1 | /* $Id: CbcHeuristic.hpp 2094 2014-11-18 11:15:36Z forrest $ */ |
---|
2 | // Copyright (C) 2002, International Business Machines |
---|
3 | // Corporation and others. All Rights Reserved. |
---|
4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
---|
5 | |
---|
6 | #ifndef CbcHeuristic_H |
---|
7 | #define CbcHeuristic_H |
---|
8 | |
---|
9 | #include <string> |
---|
10 | #include <vector> |
---|
11 | #include "CoinPackedMatrix.hpp" |
---|
12 | #include "OsiCuts.hpp" |
---|
13 | #include "CoinHelperFunctions.hpp" |
---|
14 | #include "OsiBranchingObject.hpp" |
---|
15 | |
---|
16 | class OsiSolverInterface; |
---|
17 | |
---|
18 | class CbcModel; |
---|
19 | |
---|
20 | //############################################################################# |
---|
21 | |
---|
22 | class CbcHeuristicNodeList; |
---|
23 | class CbcBranchingObject; |
---|
24 | |
---|
25 | /** A class describing the branching decisions that were made to get |
---|
26 | to the node where a heuristic was invoked from */ |
---|
27 | |
---|
28 | class CbcHeuristicNode { |
---|
29 | private: |
---|
30 | void gutsOfConstructor(CbcModel& model); |
---|
31 | CbcHeuristicNode(); |
---|
32 | CbcHeuristicNode& operator=(const CbcHeuristicNode&); |
---|
33 | private: |
---|
34 | /// The number of branching decisions made |
---|
35 | int numObjects_; |
---|
36 | /** The indices of the branching objects. Note: an index may be |
---|
37 | listed multiple times. E.g., a general integer variable that has |
---|
38 | been branched on multiple times. */ |
---|
39 | CbcBranchingObject** brObj_; |
---|
40 | public: |
---|
41 | CbcHeuristicNode(CbcModel& model); |
---|
42 | |
---|
43 | CbcHeuristicNode(const CbcHeuristicNode& rhs); |
---|
44 | ~CbcHeuristicNode(); |
---|
45 | double distance(const CbcHeuristicNode* node) const; |
---|
46 | double minDistance(const CbcHeuristicNodeList& nodeList) const; |
---|
47 | bool minDistanceIsSmall(const CbcHeuristicNodeList& nodeList, |
---|
48 | const double threshold) const; |
---|
49 | double avgDistance(const CbcHeuristicNodeList& nodeList) const; |
---|
50 | }; |
---|
51 | |
---|
52 | class CbcHeuristicNodeList { |
---|
53 | private: |
---|
54 | void gutsOfDelete(); |
---|
55 | void gutsOfCopy(const CbcHeuristicNodeList& rhs); |
---|
56 | private: |
---|
57 | std::vector<CbcHeuristicNode*> nodes_; |
---|
58 | public: |
---|
59 | CbcHeuristicNodeList() {} |
---|
60 | CbcHeuristicNodeList(const CbcHeuristicNodeList& rhs); |
---|
61 | CbcHeuristicNodeList& operator=(const CbcHeuristicNodeList& rhs); |
---|
62 | ~CbcHeuristicNodeList(); |
---|
63 | |
---|
64 | void append(CbcHeuristicNode*& node); |
---|
65 | void append(const CbcHeuristicNodeList& nodes); |
---|
66 | inline const CbcHeuristicNode* node(int i) const { |
---|
67 | return nodes_[i]; |
---|
68 | } |
---|
69 | inline int size() const { |
---|
70 | return static_cast<int>(nodes_.size()); |
---|
71 | } |
---|
72 | }; |
---|
73 | |
---|
74 | //############################################################################# |
---|
75 | /** Heuristic base class */ |
---|
76 | |
---|
77 | class CbcHeuristic { |
---|
78 | private: |
---|
79 | void gutsOfDelete() {} |
---|
80 | void gutsOfCopy(const CbcHeuristic & rhs); |
---|
81 | |
---|
82 | public: |
---|
83 | // Default Constructor |
---|
84 | CbcHeuristic (); |
---|
85 | |
---|
86 | // Constructor with model - assumed before cuts |
---|
87 | CbcHeuristic (CbcModel & model); |
---|
88 | |
---|
89 | // Copy constructor |
---|
90 | CbcHeuristic ( const CbcHeuristic &); |
---|
91 | |
---|
