1 | // Copyright (C) 2002, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | #ifndef CbcBranchActual_H |
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4 | #define CbcBranchActual_H |
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5 | |
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6 | #include "CbcBranchBase.hpp" |
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7 | #include "CoinPackedMatrix.hpp" |
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8 | class CbcIntegerBranchingObject; |
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9 | /// Define a clique class |
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10 | |
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11 | |
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12 | class CbcClique : public CbcObject { |
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13 | |
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14 | public: |
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15 | |
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16 | // Default Constructor |
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17 | CbcClique (); |
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18 | |
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19 | /** Useful constructor (which are integer indices) |
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20 | slack can denote a slack in set. |
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21 | If type == NULL then as if 1 |
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22 | */ |
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23 | CbcClique (CbcModel * model, int cliqueType, int numberMembers, |
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24 | const int * which, const char * type, |
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25 | int identifier,int slack=-1); |
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26 | |
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27 | // Copy constructor |
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28 | CbcClique ( const CbcClique &); |
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29 | |
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30 | /// Clone |
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31 | virtual CbcObject * clone() const; |
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32 | |
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33 | // Assignment operator |
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34 | CbcClique & operator=( const CbcClique& rhs); |
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35 | |
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36 | // Destructor |
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37 | ~CbcClique (); |
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38 | |
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39 | using CbcObject::infeasibility ; |
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40 | /// Infeasibility - large is 0.5 |
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41 | virtual double infeasibility(int & preferredWay) const; |
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42 | |
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43 | using CbcObject::feasibleRegion ; |
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44 | /// This looks at solution and sets bounds to contain solution |
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45 | virtual void feasibleRegion(); |
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46 | |
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47 | using CbcObject::createBranch ; |
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48 | /// Creates a branching object |
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49 | virtual CbcBranchingObject * createBranch(int way) ; |
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50 | /// Number of members |
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51 | inline int numberMembers() const |
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52 | {return numberMembers_;} |
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53 | |
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54 | /// Number of Non SOS members i.e. fixing to zero is strong |
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55 | inline int numberNonSOSMembers() const |
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56 | {return numberNonSOSMembers_;} |
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57 | |
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58 | /// Members (indices in range 0 ... numberIntegers_-1) |
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59 | inline const int * members() const |
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60 | {return members_;} |
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61 | |
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62 | /** Type of each member i.e. which way is strong 0=non SOS, 1 =SOS, |
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63 | index is 0 ... numberMembers_-1 */ |
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64 | inline char type(int index) const |
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65 | {if (type_) return type_[index]; else return 1;} |
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66 | |
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67 | /// Clique type - 0 <=, 1 == |
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68 | inline int cliqueType() const |
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69 | {return cliqueType_;} |
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70 | /// Redoes data when sequence numbers change |
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71 | virtual void redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns); |
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72 | |
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73 | protected: |
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74 | /// data |
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75 | /// Number of members |
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76 | int numberMembers_; |
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77 | |
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78 | /// Number of Non SOS members i.e. fixing to zero is strong |
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79 | int numberNonSOSMembers_; |
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80 | |
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81 | /// Members (indices in range 0 ... numberIntegers_-1) |
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82 | int * members_; |
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83 | |
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84 | /// Type of each member 0=SOS, 1 =clique |
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85 | char * type_; |
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86 | |
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87 | /// Clique type - 0 <=, 1 == |
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88 | int cliqueType_; |
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89 | |
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90 | /// Which one is slack (if any) sequence within this set |
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91 | int slack_; |
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92 | }; |
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93 | |
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94 | /** Define Special Ordered Sets of type 1 and 2. These do not have to be |
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95 | integer - so do not appear in lists of integers. |
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96 | |
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97 | which_ points directly to columns of matrix |
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98 | */ |
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99 | |
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100 | |
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101 | class CbcSOS : public CbcObject { |
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102 | |
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103 | public: |
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104 | |
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105 | // Default Constructor |
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106 | CbcSOS (); |
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107 | |
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108 | /** Useful constructor - which are indices |
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109 | and weights are also given. If null then 0,1,2.. |
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110 | type is SOS type |
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111 | */ |
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112 | CbcSOS (CbcModel * model, int numberMembers, |
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113 | const int * which, const double * weights, int identifier, |
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114 | int type=1); |
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115 | |
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116 | // Copy constructor |
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117 | CbcSOS ( const CbcSOS &); |
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118 | |
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119 | /// Clone |
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120 | virtual CbcObject * clone() const; |
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121 | |
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122 | // Assignment operator |
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123 | CbcSOS & operator=( const CbcSOS& rhs); |
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124 | |
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125 | // Destructor |
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126 | ~CbcSOS (); |
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127 | |
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128 | using CbcObject::infeasibility ; |
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129 | /// Infeasibility - large is 0.5 |
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130 | virtual double infeasibility(int & preferredWay) const; |
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131 | /// Infeasibility - large is 0.5 |
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132 | virtual double infeasibility(const OsiBranchingInformation * info, |
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133 | int & preferredWay) const; |
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134 | |
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135 | using CbcObject::feasibleRegion ; |
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136 | /// This looks at solution and sets bounds to contain solution |
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137 | virtual void feasibleRegion(); |
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138 | |
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139 | using CbcObject::createBranch ; |
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140 | /// Creates a branching object |
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141 | virtual CbcBranchingObject * createBranch(int way) ; |
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142 | |
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143 | |
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144 | |
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145 | /** Pass in information on branch just done and create CbcObjectUpdateData instance. |
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146 | If object does not need data then backward pointer will be NULL. |
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147 | Assumes can get information from solver */ |
