1 | // $Id: driver4.cpp 2101 2014-12-03 17:43:20Z forrest $ |
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2 | // Copyright (C) 2007, 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 | #include "CbcModel.hpp" |
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12 | #include "OsiClpSolverInterface.hpp" |
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13 | #include "CbcSolver.hpp" |
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14 | #include "CbcHeuristicDiveCoefficient.hpp" |
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15 | #include "CbcHeuristicDiveFractional.hpp" |
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16 | #include "CbcHeuristicDiveGuided.hpp" |
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17 | #include "CbcHeuristicDiveVectorLength.hpp" |
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18 | #include "CbcHeuristicDivePseudoCost.hpp" |
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19 | #include "CbcHeuristicDiveLineSearch.hpp" |
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20 | |
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21 | #include "CoinTime.hpp" |
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22 | |
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23 | //############################################################################# |
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24 | |
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25 | |
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26 | /************************************************************************ |
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27 | |
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28 | This main program shows how to take advantage of the standalone cbc in your program, |
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29 | while still making major modifications. |
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30 | First it reads in an integer model from an mps file |
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31 | Then it initializes the integer model with cbc defaults |
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32 | Then it calls CbcMain1 passing all parameters apart from first but with callBack to modify stuff |
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33 | Finally it prints solution |
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34 | |
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35 | ************************************************************************/ |
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36 | /* Meaning of whereFrom: |
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37 | 1 after initial solve by dualsimplex etc |
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38 | 2 after preprocessing |
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39 | 3 just before branchAndBound (so user can override) |
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40 | 4 just after branchAndBound (before postprocessing) |
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41 | 5 after postprocessing |
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42 | */ |
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43 | /* Meaning of model status is as normal |
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44 | status |
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45 | -1 before branchAndBound |
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46 | 0 finished - check isProvenOptimal or isProvenInfeasible to see if solution found |
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47 | (or check value of best solution) |
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48 | 1 stopped - on maxnodes, maxsols, maxtime |
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49 | 2 difficulties so run was abandoned |
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50 | (5 event user programmed event occurred) |
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51 | |
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52 | cbc secondary status of problem |
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53 | -1 unset (status_ will also be -1) |
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54 | 0 search completed with solution |
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55 | 1 linear relaxation not feasible (or worse than cutoff) |
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56 | 2 stopped on gap |
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57 | 3 stopped on nodes |
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58 | 4 stopped on time |
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59 | 5 stopped on user event |
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60 | 6 stopped on solutions |
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61 | 7 linear relaxation unbounded |
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62 | |
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63 | but initially check if status is 0 and secondary status is 1 -> infeasible |
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64 | or you can check solver status. |
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65 | */ |
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66 | /* Return non-zero to return quickly */ |
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67 | static int callBack(CbcModel * model, int whereFrom) |
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68 | { |
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69 | int returnCode=0; |
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70 | switch (whereFrom) { |
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71 | case 1: |
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72 | case 2: |
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73 | if (!model->status()&&model->secondaryStatus()) |
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74 | returnCode=1; |
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75 | break; |
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76 | case 3: |
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77 | { |
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78 | // Add in some diving heuristics with different options |
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79 | CbcHeuristicDiveCoefficient heuristicDC(*model); |
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80 | heuristicDC.setHeuristicName("DiveCoefficient"); |
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81 | // do if no solution |
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82 | heuristicDC.setWhen(3); |
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83 | // 150 passes and fix general integers |
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84 | heuristicDC.setMaxIterations(151); |
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85 | // make sure can do as many simplex iterations as wanted |
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86 | heuristicDC.setMaxSimplexIterations(COIN_INT_MAX); |
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87 | heuristicDC.setMaxSimplexIterationsAtRoot(COIN_INT_MAX); |
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88 | model->addHeuristic(&heuristicDC) ; |
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89 | CbcHeuristicDiveFractional heuristicDF(*model); |
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90 | heuristicDF.setHeuristicName("DiveFractional"); |
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91 | // do if no solution |
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92 | heuristicDF.setWhen(3); |
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93 | // 150 passes and don't fix general integers |
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94 | heuristicDF.setMaxIterations(150); |
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95 | // make sure can do as many simplex iterations as wanted |
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96 | heuristicDF.setMaxSimplexIterations(COIN_INT_MAX); |
