[1271] | 1 | /* $Id: CbcBranchCut.cpp 1573 2011-01-05 01:12:36Z stefan $ */ |
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[5] | 2 | // Copyright (C) 2004, International Business Machines |
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| 3 | // Corporation and others. All Rights Reserved. |
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[1573] | 4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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| 5 | |
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[5] | 6 | #if defined(_MSC_VER) |
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| 7 | // Turn off compiler warning about long names |
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| 8 | # pragma warning(disable:4786) |
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| 9 | #endif |
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| 10 | #include <cassert> |
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[904] | 11 | #include <cstdlib> |
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[5] | 12 | #include <cmath> |
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| 13 | #include <cfloat> |
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| 14 | //#define CBC_DEBUG |
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| 15 | |
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| 16 | #include "OsiSolverInterface.hpp" |
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| 17 | #include "CbcModel.hpp" |
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| 18 | #include "CbcMessage.hpp" |
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| 19 | #include "CbcBranchCut.hpp" |
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| 20 | #include "CoinSort.hpp" |
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| 21 | #include "CoinError.hpp" |
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| 22 | |
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| 23 | |
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| 24 | /** Default Constructor |
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| 25 | |
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| 26 | */ |
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| 27 | CbcBranchCut::CbcBranchCut () |
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[1286] | 28 | : CbcObject() |
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[5] | 29 | { |
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| 30 | } |
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| 31 | |
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| 32 | /* Constructor so model can be passed up |
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[1286] | 33 | */ |
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[5] | 34 | CbcBranchCut::CbcBranchCut (CbcModel * model) |
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[1286] | 35 | : CbcObject(model) |
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[5] | 36 | { |
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| 37 | } |
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[1286] | 38 | // Copy constructor |
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[5] | 39 | CbcBranchCut::CbcBranchCut ( const CbcBranchCut & rhs) |
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[1286] | 40 | : CbcObject(rhs) |
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[5] | 41 | |
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| 42 | { |
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| 43 | } |
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| 44 | |
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| 45 | // Clone |
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| 46 | CbcObject * |
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| 47 | CbcBranchCut::clone() const |
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| 48 | { |
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[1286] | 49 | return new CbcBranchCut(*this); |
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[5] | 50 | } |
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| 51 | |
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[1286] | 52 | // Assignment operator |
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| 53 | CbcBranchCut & |
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[1271] | 54 | CbcBranchCut::operator=( const CbcBranchCut& /*rhs*/) |
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[5] | 55 | { |
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[1286] | 56 | return *this; |
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[5] | 57 | } |
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| 58 | |
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[1286] | 59 | // Destructor |
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[5] | 60 | CbcBranchCut::~CbcBranchCut () |
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| 61 | { |
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| 62 | } |
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[1286] | 63 | double |
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[1271] | 64 | CbcBranchCut::infeasibility(const OsiBranchingInformation * /*info*/, |
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[1286] | 65 | int &preferredWay) const |
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[5] | 66 | { |
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[1286] | 67 | throw CoinError("Use of base class", "infeasibility", "CbcBranchCut"); |
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| 68 | preferredWay = -1; |
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| 69 | return 0.0; |
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[5] | 70 | } |
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| 71 | |
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| 72 | // This looks at solution and sets bounds to contain solution |
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| 73 | /** More precisely: it first forces the variable within the existing |
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| 74 | bounds, and then tightens the bounds to fix the variable at the |
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| 75 | nearest integer value. |
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| 76 | */ |
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[1286] | 77 | void |
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[5] | 78 | CbcBranchCut::feasibleRegion() |
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| 79 | { |
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| 80 | } |
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[6] | 81 | /* Return true if branch created by object should fix variables |
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| 82 | */ |
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[1286] | 83 | bool |
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| 84 | CbcBranchCut::boundBranch() const |
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[5] | 85 | { |
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[1286] | 86 | return false; |
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[5] | 87 | } |
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[1286] | 88 | CbcBranchingObject * |
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| 89 | CbcBranchCut::createCbcBranch(OsiSolverInterface * /*solver*/, const OsiBranchingInformation * /*info*/, int /*way*/) |
