source: stable/2.8/Cbc/src/CbcHeuristicRandRound.cpp @ 1902

/* $Id: CbcHeuristicRandRound.cpp 1902 2013-04-10 16:58:16Z stefan $ */
// Copyright (C) 2008, International Business Machines
// Corporation and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

#if defined(_MSC_VER)
// Turn off compiler warning about long names
#  pragma warning(disable:4786)
#endif
#include <cassert>
#include <cstdlib>
#include <cmath>
#include <cfloat>
#include <vector>

#include "CoinHelperFunctions.hpp"
#include "OsiSolverInterface.hpp"
#include "CbcModel.hpp"
#include "CbcMessage.hpp"
#include "CbcHeuristicRandRound.hpp"
#include "OsiClpSolverInterface.hpp"
#include  "CoinTime.hpp"

static inline int intRand(const int range)
{
    return static_cast<int> (floor(CoinDrand48() * range));
}

// Default Constructor
CbcHeuristicRandRound::CbcHeuristicRandRound()
        : CbcHeuristic()
{
}

// Constructor with model - assumed before cuts
CbcHeuristicRandRound::CbcHeuristicRandRound(CbcModel & model)
        : CbcHeuristic(model)
{
    model_ = &model;
    setWhen(1);
}

// Destructor
CbcHeuristicRandRound::~CbcHeuristicRandRound ()
{
}

// Clone
CbcHeuristic *
CbcHeuristicRandRound::clone() const
{
    return new CbcHeuristicRandRound(*this);
}

// Create C++ lines to get to current state
void
CbcHeuristicRandRound::generateCpp( FILE * fp)
{
    CbcHeuristicRandRound other;
    fprintf(fp, "0#include \"CbcHeuristicRandRound.hpp\"\n");
    fprintf(fp, "3  CbcHeuristicRandRound heuristicPFX(*cbcModel);\n");
    CbcHeuristic::generateCpp(fp, "heuristicPFX");
    fprintf(fp, "3  cbcModel->addHeuristic(&heuristicPFX);\n");
}

// Copy constructor
CbcHeuristicRandRound::CbcHeuristicRandRound(const CbcHeuristicRandRound & rhs)
        :
        CbcHeuristic(rhs)
{
}

// Assignment operator
CbcHeuristicRandRound &
CbcHeuristicRandRound::operator=( const CbcHeuristicRandRound & rhs)
{
    if (this != &rhs) {
        CbcHeuristic::operator=(rhs);
    }
    return *this;
}

// Resets stuff if model changes
void
CbcHeuristicRandRound::resetModel(CbcModel * model)
{
    CbcHeuristic::resetModel(model);
}

/*
  Randomized Rounding Heuristic
  Returns 1 if solution, 0 if not
*/
int
CbcHeuristicRandRound::solution(double & solutionValue,
                                double * betterSolution)
{
    // rlh: Todo: Memory Cleanup

    //  std::cout << "Entering the Randomized Rounding Heuristic" << std::endl;

    setWhen(1);  // setWhen(1) didn't have the effect I expected (e.g., run once).

    // Run only once.
    //
    //    See if at root node
    bool atRoot = model_->getNodeCount() == 0;
    int passNumber = model_->getCurrentPassNumber();
    //    Just do once
    if (!atRoot || passNumber != 1) {
        // std::cout << "Leaving the Randomized Rounding Heuristic" << std::endl;
        return 0;
    }

    std::cout << "Entering the Randomized Rounding Heuristic" << std::endl;
    typedef struct {
        int numberSolutions;
        int maximumSolutions;
        int numberColumns;
        double ** solution;
        int * numberUnsatisfied;
    } clpSolution;

    double start = CoinCpuTime();
    numCouldRun_++; //
    // Todo: Ask JJHF what "number of times
    // the heuristic could run" means.

