1 | /* $Id: CbcHeuristicGreedy.hpp 1585 2011-01-11 19:04:34Z tkr $ */ |
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2 | // Copyright (C) 2005, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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5 | |
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6 | #ifndef CbcHeuristicGreedy_H |
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7 | #define CbcHeuristicGreedy_H |
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8 | |
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9 | #include "CbcHeuristic.hpp" |
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10 | /** Greedy heuristic classes |
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11 | */ |
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12 | |
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13 | class CbcHeuristicGreedyCover : public CbcHeuristic { |
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14 | public: |
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15 | |
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16 | // Default Constructor |
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17 | CbcHeuristicGreedyCover (); |
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18 | |
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19 | /* Constructor with model - assumed before cuts |
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20 | Initial version does not do Lps |
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21 | */ |
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22 | CbcHeuristicGreedyCover (CbcModel & model); |
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23 | |
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24 | // Copy constructor |
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25 | CbcHeuristicGreedyCover ( const CbcHeuristicGreedyCover &); |
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26 | |
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27 | // Destructor |
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28 | ~CbcHeuristicGreedyCover (); |
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29 | |
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30 | /// Clone |
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31 | virtual CbcHeuristic * clone() const; |
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32 | /// Assignment operator |
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33 | CbcHeuristicGreedyCover & operator=(const CbcHeuristicGreedyCover& rhs); |
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34 | /// Create C++ lines to get to current state |
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35 | virtual void generateCpp( FILE * fp) ; |
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36 | |
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37 | /// update model (This is needed if cliques update matrix etc) |
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38 | virtual void setModel(CbcModel * model); |
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39 | |
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40 | using CbcHeuristic::solution ; |
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41 | /** returns 0 if no solution, 1 if valid solution. |
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42 | Sets solution values if good, sets objective value (only if good) |
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43 | We leave all variables which are at one at this node of the |
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44 | tree to that value and will |
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45 | initially set all others to zero. We then sort all variables in order of their cost |
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46 | divided by the number of entries in rows which are not yet covered. We randomize that |
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47 | value a bit so that ties will be broken in different ways on different runs of the heuristic. |
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48 | We then choose the best one and set it to one and repeat the exercise. |
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49 | |
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50 | */ |
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51 | virtual int solution(double & objectiveValue, |
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52 | double * newSolution); |
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53 | /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) |
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54 | virtual void validate() ; |
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55 | /// Resets stuff if model changes |
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56 | virtual void resetModel(CbcModel * model); |
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57 | /* Algorithm |
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58 | 0 - use current upper bounds |
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59 | 1 - use original upper bounds |
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60 | If 10 added perturb ratios more |
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61 | if 100 added round up all >=0.5 |
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62 | */ |
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63 | inline int algorithm() const { |
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64 | return algorithm_; |
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65 | } |
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66 | inline void setAlgorithm(int value) { |
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67 | algorithm_ = value; |
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68 | } |
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69 | // Only do this many times |
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70 | inline int numberTimes() const { |
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71 | return numberTimes_; |
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72 | } |
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73 | inline void setNumberTimes(int value) { |
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74 | numberTimes_ = value; |
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75 | } |
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76 | |
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77 | protected: |
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78 | /// Guts of constructor from a CbcModel |
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79 | void gutsOfConstructor(CbcModel * model); |
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80 | // Data |
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81 | |
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82 | // Original matrix by column |
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83 | CoinPackedMatrix matrix_; |
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84 | // original number of rows |
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85 | int originalNumberRows_; |
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86 | /* Algorithm |
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87 | 0 - use current upper bounds |
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88 | 1 - use original upper bounds |
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89 | If 10 added perturb ratios more |
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90 | */ |
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91 | int algorithm_; |
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92 | /// Do this many times |
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93 | int numberTimes_; |
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94 | |
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95 | }; |
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96 | |
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97 | |
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98 | class CbcHeuristicGreedyEquality : public CbcHeuristic { |
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99 | public: |
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100 | |
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101 | // Default Constructor |
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102 | CbcHeuristicGreedyEquality (); |
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103 | |
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104 | /* Constructor with model - assumed before cuts |
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105 | Initial version does not do Lps |
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106 | */ |
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107 | CbcHeuristicGreedyEquality (CbcModel & model); |
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108 | |
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109 | // Copy constructor |
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110 | CbcHeuristicGreedyEquality ( const CbcHeuristicGreedyEquality &); |
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111 | |
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112 | // Destructor |
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113 | ~CbcHeuristicGreedyEquality (); |
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114 | |
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115 | /// Clone |
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116 | virtual CbcHeuristic * clone() const; |
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117 | /// Assignment operator |
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118 | CbcHeuristicGreedyEquality & operator=(const CbcHeuristicGreedyEquality& rhs); |
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119 | /// Create C++ lines to get to current state |
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120 | virtual void generateCpp( FILE * fp) ; |
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121 | |
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122 | /// update model (This is needed if cliques update matrix etc) |
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123 | virtual void setModel(CbcModel * model); |
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124 | |
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125 | using CbcHeuristic::solution ; |
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126 | /** returns 0 if no solution, 1 if valid solution. |
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127 | Sets solution values if good, sets objective value (only if good) |
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128 | We leave all variables which are at one at this node of the |
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129 | tree to that value and will |
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130 | initially set all others to zero. We then sort all variables in order of their cost |
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131 | divided by the number of entries in rows which are not yet covered. We randomize that |
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132 | value a bit so that ties will be broken in different ways on different runs of the heuristic. |
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133 | We then choose the best one and set it to one and repeat the exercise. |
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134 | |
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135 | */ |
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136 | virtual int solution(double & objectiveValue, |
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137 | double * newSolution); |
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138 | /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) |