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| 90 | { |
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| 91 | throw CoinError("Use of base class", "createCbcBranch", "CbcBranchCut"); |
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| 92 | return new CbcCutBranchingObject(); |
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| 93 | } |
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[5] | 94 | |
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| 95 | |
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| 96 | /* Given valid solution (i.e. satisfied) and reduced costs etc |
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| 97 | returns a branching object which would give a new feasible |
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| 98 | point in direction reduced cost says would be cheaper. |
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| 99 | If no feasible point returns null |
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| 100 | */ |
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[1286] | 101 | CbcBranchingObject * |
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[5] | 102 | CbcBranchCut::preferredNewFeasible() const |
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| 103 | { |
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[1286] | 104 | throw CoinError("Use of base class", "preferredNewFeasible", "CbcBranchCut"); |
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| 105 | return new CbcCutBranchingObject(); |
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[5] | 106 | } |
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[1286] | 107 | |
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[5] | 108 | /* Given valid solution (i.e. satisfied) and reduced costs etc |
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| 109 | returns a branching object which would give a new feasible |
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| 110 | point in direction opposite to one reduced cost says would be cheaper. |
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| 111 | If no feasible point returns null |
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| 112 | */ |
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[1286] | 113 | CbcBranchingObject * |
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| 114 | CbcBranchCut::notPreferredNewFeasible() const |
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[5] | 115 | { |
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[1286] | 116 | throw CoinError("Use of base class", "notPreferredNewFeasible", "CbcBranchCut"); |
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| 117 | return new CbcCutBranchingObject(); |
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[5] | 118 | } |
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[1286] | 119 | |
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[5] | 120 | /* |
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| 121 | Bounds may be tightened, so it may be good to be able to refresh the local |
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| 122 | copy of the original bounds. |
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| 123 | */ |
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[1286] | 124 | void |
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[5] | 125 | CbcBranchCut::resetBounds() |
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| 126 | { |
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| 127 | } |
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| 128 | |
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[1351] | 129 | // Default Constructor |
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| 130 | CbcCutBranchingObject::CbcCutBranchingObject() |
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| 131 | : CbcBranchingObject() |
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| 132 | { |
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| 133 | down_ = OsiRowCut(); |
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| 134 | up_ = OsiRowCut(); |
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| 135 | canFix_ = false; |
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| 136 | } |
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| 137 | |
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| 138 | // Useful constructor |
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| 139 | CbcCutBranchingObject::CbcCutBranchingObject (CbcModel * model, |
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| 140 | OsiRowCut & down, |
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| 141 | OsiRowCut &up, |
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| 142 | bool canFix) |
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| 143 | : CbcBranchingObject(model, 0, -1, 0.0) |
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| 144 | { |
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| 145 | down_ = down; |
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| 146 | up_ = up; |
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| 147 | canFix_ = canFix; |
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| 148 | } |
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| 149 | |
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| 150 | // Copy constructor |
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| 151 | CbcCutBranchingObject::CbcCutBranchingObject ( const CbcCutBranchingObject & rhs) : CbcBranchingObject(rhs) |
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| 152 | { |
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| 153 | down_ = rhs.down_; |
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| 154 | up_ = rhs.up_; |
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| 155 | canFix_ = rhs.canFix_; |
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| 156 | } |
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| 157 | |
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| 158 | // Assignment operator |
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| 159 | CbcCutBranchingObject & |
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| 160 | CbcCutBranchingObject::operator=( const CbcCutBranchingObject & rhs) |
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| 161 | { |
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| 162 | if (this != &rhs) { |
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| 163 | CbcBranchingObject::operator=(rhs); |
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| 164 | down_ = rhs.down_; |
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| 165 | up_ = rhs.up_; |
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| 166 | canFix_ = rhs.canFix_; |
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| 167 | } |
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| 168 | return *this; |
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| 169 | } |
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| 170 | CbcBranchingObject * |
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| 171 | CbcCutBranchingObject::clone() const |
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| 172 | { |
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| 173 | return (new CbcCutBranchingObject(*this)); |
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| 174 | } |
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| 175 | |
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| 176 | |