92 | virtual ~CbcHeuristic(); |
---|
93 | |
---|
94 | /// Clone |
---|
95 | virtual CbcHeuristic * clone() const = 0; |
---|
96 | |
---|
97 | /// Assignment operator |
---|
98 | CbcHeuristic & operator=(const CbcHeuristic& rhs); |
---|
99 | |
---|
100 | /// update model (This is needed if cliques update matrix etc) |
---|
101 | virtual void setModel(CbcModel * model); |
---|
102 | |
---|
103 | /// Resets stuff if model changes |
---|
104 | virtual void resetModel(CbcModel * model) = 0; |
---|
105 | |
---|
106 | /** returns 0 if no solution, 1 if valid solution |
---|
107 | with better objective value than one passed in |
---|
108 | Sets solution values if good, sets objective value |
---|
109 | This is called after cuts have been added - so can not add cuts |
---|
110 | */ |
---|
111 | virtual int solution(double & objectiveValue, |
---|
112 | double * newSolution) = 0; |
---|
113 | |
---|
114 | /** returns 0 if no solution, 1 if valid solution, -1 if just |
---|
115 | returning an estimate of best possible solution |
---|
116 | with better objective value than one passed in |
---|
117 | Sets solution values if good, sets objective value (only if nonzero code) |
---|
118 | This is called at same time as cut generators - so can add cuts |
---|
119 | Default is do nothing |
---|
120 | */ |
---|
121 | virtual int solution2(double & /*objectiveValue*/, |
---|
122 | double * /*newSolution*/, |
---|
123 | OsiCuts & /*cs*/) { |
---|
124 | return 0; |
---|
125 | } |
---|
126 | |
---|
127 | /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) |
---|
128 | virtual void validate() {} |
---|
129 | |
---|
130 | /** Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always. |
---|
131 | If 10 added then don't worry if validate says there are funny objects |
---|
132 | as user knows it will be fine |
---|
133 | */ |
---|
134 | inline void setWhen(int value) { |
---|
135 | when_ = value; |
---|
136 | } |
---|
137 | /// Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always |
---|
138 | inline int when() const { |
---|
139 | return when_; |
---|
140 | } |
---|
141 | |
---|
142 | /// Sets number of nodes in subtree (default 200) |
---|
143 | inline void setNumberNodes(int value) { |
---|
144 | numberNodes_ = value; |
---|
145 | } |
---|
146 | /// Gets number of nodes in a subtree (default 200) |
---|
147 | inline int numberNodes() const { |
---|
148 | return numberNodes_; |
---|
149 | } |
---|
150 | /** Switches (does not apply equally to all heuristics) |
---|
151 | 1 bit - stop once allowable gap on objective reached |
---|
152 | 2 bit - always do given number of passes |
---|
153 | 4 bit - weaken cutoff by 5% every 50 passes? |
---|
154 | 8 bit - if has cutoff and suminf bobbling for 20 passes then |
---|
155 | first try halving distance to best possible then |
---|
156 | try keep halving distance to known cutoff |
---|
157 | 16 bit - needs new solution to run |
---|
158 | 1024 bit - stop all heuristics on max time |
---|
159 | */ |
---|
160 | inline void setSwitches(int value) { |
---|
161 | switches_ = value; |
---|
162 | } |
---|
163 | /** Switches (does not apply equally to all heuristics) |
---|
164 | 1 bit - stop once allowable gap on objective reached |
---|
165 | 2 bit - always do given number of passes |
---|
166 | 4 bit - weaken cutoff by 5% every 50 passes? |
---|
167 | 8 bit - if has cutoff and suminf bobbling for 20 passes then |
---|
168 | first try halving distance to best possible then |
---|
169 | try keep halving distance to known cutoff |
---|
170 | 16 bit - needs new solution to run |
---|
