1 | // $Id: allCuts.cpp 1898 2013-04-09 18:06:04Z forrest $ |
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2 | // Copyright (C) 2006, 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 | #include <cassert> |
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7 | #include <iomanip> |
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8 | |
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9 | |
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10 | #include "CoinPragma.hpp" |
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11 | // For Branch and bound |
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12 | #include "OsiSolverInterface.hpp" |
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13 | #include "CbcModel.hpp" |
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14 | #include "CbcBranchUser.hpp" |
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15 | #include "CbcCompareUser.hpp" |
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16 | #include "CbcCutGenerator.hpp" |
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17 | #include "CbcStrategy.hpp" |
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18 | #include "CbcHeuristicLocal.hpp" |
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19 | #include "OsiClpSolverInterface.hpp" |
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20 | |
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21 | // Cuts |
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22 | |
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23 | #include "CglGomory.hpp" |
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24 | #include "CglProbing.hpp" |
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25 | #include "CglKnapsackCover.hpp" |
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26 | #include "CglRedSplit.hpp" |
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27 | #include "CglClique.hpp" |
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28 | #include "CglFlowCover.hpp" |
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29 | #include "CglMixedIntegerRounding2.hpp" |
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30 | // Preprocessing |
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31 | #include "CglPreProcess.hpp" |
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32 | |
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33 | // For saying about solution validity |
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34 | #include "OsiAuxInfo.hpp" |
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35 | |
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36 | // Heuristics (But any will have to be special) |
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37 | |
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38 | #include "CbcHeuristic.hpp" |
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39 | |
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40 | #include "CoinTime.hpp" |
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41 | // Need stored cuts |
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42 | |
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43 | #include "CglStored.hpp" |
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44 | |
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45 | /** Stored Cut Generator Class */ |
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46 | class CglStoredUser : public CglStored { |
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47 | |
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48 | public: |
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49 | |
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50 | |
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51 | /**@name Generate Cuts */ |
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52 | //@{ |
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53 | /** Generate Mixed Integer Stored cuts for the model of the |
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54 | solver interface, si. |
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55 | |
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56 | Insert the generated cuts into OsiCut, cs. |
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57 | |
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58 | This generator just looks at previously stored cuts |
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59 | and inserts any that are violated by enough |
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60 | */ |
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61 | virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs, |
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62 | const CglTreeInfo info = CglTreeInfo()) const; |
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63 | //@} |
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64 | |
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65 | /**@name Cut stuff */ |
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66 | //@{ |
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67 | OsiRowCut * mutableRowCutPointer(int index) |
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68 | { return cuts_.rowCutPtr(index);} |
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69 | //@} |
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70 | |
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71 | /**@name Constructors and destructors */ |
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72 | //@{ |
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73 | /// Default constructor |
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74 | CglStoredUser (); |
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75 | |
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76 | /// Copy constructor |
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77 | CglStoredUser (const CglStoredUser & rhs); |
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78 | |
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79 | /// Clone |
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80 | virtual CglCutGenerator * clone() const; |
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81 | |
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82 | /// Assignment operator |
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83 | CglStoredUser & |
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84 | operator=(const CglStoredUser& rhs); |
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85 | |
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86 | /// Destructor |
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87 | virtual |
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88 | ~CglStoredUser (); |
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89 | //@} |
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90 | |
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91 | protected: |
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92 | |
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93 | // Protected member methods |
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94 | |
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95 | // Protected member data |
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96 | |
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97 | /**@name Protected member data */ |
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98 | //@{ |
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99 | /** Don't add any more cuts after this number passes (per node) |
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100 | unless looks integer feasible |
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101 | */ |
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102 | int numberPasses_; |
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103 | //@} |
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104 | }; |
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105 | //------------------------------------------------------------------- |
