1 | // Copyright (C) 2004, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | #if defined(_MSC_VER) |
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4 | // Turn off compiler warning about long names |
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5 | # pragma warning(disable:4786) |
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6 | #endif |
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7 | #include <cassert> |
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8 | #include <cstdlib> |
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9 | #include <cmath> |
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10 | #include <cfloat> |
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11 | //#define CBC_DEBUG |
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12 | |
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13 | #include "CbcMessage.hpp" |
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14 | #include "CbcModel.hpp" |
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15 | #include "CbcTree.hpp" |
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16 | #include "CbcCompareActual.hpp" |
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17 | #include "CoinError.hpp" |
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18 | |
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19 | |
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20 | /** Default Constructor |
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21 | |
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22 | */ |
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23 | CbcCompareDepth::CbcCompareDepth () |
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24 | : CbcCompareBase() |
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25 | { |
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26 | test_=this; |
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27 | } |
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28 | |
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29 | // Copy constructor |
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30 | CbcCompareDepth::CbcCompareDepth ( const CbcCompareDepth & rhs) |
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31 | :CbcCompareBase(rhs) |
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32 | |
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33 | { |
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34 | } |
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35 | |
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36 | // Clone |
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37 | CbcCompareBase * |
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38 | CbcCompareDepth::clone() const |
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39 | { |
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40 | return new CbcCompareDepth(*this); |
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41 | } |
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42 | |
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43 | // Assignment operator |
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44 | CbcCompareDepth & |
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45 | CbcCompareDepth::operator=( const CbcCompareDepth& rhs) |
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46 | { |
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47 | if (this!=&rhs) { |
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48 | CbcCompareBase::operator=(rhs); |
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49 | } |
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50 | return *this; |
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51 | } |
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52 | |
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53 | // Destructor |
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54 | CbcCompareDepth::~CbcCompareDepth () |
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55 | { |
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56 | } |
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57 | |
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58 | // Returns true if y better than x |
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59 | bool |
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60 | CbcCompareDepth::test (CbcNode * x, CbcNode * y) |
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61 | { |
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62 | int testX = x->depth(); |
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63 | int testY = y->depth(); |
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64 | if (testX!=testY) |
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65 | return testX < testY; |
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66 | else |
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67 | return equalityTest(x,y); // so ties will be broken in consistent manner |
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68 | } |
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69 | // Create C++ lines to get to current state |
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70 | void |
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71 | CbcCompareDepth::generateCpp( FILE * fp) |
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72 | { |
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73 | fprintf(fp,"0#include \"CbcCompareActual.hpp\"\n"); |
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74 | fprintf(fp,"3 CbcCompareDepth compare;\n"); |
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75 | fprintf(fp,"3 cbcModel->setNodeComparison(compare);\n"); |
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76 | } |
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77 | |
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78 | /** Default Constructor |
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79 | |
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80 | */ |
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81 | CbcCompareObjective::CbcCompareObjective () |
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82 | : CbcCompareBase() |
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83 | { |
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84 | test_=this; |
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85 | } |
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86 | |
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87 | // Copy constructor |
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88 | CbcCompareObjective::CbcCompareObjective ( const CbcCompareObjective & rhs) |
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89 | :CbcCompareBase(rhs) |
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90 | |
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91 | { |
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92 | } |
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93 | |
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94 | // Clone |
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95 | CbcCompareBase * |
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96 | CbcCompareObjective::clone() const |
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97 | { |
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98 | return new CbcCompareObjective(*this); |
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99 | } |
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100 | |
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101 | // Assignment operator |