171 | 1024 bit - stop all heuristics on max time |
---|
172 | 65536 bit and above used for temporary communication |
---|
173 | */ |
---|
174 | inline int switches() const { |
---|
175 | return switches_; |
---|
176 | } |
---|
177 | /// Whether to exit at once on gap |
---|
178 | bool exitNow(double bestObjective) const; |
---|
179 | /// Sets feasibility pump options (-1 is off) |
---|
180 | inline void setFeasibilityPumpOptions(int value) { |
---|
181 | feasibilityPumpOptions_ = value; |
---|
182 | } |
---|
183 | /// Gets feasibility pump options (-1 is off) |
---|
184 | inline int feasibilityPumpOptions() const { |
---|
185 | return feasibilityPumpOptions_; |
---|
186 | } |
---|
187 | /// Just set model - do not do anything else |
---|
188 | inline void setModelOnly(CbcModel * model) { |
---|
189 | model_ = model; |
---|
190 | } |
---|
191 | |
---|
192 | |
---|
193 | /// Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) |
---|
194 | inline void setFractionSmall(double value) { |
---|
195 | fractionSmall_ = value; |
---|
196 | } |
---|
197 | /// Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) |
---|
198 | inline double fractionSmall() const { |
---|
199 | return fractionSmall_; |
---|
200 | } |
---|
201 | /// Get how many solutions the heuristic thought it got |
---|
202 | inline int numberSolutionsFound() const { |
---|
203 | return numberSolutionsFound_; |
---|
204 | } |
---|
205 | /// Increment how many solutions the heuristic thought it got |
---|
206 | inline void incrementNumberSolutionsFound() { |
---|
207 | numberSolutionsFound_++; |
---|
208 | } |
---|
209 | |
---|
210 | /** Do mini branch and bound - return |
---|
211 | 0 not finished - no solution |
---|
212 | 1 not finished - solution |
---|
213 | 2 finished - no solution |
---|
214 | 3 finished - solution |
---|
215 | (could add global cut if finished) |
---|
216 | -1 returned on size |
---|
217 | -2 time or user event |
---|
218 | */ |
---|
219 | int smallBranchAndBound(OsiSolverInterface * solver, int numberNodes, |
---|
220 | double * newSolution, double & newSolutionValue, |
---|
221 | double cutoff , std::string name) const; |
---|
222 | /// Create C++ lines to get to current state |
---|
223 | virtual void generateCpp( FILE * ) {} |
---|
224 | /// Create C++ lines to get to current state - does work for base class |
---|
225 | void generateCpp( FILE * fp, const char * heuristic) ; |
---|
226 | /// Returns true if can deal with "odd" problems e.g. sos type 2 |
---|
227 | virtual bool canDealWithOdd() const { |
---|
228 | return false; |
---|
229 | } |
---|
230 | /// return name of heuristic |
---|
231 | inline const char *heuristicName() const { |
---|
232 | return heuristicName_.c_str(); |
---|
233 | } |
---|
234 | /// set name of heuristic |
---|
235 | inline void setHeuristicName(const char *name) { |
---|
236 | heuristicName_ = name; |
---|
237 | } |
---|
238 | /// Set random number generator seed |
---|
239 | void setSeed(int value); |
---|
240 | /// Get random number generator seed |
---|
241 | int getSeed() const; |
---|
242 | /// Sets decay factor (for howOften) on failure |
---|
243 | inline void setDecayFactor(double value) { |
---|
244 | decayFactor_ = value; |
---|
245 | } |
---|
246 | /// Set input solution |
---|
247 | void setInputSolution(const double * solution, double objValue); |
---|
248 | /* Runs if bit set |
---|
249 | 0 - before cuts at root node (or from doHeuristics) |
---|
250 | 1 - during cuts at root |
---|
251 | 2 - after root node cuts |
---|
252 | 3 - after cuts at other nodes |
---|
253 | 4 - during cuts at other nodes |
