1 | /* |
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2 | $Id: CbcFathomDynamicProgramming.cpp 1886 2013-04-06 18:13:35Z forrest $ |
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3 | */ |
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4 | // Copyright (C) 2004, International Business Machines |
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5 | // Corporation and others. All Rights Reserved. |
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6 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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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 | |
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17 | #include "OsiSolverInterface.hpp" |
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18 | #include "CbcModel.hpp" |
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19 | #include "CbcMessage.hpp" |
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20 | #include "CbcFathomDynamicProgramming.hpp" |
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21 | #include "CoinHelperFunctions.hpp" |
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22 | #include "CoinPackedMatrix.hpp" |
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23 | #include "CoinSort.hpp" |
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24 | // Default Constructor |
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25 | CbcFathomDynamicProgramming::CbcFathomDynamicProgramming() |
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26 | : CbcFathom(), |
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27 | size_(0), |
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28 | type_(-1), |
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29 | cost_(NULL), |
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30 | back_(NULL), |
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31 | lookup_(NULL), |
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32 | indices_(NULL), |
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33 | numberActive_(0), |
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34 | maximumSizeAllowed_(1000000), |
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35 | startBit_(NULL), |
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36 | numberBits_(NULL), |
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37 | rhs_(NULL), |
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38 | coefficients_(NULL), |
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39 | target_(0), |
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40 | numberNonOne_(0), |
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41 | bitPattern_(0), |
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42 | algorithm_(-1) |
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43 | { |
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44 | |
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45 | } |
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46 | |
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47 | // Constructor from model |
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48 | CbcFathomDynamicProgramming::CbcFathomDynamicProgramming(CbcModel & model) |
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49 | : CbcFathom(model), |
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50 | cost_(NULL), |
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51 | back_(NULL), |
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52 | lookup_(NULL), |
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53 | indices_(NULL), |
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54 | numberActive_(0), |
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55 | maximumSizeAllowed_(1000000), |
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56 | startBit_(NULL), |
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57 | numberBits_(NULL), |
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58 | rhs_(NULL), |
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59 | coefficients_(NULL), |
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60 | target_(0), |
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61 | numberNonOne_(0), |
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62 | bitPattern_(0), |
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63 | algorithm_(-1) |
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64 | { |
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65 | type_ = checkPossible(); |
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66 | } |
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67 | |
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68 | // Destructor |
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69 | CbcFathomDynamicProgramming::~CbcFathomDynamicProgramming () |
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70 | { |
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71 | gutsOfDelete(); |
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72 | } |
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73 | // Does deleteions |
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74 | void |
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75 | CbcFathomDynamicProgramming::gutsOfDelete() |
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76 | { |
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77 | delete [] cost_; |
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78 | delete [] back_; |
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79 | delete [] lookup_; |
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80 | delete [] indices_; |
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81 | delete [] startBit_; |
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82 | delete [] numberBits_; |
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83 | delete [] rhs_; |
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84 | delete [] coefficients_; |
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85 | cost_ = NULL; |
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86 | back_ = NULL; |
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87 | lookup_ = NULL; |
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88 | indices_ = NULL; |
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89 | startBit_ = NULL; |
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90 | numberBits_ = NULL; |
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91 | rhs_ = NULL; |
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92 | coefficients_ = NULL; |
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93 | } |
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94 | // Clone |
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95 | CbcFathom * |
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96 | CbcFathomDynamicProgramming::clone() const |
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97 | { |
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98 | return new CbcFathomDynamicProgramming(*this); |
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99 | } |
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100 | |
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101 | // Copy constructor |
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102 | CbcFathomDynamicProgramming::CbcFathomDynamicProgramming(const CbcFathomDynamicProgramming & rhs) |
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103 | : |
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104 | CbcFathom(rhs), |
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105 | size_(rhs.size_), |