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102 | CbcCompareObjective & |
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103 | CbcCompareObjective::operator=( const CbcCompareObjective& rhs) |
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104 | { |
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105 | if (this!=&rhs) { |
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106 | CbcCompareBase::operator=(rhs); |
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107 | } |
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108 | return *this; |
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109 | } |
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110 | |
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111 | // Destructor |
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112 | CbcCompareObjective::~CbcCompareObjective () |
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113 | { |
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114 | } |
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115 | |
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116 | // Returns true if y better than x |
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117 | bool |
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118 | CbcCompareObjective::test (CbcNode * x, CbcNode * y) |
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119 | { |
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120 | double testX = x->objectiveValue(); |
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121 | double testY = y->objectiveValue(); |
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122 | if (testX!=testY) |
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123 | return testX > testY; |
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124 | else |
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125 | return equalityTest(x,y); // so ties will be broken in consistent manner |
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126 | } |
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127 | // Create C++ lines to get to current state |
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128 | void |
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129 | CbcCompareObjective::generateCpp( FILE * fp) |
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130 | { |
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131 | fprintf(fp,"0#include \"CbcCompareActual.hpp\"\n"); |
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132 | fprintf(fp,"3 CbcCompareObjective compare;\n"); |
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133 | fprintf(fp,"3 cbcModel->setNodeComparison(compare);\n"); |
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134 | } |
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135 | |
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136 | |
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137 | /** Default Constructor |
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138 | |
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139 | */ |
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140 | CbcCompareDefault::CbcCompareDefault () |
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141 | : CbcCompareBase(), |
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142 | weight_(-1.0), |
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143 | saveWeight_(0.0), |
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144 | cutoff_(COIN_DBL_MAX), |
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145 | bestPossible_(-COIN_DBL_MAX), |
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146 | numberSolutions_(0), |
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147 | treeSize_(0), |
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148 | breadthDepth_(5) |
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149 | { |
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150 | test_=this; |
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151 | } |
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152 | |
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153 | // Constructor with weight |
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154 | CbcCompareDefault::CbcCompareDefault (double weight) |
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155 | : CbcCompareBase(), |
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156 | weight_(weight) , |
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157 | saveWeight_(0.0), |
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158 | cutoff_(COIN_DBL_MAX), |
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159 | bestPossible_(-COIN_DBL_MAX), |
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160 | numberSolutions_(0), |
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161 | treeSize_(0), |
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162 | breadthDepth_(5) |
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163 | { |
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164 | test_=this; |
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165 | } |
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166 | |
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167 | |
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168 | // Copy constructor |
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169 | CbcCompareDefault::CbcCompareDefault ( const CbcCompareDefault & rhs) |
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170 | :CbcCompareBase(rhs) |
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171 | |
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172 | { |
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173 | weight_=rhs.weight_; |
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174 | saveWeight_ = rhs.saveWeight_; |
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175 | cutoff_ = rhs.cutoff_; |
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176 | bestPossible_ = rhs.bestPossible_; |
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177 | numberSolutions_=rhs.numberSolutions_; |
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178 | treeSize_ = rhs.treeSize_; |
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179 | breadthDepth_ = rhs.breadthDepth_; |
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180 | } |
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181 | |
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182 | // Clone |
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183 | CbcCompareBase * |
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184 | CbcCompareDefault::clone() const |
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185 | { |
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186 | return new CbcCompareDefault(*this); |
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187 | } |
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188 | |
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189 | // Assignment operator |
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190 | CbcCompareDefault & |
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191 | CbcCompareDefault::operator=( const CbcCompareDefault& rhs) |
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192 | { |
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193 | if (this!=&rhs) { |
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194 | CbcCompareBase::operator=(rhs); |
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195 | weight_=rhs.weight_; |