---|
254 | 8 added if previous heuristic in loop found solution |
---|
255 | */ |
---|
256 | inline void setWhereFrom(int value) { |
---|
257 | whereFrom_ = value; |
---|
258 | } |
---|
259 | inline int whereFrom() const { |
---|
260 | return whereFrom_; |
---|
261 | } |
---|
262 | /** Upto this depth we call the tree shallow and the heuristic can be called |
---|
263 | multiple times. That is, the test whether the current node is far from |
---|
264 | the others where the jeuristic was invoked will not be done, only the |
---|
265 | frequency will be tested. After that depth the heuristic will can be |
---|
266 | invoked only once per node, right before branching. That's when it'll be |
---|
267 | tested whether the heur should run at all. */ |
---|
268 | inline void setShallowDepth(int value) { |
---|
269 | shallowDepth_ = value; |
---|
270 | } |
---|
271 | /** How often to invoke the heuristics in the shallow part of the tree */ |
---|
272 | inline void setHowOftenShallow(int value) { |
---|
273 | howOftenShallow_ = value; |
---|
274 | } |
---|
275 | /** How "far" should this node be from every other where the heuristic was |
---|
276 | run in order to allow the heuristic to run in this node, too. Currently |
---|
277 | this is tested, but we may switch to avgDistanceToRun_ in the future. */ |
---|
278 | inline void setMinDistanceToRun(int value) { |
---|
279 | minDistanceToRun_ = value; |
---|
280 | } |
---|
281 | |
---|
282 | /** Check whether the heuristic should run at all |
---|
283 | 0 - before cuts at root node (or from doHeuristics) |
---|
284 | 1 - during cuts at root |
---|
285 | 2 - after root node cuts |
---|
286 | 3 - after cuts at other nodes |
---|
287 | 4 - during cuts at other nodes |
---|
288 | 8 added if previous heuristic in loop found solution |
---|
289 | */ |
---|
290 | virtual bool shouldHeurRun(int whereFrom); |
---|
291 | /** Check whether the heuristic should run this time */ |
---|
292 | bool shouldHeurRun_randomChoice(); |
---|
293 | void debugNodes(); |
---|
294 | void printDistanceToNodes(); |
---|
295 | /// how many times the heuristic has actually run |
---|
296 | inline int numRuns() const { |
---|
297 | return numRuns_; |
---|
298 | } |
---|
299 | |
---|
300 | /// How many times the heuristic could run |
---|
301 | inline int numCouldRun() const { |
---|
302 | return numCouldRun_; |
---|
303 | } |
---|
304 | /*! \brief Clone, but ... |
---|
305 | |
---|
306 | If type is |
---|
307 | - 0 clone the solver for the model, |
---|
308 | - 1 clone the continuous solver for the model |
---|
309 | - Add 2 to say without integer variables which are at low priority |
---|
310 | - Add 4 to say quite likely infeasible so give up easily (clp only). |
---|
311 | */ |
---|
312 | OsiSolverInterface * cloneBut(int type); |
---|
313 | protected: |
---|
314 | |
---|
315 | /// Model |
---|
316 | CbcModel * model_; |
---|
317 | /// When flag - 0 off, 1 at root, 2 other than root, 3 always |
---|
318 | int when_; |
---|
319 | /// Number of nodes in any sub tree |
---|
320 | int numberNodes_; |
---|
321 | /** Feasibility pump options , -1 is off |
---|
322 | >=0 for feasibility pump itself |
---|
323 | -2 quick proximity search |
---|
324 | -3 longer proximity search |
---|
325 | */ |
---|
326 | int feasibilityPumpOptions_; |
---|
327 | /// Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound |
---|
328 | mutable double fractionSmall_; |
---|
329 | /// Thread specific random number generator |
---|
330 | CoinThreadRandom randomNumberGenerator_; |
---|
331 | /// Name for printing |
