1 | // Copyright (C) 2005, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | #ifndef CbcBranchDynamic_H |
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4 | #define CbcBranchDynamic_H |
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5 | |
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6 | #include "CbcBranchActual.hpp" |
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7 | #include "CoinPackedMatrix.hpp" |
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8 | |
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9 | |
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10 | /** Define a single integer class but with dynamic pseudo costs. |
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11 | Based on work by Achterberg, Koch and Martin. |
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12 | |
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13 | It is wild overkill but to keep design all twiddly things are in each. |
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14 | This could be used for fine tuning. |
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15 | |
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16 | */ |
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17 | |
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18 | |
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19 | class CbcSimpleIntegerDynamicPseudoCost : public CbcSimpleInteger { |
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20 | |
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21 | public: |
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22 | |
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23 | // Default Constructor |
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24 | CbcSimpleIntegerDynamicPseudoCost (); |
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25 | |
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26 | // Useful constructor - passed model index |
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27 | CbcSimpleIntegerDynamicPseudoCost (CbcModel * model, int iColumn, double breakEven=0.5); |
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28 | |
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29 | // Useful constructor - passed model index and pseudo costs |
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30 | CbcSimpleIntegerDynamicPseudoCost (CbcModel * model, int iColumn, |
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31 | double downDynamicPseudoCost, double upDynamicPseudoCost); |
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32 | |
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33 | // Useful constructor - passed model index and pseudo costs |
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34 | CbcSimpleIntegerDynamicPseudoCost (CbcModel * model, int dummy, int iColumn, |
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35 | double downDynamicPseudoCost, double upDynamicPseudoCost); |
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36 | |
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37 | // Copy constructor |
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38 | CbcSimpleIntegerDynamicPseudoCost ( const CbcSimpleIntegerDynamicPseudoCost &); |
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39 | |
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40 | /// Clone |
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41 | virtual CbcObject * clone() const; |
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42 | |
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43 | // Assignment operator |
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44 | CbcSimpleIntegerDynamicPseudoCost & operator=( const CbcSimpleIntegerDynamicPseudoCost& rhs); |
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45 | |
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46 | // Destructor |
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47 | ~CbcSimpleIntegerDynamicPseudoCost (); |
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48 | |
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49 | using CbcObject::infeasibility ; |
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50 | /// Infeasibility - large is 0.5 |
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51 | virtual double infeasibility(int & preferredWay) const; |
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52 | |
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53 | using CbcObject::createBranch ; |
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54 | /// Creates a branching object |
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55 | virtual CbcBranchingObject * createBranch(int way) ; |
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56 | |
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57 | /// Infeasibility - large is 0.5 |
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58 | virtual double infeasibility(const OsiSolverInterface * solver, |
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59 | const OsiBranchingInformation * info, int & preferredWay) const; |
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60 | |
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61 | |
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62 | /** Create a branching object and indicate which way to branch first. |
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63 | |
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64 | The branching object has to know how to create branches (fix |
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65 | variables, etc.) |
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66 | */ |
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67 | virtual CbcBranchingObject * createBranch(OsiSolverInterface * solver, |
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68 | const OsiBranchingInformation * info, int way) ; |
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69 | |
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70 | /** Pass in information on branch just done and create CbcObjectUpdateData instance. |
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71 | If object does not need data then backward pointer will be NULL. |
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72 | Assumes can get information from solver */ |
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73 | virtual CbcObjectUpdateData createUpdateInformation(const OsiSolverInterface * solver, |
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74 | const CbcNode * node, |
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75 | const CbcBranchingObject * branchingObject); |
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76 | /// Update object by CbcObjectUpdateData |
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77 | virtual void updateInformation(const CbcObjectUpdateData & data) ; |
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78 | /// Copy some information i.e. just variable stuff |
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79 | void copySome(const CbcSimpleIntegerDynamicPseudoCost * otherObject); |
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80 | /// Updates stuff like pseudocosts before threads |
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81 | virtual void updateBefore(const OsiObject * rhs) ; |
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82 | /// Updates stuff like pseudocosts after threads finished |
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83 | virtual void updateAfter(const OsiObject * rhs, const OsiObject * baseObject) ; |
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84 | |
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85 | using CbcSimpleInteger::solverBranch ; |
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86 | /** Create an OsiSolverBranch object |
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87 | |
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88 | This returns NULL if branch not represented by bound changes |
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89 | */ |
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90 | virtual OsiSolverBranch * solverBranch() const; |
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91 | |
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92 | /// Down pseudo cost |
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93 | inline double downDynamicPseudoCost() const |
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94 | { return downDynamicPseudoCost_;} |
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95 | /// Set down pseudo cost |
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96 | inline void setDownDynamicPseudoCost(double value) |