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106 | type_(rhs.type_), |
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107 | cost_(NULL), |
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108 | back_(NULL), |
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109 | lookup_(NULL), |
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110 | indices_(NULL), |
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111 | numberActive_(rhs.numberActive_), |
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112 | maximumSizeAllowed_(rhs.maximumSizeAllowed_), |
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113 | startBit_(NULL), |
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114 | numberBits_(NULL), |
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115 | rhs_(NULL), |
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116 | coefficients_(NULL), |
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117 | target_(rhs.target_), |
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118 | numberNonOne_(rhs.numberNonOne_), |
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119 | bitPattern_(rhs.bitPattern_), |
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120 | algorithm_(rhs.algorithm_) |
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121 | { |
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122 | if (size_) { |
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123 | cost_ = CoinCopyOfArray(rhs.cost_, size_); |
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124 | back_ = CoinCopyOfArray(rhs.back_, size_); |
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125 | int numberRows = model_->getNumRows(); |
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126 | lookup_ = CoinCopyOfArray(rhs.lookup_, numberRows); |
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127 | startBit_ = CoinCopyOfArray(rhs.startBit_, numberActive_); |
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128 | indices_ = CoinCopyOfArray(rhs.indices_, numberActive_); |
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129 | numberBits_ = CoinCopyOfArray(rhs.numberBits_, numberActive_); |
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130 | rhs_ = CoinCopyOfArray(rhs.rhs_, numberActive_); |
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131 | coefficients_ = CoinCopyOfArray(rhs.coefficients_, numberActive_); |
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132 | } |
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133 | } |
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134 | // Returns type |
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135 | int |
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136 | CbcFathomDynamicProgramming::checkPossible(int allowableSize) |
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137 | { |
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138 | algorithm_ = -1; |
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139 | assert(model_->solver()); |
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140 | OsiSolverInterface * solver = model_->solver(); |
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141 | const CoinPackedMatrix * matrix = solver->getMatrixByCol(); |
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142 | |
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143 | int numberIntegers = model_->numberIntegers(); |
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144 | int numberColumns = solver->getNumCols(); |
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145 | size_ = 0; |
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146 | if (numberIntegers != numberColumns) |
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147 | return -1; // can't do dynamic programming |
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148 | |
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149 | const double * lower = solver->getColLower(); |
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150 | const double * upper = solver->getColUpper(); |
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151 | const double * rowUpper = solver->getRowUpper(); |
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152 | |
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153 | int numberRows = model_->getNumRows(); |
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154 | int i; |
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155 | |
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156 | // First check columns to see if possible |
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157 | double * rhs = new double [numberRows]; |
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158 | CoinCopyN(rowUpper, numberRows, rhs); |
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159 | |
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160 | // Column copy |
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161 | const double * element = matrix->getElements(); |
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162 | const int * row = matrix->getIndices(); |
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163 | const CoinBigIndex * columnStart = matrix->getVectorStarts(); |
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164 | const int * columnLength = matrix->getVectorLengths(); |
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165 | bool bad = false; |
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166 | /* It is just possible that we could say okay as |
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167 | variables may get fixed but seems unlikely */ |
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168 | for (i = 0; i < numberColumns; i++) { |
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169 | int j; |
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170 | double lowerValue = lower[i]; |
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171 | assert (lowerValue == floor(lowerValue)); |
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172 | for (j = columnStart[i]; |
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173 | j < columnStart[i] + columnLength[i]; j++) { |
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174 | int iRow = row[j]; |
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175 | double value = element[j]; |
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176 | if (upper[i] > lowerValue && (value <= 0.0 || value != floor(value))) |
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177 | bad = true; |
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178 | if (lowerValue) |
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179 | rhs[iRow] -= lowerValue * value; |
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180 | } |
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181 | } |
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182 | // check possible (at present do not allow covering) |
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183 | int numberActive = 0; |
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184 | bool infeasible = false; |
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185 | bool saveBad = bad; |
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186 | for (i = 0; i < numberRows; i++) { |
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187 | if (rhs[i] < 0) |
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188 | infeasible = true; |
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189 | else if (rhs[i] > 1.0e5 || fabs(rhs[i] - floor(rhs[i] + 0.5)) > 1.0e-7) |
