1 | /* |
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2 | Copyright (C) 2007, Lou Hafer, International Business Machines Corporation |
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3 | and others. All Rights Reserved. |
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4 | |
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5 | This code is licensed under the terms of the Eclipse Public License (EPL). |
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6 | |
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7 | $Id: CbcGenBaB.cpp 1899 2013-04-09 18:12:08Z tkr $ |
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8 | */ |
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9 | /* |
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10 | This file is part of cbc-generic. |
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11 | */ |
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12 | |
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13 | #include <iostream> |
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14 | |
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15 | #include "CoinTime.hpp" |
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16 | |
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17 | #include "OsiSolverInterface.hpp" |
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18 | #include "OsiChooseVariable.hpp" |
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19 | |
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20 | #include "CglPreProcess.hpp" |
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21 | |
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22 | #include "CbcModel.hpp" |
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23 | #include "CbcCutGenerator.hpp" |
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24 | #include "CbcBranchActual.hpp" |
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25 | #include "CbcStrategy.hpp" |
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26 | |
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27 | #include "CbcGenCtlBlk.hpp" |
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28 | #include "CbcGenParam.hpp" |
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29 | #include "CbcGenCbcParam.hpp" |
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30 | |
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31 | #define CBC_TRACK_SOLVERS 1 |
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32 | // #define COIN_CBC_VERBOSITY 5 |
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33 | |
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34 | /* |
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35 | The support functions for the main branch-and-cut action routine. |
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36 | */ |
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37 | |
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38 | namespace { |
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39 | |
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40 | char svnid[] = "$Id: CbcGenBaB.cpp 1899 2013-04-09 18:12:08Z tkr $" ; |
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41 | |
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42 | /* |
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43 | A hack to fix variables based on reduced cost prior to branch-and-cut. Note |
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44 | that we're *not* looking at the integrality gap here. Given the reduced costs |
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45 | of the root relaxation, we're simply placing a bet that variables with really |
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46 | unfavourable reduced costs that are at their most favourable bound in the |
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47 | root relaxation will never move from that bound. |
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48 | |
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49 | For the standard OsiSolverInterface, this requires a bit of effort as the |
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50 | solution and bounds arrays are const and the functions to change them have |
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51 | incompatible interfaces. |
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52 | */ |
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53 | |
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54 | void reducedCostHack (OsiSolverInterface *osi, double threshold) |
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55 | |
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56 | { |
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57 | int numCols = osi->getNumCols() ; |
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58 | int i ; |
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59 | const double *lower = osi->getColLower() ; |
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60 | const double *upper = osi->getColUpper() ; |
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61 | const double *solution = osi->getColSolution() ; |
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62 | const double *dj = osi->getReducedCost() ; |
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63 | /* |
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64 | First task: scan the columns looking for variables that are at their |
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65 | favourable bound and have reduced cost that exceeds the threshold. Remember |
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66 | the column index and the value. |
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67 | */ |
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68 | double *chgBnds = new double [numCols] ; |
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69 | int *chgCols = new int [numCols] ; |
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70 | |
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71 | int numFixed = 0 ; |
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72 | for (i = 0 ; i < numCols ; i++) { |
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73 | if (osi->isInteger(i)) { |
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74 | double value = solution[i] ; |
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75 | if (value < lower[i] + 1.0e-5 && dj[i] > threshold) { |
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76 | chgCols[numFixed] = i ; |
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77 | chgBnds[numFixed] = lower[i] ; |
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78 | numFixed++ ; |
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79 | } else if (value > upper[i] - 1.0e-5 && dj[i] < -threshold) { |
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80 | chgCols[numFixed] = i ; |
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81 | chgBnds[numFixed] = upper[i] ; |
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82 | numFixed++ ; |
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83 | } |
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84 | } |
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85 | } |
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86 | /* |
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87 | Second task: For variables that we want to fix, we need to: |
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88 | * Prepare an array with the new lower and upper bounds for variables that |
