1 | // $Id: fast0507b.cpp 1574 2011-01-05 01:13:55Z lou $ |
---|
2 | // Copyright (C) 2002, International Business Machines |
---|
3 | // Corporation and others. All Rights Reserved. |
---|
4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
---|
5 | |
---|
6 | #if defined(_MSC_VER) |
---|
7 | // Turn off compiler warning about long names |
---|
8 | # pragma warning(disable:4786) |
---|
9 | #endif |
---|
10 | |
---|
11 | #include "CbcConfig.h" |
---|
12 | |
---|
13 | #include <cassert> |
---|
14 | #include <iomanip> |
---|
15 | |
---|
16 | |
---|
17 | // For Branch and bound |
---|
18 | #include "OsiSolverInterface.hpp" |
---|
19 | #include "CbcModel.hpp" |
---|
20 | #include "CbcBranchUser.hpp" |
---|
21 | #include "CbcBranchFollow2.hpp" |
---|
22 | #include "CbcCompareUser.hpp" |
---|
23 | #include "CbcCutGenerator.hpp" |
---|
24 | #include "CbcHeuristicGreedy.hpp" |
---|
25 | #include "OsiClpSolverInterface.hpp" |
---|
26 | #include "CbcSolver2.hpp" |
---|
27 | |
---|
28 | // Cuts |
---|
29 | |
---|
30 | #include "CglGomory.hpp" |
---|
31 | #include "CglProbing.hpp" |
---|
32 | #include "CglKnapsackCover.hpp" |
---|
33 | #include "CglOddHole.hpp" |
---|
34 | #include "CglClique.hpp" |
---|
35 | #include "CglFlowCover.hpp" |
---|
36 | #include "CglMixedIntegerRounding.hpp" |
---|
37 | #include "CglMixedIntegerRounding2.hpp" |
---|
38 | // Preprocessing |
---|
39 | #include "CglPreProcess.hpp" |
---|
40 | |
---|
41 | #include "CoinTime.hpp" |
---|
42 | |
---|
43 | //############################################################################# |
---|
44 | |
---|
45 | |
---|
46 | /************************************************************************ |
---|
47 | |
---|
48 | This main program reads in an integer model from an mps file. |
---|
49 | |
---|
50 | It then sets up some Cgl cut generators and calls branch and cut. |
---|
51 | |
---|
52 | Branching is simple binary branching on integer variables. |
---|
53 | |
---|
54 | Node selection is depth first until first solution is found and then |
---|
55 | based on objective and number of unsatisfied integer variables. |
---|
56 | In this example the functionality is the same as default but it is |
---|
57 | a user comparison function. |
---|
58 | |
---|
59 | Variable branching selection is on maximum minimum-of-up-down change |
---|
60 | after strong branching on 5 variables closest to 0.5. |
---|
61 | |
---|
62 | A simple rounding heuristic is used. |
---|
63 | |
---|
64 | |
---|
65 | ************************************************************************/ |
---|
66 | |
---|
67 | // ****** define comparison to choose best next node |
---|
68 | |
---|
69 | int main (int argc, const char *argv[]) |
---|
70 | { |
---|
71 | |
---|
72 | // Define your favorite OsiSolver |
---|
73 | |
---|
74 | #ifdef COIN_USE_CLPxx |
---|
75 | OsiClpSolverInterface solver1; |
---|
76 | #else |
---|
77 | CbcSolver2 solver1; |
---|
78 | #endif |
---|
79 | |
---|
80 | // Read in model using argv[1] |
---|
81 | // and assert that it is a clean model |
---|
82 | std::string mpsFileName; |
---|
83 | if (argc>=2) mpsFileName = argv[1]; |
---|
84 | int numMpsReadErrors = solver1.readMps(mpsFileName.c_str(),""); |
---|
85 | assert(numMpsReadErrors==0); |
---|
86 | double time1 = CoinCpuTime(); |
---|
87 | /* Options are: |
---|
88 | preprocess to do preprocessing |
---|
89 | time in minutes |
---|
90 | if 2 parameters and numeric taken as time |
---|
91 | */ |
---|
92 | bool preProcess=false; |
---|
93 | double minutes=-1.0; |
---|
94 | int nGoodParam=0; |
---|
95 | for (int iParam=2; iParam<argc;iParam++) { |
