1 | // $Id: sample5.cpp 1898 2013-04-09 18:06:04Z forrest $ |
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2 | // Copyright (C) 2002, 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 "CbcConfig.h" |
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7 | |
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8 | #include "CoinPragma.hpp" |
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9 | |
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10 | #include <cassert> |
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11 | #include <iomanip> |
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12 | |
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13 | |
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14 | // For Branch and bound |
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15 | #include "OsiSolverInterface.hpp" |
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16 | #include "CbcModel.hpp" |
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17 | #include "CbcBranchUser.hpp" |
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18 | #include "CbcCompareUser.hpp" |
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19 | #include "CbcCutGenerator.hpp" |
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20 | #include "CbcHeuristicLocal.hpp" |
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21 | #include "OsiClpSolverInterface.hpp" |
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22 | |
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23 | // Cuts |
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24 | |
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25 | #include "CglGomory.hpp" |
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26 | #include "CglProbing.hpp" |
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27 | #include "CglKnapsackCover.hpp" |
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28 | #include "CglOddHole.hpp" |
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29 | #include "CglClique.hpp" |
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30 | #include "CglFlowCover.hpp" |
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31 | #include "CglMixedIntegerRounding.hpp" |
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32 | |
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33 | // Heuristics |
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34 | |
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35 | #include "CbcHeuristic.hpp" |
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36 | |
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37 | // Methods of building |
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38 | |
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39 | #include "CoinBuild.hpp" |
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40 | #include "CoinModel.hpp" |
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41 | |
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42 | #include "CoinTime.hpp" |
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43 | |
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44 | |
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45 | /************************************************************************ |
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46 | |
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47 | This main program creates an integer model and then solves it |
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48 | |
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49 | It then sets up some Cgl cut generators and calls branch and cut. |
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50 | |
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51 | Branching is simple binary branching on integer variables. |
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52 | |
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53 | Node selection is depth first until first solution is found and then |
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54 | based on objective and number of unsatisfied integer variables. |
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55 | In this example the functionality is the same as default but it is |
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56 | a user comparison function. |
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57 | |
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58 | Variable branching selection is on maximum minimum-of-up-down change |
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59 | after strong branching on 5 variables closest to 0.5. |
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60 | |
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61 | A simple rounding heuristic is used. |
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62 | |
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63 | |
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64 | ************************************************************************/ |
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65 | |
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66 | |
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67 | int main (int argc, const char *argv[]) |
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68 | { |
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69 | |
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70 | /* Define your favorite OsiSolver. |
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71 | |
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72 | CbcModel clones the solver so use solver1 up to the time you pass it |
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73 | to CbcModel then use a pointer to cloned solver (model.solver()) |
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74 | */ |
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75 | |
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76 | OsiClpSolverInterface solver1; |
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77 | /* From now on we can build model in a solver independent way. |
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78 | You can add rows one at a time but for large problems this is slow so |
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79 | this example uses CoinBuild or CoinModel |
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80 | */ |
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81 | OsiSolverInterface * solver = &solver1; |
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82 | // Data (is exmip1.mps in Mps/Sample |
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83 | // Objective |
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84 | double objValue[]={1.0,2.0,0.0,0.0,0.0,0.0,0.0,-1.0}; |
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85 | // Lower bounds for columns |
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86 | double columnLower[]={2.5,0.0,0.0,0.0,0.5,0.0,0.0,0.0}; |
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87 | // Upper bounds for columns |
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88 | double columnUpper[]={COIN_DBL_MAX,4.1,1.0,1.0,4.0, |
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89 | COIN_DBL_MAX,COIN_DBL_MAX,4.3}; |
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90 | // Lower bounds for row activities |
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91 | double rowLower[]={2.5,-COIN_DBL_MAX,-COIN_DBL_MAX,1.8,3.0}; |
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92 | // Upper bounds for row activities |
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93 | double rowUpper[]={COIN_DBL_MAX,2.1,4.0,5.0,15.0}; |
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94 | // Matrix stored packed |
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95 | int column[] = {0,1,3,4,7, |
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96 | 1,2, |
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97 | 2,5, |
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98 | 3,6, |
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99 | 4,7}; |
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100 | double element[] = {3.0,1.0,-2.0,-1.0,-1.0, |
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101 | 2.0,1.1, |
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102 | 1.0,1.0, |
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103 | 2.8,-1.2, |
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104 | 1.0,1.9}; |
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105 | int starts[]={0,5,7,9,11,13}; |
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106 | // Integer variables (note upper bound already 1.0) |
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107 | int whichInt[]={2,3}; |
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108 | int numberRows=(int) (sizeof(rowLower)/sizeof(double)); |
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109 | int numberColumns=(int) (sizeof(columnLower)/sizeof(double)); |
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110 | #define BUILD 2 |
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111 | #if BUILD==1 |
