1 | // $Id: qmip.cpp 1898 2013-04-09 18:06:04Z stefan $ |
---|
2 | // Copyright (C) 2004, 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 | #include <cassert> |
---|
7 | #include <iomanip> |
---|
8 | |
---|
9 | |
---|
10 | #include "CoinPragma.hpp" |
---|
11 | |
---|
12 | // For Branch and bound |
---|
13 | #include "OsiSolverInterface.hpp" |
---|
14 | #include "CbcModel.hpp" |
---|
15 | #include "CbcBranchUser.hpp" |
---|
16 | #include "CbcCompareUser.hpp" |
---|
17 | #include "CbcCutGenerator.hpp" |
---|
18 | #include "CbcHeuristicLocal.hpp" |
---|
19 | #include "ClpQuadInterface.hpp" |
---|
20 | |
---|
21 | // Cuts - some may work but be very very careful |
---|
22 | |
---|
23 | #include "CglProbing.hpp" |
---|
24 | |
---|
25 | // Heuristics would need adapting |
---|
26 | |
---|
27 | #include "CbcHeuristic.hpp" |
---|
28 | |
---|
29 | |
---|
30 | // Time |
---|
31 | #include "CoinTime.hpp" |
---|
32 | |
---|
33 | |
---|
34 | /************************************************************************ |
---|
35 | |
---|
36 | This main program reads in a quadratic integer model from an mps file. |
---|
37 | |
---|
38 | It then sets up some Cgl cut generators and calls branch and cut. |
---|
39 | |
---|
40 | Branching is simple binary branching on integer variables. |
---|
41 | |
---|
42 | Node selection is depth first until first solution is found and then |
---|
43 | based on objective and number of unsatisfied integer variables. |
---|
44 | In this example the functionality is the same as default but it is |
---|
45 | a user comparison function. |
---|
46 | |
---|
47 | Variable branching selection is on maximum minimum-of-up-down change |
---|
48 | after strong branching on 5 variables closest to 0.5. |
---|
49 | |
---|
50 | A simple rounding heuristic could be used.but is switched off as needs work for quadratic |
---|
51 | |
---|
52 | This is NOT meant to be a serious MIQP code; it is to show how you can use |
---|
53 | ClpQuadInterface.hpp to solve a QP at each node. You could pick up data in that interface |
---|
54 | and use any QP solver (e.g. one that works) |
---|
55 | |
---|
56 | ************************************************************************/ |
---|
57 | |
---|
58 | int main (int argc, const char *argv[]) |
---|
59 | { |
---|
60 | |
---|
61 | // Define a Solver which inherits from OsiClpsolverInterface -> OsiSolverInterface |
---|
62 | |
---|
63 | ClpQuadInterface solver1; |
---|
64 | |
---|
65 | // Read in model using argv[1] |
---|
66 | if (argc <= 1) { |
---|
67 | printf("using %s <modelfile>\n", argv[0]); |
---|
68 | return 1; |
---|
69 | } |
---|
70 | // must use clp to get a quadratic model |
---|
71 | ClpSimplex * clp = solver1.getModelPtr(); |
---|
72 | int numMpsReadErrors = clp->readMps(argv[1]); |
---|
73 | // and assert that it is a clean model |
---|
74 | if( numMpsReadErrors != 0 ) |
---|
75 | { |
---|
76 | printf("%d errors reading MPS file\n", numMpsReadErrors); |
---|
77 | return numMpsReadErrors; |
---|
78 | } |
---|
79 | |
---|
80 | // This clones solver |
---|
81 | CbcModel model(solver1); |
---|
82 | // But now model doesn't know about integers! |
---|
83 | const char * integerInfo = clp->integerInformation(); |
---|
84 | int numberColumns = clp->numberColumns(); |
---|
85 | // and point to solver |
---|
86 | OsiSolverInterface * solver2 = model.solver(); |
---|
87 | for (int iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
88 | if (integerInfo[iColumn]) |
---|
89 | solver2->setInteger(iColumn); |
---|
90 | } |
---|
91 | // Okay - now we have a good MIQP solver |
---|
92 | // Within branch and cut it is better (at present) to switch off all objectives |
---|
93 | |
---|
94 | ClpQuadInterface * osiclp = dynamic_cast< ClpQuadInterface*> (solver2); |
---|
95 | assert (osiclp); |
---|
96 | // Set fake objective so Cbc not confused |
---|
97 | osiclp->initialize(); |
---|
98 | solver2->setHintParam(OsiDoReducePrint,true,OsiHintTry); |
---|
99 | |
---|
100 | // Set up some cut generators and defaults |
---|
101 | // Probing first as gets tight bounds on continuous |
---|
102 | |
---|
103 | CglProbing generator1; |
---|
104 | // can not use objective |
---|
105 | generator1.setUsingObjective(false); |
---|
106 | generator1.setMaxPass(3); |
---|
107 | generator1.setMaxProbe(100); |
---|
108 | generator1.setMaxLook(50); |
---|
109 | generator1.setRowCuts(3); |
