1 | // $Id: fast0507.cpp 1898 2013-04-09 18:06:04Z forrest $ |
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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 | #include <cassert> |
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7 | #include <iomanip> |
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8 | |
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9 | #include "CoinPragma.hpp" |
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10 | |
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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 "CbcBranchActual.hpp" |
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15 | #include "CbcBranchUser.hpp" |
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16 | #include "CbcBranchCut.hpp" |
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17 | #include "CbcBranchToFixLots.hpp" |
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18 | #include "CbcCompareUser.hpp" |
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19 | #include "CbcCutGenerator.hpp" |
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20 | #include "CbcHeuristicGreedy.hpp" |
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21 | #include "OsiClpSolverInterface.hpp" |
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22 | #include "CbcSolver3.hpp" |
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23 | |
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24 | // Cuts |
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25 | |
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26 | #include "CglGomory.hpp" |
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27 | #include "CglProbing.hpp" |
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28 | #include "CglKnapsackCover.hpp" |
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29 | #include "CglOddHole.hpp" |
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30 | #include "CglClique.hpp" |
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31 | #include "CglFlowCover.hpp" |
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32 | #include "CglMixedIntegerRounding.hpp" |
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33 | #include "CglMixedIntegerRounding2.hpp" |
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34 | // Preprocessing |
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35 | #include "CglPreProcess.hpp" |
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36 | |
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37 | #include "CoinTime.hpp" |
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38 | |
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39 | //############################################################################# |
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40 | |
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41 | |
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42 | /************************************************************************ |
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43 | |
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44 | This main program reads in an integer model from an mps file. |
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45 | |
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46 | It then sets up some Cgl cut generators and calls branch and cut. |
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47 | |
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48 | Branching is simple binary branching on integer variables. |
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49 | |
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50 | Node selection is depth first until first solution is found and then |
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51 | based on objective and number of unsatisfied integer variables. |
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52 | In this example the functionality is the same as default but it is |
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53 | a user comparison function. |
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54 | |
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55 | Variable branching selection is on maximum minimum-of-up-down change |
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56 | after strong branching on 5 variables closest to 0.5. |
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57 | |
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58 | A simple rounding heuristic is used. |
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59 | |
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60 | |
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61 | ************************************************************************/ |
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62 | |
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63 | // ****** define comparison to choose best next node |
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64 | |
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65 | int main (int argc, const char *argv[]) |
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66 | { |
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67 | |
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68 | CbcSolver3 solver1; |
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69 | |
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70 | // Read in model using argv[1] |
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71 | // and assert that it is a clean model |
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72 | std::string mpsFileName; |
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73 | if (argc>=2) mpsFileName = argv[1]; |
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74 | int numMpsReadErrors = solver1.readMps(mpsFileName.c_str(),""); |
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75 | if( numMpsReadErrors != 0 ) |
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76 | { |
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77 | printf("%d errors reading MPS file\n", numMpsReadErrors); |
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78 | return numMpsReadErrors; |
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79 | } |
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80 | double time1 = CoinCpuTime(); |
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81 | |
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82 | /* Options are: |
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83 | preprocess to do preprocessing |
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84 | time in minutes |
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85 | if 2 parameters and numeric taken as time |
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86 | */ |
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87 | bool preProcess=false; |
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88 | double minutes=-1.0; |
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89 | int nGoodParam=0; |
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90 | for (int iParam=2; iParam<argc;iParam++) { |
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91 | if (!strcmp(argv[iParam],"preprocess")) { |
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92 | preProcess=true; |
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93 | nGoodParam++; |
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94 | } else if (!strcmp(argv[iParam],"time")) { |
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95 | if (iParam+1<argc&&isdigit(argv[iParam+1][0])) { |
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96 | minutes=atof(argv[iParam+1]); |
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97 | if (minutes>=0.0) { |
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98 | nGoodParam+=2; |
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99 | iParam++; // skip time |