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112 | // Using CoinBuild |
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113 | // First do columns (objective and bounds) |
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114 | int i; |
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115 | // We are not adding elements |
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116 | for (i=0;i<numberColumns;i++) { |
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117 | solver->addCol(0,NULL,NULL,columnLower[i],columnUpper[i], |
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118 | objValue[i]); |
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119 | } |
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120 | // mark as integer |
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121 | for (i=0;i<(int) (sizeof(whichInt)/sizeof(int));i++) |
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122 | solver->setInteger(whichInt[i]); |
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123 | // Now build rows |
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124 | CoinBuild build; |
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125 | for (i=0;i<numberRows;i++) { |
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126 | int startRow = starts[i]; |
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127 | int numberInRow = starts[i+1]-starts[i]; |
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128 | build.addRow(numberInRow,column+startRow,element+startRow, |
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129 | rowLower[i],rowUpper[i]); |
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130 | } |
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131 | // add rows into solver |
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132 | solver->addRows(build); |
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133 | #else |
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134 | /* using CoinModel - more flexible but still beta. |
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135 | Can do exactly same way but can mix and match much more. |
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136 | Also all operations are on building object |
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137 | */ |
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138 | CoinModel build; |
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139 | // First do columns (objective and bounds) |
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140 | int i; |
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141 | for (i=0;i<numberColumns;i++) { |
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142 | build.setColumnBounds(i,columnLower[i],columnUpper[i]); |
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143 | build.setObjective(i,objValue[i]); |
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144 | } |
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145 | // mark as integer |
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146 | for (i=0;i<(int) (sizeof(whichInt)/sizeof(int));i++) |
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147 | build.setInteger(whichInt[i]); |
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148 | // Now build rows |
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149 | for (i=0;i<numberRows;i++) { |
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150 | int startRow = starts[i]; |
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151 | int numberInRow = starts[i+1]-starts[i]; |
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152 | build.addRow(numberInRow,column+startRow,element+startRow, |
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153 | rowLower[i],rowUpper[i]); |
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154 | } |
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155 | // add rows into solver |
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156 | solver->loadFromCoinModel(build); |
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157 | #endif |
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158 | |
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159 | // Pass to solver |
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160 | CbcModel model(*solver); |
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161 | model.solver()->setHintParam(OsiDoReducePrint,true,OsiHintTry); |
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162 | |
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163 | |
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164 | // Set up some cut generators and defaults |
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165 | // Probing first as gets tight bounds on continuous |
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166 | |
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167 | CglProbing generator1; |
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168 | generator1.setUsingObjective(true); |
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169 | generator1.setMaxPass(3); |
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170 | generator1.setMaxProbe(100); |
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171 | generator1.setMaxLook(50); |
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172 | generator1.setRowCuts(3); |
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173 | // generator1.snapshot(*model.solver()); |
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174 | //generator1.createCliques(*model.solver(),2,1000,true); |
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175 | //generator1.setMode(0); |
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176 | |
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177 | CglGomory generator2; |
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178 | // try larger limit |
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179 | generator2.setLimit(300); |
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180 | |
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181 | CglKnapsackCover generator3; |
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182 | |
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183 | CglOddHole generator4; |
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184 | generator4.setMinimumViolation(0.005); |
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185 | generator4.setMinimumViolationPer(0.00002); |
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186 | // try larger limit |
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187 | generator4.setMaximumEntries(200); |
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188 | |
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189 | CglClique generator5; |
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190 | generator5.setStarCliqueReport(false); |
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191 | generator5.setRowCliqueReport(false); |
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192 | |
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193 | CglMixedIntegerRounding mixedGen; |
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194 | CglFlowCover flowGen; |
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195 | |
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196 | // Add in generators |
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197 | model.addCutGenerator(&generator1,-1,"Probing"); |
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198 | model.addCutGenerator(&generator2,-1,"Gomory"); |
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199 | model.addCutGenerator(&generator3,-1,"Knapsack"); |
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200 | model.addCutGenerator(&generator4,-1,"OddHole"); |
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201 | model.addCutGenerator(&generator5,-1,"Clique"); |
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202 | model.addCutGenerator(&flowGen,-1,"FlowCover"); |
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203 | model.addCutGenerator(&mixedGen,-1,"MixedIntegerRounding"); |
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204 | |
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205 | OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (model.solver()); |
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206 | // go faster stripes |
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207 | if (osiclp->getNumRows()<300&&osiclp->getNumCols()<500) { |
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208 | osiclp->setupForRepeatedUse(2,0); |
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209 | printf("trying slightly less reliable but faster version (? Gomory cuts okay?)\n"); |
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210 | printf("may not be safe if doing cuts in tree which need accuracy (level 2 anyway)\n"); |
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211 | } |
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212 | |
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213 | // Allow rounding heuristic |
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214 | |
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215 | CbcRounding heuristic1(model); |