    OsiSolverInterface * solver = model_->solver()->clone();
    double primalTolerance ;
    solver->getDblParam(OsiPrimalTolerance, primalTolerance) ;
    OsiClpSolverInterface * clpSolver = dynamic_cast<OsiClpSolverInterface *> (solver);
    assert (clpSolver);
    ClpSimplex * simplex = clpSolver->getModelPtr();

    // Initialize the structure holding the solutions for the Simplex iterations
    clpSolution solutions;
    // Set typeStruct field of ClpTrustedData struct to 1 to indicate
    // desired behavior for  RandRound heuristic (which is what?)
    ClpTrustedData trustedSolutions;
    trustedSolutions.typeStruct = 1;
    trustedSolutions.data = &solutions;
    solutions.numberSolutions = 0;
    solutions.maximumSolutions = 0;
    solutions.numberColumns = simplex->numberColumns();
    solutions.solution = NULL;
    solutions.numberUnsatisfied = NULL;
    simplex->setTrustedUserPointer(&trustedSolutions);

    // Solve from all slack to get some points
    simplex->allSlackBasis();

    // Calling primal() invalidates pointers to some rim vectors,
    // like...row sense (!)
    simplex->primal();

    // 1. Okay - so a workaround would be to copy the data I want BEFORE
    // calling primal.
    // 2. Another approach is to ask the simplex solvers NOT to mess up my
    // rims.
    // 3. See freeCachedResults() for what is getting
    // deleted. Everything else points into the structure.
    // ...or use collower and colupper rather than rowsense.
    // ..store address of where one of these

    // Store the basic problem information
    // -Get the number of columns, rows and rhs vector
    int numCols = clpSolver->getNumCols();
    int numRows = clpSolver->getNumRows();

    // Find the integer variables (use columnType(?))
    // One if not continuous, that is binary or general integer)
    // columnType() = 0 continuous
    //              = 1 binary
    //              = 2 general integer
    bool * varClassInt = new bool[numCols];
    const char* columnType = clpSolver->columnType();
    int numGenInt = 0;
    for (int i = 0; i < numCols; i++) {
        if (clpSolver->isContinuous(i))
            varClassInt[i] = 0;
        else
            varClassInt[i] = 1;
        if (columnType[i] == 2) numGenInt++;
    }

    // Heuristic is for problems with general integer variables.
    // If there are none, quit.
    if (numGenInt++ < 1) {
        delete [] varClassInt ;
        std::cout << "Leaving the Randomized Rounding Heuristic" << std::endl;
        return 0;
    }


    // -Get the rows sense
    const char * rowSense;
    rowSense = clpSolver->getRowSense();

    // -Get the objective coefficients
    double *originalObjCoeff = CoinCopyOfArray(clpSolver->getObjCoefficients(), numCols);

    // -Get the matrix of the problem
    // rlh: look at using sparse representation
    double ** matrix = new double * [numRows];
    for (int i = 0; i < numRows; i++) {
        matrix[i] = new double[numCols];
        for (int j = 0; j < numCols; j++)
            matrix[i][j] = 0;
    }

    const CoinPackedMatrix* matrixByRow = clpSolver->getMatrixByRow();
    const double * matrixElements = matrixByRow->getElements();
    const int * matrixIndices = matrixByRow->getIndices();
    const int * matrixStarts = matrixByRow->getVectorStarts();
    for (int j = 0; j < numRows; j++) {
        for (int i = matrixStarts[j]; i < matrixStarts[j+1]; i++) {
            matrix[j][matrixIndices[i]] = matrixElements[i];
        }
    }

    double * newObj = new double [numCols];
    srand ( static_cast<unsigned int>(time(NULL) + 1));
    int randNum;

    // Shuffle the rows:
    // Put the rows in a random order
    // so that the optimal solution is a different corner point than the
    // starting point.
    int * index = new int [numRows];
    for (int i = 0; i < numRows; i++)
        index[i] = i;
    for (int i = 0; i < numRows; i++) {
        int temp = index[i];
        int randNumTemp = i + intRand(numRows - i);
        index[i] = index[randNumTemp];
        index[randNumTemp] = temp;
    }

    // Start finding corner points by iteratively doing the following:
    // - contruct a randomly tilted objective
    // - solve
    for (int i = 0; i < numRows; i++) {
        // TODO: that 10,000 could be a param in the member data
        if (solutions.numberSolutions  > 10000)
            break;
        randNum = intRand(2);
        for (int j = 0; j < numCols; j++) {
            // for row i and column j vary the coefficient "a bit"
            if (randNum == 1)
                // if the element is zero, then set the new obj
                // coefficient to 0.1 (i.e., round up)
                if (fabs(matrix[index[i]][j]) < primalTolerance)
                    newObj[j] = 0.1;
                else
                    // if the element is nonzero, then increase the new obj
                    // coefficient "a bit"
                    newObj[j] = matrix[index[i]][j] * 1.1;
            else
                // if randnum is 2, then
                // if the element is zero, then set the new obj coeffient
                // to NEGATIVE 0.1 (i.e., round down)
                if (fabs(matrix[index[i]][j]) < primalTolerance)
                    newObj[j] = -0.1;
                else
                    // if the element is nonzero, then DEcrease the new obj coeffienct "a bit"
                    newObj[j] = matrix[index[i]][j] * 0.9;
        }
        // Use the new "tilted" objective
        clpSolver->setObjective(newObj);