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196 | saveWeight_ = rhs.saveWeight_; |
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197 | cutoff_ = rhs.cutoff_; |
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198 | bestPossible_ = rhs.bestPossible_; |
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199 | numberSolutions_=rhs.numberSolutions_; |
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200 | treeSize_ = rhs.treeSize_; |
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201 | breadthDepth_ = rhs.breadthDepth_; |
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202 | } |
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203 | return *this; |
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204 | } |
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205 | |
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206 | // Destructor |
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207 | CbcCompareDefault::~CbcCompareDefault () |
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208 | { |
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209 | } |
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210 | |
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211 | // Returns true if y better than x |
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212 | bool |
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213 | CbcCompareDefault::test (CbcNode * x, CbcNode * y) |
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214 | { |
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215 | #if 0 |
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216 | // always choose *smallest* depth if one or both <= breadthDepth_ |
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217 | int depthX = x->depth(); |
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218 | int depthY = y->depth(); |
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219 | if (depthX<=breadthDepth_||depthY<=breadthDepth_) { |
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220 | if (depthX!=depthY) |
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221 | return depthX > depthY; |
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222 | else |
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223 | return equalityTest(x,y); // so ties will be broken in consistent manner |
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224 | } |
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225 | if (weight_==-1.0||weight_==-3.0) { |
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226 | int adjust = (weight_==-3.0) ? 10000 : 0; |
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227 | // before solution |
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228 | /*printf("x %d %d %g, y %d %d %g\n", |
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229 | x->numberUnsatisfied(),x->depth(),x->objectiveValue(), |
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230 | y->numberUnsatisfied(),y->depth(),y->objectiveValue()); */ |
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231 | if (x->numberUnsatisfied() > y->numberUnsatisfied()+adjust) { |
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232 | return true; |
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233 | } else if (x->numberUnsatisfied() < y->numberUnsatisfied()-adjust) { |
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234 | return false; |
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235 | } else { |
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236 | int depthX = x->depth(); |
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237 | int depthY = y->depth(); |
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238 | if (depthX!=depthY) |
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239 | return depthX < depthY; |
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240 | else |
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241 | return equalityTest(x,y); // so ties will be broken in consistent manner |
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242 | } |
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243 | } else { |
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244 | // after solution |
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245 | double weight = CoinMax(weight_,0.0); |
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246 | double testX = x->objectiveValue()+ weight*x->numberUnsatisfied(); |
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247 | double testY = y->objectiveValue() + weight*y->numberUnsatisfied(); |
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248 | if (testX!=testY) |
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249 | return testX > testY; |
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250 | else |
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251 | return equalityTest(x,y); // so ties will be broken in consistent manner |
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252 | } |
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253 | #else |
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254 | //weight_=0.0; |
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255 | if ((weight_==-1.0&&(y->depth()>breadthDepth_&&x->depth()>breadthDepth_))||weight_==-3.0||weight_==-2.0) { |
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256 | int adjust = (weight_==-3.0) ? 10000 : 0; |
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257 | // before solution |
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258 | /*printf("x %d %d %g, y %d %d %g\n", |
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259 | x->numberUnsatisfied(),x->depth(),x->objectiveValue(), |
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260 | y->numberUnsatisfied(),y->depth(),y->objectiveValue()); */ |
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261 | if (x->numberUnsatisfied() > y->numberUnsatisfied()+adjust) { |
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262 | return true; |
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263 | } else if (x->numberUnsatisfied() < y->numberUnsatisfied()-adjust) { |
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264 | return false; |
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265 | } else { |
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266 | int depthX = x->depth(); |
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267 | int depthY = y->depth(); |
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268 | if (depthX!=depthY) |
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269 | return depthX < depthY; |
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270 | else |
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271 | return equalityTest(x,y); // so ties will be broken in consistent manner |
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272 | } |
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273 | } else { |
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274 | // always choose *greatest* depth if both <= breadthDepth_ otherwise <= breadthDepth_ if just one |
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275 | int depthX = x->depth(); |
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276 | int depthY = y->depth(); |
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277 | /*if ((depthX==4&&depthY==5)||(depthX==5&&depthY==4)) |
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278 | printf("X %x depth %d, Y %x depth %d, breadth %d\n", |
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279 | x,depthX,y,depthY,breadthDepth_);*/ |