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148 | virtual CbcObjectUpdateData createUpdateInformation(const OsiSolverInterface * solver, |
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149 | const CbcNode * node, |
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150 | const CbcBranchingObject * branchingObject); |
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151 | /// Update object by CbcObjectUpdateData |
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152 | virtual void updateInformation(const CbcObjectUpdateData & data) ; |
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153 | using CbcObject::solverBranch ; |
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154 | /** Create an OsiSolverBranch object |
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155 | |
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156 | This returns NULL if branch not represented by bound changes |
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157 | */ |
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158 | virtual OsiSolverBranch * solverBranch() const; |
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159 | /// Redoes data when sequence numbers change |
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160 | virtual void redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns); |
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161 | |
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162 | /// Construct an OsiSOS object |
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163 | OsiSOS * osiObject(const OsiSolverInterface * solver) const; |
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164 | /// Number of members |
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165 | inline int numberMembers() const |
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166 | {return numberMembers_;} |
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167 | |
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168 | /// Members (indices in range 0 ... numberColumns-1) |
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169 | inline const int * members() const |
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170 | {return members_;} |
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171 | |
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172 | /// SOS type |
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173 | inline int sosType() const |
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174 | {return sosType_;} |
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175 | /// Down number times |
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176 | inline int numberTimesDown() const |
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177 | { return numberTimesDown_;} |
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178 | /// Up number times |
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179 | inline int numberTimesUp() const |
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180 | { return numberTimesUp_;} |
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181 | |
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182 | /** Array of weights */ |
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183 | inline const double * weights() const |
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184 | { return weights_;} |
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185 | |
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186 | /// Set number of members |
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187 | inline void setNumberMembers(int n) |
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188 | {numberMembers_ = n;} |
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189 | |
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190 | /// Members (indices in range 0 ... numberColumns-1) |
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191 | inline int * mutableMembers() const |
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192 | {return members_;} |
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193 | |
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194 | /** Array of weights */ |
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195 | inline double * mutableWeights() const |
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196 | { return weights_;} |
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197 | |
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198 | /** \brief Return true if object can take part in normal heuristics |
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199 | */ |
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200 | virtual bool canDoHeuristics() const |
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201 | {return (sosType_==1&&integerValued_);} |
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202 | /// Set whether set is integer valued or not |
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203 | inline void setIntegerValued(bool yesNo) |
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204 | { integerValued_=yesNo;} |
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205 | private: |
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206 | /// data |
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207 | |
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208 | /// Members (indices in range 0 ... numberColumns-1) |
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209 | int * members_; |
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210 | /// Weights |
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211 | double * weights_; |
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212 | /// Current pseudo-shadow price estimate down |
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213 | mutable double shadowEstimateDown_; |
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214 | /// Current pseudo-shadow price estimate up |
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215 | mutable double shadowEstimateUp_; |
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216 | /// Down pseudo ratio |
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217 | double downDynamicPseudoRatio_; |
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218 | /// Up pseudo ratio |
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219 | double upDynamicPseudoRatio_; |
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220 | /// Number of times we have gone down |
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221 | int numberTimesDown_; |
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222 | /// Number of times we have gone up |
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223 | int numberTimesUp_; |
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224 | /// Number of members |
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225 | int numberMembers_; |
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226 | /// SOS type |
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227 | int sosType_; |
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228 | /// Whether integer valued |
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229 | bool integerValued_; |
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230 | }; |
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231 | |
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232 | /// Define a single integer class |
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233 | |
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234 | |
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235 | class CbcSimpleInteger : public CbcObject { |
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236 | |
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237 | public: |
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238 | |
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239 | // Default Constructor |
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240 | CbcSimpleInteger (); |
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241 | |
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242 | // Useful constructor - passed model and index |
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243 | CbcSimpleInteger (CbcModel * model, int iColumn, double breakEven=0.5); |
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244 | |
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245 | // Useful constructor - passed model and Osi object |
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246 | CbcSimpleInteger (CbcModel * model, const OsiSimpleInteger * object); |
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247 | |
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248 | // Copy constructor |
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249 | CbcSimpleInteger ( const CbcSimpleInteger &); |
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250 | |
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251 | /// Clone |
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252 | virtual CbcObject * clone() const; |
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253 | |
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254 | // Assignment operator |
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255 | CbcSimpleInteger & operator=( const CbcSimpleInteger& rhs); |
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256 | |
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257 | // Destructor |
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258 | ~CbcSimpleInteger (); |
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259 | /// Construct an OsiSimpleInteger object |
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260 | OsiSimpleInteger * osiObject() const; |
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261 | using CbcObject::infeasibility ; |
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262 | /// Infeasibility - large is 0.5 |
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263 | virtual double infeasibility(const OsiSolverInterface * solver, |
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264 | const OsiBranchingInformation * info, int & preferredWay) const; |
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265 | |
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266 | using CbcObject::feasibleRegion ; |
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267 | /** Set bounds to fix the variable at the current (integer) value. |
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268 | |
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269 | Given an integer value, set the lower and upper bounds to fix the |
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270 | variable. Returns amount it had to move variable. |
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271 | */ |
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272 | virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const; |
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273 | |
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274 | using CbcObject::createBranch ; |
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275 | /** Create a branching object and indicate which way to branch first. |
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276 | |
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277 | The branching object has to know how to create branches (fix |
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278 | variables, etc.) |
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279 | */ |
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280 | virtual CbcBranchingObject * createBranch(OsiSolverInterface * solver, |
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281 | const OsiBranchingInformation * info, int way) ; |
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282 | /// Fills in a created branching object |
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283 | void fillCreateBranch(CbcIntegerBranchingObject * branching, const OsiBranchingInformation * info, int way) ; |
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284 | |
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285 | using CbcObject::solverBranch ; |
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286 | /** Create an OsiSolverBranch object |