        // Based on the row sense, we decide whether to max or min
        if (rowSense[i] == 'L')
            clpSolver->setObjSense(-1);
        else
            clpSolver->setObjSense(1);

        // Solve with primal simplex
        simplex->primal(1);
        // rlh+ll: This was the original code. But we already have the
        // model pointer (it's in simplex). And, calling getModelPtr()
        // invalidates the cached data in the OsiClpSolverInterface
        // object, which means our precious rowsens is lost. So let's
        // not use the line below...
        /******* clpSolver->getModelPtr()->primal(1); */
        printf("---------------------------------------------------------------- %d\n", i);
    }
    // Iteratively do this process until...
    // either you reach the max number of corner points (aka 10K)
    // or all the rows have been used as an objective.

    // Look at solutions
    int numberSolutions = solutions.numberSolutions;
    //const char * integerInfo = simplex->integerInformation();
    //const double * columnLower = simplex->columnLower();
    //const double * columnUpper = simplex->columnUpper();
    printf("there are %d solutions\n", numberSolutions);

    // Up to here we have all the corner points
    // Now we need to do the random walks and roundings

    double ** cornerPoints = new double * [numberSolutions];
    for (int j = 0; j < numberSolutions; j++)
        cornerPoints[j] = solutions.solution[j];

    bool feasibility = 1;
    // rlh: use some COIN max instead of 1e30 (?)
    double bestObj = 1e30;
    std::vector< std::vector <double> > feasibles;
    int numFeasibles = 0;

    // Check the feasibility of the corner points
    int numCornerPoints = numberSolutions;

    const double * rhs = clpSolver->getRightHandSide();
    // rlh: row sense hasn't changed. why a fresh copy?
    // Delete next line.
    rowSense = clpSolver->getRowSense();

    for (int i = 0; i < numCornerPoints; i++) {
        //get the objective value for this this point
        double objValue = 0;
        for (int k = 0; k < numCols; k++)
            objValue += cornerPoints[i][k] * originalObjCoeff[k];

        if (objValue < bestObj) {
            // check integer feasibility
            feasibility = 1;
            for (int j = 0; j < numCols; j++) {
                if (varClassInt[j]) {
                    double closest = floor(cornerPoints[i][j] + 0.5);
                    if (fabs(cornerPoints[i][j] - closest) > primalTolerance) {
                        feasibility = 0;
                        break;
                    }
                }
            }
            // check all constraints satisfied
            if (feasibility) {
                for (int irow = 0; irow < numRows; irow++) {
                    double lhs = 0;
                    for (int j = 0; j < numCols; j++) {
                        lhs += matrix[irow][j] * cornerPoints[i][j];
                    }
                    if (rowSense[irow] == 'L' && lhs > rhs[irow] + primalTolerance) {
                        feasibility = 0;
                        break;
                    }
                    if (rowSense[irow] == 'G' && lhs < rhs[irow] - primalTolerance) {
                        feasibility = 0;
                        break;
                    }
                    if (rowSense[irow] == 'E' && (lhs - rhs[irow] > primalTolerance || lhs - rhs[irow] < -primalTolerance)) {
                        feasibility = 0;
                        break;
                    }
                }
            }

            if (feasibility) {
                numFeasibles++;
                feasibles.push_back(std::vector <double> (numCols));
                for (int k = 0; k < numCols; k++)
                    feasibles[numFeasibles-1][k] = cornerPoints[i][k];
                printf("obj: %f\n", objValue);
                if (objValue < bestObj)
                    bestObj = objValue;
            }
        }
    }
    int numFeasibleCorners;
    numFeasibleCorners = numFeasibles;
    //find the center of gravity of the corner points as the first random point
    double * rp = new double[numCols];
    for (int i = 0; i < numCols; i++) {
        rp[i] = 0;
        for (int j = 0; j < numCornerPoints; j++) {
            rp[i] += cornerPoints[j][i];
        }
        rp[i] = rp[i] / numCornerPoints;
    }

