1 | /* $Id: CbcBranchLotsize.hpp 1573 2011-01-05 01:12:36Z tkr $ */ |
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2 | // Copyright (C) 2004, 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 | #ifndef CbcBranchLotsize_H |
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7 | #define CbcBranchLotsize_H |
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8 | |
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9 | #include "CbcBranchBase.hpp" |
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10 | /** Lotsize class */ |
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11 | |
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12 | |
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13 | class CbcLotsize : public CbcObject { |
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14 | |
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15 | public: |
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16 | |
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17 | // Default Constructor |
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18 | CbcLotsize (); |
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19 | |
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20 | /* Useful constructor - passed model index. |
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21 | Also passed valid values - if range then pairs |
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22 | */ |
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23 | CbcLotsize (CbcModel * model, int iColumn, |
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24 | int numberPoints, const double * points, bool range = false); |
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25 | |
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26 | // Copy constructor |
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27 | CbcLotsize ( const CbcLotsize &); |
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28 | |
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29 | /// Clone |
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30 | virtual CbcObject * clone() const; |
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31 | |
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32 | // Assignment operator |
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33 | CbcLotsize & operator=( const CbcLotsize& rhs); |
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34 | |
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35 | // Destructor |
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36 | ~CbcLotsize (); |
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37 | |
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38 | /// Infeasibility - large is 0.5 |
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39 | virtual double infeasibility(const OsiBranchingInformation * info, |
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40 | int &preferredWay) const; |
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41 | |
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42 | using CbcObject::feasibleRegion ; |
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43 | /** Set bounds to contain the current solution. |
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44 | |
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45 | More precisely, for the variable associated with this object, take the |
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46 | value given in the current solution, force it within the current bounds |
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47 | if required, then set the bounds to fix the variable at the integer |
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48 | nearest the solution value. |
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49 | */ |
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50 | virtual void feasibleRegion(); |
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51 | |
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52 | /// Creates a branching object |
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53 | virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ; |
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54 | |
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55 | /** \brief Given a valid solution (with reduced costs, etc.), |
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56 | return a branching object which would give a new feasible |
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57 | point in the good direction. |
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58 | |
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59 | The preferred branching object will force the variable to be +/-1 from |
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60 | its current value, depending on the reduced cost and objective sense. If |
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61 | movement in the direction which improves the objective is impossible due |
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62 | to bounds on the variable, the branching object will move in the other |
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63 | direction. If no movement is possible, the method returns NULL. |
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64 | |
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65 | Only the bounds on this variable are considered when determining if the new |
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66 | point is feasible. |
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67 | */ |
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68 | virtual CbcBranchingObject * preferredNewFeasible() const; |
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69 | |
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70 | /** \brief Given a valid solution (with reduced costs, etc.), |
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71 | return a branching object which would give a new feasible |
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72 | point in a bad direction. |
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73 | |
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74 | As for preferredNewFeasible(), but the preferred branching object will |
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75 | force movement in a direction that degrades the objective. |
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76 | */ |
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77 | virtual CbcBranchingObject * notPreferredNewFeasible() const ; |
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78 | |
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79 | /** Reset original upper and lower bound values from the solver. |
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80 | |
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81 | Handy for updating bounds held in this object after bounds held in the |
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82 | solver have been tightened. |
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83 | */ |
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84 | virtual void resetBounds(const OsiSolverInterface * solver); |
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85 | |
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86 | /** Finds range of interest so value is feasible in range range_ or infeasible |
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87 | between hi[range_] and lo[range_+1]. Returns true if feasible. |
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88 | */ |
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89 | bool findRange(double value) const; |
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90 | |
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91 | /** Returns floor and ceiling |
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92 | */ |
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93 | virtual void floorCeiling(double & floorLotsize, double & ceilingLotsize, double value, |
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94 | double tolerance) const; |
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95 | |
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96 | /// Model column number |
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97 | inline int modelSequence() const { |
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98 | return columnNumber_; |
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99 | } |
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100 | /// Set model column number |
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101 | inline void setModelSequence(int value) { |
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102 | columnNumber_ = value; |
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103 | } |
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104 | |
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105 | /** Column number if single column object -1 otherwise, |
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106 | so returns >= 0 |
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107 | Used by heuristics |
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108 | */ |
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109 | virtual int columnNumber() const; |
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110 | /// Original variable bounds |
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111 | inline double originalLowerBound() const { |
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112 | return bound_[0]; |
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113 | } |
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114 | inline double originalUpperBound() const { |
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115 | return bound_[rangeType_*numberRanges_-1]; |
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116 | } |
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117 | /// Type - 1 points, 2 ranges |
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118 | inline int rangeType() const { |
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119 | return rangeType_; |
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120 | } |
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121 | /// Number of points |
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122 | inline int numberRanges() const { |
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123 | return numberRanges_; |