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280 | if (depthX<=breadthDepth_||depthY<=breadthDepth_) { |
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281 | if (depthX<=breadthDepth_&&depthY<=breadthDepth_) { |
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282 | if (depthX!=depthY) { |
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283 | return depthX < depthY; |
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284 | } |
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285 | } else { |
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286 | assert (depthX!=depthY) ; |
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287 | return depthX > depthY; |
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288 | } |
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289 | } |
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290 | // after solution ? |
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291 | #define THRESH2 0.999 |
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292 | #define TRY_THIS 0 |
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293 | #if TRY_THIS==0 |
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294 | double weight = CoinMax(weight_,0.0); |
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295 | double testX = x->objectiveValue()+ weight*x->numberUnsatisfied(); |
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296 | double testY = y->objectiveValue() + weight*y->numberUnsatisfied(); |
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297 | #elif TRY_THIS==1 |
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298 | /* compute what weight would have to be to hit target |
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299 | then reverse sign as large weight good */ |
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300 | double target = (1.0-THRESH2)*bestPossible_ + THRESH2*cutoff_; |
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301 | double weight; |
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302 | weight = (target-x->objectiveValue())/ |
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303 | static_cast<double>(x->numberUnsatisfied()); |
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304 | double testX = - weight; |
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305 | weight = (target-y->objectiveValue())/ |
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306 | static_cast<double>(y->numberUnsatisfied()); |
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307 | double testY = - weight; |
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308 | #elif TRY_THIS==2 |
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309 | // Use estimates |
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310 | double testX = x->guessedObjectiveValue(); |
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311 | double testY = y->guessedObjectiveValue(); |
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312 | #elif THY_THIS==3 |
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313 | #define THRESH 0.95 |
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314 | if (x->objectiveValue()-bestPossible_>THRESH*(cutoff_-bestPossible_)) |
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315 | testX *= 2.0; // make worse |
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316 | if (y->objectiveValue()-bestPossible_>THRESH*(cutoff_-bestPossible_)) |
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317 | testY *= 2.0; // make worse |
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318 | #endif |
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319 | if (testX!=testY) |
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320 | return testX > testY; |
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321 | else |
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322 | return equalityTest(x,y); // so ties will be broken in consistent manner |
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323 | } |
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324 | #endif |
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325 | } |
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326 | // This allows method to change behavior as it is called |
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327 | // after each solution |
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328 | void |
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329 | CbcCompareDefault::newSolution(CbcModel * model, |
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330 | double objectiveAtContinuous, |
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331 | int numberInfeasibilitiesAtContinuous) |
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332 | { |
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333 | cutoff_ = model->getCutoff(); |
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334 | if (model->getSolutionCount()==model->getNumberHeuristicSolutions()&& |
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335 | model->getSolutionCount()<5&&model->getNodeCount()<500) |
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336 | return; // solution was got by rounding |
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337 | // set to get close to this solution |
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338 | double costPerInteger = |
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339 | (model->getObjValue()-objectiveAtContinuous)/ |
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340 | static_cast<double> (numberInfeasibilitiesAtContinuous); |
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341 | weight_ = 0.95*costPerInteger; |
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342 | saveWeight_ = 0.95*weight_; |
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343 | numberSolutions_++; |
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344 | //if (numberSolutions_>5) |
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345 | //weight_ =0.0; // this searches on objective |
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346 | } |
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347 | // This allows method to change behavior |
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348 | bool |
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349 | CbcCompareDefault::every1000Nodes(CbcModel * model, int numberNodes) |
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350 | { |
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351 | #if 0 |
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352 | // was |
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353 | if (numberNodes>10000) |
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354 | weight_ =0.0; // this searches on objective |
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355 | // get size of tree |
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356 | treeSize_ = model->tree()->size(); |
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357 | #else |
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358 | double saveWeight=weight_; |
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359 | int numberNodes1000 = numberNodes/1000; |
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360 | if (numberNodes>10000) { |
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361 | weight_ =0.0; // this searches on objective |
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362 | // but try a bit of other stuff |
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363 | if ((numberNodes1000%4)==1) |