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89 | will be fixed. setColSetBounds requires an array with column indices and |
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90 | an array with new values for both bounds. |
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91 | * Set the correct value in a copy of the current solution. setColSolution |
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92 | requires a complete solution. |
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93 | */ |
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94 | if (numFixed > 0) { |
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95 | double *newSoln = CoinCopyOfArray(solution, numCols) ; |
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96 | double *newBnds = new double [2*numFixed] ; |
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97 | double *bndPtr = &newBnds[0] ; |
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98 | for (i = 0 ; i < numFixed ; i++) { |
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99 | int j = chgCols[i] ; |
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100 | double val = chgBnds[i] ; |
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101 | *bndPtr++ = val ; |
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102 | *bndPtr++ = val ; |
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103 | newSoln[j] = val ; |
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104 | } |
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105 | osi->setColSetBounds(&chgCols[0], &chgCols[numFixed], &newBnds[0]) ; |
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106 | osi->setColSolution(&newSoln[0]) ; |
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107 | |
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108 | std::cout |
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109 | << "Reduced cost fixing prior to B&C: " << numFixed |
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110 | << " columns fixed." << std::endl ; |
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111 | |
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112 | delete[] newSoln ; |
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113 | delete[] newBnds ; |
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114 | } |
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115 | |
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116 | delete[] chgBnds ; |
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117 | delete[] chgCols ; |
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118 | |
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119 | return ; |
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120 | } |
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121 | |
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122 | /* |
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123 | Helper routine to solve a continuous relaxation and print something |
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124 | intelligent when the result is other than optimal. Returns true if the |
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125 | result is optimal, false otherwise. |
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126 | */ |
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127 | |
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128 | bool solveRelaxation (CbcModel *model) |
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129 | |
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130 | { |
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131 | OsiSolverInterface *osi = model->solver() ; |
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132 | |
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133 | model->initialSolve() ; |
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134 | |
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135 | if (!(osi->isProvenOptimal())) { |
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136 | bool reason = false ; |
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137 | if (osi->isProvenPrimalInfeasible()) { |
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138 | std::cout |
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139 | << "Continuous relaxation is primal infeasible." << std::endl ; |
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140 | reason = true ; |
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141 | } |
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142 | if (osi->isProvenDualInfeasible()) { |
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143 | std::cout |
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144 | << "Continuous relaxation is dual infeasible." << std::endl ; |
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145 | reason = true ; |
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146 | } |
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147 | if (osi->isIterationLimitReached()) { |
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148 | std::cout |
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149 | << "Continuous solver reached iteration limit." << std::endl ; |
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150 | reason = true ; |
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151 | } |
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152 | if (osi->isAbandoned()) { |
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153 | std::cout |
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154 | << "Continuous solver abandoned the problem." << std::endl ; |
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155 | reason = true ; |
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156 | } |
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157 | if (reason == false) { |
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158 | std::cout |
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159 | << "Continuous solver failed for unknown reason." << std::endl ; |
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160 | } |
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161 | return (false) ; |
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162 | } |
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163 | |
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164 | return (true) ; |
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165 | } |
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166 | |
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167 | |
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168 | /* |
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169 | Helper routine to establish a priority vector. |
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170 | */ |
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171 | |
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172 | void setupPriorities (CbcModel *model, CbcGenCtlBlk::BPControl how) |
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173 | |
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174 | { |
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175 | int numCols = model->getNumCols() ; |
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176 | int *sort = new int[numCols] ; |
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177 | double *dsort = new double[numCols] ; |
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178 | int *priority = new int[numCols] ; |
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179 | const double *objective = model->getObjCoefficients() ; |
