
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15 | #include <cfloat> |
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16 | //#define CBC_DEBUG |
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17 | |
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18 | #include "CbcMessage.hpp" |
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19 | #include "CbcModel.hpp" |
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20 | #include "CbcTree.hpp" |
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21 | #include "CbcCompareActual.hpp" |
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22 | #include "CoinError.hpp" |
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23 | #include "CbcCompareDefault.hpp" |
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24 | /** Default Constructor |
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25 | |
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26 | */ |
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27 | CbcCompareDefault::CbcCompareDefault () |
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28 | : CbcCompareBase(), |
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29 | weight_(-1.0), |
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30 | saveWeight_(0.0), |
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31 | cutoff_(COIN_DBL_MAX), |
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32 | bestPossible_(-COIN_DBL_MAX), |
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33 | numberSolutions_(0), |
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34 | treeSize_(0), |
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35 | breadthDepth_(5), |
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36 | startNodeNumber_(-1), |
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37 | afterNodeNumber_(-1), |
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38 | setupForDiving_(false) |
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39 | { |
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40 | test_ = this; |
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41 | } |
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42 | |
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43 | // Constructor with weight |
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44 | CbcCompareDefault::CbcCompareDefault (double weight) |
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45 | : CbcCompareBase(), |
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46 | weight_(weight) , |
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47 | saveWeight_(0.0), |
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48 | cutoff_(COIN_DBL_MAX), |
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49 | bestPossible_(-COIN_DBL_MAX), |
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50 | numberSolutions_(0), |
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51 | treeSize_(0), |
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52 | breadthDepth_(5), |
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53 | startNodeNumber_(-1), |
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54 | afterNodeNumber_(-1), |
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55 | setupForDiving_(false) |
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56 | { |
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57 | test_ = this; |
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58 | } |
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59 | |
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60 | |
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61 | // Copy constructor |
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62 | CbcCompareDefault::CbcCompareDefault ( const CbcCompareDefault & rhs) |
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63 | : CbcCompareBase(rhs) |
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64 | |
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65 | { |
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66 | weight_ = rhs.weight_; |
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67 | saveWeight_ = rhs.saveWeight_; |
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68 | cutoff_ = rhs.cutoff_; |
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69 | bestPossible_ = rhs.bestPossible_; |
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70 | numberSolutions_ = rhs.numberSolutions_; |
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71 | treeSize_ = rhs.treeSize_; |
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72 | breadthDepth_ = rhs.breadthDepth_; |
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73 | startNodeNumber_ = rhs.startNodeNumber_; |
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74 | afterNodeNumber_ = rhs.afterNodeNumber_; |
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75 | setupForDiving_ = rhs.setupForDiving_ ; |
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76 | } |
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77 | |
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78 | // Clone |
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79 | CbcCompareBase * |
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80 | CbcCompareDefault::clone() const |
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81 | { |
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82 | return new CbcCompareDefault(*this); |
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83 | } |
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84 | |
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85 | // Assignment operator |
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86 | CbcCompareDefault & |
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87 | CbcCompareDefault::operator=( const CbcCompareDefault & rhs) |
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88 | { |
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89 | if (this != &rhs) { |
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90 | CbcCompareBase::operator=(rhs); |
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91 | weight_ = rhs.weight_; |
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92 | saveWeight_ = rhs.saveWeight_; |
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93 | cutoff_ = rhs.cutoff_; |
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94 | bestPossible_ = rhs.bestPossible_; |
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95 | numberSolutions_ = rhs.numberSolutions_; |
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96 | treeSize_ = rhs.treeSize_; |
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97 | breadthDepth_ = rhs.breadthDepth_; |
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98 | startNodeNumber_ = rhs.startNodeNumber_; |
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99 | afterNodeNumber_ = rhs.afterNodeNumber_; |
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100 | setupForDiving_ = rhs.setupForDiving_ ; |
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101 | } |
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102 | return *this; |
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103 | } |
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104 | |
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105 | // Destructor |
