1 | /* $Id: CbcBranchCut.cpp 1573 2011-01-05 01:12:36Z lou $ */ |
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2 | // Copyright (C) 2004, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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5 | |
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6 | #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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11 | #include <cstdlib> |
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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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28 | : CbcObject() |
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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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33 | */ |
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34 | CbcBranchCut::CbcBranchCut (CbcModel * model) |
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35 | : CbcObject(model) |
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36 | { |
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37 | } |
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38 | // Copy constructor |
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39 | CbcBranchCut::CbcBranchCut ( const CbcBranchCut & rhs) |
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40 | : CbcObject(rhs) |
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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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49 | return new CbcBranchCut(*this); |
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50 | } |
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51 | |
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52 | // Assignment operator |
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53 | CbcBranchCut & |
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54 | CbcBranchCut::operator=( const CbcBranchCut& /*rhs*/) |
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55 | { |
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56 | return *this; |
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57 | } |
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58 | |
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59 | // Destructor |
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60 | CbcBranchCut::~CbcBranchCut () |
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61 | { |
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62 | } |
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63 | double |
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64 | CbcBranchCut::infeasibility(const OsiBranchingInformation * /*info*/, |
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65 | int &preferredWay) const |
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66 | { |
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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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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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77 | void |
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78 | CbcBranchCut::feasibleRegion() |
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79 | { |
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80 | } |
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81 | /* Return true if branch created by object should fix variables |
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82 | */ |
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83 | bool |
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84 | CbcBranchCut::boundBranch() const |
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85 | { |
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86 | return false; |
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87 | } |
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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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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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101 | CbcBranchingObject * |
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102 | CbcBranchCut::preferredNewFeasible() const |
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103 | { |
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104 | throw CoinError("Use of base class", "preferredNewFeasible", "CbcBranchCut"); |
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105 | return new CbcCutBranchingObject(); |
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106 | } |
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107 | |
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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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113 | CbcBranchingObject * |
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114 | CbcBranchCut::notPreferredNewFeasible() const |
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115 | { |
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116 | throw CoinError("Use of base class", "notPreferredNewFeasible", "CbcBranchCut"); |
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117 | return new CbcCutBranchingObject(); |
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118 | } |
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119 | |
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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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124 | void |
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125 | CbcBranchCut::resetBounds() |
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126 | { |
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127 | } |
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128 | |
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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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345 | |
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