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180 | int iColumn ; |
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181 | int n = 0 ; |
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182 | bool priorityOK = true ; |
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183 | |
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184 | for (iColumn = 0 ; iColumn < numCols ; iColumn++) { |
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185 | if (model->isInteger(iColumn)) { |
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186 | sort[n] = n ; |
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187 | if (how == CbcGenCtlBlk::BPCost) { |
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188 | dsort[n++] = -objective[iColumn] ; |
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189 | } else if (how == CbcGenCtlBlk::BPOrder) { |
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190 | dsort[n++] = iColumn ; |
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191 | } else { |
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192 | std::cerr |
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193 | << "setupPriorities: Unrecognised priority specification." |
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194 | << std::endl ; |
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195 | priorityOK = false ; |
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196 | } |
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197 | } |
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198 | } |
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199 | |
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200 | if (priorityOK) { |
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201 | CoinSort_2(dsort, dsort + n, sort) ; |
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202 | |
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203 | int level = 0 ; |
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204 | double last = -1.0e100 ; |
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205 | for (int i = 0 ; i < n ; i++) { |
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206 | int iPut = sort[i] ; |
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207 | if (dsort[i] != last) { |
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208 | level++ ; |
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209 | last = dsort[i] ; |
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210 | } |
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211 | priority[iPut] = level ; |
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212 | } |
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213 | |
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214 | model->passInPriorities(priority, false) ; |
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215 | } |
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216 | |
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217 | delete [] priority ; |
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218 | delete [] sort ; |
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219 | delete [] dsort ; |
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220 | |
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221 | return ; |
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222 | } |
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223 | |
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224 | |
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225 | /* |
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226 | Helper routine to install a batch of heuristics. Each call to getXXXHeuristic |
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227 | will return a pointer to the heuristic object in gen iff the heuristic is |
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228 | enabled. |
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229 | */ |
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230 | |
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231 | void installHeuristics (CbcGenCtlBlk *ctlBlk, CbcModel *model) |
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232 | |
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233 | { |
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234 | CbcGenCtlBlk::CGControl action ; |
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235 | CbcHeuristic *gen ; |
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236 | CbcTreeLocal *localTree ; |
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237 | /* |
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238 | FPump goes first because it only works before there's a solution. |
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239 | */ |
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240 | action = ctlBlk->getFPump(gen, model) ; |
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241 | if (action != CbcGenCtlBlk::CGOff) { |
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242 | model->addHeuristic(gen, "FPump") ; |
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243 | } |
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244 | action = ctlBlk->getRounding(gen, model) ; |
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245 | if (action != CbcGenCtlBlk::CGOff) { |
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246 | model->addHeuristic(gen, "Rounding") ; |
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247 | } |
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248 | action = ctlBlk->getCombine(gen, model) ; |
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249 | if (action != CbcGenCtlBlk::CGOff) { |
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250 | model->addHeuristic(gen, "Combine") ; |
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251 | } |
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252 | action = ctlBlk->getGreedyCover(gen, model) ; |
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253 | if (action != CbcGenCtlBlk::CGOff) { |
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254 | model->addHeuristic(gen, "GCov") ; |
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255 | } |
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256 | action = ctlBlk->getGreedyEquality(gen, model) ; |
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257 | if (action != CbcGenCtlBlk::CGOff) { |
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258 | model->addHeuristic(gen, "GEq") ; |
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259 | } |
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260 | /* |
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261 | This one's a bit different. We acquire the local tree and install it in the |
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262 | model. |
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263 | */ |
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264 | action = ctlBlk->getTreeLocal(localTree, model) ; |
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265 | if (action != CbcGenCtlBlk::CGOff) { |
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266 | model->passInTreeHandler(*localTree) ; |
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267 | } |
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268 | |
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269 | return ; |
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270 | } |
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271 | |
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272 | |
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273 | /* |