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106 | CbcCompareDefault::~CbcCompareDefault () |
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107 | { |
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108 | } |
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109 | |
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110 | // Returns true if y better than x |
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111 | bool |
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112 | CbcCompareDefault::test (CbcNode * x, CbcNode * y) |
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113 | { |
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114 | if (startNodeNumber_ >= 0) { |
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115 | // Diving |
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116 | int nX = x->nodeNumber(); |
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117 | int nY = y->nodeNumber(); |
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118 | if (nY == startNodeNumber_) |
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119 | return true; |
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120 | else if (nX == startNodeNumber_) |
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121 | return false; |
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122 | if (nX >= afterNodeNumber_ && nY < afterNodeNumber_) |
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123 | return false; |
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124 | else if (nY >= afterNodeNumber_ && nX < afterNodeNumber_) |
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125 | return true; |
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126 | // treat as depth first |
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127 | int depthX = x->depth(); |
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128 | int depthY = y->depth(); |
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129 | if (depthX != depthY) { |
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130 | return depthX < depthY; |
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131 | } else { |
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132 | double weight = CoinMax(weight_, 1.0e-9); |
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133 | double testX = x->objectiveValue() + weight * x->numberUnsatisfied(); |
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134 | double testY = y->objectiveValue() + weight * y->numberUnsatisfied(); |
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135 | if (testX != testY) |
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136 | return testX > testY; |
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137 | else |
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138 | return equalityTest(x, y); // so ties will be broken in consistent manner |
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139 | } |
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140 | } |
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141 | if (!weight_) { |
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142 | double testX = x->objectiveValue() + 1.0e-9 * x->numberUnsatisfied(); |
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143 | double testY = y->objectiveValue() + 1.0e-9 * y->numberUnsatisfied(); |
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144 | if (testX != testY) |
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145 | return testX > testY; |
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146 | else |
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147 | return equalityTest(x, y); // so ties will be broken in consistent manner |
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148 | } |
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149 | //weight_=0.0; |
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150 | if ((weight_ == -1.0 && (y->depth() > breadthDepth_ && x->depth() > breadthDepth_)) || weight_ == -3.0 || weight_ == -2.0) { |
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151 | int adjust = (weight_ == -3.0) ? 10000 : 0; |
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152 | // before solution |
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153 | /*printf("x %d %d %g, y %d %d %g\n", |
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154 | x->numberUnsatisfied(),x->depth(),x->objectiveValue(), |
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155 | y->numberUnsatisfied(),y->depth(),y->objectiveValue()); */ |
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156 | if (x->numberUnsatisfied() > y->numberUnsatisfied() + adjust) { |
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157 | return true; |
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158 | } else if (x->numberUnsatisfied() < y->numberUnsatisfied() - adjust) { |
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159 | return false; |
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160 | } else { |
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161 | int depthX = x->depth(); |
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162 | int depthY = y->depth(); |
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163 | if (depthX != depthY) |
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164 | return depthX < depthY; |
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165 | else |
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166 | return equalityTest(x, y); // so ties will be broken in consistent manner |
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167 | } |
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168 | } else { |
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169 | // always choose *greatest* depth if both <= breadthDepth_ otherwise <= breadthDepth_ if just one |
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170 | int depthX = x->depth(); |
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171 | int depthY = y->depth(); |
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172 | /*if ((depthX==4&&depthY==5)||(depthX==5&&depthY==4)) |
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173 | printf("X %x depth %d, Y %x depth %d, breadth %d\n", |
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174 | x,depthX,y,depthY,breadthDepth_);*/ |
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175 | if (depthX <= breadthDepth_ || depthY <= breadthDepth_) { |
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176 | if (depthX <= breadthDepth_ && depthY <= breadthDepth_) { |
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177 | if (depthX != depthY) { |
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178 | return depthX < depthY; |
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179 | } |
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180 | } else { |
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181 | assert (depthX != depthY) ; |
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182 | return depthX < depthY; |
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183 | } |
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184 | } |
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185 | // after solution ? |
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186 | #define THRESH2 0.999 |
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187 | #define TRY_THIS 0 |