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190 | bad = true; |
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191 | else if (rhs[i] > 0.0) |
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192 | numberActive++; |
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193 | } |
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194 | if (bad || infeasible) { |
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195 | delete [] rhs; |
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196 | if (!saveBad && infeasible) |
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197 | return -2; |
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198 | else |
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199 | return -1; |
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200 | } |
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201 | // check size of array needed |
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202 | double size = 1.0; |
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203 | double check = COIN_INT_MAX; |
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204 | for (i = 0; i < numberRows; i++) { |
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205 | int n = static_cast<int> (floor(rhs[i] + 0.5)); |
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206 | if (n) { |
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207 | n++; // allow for 0,1... n |
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208 | if (numberActive != 1) { |
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209 | // power of 2 |
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210 | int iBit = 0; |
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211 | int k = n; |
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212 | k &= ~1; |
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213 | while (k) { |
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214 | iBit++; |
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215 | k &= ~(1 << iBit); |
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216 | } |
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217 | // See if exact power |
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218 | if (n != (1 << iBit)) { |
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219 | // round up to next power of 2 |
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220 | n = 1 << (iBit + 1); |
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221 | } |
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222 | size *= n; |
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223 | if (size >= check) |
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224 | break; |
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225 | } else { |
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226 | size = n; // just one constraint |
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227 | } |
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228 | } |
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229 | } |
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230 | // set size needed |
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231 | if (size >= check) |
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232 | size_ = COIN_INT_MAX; |
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233 | else |
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234 | size_ = static_cast<int> (size); |
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235 | |
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236 | int n01 = 0; |
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237 | int nbadcoeff = 0; |
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238 | // See if we can tighten bounds |
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239 | for (i = 0; i < numberColumns; i++) { |
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240 | int j; |
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241 | double lowerValue = lower[i]; |
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242 | double gap = upper[i] - lowerValue; |
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243 | for (j = columnStart[i]; |
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244 | j < columnStart[i] + columnLength[i]; j++) { |
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245 | int iRow = row[j]; |
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246 | double value = element[j]; |
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247 | if (value != 1.0) |
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248 | nbadcoeff++; |
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249 | if (gap*value > rhs[iRow] + 1.0e-8) |
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250 | gap = rhs[iRow] / value; |
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251 | } |
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252 | gap = lowerValue + floor(gap + 1.0e-7); |
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253 | if (gap < upper[i]) |
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254 | solver->setColUpper(i, gap); |
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255 | if (gap <= 1.0) |
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256 | n01++; |
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257 | } |
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258 | if (allowableSize && size_ <= allowableSize) { |
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259 | if (n01 == numberColumns && !nbadcoeff) |
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260 | algorithm_ = 0; // easiest |
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261 | else |
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262 | algorithm_ = 1; |
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263 | } |
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264 | if (allowableSize && size_ <= allowableSize) { |
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265 | numberActive_ = numberActive; |
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266 | indices_ = new int [numberActive_]; |
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267 | cost_ = new double [size_]; |
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268 | CoinFillN(cost_, size_, COIN_DBL_MAX); |
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269 | // but do nothing is okay |
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270 | cost_[0] = 0.0; |
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271 | back_ = new int[size_]; |
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272 | CoinFillN(back_, size_, -1); |
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273 | startBit_ = new int[numberActive_]; |
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274 | numberBits_ = new int[numberActive_]; |
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275 | lookup_ = new int [numberRows]; |
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276 | rhs_ = new int [numberActive_]; |
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277 | numberActive = 0; |
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278 | int kBit = 0; |
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279 | for (i = 0; i < numberRows; i++) { |
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280 | int n = static_cast<int> (floor(rhs[i] + 0.5)); |
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281 | if (n) { |
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282 | lookup_[i] = numberActive; |
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283 | rhs_[numberActive] = n; |