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287 | |
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288 | This returns NULL if branch not represented by bound changes |
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289 | */ |
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290 | virtual OsiSolverBranch * solverBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info) const; |
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291 | /// Infeasibility - large is 0.5 |
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292 | virtual double infeasibility(int & preferredWay) const; |
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293 | |
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294 | /** Set bounds to fix the variable at the current (integer) value. |
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295 | |
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296 | Given an integer value, set the lower and upper bounds to fix the |
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297 | variable. The algorithm takes a bit of care in order to compensate for |
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298 | minor numerical inaccuracy. |
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299 | */ |
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300 | virtual void feasibleRegion(); |
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301 | |
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302 | /** Creates a branching object |
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303 | |
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304 | The preferred direction is set by \p way, -1 for down, +1 for up. |
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305 | */ |
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306 | virtual CbcBranchingObject * createBranch(int way) ; |
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307 | /** Column number if single column object -1 otherwise, |
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308 | so returns >= 0 |
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309 | Used by heuristics |
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310 | */ |
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311 | virtual int columnNumber() const; |
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312 | /// Set column number |
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313 | inline void setColumnNumber(int value) |
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314 | { columnNumber_ = value;} |
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315 | |
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316 | /** Reset variable bounds to their original values. |
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317 | |
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318 | Bounds may be tightened, so it may be good to be able to set this info in object. |
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319 | */ |
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320 | virtual void resetBounds(const OsiSolverInterface * solver) ; |
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321 | /** Change column numbers after preprocessing |
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322 | */ |
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323 | virtual void resetSequenceEtc(int numberColumns, const int * originalColumns) ; |
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324 | /// Original bounds |
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325 | inline double originalLowerBound() const |
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326 | { return originalLower_;} |
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327 | inline void setOriginalLowerBound(double value) |
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328 | { originalLower_=value;} |
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329 | inline double originalUpperBound() const |
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330 | { return originalUpper_;} |
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331 | inline void setOriginalUpperBound(double value) |
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332 | { originalUpper_=value;} |
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333 | /// Breakeven e.g 0.7 -> >= 0.7 go up first |
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334 | inline double breakEven() const |
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335 | { return breakEven_;} |
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336 | /// Set breakeven e.g 0.7 -> >= 0.7 go up first |
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337 | inline void setBreakEven(double value) |
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338 | { breakEven_=value;} |
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339 | |
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340 | |
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341 | protected: |
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342 | /// data |
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343 | |
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344 | /// Original lower bound |
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345 | double originalLower_; |
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346 | /// Original upper bound |
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347 | double originalUpper_; |
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348 | /// Breakeven i.e. >= this preferred is up |
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349 | double breakEven_; |
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350 | /// Column number in model |
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351 | int columnNumber_; |
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352 | /// If -1 down always chosen first, +1 up always, 0 normal |
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353 | int preferredWay_; |
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354 | }; |
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355 | /** Define an n-way class for variables. |
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356 | Only valid value is one at UB others at LB |
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357 | Normally 0-1 |
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358 | */ |
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359 | |
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360 | |
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361 | class CbcNWay : public CbcObject { |
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362 | |
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363 | public: |
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364 | |
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365 | // Default Constructor |
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366 | CbcNWay (); |
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367 | |
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368 | /** Useful constructor (which are matrix indices) |
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369 | */ |
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370 | CbcNWay (CbcModel * model, int numberMembers, |
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371 | const int * which, int identifier); |
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372 | |
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373 | // Copy constructor |
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374 | CbcNWay ( const CbcNWay &); |
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375 | |
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376 | /// Clone |
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377 | virtual CbcObject * clone() const; |
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378 | |
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379 | /// Assignment operator |
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380 | CbcNWay & operator=( const CbcNWay& rhs); |
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381 | |
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382 | /// Destructor |
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383 | ~CbcNWay (); |
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384 | |
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385 | /// Set up a consequence for a single member |
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386 | void setConsequence(int iColumn, const CbcConsequence & consequence); |
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387 | |
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388 | /// Applies a consequence for a single member |
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389 | void applyConsequence(int iSequence, int state) const; |
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390 | |
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391 | using CbcObject::infeasibility ; |
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392 | /// Infeasibility - large is 0.5 (and 0.5 will give this) |
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393 | virtual double infeasibility(int & preferredWay) const; |
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394 | |
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395 | using CbcObject::feasibleRegion ; |
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396 | /// This looks at solution and sets bounds to contain solution |
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397 | virtual void feasibleRegion(); |
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398 | |
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399 | using CbcObject::createBranch ; |
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400 | /// Creates a branching object |
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401 | virtual CbcBranchingObject * createBranch(int way) ; |
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402 | |
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403 | /// Number of members |
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404 | inline int numberMembers() const |
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405 | {return numberMembers_;} |
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406 | |
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407 | /// Members (indices in range 0 ... numberColumns-1) |
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408 | inline const int * members() const |
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409 | {return members_;} |
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410 | /// Redoes data when sequence numbers change |
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411 | virtual void redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns); |
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412 | |
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413 | protected: |
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414 | /// data |
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415 | /// Number of members |
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416 | int numberMembers_; |
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417 | |
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418 | /// Members (indices in range 0 ... numberColumns-1) |
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419 | int * members_; |
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420 | /// Consequences (normally NULL) |
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421 | CbcConsequence ** consequence_; |
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422 | }; |
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423 | |
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424 | /** Simple branching object for an integer variable |
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425 | |
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426 | This object can specify a two-way branch on an integer variable. For each |