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216 | model.addHeuristic(&heuristic1); |
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217 | |
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218 | // And local search when new solution found |
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219 | |
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220 | CbcHeuristicLocal heuristic2(model); |
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221 | model.addHeuristic(&heuristic2); |
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222 | |
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223 | // Redundant definition of default branching (as Default == User) |
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224 | CbcBranchUserDecision branch; |
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225 | model.setBranchingMethod(&branch); |
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226 | |
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227 | // Definition of node choice |
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228 | CbcCompareUser compare; |
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229 | model.setNodeComparison(compare); |
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230 | |
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231 | // Do initial solve to continuous |
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232 | model.initialSolve(); |
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233 | |
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234 | // Could tune more |
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235 | model.setMinimumDrop(CoinMin(1.0, |
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236 | fabs(model.getMinimizationObjValue())*1.0e-3+1.0e-4)); |
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237 | |
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238 | if (model.getNumCols()<500) |
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239 | model.setMaximumCutPassesAtRoot(-100); // always do 100 if possible |
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240 | else if (model.getNumCols()<5000) |
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241 | model.setMaximumCutPassesAtRoot(100); // use minimum drop |
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242 | else |
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243 | model.setMaximumCutPassesAtRoot(20); |
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244 | //model.setMaximumCutPasses(5); |
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245 | |
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246 | // Switch off strong branching if wanted |
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247 | // model.setNumberStrong(0); |
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248 | // Do more strong branching if small |
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249 | if (model.getNumCols()<5000) |
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250 | model.setNumberStrong(10); |
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251 | |
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252 | model.solver()->setIntParam(OsiMaxNumIterationHotStart,100); |
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253 | |
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254 | // If time is given then stop after that number of minutes |
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255 | if (argc>2) { |
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256 | int minutes = atoi(argv[2]); |
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257 | std::cout<<"Stopping after "<<minutes<<" minutes"<<std::endl; |
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258 | assert (minutes>=0); |
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259 | model.setDblParam(CbcModel::CbcMaximumSeconds,60.0*minutes); |
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260 | } |
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261 | // Switch off most output |
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262 | if (model.getNumCols()<3000) { |
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263 | model.messageHandler()->setLogLevel(1); |
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264 | //model.solver()->messageHandler()->setLogLevel(0); |
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265 | } else { |
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266 | model.messageHandler()->setLogLevel(2); |
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267 | model.solver()->messageHandler()->setLogLevel(1); |
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268 | } |
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269 | double time1 = CoinCpuTime(); |
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270 | |
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271 | // Do complete search |
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272 | |
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273 | model.branchAndBound(); |
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274 | |
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275 | std::cout<<" Branch and cut took "<<CoinCpuTime()-time1<<" seconds, " |
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276 | <<model.getNodeCount()<<" nodes with objective " |
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277 | <<model.getObjValue() |
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278 | <<(!model.status() ? " Finished" : " Not finished") |
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279 | <<std::endl; |
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280 | |
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281 | // Print more statistics |
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282 | std::cout<<"Cuts at root node changed objective from "<<model.getContinuousObjective() |
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283 | <<" to "<<model.rootObjectiveAfterCuts()<<std::endl; |
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284 | |
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285 | int numberGenerators = model.numberCutGenerators(); |
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286 | for (int iGenerator=0;iGenerator<numberGenerators;iGenerator++) { |
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287 | CbcCutGenerator * generator = model.cutGenerator(iGenerator); |
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288 | std::cout<<generator->cutGeneratorName()<<" was tried " |
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289 | <<generator->numberTimesEntered()<<" times and created " |
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290 | <<generator->numberCutsInTotal()<<" cuts of which " |
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291 | <<generator->numberCutsActive()<<" were active after adding rounds of cuts" |
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292 | <<std::endl; |
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293 | } |
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294 | // Print solution if any - we can't get names from Osi! |
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295 | |
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296 | if (model.getMinimizationObjValue()<1.0e50) { |
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297 | int numberColumns = model.solver()->getNumCols(); |
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298 | |
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299 | const double * solution = model.solver()->getColSolution(); |
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300 | |
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301 | int iColumn; |
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302 | std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14); |
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303 | |
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304 | std::cout<<"--------------------------------------"<<std::endl; |
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305 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
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306 | double value=solution[iColumn]; |
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307 | if (fabs(value)>1.0e-7&&model.solver()->isInteger(iColumn)) |
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308 | std::cout<<std::setw(6)<<iColumn<<" "<<value<<std::endl; |
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309 | } |
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310 | std::cout<<"--------------------------------------"<<std::endl; |
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311 | |
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312 | std::cout<<std::resetiosflags(std::ios::fixed|std::ios::showpoint|std::ios::scientific); |
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313 | } |
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314 | return 0; |
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315 | } |
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