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188 | #if TRY_THIS==0 |
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189 | double weight = CoinMax(weight_, 1.0e-9); |
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190 | double testX = x->objectiveValue() + weight * x->numberUnsatisfied(); |
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191 | double testY = y->objectiveValue() + weight * y->numberUnsatisfied(); |
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192 | #elif TRY_THIS==1 |
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193 | /* compute what weight would have to be to hit target |
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194 | then reverse sign as large weight good */ |
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195 | double target = (1.0 - THRESH2) * bestPossible_ + THRESH2 * cutoff_; |
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196 | double weight; |
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197 | weight = (target - x->objectiveValue()) / |
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198 | static_cast<double>(x->numberUnsatisfied()); |
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199 | double testX = - weight; |
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200 | weight = (target - y->objectiveValue()) / |
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201 | static_cast<double>(y->numberUnsatisfied()); |
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202 | double testY = - weight; |
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203 | #elif TRY_THIS==2 |
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204 | // Use estimates |
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205 | double testX = x->guessedObjectiveValue(); |
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206 | double testY = y->guessedObjectiveValue(); |
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207 | #elif TRY_THIS==3 |
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208 | #define THRESH 0.95 |
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209 | // Use estimates |
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210 | double testX = x->guessedObjectiveValue(); |
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211 | double testY = y->guessedObjectiveValue(); |
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212 | if (x->objectiveValue() - bestPossible_ > THRESH*(cutoff_ - bestPossible_)) |
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213 | testX *= 2.0; // make worse |
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214 | if (y->objectiveValue() - bestPossible_ > THRESH*(cutoff_ - bestPossible_)) |
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215 | testY *= 2.0; // make worse |
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216 | #endif |
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217 | if (testX != testY) |
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218 | return testX > testY; |
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219 | else |
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220 | return equalityTest(x, y); // so ties will be broken in consistent manner |
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221 | } |
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222 | } |
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223 | /* |
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224 | Change the weight attached to unsatisfied integer variables, unless it's |
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225 | fairly early on in the search and all solutions to date are heuristic. |
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226 | */ |
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227 | bool |
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228 | CbcCompareDefault::newSolution(CbcModel * model, |
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229 | double objectiveAtContinuous, |
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230 | int numberInfeasibilitiesAtContinuous) |
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231 | { |
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232 | cutoff_ = model->getCutoff(); |
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233 | if (model->getSolutionCount() == model->getNumberHeuristicSolutions() && |
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234 | model->getSolutionCount() < 5 && model->getNodeCount() < 500) |
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235 | return (false) ; // solution was got by rounding |
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236 | // set to get close to this solution |
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237 | double costPerInteger = |
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238 | (model->getObjValue() - objectiveAtContinuous) / |
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239 | static_cast<double> (numberInfeasibilitiesAtContinuous); |
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240 | weight_ = 0.95 * costPerInteger; |
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241 | saveWeight_ = 0.95 * weight_; |
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242 | numberSolutions_++; |
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243 | //if (numberSolutions_>5) |
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244 | //weight_ =0.0; // this searches on objective |
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245 | return (true) ; |
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246 | } |
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247 | // This allows method to change behavior |
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248 | bool |
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249 | CbcCompareDefault::every1000Nodes(CbcModel * model, int numberNodes) |
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250 | { |
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251 | #ifdef JJF_ZERO |
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252 | // was |
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253 | if (numberNodes > 10000) |
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254 | weight_ = 0.0; // this searches on objective |
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255 | // get size of tree |
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256 | treeSize_ = model->tree()->size(); |
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257 | #else |
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258 | double saveWeight = weight_; |
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259 | int numberNodes1000 = numberNodes / 1000; |
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260 | if (numberNodes > 10000) { |
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261 | weight_ = 0.0; // this searches on objective |
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262 | // but try a bit of other stuff |
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263 | if ((numberNodes1000 % 4) == 1) |
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264 | weight_ = saveWeight_; |
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265 | } else if (numberNodes == 1000 && weight_ == -2.0) { |