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106 | // Generate Stored cuts |
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107 | //------------------------------------------------------------------- |
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108 | void |
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109 | CglStoredUser::generateCuts(const OsiSolverInterface & si, OsiCuts & cs, |
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110 | const CglTreeInfo info) const |
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111 | { |
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112 | // Get basic problem information |
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113 | const double * solution = si.getColSolution(); |
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114 | if (info.inTree&&info.pass>numberPasses_) { |
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115 | // only continue if integer feasible |
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116 | int numberColumns=si.getNumCols(); |
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117 | int i; |
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118 | const double * colUpper = si.getColUpper(); |
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119 | const double * colLower = si.getColLower(); |
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120 | int numberAway=0; |
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121 | for (i=0;i<numberColumns;i++) { |
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122 | double value = solution[i]; |
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123 | // In case slightly away from bounds |
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124 | value = CoinMax(colLower[i],value); |
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125 | value = CoinMin(colUpper[i],value); |
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126 | if (si.isInteger(i)&&fabs(value-fabs(value+0.5))>1.0e-5) |
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127 | numberAway++; |
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128 | } |
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129 | if (numberAway) |
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130 | return; // let code branch |
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131 | } |
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132 | int numberRowCuts = cuts_.sizeRowCuts(); |
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133 | for (int i=0;i<numberRowCuts;i++) { |
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134 | const OsiRowCut * rowCutPointer = cuts_.rowCutPtr(i); |
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135 | double violation = rowCutPointer->violated(solution); |
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136 | if (violation>=requiredViolation_) |
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137 | cs.insert(*rowCutPointer); |
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138 | } |
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139 | } |
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140 | |
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141 | //------------------------------------------------------------------- |
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142 | // Default Constructor |
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143 | //------------------------------------------------------------------- |
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144 | CglStoredUser::CglStoredUser () |
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145 | : |
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146 | CglStored(), |
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147 | numberPasses_(5) |
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148 | { |
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149 | } |
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150 | |
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151 | //------------------------------------------------------------------- |
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152 | // Copy constructor |
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153 | //------------------------------------------------------------------- |
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154 | CglStoredUser::CglStoredUser (const CglStoredUser & source) : |
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155 | CglStored(source), |
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156 | numberPasses_(source.numberPasses_) |
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157 | { |
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158 | } |
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159 | |
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160 | //------------------------------------------------------------------- |
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161 | // Clone |
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162 | //------------------------------------------------------------------- |
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163 | CglCutGenerator * |
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164 | CglStoredUser::clone() const |
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165 | { |
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166 | return new CglStoredUser(*this); |
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167 | } |
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168 | |
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169 | //------------------------------------------------------------------- |
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170 | // Destructor |
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171 | //------------------------------------------------------------------- |
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172 | CglStoredUser::~CglStoredUser () |
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173 | { |
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174 | } |
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175 | |
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176 | //---------------------------------------------------------------- |
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177 | // Assignment operator |
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178 | //------------------------------------------------------------------- |
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179 | CglStoredUser & |
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180 | CglStoredUser::operator=(const CglStoredUser& rhs) |
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181 | { |
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182 | if (this != &rhs) { |
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183 | CglStored::operator=(rhs); |
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184 | numberPasses_=rhs.numberPasses_; |
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185 | } |
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186 | return *this; |
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187 | } |
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188 | // Class to disallow strong branching solutions |
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189 | #include "CbcFeasibilityBase.hpp" |
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190 | class CbcFeasibilityNoStrong : public CbcFeasibilityBase{ |
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191 | public: |
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192 | // Default Constructor |
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193 | CbcFeasibilityNoStrong () {}; |
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194 | |
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195 | virtual ~CbcFeasibilityNoStrong() {}; |
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196 | // Copy constructor |