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427 | arm of the branch, the upper and lower bounds on the variable can be |
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428 | independently specified. |
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429 | |
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430 | Variable_ holds the index of the integer variable in the integerVariable_ |
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431 | array of the model. |
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432 | */ |
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433 | |
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434 | class CbcIntegerBranchingObject : public CbcBranchingObject { |
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435 | |
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436 | public: |
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437 | |
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438 | /// Default constructor |
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439 | CbcIntegerBranchingObject (); |
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440 | |
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441 | /** Create a standard floor/ceiling branch object |
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442 | |
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443 | Specifies a simple two-way branch. Let \p value = x*. One arm of the |
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444 | branch will be lb <= x <= floor(x*), the other ceil(x*) <= x <= ub. |
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445 | Specify way = -1 to set the object state to perform the down arm first, |
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446 | way = 1 for the up arm. |
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447 | */ |
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448 | CbcIntegerBranchingObject (CbcModel *model, int variable, |
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449 | int way , double value) ; |
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450 | |
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451 | /** Create a degenerate branch object |
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452 | |
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453 | Specifies a `one-way branch'. Calling branch() for this object will |
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454 | always result in lowerValue <= x <= upperValue. Used to fix a variable |
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455 | when lowerValue = upperValue. |
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456 | */ |
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457 | |
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458 | CbcIntegerBranchingObject (CbcModel *model, int variable, int way, |
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459 | double lowerValue, double upperValue) ; |
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460 | |
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461 | /// Copy constructor |
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462 | CbcIntegerBranchingObject ( const CbcIntegerBranchingObject &); |
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463 | |
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464 | /// Assignment operator |
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465 | CbcIntegerBranchingObject & operator= (const CbcIntegerBranchingObject& rhs); |
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466 | |
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467 | /// Clone |
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468 | virtual CbcBranchingObject * clone() const; |
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469 | |
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470 | /// Destructor |
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471 | virtual ~CbcIntegerBranchingObject (); |
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472 | |
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473 | /// Does part of constructor |
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474 | void fillPart ( int variable, int way , double value) ; |
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475 | using CbcBranchingObject::branch ; |
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476 | /** \brief Sets the bounds for the variable according to the current arm |
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477 | of the branch and advances the object state to the next arm. |
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478 | Returns change in guessed objective on next branch |
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479 | */ |
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480 | virtual double branch(); |
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481 | /** Update bounds in solver as in 'branch' and update given bounds. |
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482 | branchState is -1 for 'down' +1 for 'up' */ |
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483 | virtual void fix(OsiSolverInterface * solver, |
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484 | double * lower, double * upper, |
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485 | int branchState) const ; |
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486 | |
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487 | #if 0 |
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488 | // No need to override. Default works fine. |
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489 | /** Reset every information so that the branching object appears to point to |
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490 | the previous child. This method does not need to modify anything in any |
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491 | solver. */ |
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492 | virtual void previousBranch(); |
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493 | #endif |
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494 | |
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495 | using CbcBranchingObject::print ; |
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496 | /** \brief Print something about branch - only if log level high |
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497 | */ |
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498 | virtual void print(); |
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499 | |
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500 | /// Lower and upper bounds for down branch |
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501 | inline const double * downBounds() const |
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502 | { return down_;} |
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503 | /// Lower and upper bounds for up branch |
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504 | inline const double * upBounds() const |
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505 | { return up_;} |
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506 | /// Set lower and upper bounds for down branch |
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507 | inline void setDownBounds(const double bounds[2]) |
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508 | { memcpy(down_,bounds,2*sizeof(double));} |
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509 | /// Set lower and upper bounds for up branch |
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510 | inline void setUpBounds(const double bounds[2]) |
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511 | { memcpy(up_,bounds,2*sizeof(double));} |
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512 | #ifdef FUNNY_BRANCHING |
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513 | /** Which variable (top bit if upper bound changing, |
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514 | next bit if on down branch */ |
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515 | inline const int * variables() const |
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516 | { return variables_;} |
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517 | // New bound |
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518 | inline const double * newBounds() const |
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519 | { return newBounds_;} |
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520 | /// Number of bound changes |
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521 | inline int numberExtraChangedBounds() const |
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522 | { return numberExtraChangedBounds_;} |
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523 | /// Just apply extra bounds to one variable - COIN_DBL_MAX ignore |
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524 | int applyExtraBounds(int iColumn, double lower, double upper, int way) ; |
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525 | /// Deactivate bounds for branching |
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526 | void deactivate(); |
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527 | /// Are active bounds for branching |
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528 | inline bool active() const |
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529 | { return (down_[1]!=-COIN_DBL_MAX);} |
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530 | #endif |
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531 | |
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532 | /** Return the type (an integer identifier) of \c this */ |
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533 | virtual int type() const { return 100; } |
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534 | |
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535 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
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536 | same type and must have the same original object, but they may have |
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537 | different feasible regions. |
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538 | Return the appropriate CbcRangeCompare value (first argument being the |
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539 | sub/superset if that's the case). In case of overlap (and if \c |
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540 | replaceIfOverlap is true) replace the current branching object with one |
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541 | whose feasible region is the overlap. |
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542 | */ |
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543 | virtual CbcRangeCompare compareBranchingObject |
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544 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
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545 | |
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546 | protected: |
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547 | /// Lower [0] and upper [1] bounds for the down arm (way_ = -1) |
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548 | double down_[2]; |
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549 | /// Lower [0] and upper [1] bounds for the up arm (way_ = 1) |
---|
550 | double up_[2]; |
---|
551 | #ifdef FUNNY_BRANCHING |
---|
552 | /** Which variable (top bit if upper bound changing) |
---|
553 | next bit if changing on down branch only */ |
---|
554 | int * variables_; |
---|
555 | // New bound |
---|
556 | double * newBounds_; |
---|
557 | /// Number of Extra bound changes |
---|
558 | int numberExtraChangedBounds_; |
---|
559 | #endif |
---|
560 | }; |
---|
561 | |
---|
562 | |
---|
563 | /// Define a single integer class but with pseudo costs |
---|
564 | |
---|
565 | |
---|
566 | class CbcSimpleIntegerPseudoCost : public CbcSimpleInteger { |
---|
567 | |
---|
568 | public: |
---|
569 | |
---|
570 | // Default Constructor |
---|
571 | CbcSimpleIntegerPseudoCost (); |
---|
572 | |
---|
