1 | // $Id: CbcSOS.hpp 1902 2013-04-10 16:58:16Z forrest $ |
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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 11/9/2009-- carved out of CbcBranchActual |
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7 | |
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8 | #ifndef CbcSOS_H |
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9 | #define CbcSOS_H |
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10 | |
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11 | /** \brief Branching object for Special Ordered Sets of type 1 and 2. |
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12 | |
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13 | SOS1 are an ordered set of variables where at most one variable can be |
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14 | non-zero. SOS1 are commonly defined with binary variables (interpreted as |
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15 | selection between alternatives) but this is not necessary. An SOS1 with |
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16 | all binary variables is a special case of a clique (setting any one |
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17 | variable to 1 forces all others to 0). |
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18 | |
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19 | In theory, the implementation makes no assumptions about integrality in |
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20 | Type 1 sets. In practice, there are places where the code seems to have been |
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21 | written with a binary SOS mindset. Current development of SOS branching |
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22 | objects is proceeding in OsiSOS. |
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23 | |
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24 | SOS2 are an ordered set of variables in which at most two consecutive |
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25 | variables can be non-zero and must sum to 1 (interpreted as interpolation |
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26 | between two discrete values). By definition the variables are non-integer. |
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27 | */ |
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28 | |
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29 | class CbcSOS : public CbcObject { |
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30 | |
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31 | public: |
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32 | |
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33 | // Default Constructor |
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34 | CbcSOS (); |
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35 | |
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36 | /** \brief Constructor with SOS type and member information |
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37 | |
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38 | Type specifies SOS 1 or 2. Identifier is an arbitrary value. |
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39 | |
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40 | Which should be an array of variable indices with numberMembers entries. |
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41 | Weights can be used to assign arbitrary weights to variables, in the order |
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42 | they are specified in which. If no weights are provided, a default array of |
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43 | 0, 1, 2, ... is generated. |
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44 | */ |
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45 | |
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46 | CbcSOS (CbcModel * model, int numberMembers, |
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47 | const int * which, const double * weights, int identifier, |
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48 | int type = 1); |
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49 | |
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50 | // Copy constructor |
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51 | CbcSOS ( const CbcSOS &); |
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52 | |
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53 | /// Clone |
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54 | virtual CbcObject * clone() const; |
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55 | |
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56 | // Assignment operator |
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57 | CbcSOS & operator=( const CbcSOS& rhs); |
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58 | |
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59 | // Destructor |
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60 | virtual ~CbcSOS (); |
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61 | |
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62 | /// Infeasibility - large is 0.5 |
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63 | virtual double infeasibility(const OsiBranchingInformation * info, |
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64 | int &preferredWay) const; |
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65 | |
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66 | using CbcObject::feasibleRegion ; |
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67 | /// This looks at solution and sets bounds to contain solution |
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68 | virtual void feasibleRegion(); |
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69 | |
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70 | /// Creates a branching object |
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71 | virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ; |
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72 | |
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73 | |
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74 | |
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75 | /** Pass in information on branch just done and create CbcObjectUpdateData instance. |
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76 | If object does not need data then backward pointer will be NULL. |
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77 | Assumes can get information from solver */ |
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78 | virtual CbcObjectUpdateData createUpdateInformation(const OsiSolverInterface * solver, |
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79 | const CbcNode * node, |
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80 | const CbcBranchingObject * branchingObject); |
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81 | /// Update object by CbcObjectUpdateData |
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82 | virtual void updateInformation(const CbcObjectUpdateData & data) ; |
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83 | using CbcObject::solverBranch ; |
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84 | /** Create an OsiSolverBranch object |
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85 | |
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86 | This returns NULL if branch not represented by bound changes |
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87 | */ |
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88 | virtual OsiSolverBranch * solverBranch() const; |
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89 | /// Redoes data when sequence numbers change |
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90 | virtual void redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns); |
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91 | |
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92 | /// Construct an OsiSOS object |
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93 | OsiSOS * osiObject(const OsiSolverInterface * solver) const; |
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94 | /// Number of members |
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95 | inline int numberMembers() const { |
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96 | return numberMembers_; |
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97 | } |
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98 | |
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99 | /// Members (indices in range 0 ... numberColumns-1) |
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100 | inline const int * members() const { |
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101 | return members_; |
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102 | } |
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103 | |
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104 | /// SOS type |
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105 | inline int sosType() const { |
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106 | return sosType_; |
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107 | } |
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108 | /// Down number times |
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109 | inline int numberTimesDown() const { |
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110 | return numberTimesDown_; |
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111 | } |
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112 | /// Up number times |
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113 | inline int numberTimesUp() const { |
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114 | return numberTimesUp_; |
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115 | } |
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116 | |
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117 | /** Array of weights */ |
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118 | inline const double * weights() const { |
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119 | return weights_; |
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120 | } |
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121 | |
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122 | /// Set number of members |
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123 | inline void setNumberMembers(int n) { |
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124 | numberMembers_ = n; |
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125 | } |
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126 | |
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127 | /// Members (indices in range 0 ... numberColumns-1) |
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128 | inline int * mutableMembers() const { |
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129 | return members_; |
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130 | } |
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131 | |
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132 | /** Array of weights */ |
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133 | inline double * mutableWeights() const { |
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134 | return weights_; |
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135 | } |
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136 | |
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137 | /** \brief Return true if object can take part in normal heuristics |
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138 | */ |
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139 | virtual bool canDoHeuristics() const { |
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140 | return (sosType_ == 1 && integerValued_); |
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141 | } |
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142 | /// Set whether set is integer valued or not |