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197 | CbcFeasibilityNoStrong ( const CbcFeasibilityNoStrong &rhs) {}; |
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198 | |
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199 | // Assignment operator |
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200 | CbcFeasibilityNoStrong & operator=( const CbcFeasibilityNoStrong& rhs) |
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201 | { return * this;}; |
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202 | |
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203 | /// Clone |
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204 | virtual CbcFeasibilityBase * clone() const |
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205 | { return new CbcFeasibilityNoStrong();}; |
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206 | |
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207 | /** |
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208 | On input mode: |
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209 | 0 - called after a solve but before any cuts |
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210 | -1 - called after strong branching |
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211 | Returns : |
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212 | 0 - no opinion |
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213 | -1 pretend infeasible |
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214 | 1 pretend integer solution |
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215 | */ |
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216 | virtual int feasible(CbcModel * model, int mode) |
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217 | {return mode;}; |
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218 | }; |
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219 | |
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220 | |
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221 | //############################################################################# |
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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 | This main program reads in an integer model from an mps file. |
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227 | |
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228 | It makes L or G rows into cuts |
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229 | |
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230 | ************************************************************************/ |
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231 | |
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232 | int main (int argc, const char *argv[]) |
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233 | { |
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234 | |
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235 | // Define your favorite OsiSolver |
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236 | |
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237 | OsiClpSolverInterface solver1; |
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238 | |
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239 | // Read in model using argv[1] |
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240 | // and assert that it is a clean model |
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241 | std::string mpsFileName; |
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242 | #if defined(SAMPLEDIR) |
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243 | mpsFileName = SAMPLEDIR "/p0033.mps"; |
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244 | #else |
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245 | if (argc < 2) { |
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246 | fprintf(stderr, "Do not know where to find sample MPS files.\n"); |
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247 | exit(1); |
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248 | } |
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249 | #endif |
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250 | if (argc>=2) mpsFileName = argv[1]; |
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251 | int numMpsReadErrors = solver1.readMps(mpsFileName.c_str(),""); |
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252 | if( numMpsReadErrors != 0 ) |
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253 | { |
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254 | printf("%d errors reading MPS file\n", numMpsReadErrors); |
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255 | return numMpsReadErrors; |
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256 | } |
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257 | double time1 = CoinCpuTime(); |
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258 | OsiClpSolverInterface solverSave = solver1; |
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259 | |
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260 | /* Options are: |
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261 | preprocess to do preprocessing |
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262 | time in minutes |
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263 | if 2 parameters and numeric taken as time |
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264 | */ |
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265 | bool preProcess=false; |
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266 | double minutes=-1.0; |
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267 | int nGoodParam=0; |
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268 | for (int iParam=2; iParam<argc;iParam++) { |
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269 | if (!strcmp(argv[iParam],"preprocess")) { |
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270 | preProcess=true; |
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271 | nGoodParam++; |
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272 | } else if (!strcmp(argv[iParam],"time")) { |
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273 | if (iParam+1<argc&&isdigit(argv[iParam+1][0])) { |
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274 | minutes=atof(argv[iParam+1]); |
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275 | if (minutes>=0.0) { |
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276 | nGoodParam+=2; |
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277 | iParam++; // skip time |
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278 | } |
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279 | } |
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280 | } |
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281 | } |
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282 | if (nGoodParam==0&&argc==3&&isdigit(argv[2][0])) { |
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283 | // If time is given then stop after that number of minutes |
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284 | minutes = atof(argv[2]); |
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285 | if (minutes>=0.0) |
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286 | nGoodParam=1; |
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287 | } |
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288 | if (nGoodParam!=argc-2&&argc>=2) { |
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289 | printf("Usage <file> [preprocess] [time <minutes>] or <file> <minutes>\n"); |
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290 | exit(1); |
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291 | } |
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292 | // Reduce printout |
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293 | solver1.setHintParam(OsiDoReducePrint,true,OsiHintTry); |
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294 | // See if we want preprocessing |
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295 | OsiSolverInterface * solver2=&solver1; |