573 | // Useful constructor - passed model index |
---|
574 | CbcSimpleIntegerPseudoCost (CbcModel * model, int iColumn, double breakEven=0.5); |
---|
575 | |
---|
576 | // Useful constructor - passed and model index and pseudo costs |
---|
577 | CbcSimpleIntegerPseudoCost (CbcModel * model, int iColumn, |
---|
578 | double downPseudoCost, double upPseudoCost); |
---|
579 | // Useful constructor - passed and model index and pseudo costs |
---|
580 | CbcSimpleIntegerPseudoCost (CbcModel * model, int dummy,int iColumn, |
---|
581 | double downPseudoCost, double upPseudoCost); |
---|
582 | |
---|
583 | // Copy constructor |
---|
584 | CbcSimpleIntegerPseudoCost ( const CbcSimpleIntegerPseudoCost &); |
---|
585 | |
---|
586 | /// Clone |
---|
587 | virtual CbcObject * clone() const; |
---|
588 | |
---|
589 | // Assignment operator |
---|
590 | CbcSimpleIntegerPseudoCost & operator=( const CbcSimpleIntegerPseudoCost& rhs); |
---|
591 | |
---|
592 | // Destructor |
---|
593 | ~CbcSimpleIntegerPseudoCost (); |
---|
594 | |
---|
595 | using CbcObject::infeasibility ; |
---|
596 | /// Infeasibility - large is 0.5 |
---|
597 | virtual double infeasibility(int & preferredWay) const; |
---|
598 | |
---|
599 | using CbcObject::createBranch ; |
---|
600 | /// Creates a branching object |
---|
601 | virtual CbcBranchingObject * createBranch(int way) ; |
---|
602 | |
---|
603 | /// Down pseudo cost |
---|
604 | inline double downPseudoCost() const |
---|
605 | { return downPseudoCost_;} |
---|
606 | /// Set down pseudo cost |
---|
607 | inline void setDownPseudoCost(double value) |
---|
608 | { downPseudoCost_=value;} |
---|
609 | |
---|
610 | /// Up pseudo cost |
---|
611 | inline double upPseudoCost() const |
---|
612 | { return upPseudoCost_;} |
---|
613 | /// Set up pseudo cost |
---|
614 | inline void setUpPseudoCost(double value) |
---|
615 | { upPseudoCost_=value;} |
---|
616 | |
---|
617 | /// Up down separator |
---|
618 | inline double upDownSeparator() const |
---|
619 | { return upDownSeparator_;} |
---|
620 | /// Set up down separator |
---|
621 | inline void setUpDownSeparator(double value) |
---|
622 | { upDownSeparator_=value;} |
---|
623 | |
---|
624 | /// Return "up" estimate |
---|
625 | virtual double upEstimate() const; |
---|
626 | /// Return "down" estimate (default 1.0e-5) |
---|
627 | virtual double downEstimate() const; |
---|
628 | |
---|
629 | /// method - see below for details |
---|
630 | inline int method() const |
---|
631 | { return method_;} |
---|
632 | /// Set method |
---|
633 | inline void setMethod(int value) |
---|
634 | { method_=value;} |
---|
635 | |
---|
636 | protected: |
---|
637 | /// data |
---|
638 | |
---|
639 | /// Down pseudo cost |
---|
640 | double downPseudoCost_; |
---|
641 | /// Up pseudo cost |
---|
642 | double upPseudoCost_; |
---|
643 | /** Up/down separator |
---|
644 | If >0.0 then do first branch up if value-floor(value) |
---|
645 | >= this value |
---|
646 | */ |
---|
647 | double upDownSeparator_; |
---|
648 | /** Method - |
---|
649 | 0 - normal - return min (up,down) |
---|
650 | 1 - if before any solution return max(up,down) |
---|
651 | 2 - if before branched solution return max(up,down) |
---|
652 | 3 - always return max(up,down) |
---|
653 | */ |
---|
654 | int method_; |
---|
655 | }; |
---|
656 | |
---|
657 | |
---|
658 | /** Simple branching object for an integer variable with pseudo costs |
---|
659 | |
---|
660 | This object can specify a two-way branch on an integer variable. For each |
---|
661 | arm of the branch, the upper and lower bounds on the variable can be |
---|
662 | independently specified. |
---|
663 | |
---|
664 | Variable_ holds the index of the integer variable in the integerVariable_ |
---|
665 | array of the model. |
---|
666 | */ |
---|
667 | |
---|
668 | class CbcIntegerPseudoCostBranchingObject : public CbcIntegerBranchingObject { |
---|
669 | |
---|
670 | public: |
---|
671 | |
---|
672 | /// Default constructor |
---|
673 | CbcIntegerPseudoCostBranchingObject (); |
---|
674 | |
---|
675 | /** Create a standard floor/ceiling branch object |
---|
676 | |
---|
677 | Specifies a simple two-way branch. Let \p value = x*. One arm of the |
---|
678 | branch will be is lb <= x <= floor(x*), the other ceil(x*) <= x <= ub. |
---|
679 | Specify way = -1 to set the object state to perform the down arm first, |
---|
680 | way = 1 for the up arm. |
---|
681 | */ |
---|
682 | CbcIntegerPseudoCostBranchingObject (CbcModel *model, int variable, |
---|
683 | int way , double value) ; |
---|
684 | |
---|
685 | /** Create a degenerate branch object |
---|
686 | |
---|
687 | Specifies a `one-way branch'. Calling branch() for this object will |
---|
688 | always result in lowerValue <= x <= upperValue. Used to fix a variable |
---|
689 | when lowerValue = upperValue. |
---|
690 | */ |
---|
691 | |
---|
692 | CbcIntegerPseudoCostBranchingObject (CbcModel *model, int variable, int way, |
---|
693 | double lowerValue, double upperValue) ; |
---|
694 | |
---|
695 | /// Copy constructor |
---|
696 | CbcIntegerPseudoCostBranchingObject ( const CbcIntegerPseudoCostBranchingObject &); |
---|
697 | |
---|
698 | /// Assignment operator |
---|
699 | CbcIntegerPseudoCostBranchingObject & operator= (const CbcIntegerPseudoCostBranchingObject& rhs); |
---|
700 | |
---|
701 | /// Clone |
---|
702 | virtual CbcBranchingObject * clone() const; |
---|
703 | |
---|
704 | /// Destructor |
---|
705 | virtual ~CbcIntegerPseudoCostBranchingObject (); |
---|
706 | |
---|
707 | using CbcBranchingObject::branch ; |
---|
708 | /** \brief Sets the bounds for the variable according to the current arm |
---|
709 | of the branch and advances the object state to the next arm. |
---|
710 | This version also changes guessed objective value |
---|
711 | */ |
---|
712 | virtual double branch(); |
---|
713 | |
---|
714 | /// Change in guessed |
---|
715 | inline double changeInGuessed() const |
---|
716 | { return changeInGuessed_;} |
---|
717 | /// Set change in guessed |
---|
718 | inline void setChangeInGuessed(double value) |
---|
719 | { changeInGuessed_=value;} |
---|
720 | |
---|
721 | /** Return the type (an integer identifier) of \c this */ |
---|
722 | virtual int type() const { return 101; } |
---|
723 | |
---|
724 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
---|
725 | same type and must have the same original object, but they may have |
---|
726 | different feasible regions. |
---|
727 | Return the appropriate CbcRangeCompare value (first argument being the |
---|
728 | sub/superset if that's the case). In case of overlap (and if \c |
---|
729 | replaceIfOverlap is true) replace the current branching object with one |
---|
730 | whose feasible region is the overlap. |
---|
731 | */ |
---|
732 | virtual CbcRangeCompare compareBranchingObject |
---|
733 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
---|
734 | |
---|
735 | protected: |
---|
736 | /// Change in guessed objective value for next branch |
---|
737 | double changeInGuessed_; |
---|
738 | }; |
---|
739 | |
---|
740 | |
---|
741 | /** Branching object for unordered cliques |
---|
742 | |
---|
743 | Intended for cliques which are long enough to make it worthwhile |
---|
744 | but <= 64 members. There will also be ones for long cliques. |
---|
745 | |
---|
746 | Variable_ is the clique id number (redundant, as the object also holds a |
---|
747 | pointer to the clique. |
---|
748 | */ |
---|
749 | class CbcCliqueBranchingObject : public CbcBranchingObject { |
---|
750 | |
---|
751 | public: |
---|
752 | |
---|
753 | // Default Constructor |
---|
754 | CbcCliqueBranchingObject (); |
---|
755 | |
---|
756 | // Useful constructor |
---|
757 | CbcCliqueBranchingObject (CbcModel * model, const CbcClique * clique, |
---|
758 | int way, |
---|
759 | int numberOnDownSide, const int * down, |
---|
760 | int numberOnUpSide, const int * up); |
---|
761 | |
---|
762 | // Copy constructor |
---|
763 | CbcCliqueBranchingObject ( const CbcCliqueBranchingObject &); |
---|
764 | |
---|
765 | // Assignment operator |
---|
766 | CbcCliqueBranchingObject & operator=( const CbcCliqueBranchingObject& rhs); |
---|
767 | |
---|
768 | /// Clone |
---|
769 | virtual CbcBranchingObject * clone() const; |
---|
770 | |
---|
771 | // Destructor |
---|
772 | virtual ~CbcCliqueBranchingObject (); |
---|
773 | |
---|
774 | using CbcBranchingObject::branch ; |
---|
775 | /// Does next branch and updates state |
---|
776 | virtual double branch(); |
---|
777 | |
---|
778 | #if 0 |
---|
779 | // No need to override. Default works fine. |
---|
780 | /** Reset every information so that the branching object appears to point to |
---|
781 | the previous child. This method does not need to modify anything in any |
---|
782 | solver. */ |
---|
783 | virtual void previousBranch(); |
---|
784 | #endif |
---|
785 | |
---|
786 | using CbcBranchingObject::print ; |
---|
787 | /** \brief Print something about branch - only if log level high |
---|
788 | */ |
---|
789 | virtual void print(); |
---|
790 | |
---|
791 | /** Return the type (an integer identifier) of \c this */ |
---|
792 | virtual int type() const { return 102; } |
---|
793 | |
---|
794 | /** Compare the original object of \c this with the original object of \c |
---|
795 | brObj. Assumes that there is an ordering of the original objects. |
---|
796 | This method should be invoked only if \c this and brObj are of the same |
---|
797 | type. |
---|
798 | Return negative/0/positive depending on whether \c this is |
---|
799 | smaller/same/larger than the argument. |
---|
800 | */ |
---|
801 | virtual int compareOriginalObject(const CbcBranchingObject* brObj) const; |
---|
802 | |
---|
803 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
---|
804 | same type and must have the same original object, but they may have |
---|
805 | different feasible regions. |
---|
806 | Return the appropriate CbcRangeCompare value (first argument being the |
---|
807 | sub/superset if that's the case). In case of overlap (and if \c |
---|
808 | replaceIfOverlap is true) replace the current branching object with one |
---|
809 | whose feasible region is the overlap. |
---|
810 | */ |
---|
811 | virtual CbcRangeCompare compareBranchingObject |
---|
812 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
---|
813 | |
---|
814 | private: |
---|
815 | /// data |
---|
816 | const CbcClique * clique_; |
---|
817 | /// downMask - bit set to fix to weak bounds, not set to leave unfixed |
---|
818 | unsigned int downMask_[2]; |
---|
819 | /// upMask - bit set to fix to weak bounds, not set to leave unfixed |
---|
820 | unsigned int upMask_[2]; |
---|
821 | }; |
---|
822 | |
---|
823 | |
---|
824 | /** Unordered Clique Branching Object class. |
---|
825 | These are for cliques which are > 64 members |
---|
826 | Variable is number of clique. |
---|
827 | */ |
---|
828 | class CbcLongCliqueBranchingObject : public CbcBranchingObject { |
---|
829 | |
---|
830 | public: |
---|
831 | |
---|
832 | // Default Constructor |
---|
833 | CbcLongCliqueBranchingObject (); |
---|
834 | |
---|
835 | // Useful constructor |
---|
836 | CbcLongCliqueBranchingObject (CbcModel * model, const CbcClique * clique, |
---|
837 | int way, |
---|
838 | int numberOnDownSide, const int * down, |
---|
839 | int numberOnUpSide, const int * up); |
---|
840 | |
---|
841 | // Copy constructor |
---|
842 | CbcLongCliqueBranchingObject ( const CbcLongCliqueBranchingObject &); |
---|
843 | |
---|
844 | // Assignment operator |
---|
845 | CbcLongCliqueBranchingObject & operator=( const CbcLongCliqueBranchingObject& rhs); |
---|
846 | |
---|
847 | /// Clone |
---|
848 | virtual CbcBranchingObject * clone() const; |
---|
849 | |
---|
850 | // Destructor |
---|
851 | virtual ~CbcLongCliqueBranchingObject (); |
---|
852 | |
---|
853 | using CbcBranchingObject::branch ; |
---|
854 | /// Does next branch and updates state |
---|
855 | virtual double branch(); |
---|
856 | |
---|
857 | #if 0 |
---|
858 | // No need to override. Default works fine. |
---|
859 | /** Reset every information so that the branching object appears to point to |
---|
860 | the previous child. This method does not need to modify anything in any |
---|
861 | solver. */ |
---|
862 | virtual void previousBranch(); |
---|
863 | #endif |
---|
864 | |
---|
865 | using CbcBranchingObject::print ; |