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284 | startBit_[numberActive] = kBit; |
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285 | n++; // allow for 0,1... n |
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286 | int iBit = 0; |
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287 | // power of 2 |
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288 | int k = n; |
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289 | k &= ~1; |
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290 | while (k) { |
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291 | iBit++; |
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292 | k &= ~(1 << iBit); |
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293 | } |
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294 | // See if exact power |
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295 | if (n != (1 << iBit)) { |
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296 | // round up to next power of 2 |
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297 | iBit++; |
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298 | } |
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299 | if (numberActive != 1) { |
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300 | n = 1 << iBit; |
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301 | size *= n; |
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302 | if (size >= check) |
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303 | break; |
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304 | } else { |
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305 | size = n; // just one constraint |
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306 | } |
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307 | numberBits_[numberActive++] = iBit; |
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308 | kBit += iBit; |
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309 | } else { |
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310 | lookup_[i] = -1; |
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311 | } |
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312 | } |
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313 | const double * rowLower = solver->getRowLower(); |
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314 | if (algorithm_ == 0) { |
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315 | // rhs 1 and coefficients 1 |
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316 | // Get first possible solution for printing |
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317 | target_ = -1; |
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318 | int needed = 0; |
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319 | int numberActive = 0; |
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320 | for (i = 0; i < numberRows; i++) { |
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321 | int newRow = lookup_[i]; |
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322 | if (newRow >= 0) { |
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323 | if (rowLower[i] == rowUpper[i]) { |
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324 | needed += 1 << numberActive; |
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325 | numberActive++; |
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326 | } |
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327 | } |
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328 | } |
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329 | for (i = 0; i < size_; i++) { |
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330 | if ((i&needed) == needed) { |
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331 | break; |
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332 | } |
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333 | } |
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334 | target_ = i; |
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335 | } else { |
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336 | coefficients_ = new int[numberActive_]; |
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337 | // If not too many general rhs then we can be more efficient |
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338 | numberNonOne_ = 0; |
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339 | for (i = 0; i < numberActive_; i++) { |
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340 | if (rhs_[i] != 1) |
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341 | numberNonOne_++; |
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342 | } |
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343 | if (numberNonOne_*2 < numberActive_) { |
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344 | // put rhs >1 every second |
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345 | int * permute = new int[numberActive_]; |
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346 | int * temp = new int[numberActive_]; |
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347 | // try different ways |
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348 | int k = 0; |
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349 | for (i = 0; i < numberRows; i++) { |
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350 | int newRow = lookup_[i]; |
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351 | if (newRow >= 0 && rhs_[newRow] > 1) { |
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352 | permute[newRow] = k; |
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353 | k += 2; |
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354 | } |
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355 | } |
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356 | // adjust so k points to last |
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357 | k -= 2; |
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358 | // and now rest |
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359 | int k1 = 1; |
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360 | for (i = 0; i < numberRows; i++) { |
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361 | int newRow = lookup_[i]; |
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362 | if (newRow >= 0 && rhs_[newRow] == 1) { |
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363 | permute[newRow] = k1; |
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364 | k1++; |
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365 | if (k1 <= k) |
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366 | k1++; |
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367 | } |
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368 | } |
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369 | for (i = 0; i < numberActive_; i++) { |
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370 | int put = permute[i]; |
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371 | temp[put] = rhs_[i]; |
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372 | } |
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373 | memcpy(rhs_, temp, numberActive_*sizeof(int)); |
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374 | for (i = 0; i < numberActive_; i++) { |
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375 | int put = permute[i]; |
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376 | temp[put] = numberBits_[i]; |
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377 | } |
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378 | memcpy(numberBits_, temp, numberActive_*sizeof(int)); |