---|
332 | std::string heuristicName_; |
---|
333 | |
---|
334 | /// How often to do (code can change) |
---|
335 | mutable int howOften_; |
---|
336 | /// How much to increase how often |
---|
337 | double decayFactor_; |
---|
338 | /** Switches (does not apply equally to all heuristics) |
---|
339 | 1 bit - stop once allowable gap on objective reached |
---|
340 | 2 bit - always do given number of passes |
---|
341 | 4 bit - weaken cutoff by 5% every 50 passes? |
---|
342 | 8 bit - if has cutoff and suminf bobbling for 20 passes then |
---|
343 | first try halving distance to best possible then |
---|
344 | try keep halving distance to known cutoff |
---|
345 | 16 bit - needs new solution to run |
---|
346 | 1024 bit - stop all heuristics on max time |
---|
347 | */ |
---|
348 | mutable int switches_; |
---|
349 | /* Runs if bit set |
---|
350 | 0 - before cuts at root node (or from doHeuristics) |
---|
351 | 1 - during cuts at root |
---|
352 | 2 - after root node cuts |
---|
353 | 3 - after cuts at other nodes |
---|
354 | 4 - during cuts at other nodes |
---|
355 | 8 added if previous heuristic in loop found solution |
---|
356 | */ |
---|
357 | int whereFrom_; |
---|
358 | /** Upto this depth we call the tree shallow and the heuristic can be called |
---|
359 | multiple times. That is, the test whether the current node is far from |
---|
360 | the others where the jeuristic was invoked will not be done, only the |
---|
361 | frequency will be tested. After that depth the heuristic will can be |
---|
362 | invoked only once per node, right before branching. That's when it'll be |
---|
363 | tested whether the heur should run at all. */ |
---|
364 | int shallowDepth_; |
---|
365 | /** How often to invoke the heuristics in the shallow part of the tree */ |
---|
366 | int howOftenShallow_; |
---|
367 | /** How many invocations happened within the same node when in a shallow |
---|
368 | part of the tree. */ |
---|
369 | int numInvocationsInShallow_; |
---|
370 | /** How many invocations happened when in the deep part of the tree. For |
---|
371 | every node we count only one invocation. */ |
---|
372 | int numInvocationsInDeep_; |
---|
373 | /** After how many deep invocations was the heuristic run last time */ |
---|
374 | int lastRunDeep_; |
---|
375 | /// how many times the heuristic has actually run |
---|
376 | int numRuns_; |
---|
377 | /** How "far" should this node be from every other where the heuristic was |
---|
378 | run in order to allow the heuristic to run in this node, too. Currently |
---|
379 | this is tested, but we may switch to avgDistanceToRun_ in the future. */ |
---|
380 | int minDistanceToRun_; |
---|
381 | |
---|
382 | /// The description of the nodes where this heuristic has been applied |
---|
383 | CbcHeuristicNodeList runNodes_; |
---|
384 | |
---|
385 | /// How many times the heuristic could run |
---|
386 | int numCouldRun_; |
---|
387 | |
---|
388 | /// How many solutions the heuristic thought it got |
---|
389 | int numberSolutionsFound_; |
---|
390 | |
---|
391 | /// How many nodes the heuristic did this go |
---|
392 | mutable int numberNodesDone_; |
---|
393 | |
---|
394 | // Input solution - so can be used as seed |
---|
395 | double * inputSolution_; |
---|
396 | |
---|
397 | |
---|
398 | #ifdef JJF_ZERO |
---|
399 | /// Lower bounds of last node where the heuristic found a solution |
---|
400 | double * lowerBoundLastNode_; |
---|
401 | /// Upper bounds of last node where the heuristic found a solution |
---|
402 | double * upperBoundLastNode_; |
---|
403 | #endif |