---|
866 | /** \brief Print something about branch - only if log level high |
---|
867 | */ |
---|
868 | virtual void print(); |
---|
869 | |
---|
870 | /** Return the type (an integer identifier) of \c this */ |
---|
871 | virtual int type() const { return 103; } |
---|
872 | |
---|
873 | /** Compare the original object of \c this with the original object of \c |
---|
874 | brObj. Assumes that there is an ordering of the original objects. |
---|
875 | This method should be invoked only if \c this and brObj are of the same |
---|
876 | type. |
---|
877 | Return negative/0/positive depending on whether \c this is |
---|
878 | smaller/same/larger than the argument. |
---|
879 | */ |
---|
880 | virtual int compareOriginalObject(const CbcBranchingObject* brObj) const; |
---|
881 | |
---|
882 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
---|
883 | same type and must have the same original object, but they may have |
---|
884 | different feasible regions. |
---|
885 | Return the appropriate CbcRangeCompare value (first argument being the |
---|
886 | sub/superset if that's the case). In case of overlap (and if \c |
---|
887 | replaceIfOverlap is true) replace the current branching object with one |
---|
888 | whose feasible region is the overlap. |
---|
889 | */ |
---|
890 | virtual CbcRangeCompare compareBranchingObject |
---|
891 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
---|
892 | |
---|
893 | private: |
---|
894 | /// data |
---|
895 | const CbcClique * clique_; |
---|
896 | /// downMask - bit set to fix to weak bounds, not set to leave unfixed |
---|
897 | unsigned int * downMask_; |
---|
898 | /// upMask - bit set to fix to weak bounds, not set to leave unfixed |
---|
899 | unsigned int * upMask_; |
---|
900 | }; |
---|
901 | |
---|
902 | /** Branching object for Special ordered sets |
---|
903 | |
---|
904 | Variable_ is the set id number (redundant, as the object also holds a |
---|
905 | pointer to the set. |
---|
906 | */ |
---|
907 | class CbcSOSBranchingObject : public CbcBranchingObject { |
---|
908 | |
---|
909 | public: |
---|
910 | |
---|
911 | // Default Constructor |
---|
912 | CbcSOSBranchingObject (); |
---|
913 | |
---|
914 | // Useful constructor |
---|
915 | CbcSOSBranchingObject (CbcModel * model, const CbcSOS * clique, |
---|
916 | int way, |
---|
917 | double separator); |
---|
918 | |
---|
919 | // Copy constructor |
---|
920 | CbcSOSBranchingObject ( const CbcSOSBranchingObject &); |
---|
921 | |
---|
922 | // Assignment operator |
---|
923 | CbcSOSBranchingObject & operator=( const CbcSOSBranchingObject& rhs); |
---|
924 | |
---|
925 | /// Clone |
---|
926 | virtual CbcBranchingObject * clone() const; |
---|
927 | |
---|
928 | // Destructor |
---|
929 | virtual ~CbcSOSBranchingObject (); |
---|
930 | |
---|
931 | using CbcBranchingObject::branch ; |
---|
932 | /// Does next branch and updates state |
---|
933 | virtual double branch(); |
---|
934 | /** Update bounds in solver as in 'branch' and update given bounds. |
---|
935 | branchState is -1 for 'down' +1 for 'up' */ |
---|
936 | virtual void fix(OsiSolverInterface * solver, |
---|
937 | double * lower, double * upper, |
---|
938 | int branchState) const ; |
---|
939 | |
---|
940 | /** Reset every information so that the branching object appears to point to |
---|
941 | the previous child. This method does not need to modify anything in any |
---|
942 | solver. */ |
---|
943 | virtual void previousBranch() { |
---|
944 | CbcBranchingObject::previousBranch(); |
---|
945 | computeNonzeroRange(); |
---|
946 | } |
---|
947 | |
---|
948 | using CbcBranchingObject::print ; |
---|
949 | /** \brief Print something about branch - only if log level high |
---|
950 | */ |
---|
951 | virtual void print(); |
---|
952 | |
---|
953 | /** Return the type (an integer identifier) of \c this */ |
---|
954 | virtual int type() const { return 104; } |
---|
955 | |
---|
956 | /** Compare the original object of \c this with the original object of \c |
---|
957 | brObj. Assumes that there is an ordering of the original objects. |
---|
958 | This method should be invoked only if \c this and brObj are of the same |
---|
959 | type. |
---|
960 | Return negative/0/positive depending on whether \c this is |
---|
961 | smaller/same/larger than the argument. |
---|
962 | */ |
---|
963 | virtual int compareOriginalObject(const CbcBranchingObject* brObj) const; |
---|
964 | |
---|
965 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
---|
966 | same type and must have the same original object, but they may have |
---|
967 | different feasible regions. |
---|
968 | Return the appropriate CbcRangeCompare value (first argument being the |
---|
969 | sub/superset if that's the case). In case of overlap (and if \c |
---|
970 | replaceIfOverlap is true) replace the current branching object with one |
---|
971 | whose feasible region is the overlap. |
---|
972 | */ |
---|
973 | virtual CbcRangeCompare compareBranchingObject |
---|
974 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
---|
975 | |
---|
976 | /** Fill out the \c firstNonzero_ and \c lastNonzero_ data members */ |
---|
977 | void computeNonzeroRange(); |
---|
978 | |
---|
979 | private: |
---|
980 | /// data |
---|
981 | const CbcSOS * set_; |
---|
982 | /// separator |
---|
983 | double separator_; |
---|
984 | /** The following two members describe the range in the members_ of the |
---|
985 | original object that whose upper bound is not fixed to 0. This is not |
---|
986 | necessary for Cbc to function correctly, this is there for heuristics so |
---|
987 | that separate branching decisions on the same object can be pooled into |
---|
988 | one branching object. */ |
---|
989 | int firstNonzero_; |
---|
990 | int lastNonzero_; |
---|
991 | }; |
---|
992 | |
---|
993 | /** N way branching Object class. |
---|
994 | Variable is number of set. |
---|
995 | */ |
---|
996 | class CbcNWayBranchingObject : public CbcBranchingObject { |
---|
997 | |
---|
998 | public: |
---|
999 | |
---|
1000 | // Default Constructor |
---|
1001 | CbcNWayBranchingObject (); |
---|
1002 | |
---|
1003 | /** Useful constructor - order had matrix indices |
---|
1004 | way_ -1 corresponds to setting first, +1 to second, +3 etc. |
---|
1005 | this is so -1 and +1 have similarity to normal |
---|
1006 | */ |
---|
1007 | CbcNWayBranchingObject (CbcModel * model, const CbcNWay * nway, |
---|
1008 | int numberBranches, const int * order); |
---|
1009 | |
---|
1010 | // Copy constructor |
---|
1011 | CbcNWayBranchingObject ( const CbcNWayBranchingObject &); |
---|
1012 | |
---|
1013 | // Assignment operator |
---|
1014 | CbcNWayBranchingObject & operator=( const CbcNWayBranchingObject& rhs); |
---|
1015 | |
---|
1016 | /// Clone |
---|
1017 | virtual CbcBranchingObject * clone() const; |
---|
1018 | |
---|
1019 | // Destructor |
---|
1020 | virtual ~CbcNWayBranchingObject (); |
---|
1021 | |
---|
1022 | using CbcBranchingObject::branch ; |
---|
1023 | /// Does next branch and updates state |
---|
1024 | virtual double branch(); |
---|
1025 | |
---|
1026 | #if 0 |
---|
1027 | // FIXME: what do we need to do here? |
---|
1028 | /** Reset every information so that the branching object appears to point to |
---|
1029 | the previous child. This method does not need to modify anything in any |
---|
1030 | solver. */ |
---|
1031 | virtual void previousBranch(); |
---|
1032 | #endif |
---|
1033 | |
---|
1034 | using CbcBranchingObject::print ; |
---|
1035 | /** \brief Print something about branch - only if log level high |
---|
1036 | */ |
---|
1037 | virtual void print(); |
---|
1038 | /** The number of branch arms created for this branching object |
---|
1039 | */ |
---|
1040 | virtual int numberBranches() const |
---|
1041 | {return numberInSet_;} |
---|
1042 | /// Is this a two way object (-1 down, +1 up) |
---|
1043 | virtual bool twoWay() const |
---|
1044 | { return false;} |
---|
1045 | |
---|
1046 | /** Return the type (an integer identifier) of \c this */ |
---|
1047 | virtual int type() const { return 105; } |
---|
1048 | |
---|
1049 | /** Compare the original object of \c this with the original object of \c |
---|
1050 | brObj. Assumes that there is an ordering of the original objects. |
---|
1051 | This method should be invoked only if \c this and brObj are of the same |
---|
1052 | type. |
---|
1053 | Return negative/0/positive depending on whether \c this is |
---|
1054 | smaller/same/larger than the argument. |
---|
1055 | */ |
---|
1056 | virtual int compareOriginalObject(const CbcBranchingObject* brObj) const; |
---|
1057 | |
---|
1058 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
---|
1059 | same type and must have the same original object, but they may have |
---|
1060 | different feasible regions. |
---|
1061 | Return the appropriate CbcRangeCompare value (first argument being the |
---|
1062 | sub/superset if that's the case). In case of overlap (and if \c |
---|
1063 | replaceIfOverlap is true) replace the current branching object with one |
---|
1064 | whose feasible region is the overlap. |
---|
1065 | */ |
---|
1066 | virtual CbcRangeCompare compareBranchingObject |
---|
1067 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
---|
1068 | |
---|
1069 | private: |
---|
1070 | /// order of branching - points back to CbcNWay |
---|
1071 | int * order_; |
---|
1072 | /// Points back to object |
---|
1073 | const CbcNWay * object_; |
---|
1074 | /// Number in set |
---|
1075 | int numberInSet_; |
---|
1076 | }; |
---|
1077 | |
---|
1078 | /** Branching decision default class |
---|
1079 | |
---|
1080 | This class implements a simple default algorithm |
---|
1081 | (betterBranch()) for choosing a branching variable. |
---|
1082 | */ |
---|
1083 | |
---|
1084 | class CbcBranchDefaultDecision : public CbcBranchDecision { |
---|
1085 | public: |
---|
1086 | // Default Constructor |
---|
1087 | CbcBranchDefaultDecision (); |
---|
1088 | |
---|
1089 | // Copy constructor |
---|
1090 | CbcBranchDefaultDecision ( const CbcBranchDefaultDecision &); |
---|
1091 | |
---|
1092 | virtual ~CbcBranchDefaultDecision(); |
---|
1093 | |
---|
1094 | /// Clone |
---|
1095 | virtual CbcBranchDecision * clone() const; |
---|
1096 | |
---|
1097 | /// Initialize, <i>e.g.</i> before the start of branch selection at a node |
---|
1098 | virtual void initialize(CbcModel * model); |
---|
1099 | |
---|
1100 | /** \brief Compare two branching objects. Return nonzero if \p thisOne is |
---|
1101 | better than \p bestSoFar. |
---|
1102 | |
---|
1103 | The routine compares branches using the values supplied in \p numInfUp and |
---|
1104 | \p numInfDn until a solution is found by search, after which it uses the |
---|
1105 | values supplied in \p changeUp and \p changeDn. The best branching object |
---|
1106 | seen so far and the associated parameter values are remembered in the |
---|
1107 | \c CbcBranchDefaultDecision object. The nonzero return value is +1 if the |
---|
1108 | up branch is preferred, -1 if the down branch is preferred. |
---|
1109 | |
---|
1110 | As the names imply, the assumption is that the values supplied for |
---|
1111 | \p numInfUp and \p numInfDn will be the number of infeasibilities reported |
---|
1112 | by the branching object, and \p changeUp and \p changeDn will be the |
---|
1113 | estimated change in objective. Other measures can be used if desired. |
---|
1114 | |
---|
1115 | Because an \c CbcBranchDefaultDecision object remembers the current best |
---|
1116 | branching candidate (#bestObject_) as well as the values used in the |
---|
1117 | comparison, the parameter \p bestSoFar is redundant, hence unused. |
---|
1118 | */ |
---|
1119 | virtual int betterBranch(CbcBranchingObject * thisOne, |
---|
1120 | CbcBranchingObject * bestSoFar, |
---|
1121 | double changeUp, int numInfUp, |
---|
1122 | double changeDn, int numInfDn); |
---|
1123 | /** Sets or gets best criterion so far */ |
---|
1124 | virtual void setBestCriterion(double value); |
---|
1125 | virtual double getBestCriterion() const; |
---|
1126 | |
---|
1127 | /** \brief Compare N branching objects. Return index of best |
---|
1128 | and sets way of branching in chosen object. |
---|
1129 | |
---|
1130 | This routine is used only after strong branching. |
---|
1131 | */ |
---|
1132 | |
---|