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379 | k = 0; |
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380 | for (i = 0; i < numberActive_; i++) { |
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381 | startBit_[i] = k; |
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382 | k += numberBits_[i]; |
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383 | } |
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384 | for (i = 0; i < numberRows; i++) { |
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385 | int newRow = lookup_[i]; |
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386 | if (newRow >= 0) |
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387 | lookup_[i] = permute[newRow]; |
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388 | } |
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389 | delete [] permute; |
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390 | delete [] temp; |
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391 | // mark new method |
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392 | algorithm_ = 2; |
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393 | } |
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394 | // Get first possible solution for printing |
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395 | target_ = -1; |
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396 | int needed = 0; |
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397 | int * lower2 = new int[numberActive_]; |
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398 | for (i = 0; i < numberRows; i++) { |
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399 | int newRow = lookup_[i]; |
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400 | if (newRow >= 0) { |
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401 | int gap = static_cast<int> (rowUpper[i] - CoinMax(0.0, rowLower[i])); |
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402 | lower2[newRow] = rhs_[newRow] - gap; |
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403 | int numberBits = numberBits_[newRow]; |
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404 | int startBit = startBit_[newRow]; |
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405 | if (numberBits == 1 && !gap) { |
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406 | needed |= 1 << startBit; |
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407 | } |
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408 | } |
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409 | } |
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410 | for (i = 0; i < size_; i++) { |
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411 | if ((i&needed) == needed) { |
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412 | // this one may do |
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413 | bool good = true; |
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414 | for (int kk = 0; kk < numberActive_; kk++) { |
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415 | int numberBits = numberBits_[kk]; |
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416 | int startBit = startBit_[kk]; |
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417 | int size = 1 << numberBits; |
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418 | int start = 1 << startBit; |
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419 | int mask = start * (size - 1); |
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420 | int level = (i & mask) >> startBit; |
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421 | if (level < lower2[kk]) { |
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422 | good = false; |
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423 | break; |
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424 | } |
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425 | } |
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426 | if (good) { |
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427 | break; |
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428 | } |
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429 | } |
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430 | } |
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431 | delete [] lower2; |
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432 | target_ = i; |
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433 | } |
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434 | } |
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435 | delete [] rhs; |
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436 | if (allowableSize && size_ > allowableSize) { |
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437 | COIN_DETAIL_PRINT(printf("Too large - need %d entries x 8 bytes\n", size_)); |
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438 | return -1; // too big |
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439 | } else { |
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440 | return algorithm_; |
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441 | } |
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442 | } |
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443 | |
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444 | // Resets stuff if model changes |
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445 | void |
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446 | CbcFathomDynamicProgramming::resetModel(CbcModel * model) |
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447 | { |
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448 | model_ = model; |
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449 | type_ = checkPossible(); |
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450 | } |
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451 | int |
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452 | CbcFathomDynamicProgramming::fathom(double * & betterSolution) |
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453 | { |
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454 | int returnCode = 0; |
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455 | int type = checkPossible(maximumSizeAllowed_); |
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456 | assert (type != -1); |
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457 | if (type == -2) { |
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458 | // infeasible (so complete search done) |
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459 | return 1; |
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460 | } |
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461 | if (algorithm_ >= 0) { |
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462 | OsiSolverInterface * solver = model_->solver(); |
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463 | const double * lower = solver->getColLower(); |
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464 | const double * upper = solver->getColUpper(); |
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465 | const double * objective = solver->getObjCoefficients(); |
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466 | double direction = solver->getObjSense(); |
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467 | const CoinPackedMatrix * matrix = solver->getMatrixByCol(); |
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468 | // Column copy |
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469 | const double * element = matrix->getElements(); |