---|
96 | if (!strcmp(argv[iParam],"preprocess")) { |
---|
97 | preProcess=true; |
---|
98 | nGoodParam++; |
---|
99 | } else if (!strcmp(argv[iParam],"time")) { |
---|
100 | if (iParam+1<argc&&isdigit(argv[iParam+1][0])) { |
---|
101 | minutes=atof(argv[iParam+1]); |
---|
102 | if (minutes>=0.0) { |
---|
103 | nGoodParam+=2; |
---|
104 | iParam++; // skip time |
---|
105 | } |
---|
106 | } |
---|
107 | } |
---|
108 | } |
---|
109 | if (nGoodParam==0&&argc==3&&isdigit(argv[2][0])) { |
---|
110 | // If time is given then stop after that number of minutes |
---|
111 | minutes = atof(argv[2]); |
---|
112 | if (minutes>=0.0) |
---|
113 | nGoodParam=1; |
---|
114 | } |
---|
115 | if (nGoodParam!=argc-2) { |
---|
116 | printf("Usage <file> [preprocess] [time <minutes>] or <file> <minutes>\n"); |
---|
117 | exit(1); |
---|
118 | } |
---|
119 | solver1.initialSolve(); |
---|
120 | // Reduce printout |
---|
121 | //solver1.setHintParam(OsiDoReducePrint,true,OsiHintTry); |
---|
122 | // Say we want scaling |
---|
123 | //solver1.setHintParam(OsiDoScale,true,OsiHintTry); |
---|
124 | //solver1.setCleanupScaling(1); |
---|
125 | // See if we want preprocessing |
---|
126 | OsiSolverInterface * solver2=&solver1; |
---|
127 | CglPreProcess process; |
---|
128 | if (preProcess) { |
---|
129 | /* Do not try and produce equality cliques and |
---|
130 | do up to 5 passes */ |
---|
131 | solver2 = process.preProcess(solver1,false,5); |
---|
132 | if (!solver2) { |
---|
133 | printf("Pre-processing says infeasible\n"); |
---|
134 | exit(2); |
---|
135 | } |
---|
136 | solver2->resolve(); |
---|
137 | } |
---|
138 | CbcModel model(*solver2); |
---|
139 | // Point to solver |
---|
140 | OsiSolverInterface * solver3 = model.solver(); |
---|
141 | CbcSolver2 * osiclp = dynamic_cast< CbcSolver2*> (solver3); |
---|
142 | assert (osiclp); |
---|
143 | osiclp->initialize(&model,NULL); |
---|
144 | osiclp->setAlgorithm(2); |
---|
145 | int numberColumns = osiclp->getNumCols(); |
---|
146 | int * priority = new int [numberColumns+1]; |
---|
147 | int n=0; |
---|
148 | int iColumn; |
---|
149 | for ( iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
150 | priority[n++]=10000; |
---|
151 | } |
---|
152 | priority[n]=1; |
---|
153 | CbcObject * newObject =new CbcFollowOn2(&model); |
---|
154 | model.addObjects(1,&newObject); |
---|
155 | delete newObject; |
---|
156 | model.passInPriorities(priority,false); |
---|
157 | delete [] priority; |
---|
158 | // Set up some cut generators and defaults |
---|
159 | // Probing first as gets tight bounds on continuous |
---|
160 | |
---|
161 | CglProbing generator1; |
---|
162 | generator1.setUsingObjective(true); |
---|
163 | generator1.setMaxPass(3); |
---|
164 | // Number of unsatisfied variables to look at |
---|
165 | generator1.setMaxProbe(10); |
---|
166 | // How far to follow the consequences |
---|
167 | generator1.setMaxLook(50); |
---|
168 | // Only look at rows with fewer than this number of elements |
---|
169 | generator1.setMaxElements(200); |
---|
170 | generator1.setRowCuts(3); |
---|
171 | |
---|
172 | CglGomory generator2; |
---|
173 | // try larger limit |
---|
174 | generator2.setLimit(300); |
---|
175 | |
---|
176 | CglKnapsackCover generator3; |
---|
177 | |
---|
178 | CglOddHole generator4; |
---|
179 | generator4.setMinimumViolation(0.005); |
---|
180 | generator4.setMinimumViolationPer(0.00002); |
---|
181 | // try larger limit |
---|
182 | generator4.setMaximumEntries(200); |
---|
183 | |
---|
184 | CglClique generator5; |
---|