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97 | { downDynamicPseudoCost_=value;} |
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98 | |
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99 | /// Up pseudo cost |
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100 | inline double upDynamicPseudoCost() const |
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101 | { return upDynamicPseudoCost_;} |
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102 | /// Set up pseudo cost |
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103 | inline void setUpDynamicPseudoCost(double value) |
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104 | { upDynamicPseudoCost_=value;} |
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105 | |
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106 | /// Up down separator |
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107 | inline double upDownSeparator() const |
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108 | { return upDownSeparator_;} |
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109 | /// Set up down separator |
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110 | inline void setUpDownSeparator(double value) |
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111 | { upDownSeparator_=value;} |
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112 | |
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113 | /// Down sum cost |
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114 | inline double sumDownCost() const |
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115 | { return sumDownCost_;} |
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116 | /// Set down sum cost |
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117 | inline void setSumDownCost(double value) |
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118 | { sumDownCost_=value;} |
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119 | /// Add to down sum cost and set last and square |
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120 | inline void addToSumDownCost(double value) |
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121 | { sumDownCost_+=value;lastDownCost_=value;sumDownCostSquared_ += value*value;} |
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122 | |
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123 | /// Up sum cost |
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124 | inline double sumUpCost() const |
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125 | { return sumUpCost_;} |
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126 | /// Set up sum cost |
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127 | inline void setSumUpCost(double value) |
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128 | { sumUpCost_=value;} |
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129 | /// Add to up sum cost and set last and square |
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130 | inline void addToSumUpCost(double value) |
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131 | { sumUpCost_+=value;lastUpCost_=value;sumUpCostSquared_ += value*value;} |
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132 | |
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133 | /// Down sum change |
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134 | inline double sumDownChange() const |
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135 | { return sumDownChange_;} |
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136 | /// Set down sum change |
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137 | inline void setSumDownChange(double value) |
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138 | { sumDownChange_=value;} |
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139 | /// Add to down sum change |
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140 | inline void addToSumDownChange(double value) |
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141 | { sumDownChange_+=value;} |
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142 | |
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143 | /// Up sum change |
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144 | inline double sumUpChange() const |
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145 | { return sumUpChange_;} |
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146 | /// Set up sum change |
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147 | inline void setSumUpChange(double value) |
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148 | { sumUpChange_=value;} |
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149 | /// Add to up sum change and set last and square |
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150 | inline void addToSumUpChange(double value) |
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151 | { sumUpChange_+=value;} |
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152 | |
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153 | /// Sum down decrease number infeasibilities from strong or actual |
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154 | inline double sumDownDecrease() const |
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155 | { return sumDownDecrease_;} |
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156 | /// Set sum down decrease number infeasibilities from strong or actual |
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157 | inline void setSumDownDecrease(double value) |
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158 | { sumDownDecrease_=value;} |
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159 | /// Add to sum down decrease number infeasibilities from strong or actual |
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160 | inline void addToSumDownDecrease(double value) |
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161 | { sumDownDecrease_+=value;/*lastDownDecrease_ = (int) value;*/} |
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162 | |
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163 | /// Sum up decrease number infeasibilities from strong or actual |
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164 | inline double sumUpDecrease() const |
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165 | { return sumUpDecrease_;} |
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166 | /// Set sum up decrease number infeasibilities from strong or actual |
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167 | inline void setSumUpDecrease(double value) |
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168 | { sumUpDecrease_=value;} |
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169 | /// Add to sum up decrease number infeasibilities from strong or actual |
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170 | inline void addToSumUpDecrease(double value) |
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171 | { sumUpDecrease_+=value;/*lastUpDecrease_ = (int) value;*/} |
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172 | |
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173 | /// Down number times |
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174 | inline int numberTimesDown() const |
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175 | { return numberTimesDown_;} |
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176 | /// Set down number times |
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177 | inline void setNumberTimesDown(int value) |
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178 | { numberTimesDown_=value;} |
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179 | /// Increment down number times |
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180 | inline void incrementNumberTimesDown() |
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181 | { numberTimesDown_++;} |
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182 | |
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183 | /// Up number times |
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184 | inline int numberTimesUp() const |
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185 | { return numberTimesUp_;} |
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186 | /// Set up number times |
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187 | inline void setNumberTimesUp(int value) |
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188 | { numberTimesUp_=value;} |
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189 | /// Increment up number times |
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190 | inline void incrementNumberTimesUp() |