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| 177 | // Destructor |
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| 178 | CbcCutBranchingObject::~CbcCutBranchingObject () |
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| 179 | { |
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| 180 | } |
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| 181 | |
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| 182 | /* |
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| 183 | Perform a branch by adjusting bounds and/or adding a cut. Note |
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| 184 | that each arm of the branch advances the object to the next arm by |
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| 185 | advancing the value of way_. |
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| 186 | |
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| 187 | Returns change in guessed objective on next branch |
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| 188 | */ |
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| 189 | double |
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| 190 | CbcCutBranchingObject::branch() |
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| 191 | { |
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| 192 | decrementNumberBranchesLeft(); |
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| 193 | OsiRowCut * cut; |
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| 194 | if (way_ < 0) { |
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| 195 | cut = &down_; |
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| 196 | way_ = 1; |
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| 197 | } else { |
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| 198 | cut = &up_; |
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| 199 | way_ = -1; // Swap direction |
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| 200 | } |
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| 201 | printf("CUT %s ", (way_ == -1) ? "up" : "down"); |
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| 202 | cut->print(); |
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| 203 | // See if cut just fixes variables |
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| 204 | double lb = cut->lb(); |
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| 205 | double ub = cut->ub(); |
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| 206 | int n = cut->row().getNumElements(); |
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| 207 | const int * column = cut->row().getIndices(); |
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| 208 | const double * element = cut->row().getElements(); |
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| 209 | OsiSolverInterface * solver = model_->solver(); |
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| 210 | const double * upper = solver->getColUpper(); |
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| 211 | const double * lower = solver->getColLower(); |
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| 212 | double low = 0.0; |
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| 213 | double high = 0.0; |
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| 214 | for (int i = 0; i < n; i++) { |
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| 215 | int iColumn = column[i]; |
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| 216 | double value = element[i]; |
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| 217 | if (value > 0.0) { |
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| 218 | high += upper[iColumn] * value; |
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| 219 | low += lower[iColumn] * value; |
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| 220 | } else { |
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| 221 | high += lower[iColumn] * value; |
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| 222 | low += upper[iColumn] * value; |
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| 223 | } |
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| 224 | } |
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| 225 | // leave as cut |
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| 226 | //model_->setNextRowCut(*cut); |
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| 227 | //return 0.0; |
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| 228 | // assume cut was cunningly constructed so we need not worry too much about tolerances |
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| 229 | if (low + 1.0e-8 >= ub && canFix_) { |
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| 230 | // fix |
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| 231 | for (int i = 0; i < n; i++) { |
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| 232 | int iColumn = column[i]; |
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| 233 | double value = element[i]; |
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| 234 | if (value > 0.0) { |
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| 235 | solver->setColUpper(iColumn, lower[iColumn]); |
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| 236 | } else { |
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| 237 | solver->setColLower(iColumn, upper[iColumn]); |
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| 238 | } |
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| 239 | } |
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| 240 | } else if (high - 1.0e-8 <= lb && canFix_) { |
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| 241 | // fix |
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| 242 | for (int i = 0; i < n; i++) { |
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| 243 | int iColumn = column[i]; |
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| 244 | double value = element[i]; |
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| 245 | if (value > 0.0) { |
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| 246 | solver->setColLower(iColumn, upper[iColumn]); |
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| 247 | } else { |
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| 248 | solver->setColUpper(iColumn, lower[iColumn]); |
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| 249 | } |
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| 250 | } |
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| 251 | } else { |
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| 252 | // leave as cut |
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| 253 | model_->setNextRowCut(*cut); |
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| 254 | } |
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| 255 | return 0.0; |
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| 256 | } |
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| 257 | // Print what would happen |
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| 258 | void |
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| 259 | CbcCutBranchingObject::print() |
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| 260 | { |
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| 261 | OsiRowCut * cut; |
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| 262 | if (way_ < 0) { |
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| 263 | cut = &down_; |