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470 | const int * row = matrix->getIndices(); |
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471 | const CoinBigIndex * columnStart = matrix->getVectorStarts(); |
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472 | const int * columnLength = matrix->getVectorLengths(); |
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473 | const double * rowLower = solver->getRowLower(); |
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474 | const double * rowUpper = solver->getRowUpper(); |
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475 | int numberRows = model_->getNumRows(); |
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476 | |
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477 | int numberColumns = solver->getNumCols(); |
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478 | double offset; |
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479 | solver->getDblParam(OsiObjOffset, offset); |
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480 | double fixedObj = -offset; |
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481 | int i; |
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482 | // may be possible |
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483 | double bestAtTarget = COIN_DBL_MAX; |
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484 | for (i = 0; i < numberColumns; i++) { |
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485 | if (size_ > 10000000 && (i % 100) == 0) |
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486 | COIN_DETAIL_PRINT(printf("column %d\n", i)); |
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487 | double lowerValue = lower[i]; |
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488 | assert (lowerValue == floor(lowerValue)); |
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489 | double cost = direction * objective[i]; |
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490 | fixedObj += lowerValue * cost; |
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491 | int gap = static_cast<int> (upper[i] - lowerValue); |
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492 | CoinBigIndex start = columnStart[i]; |
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493 | tryColumn(columnLength[i], row + start, element + start, cost, gap); |
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494 | if (cost_[target_] < bestAtTarget) { |
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495 | if (model_->messageHandler()->logLevel() > 1) |
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496 | printf("At column %d new best objective of %g\n", i, cost_[target_]); |
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497 | bestAtTarget = cost_[target_]; |
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498 | } |
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499 | } |
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500 | returnCode = 1; |
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501 | int needed = 0; |
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502 | double bestValue = COIN_DBL_MAX; |
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503 | int iBest = -1; |
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504 | if (algorithm_ == 0) { |
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505 | int numberActive = 0; |
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506 | for (i = 0; i < numberRows; i++) { |
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507 | int newRow = lookup_[i]; |
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508 | if (newRow >= 0) { |
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509 | if (rowLower[i] == rowUpper[i]) { |
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510 | needed += 1 << numberActive; |
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511 | numberActive++; |
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512 | } |
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513 | } |
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514 | } |
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515 | for (i = 0; i < size_; i++) { |
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516 | if ((i&needed) == needed) { |
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517 | // this one will do |
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518 | if (cost_[i] < bestValue) { |
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519 | bestValue = cost_[i]; |
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520 | iBest = i; |
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521 | } |
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522 | } |
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523 | } |
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524 | } else { |
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525 | int * lower = new int[numberActive_]; |
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526 | for (i = 0; i < numberRows; i++) { |
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527 | int newRow = lookup_[i]; |
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528 | if (newRow >= 0) { |
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529 | int gap = static_cast<int> (rowUpper[i] - CoinMax(0.0, rowLower[i])); |
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530 | lower[newRow] = rhs_[newRow] - gap; |
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531 | int numberBits = numberBits_[newRow]; |
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532 | int startBit = startBit_[newRow]; |
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533 | if (numberBits == 1 && !gap) { |
---|
534 | needed |= 1 << startBit; |
---|
535 | } |
---|
536 | } |
---|
537 | } |
---|
538 | for (i = 0; i < size_; i++) { |
---|
539 | if ((i&needed) == needed) { |
---|
540 | // this one may do |
---|
541 | bool good = true; |
---|
542 | for (int kk = 0; kk < numberActive_; kk++) { |
---|
543 | int numberBits = numberBits_[kk]; |
---|
544 | int startBit = startBit_[kk]; |
---|
545 | int size = 1 << numberBits; |
---|
546 | int start = 1 << startBit; |
---|
547 | int mask = start * (size - 1); |
---|
548 | int level = (i & mask) >> startBit; |
---|
549 | if (level < lower[kk]) { |
---|
550 | good = false; |
---|
551 | break; |
---|
552 | } |
---|
553 | } |
---|
554 | if (good && cost_[i] < bestValue) { |
---|
555 | bestValue = cost_[i]; |
---|
556 | iBest = i; |
---|
557 | } |
---|
558 | } |
---|
559 | } |
---|
560 | delete [] lower; |
---|
561 | } |
---|
562 | if (bestValue < COIN_DBL_MAX) { |
---|
563 | bestValue += fixedObj; |
---|
564 | if (model_->messageHandler()->logLevel() > 1) |
---|
565 | printf("Can get solution of %g\n", bestValue); |
---|
566 | if (bestValue < model_->getMinimizationObjValue()) { |
---|
567 | // set up solution |
---|
568 | betterSolution = new double[numberColumns]; |
---|
569 | memcpy(betterSolution, lower, numberColumns*sizeof(double)); |
---|
570 | while (iBest > 0) { |
---|
571 | int n = decodeBitPattern(iBest - back_[iBest], indices_, numberRows); |
---|
572 | // Search for cheapest |
---|
573 | double bestCost = COIN_DBL_MAX; |
---|
574 | int iColumn = -1; |
---|
575 | for (i = 0; i < numberColumns; i++) { |
---|
576 | if (n == columnLength[i]) { |
---|
577 | bool good = true; |
---|
578 | for (int j = columnStart[i]; |
---|
579 | j < columnStart[i] + columnLength[i]; j++) { |
---|
580 | int iRow = row[j]; |
---|
581 | double value = element[j]; |
---|
582 | int iValue = static_cast<int> (value); |
---|
583 | if (iValue != indices_[iRow]) { |
---|
584 | good = false; |
---|