185 | generator5.setStarCliqueReport(false); |
---|
186 | generator5.setRowCliqueReport(false); |
---|
187 | |
---|
188 | CglMixedIntegerRounding mixedGen; |
---|
189 | /* This is same as default constructor - |
---|
190 | (1,true,1) |
---|
191 | I presume if maxAggregate larger then slower but maybe better |
---|
192 | criterion can be 1 through 3 |
---|
193 | Reference: |
---|
194 | Hugues Marchand and Laurence A. Wolsey |
---|
195 | Aggregation and Mixed Integer Rounding to Solve MIPs |
---|
196 | Operations Research, 49(3), May-June 2001. |
---|
197 | */ |
---|
198 | int maxAggregate=1; |
---|
199 | bool multiply=true; |
---|
200 | int criterion=1; |
---|
201 | CglMixedIntegerRounding2 mixedGen2(maxAggregate,multiply,criterion); |
---|
202 | CglFlowCover flowGen; |
---|
203 | |
---|
204 | // Add in generators |
---|
205 | // Experiment with -1 and -99 etc |
---|
206 | //model.addCutGenerator(&generator1,-1,"Probing"); |
---|
207 | //model.addCutGenerator(&generator2,-1,"Gomory"); |
---|
208 | //model.addCutGenerator(&generator3,-1,"Knapsack"); |
---|
209 | //model.addCutGenerator(&generator4,-1,"OddHole"); |
---|
210 | //model.addCutGenerator(&generator5,-1,"Clique"); |
---|
211 | //model.addCutGenerator(&flowGen,-1,"FlowCover"); |
---|
212 | //model.addCutGenerator(&mixedGen,-1,"MixedIntegerRounding"); |
---|
213 | //model.addCutGenerator(&mixedGen2,-1,"MixedIntegerRounding2"); |
---|
214 | // Say we want timings |
---|
215 | int numberGenerators = model.numberCutGenerators(); |
---|
216 | int iGenerator; |
---|
217 | for (iGenerator=0;iGenerator<numberGenerators;iGenerator++) { |
---|
218 | CbcCutGenerator * generator = model.cutGenerator(iGenerator); |
---|
219 | generator->setTiming(true); |
---|
220 | } |
---|
221 | |
---|
222 | // Allow rounding heuristic |
---|
223 | |
---|
224 | CbcRounding heuristic1(model); |
---|
225 | model.addHeuristic(&heuristic1); |
---|
226 | |
---|
227 | // And Greedy heuristic |
---|
228 | |
---|
229 | CbcHeuristicGreedyCover heuristic2(model); |
---|
230 | // Use original upper and perturb more |
---|
231 | heuristic2.setAlgorithm(0); |
---|
232 | heuristic2.setWhen(13); // say do even though looks odd (nObjects>nInts) |
---|
233 | model.addHeuristic(&heuristic2); |
---|
234 | |
---|
235 | // Redundant definition of default branching (as Default == User) |
---|
236 | CbcBranchUserDecision branch; |
---|
237 | model.setBranchingMethod(&branch); |
---|
238 | |
---|
239 | // Definition of node choice |
---|
240 | CbcCompareUser compare; |
---|
241 | model.setNodeComparison(compare); |
---|
242 | |
---|
243 | // Do initial solve to continuous |
---|
244 | model.initialSolve(); |
---|
245 | |
---|
246 | // Could tune more |
---|
247 | model.setMinimumDrop(CoinMin(1.0, |
---|
248 | fabs(model.getMinimizationObjValue())*1.0e-3+1.0e-4)); |
---|
249 | |
---|
250 | if (model.getNumCols()<500) |
---|
251 | model.setMaximumCutPassesAtRoot(-100); // always do 100 if possible |
---|
252 | else if (model.getNumCols()<5000) |
---|
253 | model.setMaximumCutPassesAtRoot(100); // use minimum drop |
---|
254 | else |
---|
255 | model.setMaximumCutPassesAtRoot(20); |
---|
256 | //model.setMaximumCutPasses(1); |
---|
257 | |
---|
258 | // Do more strong branching if small |
---|
259 | //if (model.getNumCols()<5000) |
---|
260 | //model.setNumberStrong(10); |
---|
261 | // Switch off strong branching if wanted |
---|
262 | model.setNumberStrong(0); |
---|
263 | |
---|
264 | model.solver()->setIntParam(OsiMaxNumIterationHotStart,50); |
---|
265 | |
---|
266 | // If time is given then stop after that number of minutes |