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191 | { numberTimesUp_++;} |
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192 | |
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193 | /// Down number times infeasible |
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194 | inline int numberTimesDownInfeasible() const |
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195 | { return numberTimesDownInfeasible_;} |
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196 | /// Set down number times infeasible |
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197 | inline void setNumberTimesDownInfeasible(int value) |
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198 | { numberTimesDownInfeasible_=value;} |
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199 | /// Increment down number times infeasible |
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200 | inline void incrementNumberTimesDownInfeasible() |
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201 | { numberTimesDownInfeasible_++;} |
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202 | |
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203 | /// Up number times infeasible |
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204 | inline int numberTimesUpInfeasible() const |
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205 | { return numberTimesUpInfeasible_;} |
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206 | /// Set up number times infeasible |
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207 | inline void setNumberTimesUpInfeasible(int value) |
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208 | { numberTimesUpInfeasible_=value;} |
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209 | /// Increment up number times infeasible |
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210 | inline void incrementNumberTimesUpInfeasible() |
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211 | { numberTimesUpInfeasible_++;} |
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212 | |
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213 | /// Number of times before trusted |
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214 | inline int numberBeforeTrust() const |
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215 | { return numberBeforeTrust_;} |
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216 | /// Set number of times before trusted |
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217 | inline void setNumberBeforeTrust(int value) |
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218 | { numberBeforeTrust_=value;} |
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219 | |
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220 | /// Return "up" estimate |
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221 | virtual double upEstimate() const; |
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222 | /// Return "down" estimate (default 1.0e-5) |
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223 | virtual double downEstimate() const; |
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224 | |
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225 | /// method - see below for details |
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226 | inline int method() const |
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227 | { return method_;} |
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228 | /// Set method |
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229 | inline void setMethod(int value) |
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230 | { method_=value;} |
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231 | |
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232 | /// Pass in information on a down branch |
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233 | void setDownInformation(double changeObjectiveDown, int changeInfeasibilityDown); |
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234 | /// Pass in information on a up branch |
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235 | void setUpInformation(double changeObjectiveUp, int changeInfeasibilityUp); |
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236 | /// Pass in probing information |
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237 | void setProbingInformation(int fixedDown, int fixedUp); |
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238 | |
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239 | /// Print - 0 -summary, 1 just before strong |
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240 | void print(int type=0, double value=0.0) const; |
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241 | /// Same - returns true if contents match(ish) |
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242 | bool same(const CbcSimpleIntegerDynamicPseudoCost * obj) const; |
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243 | protected: |
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244 | /// data |
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245 | |
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246 | /// Down pseudo cost |
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247 | double downDynamicPseudoCost_; |
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248 | /// Up pseudo cost |
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249 | double upDynamicPseudoCost_; |
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250 | /** Up/down separator |
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251 | If >0.0 then do first branch up if value-floor(value) |
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252 | >= this value |
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253 | */ |
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254 | double upDownSeparator_; |
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255 | /// Sum down cost from strong or actual |
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256 | double sumDownCost_; |
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257 | /// Sum up cost from strong or actual |
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258 | double sumUpCost_; |
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259 | /// Sum of all changes to x when going down |
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260 | double sumDownChange_; |
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261 | /// Sum of all changes to x when going up |
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262 | double sumUpChange_; |
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263 | /// Sum down cost from strong or actual squared |
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264 | mutable double sumDownCostSquared_; |
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265 | /// Sum up cost from strong or actual squared |
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266 | mutable double sumUpCostSquared_; |
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267 | /// Sum down decrease number infeasibilities from strong or actual |
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268 | double sumDownDecrease_; |
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269 | /// Sum up decrease number infeasibilities from strong or actual |
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270 | double sumUpDecrease_; |
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271 | /// Last down cost from strong (i.e. as computed by last strong) |
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272 | double lastDownCost_; |
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273 | /// Last up cost from strong (i.e. as computed by last strong) |
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274 | double lastUpCost_; |
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275 | /// Last down decrease number infeasibilities from strong (i.e. as computed by last strong) |
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276 | mutable int lastDownDecrease_; |
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277 | /// Last up decrease number infeasibilities from strong (i.e. as computed by last strong) |
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278 | mutable int lastUpDecrease_; |
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279 | /// Number of times we have gone down |
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280 | int numberTimesDown_; |
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281 | /// Number of times we have gone up |
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282 | int numberTimesUp_; |
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283 | /// Number of times we have been infeasible going down |