---|
404 | }; |
---|
405 | /** Rounding class |
---|
406 | */ |
---|
407 | |
---|
408 | class CbcRounding : public CbcHeuristic { |
---|
409 | public: |
---|
410 | |
---|
411 | // Default Constructor |
---|
412 | CbcRounding (); |
---|
413 | |
---|
414 | // Constructor with model - assumed before cuts |
---|
415 | CbcRounding (CbcModel & model); |
---|
416 | |
---|
417 | // Copy constructor |
---|
418 | CbcRounding ( const CbcRounding &); |
---|
419 | |
---|
420 | // Destructor |
---|
421 | ~CbcRounding (); |
---|
422 | |
---|
423 | /// Assignment operator |
---|
424 | CbcRounding & operator=(const CbcRounding& rhs); |
---|
425 | |
---|
426 | /// Clone |
---|
427 | virtual CbcHeuristic * clone() const; |
---|
428 | /// Create C++ lines to get to current state |
---|
429 | virtual void generateCpp( FILE * fp) ; |
---|
430 | |
---|
431 | /// Resets stuff if model changes |
---|
432 | virtual void resetModel(CbcModel * model); |
---|
433 | |
---|
434 | /// update model (This is needed if cliques update matrix etc) |
---|
435 | virtual void setModel(CbcModel * model); |
---|
436 | |
---|
437 | using CbcHeuristic::solution ; |
---|
438 | /** returns 0 if no solution, 1 if valid solution |
---|
439 | with better objective value than one passed in |
---|
440 | Sets solution values if good, sets objective value (only if good) |
---|
441 | This is called after cuts have been added - so can not add cuts |
---|
442 | */ |
---|
443 | virtual int solution(double & objectiveValue, |
---|
444 | double * newSolution); |
---|
445 | /** returns 0 if no solution, 1 if valid solution |
---|
446 | with better objective value than one passed in |
---|
447 | Sets solution values if good, sets objective value (only if good) |
---|
448 | This is called after cuts have been added - so can not add cuts |
---|
449 | Use solutionValue rather than solvers one |
---|
450 | */ |
---|
451 | virtual int solution(double & objectiveValue, |
---|
452 | double * newSolution, |
---|
453 | double solutionValue); |
---|
454 | /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) |
---|
455 | virtual void validate(); |
---|
456 | |
---|
457 | |
---|
458 | /// Set seed |
---|
459 | void setSeed(int value) { |
---|
460 | seed_ = value; |
---|
461 | } |
---|
462 | /** Check whether the heuristic should run at all |
---|
463 | 0 - before cuts at root node (or from doHeuristics) |
---|
464 | 1 - during cuts at root |
---|
465 | 2 - after root node cuts |
---|
466 | 3 - after cuts at other nodes |
---|
467 | 4 - during cuts at other nodes |
---|
468 | 8 added if previous heuristic in loop found solution |
---|
469 | */ |
---|
470 | virtual bool shouldHeurRun(int whereFrom); |
---|
471 | |
---|
472 | protected: |
---|
473 | // Data |
---|
474 | |
---|
475 | // Original matrix by column |
---|
476 | CoinPackedMatrix matrix_; |
---|
477 | |
---|
478 | // Original matrix by |
---|
479 | CoinPackedMatrix matrixByRow_; |
---|
480 | |
---|
481 | // Down locks |
---|
482 | unsigned short * down_; |
---|
483 | |
---|
484 | // Up locks |
---|
485 | unsigned short * up_; |
---|
486 | |
---|
487 | // Equality locks |
---|
488 | unsigned short * equal_; |
---|
489 | |
---|
490 | // Seed for random stuff |
---|
491 | int seed_; |
---|
492 | }; |
---|
493 | |
---|
494 | /** Partial solution class |
---|
495 | If user knows a partial solution this tries to get an integer solution |
---|
496 | it uses hotstart information |
---|
497 | */ |
---|
498 | |
---|
499 | class CbcHeuristicPartial : public CbcHeuristic { |
---|
500 | public: |
---|
501 | |
---|