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100 | } |
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101 | } |
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102 | } |
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103 | } |
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104 | if (nGoodParam==0&&argc==3&&isdigit(argv[2][0])) { |
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105 | // If time is given then stop after that number of minutes |
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106 | minutes = atof(argv[2]); |
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107 | if (minutes>=0.0) |
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108 | nGoodParam=1; |
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109 | } |
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110 | if (nGoodParam!=argc-2) { |
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111 | printf("Usage <file> [preprocess] [time <minutes>] or <file> <minutes>\n"); |
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112 | exit(1); |
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113 | } |
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114 | solver1.initialSolve(); |
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115 | // Reduce printout |
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116 | solver1.setHintParam(OsiDoReducePrint,true,OsiHintTry); |
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117 | // Say we want scaling |
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118 | //solver1.setHintParam(OsiDoScale,true,OsiHintTry); |
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119 | //solver1.setCleanupScaling(1); |
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120 | // See if we want preprocessing |
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121 | OsiSolverInterface * solver2=&solver1; |
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122 | CglPreProcess process; |
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123 | if (preProcess) { |
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124 | /* Do not try and produce equality cliques and |
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125 | do up to 5 passes */ |
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126 | solver2 = process.preProcess(solver1,false,5); |
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127 | if (!solver2) { |
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128 | printf("Pre-processing says infeasible\n"); |
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129 | exit(2); |
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130 | } |
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131 | solver2->resolve(); |
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132 | } |
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133 | CbcModel model(*solver2); |
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134 | // Point to solver |
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135 | OsiSolverInterface * solver3 = model.solver(); |
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136 | CbcSolver3 * osiclp = dynamic_cast< CbcSolver3*> (solver3); |
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137 | assert (osiclp); |
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138 | const double fractionFix=0.985; |
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139 | osiclp->initialize(&model,NULL); |
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140 | osiclp->setAlgorithm(2); |
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141 | osiclp->setMemory(1000); |
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142 | osiclp->setNested(fractionFix); |
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143 | //osiclp->setNested(1.0); //off |
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144 | // Set up some cut generators and defaults |
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145 | // Probing first as gets tight bounds on continuous |
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146 | |
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147 | CglProbing generator1; |
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148 | generator1.setUsingObjective(true); |
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149 | generator1.setMaxPass(3); |
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150 | // Number of unsatisfied variables to look at |
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151 | generator1.setMaxProbe(10); |
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152 | // How far to follow the consequences |
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153 | generator1.setMaxLook(50); |
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154 | // Only look at rows with fewer than this number of elements |
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155 | generator1.setMaxElements(200); |
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156 | generator1.setRowCuts(3); |
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157 | |
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158 | CglGomory generator2; |
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159 | // try larger limit |
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160 | generator2.setLimit(300); |
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161 | |
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162 | CglKnapsackCover generator3; |
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163 | |
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164 | CglOddHole generator4; |
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165 | generator4.setMinimumViolation(0.005); |
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166 | generator4.setMinimumViolationPer(0.00002); |
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167 | // try larger limit |
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168 | generator4.setMaximumEntries(200); |
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169 | |
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170 | CglClique generator5; |
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171 | generator5.setStarCliqueReport(false); |
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172 | generator5.setRowCliqueReport(false); |
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173 | |
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174 | CglMixedIntegerRounding mixedGen; |
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175 | /* This is same as default constructor - |
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176 | (1,true,1) |
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177 | I presume if maxAggregate larger then slower but maybe better |
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178 | criterion can be 1 through 3 |
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179 | Reference: |
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180 | Hugues Marchand and Laurence A. Wolsey |
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181 | Aggregation and Mixed Integer Rounding to Solve MIPs |
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182 | Operations Research, 49(3), May-June 2001. |
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183 | */ |
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184 | int maxAggregate=1; |
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185 | bool multiply=true; |
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186 | int criterion=1; |
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187 | CglMixedIntegerRounding2 mixedGen2(maxAggregate,multiply,criterion); |
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188 | CglFlowCover flowGen; |
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189 | |
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190 | // Add in generators |