---|
267 | if (minutes>=0.0) { |
---|
268 | std::cout<<"Stopping after "<<minutes<<" minutes"<<std::endl; |
---|
269 | model.setDblParam(CbcModel::CbcMaximumSeconds,60.0*minutes); |
---|
270 | } |
---|
271 | // Switch off most output |
---|
272 | if (model.getNumCols()<3000) { |
---|
273 | model.messageHandler()->setLogLevel(1); |
---|
274 | //model.solver()->messageHandler()->setLogLevel(0); |
---|
275 | } else { |
---|
276 | model.messageHandler()->setLogLevel(2); |
---|
277 | model.solver()->messageHandler()->setLogLevel(1); |
---|
278 | } |
---|
279 | //model.messageHandler()->setLogLevel(2); |
---|
280 | //model.solver()->messageHandler()->setLogLevel(2); |
---|
281 | //model.setPrintFrequency(50); |
---|
282 | #define DEBUG_CUTS |
---|
283 | #ifdef DEBUG_CUTS |
---|
284 | // Set up debugger by name (only if no preprocesing) |
---|
285 | if (!preProcess) { |
---|
286 | std::string problemName ; |
---|
287 | //model.solver()->getStrParam(OsiProbName,problemName) ; |
---|
288 | //model.solver()->activateRowCutDebugger(problemName.c_str()) ; |
---|
289 | model.solver()->activateRowCutDebugger("cap6000a") ; |
---|
290 | } |
---|
291 | #endif |
---|
292 | |
---|
293 | // Do complete search |
---|
294 | |
---|
295 | model.branchAndBound(); |
---|
296 | //void printHowMany(); |
---|
297 | //printHowMany(); |
---|
298 | std::cout<<mpsFileName<<" took "<<CoinCpuTime()-time1<<" seconds, " |
---|
299 | <<model.getNodeCount()<<" nodes with objective " |
---|
300 | <<model.getObjValue() |
---|
301 | <<(!model.status() ? " Finished" : " Not finished") |
---|
302 | <<std::endl; |
---|
303 | |
---|
304 | // Print more statistics |
---|
305 | std::cout<<"Cuts at root node changed objective from "<<model.getContinuousObjective() |
---|
306 | <<" to "<<model.rootObjectiveAfterCuts()<<std::endl; |
---|
307 | |
---|
308 | for (iGenerator=0;iGenerator<numberGenerators;iGenerator++) { |
---|
309 | CbcCutGenerator * generator = model.cutGenerator(iGenerator); |
---|
310 | std::cout<<generator->cutGeneratorName()<<" was tried " |
---|
311 | <<generator->numberTimesEntered()<<" times and created " |
---|
312 | <<generator->numberCutsInTotal()<<" cuts of which " |
---|
313 | <<generator->numberCutsActive()<<" were active after adding rounds of cuts"; |
---|
314 | if (generator->timing()) |
---|
315 | std::cout<<" ( "<<generator->timeInCutGenerator()<<" seconds)"<<std::endl; |
---|
316 | else |
---|
317 | std::cout<<std::endl; |
---|
318 | } |
---|
319 | // Print solution if finished - we can't get names from Osi! |
---|
320 | |
---|
321 | if (model.getMinimizationObjValue()<1.0e50) { |
---|
322 | // post process |
---|
323 | if (preProcess) |
---|
324 | process.postProcess(*model.solver()); |
---|
325 | int numberColumns = model.solver()->getNumCols(); |
---|
326 | |
---|
327 | const double * solution = model.solver()->getColSolution(); |
---|
328 | |
---|
329 | int iColumn; |
---|
330 | std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14); |
---|
331 | |
---|
332 | std::cout<<"--------------------------------------"<<std::endl; |
---|
333 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
334 | double value=solution[iColumn]; |
---|
335 | if (fabs(value)>1.0e-7&&model.solver()->isInteger(iColumn)) |
---|
336 | std::cout<<std::setw(6)<<iColumn<<" "<<value<<std::endl; |
---|
337 | } |
---|
338 | std::cout<<"--------------------------------------"<<std::endl; |
---|
339 | |
---|
340 | std::cout<<std::resetiosflags(std::ios::fixed|std::ios::showpoint|std::ios::scientific); |
---|
341 | } |
---|
342 | return 0; |
---|
343 | } |
---|