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274 | Helper routine to install cut generators. |
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275 | |
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276 | I need to install the new lift-and-project generator (LandP). Also need to |
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277 | figure out stored cuts. |
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278 | */ |
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279 | |
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280 | void installCutGenerators (CbcGenCtlBlk *ctlBlk, CbcModel *model) |
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281 | |
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282 | { |
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283 | int switches[20] ; |
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284 | int genCnt = 0 ; |
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285 | CbcGenCtlBlk::CGControl action ; |
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286 | CglCutGenerator *gen ; |
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287 | |
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288 | /* |
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289 | The magic numbers for the howOften parameter that determines how often the |
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290 | generator is invoked. -100 is disabled, -99 is root only, -98 will stay |
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291 | active only so long as it generates cuts that improve the objective. A value |
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292 | 1 <= k <= 90 means the generator will be called every k nodes. If k is |
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293 | negative, then it can be switched off if unproductive. If k is positive, |
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294 | it'll carry on regardless. |
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295 | */ |
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296 | int howOften[CbcGenCtlBlk::CGMarker] ; |
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297 | howOften[CbcGenCtlBlk::CGOff] = -100 ; |
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298 | howOften[CbcGenCtlBlk::CGOn] = -1 ; |
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299 | howOften[CbcGenCtlBlk::CGRoot] = -99 ; |
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300 | howOften[CbcGenCtlBlk::CGIfMove] = -98 ; |
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301 | howOften[CbcGenCtlBlk::CGForceOn] = 1 ; |
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302 | howOften[CbcGenCtlBlk::CGForceBut] = 1 ; |
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303 | |
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304 | /* |
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305 | A negative value for rowCuts means that the specified actions happen only at |
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306 | the root. |
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307 | */ |
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308 | action = ctlBlk->getProbing(gen) ; |
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309 | if (action != CbcGenCtlBlk::CGOff) { |
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310 | if (action == CbcGenCtlBlk::CGForceBut) { |
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311 | CglProbing *probingGen = dynamic_cast<CglProbing *>(gen) ; |
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312 | probingGen->setRowCuts(-3) ; |
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313 | } |
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314 | model->addCutGenerator(gen, howOften[action], "Probing") ; |
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315 | switches[genCnt++] = 0 ; |
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316 | } |
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317 | action = ctlBlk->getGomory(gen) ; |
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318 | if (action != CbcGenCtlBlk::CGOff) { |
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319 | model->addCutGenerator(gen, howOften[action], "Gomory") ; |
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320 | switches[genCnt++] = -1 ; |
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321 | } |
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322 | action = ctlBlk->getKnapsack(gen) ; |
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323 | if (action != CbcGenCtlBlk::CGOff) { |
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324 | model->addCutGenerator(gen, howOften[action], "Knapsack") ; |
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325 | switches[genCnt++] = 0 ; |
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326 | } |
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327 | action = ctlBlk->getRedSplit(gen) ; |
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328 | if (action != CbcGenCtlBlk::CGOff) { |
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329 | model->addCutGenerator(gen, howOften[action], "RedSplit") ; |
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330 | switches[genCnt++] = 1 ; |
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331 | } |
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332 | action = ctlBlk->getClique(gen) ; |
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333 | if (action != CbcGenCtlBlk::CGOff) { |
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334 | model->addCutGenerator(gen, howOften[action], "Clique") ; |
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335 | switches[genCnt++] = 0 ; |
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336 | } |
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337 | action = ctlBlk->getMir(gen) ; |
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338 | if (action != CbcGenCtlBlk::CGOff) { |
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339 | model->addCutGenerator(gen, howOften[action], "MIR2") ; |
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340 | switches[genCnt++] = -1 ; |
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341 | } |
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342 | action = ctlBlk->getFlow(gen) ; |
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343 | if (action != CbcGenCtlBlk::CGOff) { |
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344 | model->addCutGenerator(gen, howOften[action], "Flow") ; |
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345 | switches[genCnt++] = 1 ; |
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346 | } |
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347 | action = ctlBlk->getTwomir(gen) ; |
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348 | if (action != CbcGenCtlBlk::CGOff) { |
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349 | model->addCutGenerator(gen, howOften[action], "2-MIR") ; |
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350 | switches[genCnt++] = 1 ; |
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351 | } |
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352 | /* |
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353 | Set control parameters on cut generators. cutDepth says `use this generator |
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354 | when (depth in tree) mod cutDepth == 0'. setSwitchOffIfLessThan says `switch |
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355 | this generator off if the number of cuts at the root is less than the given |