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296 | CglPreProcess process; |
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297 | // Never do preprocessing until dual tests out as can fix incorrectly |
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298 | preProcess=false; |
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299 | if (preProcess) { |
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300 | /* Do not try and produce equality cliques and |
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301 | do up to 5 passes */ |
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302 | solver2 = process.preProcess(solver1,false,5); |
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303 | if (!solver2) { |
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304 | printf("Pre-processing says infeasible\n"); |
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305 | exit(2); |
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306 | } |
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307 | solver2->resolve(); |
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308 | } |
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309 | // Turn L rows into cuts |
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310 | CglStoredUser stored; |
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311 | { |
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312 | int numberRows = solver2->getNumRows(); |
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313 | |
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314 | int * whichRow = new int[numberRows]; |
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315 | // get row copy |
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316 | const CoinPackedMatrix * rowCopy = solver2->getMatrixByRow(); |
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317 | const int * column = rowCopy->getIndices(); |
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318 | const int * rowLength = rowCopy->getVectorLengths(); |
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319 | const CoinBigIndex * rowStart = rowCopy->getVectorStarts(); |
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320 | const double * rowLower = solver2->getRowLower(); |
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321 | const double * rowUpper = solver2->getRowUpper(); |
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322 | const double * element = rowCopy->getElements(); |
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323 | int iRow,nDelete=0; |
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324 | for (iRow=0;iRow<numberRows;iRow++) { |
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325 | if (rowLower[iRow]<-1.0e20||rowUpper[iRow]>1.0e20) { |
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326 | // take out |
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327 | whichRow[nDelete++]=iRow; |
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328 | } |
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329 | } |
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330 | // leave some rows to avoid empty problem (Gomory does not like) |
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331 | nDelete = CoinMax(CoinMin(nDelete,numberRows-5),0); |
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332 | for (int jRow=0;jRow<nDelete;jRow++) { |
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333 | iRow=whichRow[jRow]; |
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334 | int start = rowStart[iRow]; |
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335 | stored.addCut(rowLower[iRow],rowUpper[iRow],rowLength[iRow], |
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336 | column+start,element+start); |
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337 | } |
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338 | /* The following is problem specific. |
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339 | Normally cuts are deleted if slack on cut basic. |
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340 | On some problems you may wish to leave cuts in as long |
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341 | as slack value zero |
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342 | */ |
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343 | int numberCuts=stored.sizeRowCuts(); |
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344 | for (int iCut=0;iCut<numberCuts;iCut++) { |
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345 | //stored.mutableRowCutPointer(iCut)->setEffectiveness(1.0e50); |
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346 | } |
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347 | solver2->deleteRows(nDelete,whichRow); |
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348 | delete [] whichRow; |
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349 | } |
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350 | CbcModel model(*solver2); |
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351 | model.solver()->setHintParam(OsiDoReducePrint,true,OsiHintTry); |
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352 | // Set up some cut generators and defaults |
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353 | // Probing first as gets tight bounds on continuous |
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354 | |
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355 | CglProbing generator1; |
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356 | generator1.setUsingObjective(true); |
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357 | generator1.setMaxPass(1); |
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358 | generator1.setMaxPassRoot(5); |
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359 | // Number of unsatisfied variables to look at |
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360 | generator1.setMaxProbe(10); |
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361 | generator1.setMaxProbeRoot(1000); |
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362 | // How far to follow the consequences |
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363 | generator1.setMaxLook(50); |
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364 | generator1.setMaxLookRoot(500); |
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365 | // Only look at rows with fewer than this number of elements |
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366 | generator1.setMaxElements(200); |
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367 | generator1.setRowCuts(3); |
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368 | |
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369 | CglGomory generator2; |
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370 | // try larger limit |
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371 | generator2.setLimit(300); |
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372 | |
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373 | CglKnapsackCover generator3; |
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374 | |
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375 | CglRedSplit generator4; |
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376 | // try larger limit |
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377 | generator4.setLimit(200); |
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378 | |
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379 | CglClique generator5; |
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380 | generator5.setStarCliqueReport(false); |
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381 | generator5.setRowCliqueReport(false); |
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382 | |
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383 | CglMixedIntegerRounding2 mixedGen; |
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384 | CglFlowCover flowGen; |
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385 | |