585 | break; |
---|
586 | } |
---|
587 | } |
---|
588 | if (good && objective[i] < bestCost && betterSolution[i] < upper[i]) { |
---|
589 | bestCost = objective[i]; |
---|
590 | iColumn = i; |
---|
591 | } |
---|
592 | } |
---|
593 | } |
---|
594 | assert (iColumn >= 0); |
---|
595 | betterSolution[iColumn]++; |
---|
596 | assert (betterSolution[iColumn] <= upper[iColumn]); |
---|
597 | iBest = back_[iBest]; |
---|
598 | } |
---|
599 | } |
---|
600 | // paranoid check |
---|
601 | double * rowActivity = new double [numberRows]; |
---|
602 | memset(rowActivity, 0, numberRows*sizeof(double)); |
---|
603 | for (i = 0; i < numberColumns; i++) { |
---|
604 | int j; |
---|
605 | double value = betterSolution[i]; |
---|
606 | if (value) { |
---|
607 | for (j = columnStart[i]; |
---|
608 | j < columnStart[i] + columnLength[i]; j++) { |
---|
609 | int iRow = row[j]; |
---|
610 | rowActivity[iRow] += value * element[j]; |
---|
611 | } |
---|
612 | } |
---|
613 | } |
---|
614 | // check was feasible |
---|
615 | bool feasible = true; |
---|
616 | for (i = 0; i < numberRows; i++) { |
---|
617 | if (rowActivity[i] < rowLower[i]) { |
---|
618 | if (rowActivity[i] < rowLower[i] - 1.0e-8) |
---|
619 | feasible = false; |
---|
620 | } else if (rowActivity[i] > rowUpper[i]) { |
---|
621 | if (rowActivity[i] > rowUpper[i] + 1.0e-8) |
---|
622 | feasible = false; |
---|
623 | } |
---|
624 | } |
---|
625 | if (feasible) { |
---|
626 | if (model_->messageHandler()->logLevel() > 0) |
---|
627 | printf("** good solution of %g by dynamic programming\n", bestValue); |
---|
628 | } |
---|
629 | delete [] rowActivity; |
---|
630 | } |
---|
631 | gutsOfDelete(); |
---|
632 | } |
---|
633 | return returnCode; |
---|
634 | } |
---|
635 | /* Tries a column |
---|
636 | returns true if was used in making any changes. |
---|
637 | */ |
---|
638 | bool |
---|
639 | CbcFathomDynamicProgramming::tryColumn(int numberElements, const int * rows, |
---|
640 | const double * coefficients, double cost, |
---|
641 | int upper) |
---|
642 | { |
---|
643 | bool touched = false; |
---|
644 | int n = 0; |
---|
645 | if (algorithm_ == 0) { |
---|
646 | for (int j = 0; j < numberElements; j++) { |
---|
647 | int iRow = rows[j]; |
---|
648 | double value = coefficients[j]; |
---|
649 | int newRow = lookup_[iRow]; |
---|
650 | if (newRow < 0 || value > rhs_[newRow]) { |
---|
651 | n = 0; |
---|
652 | break; //can't use |
---|
653 | } else { |
---|
654 | indices_[n++] = newRow; |
---|
655 | } |
---|
656 | } |
---|
657 | if (n && upper) { |
---|
658 | touched = addOneColumn0(n, indices_, cost); |
---|
659 | } |
---|
660 | } else { |
---|
661 | for (int j = 0; j < numberElements; j++) { |
---|
662 | int iRow = rows[j]; |
---|
663 | double value = coefficients[j]; |
---|
664 | int iValue = static_cast<int> (value); |
---|
665 | int newRow = lookup_[iRow]; |
---|
666 | if (newRow < 0 || iValue > rhs_[newRow]) { |
---|
667 | n = 0; |
---|
668 | break; //can't use |
---|
669 | } else { |
---|
670 | coefficients_[n] = iValue; |
---|
671 | indices_[n++] = newRow; |
---|
672 | if (upper*iValue > rhs_[newRow]) { |
---|
673 | upper = rhs_[newRow] / iValue; |
---|
674 | } |
---|
675 | } |
---|
676 | } |
---|
677 | if (n) { |
---|
678 | if (algorithm_ == 1) { |
---|
679 | for (int k = 1; k <= upper; k++) { |
---|
680 | bool t = addOneColumn1(n, indices_, coefficients_, cost); |
---|
681 | if (t) |
---|
682 | touched = true; |
---|
683 | } |
---|
684 | } else { |
---|
685 | CoinSort_2(indices_, indices_ + n, coefficients_); |
---|
686 | for (int k = 1; k <= upper; k++) { |
---|
687 | bool t = addOneColumn1A(n, indices_, coefficients_, cost); |
---|
688 | if (t) |
---|
689 | touched = true; |
---|
690 | } |
---|
691 | } |
---|
692 | } |
---|
693 | } |
---|
694 | return touched; |
---|
695 | } |
---|
696 | /* Adds one column if type 0, |
---|
697 | returns true if was used in making any changes |
---|
698 | */ |
---|
699 | bool |
---|
700 | CbcFathomDynamicProgramming::addOneColumn0(int numberElements, const int * rows, |
---|
701 | double cost) |
---|
702 | { |
---|
703 | // build up mask |
---|
704 | int mask = 0; |
---|
705 | int i; |
---|
706 | for (i = 0; i < numberElements; i++) { |
---|
707 | int iRow = rows[i]; |
---|
708 | mask |= 1 << iRow; |
---|
709 | } |
---|
710 | bitPattern_ = mask; |
---|
711 | i = size_ - 1 - mask; |
---|
712 | bool touched = false; |
---|
713 | while (i >= 0) { |
---|
714 | int kMask = i & mask; |
---|
715 | if (kMask == 0) { |
---|
716 | double thisCost = cost_[i]; |
---|
717 | if (thisCost != COIN_DBL_MAX) { |
---|
718 | // possible |
---|
719 | double newCost = thisCost + cost; |
---|
720 | int next = i + mask; |
---|
721 | if (cost_[next] > newCost) { |
---|
722 | cost_[next] = newCost; |
---|
723 | back_[next] = i; |
---|
724 | touched = true; |
---|
725 | } |
---|
726 | } |
---|
727 | i--; |
---|
728 | } else { |
---|
729 | // we can skip some |
---|
730 | int k = (i&~mask); |
---|
731 | #ifdef CBC_DEBUG |
---|
732 | for (int j = i - 1; j > k; j--) { |
---|
733 | int jMask = j & mask; |
---|
734 | assert (jMask != 0); |
---|
735 | } |
---|
736 | #endif |
---|
737 | i = k; |
---|
738 | } |
---|
739 | } |
---|
740 | return touched; |
---|
741 | } |
---|
742 | /* Adds one attempt of one column of type 1, |
---|
743 | returns true if was used in making any changes. |
---|
744 | At present the user has to call it once for each possible value |
---|
745 | */ |
---|
746 | bool |
---|
747 | CbcFathomDynamicProgramming::addOneColumn1(int numberElements, const int * rows, |
---|
748 | const int * coefficients, double cost) |
---|
749 | { |
---|
750 | /* build up masks. |
---|
751 | a) mask for 1 rhs |
---|
752 | b) mask for addition |
---|
753 | c) mask so adding will overflow |
---|
754 | d) individual masks |
---|
755 | */ |
---|
756 | int mask1 = 0; |
---|
757 | int maskAdd = 0; |
---|
758 | int mask2 = 0; |
---|
759 | int i; |
---|
760 | int n2 = 0; |
---|
761 | int mask[40]; |
---|
762 | int adjust[40]; |
---|
763 | assert (numberElements <= 40); |
---|
764 | for (i = 0; i < numberElements; i++) { |
---|
765 | int iRow = rows[i]; |
---|
766 | int numberBits = numberBits_[iRow]; |
---|
767 | int startBit = startBit_[iRow]; |
---|
768 | if (numberBits == 1) { |
---|
769 | mask1 |= 1 << startBit; |
---|
770 | maskAdd |= 1 << startBit; |
---|
771 | mask2 |= 1 << startBit; |
---|
772 | } else { |
---|
773 | int value = coefficients[i]; |
---|
774 | int size = 1 << numberBits; |
---|
775 | int start = 1 << startBit; |
---|
776 | assert (value < size); |
---|
777 | maskAdd |= start * value; |
---|
778 | int gap = size - rhs_[iRow] - 1; |
---|
779 | assert (gap >= 0); |
---|
780 | int hi2 = rhs_[iRow] - value; |
---|
781 | if (hi2 < size - 1) |
---|
782 | hi2++; |
---|
783 | adjust[n2] = start * hi2; |
---|
784 | mask2 += start * gap; |
---|
785 | mask[n2++] = start * (size - 1); |
---|
786 | } |
---|
787 | } |
---|
788 | bitPattern_ = maskAdd; |
---|
789 | i = size_ - 1 - maskAdd; |
---|
790 | bool touched = false; |
---|
791 | while (i >= 0) { |
---|
792 | int kMask = i & mask1; |
---|
793 | if (kMask == 0) { |
---|
794 | bool good = true; |
---|
795 | for (int kk = n2 - 1; kk >= 0; kk--) { |
---|
796 | int iMask = mask[kk]; |
---|
797 | int jMask = iMask & mask2; |
---|
798 | int kkMask = iMask & i; |
---|
799 | kkMask += jMask; |
---|
800 | if (kkMask > iMask) { |
---|
801 | // we can skip some |
---|
802 | int k = (i&~iMask); |
---|
803 | k |= adjust[kk]; |
---|
804 | #ifdef CBC_DEBUG |
---|
805 | for (int j = i - 1; j > k; j--) { |
---|
806 | int jMask = j & mask1; |
---|
807 | if (jMask == 0) { |
---|
808 | bool good = true; |
---|
809 | for (int kk = n2 - 1; kk >= 0; kk--) { |