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97 | heuristicDF.setMaxSimplexIterationsAtRoot(COIN_INT_MAX); |
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98 | model->addHeuristic(&heuristicDF) ; |
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99 | CbcHeuristicDiveGuided heuristicDG(*model); |
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100 | heuristicDG.setHeuristicName("DiveGuided"); |
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101 | // do if no solution |
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102 | heuristicDG.setWhen(3); |
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103 | // 200 passes and fix general integers |
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104 | heuristicDG.setMaxIterations(201); |
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105 | // make sure can do as many simplex iterations as wanted |
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106 | heuristicDG.setMaxSimplexIterations(COIN_INT_MAX); |
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107 | heuristicDG.setMaxSimplexIterationsAtRoot(COIN_INT_MAX); |
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108 | model->addHeuristic(&heuristicDG) ; |
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109 | CbcHeuristicDiveVectorLength heuristicDV(*model); |
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110 | heuristicDV.setHeuristicName("DiveVectorLength"); |
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111 | // do if no solution |
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112 | heuristicDV.setWhen(3); |
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113 | // 150 passes and fix general integers |
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114 | heuristicDV.setMaxIterations(151); |
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115 | // make sure can do as many simplex iterations as wanted |
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116 | heuristicDV.setMaxSimplexIterations(COIN_INT_MAX); |
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117 | heuristicDV.setMaxSimplexIterationsAtRoot(COIN_INT_MAX); |
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118 | model->addHeuristic(&heuristicDV) ; |
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119 | // Second version! |
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120 | CbcHeuristicDiveVectorLength heuristicDV2(*model); |
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121 | heuristicDV2.setHeuristicName("DiveVectorLength"); |
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122 | // do if no solution |
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123 | heuristicDV2.setWhen(3); |
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124 | // 300 passes and don't fix general integers |
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125 | heuristicDV2.setMaxIterations(300); |
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126 | // fix fewer |
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127 | heuristicDV2.setPercentageToFix(0.05); |
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128 | // make sure can do as many simplex iterations as wanted |
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129 | heuristicDV2.setMaxSimplexIterations(COIN_INT_MAX); |
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130 | heuristicDV2.setMaxSimplexIterationsAtRoot(COIN_INT_MAX); |
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131 | model->addHeuristic(&heuristicDV2) ; |
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132 | CbcHeuristicDivePseudoCost heuristicDP(*model); |
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133 | heuristicDP.setHeuristicName("DivePseudoCost"); |
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134 | // do if no solution |
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135 | heuristicDP.setWhen(3); |
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136 | // 100 passes and don't fix general integers |
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137 | heuristicDP.setMaxIterations(100); |
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138 | // make sure can do as many simplex iterations as wanted |
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139 | heuristicDP.setMaxSimplexIterations(COIN_INT_MAX); |
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140 | heuristicDP.setMaxSimplexIterationsAtRoot(COIN_INT_MAX); |
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141 | model->addHeuristic(&heuristicDP) ; |
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142 | CbcHeuristicDiveLineSearch heuristicDL(*model); |
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143 | heuristicDL.setHeuristicName("DiveLineSearch"); |
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144 | // do if no solution |
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145 | heuristicDL.setWhen(3); |
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146 | // 150 passes and fix general integers |
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147 | heuristicDL.setMaxIterations(151); |
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148 | // make sure can do as many simplex iterations as wanted |
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149 | heuristicDL.setMaxSimplexIterations(COIN_INT_MAX); |
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150 | heuristicDL.setMaxSimplexIterationsAtRoot(COIN_INT_MAX); |
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151 | model->addHeuristic(&heuristicDL) ; |
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152 | //CbcCompareUser compare; |
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153 | //model->setNodeComparison(compare); |
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154 | } |
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155 | break; |
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156 | case 4: |
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157 | // If not good enough could skip postprocessing |
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158 | break; |
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159 | case 5: |
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160 | break; |
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161 | default: |
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162 | abort(); |
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163 | } |
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164 | return returnCode; |
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165 | } |
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166 | #include "CbcEventHandler.hpp" |
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167 | /** This is so user can trap events and do useful stuff. |
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168 | |
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169 | CbcModel model_ is available as well as anything else you care |
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170 | to pass in |
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171 | */ |
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172 | |
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173 | class MyEventHandler3 : public CbcEventHandler { |
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174 | |
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175 | public: |
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176 | /**@name Overrides */ |
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177 | //@{ |
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178 | virtual CbcAction event(CbcEvent whichEvent); |
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179 | //@} |
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180 | |
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181 | /**@name Constructors, destructor etc*/ |
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182 | //@{ |
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183 | /** Default constructor. */ |