502 | // Default Constructor |
---|
503 | CbcHeuristicPartial (); |
---|
504 | |
---|
505 | /** Constructor with model - assumed before cuts |
---|
506 | Fixes all variables with priority <= given |
---|
507 | and does given number of nodes |
---|
508 | */ |
---|
509 | CbcHeuristicPartial (CbcModel & model, int fixPriority = 10000, int numberNodes = 200); |
---|
510 | |
---|
511 | // Copy constructor |
---|
512 | CbcHeuristicPartial ( const CbcHeuristicPartial &); |
---|
513 | |
---|
514 | // Destructor |
---|
515 | ~CbcHeuristicPartial (); |
---|
516 | |
---|
517 | /// Assignment operator |
---|
518 | CbcHeuristicPartial & operator=(const CbcHeuristicPartial& rhs); |
---|
519 | |
---|
520 | /// Clone |
---|
521 | virtual CbcHeuristic * clone() const; |
---|
522 | /// Create C++ lines to get to current state |
---|
523 | virtual void generateCpp( FILE * fp) ; |
---|
524 | |
---|
525 | /// Resets stuff if model changes |
---|
526 | virtual void resetModel(CbcModel * model); |
---|
527 | |
---|
528 | /// update model (This is needed if cliques update matrix etc) |
---|
529 | virtual void setModel(CbcModel * model); |
---|
530 | |
---|
531 | using CbcHeuristic::solution ; |
---|
532 | /** returns 0 if no solution, 1 if valid solution |
---|
533 | with better objective value than one passed in |
---|
534 | Sets solution values if good, sets objective value (only if good) |
---|
535 | This is called after cuts have been added - so can not add cuts |
---|
536 | */ |
---|
537 | virtual int solution(double & objectiveValue, |
---|
538 | double * newSolution); |
---|
539 | /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) |
---|
540 | virtual void validate(); |
---|
541 | |
---|
542 | |
---|
543 | /// Set priority level |
---|
544 | void setFixPriority(int value) { |
---|
545 | fixPriority_ = value; |
---|
546 | } |
---|
547 | |
---|
548 | /** Check whether the heuristic should run at all */ |
---|
549 | virtual bool shouldHeurRun(int whereFrom); |
---|
550 | |
---|
551 | protected: |
---|
552 | // Data |
---|
553 | |
---|
554 | // All variables with abs priority <= this will be fixed |
---|
555 | int fixPriority_; |
---|
556 | }; |
---|
557 | |
---|
558 | /** heuristic - just picks up any good solution |
---|
559 | found by solver - see OsiBabSolver |
---|
560 | */ |
---|
561 | |
---|
562 | class CbcSerendipity : public CbcHeuristic { |
---|
563 | public: |
---|
564 | |
---|
565 | // Default Constructor |
---|
566 | CbcSerendipity (); |
---|
567 | |
---|
568 | /* Constructor with model |
---|
569 | */ |
---|
570 | CbcSerendipity (CbcModel & model); |
---|
571 | |
---|
572 | // Copy constructor |
---|
573 | CbcSerendipity ( const CbcSerendipity &); |
---|
574 | |
---|
575 | // Destructor |
---|
576 | ~CbcSerendipity (); |
---|
577 | |
---|
578 | /// Assignment operator |
---|
579 | CbcSerendipity & operator=(const CbcSerendipity& rhs); |
---|
580 | |
---|
581 | /// Clone |
---|
582 | virtual CbcHeuristic * clone() const; |
---|
583 | /// Create C++ lines to get to current state |
---|
584 | virtual void generateCpp( FILE * fp) ; |
---|
585 | |
---|
586 | /// update model |
---|
587 | virtual void setModel(CbcModel * model); |
---|
588 | |
---|
589 | using CbcHeuristic::solution ; |
---|
590 | /** returns 0 if no solution, 1 if valid solution. |
---|
591 | Sets solution values if good, sets objective value (only if good) |
---|
592 | We leave all variables which are at one at this node of the |
---|
593 | tree to that value and will |
---|
594 | initially set all others to zero. We then sort all variables in order of their cost |