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356 | value'. Sort of. I need to document the magic numbers for howOften , etc. |
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357 | */ |
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358 | genCnt = model->numberCutGenerators() ; |
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359 | int iGen ; |
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360 | for (iGen = 0 ; iGen < genCnt ; iGen++) { |
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361 | CbcCutGenerator *generator = model->cutGenerator(iGen) ; |
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362 | int howOften = generator->howOften() ; |
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363 | if (howOften == -98 || howOften == -99) { |
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364 | generator->setSwitchOffIfLessThan(switches[iGen]) ; |
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365 | } |
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366 | generator->setTiming(true) ; |
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367 | int cutDepth = ctlBlk->getCutDepth() ; |
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368 | if (cutDepth >= 0) { |
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369 | generator->setWhatDepth(cutDepth) ; |
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370 | } |
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371 | } |
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372 | /* |
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373 | Now some additional control parameters that affect cut generation activity. |
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374 | |
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375 | Minimum drop is the minimum objective degradation required to continue with |
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376 | cut passes. We want at least .05 unless the objective is tiny, in which |
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377 | case we'll drop down to a floor of .0001. |
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378 | */ |
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379 | { |
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380 | double objFrac = fabs(model->getMinimizationObjValue()) * .001 + .0001 ; |
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381 | double minDrop = CoinMin(.05, objFrac) ; |
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382 | model->setMinimumDrop(minDrop) ; |
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383 | } |
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384 | /* |
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385 | Set the maximum number of rounds of cut generation at the root and at nodes |
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386 | in the tree. If the value is positive, cut generation will terminate early |
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387 | if the objective degradation doesn't meet the minimum drop requirement. If |
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388 | the value is negatie, minimum drop is not considered. |
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389 | |
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390 | At the root, for small problems, push for 100 passes (really we're betting |
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391 | that we'll stop because no cuts were generated). For medium size problems, |
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392 | the same but say we can quit if we're not achieving the minimum drop. For |
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393 | big problems, cut the number of rounds to 20. The user may have expressed |
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394 | an opinion; if so, it's already set. |
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395 | |
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396 | Once we're in the tree, aim for one pass per activation. |
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397 | */ |
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398 | if (ctlBlk->setByUser_[CbcCbcParam::CUTPASS] == false) { |
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399 | int numCols = model->getNumCols() ; |
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400 | if (numCols < 500) |
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401 | model->setMaximumCutPassesAtRoot(-100) ; |
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402 | else if (numCols < 5000) |
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403 | model->setMaximumCutPassesAtRoot(100) ; |
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404 | else |
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405 | model->setMaximumCutPassesAtRoot(20) ; |
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406 | } |
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407 | |
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408 | model->setMaximumCutPasses(1) ; |
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409 | |
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410 | return ; |
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411 | } |
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412 | |
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413 | /* |
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414 | Install `objects' (integers, SOS sets, etc.) in the OSI. Cribbed from |
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415 | CoinSolve 061216 and subjected to moderate rewriting. A substantial amount |
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416 | of code that's only relevant for AMPL has been deleted. We're only supporting |
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417 | OsiObjects in cbc-generic. |
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418 | */ |
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419 | |
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420 | void setupObjects (OsiSolverInterface *osi, |
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421 | bool didIPP, CglPreProcess *ippObj) |
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422 | |
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423 | { |
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424 | int numInts = osi->getNumIntegers() ; |
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425 | int numObjs = osi->numberObjects() ; |
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426 | /* |
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427 | Does this OSI have defined objects already? If not, we'd best define the |
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428 | basic integer objects. |
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429 | */ |
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430 | if (numInts == 0 || numObjs == 0) { |
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431 | osi->findIntegers(false) ; |
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432 | numInts = osi->getNumIntegers() ; |
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433 | numObjs = osi->numberObjects() ; |
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434 | } |
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435 | /* |
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436 | If we did preprocessing and discovered SOS sets, create SOS objects and |
