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