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184 | MyEventHandler3(); |
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185 | /// Constructor with pointer to model (redundant as setEventHandler does) |
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186 | MyEventHandler3(CbcModel * model); |
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187 | /** Destructor */ |
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188 | virtual ~MyEventHandler3(); |
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189 | /** The copy constructor. */ |
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190 | MyEventHandler3(const MyEventHandler3 & rhs); |
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191 | /// Assignment |
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192 | MyEventHandler3& operator=(const MyEventHandler3 & rhs); |
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193 | /// Clone |
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194 | virtual CbcEventHandler * clone() const ; |
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195 | //@} |
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196 | |
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197 | |
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198 | protected: |
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199 | // data goes here |
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200 | }; |
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201 | //------------------------------------------------------------------- |
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202 | // Default Constructor |
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203 | //------------------------------------------------------------------- |
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204 | MyEventHandler3::MyEventHandler3 () |
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205 | : CbcEventHandler() |
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206 | { |
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207 | } |
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208 | |
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209 | //------------------------------------------------------------------- |
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210 | // Copy constructor |
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211 | //------------------------------------------------------------------- |
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212 | MyEventHandler3::MyEventHandler3 (const MyEventHandler3 & rhs) |
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213 | : CbcEventHandler(rhs) |
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214 | { |
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215 | } |
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216 | |
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217 | // Constructor with pointer to model |
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218 | MyEventHandler3::MyEventHandler3(CbcModel * model) |
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219 | : CbcEventHandler(model) |
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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 | // Destructor |
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225 | //------------------------------------------------------------------- |
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226 | MyEventHandler3::~MyEventHandler3 () |
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227 | { |
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228 | } |
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229 | |
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230 | //---------------------------------------------------------------- |
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231 | // Assignment operator |
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232 | //------------------------------------------------------------------- |
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233 | MyEventHandler3 & |
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234 | MyEventHandler3::operator=(const MyEventHandler3& rhs) |
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235 | { |
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236 | if (this != &rhs) { |
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237 | CbcEventHandler::operator=(rhs); |
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238 | } |
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239 | return *this; |
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240 | } |
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241 | //------------------------------------------------------------------- |
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242 | // Clone |
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243 | //------------------------------------------------------------------- |
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244 | CbcEventHandler * MyEventHandler3::clone() const |
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245 | { |
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246 | return new MyEventHandler3(*this); |
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247 | } |
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248 | |
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249 | CbcEventHandler::CbcAction |
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250 | MyEventHandler3::event(CbcEvent whichEvent) |
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251 | { |
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252 | // If in sub tree carry on |
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253 | if (!model_->parentModel()) { |
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254 | if (whichEvent==solution||whichEvent==heuristicSolution) { |
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255 | #ifdef STOP_EARLY |
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256 | return stop; // say finished |
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257 | #else |
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258 | // If preprocessing was done solution will be to processed model |
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259 | int numberColumns = model_->getNumCols(); |
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260 | const double * bestSolution = model_->bestSolution(); |
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261 | assert (bestSolution); |
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262 | printf("value of solution is %g\n",model_->getObjValue()); |
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263 | for (int i=0;i<numberColumns;i++) { |
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264 | if (fabs(bestSolution[i])>1.0e-8) |
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265 | printf("%d %g\n",i,bestSolution[i]); |
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266 | } |
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267 | return noAction; // carry on |
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268 | #endif |
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269 | } else { |
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270 | return noAction; // carry on |
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271 | } |
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272 | } else { |
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273 | return noAction; // carry on |
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274 | } |
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275 | } |
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276 | |
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277 | int main (int argc, const char *argv[]) |
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278 | { |
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279 | |