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266 | weight_ = -1.0; // Go to depth first |
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267 | } |
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268 | // get size of tree |
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269 | treeSize_ = model->tree()->size(); |
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270 | if (treeSize_ > 10000) { |
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271 | int n1 = model->solver()->getNumRows() + model->solver()->getNumCols(); |
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272 | int n2 = model->numberObjects(); |
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273 | double size = n1 * 0.1 + n2 * 2.0; |
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274 | // set weight to reduce size most of time |
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275 | if (treeSize_*(size + 100.0) > 5.0e7) |
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276 | weight_ = -3.0; |
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277 | else if ((numberNodes1000 % 4) == 0 && treeSize_*size > 1.0e6) |
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278 | weight_ = -1.0; |
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279 | else if ((numberNodes1000 % 4) == 1) |
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280 | weight_ = 0.0; |
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281 | else |
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282 | weight_ = saveWeight_; |
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283 | } |
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284 | #endif |
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285 | //return numberNodes==11000; // resort if first time |
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286 | return (weight_ != saveWeight); |
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287 | } |
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288 | // Start dive |
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289 | void |
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290 | CbcCompareDefault::startDive(CbcModel * model) |
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291 | { |
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292 | // Get best - using ? criterion |
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293 | double saveWeight = weight_; |
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294 | weight_ = 0.5 * saveWeight_; //0.0; |
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295 | // Switch off to get best |
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296 | startNodeNumber_ = -1; |
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297 | afterNodeNumber_ = -1; |
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298 | CbcNode * best = model->tree()->bestAlternate(); |
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299 | startNodeNumber_ = best->nodeNumber(); |
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300 | // send signal to setComparison |
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301 | setupForDiving_ = true ; |
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302 | /* |
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303 | TODO (review when fixing cleanDive and setComparison) |
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304 | Both afterNodeNumber_ and weight_ must not change |
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305 | after setComparison is invoked, as that will change |
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306 | the behaviour of test(). I replaced the overload on |
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307 | afterNodeNumber_ (magic number -2) with a boolean. Weight_ |
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308 | is more problematic. Either it's correct before calling |
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309 | setComparison, or it needs to be cut from the tie-breaking |
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310 | part of test() during a dive, or there needs to be a new |
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311 | attribute to save and restore it around the dive. Otherwise |
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312 | heap checks fail in debug builds with Visual Studio. |
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313 | |
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314 | Given that weight_ was restored immediately after the call |
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315 | to setComparison, there should be no change in behaviour |
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316 | in terms of calls to test(). |
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317 | -- lh, 100921 -- |
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318 | */ |
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319 | afterNodeNumber_ = model->tree()->maximumNodeNumber(); |
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320 | weight_ = saveWeight ; |
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321 | // redo tree |
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322 | model->tree()->setComparison(*this); |
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323 | setupForDiving_ = false ; |
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324 | } |
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325 | // Clean up dive |
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326 | void |
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327 | CbcCompareDefault::cleanDive() |
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328 | { |
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329 | if (setupForDiving_ == false) { |
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330 | // switch off |
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331 | startNodeNumber_ = -1; |
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332 | afterNodeNumber_ = -1; |
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333 | } |
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334 | } |
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335 | |
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336 | // Create C++ lines to get to current state |
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337 | void |
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338 | CbcCompareDefault::generateCpp( FILE * fp) |
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339 | { |
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340 | CbcCompareDefault other; |
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341 | fprintf(fp, "0#include \"CbcCompareActual.hpp\"\n"); |
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342 | fprintf(fp, "3 CbcCompareDefault compare;\n"); |
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343 | if (weight_ != other.weight_) |
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344 | fprintf(fp, "3 compare.setWeight(%g);\n", weight_); |
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345 | fprintf(fp, "3 cbcModel->setNodeComparison(compare);\n"); |
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346 | } |
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347 | |
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