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386 | // Add in generators |
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387 | // Experiment with -1 and -99 etc |
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388 | // This is just for one particular model |
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389 | model.addCutGenerator(&generator1,-1,"Probing"); |
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390 | //model.addCutGenerator(&generator2,-1,"Gomory"); |
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391 | model.addCutGenerator(&generator2,1,"Gomory"); |
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392 | model.addCutGenerator(&generator3,-1,"Knapsack"); |
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393 | // model.addCutGenerator(&generator4,-1,"RedSplit"); |
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394 | //model.addCutGenerator(&generator5,-1,"Clique"); |
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395 | model.addCutGenerator(&generator5,1,"Clique"); |
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396 | model.addCutGenerator(&flowGen,-1,"FlowCover"); |
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397 | model.addCutGenerator(&mixedGen,-1,"MixedIntegerRounding"); |
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398 | // Add stored cuts (making sure at all depths) |
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399 | model.addCutGenerator(&stored,1,"Stored",true,false,false,-100,1,-1); |
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400 | |
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401 | int numberGenerators = model.numberCutGenerators(); |
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402 | int iGenerator; |
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403 | // Say we want timings |
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404 | for (iGenerator=0;iGenerator<numberGenerators;iGenerator++) { |
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405 | CbcCutGenerator * generator = model.cutGenerator(iGenerator); |
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406 | generator->setTiming(true); |
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407 | } |
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408 | OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (model.solver()); |
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409 | // go faster stripes |
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410 | if (osiclp) { |
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411 | if(osiclp->getNumRows()<300&&osiclp->getNumCols()<500) { |
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412 | //osiclp->setupForRepeatedUse(2,0); |
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413 | osiclp->setupForRepeatedUse(0,0); |
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414 | } |
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415 | // Don't allow dual stuff |
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416 | osiclp->setSpecialOptions(osiclp->specialOptions()|262144); |
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417 | } |
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418 | // Uncommenting this should switch off all CBC messages |
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419 | // model.messagesPointer()->setDetailMessages(10,10000,NULL); |
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420 | // No heuristics |
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421 | // Do initial solve to continuous |
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422 | model.initialSolve(); |
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423 | /* You need the next few lines - |
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424 | a) so that cut generator will always be called again if it generated cuts |
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425 | b) it is known that matrix is not enough to define problem so do cuts even |
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426 | if it looks integer feasible at continuous optimum. |
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427 | c) a solution found by strong branching will be ignored. |
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428 | d) don't recompute a solution once found |
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429 | */ |
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430 | // Make sure cut generator called correctly (a) |
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431 | iGenerator=numberGenerators-1; |
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432 | model.cutGenerator(iGenerator)->setMustCallAgain(true); |
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433 | // Say cuts needed at continuous (b) |
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434 | OsiBabSolver oddCuts; |
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435 | oddCuts.setSolverType(4); |
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436 | // owing to bug must set after initialSolve |
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437 | model.passInSolverCharacteristics(&oddCuts); |
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438 | // Say no to all solutions by strong branching (c) |
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439 | CbcFeasibilityNoStrong noStrong; |
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440 | model.setProblemFeasibility(noStrong); |
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441 | // Say don't recompute solution d) |
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442 | model.setSpecialOptions(4); |
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443 | |
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444 | // Could tune more |
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445 | double objValue = model.solver()->getObjSense()*model.solver()->getObjValue(); |
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446 | double minimumDropA=CoinMin(1.0,fabs(objValue)*1.0e-3+1.0e-4); |
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447 | double minimumDrop= fabs(objValue)*1.0e-4+1.0e-4; |
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448 | printf("min drop %g (A %g)\n",minimumDrop,minimumDropA); |
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449 | model.setMinimumDrop(minimumDrop); |
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450 | |
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451 | if (model.getNumCols()<500) |
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452 | model.setMaximumCutPassesAtRoot(-100); // always do 100 if possible |
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453 | else if (model.getNumCols()<5000) |
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454 | model.setMaximumCutPassesAtRoot(100); // use minimum drop |
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455 | else |
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456 | model.setMaximumCutPassesAtRoot(20); |
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457 | model.setMaximumCutPasses(10); |
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458 | //model.setMaximumCutPasses(2); |
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459 | |
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460 | // Switch off strong branching if wanted |
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461 | // model.setNumberStrong(0); |
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462 | // Do more strong branching if small |
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463 | if (model.getNumCols()<5000) |
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464 | model.setNumberStrong(10); |
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465 | model.setNumberStrong(20); |
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466 | //model.setNumberStrong(5); |
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467 | model.setNumberBeforeTrust(5); |