    //-------------------------------------------
    //main loop:
    // -generate the next random point
    // -round the random point
    // -check the feasibility of the random point
    //-------------------------------------------

    srand ( static_cast<unsigned int>(time(NULL) + 1));
    int numRandomPoints = 0;
    while (numRandomPoints < 50000) {
        numRandomPoints++;
        //generate the next random point
        int randomIndex = intRand(numCornerPoints);
        double random = CoinDrand48();
        for (int i = 0; i < numCols; i++) {
            rp[i] = (random * (cornerPoints[randomIndex][i] - rp[i])) + rp[i];
        }

        //CRISP ROUNDING
        //round the random point just generated
        double * roundRp = new double[numCols];
        for (int i = 0; i < numCols; i++) {
            roundRp[i] = rp[i];
            if (varClassInt[i]) {
                if (rp[i] >= 0) {
                    if (fmod(rp[i], 1) > 0.5)
                        roundRp[i] = floor(rp[i]) + 1;
                    else
                        roundRp[i] = floor(rp[i]);
                } else {
                    if (fabs(fmod(rp[i], 1)) > 0.5)
                        roundRp[i] = floor(rp[i]);
                    else
                        roundRp[i] = floor(rp[i]) + 1;

                }
            }
        }


        //SOFT ROUNDING
        // Look at original files for the "how to" on soft rounding;
        // Soft rounding omitted here.

        //Check the feasibility of the rounded random point
        // -Check the feasibility
        // -Get the rows sense
        rowSense = clpSolver->getRowSense();
        rhs = clpSolver->getRightHandSide();

        //get the objective value for this feasible point
        double objValue = 0;
        for (int i = 0; i < numCols; i++)
            objValue += roundRp[i] * originalObjCoeff[i];

        if (objValue < bestObj) {
            feasibility = 1;
            for (int i = 0; i < numRows; i++) {
                double lhs = 0;
                for (int j = 0; j < numCols; j++) {
                    lhs += matrix[i][j] * roundRp[j];
                }
                if (rowSense[i] == 'L' && lhs > rhs[i] + primalTolerance) {
                    feasibility = 0;
                    break;
                }
                if (rowSense[i] == 'G' && lhs < rhs[i] - primalTolerance) {
                    feasibility = 0;
                    break;
                }
                if (rowSense[i] == 'E' && (lhs - rhs[i] > primalTolerance || lhs - rhs[i] < -primalTolerance)) {
                    feasibility = 0;
                    break;
                }
            }
            if (feasibility) {
                printf("Feasible Found.\n");
                printf("%.2f\n", CoinCpuTime() - start);
                numFeasibles++;
                feasibles.push_back(std::vector <double> (numCols));
                for (int i = 0; i < numCols; i++)
                    feasibles[numFeasibles-1][i] = roundRp[i];
                printf("obj: %f\n", objValue);
                if (objValue < bestObj)
                    bestObj = objValue;
            }
        }
        delete [] roundRp;
    }
    printf("Number of Feasible Corners: %d\n", numFeasibleCorners);
    printf("Number of Feasibles Found: %d\n", numFeasibles);
    if (numFeasibles > 0)
        printf("Best Objective: %f\n", bestObj);
    printf("time: %.2f\n", CoinCpuTime() - start);

    if (numFeasibles == 0) {
        // cleanup
        delete [] varClassInt;
        for (int i = 0; i < numRows; i++)
            delete matrix[i];
        delete [] matrix;
        delete [] newObj;
        delete [] index;
        for (int i = 0; i < numberSolutions; i++)
            delete cornerPoints[i];
        delete [] cornerPoints;
        delete [] rp;
        return 0;
    }

    // We found something better
    solutionValue = bestObj;
    for (int k = 0; k < numCols; k++) {
        betterSolution[k] =  feasibles[numFeasibles-1][k];
    }
    delete [] varClassInt;
    for (int i = 0; i < numRows; i++)
        delete matrix[i];
    delete [] matrix;
    delete [] newObj;
    delete [] index;
    for (int i = 0; i < numberSolutions; i++)
        delete cornerPoints[i];
    delete [] cornerPoints;
    delete [] rp;
    std::cout << "Leaving the Randomized Rounding Heuristic" << std::endl;
    return 1;

}
// update model
void CbcHeuristicRandRound::setModel(CbcModel * model)
{
    CbcHeuristic::setModel(model);
}