---|
110 | |
---|
111 | // Add in generators |
---|
112 | // Only some generators work (and even then try without first) |
---|
113 | model.addCutGenerator(&generator1,1,"Probing"); |
---|
114 | // Allow rounding heuristic |
---|
115 | |
---|
116 | CbcRounding heuristic1(model); |
---|
117 | // do not add yet as don't know how to deal with quadratic objective |
---|
118 | //model.addHeuristic(&heuristic1); |
---|
119 | |
---|
120 | |
---|
121 | // Redundant definition of default branching (as Default == User) |
---|
122 | CbcBranchUserDecision branch; |
---|
123 | model.setBranchingMethod(&branch); |
---|
124 | |
---|
125 | // Definition of node choice |
---|
126 | CbcCompareUser compare; |
---|
127 | // breadth first |
---|
128 | //compare.setWeight(0.0); |
---|
129 | model.setNodeComparison(compare); |
---|
130 | |
---|
131 | |
---|
132 | // Do initial solve to continuous |
---|
133 | model.initialSolve(); |
---|
134 | |
---|
135 | // Could tune more |
---|
136 | model.setMinimumDrop(CoinMin(1.0, |
---|
137 | fabs(model.getMinimizationObjValue())*1.0e-3+1.0e-4)); |
---|
138 | |
---|
139 | model.setMaximumCutPassesAtRoot(0); |
---|
140 | model.setMaximumCutPasses(0); |
---|
141 | |
---|
142 | // Switch off strong branching if wanted |
---|
143 | //model.setNumberStrong(5); |
---|
144 | |
---|
145 | model.solver()->setIntParam(OsiMaxNumIterationHotStart,10000); |
---|
146 | |
---|
147 | // If time is given then stop after that number of minutes |
---|
148 | if (argc>2) { |
---|
149 | int minutes = atoi(argv[2]); |
---|
150 | std::cout<<"Stopping after "<<minutes<<" minutes"<<std::endl; |
---|
151 | assert (minutes>=0); |
---|
152 | model.setDblParam(CbcModel::CbcMaximumSeconds,60.0*minutes); |
---|
153 | } |
---|
154 | // Switch off most output |
---|
155 | if (model.getNumCols()<3000) { |
---|
156 | model.messageHandler()->setLogLevel(1); |
---|
157 | //model.solver()->messageHandler()->setLogLevel(0); |
---|
158 | } else { |
---|
159 | model.messageHandler()->setLogLevel(2); |
---|
160 | model.solver()->messageHandler()->setLogLevel(1); |
---|
161 | } |
---|
162 | model.setPrintFrequency(50); |
---|
163 | |
---|
164 | double time1 = CoinCpuTime(); |
---|
165 | |
---|
166 | // Do complete search |
---|
167 | |
---|
168 | model.branchAndBound(); |
---|
169 | |
---|
170 | std::cout<<argv[1]<<" took "<<CoinCpuTime()-time1<<" seconds, " |
---|
171 | <<model.getNodeCount()<<" nodes with objective " |
---|
172 | <<model.getObjValue() |
---|
173 | <<(!model.status() ? " Finished" : " Not finished") |
---|
174 | <<std::endl; |
---|
175 | |
---|
176 | // Print more statistics |
---|
177 | std::cout<<"Cuts at root node changed objective from "<<model.getContinuousObjective() |
---|
178 | <<" to "<<model.rootObjectiveAfterCuts()<<std::endl; |
---|
179 | |
---|
180 | int numberGenerators = model.numberCutGenerators(); |
---|
181 | for (int iGenerator=0;iGenerator<numberGenerators;iGenerator++) { |
---|
182 | CbcCutGenerator * generator = model.cutGenerator(iGenerator); |
---|
183 | std::cout<<generator->cutGeneratorName()<<" was tried " |
---|
184 | <<generator->numberTimesEntered()<<" times and created " |
---|
185 | <<generator->numberCutsInTotal()<<" cuts of which " |
---|
186 | <<generator->numberCutsActive()<<" were active after adding rounds of cuts" |
---|
187 | <<std::endl; |
---|
188 | } |
---|
189 | // Print solution if finished - we can't get names from Osi! |
---|
190 | |
---|
191 | if (!model.status()&&model.getMinimizationObjValue()<1.0e50) { |
---|
192 | int numberColumns = model.solver()->getNumCols(); |
---|
193 | |
---|
194 | const double * solution = model.solver()->getColSolution(); |
---|
195 | |
---|
196 | int iColumn; |
---|
197 | std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14); |
---|
198 | |
---|
199 | std::cout<<"--------------------------------------"<<std::endl; |
---|
200 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
---|
201 | double value=solution[iColumn]; |
---|
202 | if (fabs(value)>1.0e-7&&model.solver()->isInteger(iColumn)) |
---|
203 | std::cout<<std::setw(6)<<iColumn<<" "<<value<<std::endl; |
---|
204 | } |
---|
205 | std::cout<<"--------------------------------------"<<std::endl; |
---|
206 | |
---|
207 | std::cout<<std::resetiosflags(std::ios::fixed|std::ios::showpoint|std::ios::scientific); |
---|
208 | } |
---|
209 | return 0; |
---|
210 | } |
---|