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280 | OsiClpSolverInterface solver1; |
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281 | //#define USE_OSI_NAMES |
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282 | #ifdef USE_OSI_NAMES |
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283 | // Say we are keeping names (a bit slower this way) |
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284 | solver1.setIntParam(OsiNameDiscipline,1); |
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285 | #endif |
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286 | // Read in model using argv[1] |
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287 | // and assert that it is a clean model |
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288 | std::string mpsFileName; |
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289 | #if defined(SAMPLEDIR) |
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290 | mpsFileName = SAMPLEDIR "/p0033.mps"; |
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291 | #else |
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292 | if (argc < 2) { |
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293 | fprintf(stderr, "Do not know where to find sample MPS files.\n"); |
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294 | exit(1); |
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295 | } |
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296 | #endif |
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297 | if (argc>=2) mpsFileName = argv[1]; |
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298 | int numMpsReadErrors = solver1.readMps(mpsFileName.c_str(),""); |
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299 | if( numMpsReadErrors != 0 ) |
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300 | { |
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301 | printf("%d errors reading MPS file\n", numMpsReadErrors); |
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302 | return numMpsReadErrors; |
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303 | } |
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304 | // Tell solver to return fast if presolve or initial solve infeasible |
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305 | solver1.getModelPtr()->setMoreSpecialOptions(3); |
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306 | |
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307 | /* Two ways of doing this depending on whether NEW_STYLE_SOLVER defined. |
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308 | So we need pointer to model. Old way could use modelA. rather than model-> |
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309 | */ |
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310 | // Messy code below copied from CbcSolver.cpp |
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311 | // Pass to Cbc initialize defaults |
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312 | CbcModel modelA(solver1); |
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313 | CbcModel * model = &modelA; |
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314 | CbcMain0(modelA); |
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315 | // Event handler |
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316 | MyEventHandler3 eventHandler; |
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317 | model->passInEventHandler(&eventHandler); |
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318 | /* Now go into code for standalone solver |
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319 | Could copy arguments and add -quit at end to be safe |
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320 | but this will do |
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321 | */ |
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322 | if (argc>2) { |
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323 | CbcMain1(argc-1,argv+1,modelA,callBack); |
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324 | } else { |
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325 | const char * argv2[]={"driver4","-solve","-quit"}; |
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326 | CbcMain1(3,argv2,modelA,callBack); |
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327 | } |
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328 | // Solver was cloned so get current copy |
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329 | OsiSolverInterface * solver = model->solver(); |
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330 | // Print solution if finished (could get from model->bestSolution() as well |
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331 | |
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332 | if (model->bestSolution()) { |
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333 | |
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334 | const double * solution = solver->getColSolution(); |
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335 | |
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336 | int iColumn; |
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337 | int numberColumns = solver->getNumCols(); |
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338 | std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14); |
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339 | |
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340 | std::cout<<"--------------------------------------"<<std::endl; |
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341 | #ifdef USE_OSI_NAMES |
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342 | |
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343 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
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344 | double value=solution[iColumn]; |
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345 | if (fabs(value)>1.0e-7&&solver->isInteger(iColumn)) |
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346 | std::cout<<std::setw(6)<<iColumn<<" "<<std::setw(8)<<setiosflags(std::ios::left)<<solver->getColName(iColumn) |
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347 | <<resetiosflags(std::ios::adjustfield)<<std::setw(14)<<" "<<value<<std::endl; |
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348 | } |
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349 | #else |
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350 | // names may not be in current solver - use original |
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351 | |
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352 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
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353 | double value=solution[iColumn]; |
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354 | if (fabs(value)>1.0e-7&&solver->isInteger(iColumn)) |
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355 | std::cout<<std::setw(6)<<iColumn<<" "<<std::setw(8)<<setiosflags(std::ios::left)<<solver1.getModelPtr()->columnName(iColumn) |
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356 | <<resetiosflags(std::ios::adjustfield)<<std::setw(14)<<" "<<value<<std::endl; |
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357 | } |
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358 | #endif |
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359 | std::cout<<"--------------------------------------"<<std::endl; |
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360 | |
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361 | std::cout<<std::resetiosflags(std::ios::fixed|std::ios::showpoint|std::ios::scientific); |
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362 | } else { |
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363 | std::cout<<" No solution!"<<std::endl; |
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364 | } |
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365 | return 0; |
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366 | } |
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