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284 | int numberTimesDownInfeasible_; |
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285 | /// Number of times we have been infeasible going up |
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286 | int numberTimesUpInfeasible_; |
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287 | /// Number of branches before we trust |
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288 | int numberBeforeTrust_; |
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289 | /// Number of local probing fixings going down |
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290 | int numberTimesDownLocalFixed_; |
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291 | /// Number of local probing fixings going up |
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292 | int numberTimesUpLocalFixed_; |
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293 | /// Number of total probing fixings going down |
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294 | double numberTimesDownTotalFixed_; |
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295 | /// Number of total probing fixings going up |
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296 | double numberTimesUpTotalFixed_; |
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297 | /// Number of times probing done |
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298 | int numberTimesProbingTotal_; |
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299 | /** Method - |
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300 | 0 - pseudo costs |
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301 | 1 - probing |
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302 | */ |
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303 | int method_; |
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304 | }; |
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305 | |
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306 | |
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307 | /** Simple branching object for an integer variable with pseudo costs |
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308 | |
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309 | This object can specify a two-way branch on an integer variable. For each |
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310 | arm of the branch, the upper and lower bounds on the variable can be |
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311 | independently specified. |
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312 | |
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313 | Variable_ holds the index of the integer variable in the integerVariable_ |
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314 | array of the model. |
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315 | */ |
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316 | |
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317 | class CbcDynamicPseudoCostBranchingObject : public CbcIntegerBranchingObject { |
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318 | |
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319 | public: |
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320 | |
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321 | /// Default constructor |
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322 | CbcDynamicPseudoCostBranchingObject (); |
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323 | |
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324 | /** Create a standard floor/ceiling branch object |
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325 | |
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326 | Specifies a simple two-way branch. Let \p value = x*. One arm of the |
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327 | branch will be is lb <= x <= floor(x*), the other ceil(x*) <= x <= ub. |
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328 | Specify way = -1 to set the object state to perform the down arm first, |
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329 | way = 1 for the up arm. |
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330 | */ |
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331 | CbcDynamicPseudoCostBranchingObject (CbcModel *model, int variable, |
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332 | int way , double value, |
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333 | CbcSimpleIntegerDynamicPseudoCost * object) ; |
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334 | |
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335 | /** Create a degenerate branch object |
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336 | |
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337 | Specifies a `one-way branch'. Calling branch() for this object will |
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338 | always result in lowerValue <= x <= upperValue. Used to fix a variable |
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339 | when lowerValue = upperValue. |
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340 | */ |
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341 | |
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342 | CbcDynamicPseudoCostBranchingObject (CbcModel *model, int variable, int way, |
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343 | double lowerValue, double upperValue) ; |
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344 | |
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345 | /// Copy constructor |
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346 | CbcDynamicPseudoCostBranchingObject ( const CbcDynamicPseudoCostBranchingObject &); |
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347 | |
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348 | /// Assignment operator |
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349 | CbcDynamicPseudoCostBranchingObject & operator= (const CbcDynamicPseudoCostBranchingObject& rhs); |
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350 | |
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351 | /// Clone |
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352 | virtual CbcBranchingObject * clone() const; |
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353 | |
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354 | /// Destructor |
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355 | virtual ~CbcDynamicPseudoCostBranchingObject (); |
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356 | |
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357 | using CbcBranchingObject::branch ; |
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358 | /** \brief Sets the bounds for the variable according to the current arm |
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359 | of the branch and advances the object state to the next arm. |
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360 | This version also changes guessed objective value |
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361 | */ |
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362 | virtual double branch(); |
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363 | |
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364 | /** Some branchingObjects may claim to be able to skip |
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365 | strong branching. If so they have to fill in CbcStrongInfo. |
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366 | The object mention in incoming CbcStrongInfo must match. |
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367 | Returns nonzero if skip is wanted */ |
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368 | virtual int fillStrongInfo( CbcStrongInfo & info); |
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369 | |
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370 | /// Change in guessed |
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371 | inline double changeInGuessed() const |
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372 | { return changeInGuessed_;} |
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373 | /// Set change in guessed |
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374 | inline void setChangeInGuessed(double value) |
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375 | { changeInGuessed_=value;} |
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376 | /// Return object |
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377 | inline CbcSimpleIntegerDynamicPseudoCost * object() const |
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378 | { return object_;} |