1133 | virtual int |
---|
1134 | bestBranch (CbcBranchingObject ** objects, int numberObjects, int numberUnsatisfied, |
---|
1135 | double * changeUp, int * numberInfeasibilitiesUp, |
---|
1136 | double * changeDown, int * numberInfeasibilitiesDown, |
---|
1137 | double objectiveValue) ; |
---|
1138 | private: |
---|
1139 | |
---|
1140 | /// Illegal Assignment operator |
---|
1141 | CbcBranchDefaultDecision & operator=(const CbcBranchDefaultDecision& rhs); |
---|
1142 | |
---|
1143 | /// data |
---|
1144 | |
---|
1145 | /// "best" so far |
---|
1146 | double bestCriterion_; |
---|
1147 | |
---|
1148 | /// Change up for best |
---|
1149 | double bestChangeUp_; |
---|
1150 | |
---|
1151 | /// Number of infeasibilities for up |
---|
1152 | int bestNumberUp_; |
---|
1153 | |
---|
1154 | /// Change down for best |
---|
1155 | double bestChangeDown_; |
---|
1156 | |
---|
1157 | /// Pointer to best branching object |
---|
1158 | CbcBranchingObject * bestObject_; |
---|
1159 | |
---|
1160 | /// Number of infeasibilities for down |
---|
1161 | int bestNumberDown_; |
---|
1162 | |
---|
1163 | }; |
---|
1164 | |
---|
1165 | /** Define a follow on class. |
---|
1166 | The idea of this is that in air-crew scheduling problems crew may fly in on flight A |
---|
1167 | and out on flight B or on some other flight. A useful branch is one which on one side |
---|
1168 | fixes all which go out on flight B to 0, while the other branch fixes all those that do NOT |
---|
1169 | go out on flight B to 0. |
---|
1170 | |
---|
1171 | This branching rule should be in addition to normal rules and have a high priority. |
---|
1172 | */ |
---|
1173 | |
---|
1174 | |
---|
1175 | |
---|
1176 | class CbcFollowOn : public CbcObject { |
---|
1177 | |
---|
1178 | public: |
---|
1179 | |
---|
1180 | // Default Constructor |
---|
1181 | CbcFollowOn (); |
---|
1182 | |
---|
1183 | /** Useful constructor |
---|
1184 | */ |
---|
1185 | CbcFollowOn (CbcModel * model); |
---|
1186 | |
---|
1187 | // Copy constructor |
---|
1188 | CbcFollowOn ( const CbcFollowOn &); |
---|
1189 | |
---|
1190 | /// Clone |
---|
1191 | virtual CbcObject * clone() const; |
---|
1192 | |
---|
1193 | // Assignment operator |
---|
1194 | CbcFollowOn & operator=( const CbcFollowOn& rhs); |
---|
1195 | |
---|
1196 | // Destructor |
---|
1197 | ~CbcFollowOn (); |
---|
1198 | |
---|
1199 | using CbcObject::infeasibility ; |
---|
1200 | /// Infeasibility - large is 0.5 |
---|
1201 | virtual double infeasibility(int & preferredWay) const; |
---|
1202 | |
---|
1203 | using CbcObject::feasibleRegion ; |
---|
1204 | /// This looks at solution and sets bounds to contain solution |
---|
1205 | virtual void feasibleRegion(); |
---|
1206 | |
---|
1207 | using CbcObject::createBranch ; |
---|
1208 | /// Creates a branching object |
---|
1209 | virtual CbcBranchingObject * createBranch(int way) ; |
---|
1210 | /// As some computation is needed in more than one place - returns row |
---|
1211 | virtual int gutsOfFollowOn(int & otherRow, int & preferredWay) const; |
---|
1212 | |
---|
1213 | protected: |
---|
1214 | /// data |
---|
1215 | /// Matrix |
---|
1216 | CoinPackedMatrix matrix_; |
---|
1217 | /// Matrix by row |
---|
1218 | CoinPackedMatrix matrixByRow_; |
---|
1219 | /// Possible rhs (if 0 then not possible) |
---|
1220 | int * rhs_; |
---|
1221 | }; |
---|
1222 | /** General Branching Object class. |
---|
1223 | Each way fixes some variables to lower bound |
---|
1224 | */ |
---|
1225 | class CbcFixingBranchingObject : public CbcBranchingObject { |
---|
1226 | |
---|
1227 | public: |
---|
1228 | |
---|
1229 | // Default Constructor |
---|
1230 | CbcFixingBranchingObject (); |
---|
1231 | |
---|
1232 | // Useful constructor |
---|
1233 | CbcFixingBranchingObject (CbcModel * model, |
---|
1234 | int way, |
---|
1235 | int numberOnDownSide, const int * down, |
---|
1236 | int numberOnUpSide, const int * up); |
---|
1237 | |
---|
1238 | // Copy constructor |
---|
1239 | CbcFixingBranchingObject ( const CbcFixingBranchingObject &); |
---|
1240 | |
---|
1241 | // Assignment operator |
---|
1242 | CbcFixingBranchingObject & operator=( const CbcFixingBranchingObject& rhs); |
---|
1243 | |
---|
1244 | /// Clone |
---|
1245 | virtual CbcBranchingObject * clone() const; |
---|
1246 | |
---|
1247 | // Destructor |
---|
1248 | virtual ~CbcFixingBranchingObject (); |
---|
1249 | |
---|
1250 | using CbcBranchingObject::branch ; |
---|
1251 | /// Does next branch and updates state |
---|
1252 | virtual double branch(); |
---|
1253 | |
---|
1254 | #if 0 |
---|
1255 | // No need to override. Default works fine. |
---|
1256 | /** Reset every information so that the branching object appears to point to |
---|
1257 | the previous child. This method does not need to modify anything in any |
---|
1258 | solver. */ |
---|
1259 | virtual void previousBranch(); |
---|
1260 | #endif |
---|
1261 | |
---|
1262 | using CbcBranchingObject::print ; |
---|
1263 | /** \brief Print something about branch - only if log level high |
---|
1264 | */ |
---|
1265 | virtual void print(); |
---|
1266 | |
---|
1267 | /** Return the type (an integer identifier) of \c this */ |
---|
1268 | virtual int type() const { return 106; } |
---|
1269 | |
---|
1270 | /** Compare the original object of \c this with the original object of \c |
---|
1271 | brObj. Assumes that there is an ordering of the original objects. |
---|
1272 | This method should be invoked only if \c this and brObj are of the same |
---|
1273 | type. |
---|
1274 | Return negative/0/positive depending on whether \c this is |
---|
1275 | smaller/same/larger than the argument. |
---|
1276 | */ |
---|
1277 | virtual int compareOriginalObject(const CbcBranchingObject* brObj) const; |
---|
1278 | |
---|
1279 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
---|
1280 | same type and must have the same original object, but they may have |
---|
1281 | different feasible regions. |
---|
1282 | Return the appropriate CbcRangeCompare value (first argument being the |
---|
1283 | sub/superset if that's the case). In case of overlap (and if \c |
---|
1284 | replaceIfOverlap is true) replace the current branching object with one |
---|
1285 | whose feasible region is the overlap. |
---|
1286 | */ |
---|
1287 | virtual CbcRangeCompare compareBranchingObject |
---|
1288 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
---|
1289 | |
---|
1290 | private: |
---|
1291 | /// data |
---|
1292 | /// Number on down list |
---|
1293 | int numberDown_; |
---|
1294 | /// Number on up list |
---|
1295 | int numberUp_; |
---|
1296 | /// downList - variables to fix to lb on down branch |
---|
1297 | int * downList_; |
---|
1298 | /// upList - variables to fix to lb on up branch |
---|
1299 | int * upList_; |
---|
1300 | }; |
---|
1301 | /** Class for consequent bounds. |
---|
1302 | When a variable is branched on it normally interacts with other variables by |
---|
1303 | means of equations. There are cases where we want to step outside LP and do something |
---|
1304 | more directly e.g. fix bounds. This class is for that. |
---|
1305 | |
---|
1306 | A state of -9999 means at LB, +9999 means at UB, |
---|
1307 | others mean if fixed to that value. |
---|
1308 | |
---|
1309 | */ |
---|
1310 | |
---|
1311 | class CbcFixVariable : public CbcConsequence { |
---|
1312 | |
---|
1313 | public: |
---|
1314 | |
---|
1315 | // Default Constructor |
---|
1316 | CbcFixVariable (); |
---|
1317 | |
---|
1318 | // One useful Constructor |
---|
1319 | CbcFixVariable (int numberStates,const int * states, const int * numberNewLower, const int ** newLowerValue, |
---|
1320 | const int ** lowerColumn, |
---|
1321 | const int * numberNewUpper, const int ** newUpperValue, |
---|
1322 | const int ** upperColumn); |
---|
1323 | |
---|
1324 | // Copy constructor |
---|
1325 | CbcFixVariable ( const CbcFixVariable & rhs); |
---|
1326 | |
---|
1327 | // Assignment operator |
---|
1328 | CbcFixVariable & operator=( const CbcFixVariable & rhs); |
---|
1329 | |
---|
1330 | /// Clone |
---|
1331 | virtual CbcConsequence * clone() const; |
---|
1332 | |
---|
1333 | /// Destructor |
---|
1334 | virtual ~CbcFixVariable (); |
---|
1335 | |
---|
1336 | /** Apply to an LP solver. Action depends on state |
---|
1337 | */ |
---|
1338 | virtual void applyToSolver(OsiSolverInterface * solver, int state) const; |
---|
1339 | |
---|
1340 | protected: |
---|
1341 | /// Number of states |
---|
1342 | int numberStates_; |
---|
1343 | /// Values of integers for various states |
---|
1344 | int * states_; |
---|
1345 | /// Start of information for each state (setting new lower) |
---|
1346 | int * startLower_; |
---|
1347 | /// Start of information for each state (setting new upper) |
---|
1348 | int * startUpper_; |
---|
1349 | /// For each variable new bounds |
---|
1350 | double * newBound_; |
---|
1351 | /// Variable |
---|
1352 | int * variable_; |
---|
1353 | }; |
---|
1354 | /** Dummy branching object |
---|
1355 | |
---|
1356 | This object specifies a one-way dummy branch. |
---|
1357 | This is so one can carry on branching even when it looks feasible |
---|
1358 | */ |
---|
1359 | |
---|
1360 | class CbcDummyBranchingObject : public CbcBranchingObject { |
---|
1361 | |
---|
1362 | public: |
---|
1363 | |
---|
1364 | /// Default constructor |
---|
1365 | CbcDummyBranchingObject (CbcModel * model=NULL); |
---|
1366 | |
---|
1367 | /// Copy constructor |
---|
1368 | CbcDummyBranchingObject ( const CbcDummyBranchingObject &); |
---|
1369 | |
---|
1370 | /// Assignment operator |
---|
1371 | CbcDummyBranchingObject & operator= (const CbcDummyBranchingObject& rhs); |
---|
1372 | |
---|
1373 | /// Clone |
---|
1374 | virtual CbcBranchingObject * clone() const; |
---|
1375 | |
---|
1376 | /// Destructor |
---|
1377 | virtual ~CbcDummyBranchingObject (); |
---|
1378 | |
---|
1379 | using CbcBranchingObject::branch ; |
---|
1380 | /** \brief Dummy branch |
---|
1381 | */ |
---|
1382 | virtual double branch(); |
---|
1383 | |
---|
1384 | #if 0 |
---|
1385 | // No need to override. Default works fine. |
---|
1386 | /** Reset every information so that the branching object appears to point to |
---|
1387 | the previous child. This method does not need to modify anything in any |
---|
1388 | solver. */ |
---|
1389 | virtual void previousBranch(); |
---|
1390 | #endif |
---|
1391 | |
---|
1392 | using CbcBranchingObject::print ; |
---|
1393 | /** \brief Print something about branch - only if log level high |
---|
1394 | */ |
---|
1395 | virtual void print(); |
---|
1396 | |
---|
1397 | /** Return the type (an integer identifier) of \c this */ |
---|
1398 | virtual int type() const { return 107; } |
---|
1399 | |
---|
1400 | /** Compare the original object of \c this with the original object of \c |
---|
1401 | brObj. Assumes that there is an ordering of the original objects. |
---|
1402 | This method should be invoked only if \c this and brObj are of the same |
---|
1403 | type. |
---|
1404 | Return negative/0/positive depending on whether \c this is |
---|
1405 | smaller/same/larger than the argument. |
---|
1406 | */ |
---|
1407 | virtual int compareOriginalObject(const CbcBranchingObject* brObj) const; |
---|
1408 | |
---|
1409 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
---|
1410 | same type and must have the same original object, but they may have |
---|
1411 | different feasible regions. |
---|
1412 | Return the appropriate CbcRangeCompare value (first argument being the |
---|
1413 | sub/superset if that's the case). In case of overlap (and if \c |
---|
1414 | replaceIfOverlap is true) replace the current branching object with one |
---|
1415 | whose feasible region is the overlap. |
---|
1416 | */ |
---|
1417 | virtual CbcRangeCompare compareBranchingObject |
---|
1418 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
---|
1419 | |
---|
1420 | }; |
---|
1421 | |
---|
1422 | /** Define a catch all class. |
---|
1423 | This will create a list of subproblems |
---|
1424 | */ |
---|
1425 | |
---|
1426 | |
---|
1427 | class CbcGeneral : public CbcObject { |
---|
1428 | |
---|
1429 | public: |
---|
1430 | |
---|
1431 | // Default Constructor |
---|
1432 | CbcGeneral (); |
---|
1433 | |
---|
1434 | /** Useful constructor |
---|
1435 | Just needs to point to model. |
---|
1436 | */ |
---|
1437 | CbcGeneral (CbcModel * model); |