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437 | install them in the OSI. The priority of SOS objects is set so that larger |
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438 | sets have higher (lower numeric value) priority. The priority of the |
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439 | original objects is reset to be lower than the priority of any SOS object. |
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440 | Since the SOS objects are copied into the OSI, we need to delete our |
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441 | originals once they've been installed. |
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442 | |
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443 | It's not clear to me that this is the right thing to do, particularly if |
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444 | the OSI comes equipped with complex objects. -- lh, 061216 -- |
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445 | */ |
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446 | if (didIPP && ippObj->numberSOS()) { |
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447 | OsiObject **oldObjs = osi->objects() ; |
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448 | int numCols = osi->getNumCols() ; |
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449 | |
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450 | for (int iObj = 0 ; iObj < numObjs ; iObj++) { |
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451 | oldObjs[iObj]->setPriority(numCols + 1) ; |
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452 | } |
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453 | |
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454 | int numSOS = ippObj->numberSOS() ; |
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455 | OsiObject **sosObjs = new OsiObject *[numSOS] ; |
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456 | const int *starts = ippObj->startSOS() ; |
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457 | const int *which = ippObj->whichSOS() ; |
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458 | const int *type = ippObj->typeSOS() ; |
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459 | const double *weight = ippObj->weightSOS() ; |
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460 | int iSOS ; |
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461 | for (iSOS = 0 ; iSOS < numSOS ; iSOS++) { |
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462 | int iStart = starts[iSOS] ; |
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463 | int sosLen = starts[iSOS+1] - iStart ; |
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464 | sosObjs[iSOS] = |
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465 | new OsiSOS(osi, sosLen, which + iStart, weight + iStart, type[iSOS]) ; |
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466 | sosObjs[iSOS]->setPriority(numCols - sosLen) ; |
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467 | } |
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468 | osi->addObjects(numSOS, sosObjs) ; |
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469 | |
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470 | for (iSOS = 0 ; iSOS < numSOS ; iSOS++) |
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471 | delete sosObjs[iSOS] ; |
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472 | delete [] sosObjs ; |
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473 | } |
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474 | |
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475 | return ; |
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476 | } |
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477 | |
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478 | } // end local namespace |
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479 | |
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480 | |
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481 | namespace CbcGenParamUtils { |
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482 | |
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483 | /* |
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484 | Run branch-and-cut. |
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485 | */ |
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486 | |
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487 | int doBaCParam (CoinParam *param) |
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488 | |
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489 | { |
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490 | assert (param != 0) ; |
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491 | CbcGenParam *genParam = dynamic_cast<CbcGenParam *>(param) ; |
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492 | assert (genParam != 0) ; |
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493 | CbcGenCtlBlk *ctlBlk = genParam->obj() ; |
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494 | assert (ctlBlk != 0) ; |
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495 | CbcModel *model = ctlBlk->model_ ; |
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496 | assert (model != 0) ; |
---|
497 | /* |
---|
498 | Setup to return nonfatal/fatal error (1/-1) by default. |
---|
499 | */ |
---|
500 | int retval ; |
---|
501 | if (CoinParamUtils::isInteractive()) { |
---|
502 | retval = 1 ; |
---|
503 | } else { |
---|
504 | retval = -1 ; |
---|
505 | } |
---|
506 | ctlBlk->setBaBStatus(CbcGenCtlBlk::BACAbandon, CbcGenCtlBlk::BACmInvalid, |
---|
507 | CbcGenCtlBlk::BACwNotStarted, false, 0) ; |
---|
508 | /* |
---|
509 | We ain't gonna do squat without a good model. |
---|
510 | */ |
---|
511 | if (!ctlBlk->goodModel_) { |
---|
512 | std::cout << "** Current model not valid!" << std::endl ; |
---|
513 | return (retval) ; |
---|
514 | } |
---|
515 | /* |
---|
516 | Start the clock ticking. |
---|
517 | */ |
---|
518 | double time1 = CoinCpuTime() ; |
---|
519 | double time2 ; |
---|
520 | /* |
---|
521 | Create a clone of the model which we can modify with impunity. Extract |
---|
522 | the underlying solver for convenient access. |
---|
523 | */ |
---|
524 | CbcModel babModel(*model) ; |
---|
525 | OsiSolverInterface *babSolver = babModel.solver() ; |
---|
526 | assert (babSolver != 0) ; |
---|
527 | # if CBC_TRACK_SOLVERS > 0 |
---|
528 | std::cout |
---|
529 | << "doBaCParam: initial babSolver is " |
---|
530 | << std::hex << babSolver << std::dec |
---|
531 | << ", log level " << babSolver->messageHandler()->logLevel() |
---|
532 | << "." << std::endl ; |
---|
533 | # endif |
---|
534 | /* |
---|
535 | Solve the root relaxation. Bail unless it solves to optimality. |
---|
536 | */ |
---|
537 | if (!solveRelaxation(&babModel)) { |
---|
538 | ctlBlk->setBaBStatus(&babModel, CbcGenCtlBlk::BACwBareRoot) ; |
---|
539 | return (0) ; |
---|
540 | } |
---|
541 | # if COIN_CBC_VERBOSITY > 0 |
---|
542 | std::cout |
---|
543 | << "doBaCParam: initial relaxation z = " |
---|
544 | << babSolver->getObjValue() << "." << std::endl ; |
---|
545 | # endif |
---|
546 | /* |
---|
547 | Are we up for fixing variables based on reduced cost alone? |
---|
548 | */ |
---|
549 | if (ctlBlk->djFix_.action_ == true) { |
---|
550 | reducedCostHack(babSolver, ctlBlk->djFix_.threshold_) ; |
---|
551 | } |
---|
552 | /* |
---|
553 | Time to consider preprocessing. We'll do a bit of setup before getting to |
---|
554 | the meat of the issue. |
---|
555 | |
---|
556 | preIppSolver will hold a clone of the unpreprocessed constraint system. |
---|