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379 | protected: |
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380 | /// Change in guessed objective value for next branch |
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381 | double changeInGuessed_; |
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382 | /// Pointer back to object |
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383 | CbcSimpleIntegerDynamicPseudoCost * object_; |
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384 | |
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385 | }; |
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386 | /** Branching decision dynamic class |
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387 | |
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388 | This class implements a simple algorithm |
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389 | (betterBranch()) for choosing a branching variable when dynamic pseudo costs. |
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390 | */ |
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391 | |
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392 | class CbcBranchDynamicDecision : public CbcBranchDecision { |
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393 | public: |
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394 | // Default Constructor |
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395 | CbcBranchDynamicDecision (); |
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396 | |
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397 | // Copy constructor |
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398 | CbcBranchDynamicDecision ( const CbcBranchDynamicDecision &); |
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399 | |
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400 | virtual ~CbcBranchDynamicDecision(); |
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401 | |
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402 | /// Clone |
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403 | virtual CbcBranchDecision * clone() const; |
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404 | |
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405 | /// Initialize, <i>e.g.</i> before the start of branch selection at a node |
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406 | virtual void initialize(CbcModel * model); |
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407 | |
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408 | /** \brief Compare two branching objects. Return nonzero if \p thisOne is |
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409 | better than \p bestSoFar. |
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410 | |
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411 | The routine compares branches using the values supplied in \p numInfUp and |
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412 | \p numInfDn until a solution is found by search, after which it uses the |
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413 | values supplied in \p changeUp and \p changeDn. The best branching object |
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414 | seen so far and the associated parameter values are remembered in the |
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415 | \c CbcBranchDynamicDecision object. The nonzero return value is +1 if the |
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416 | up branch is preferred, -1 if the down branch is preferred. |
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417 | |
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418 | As the names imply, the assumption is that the values supplied for |
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419 | \p numInfUp and \p numInfDn will be the number of infeasibilities reported |
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420 | by the branching object, and \p changeUp and \p changeDn will be the |
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421 | estimated change in objective. Other measures can be used if desired. |
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422 | |
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423 | Because an \c CbcBranchDynamicDecision object remembers the current best |
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424 | branching candidate (#bestObject_) as well as the values used in the |
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425 | comparison, the parameter \p bestSoFar is redundant, hence unused. |
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426 | */ |
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427 | virtual int betterBranch(CbcBranchingObject * thisOne, |
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428 | CbcBranchingObject * bestSoFar, |
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429 | double changeUp, int numInfUp, |
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430 | double changeDn, int numInfDn); |
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431 | /** Sets or gets best criterion so far */ |
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432 | virtual void setBestCriterion(double value); |
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433 | virtual double getBestCriterion() const; |
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434 | /** Says whether this method can handle both methods - |
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435 | 1 better, 2 best, 3 both */ |
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436 | virtual int whichMethod() {return 3;} |
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437 | |
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438 | /** Saves a clone of current branching object. Can be used to update |
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439 | information on object causing branch - after branch */ |
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440 | virtual void saveBranchingObject(OsiBranchingObject * object) ; |
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441 | /** Pass in information on branch just done. |
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442 | assumes object can get information from solver */ |
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443 | virtual void updateInformation(OsiSolverInterface * solver, |
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444 | const CbcNode * node); |
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445 | |
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446 | |
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447 | private: |
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448 | |
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449 | /// Illegal Assignment operator |
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450 | CbcBranchDynamicDecision & operator=(const CbcBranchDynamicDecision& rhs); |
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451 | |
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452 | /// data |
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453 | |
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454 | /// "best" so far |
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455 | double bestCriterion_; |
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456 | |
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457 | /// Change up for best |
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458 | double bestChangeUp_; |
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459 | |
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460 | /// Number of infeasibilities for up |
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461 | int bestNumberUp_; |
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462 | |
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463 | /// Change down for best |
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464 | double bestChangeDown_; |
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465 | |
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466 | /// Number of infeasibilities for down |
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467 | int bestNumberDown_; |
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468 | |
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469 | /// Pointer to best branching object |
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470 | CbcBranchingObject * bestObject_; |
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471 | }; |
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472 | #endif |
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