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124 | } |
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125 | /// Ranges |
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126 | inline double * bound() const { |
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127 | return bound_; |
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128 | } |
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129 | /** \brief Return true if object can take part in normal heuristics |
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130 | */ |
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131 | virtual bool canDoHeuristics() const { |
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132 | return false; |
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133 | } |
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134 | |
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135 | private: |
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136 | /// Just for debug (CBC_PRINT defined in CbcBranchLotsize.cpp) |
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137 | void printLotsize(double value, bool condition, int type) const; |
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138 | |
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139 | private: |
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140 | /// data |
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141 | |
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142 | /// Column number in model |
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143 | int columnNumber_; |
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144 | /// Type - 1 points, 2 ranges |
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145 | int rangeType_; |
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146 | /// Number of points |
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147 | int numberRanges_; |
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148 | // largest gap |
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149 | double largestGap_; |
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150 | /// Ranges |
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151 | double * bound_; |
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152 | /// Current range |
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153 | mutable int range_; |
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154 | }; |
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155 | |
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156 | /** Lotsize branching object |
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157 | |
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158 | This object can specify a two-way branch on an integer variable. For each |
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159 | arm of the branch, the upper and lower bounds on the variable can be |
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160 | independently specified. |
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161 | |
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162 | Variable_ holds the index of the integer variable in the integerVariable_ |
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163 | array of the model. |
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164 | */ |
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165 | |
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166 | class CbcLotsizeBranchingObject : public CbcBranchingObject { |
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167 | |
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168 | public: |
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169 | |
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170 | /// Default constructor |
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171 | CbcLotsizeBranchingObject (); |
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172 | |
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173 | /** Create a lotsize floor/ceiling branch object |
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174 | |
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175 | Specifies a simple two-way branch. Let \p value = x*. One arm of the |
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176 | branch will be is lb <= x <= valid range below(x*), the other valid range above(x*) <= x <= ub. |
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177 | Specify way = -1 to set the object state to perform the down arm first, |
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178 | way = 1 for the up arm. |
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179 | */ |
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180 | CbcLotsizeBranchingObject (CbcModel *model, int variable, |
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181 | int way , double value, const CbcLotsize * lotsize) ; |
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182 | |
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183 | /** Create a degenerate branch object |
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184 | |
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185 | Specifies a `one-way branch'. Calling branch() for this object will |
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186 | always result in lowerValue <= x <= upperValue. Used to fix in valid range |
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187 | */ |
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188 | |
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189 | CbcLotsizeBranchingObject (CbcModel *model, int variable, int way, |
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190 | double lowerValue, double upperValue) ; |
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191 | |
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192 | /// Copy constructor |
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193 | CbcLotsizeBranchingObject ( const CbcLotsizeBranchingObject &); |
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194 | |
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195 | /// Assignment operator |
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196 | CbcLotsizeBranchingObject & operator= (const CbcLotsizeBranchingObject& rhs); |
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197 | |
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198 | /// Clone |
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199 | virtual CbcBranchingObject * clone() const; |
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200 | |
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201 | /// Destructor |
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202 | virtual ~CbcLotsizeBranchingObject (); |
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203 | |
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204 | using CbcBranchingObject::branch ; |
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205 | /** \brief Sets the bounds for the variable according to the current arm |
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206 | of the branch and advances the object state to the next arm. |
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207 | */ |
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208 | virtual double branch(); |
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209 | |
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210 | using CbcBranchingObject::print ; |
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211 | /** \brief Print something about branch - only if log level high |
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212 | */ |
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213 | virtual void print(); |
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214 | |
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215 | /** Return the type (an integer identifier) of \c this */ |
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216 | virtual CbcBranchObjType type() const { |
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217 | return LotsizeBranchObj; |
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218 | } |
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219 | |
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220 | // LL: compareOriginalObject can be inherited from the CbcBranchingObject |
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221 | // since variable_ uniquely defines the lot sizing object. |
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222 | |
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223 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
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224 | same type and must have the same original object, but they may have |
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225 | different feasible regions. |
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226 | Return the appropriate CbcRangeCompare value (first argument being the |
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227 | sub/superset if that's the case). In case of overlap (and if \c |
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228 | replaceIfOverlap is true) replace the current branching object with one |
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229 | whose feasible region is the overlap. |
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230 | */ |
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231 | virtual CbcRangeCompare compareBranchingObject |
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232 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
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233 | |
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234 | protected: |
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235 | /// Lower [0] and upper [1] bounds for the down arm (way_ = -1) |
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236 | double down_[2]; |
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237 | /// Lower [0] and upper [1] bounds for the up arm (way_ = 1) |
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238 | double up_[2]; |
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239 | }; |
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240 | |
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241 | #endif |
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242 | |
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