557 | We'll need it when we postprocess. ippSolver holds the preprocessed |
---|
558 | constraint system. Again, we clone it and give the clone to babModel for |
---|
559 | B&C. Presumably we need an unmodified copy of the preprocessed system to |
---|
560 | do postprocessing, but the copy itself is hidden inside the preprocess |
---|
561 | object. |
---|
562 | */ |
---|
563 | OsiSolverInterface *preIppSolver = 0 ; |
---|
564 | CglPreProcess ippObj ; |
---|
565 | bool didIPP = false ; |
---|
566 | |
---|
567 | int numberChanged = 0 ; |
---|
568 | int numberOriginalColumns = babSolver->getNumCols() ; |
---|
569 | CbcGenCtlBlk::IPPControl ippAction = ctlBlk->getIPPAction() ; |
---|
570 | |
---|
571 | if (!(ippAction == CbcGenCtlBlk::IPPOff || |
---|
572 | ippAction == CbcGenCtlBlk::IPPStrategy)) { |
---|
573 | double timeLeft = babModel.getMaximumSeconds() ; |
---|
574 | preIppSolver = babSolver->clone() ; |
---|
575 | OsiSolverInterface *ippSolver ; |
---|
576 | # if CBC_TRACK_SOLVERS > 0 |
---|
577 | std::cout |
---|
578 | << "doBaCParam: clone made prior to IPP is " |
---|
579 | << std::hex << preIppSolver << std::dec |
---|
580 | << ", log level " << preIppSolver->messageHandler()->logLevel() |
---|
581 | << "." << std::endl ; |
---|
582 | # endif |
---|
583 | |
---|
584 | preIppSolver->setHintParam(OsiDoInBranchAndCut, true, OsiHintDo) ; |
---|
585 | ippObj.messageHandler()->setLogLevel(babModel.logLevel()) ; |
---|
586 | |
---|
587 | CglProbing probingGen ; |
---|
588 | probingGen.setUsingObjective(true) ; |
---|
589 | probingGen.setMaxPass(3) ; |
---|
590 | probingGen.setMaxProbeRoot(preIppSolver->getNumCols()) ; |
---|
591 | probingGen.setMaxElements(100) ; |
---|
592 | probingGen.setMaxLookRoot(50) ; |
---|
593 | probingGen.setRowCuts(3) ; |
---|
594 | ippObj.addCutGenerator(&probingGen) ; |
---|
595 | /* |
---|
596 | For preProcessNonDefault, the 2nd parameter controls the conversion of |
---|
597 | clique and SOS constraints. 0 does nothing, -1 converts <= to ==, and |
---|
598 | 2 and 3 form SOS sets under strict and not-so-strict conditions, |
---|
599 | respectively. |
---|
600 | */ |
---|
601 | int convert = 0 ; |
---|
602 | if (ippAction == CbcGenCtlBlk::IPPEqual) { |
---|
603 | convert = -1 ; |
---|
604 | } else if (ippAction == CbcGenCtlBlk::IPPEqualAll) { |
---|
605 | convert = -2 ; |
---|
606 | } else if (ippAction == CbcGenCtlBlk::IPPSOS) { |
---|
607 | convert = 2 ; |
---|
608 | } else if (ippAction == CbcGenCtlBlk::IPPTrySOS) { |
---|
609 | convert = 3 ; |
---|
610 | } |
---|
611 | |
---|
612 | ippSolver = ippObj.preProcessNonDefault(*preIppSolver, convert, 10) ; |
---|
613 | # if CBC_TRACK_SOLVERS > 0 |
---|
614 | std::cout |
---|
615 | << "doBaCParam: solver returned from IPP is " |
---|
616 | << std::hex << ippSolver << std::dec ; |
---|
617 | if (ippSolver) { |
---|
618 | std::cout |
---|
619 | << ", log level " << ippSolver->messageHandler()->logLevel() ; |
---|
620 | } |
---|
621 | std::cout << "." << std::endl ; |
---|
622 | # endif |
---|
623 | /* |
---|
624 | ippSolver == 0 is success of a sort --- integer preprocess has found the |
---|
625 | problem to be infeasible or unbounded. Need to think about how to indicate |
---|
626 | status. |
---|
627 | */ |
---|
628 | if (!ippSolver) { |
---|
629 | std::cout |
---|
630 | << "Integer preprocess says infeasible or unbounded" << std::endl ; |
---|
631 | delete preIppSolver ; |
---|
632 | ctlBlk->setBaBStatus(&babModel, CbcGenCtlBlk::BACwIPP) ; |
---|
633 | return (0) ; |
---|
634 | } |
---|
635 | # if COIN_CBC_VERBOSITY > 0 |
---|
636 | else { |
---|
637 | std::cout |
---|
638 | << "After integer preprocessing, model has " |
---|
639 | << ippSolver->getNumRows() |
---|
640 | << " rows, " << ippSolver->getNumCols() << " columns, and " |
---|
641 | << ippSolver->getNumElements() << " elements." << std::endl ; |
---|
642 | } |
---|
643 | # endif |
---|
644 | |
---|
645 | preIppSolver->setHintParam(OsiDoInBranchAndCut, false, OsiHintDo) ; |
---|
646 | ippSolver->setHintParam(OsiDoInBranchAndCut, false, OsiHintDo) ; |
---|
647 | |
---|
648 | if (ippAction == CbcGenCtlBlk::IPPSave) { |
---|
649 | ippSolver->writeMps("presolved", "mps", 1.0) ; |
---|
650 | std::cout |
---|
651 | << "Integer preprocessed model written to `presolved.mps' " |
---|
652 | << "as minimisation problem." << std::endl ; |
---|
653 | } |
---|
654 | |
---|
655 | OsiSolverInterface *osiTmp = ippSolver->clone() ; |
---|
656 | babModel.assignSolver(osiTmp) ; |
---|
657 | babSolver = babModel.solver() ; |
---|
658 | # if CBC_TRACK_SOLVERS > 0 |
---|
659 | std::cout |
---|
660 | << "doBaCParam: clone of IPP solver passed to babModel is " |
---|
661 | << std::hex << babSolver << std::dec |
---|
662 | << ", log level " << babSolver->messageHandler()->logLevel() |
---|
663 | << "." << std::endl ; |
---|
664 | # endif |
---|
665 | if (!solveRelaxation(&babModel)) { |
---|
666 | delete preIppSolver ; |
---|
667 | ctlBlk->setBaBStatus(&babModel, CbcGenCtlBlk::BACwIPPRelax) ; |
---|
668 | return (0) ; |
---|
669 | } |
---|
670 | # if COIN_CBC_VERBOSITY > 0 |
---|
671 | std::cout |
---|
672 | << "doBaCParam: presolved relaxation z = " |
---|
673 | << babSolver->getObjValue() << "." << std::endl ; |
---|
674 | # endif |
---|
675 | babModel.setMaximumSeconds(timeLeft - (CoinCpuTime() - time1)) ; |
---|
676 | didIPP = true ; |
---|
677 | } |
---|
678 | /* |
---|
679 | At this point, babModel and babSolver hold the constraint system we'll use |
---|
680 | for B&C (either the original system or the preprocessed system) and we have |
---|
681 | a solution to the lp relaxation. |
---|
682 | |
---|
683 | If we're using the COSTSTRATEGY option, set up priorities here and pass |
---|
684 | them to the babModel. |
---|
685 | */ |
---|
686 | if (ctlBlk->priorityAction_ != CbcGenCtlBlk::BPOff) { |
---|
687 | setupPriorities(&babModel, ctlBlk->priorityAction_) ; |
---|
688 | } |
---|
689 | /* |
---|
690 | Install heuristics and cutting planes. |
---|
691 | */ |
---|
692 | installHeuristics(ctlBlk, &babModel) ; |
---|
693 | installCutGenerators(ctlBlk, &babModel) ; |
---|
694 | /* |
---|
695 | Set up status print frequency for babModel. |
---|
696 | */ |
---|
697 | if (babModel.getNumCols() > 2000 || babModel.getNumRows() > 1500 || |
---|
698 | babModel.messageHandler()->logLevel() > 1) |
---|
699 | babModel.setPrintFrequency(100) ; |
---|
700 | /* |
---|
701 | If we've read in a known good solution for debugging, activate the row cut |
---|
702 | debugger. |
---|
703 | */ |
---|
704 | if (ctlBlk->debugSol_.values_) { |
---|
705 | if (ctlBlk->debugSol_.numCols_ == babModel.getNumCols()) { |
---|
706 | babSolver->activateRowCutDebugger(ctlBlk->debugSol_.values_) ; |
---|
707 | } else { |
---|
708 | std::cout |
---|
709 | << "doBaCParam: debug file has incorrect number of columns." |
---|
710 | << std::endl ; |
---|
711 | } |
---|
712 | } |
---|
713 | /* |
---|
714 | Set ratio-based integrality gap, if specified by user. |
---|
715 | */ |
---|
716 | if (ctlBlk->setByUser_[CbcCbcParam::GAPRATIO] == true) { |
---|
717 | double obj = babSolver->getObjValue() ; |
---|
718 | double gapRatio = babModel.getDblParam(CbcModel::CbcAllowableFractionGap) ; |
---|
719 | double gap = gapRatio * (1.0e-5 + fabs(obj)) ; |
---|
720 | babModel.setAllowableGap(gap) ; |
---|
721 | std::cout |
---|
722 | << "doBaCParam: Continuous objective = " << obj |
---|
723 | << ", so allowable gap set to " << gap << std::endl ; |
---|
724 | } |
---|
725 | /* |
---|
726 | A bit of mystery code. As best I can figure, setSpecialOptions(2) suppresses |
---|
727 | the removal of warm start information when checkSolution runs an lp to check |