---|
595 | divided by the number of entries in rows which are not yet covered. We randomize that |
---|
596 | value a bit so that ties will be broken in different ways on different runs of the heuristic. |
---|
597 | We then choose the best one and set it to one and repeat the exercise. |
---|
598 | |
---|
599 | */ |
---|
600 | virtual int solution(double & objectiveValue, |
---|
601 | double * newSolution); |
---|
602 | /// Resets stuff if model changes |
---|
603 | virtual void resetModel(CbcModel * model); |
---|
604 | |
---|
605 | protected: |
---|
606 | }; |
---|
607 | |
---|
608 | /** Just One class - this chooses one at random |
---|
609 | */ |
---|
610 | |
---|
611 | class CbcHeuristicJustOne : public CbcHeuristic { |
---|
612 | public: |
---|
613 | |
---|
614 | // Default Constructor |
---|
615 | CbcHeuristicJustOne (); |
---|
616 | |
---|
617 | // Constructor with model - assumed before cuts |
---|
618 | CbcHeuristicJustOne (CbcModel & model); |
---|
619 | |
---|
620 | // Copy constructor |
---|
621 | CbcHeuristicJustOne ( const CbcHeuristicJustOne &); |
---|
622 | |
---|
623 | // Destructor |
---|
624 | ~CbcHeuristicJustOne (); |
---|
625 | |
---|
626 | /// Clone |
---|
627 | virtual CbcHeuristicJustOne * clone() const; |
---|
628 | |
---|
629 | /// Assignment operator |
---|
630 | CbcHeuristicJustOne & operator=(const CbcHeuristicJustOne& rhs); |
---|
631 | |
---|
632 | /// Create C++ lines to get to current state |
---|
633 | virtual void generateCpp( FILE * fp) ; |
---|
634 | |
---|
635 | /** returns 0 if no solution, 1 if valid solution |
---|
636 | with better objective value than one passed in |
---|
637 | Sets solution values if good, sets objective value (only if good) |
---|
638 | This is called after cuts have been added - so can not add cuts |
---|
639 | This does Fractional Diving |
---|
640 | */ |
---|
641 | virtual int solution(double & objectiveValue, |
---|
642 | double * newSolution); |
---|
643 | /// Resets stuff if model changes |
---|
644 | virtual void resetModel(CbcModel * model); |
---|
645 | |
---|
646 | /// update model (This is needed if cliques update matrix etc) |
---|
647 | virtual void setModel(CbcModel * model); |
---|
648 | /// Selects the next variable to branch on |
---|
649 | /** Returns true if all the fractional variables can be trivially |
---|
650 | rounded. Returns false, if there is at least one fractional variable |
---|
651 | that is not trivially roundable. In this case, the bestColumn |
---|
652 | returned will not be trivially roundable. |
---|
653 | This is dummy as never called |
---|
654 | */ |
---|
655 | virtual bool selectVariableToBranch(OsiSolverInterface* /*solver*/, |
---|
656 | const double* /*newSolution*/, |
---|
657 | int& /*bestColumn*/, |
---|
658 | int& /*bestRound*/) { |
---|
659 | return true; |
---|
660 | } |
---|
661 | /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) |
---|
662 | virtual void validate(); |
---|
663 | /// Adds an heuristic with probability |
---|
664 | void addHeuristic(const CbcHeuristic * heuristic, double probability); |
---|
665 | /// Normalize probabilities |
---|
666 | void normalizeProbabilities(); |
---|
667 | protected: |
---|
668 | // Data |
---|
669 | |
---|
670 | // Probability of running a heuristic |
---|
671 | double * probabilities_; |
---|
672 | |
---|
673 | // Heuristics |
---|
674 | CbcHeuristic ** heuristic_; |
---|
675 | |
---|
676 | // Number of heuristics |
---|
677 | int numberHeuristics_; |
---|
678 | |
---|
679 | }; |
---|
680 | |
---|
681 | #endif |
---|
682 | |
---|