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| 264 | printf("CbcCut would branch down"); |
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| 265 | } else { |
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| 266 | cut = &up_; |
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| 267 | printf("CbcCut would branch up"); |
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| 268 | } |
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| 269 | double lb = cut->lb(); |
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| 270 | double ub = cut->ub(); |
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| 271 | int n = cut->row().getNumElements(); |
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| 272 | const int * column = cut->row().getIndices(); |
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| 273 | const double * element = cut->row().getElements(); |
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| 274 | if (n > 5) { |
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| 275 | printf(" - %d elements, lo=%g, up=%g\n", n, lb, ub); |
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| 276 | } else { |
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| 277 | printf(" - %g <=", lb); |
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| 278 | for (int i = 0; i < n; i++) { |
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| 279 | int iColumn = column[i]; |
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| 280 | double value = element[i]; |
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| 281 | printf(" (%d,%g)", iColumn, value); |
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| 282 | } |
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| 283 | printf(" <= %g\n", ub); |
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| 284 | } |
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| 285 | } |
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| 286 | |
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| 287 | // Return true if branch should fix variables |
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| 288 | bool |
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| 289 | CbcCutBranchingObject::boundBranch() const |
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| 290 | { |
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| 291 | return false; |
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| 292 | } |
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| 293 | |
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| 294 | /** Compare the original object of \c this with the original object of \c |
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| 295 | brObj. Assumes that there is an ordering of the original objects. |
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| 296 | This method should be invoked only if \c this and brObj are of the same |
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| 297 | type. |
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| 298 | Return negative/0/positive depending on whether \c this is |
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| 299 | smaller/same/larger than the argument. |
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| 300 | */ |
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| 301 | int |
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| 302 | CbcCutBranchingObject::compareOriginalObject |
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| 303 | (const CbcBranchingObject* brObj) const |
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| 304 | { |
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| 305 | const CbcCutBranchingObject* br = |
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| 306 | dynamic_cast<const CbcCutBranchingObject*>(brObj); |
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| 307 | assert(br); |
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| 308 | const OsiRowCut& r0 = way_ == -1 ? down_ : up_; |
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| 309 | const OsiRowCut& r1 = br->way_ == -1 ? br->down_ : br->up_; |
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| 310 | return r0.row().compare(r1.row()); |
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| 311 | } |
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| 312 | |
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| 313 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
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| 314 | same type and must have the same original object, but they may have |
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| 315 | different feasible regions. |
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| 316 | Return the appropriate CbcRangeCompare value (first argument being the |
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| 317 | sub/superset if that's the case). In case of overlap (and if \c |
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| 318 | replaceIfOverlap is true) replace the current branching object with one |
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| 319 | whose feasible region is the overlap. |
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| 320 | */ |
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| 321 | |
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| 322 | CbcRangeCompare |
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| 323 | CbcCutBranchingObject::compareBranchingObject |
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| 324 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap) |
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| 325 | { |
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| 326 | const CbcCutBranchingObject* br = |
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| 327 | dynamic_cast<const CbcCutBranchingObject*>(brObj); |
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| 328 | assert(br); |
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| 329 | OsiRowCut& r0 = way_ == -1 ? down_ : up_; |
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| 330 | const OsiRowCut& r1 = br->way_ == -1 ? br->down_ : br->up_; |
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| 331 | double thisBd[2]; |
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| 332 | thisBd[0] = r0.lb(); |
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| 333 | thisBd[1] = r0.ub(); |
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| 334 | double otherBd[2]; |
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| 335 | otherBd[0] = r1.lb(); |
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| 336 | otherBd[1] = r1.ub(); |
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| 337 | CbcRangeCompare comp = CbcCompareRanges(thisBd, otherBd, replaceIfOverlap); |
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| 338 | if (comp != CbcRangeOverlap || (comp == CbcRangeOverlap && !replaceIfOverlap)) { |
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| 339 | return comp; |
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| 340 | } |
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| 341 | r0.setLb(thisBd[0]); |
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| 342 | r0.setUb(thisBd[1]); |
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| 343 | return comp; |
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| 344 | } |
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[1432] | 345 | |
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