---|
810 | int iMask = mask[kk]; |
---|
811 | int jMask = iMask & mask2; |
---|
812 | int kkMask = iMask & i; |
---|
813 | kkMask += jMask; |
---|
814 | if (kkMask > iMask) { |
---|
815 | good = false; |
---|
816 | break; |
---|
817 | } |
---|
818 | } |
---|
819 | assert (!good); |
---|
820 | } |
---|
821 | } |
---|
822 | #endif |
---|
823 | i = k; |
---|
824 | good = false; |
---|
825 | break; |
---|
826 | } |
---|
827 | } |
---|
828 | if (good) { |
---|
829 | double thisCost = cost_[i]; |
---|
830 | if (thisCost != COIN_DBL_MAX) { |
---|
831 | // possible |
---|
832 | double newCost = thisCost + cost; |
---|
833 | int next = i + maskAdd; |
---|
834 | if (cost_[next] > newCost) { |
---|
835 | cost_[next] = newCost; |
---|
836 | back_[next] = i; |
---|
837 | touched = true; |
---|
838 | } |
---|
839 | } |
---|
840 | } |
---|
841 | i--; |
---|
842 | } else { |
---|
843 | // we can skip some |
---|
844 | // we can skip some |
---|
845 | int k = (i&~mask1); |
---|
846 | #ifdef CBC_DEBUG |
---|
847 | for (int j = i - 1; j > k; j--) { |
---|
848 | int jMask = j & mask1; |
---|
849 | assert (jMask != 0); |
---|
850 | } |
---|
851 | #endif |
---|
852 | i = k; |
---|
853 | } |
---|
854 | } |
---|
855 | return touched; |
---|
856 | } |
---|
857 | /* Adds one attempt of one column of type 1, |
---|
858 | returns true if was used in making any changes. |
---|
859 | At present the user has to call it once for each possible value |
---|
860 | This version is when there are enough 1 rhs to do faster |
---|
861 | */ |
---|
862 | bool |
---|
863 | CbcFathomDynamicProgramming::addOneColumn1A(int numberElements, const int * rows, |
---|
864 | const int * coefficients, double cost) |
---|
865 | { |
---|
866 | /* build up masks. |
---|
867 | a) mask for 1 rhs |
---|
868 | b) mask for addition |
---|
869 | c) mask so adding will overflow |
---|
870 | d) mask for non 1 rhs |
---|
871 | */ |
---|
872 | int maskA = 0; |
---|
873 | int maskAdd = 0; |
---|
874 | int maskC = 0; |
---|
875 | int maskD = 0; |
---|
876 | int i; |
---|
877 | for (i = 0; i < numberElements; i++) { |
---|
878 | int iRow = rows[i]; |
---|
879 | int numberBits = numberBits_[iRow]; |
---|
880 | int startBit = startBit_[iRow]; |
---|
881 | if (numberBits == 1) { |
---|
882 | maskA |= 1 << startBit; |
---|
883 | maskAdd |= 1 << startBit; |
---|
884 | } else { |
---|
885 | int value = coefficients[i]; |
---|
886 | int size = 1 << numberBits; |
---|
887 | int start = 1 << startBit; |
---|
888 | assert (value < size); |
---|
889 | maskAdd |= start * value; |
---|
890 | int gap = size - rhs_[iRow] + value - 1; |
---|
891 | assert (gap > 0 && gap <= size - 1); |
---|
892 | maskC |= start * gap; |
---|
893 | maskD |= start * (size - 1); |
---|
894 | } |
---|
895 | } |
---|
896 | bitPattern_ = maskAdd; |
---|
897 | int maskDiff = maskD - maskC; |
---|
898 | i = size_ - 1 - maskAdd; |
---|
899 | bool touched = false; |
---|
900 | if (!maskD) { |
---|
901 | // Just ones |
---|
902 | while (i >= 0) { |
---|
903 | int kMask = i & maskA; |
---|
904 | if (kMask == 0) { |
---|
905 | double thisCost = cost_[i]; |
---|
906 | if (thisCost != COIN_DBL_MAX) { |
---|
907 | // possible |
---|
908 | double newCost = thisCost + cost; |
---|
909 | int next = i + maskAdd; |
---|
910 | if (cost_[next] > newCost) { |
---|
911 | cost_[next] = newCost; |
---|
912 | back_[next] = i; |
---|
913 | touched = true; |
---|
914 | } |
---|
915 | } |
---|
916 | i--; |
---|
917 | } else { |
---|
918 | // we can skip some |
---|
919 | int k = (i&~maskA); |
---|
920 | i = k; |
---|
921 | } |
---|
922 | } |
---|
923 | } else { |
---|
924 | // More general |
---|
925 | while (i >= 0) { |
---|
926 | int kMask = i & maskA; |
---|
927 | if (kMask == 0) { |
---|
928 | int added = i & maskD; // just bits belonging to non 1 rhs |
---|
929 | added += maskC; // will overflow mask if bad |
---|
930 | added &= (~maskD); |
---|
931 | if (added == 0) { |
---|
932 | double thisCost = cost_[i]; |
---|
933 | if (thisCost != COIN_DBL_MAX) { |
---|
934 | // possible |
---|
935 | double newCost = thisCost + cost; |
---|
936 | int next = i + maskAdd; |
---|
937 | if (cost_[next] > newCost) { |
---|
938 | cost_[next] = newCost; |
---|
939 | back_[next] = i; |
---|
940 | touched = true; |
---|
941 | } |
---|
942 | } |
---|
943 | i--; |
---|
944 | } else { |
---|
945 | // we can skip some |
---|
946 | int k = i & ~ maskD; // clear all |
---|
947 | // Put back enough - but only below where we are |
---|
948 | int kk = (numberNonOne_ << 1) - 2; |
---|
949 | assert (rhs_[kk] > 1); |
---|
950 | int iMask = 0; |
---|
951 | for (; kk >= 0; kk -= 2) { |
---|
952 | iMask = 1 << startBit_[kk+1]; |
---|
953 | if ((added&iMask) != 0) { |
---|
954 | iMask--; |
---|
955 | break; |
---|
956 | } |
---|
957 | } |
---|
958 | assert (kk >= 0); |
---|
959 | iMask &= maskDiff; |
---|
960 | k |= iMask; |
---|
961 | assert (k < i); |
---|
962 | i = k; |
---|
963 | } |
---|
964 | } else { |
---|
965 | // we can skip some |
---|
966 | int k = (i&~maskA); |
---|
967 | i = k; |
---|
968 | } |
---|
969 | } |
---|
970 | } |
---|
971 | return touched; |
---|
972 | } |
---|
973 | // update model |
---|
974 | void CbcFathomDynamicProgramming::setModel(CbcModel * model) |
---|
975 | { |
---|
976 | model_ = model; |
---|
977 | type_ = checkPossible(); |
---|
978 | } |
---|
979 | // Gets bit pattern from original column |
---|
980 | int CbcFathomDynamicProgramming::bitPattern(int numberElements, const int * rows, |
---|
981 | const int * coefficients) |
---|
982 | { |
---|
983 | int i; |
---|
984 | int mask = 0; |
---|
985 | switch (algorithm_) { |
---|
986 | // just ones |
---|
987 | case 0: |
---|
988 | for (i = 0; i < numberElements; i++) { |
---|
989 | int iRow = rows[i]; |
---|
990 | iRow = lookup_[iRow]; |
---|
991 | if (iRow >= 0) |
---|
992 | mask |= 1 << iRow; |
---|
993 | } |
---|
994 | break; |
---|
995 | // |
---|
996 | case 1: |
---|
997 | case 2: |
---|
998 | for (i = 0; i < numberElements; i++) { |
---|
999 | int iRow = rows[i]; |
---|
1000 | iRow = lookup_[iRow]; |
---|
1001 | if (iRow >= 0) { |
---|
1002 | int startBit = startBit_[iRow]; |
---|
1003 | int value = coefficients[i]; |
---|
1004 | int start = 1 << startBit; |
---|
1005 | mask |= start * value; |
---|
1006 | } |
---|
1007 | } |
---|
1008 | break; |
---|
1009 | } |
---|
1010 | return mask; |
---|
1011 | } |
---|
1012 | // Fills in original column (dense) from bit pattern |
---|
1013 | int CbcFathomDynamicProgramming::decodeBitPattern(int bitPattern, |
---|
1014 | int * values, |
---|
1015 | int numberRows) |
---|
1016 | { |
---|
1017 | int i; |
---|
1018 | int n = 0; |
---|
1019 | switch (algorithm_) { |
---|
1020 | // just ones |
---|
1021 | case 0: |
---|
1022 | for (i = 0; i < numberRows; i++) { |
---|
1023 | values[i] = 0; |
---|
1024 | int iRow = lookup_[i]; |
---|
1025 | if (iRow >= 0) { |
---|
1026 | if ((bitPattern&(1 << iRow)) != 0) { |
---|
1027 | values[i] = 1; |
---|
1028 | n++; |
---|
1029 | } |
---|
1030 | } |
---|
1031 | } |
---|
1032 | break; |
---|
1033 | // |
---|
1034 | case 1: |
---|
1035 | case 2: |
---|
1036 | for (i = 0; i < numberRows; i++) { |
---|
1037 | values[i] = 0; |
---|
1038 | int iRow = lookup_[i]; |
---|
1039 | if (iRow >= 0) { |
---|
1040 | int startBit = startBit_[iRow]; |
---|
1041 | int numberBits = numberBits_[iRow]; |
---|
1042 | int iValue = bitPattern >> startBit; |
---|
1043 | iValue &= ((1 << numberBits) - 1); |
---|
1044 | if (iValue) { |
---|
1045 | values[i] = iValue; |
---|
1046 | n++; |
---|
1047 | } |
---|
1048 | } |
---|
1049 | } |
---|
1050 | break; |
---|
1051 | } |
---|
1052 | return n; |
---|
1053 | } |
---|
1054 | |
---|
1055 | |
---|