---|
728 | a solution. John's comment, ``probably faster to use a basis to get integer |
---|
729 | solutions'' makes some sense in this context. Didn't try to track down |
---|
730 | moreMipOptions just yet. |
---|
731 | */ |
---|
732 | babModel.setSpecialOptions(babModel.specialOptions() | 2) ; |
---|
733 | /* |
---|
734 | { int ndx = whichParam(MOREMIPOPTIONS,numberParameters,parameters) ; |
---|
735 | int moreMipOptions = parameters[ndx].intValue() ; |
---|
736 | if (moreMipOptions >= 0) |
---|
737 | { printf("more mip options %d\n",moreMipOptions); |
---|
738 | babModel.setSearchStrategy(moreMipOptions); } } |
---|
739 | */ |
---|
740 | /* |
---|
741 | Begin the final run-up to branch-and-cut. |
---|
742 | |
---|
743 | Make sure that objects are set up in the solver. It's possible that whoever |
---|
744 | loaded the model into the solver also set up objects. But it's also |
---|
745 | entirely likely that none exist to this point (and interesting to note that |
---|
746 | IPP doesn't need to know anything about objects). |
---|
747 | */ |
---|
748 | setupObjects(babSolver, didIPP, &ippObj) ; |
---|
749 | /* |
---|
750 | Set the branching method. We can't do this until we establish objects, |
---|
751 | because the constructor will set up arrays based on the number of objects, |
---|
752 | and there's no provision to set this information after creation. Arguably not |
---|
753 | good --- it'd be nice to set this in the prototype model that's cloned for |
---|
754 | this routine. In CoinSolve, shadowPriceMode is handled with the TESTOSI |
---|
755 | option. |
---|
756 | */ |
---|
757 | OsiChooseStrong strong(babSolver) ; |
---|
758 | strong.setNumberBeforeTrusted(babModel.numberBeforeTrust()) ; |
---|
759 | strong.setNumberStrong(babModel.numberStrong()) ; |
---|
760 | strong.setShadowPriceMode(ctlBlk->chooseStrong_.shadowPriceMode_) ; |
---|
761 | CbcBranchDefaultDecision decision ; |
---|
762 | decision.setChooseMethod(strong) ; |
---|
763 | babModel.setBranchingMethod(decision) ; |
---|
764 | /* |
---|
765 | Here I've deleted a huge block of code that deals with external priorities, |
---|
766 | branch direction, pseudocosts, and solution. (PRIORITYIN) Also a block of |
---|
767 | code that generates C++ code. |
---|
768 | */ |
---|
769 | /* |
---|
770 | Set up strategy for branch-and-cut. Note that the integer code supplied to |
---|
771 | setupPreProcessing is *not* compatible with the IPPAction enum. But at least |
---|
772 | it's documented. See desiredPreProcess_ in CbcStrategyDefault. `1' is |
---|
773 | accidentally equivalent to IPPOn. |
---|
774 | */ |
---|
775 | |
---|
776 | if (ippAction == CbcGenCtlBlk::IPPStrategy) { |
---|
777 | CbcStrategyDefault strategy(true, 5, 5) ; |
---|
778 | strategy.setupPreProcessing(1) ; |
---|
779 | babModel.setStrategy(strategy) ; |
---|
780 | } |
---|
781 | /* |
---|
782 | Yes! At long last, we're ready for the big call. Do branch and cut. In |
---|
783 | general, the solver used to return the solution will not be the solver we |
---|
784 | passed in, so reset babSolver here. |
---|
785 | */ |
---|
786 | int statistics = (ctlBlk->printOpt_ > 0) ? ctlBlk->printOpt_ : 0 ; |
---|
787 | # if CBC_TRACK_SOLVERS > 0 |
---|
788 | std::cout |
---|
789 | << "doBaCParam: solver at call to branchAndBound is " |
---|
790 | << std::hex << babModel.solver() << std::dec |
---|
791 | << ", log level " << babModel.solver()->messageHandler()->logLevel() |
---|
792 | << "." << std::endl ; |
---|
793 | # endif |
---|
794 | babModel.branchAndBound(statistics) ; |
---|
795 | babSolver = babModel.solver() ; |
---|
796 | # if CBC_TRACK_SOLVERS > 0 |
---|
797 | std::cout |
---|
798 | << "doBaCParam: solver at return from branchAndBound is " |
---|
799 | << std::hex << babModel.solver() << std::dec |
---|
800 | << ", log level " << babModel.solver()->messageHandler()->logLevel() |
---|
801 | << "." << std::endl ; |
---|
802 | # endif |
---|
803 | /* |
---|
804 | Write out solution to preprocessed model. |
---|
805 | */ |
---|
806 | if (ctlBlk->debugCreate_ == "createAfterPre" && |
---|
807 | babModel.bestSolution()) { |
---|
808 | CbcGenParamUtils::saveSolution(babSolver, "debug.file") ; |
---|
809 | } |
---|
810 | /* |
---|
811 | Print some information about branch-and-cut. |
---|
812 | */ |
---|
813 | # if COIN_CBC_VERBOSITY > 0 |
---|
814 | std::cout |
---|
815 | << "Cuts at root node changed objective from " |
---|
816 | << babModel.getContinuousObjective() |
---|
817 | << " to " << babModel.rootObjectiveAfterCuts() << std::endl ; |
---|
818 | |
---|
819 | for (int iGen = 0 ; iGen < babModel.numberCutGenerators() ; iGen++) { |
---|
820 | CbcCutGenerator *generator = babModel.cutGenerator(iGen) ; |
---|
821 | std::cout |
---|
822 | << generator->cutGeneratorName() << " was tried " |
---|
823 | << generator->numberTimesEntered() << " times and created " |
---|
824 | << generator->numberCutsInTotal() << " cuts of which " |
---|
825 | << generator->numberCutsActive() |
---|
826 | << " were active after adding rounds of cuts" ; |
---|
827 | if (generator->timing()) { |
---|
828 | std::cout << " ( " << generator->timeInCutGenerator() << " seconds)" ; |
---|
829 | } |
---|
830 | std::cout << std::endl ; |
---|
831 | } |
---|
832 | # endif |
---|
833 | |
---|
834 | time2 = CoinCpuTime(); |
---|
835 | ctlBlk->totalTime_ += time2 - time1; |
---|
836 | /* |
---|
837 | If we performed integer preprocessing, time to back it out. |
---|
838 | */ |
---|
839 | if (ippAction != CbcGenCtlBlk::IPPOff) { |
---|
840 | # if CBC_TRACK_SOLVERS > 0 |
---|
841 | std::cout |
---|
842 | << "doBaCParam: solver passed to IPP postprocess is " |
---|
843 | << std::hex << babSolver << std::dec << "." << std::endl ; |
---|
844 | # endif |
---|
845 | ippObj.postProcess(*babSolver); |
---|
846 | babModel.assignSolver(preIppSolver) ; |
---|
847 | babSolver = babModel.solver() ; |
---|
848 | # if CBC_TRACK_SOLVERS > 0 |
---|
849 | std::cout |
---|
850 | << "doBaCParam: solver in babModel after IPP postprocess is " |
---|
851 | << std::hex << babSolver << std::dec << "." << std::endl ; |
---|
852 | # endif |
---|
853 | } |
---|
854 | /* |
---|
855 | Write out postprocessed solution to debug file, if requested. |
---|
856 | */ |
---|
857 | if (ctlBlk->debugCreate_ == "create" && babModel.bestSolution()) { |
---|
858 | CbcGenParamUtils::saveSolution(babSolver, "debug.file") ; |
---|
859 | } |
---|
860 | /* |
---|
861 | If we have a good solution, detach the solver with the answer. Fill in the |
---|
862 | rest of the status information for the benefit of the wider world. |
---|
863 | */ |
---|
864 | bool keepAnswerSolver = false ; |
---|
865 | OsiSolverInterface *answerSolver = 0 ; |
---|
866 | if (babModel.bestSolution()) { |
---|
867 | babModel.setModelOwnsSolver(false) ; |
---|
868 | keepAnswerSolver = true ; |
---|
869 | answerSolver = babSolver ; |
---|
870 | } |
---|
871 | ctlBlk->setBaBStatus(&babModel, CbcGenCtlBlk::BACwBAC, |
---|
872 | keepAnswerSolver, answerSolver) ; |
---|
873 | /* |
---|
874 | And one last bit of information & statistics. |
---|
875 | */ |
---|
876 | ctlBlk->printBaBStatus() ; |
---|
877 | std::cout << " " ; |
---|
878 | if (keepAnswerSolver) { |
---|
879 | std::cout |
---|
880 | << "objective " << babModel.getObjValue() << "; " ; |
---|
881 | } |
---|
882 | std::cout |
---|
883 | << babModel.getNodeCount() << " nodes and " |
---|
884 | << babModel.getIterationCount() << " iterations - took " |
---|
885 | << time2 - time1 << " seconds" << std::endl ; |
---|
886 | |
---|
887 | return (0) ; |
---|
888 | } |
---|
889 | |
---|
890 | } // end namespace CbcGenParamutils |
---|
891 | |
---|