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139 | virtual void validate() ; |
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140 | /// Resets stuff if model changes |
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141 | virtual void resetModel(CbcModel * model); |
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142 | /* Algorithm |
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143 | 0 - use current upper bounds |
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144 | 1 - use original upper bounds |
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145 | If 10 added perturb ratios more |
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146 | if 100 added round up all >=0.5 |
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147 | */ |
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148 | inline int algorithm() const { |
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149 | return algorithm_; |
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150 | } |
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151 | inline void setAlgorithm(int value) { |
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152 | algorithm_ = value; |
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153 | } |
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154 | // Fraction of rhs to cover before branch and cut |
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155 | inline void setFraction(double value) { |
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156 | fraction_ = value; |
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157 | } |
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158 | inline double fraction() const { |
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159 | return fraction_; |
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160 | } |
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161 | // Only do this many times |
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162 | inline int numberTimes() const { |
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163 | return numberTimes_; |
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164 | } |
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165 | inline void setNumberTimes(int value) { |
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166 | numberTimes_ = value; |
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167 | } |
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168 | protected: |
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169 | /// Guts of constructor from a CbcModel |
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170 | void gutsOfConstructor(CbcModel * model); |
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171 | // Data |
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172 | |
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173 | // Original matrix by column |
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174 | CoinPackedMatrix matrix_; |
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175 | // Fraction of rhs to cover before branch and cut |
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176 | double fraction_; |
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177 | // original number of rows |
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178 | int originalNumberRows_; |
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179 | /* Algorithm |
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180 | 0 - use current upper bounds |
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181 | 1 - use original upper bounds |
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182 | If 10 added perturb ratios more |
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183 | */ |
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184 | int algorithm_; |
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185 | /// Do this many times |
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186 | int numberTimes_; |
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187 | |
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188 | }; |
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189 | |
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190 | /** Greedy heuristic for SOS and L rows (and positive elements) |
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191 | */ |
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192 | |
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193 | class CbcHeuristicGreedySOS : public CbcHeuristic { |
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194 | public: |
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195 | |
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196 | // Default Constructor |
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197 | CbcHeuristicGreedySOS (); |
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198 | |
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199 | /* Constructor with model - assumed before cuts |
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200 | Initial version does not do Lps |
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201 | */ |
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202 | CbcHeuristicGreedySOS (CbcModel & model); |
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203 | |
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204 | // Copy constructor |
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205 | CbcHeuristicGreedySOS ( const CbcHeuristicGreedySOS &); |
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206 | |
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207 | // Destructor |
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208 | ~CbcHeuristicGreedySOS (); |
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209 | |
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210 | /// Clone |
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211 | virtual CbcHeuristic * clone() const; |
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212 | /// Assignment operator |
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213 | CbcHeuristicGreedySOS & operator=(const CbcHeuristicGreedySOS& rhs); |
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214 | /// Create C++ lines to get to current state |
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215 | virtual void generateCpp( FILE * fp) ; |
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216 | |
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217 | /// update model (This is needed if cliques update matrix etc) |
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218 | virtual void setModel(CbcModel * model); |
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219 | |
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220 | using CbcHeuristic::solution ; |
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221 | /** returns 0 if no solution, 1 if valid solution. |
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222 | Sets solution values if good, sets objective value (only if good) |
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223 | We leave all variables which are at one at this node of the |
---|
224 | tree to that value and will |
---|
225 | initially set all others to zero. We then sort all variables in order of their cost |
---|
226 | divided by the number of entries in rows which are not yet covered. We randomize that |
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227 | value a bit so that ties will be broken in different ways on different runs of the heuristic. |
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228 | We then choose the best one and set it to one and repeat the exercise. |
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229 | |
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230 | */ |
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231 | virtual int solution(double & objectiveValue, |
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232 | double * newSolution); |
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233 | /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) |
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234 | virtual void validate() ; |
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235 | /// Resets stuff if model changes |
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236 | virtual void resetModel(CbcModel * model); |
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237 | /* Algorithm |
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238 | Bits |
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239 | 1 bit - use current model, otherwise original |
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240 | 2 - use current solution as starting point, otherwise pure greedy |
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241 | 4 - as 2 but use merit not merit/size |
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242 | 8 - use duals to modify greedy |
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243 | 16 - use duals on GUB/SOS in special way |
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244 | */ |
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245 | inline int algorithm() const { |
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246 | return algorithm_; |
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247 | } |
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248 | inline void setAlgorithm(int value) { |
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249 | algorithm_ = value; |
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250 | } |
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251 | // Only do this many times |
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252 | inline int numberTimes() const { |
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253 | return numberTimes_; |
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254 | } |
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255 | inline void setNumberTimes(int value) { |
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256 | numberTimes_ = value; |
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257 | } |
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258 | |
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259 | protected: |
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260 | /// Guts of constructor from a CbcModel |
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261 | void gutsOfConstructor(CbcModel * model); |
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262 | // Data |
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263 | |
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264 | // Original RHS - if -1.0 then SOS otherwise <= value |
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265 | double * originalRhs_; |
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266 | // Original matrix by column |
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267 | CoinPackedMatrix matrix_; |
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268 | // original number of rows |
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269 | int originalNumberRows_; |
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270 | /* Algorithm |
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271 | */ |
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272 | int algorithm_; |
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273 | /// Do this many times |
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274 | int numberTimes_; |
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275 | |
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276 | }; |
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277 | |
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278 | |
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279 | #endif |
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280 | |
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