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191 | // Experiment with -1 and -99 etc |
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192 | model.addCutGenerator(&generator1,-99,"Probing"); |
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193 | //model.addCutGenerator(&generator2,-1,"Gomory"); |
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194 | //model.addCutGenerator(&generator3,-1,"Knapsack"); |
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195 | //model.addCutGenerator(&generator4,-1,"OddHole"); |
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196 | //model.addCutGenerator(&generator5,-1,"Clique"); |
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197 | //model.addCutGenerator(&flowGen,-1,"FlowCover"); |
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198 | //model.addCutGenerator(&mixedGen,-1,"MixedIntegerRounding"); |
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199 | //model.addCutGenerator(&mixedGen2,-1,"MixedIntegerRounding2"); |
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200 | // Say we want timings |
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201 | int numberGenerators = model.numberCutGenerators(); |
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202 | int iGenerator; |
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203 | for (iGenerator=0;iGenerator<numberGenerators;iGenerator++) { |
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204 | CbcCutGenerator * generator = model.cutGenerator(iGenerator); |
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205 | generator->setTiming(true); |
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206 | } |
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207 | |
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208 | // Allow rounding heuristic |
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209 | |
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210 | CbcRounding heuristic1(model); |
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211 | model.addHeuristic(&heuristic1); |
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212 | |
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213 | // And Greedy heuristic |
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214 | |
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215 | CbcHeuristicGreedyCover heuristic2(model); |
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216 | // Use original upper and perturb more |
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217 | heuristic2.setAlgorithm(11); |
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218 | model.addHeuristic(&heuristic2); |
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219 | |
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220 | // Redundant definition of default branching (as Default == User) |
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221 | CbcBranchUserDecision branch; |
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222 | model.setBranchingMethod(&branch); |
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223 | |
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224 | // Definition of node choice |
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225 | CbcCompareUser compare; |
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226 | model.setNodeComparison(compare); |
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227 | |
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228 | int iColumn; |
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229 | int numberColumns = solver3->getNumCols(); |
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230 | // do pseudo costs |
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231 | CbcObject ** objects = new CbcObject * [numberColumns+1]; |
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232 | const CoinPackedMatrix * matrix = solver3->getMatrixByCol(); |
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233 | // Column copy |
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234 | const int * columnLength = matrix->getVectorLengths(); |
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235 | const double * objective = model.getObjCoefficients(); |
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236 | int n=0; |
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237 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
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238 | if (solver3->isInteger(iColumn)) { |
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239 | double costPer = objective[iColumn]/ ((double) columnLength[iColumn]); |
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240 | CbcSimpleIntegerPseudoCost * newObject = |
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241 | new CbcSimpleIntegerPseudoCost(&model,n,iColumn, |
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242 | costPer,costPer); |
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243 | newObject->setMethod(3); |
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244 | objects[n++]= newObject; |
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245 | } |
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246 | } |
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247 | // and special fix lots branch |
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248 | objects[n++]=new CbcBranchToFixLots(&model,-1.0e-6,fractionFix+0.01,1,0,NULL); |
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249 | model.addObjects(n,objects); |
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250 | for (iColumn=0;iColumn<n;iColumn++) |
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251 | delete objects[iColumn]; |
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252 | delete [] objects; |
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253 | // High priority for odd object |
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254 | int followPriority=1; |
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255 | model.passInPriorities(&followPriority,true); |
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256 | |
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257 | // Do initial solve to continuous |
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258 | model.initialSolve(); |
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259 | |
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260 | // Could tune more |
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261 | model.setMinimumDrop(CoinMin(1.0, |
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262 | fabs(model.getMinimizationObjValue())*1.0e-3+1.0e-4)); |
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263 | |
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264 | if (model.getNumCols()<500) |
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265 | model.setMaximumCutPassesAtRoot(-100); // always do 100 if possible |
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266 | else if (model.getNumCols()<5000) |
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267 | model.setMaximumCutPassesAtRoot(100); // use minimum drop |
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268 | else |
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269 | model.setMaximumCutPassesAtRoot(20); |
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270 | //model.setMaximumCutPasses(1); |
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271 | |
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272 | // Do more strong branching if small |
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273 | //if (model.getNumCols()<5000) |
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274 | //model.setNumberStrong(10); |
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275 | // Switch off strong branching if wanted |
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276 | model.setNumberStrong(0); |