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143 | inline void setIntegerValued(bool yesNo) { |
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144 | integerValued_ = yesNo; |
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145 | } |
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146 | private: |
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147 | /// data |
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148 | |
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149 | /// Members (indices in range 0 ... numberColumns-1) |
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150 | int * members_; |
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151 | /** \brief Weights for individual members |
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152 | |
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153 | Arbitrary weights for members. Can be used to attach meaning to variable |
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154 | values independent of objective coefficients. For example, if the SOS set |
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155 | comprises binary variables used to choose a facility of a given size, the |
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156 | weight could be the corresponding facilty size. Fractional values of the |
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157 | SOS variables can then be used to estimate ideal facility size. |
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158 | |
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159 | Weights cannot be completely arbitrary. From the code, they must be |
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160 | differ by at least 1.0e-7 |
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161 | */ |
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162 | |
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163 | double * weights_; |
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164 | /// Current pseudo-shadow price estimate down |
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165 | mutable double shadowEstimateDown_; |
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166 | /// Current pseudo-shadow price estimate up |
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167 | mutable double shadowEstimateUp_; |
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168 | /// Down pseudo ratio |
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169 | double downDynamicPseudoRatio_; |
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170 | /// Up pseudo ratio |
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171 | double upDynamicPseudoRatio_; |
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172 | /// Number of times we have gone down |
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173 | int numberTimesDown_; |
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174 | /// Number of times we have gone up |
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175 | int numberTimesUp_; |
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176 | /// Number of members |
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177 | int numberMembers_; |
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178 | /// SOS type |
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179 | int sosType_; |
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180 | /// Whether integer valued |
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181 | bool integerValued_; |
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182 | }; |
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183 | |
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184 | /** Branching object for Special ordered sets |
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185 | |
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186 | Variable_ is the set id number (redundant, as the object also holds a |
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187 | pointer to the set. |
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188 | */ |
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189 | class CbcSOSBranchingObject : public CbcBranchingObject { |
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190 | |
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191 | public: |
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192 | |
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193 | // Default Constructor |
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194 | CbcSOSBranchingObject (); |
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195 | |
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196 | // Useful constructor |
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197 | CbcSOSBranchingObject (CbcModel * model, const CbcSOS * clique, |
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198 | int way, |
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199 | double separator); |
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200 | |
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201 | // Copy constructor |
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202 | CbcSOSBranchingObject ( const CbcSOSBranchingObject &); |
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203 | |
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204 | // Assignment operator |
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205 | CbcSOSBranchingObject & operator=( const CbcSOSBranchingObject& rhs); |
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206 | |
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207 | /// Clone |
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208 | virtual CbcBranchingObject * clone() const; |
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209 | |
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210 | // Destructor |
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211 | virtual ~CbcSOSBranchingObject (); |
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212 | |
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213 | using CbcBranchingObject::branch ; |
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214 | /// Does next branch and updates state |
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215 | virtual double branch(); |
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216 | /** Update bounds in solver as in 'branch' and update given bounds. |
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217 | branchState is -1 for 'down' +1 for 'up' */ |
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218 | virtual void fix(OsiSolverInterface * solver, |
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219 | double * lower, double * upper, |
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220 | int branchState) const ; |
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221 | |
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222 | /** Reset every information so that the branching object appears to point to |
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223 | the previous child. This method does not need to modify anything in any |
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224 | solver. */ |
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225 | virtual void previousBranch() { |
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226 | CbcBranchingObject::previousBranch(); |
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227 | computeNonzeroRange(); |
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228 | } |
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229 | |
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230 | using CbcBranchingObject::print ; |
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231 | /** \brief Print something about branch - only if log level high |
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232 | */ |
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233 | virtual void print(); |
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234 | |
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235 | /** Return the type (an integer identifier) of \c this */ |
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236 | virtual CbcBranchObjType type() const { |
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237 | return SoSBranchObj; |
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238 | } |
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239 | |
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240 | /** Compare the original object of \c this with the original object of \c |
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241 | brObj. Assumes that there is an ordering of the original objects. |
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242 | This method should be invoked only if \c this and brObj are of the same |
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243 | type. |
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244 | Return negative/0/positive depending on whether \c this is |
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245 | smaller/same/larger than the argument. |
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246 | */ |
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247 | virtual int compareOriginalObject(const CbcBranchingObject* brObj) const; |
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248 | |
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249 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
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250 | same type and must have the same original object, but they may have |
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251 | different feasible regions. |
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252 | Return the appropriate CbcRangeCompare value (first argument being the |
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253 | sub/superset if that's the case). In case of overlap (and if \c |
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254 | replaceIfOverlap is true) replace the current branching object with one |
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255 | whose feasible region is the overlap. |
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256 | */ |
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257 | virtual CbcRangeCompare compareBranchingObject |
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258 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
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259 | |
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260 | /** Fill out the \c firstNonzero_ and \c lastNonzero_ data members */ |
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261 | void computeNonzeroRange(); |
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262 | |
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263 | private: |
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264 | /// data |
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265 | const CbcSOS * set_; |
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266 | /// separator |
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267 | double separator_; |
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268 | /** The following two members describe the range in the members_ of the |
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269 | original object that whose upper bound is not fixed to 0. This is not |
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270 | necessary for Cbc to function correctly, this is there for heuristics so |
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271 | that separate branching decisions on the same object can be pooled into |
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272 | one branching object. */ |
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273 | int firstNonzero_; |
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274 | int lastNonzero_; |
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275 | }; |
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276 | #endif |
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277 | |
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