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468 | |
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469 | model.solver()->setIntParam(OsiMaxNumIterationHotStart,100); |
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470 | |
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471 | // If time is given then stop after that number of minutes |
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472 | if (minutes>=0.0) { |
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473 | std::cout<<"Stopping after "<<minutes<<" minutes"<<std::endl; |
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474 | model.setDblParam(CbcModel::CbcMaximumSeconds,60.0*minutes); |
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475 | } |
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476 | // Switch off most output |
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477 | if (model.getNumCols()<30000) { |
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478 | model.messageHandler()->setLogLevel(1); |
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479 | //model.solver()->messageHandler()->setLogLevel(0); |
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480 | } else { |
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481 | model.messageHandler()->setLogLevel(2); |
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482 | model.solver()->messageHandler()->setLogLevel(1); |
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483 | } |
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484 | //model.messageHandler()->setLogLevel(2); |
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485 | //model.solver()->messageHandler()->setLogLevel(2); |
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486 | //model.setPrintFrequency(50); |
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487 | //#define DEBUG_CUTS |
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488 | #ifdef DEBUG_CUTS |
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489 | // Set up debugger by name (only if no preprocesing) |
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490 | if (!preProcess) { |
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491 | std::string problemName ; |
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492 | model.solver()->getStrParam(OsiProbName,problemName) ; |
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493 | model.solver()->activateRowCutDebugger(problemName.c_str()) ; |
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494 | } |
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495 | #endif |
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496 | // Do complete search |
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497 | |
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498 | model.branchAndBound(); |
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499 | |
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500 | std::cout<<mpsFileName<<" took "<<CoinCpuTime()-time1<<" seconds, " |
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501 | <<model.getNodeCount()<<" nodes with objective " |
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502 | <<model.getObjValue() |
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503 | <<(!model.status() ? " Finished" : " Not finished") |
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504 | <<std::endl; |
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505 | |
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506 | // Print more statistics |
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507 | std::cout<<"Cuts at root node changed objective from "<<model.getContinuousObjective() |
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508 | <<" to "<<model.rootObjectiveAfterCuts()<<std::endl; |
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509 | |
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510 | for (iGenerator=0;iGenerator<numberGenerators;iGenerator++) { |
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511 | CbcCutGenerator * generator = model.cutGenerator(iGenerator); |
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512 | std::cout<<generator->cutGeneratorName()<<" was tried " |
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513 | <<generator->numberTimesEntered()<<" times and created " |
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514 | <<generator->numberCutsInTotal()<<" cuts of which " |
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515 | <<generator->numberCutsActive()<<" were active after adding rounds of cuts"; |
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516 | if (generator->timing()) |
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517 | std::cout<<" ( "<<generator->timeInCutGenerator()<<" seconds)"<<std::endl; |
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518 | else |
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519 | std::cout<<std::endl; |
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520 | } |
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521 | // Print solution if finished - we can't get names from Osi! - so get from OsiClp |
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522 | |
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523 | if (model.getMinimizationObjValue()<1.0e50) { |
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524 | // post process |
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525 | OsiSolverInterface * solver; |
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526 | if (preProcess) { |
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527 | process.postProcess(*model.solver()); |
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528 | // Solution now back in solver1 |
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529 | solver = & solver1; |
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530 | } else { |
---|
531 | solver = model.solver(); |
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532 | } |
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533 | int numberColumns = solver->getNumCols(); |
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534 | |
---|
535 | const double * solution = solver->getColSolution(); |
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536 | |
---|
537 | // Get names from solver1 (as OsiSolverInterface may lose) |
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538 | std::vector<std::string> columnNames = *solver1.getModelPtr()->columnNames(); |
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539 | |
---|
540 | int iColumn; |
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541 | std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14); |
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542 | |
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543 | std::cout<<"--------------------------------------"<<std::endl; |
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544 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
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545 | double value=solution[iColumn]; |
---|
546 | if (fabs(value)>1.0e-7&&solver->isInteger(iColumn)) { |
---|
547 | std::cout<<std::setw(6)<<iColumn<<" " |
---|
548 | <<columnNames[iColumn]<<" " |
---|
549 | <<value<<std::endl; |
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550 | solverSave.setColLower(iColumn,value); |
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551 | solverSave.setColUpper(iColumn,value); |
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552 | } |
---|
553 | } |
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554 | std::cout<<"--------------------------------------"<<std::endl; |
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555 | |
---|
556 | std::cout<<std::resetiosflags(std::ios::fixed|std::ios::showpoint|std::ios::scientific); |
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557 | solverSave.initialSolve(); |
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558 | } |
---|
559 | return 0; |
---|
560 | } |
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