---|
1438 | |
---|
1439 | // Copy constructor |
---|
1440 | CbcGeneral ( const CbcGeneral &); |
---|
1441 | |
---|
1442 | /// Clone |
---|
1443 | virtual CbcObject * clone() const=0; |
---|
1444 | |
---|
1445 | // Assignment operator |
---|
1446 | CbcGeneral & operator=( const CbcGeneral& rhs); |
---|
1447 | |
---|
1448 | // Destructor |
---|
1449 | ~CbcGeneral (); |
---|
1450 | |
---|
1451 | using CbcObject::infeasibility ; |
---|
1452 | /// Infeasibility - large is 0.5 |
---|
1453 | virtual double infeasibility(int & preferredWay) const=0; |
---|
1454 | |
---|
1455 | using CbcObject::feasibleRegion ; |
---|
1456 | /// This looks at solution and sets bounds to contain solution |
---|
1457 | virtual void feasibleRegion()=0; |
---|
1458 | |
---|
1459 | using CbcObject::createBranch ; |
---|
1460 | /// Creates a branching object |
---|
1461 | virtual CbcBranchingObject * createBranch(int way)=0 ; |
---|
1462 | |
---|
1463 | /// Redoes data when sequence numbers change |
---|
1464 | virtual void redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns)=0; |
---|
1465 | |
---|
1466 | protected: |
---|
1467 | /// data |
---|
1468 | }; |
---|
1469 | #ifdef COIN_HAS_CLP |
---|
1470 | |
---|
1471 | /** Define a catch all class. |
---|
1472 | This will create a list of subproblems using partial evaluation |
---|
1473 | */ |
---|
1474 | #include "ClpSimplex.hpp" |
---|
1475 | #include "ClpNode.hpp" |
---|
1476 | |
---|
1477 | class CbcGeneralDepth : public CbcGeneral { |
---|
1478 | |
---|
1479 | public: |
---|
1480 | |
---|
1481 | // Default Constructor |
---|
1482 | CbcGeneralDepth (); |
---|
1483 | |
---|
1484 | /** Useful constructor |
---|
1485 | Just needs to point to model. |
---|
1486 | Initial version does evaluation to depth N |
---|
1487 | This is stored in CbcModel but may be |
---|
1488 | better here |
---|
1489 | */ |
---|
1490 | CbcGeneralDepth (CbcModel * model, int maximumDepth); |
---|
1491 | |
---|
1492 | // Copy constructor |
---|
1493 | CbcGeneralDepth ( const CbcGeneralDepth &); |
---|
1494 | |
---|
1495 | /// Clone |
---|
1496 | virtual CbcObject * clone() const; |
---|
1497 | |
---|
1498 | // Assignment operator |
---|
1499 | CbcGeneralDepth & operator=( const CbcGeneralDepth& rhs); |
---|
1500 | |
---|
1501 | // Destructor |
---|
1502 | ~CbcGeneralDepth (); |
---|
1503 | |
---|
1504 | using CbcObject::infeasibility ; |
---|
1505 | /// Infeasibility - large is 0.5 |
---|
1506 | virtual double infeasibility(int & preferredWay) const; |
---|
1507 | |
---|
1508 | using CbcObject::feasibleRegion ; |
---|
1509 | /// This looks at solution and sets bounds to contain solution |
---|
1510 | virtual void feasibleRegion(); |
---|
1511 | |
---|
1512 | using CbcObject::createBranch ; |
---|
1513 | /// Creates a branching object |
---|
1514 | virtual CbcBranchingObject * createBranch(int way) ; |
---|
1515 | /// Get maximum depth |
---|
1516 | inline int maximumDepth() const |
---|
1517 | {return maximumDepth_;} |
---|
1518 | /// Set maximum depth |
---|
1519 | inline void setMaximumDepth(int value) |
---|
1520 | {maximumDepth_ = value;} |
---|
1521 | /// Get which solution |
---|
1522 | inline int whichSolution() const |
---|
1523 | {return whichSolution_;} |
---|
1524 | /// Get ClpNode info |
---|
1525 | inline ClpNode * nodeInfo(int which) |
---|
1526 | { return nodeInfo_->nodeInfo_[which];} |
---|
1527 | |
---|
1528 | /// Redoes data when sequence numbers change |
---|
1529 | virtual void redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns); |
---|
1530 | |
---|
1531 | protected: |
---|
1532 | /// data |
---|
1533 | /// Maximum depth |
---|
1534 | int maximumDepth_; |
---|
1535 | /// Which node has solution (or -1) |
---|
1536 | mutable int whichSolution_; |
---|
1537 | /// Number of valid nodes (including whichSolution_) |
---|
1538 | mutable int numberNodes_; |
---|
1539 | /// For solving nodes |
---|
1540 | mutable ClpNodeStuff * nodeInfo_; |
---|
1541 | }; |
---|
1542 | |
---|
1543 | /** Defines a general subproblem |
---|
1544 | Basis will be made more compact later |
---|
1545 | */ |
---|
1546 | class CoinWarmStartDiff; |
---|
1547 | class CbcSubProblem { |
---|
1548 | |
---|
1549 | public: |
---|
1550 | |
---|
1551 | /// Default constructor |
---|
1552 | CbcSubProblem (); |
---|
1553 | |
---|
1554 | /// Constructor from model |
---|
1555 | CbcSubProblem (const OsiSolverInterface * solver, |
---|
1556 | const double * lowerBefore, |
---|
1557 | const double * upperBefore, |
---|
1558 | const unsigned char * status); |
---|
1559 | |
---|
1560 | /// Copy constructor |
---|
1561 | CbcSubProblem ( const CbcSubProblem &); |
---|
1562 | |
---|
1563 | /// Assignment operator |
---|
1564 | CbcSubProblem & operator= (const CbcSubProblem& rhs); |
---|
1565 | |
---|
1566 | /// Destructor |
---|
1567 | virtual ~CbcSubProblem (); |
---|
1568 | |
---|
1569 | /// Apply subproblem |
---|
1570 | void apply(OsiSolverInterface * model); |
---|
1571 | |
---|
1572 | public: |
---|
1573 | /// Value of objective |
---|
1574 | double objectiveValue_; |
---|
1575 | /// Sum of infeasibilities |
---|
1576 | double sumInfeasibilities_; |
---|
1577 | /** Which variable (top bit if upper bound changing) |
---|
1578 | next bit if changing on down branch only */ |
---|
1579 | int * variables_; |
---|
1580 | /// New bound |
---|
1581 | double * newBounds_; |
---|
1582 | /// Status as diff |
---|
1583 | CoinWarmStartDiff * statusDifference_; |
---|
1584 | /// Number of Extra bound changes |
---|
1585 | int numberChangedBounds_; |
---|
1586 | /// Number of infeasibilities |
---|
1587 | int numberInfeasibilities_; |
---|
1588 | }; |
---|
1589 | |
---|
1590 | /** Branching object for general objects |
---|
1591 | |
---|
1592 | */ |
---|
1593 | class CbcNode; |
---|
1594 | class CbcGeneralBranchingObject : public CbcBranchingObject { |
---|
1595 | |
---|
1596 | public: |
---|
1597 | |
---|
1598 | // Default Constructor |
---|
1599 | CbcGeneralBranchingObject (); |
---|
1600 | |
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1601 | // Useful constructor |
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1602 | CbcGeneralBranchingObject (CbcModel * model); |
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1603 | |
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1604 | // Copy constructor |
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1605 | CbcGeneralBranchingObject ( const CbcGeneralBranchingObject &); |
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1606 | |
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1607 | // Assignment operator |
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1608 | CbcGeneralBranchingObject & operator=( const CbcGeneralBranchingObject& rhs); |
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1609 | |
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1610 | /// Clone |
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1611 | virtual CbcBranchingObject * clone() const; |
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1612 | |
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1613 | // Destructor |
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1614 | virtual ~CbcGeneralBranchingObject (); |
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1615 | |
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1616 | using CbcBranchingObject::branch ; |
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1617 | /// Does next branch and updates state |
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1618 | virtual double branch(); |
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1619 | /** Double checks in case node can change its mind! |
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1620 | Can change objective etc */ |
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1621 | virtual void checkIsCutoff(double cutoff); |
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1622 | |
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1623 | using CbcBranchingObject::print ; |
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1624 | /** \brief Print something about branch - only if log level high |
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1625 | */ |
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1626 | virtual void print(); |
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1627 | /// Fill in current objective etc |
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1628 | void state(double & objectiveValue,double & sumInfeasibilities, |
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1629 | int & numberUnsatisfied,int which) const; |
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1630 | /// Set CbcNode |
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1631 | inline void setNode(CbcNode * node) |
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1632 | { node_ = node;} |
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1633 | /** Return the type (an integer identifier) of \c this */ |
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1634 | virtual int type() const { return 108; } |
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1635 | |
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1636 | /** Compare the original object of \c this with the original object of \c |
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1637 | brObj. Assumes that there is an ordering of the original objects. |
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1638 | This method should be invoked only if \c this and brObj are of the same |
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1639 | type. |
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1640 | Return negative/0/positive depending on whether \c this is |
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1641 | smaller/same/larger than the argument. |
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1642 | */ |
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1643 | virtual int compareOriginalObject(const CbcBranchingObject* brObj) const; |
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1644 | |
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1645 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
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1646 | same type and must have the same original object, but they may have |
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1647 | different feasible regions. |
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1648 | Return the appropriate CbcRangeCompare value (first argument being the |
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1649 | sub/superset if that's the case). In case of overlap (and if \c |
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1650 | replaceIfOverlap is true) replace the current branching object with one |
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1651 | whose feasible region is the overlap. |
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1652 | */ |
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1653 | virtual CbcRangeCompare compareBranchingObject |
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1654 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
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1655 | |
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1656 | public: |
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1657 | /// data |
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1658 | // Sub problems |
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1659 | CbcSubProblem * subProblems_; |
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1660 | /// Node |
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1661 | CbcNode * node_; |
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1662 | /// Number of subproblems |
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1663 | int numberSubProblems_; |
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1664 | /// Number of rows |
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1665 | int numberRows_; |
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1666 | }; |
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1667 | #endif |
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1668 | #endif |
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