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277 | |
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278 | model.solver()->setIntParam(OsiMaxNumIterationHotStart,100); |
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279 | |
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280 | // If time is given then stop after that number of minutes |
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281 | if (minutes>=0.0) { |
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282 | std::cout<<"Stopping after "<<minutes<<" minutes"<<std::endl; |
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283 | model.setDblParam(CbcModel::CbcMaximumSeconds,60.0*minutes); |
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284 | } |
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285 | // Switch off most output |
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286 | if (model.getNumCols()<300000) { |
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287 | model.messageHandler()->setLogLevel(1); |
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288 | //model.solver()->messageHandler()->setLogLevel(0); |
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289 | } else { |
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290 | model.messageHandler()->setLogLevel(2); |
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291 | model.solver()->messageHandler()->setLogLevel(1); |
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292 | } |
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293 | //model.messageHandler()->setLogLevel(2); |
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294 | //model.solver()->messageHandler()->setLogLevel(2); |
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295 | //model.setPrintFrequency(50); |
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296 | #define DEBUG_CUTS |
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297 | #ifdef DEBUG_CUTS |
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298 | // Set up debugger by name (only if no preprocesing) |
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299 | if (!preProcess) { |
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300 | std::string problemName ; |
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301 | //model.solver()->getStrParam(OsiProbName,problemName) ; |
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302 | //model.solver()->activateRowCutDebugger(problemName.c_str()) ; |
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303 | model.solver()->activateRowCutDebugger("cap6000a") ; |
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304 | } |
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305 | #endif |
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306 | |
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307 | // Do complete search |
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308 | try { |
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309 | model.branchAndBound(); |
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310 | } |
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311 | catch (CoinError e) { |
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312 | e.print(); |
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313 | if (e.lineNumber()>=0) |
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314 | std::cout<<"This was from a CoinAssert"<<std::endl; |
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315 | exit(0); |
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316 | } |
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317 | //void printHowMany(); |
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318 | //printHowMany(); |
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319 | std::cout<<mpsFileName<<" took "<<CoinCpuTime()-time1<<" seconds, " |
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320 | <<model.getNodeCount()<<" nodes with objective " |
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321 | <<model.getObjValue() |
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322 | <<(!model.status() ? " Finished" : " Not finished") |
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323 | <<std::endl; |
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324 | |
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325 | // Print more statistics |
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326 | std::cout<<"Cuts at root node changed objective from "<<model.getContinuousObjective() |
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327 | <<" to "<<model.rootObjectiveAfterCuts()<<std::endl; |
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328 | |
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329 | for (iGenerator=0;iGenerator<numberGenerators;iGenerator++) { |
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330 | CbcCutGenerator * generator = model.cutGenerator(iGenerator); |
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331 | std::cout<<generator->cutGeneratorName()<<" was tried " |
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332 | <<generator->numberTimesEntered()<<" times and created " |
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333 | <<generator->numberCutsInTotal()<<" cuts of which " |
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334 | <<generator->numberCutsActive()<<" were active after adding rounds of cuts"; |
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335 | if (generator->timing()) |
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336 | std::cout<<" ( "<<generator->timeInCutGenerator()<<" seconds)"<<std::endl; |
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337 | else |
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338 | std::cout<<std::endl; |
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339 | } |
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340 | // Print solution if finished - we can't get names from Osi! |
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341 | |
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342 | if (model.getMinimizationObjValue()<1.0e50) { |
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343 | // post process |
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344 | if (preProcess) |
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345 | process.postProcess(*model.solver()); |
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346 | int numberColumns = model.solver()->getNumCols(); |
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347 | |
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348 | const double * solution = model.solver()->getColSolution(); |
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349 | |
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350 | int iColumn; |
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351 | std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14); |
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352 | |
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353 | std::cout<<"--------------------------------------"<<std::endl; |
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354 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
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355 | double value=solution[iColumn]; |
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356 | if (fabs(value)>1.0e-7&&model.solver()->isInteger(iColumn)) |
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357 | std::cout<<std::setw(6)<<iColumn<<" "<<value<<std::endl; |
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358 | } |
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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 | } |
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363 | return 0; |
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364 | } |
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