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364 | weight_=saveWeight_; |
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365 | } else if (numberNodes==1000&&weight_==-2.0) { |
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366 | weight_=-1.0; // Go to depth first |
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367 | } |
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368 | // get size of tree |
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369 | treeSize_ = model->tree()->size(); |
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370 | if (treeSize_>10000) { |
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371 | int n1 = model->solver()->getNumRows()+model->solver()->getNumCols(); |
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372 | int n2 = model->numberObjects(); |
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373 | double size = n1*0.1 + n2*2.0; |
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374 | // set weight to reduce size most of time |
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375 | if (treeSize_*(size+100.0)>5.0e7) |
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376 | weight_=-3.0; |
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377 | else if ((numberNodes1000%4)==0&&treeSize_*size>1.0e6) |
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378 | weight_=-1.0; |
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379 | else if ((numberNodes1000%4)==1) |
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380 | weight_=0.0; |
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381 | else |
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382 | weight_=saveWeight_; |
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383 | } |
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384 | #endif |
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385 | //return numberNodes==11000; // resort if first time |
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386 | return (weight_!=saveWeight); |
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387 | } |
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388 | |
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389 | // Create C++ lines to get to current state |
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390 | void |
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391 | CbcCompareDefault::generateCpp( FILE * fp) |
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392 | { |
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393 | CbcCompareDefault other; |
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394 | fprintf(fp,"0#include \"CbcCompareActual.hpp\"\n"); |
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395 | fprintf(fp,"3 CbcCompareDefault compare;\n"); |
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396 | if (weight_!=other.weight_) |
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397 | fprintf(fp,"3 compare.setWeight(%g);\n",weight_); |
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398 | fprintf(fp,"3 cbcModel->setNodeComparison(compare);\n"); |
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399 | } |
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400 | |
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401 | /** Default Constructor |
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402 | |
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403 | */ |
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404 | CbcCompareEstimate::CbcCompareEstimate () |
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405 | : CbcCompareBase() |
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406 | { |
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407 | test_=this; |
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408 | } |
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409 | |
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410 | // Copy constructor |
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411 | CbcCompareEstimate::CbcCompareEstimate ( const CbcCompareEstimate & rhs) |
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412 | :CbcCompareBase(rhs) |
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413 | |
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414 | { |
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415 | } |
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416 | |
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417 | // Clone |
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418 | CbcCompareBase * |
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419 | CbcCompareEstimate::clone() const |
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420 | { |
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421 | return new CbcCompareEstimate(*this); |
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422 | } |
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423 | |
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424 | // Assignment operator |
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425 | CbcCompareEstimate & |
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426 | CbcCompareEstimate::operator=( const CbcCompareEstimate& rhs) |
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427 | { |
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428 | if (this!=&rhs) { |
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429 | CbcCompareBase::operator=(rhs); |
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430 | } |
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431 | return *this; |
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432 | } |
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433 | |
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434 | // Destructor |
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435 | CbcCompareEstimate::~CbcCompareEstimate () |
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436 | { |
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437 | } |
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438 | |
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439 | // Returns true if y better than x |
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440 | bool |
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441 | CbcCompareEstimate::test (CbcNode * x, CbcNode * y) |
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442 | { |
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443 | double testX = x->guessedObjectiveValue(); |
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444 | double testY = y->guessedObjectiveValue(); |
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445 | if (testX!=testY) |
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446 | return testX > testY; |
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447 | else |
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448 | return equalityTest(x,y); // so ties will be broken in consistent manner |
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449 | } |
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450 | |
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451 | // Create C++ lines to get to current state |
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452 | void |
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453 | CbcCompareEstimate::generateCpp( FILE * fp) |
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454 | { |
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455 | fprintf(fp,"0#include \"CbcCompareActual.hpp\"\n"); |
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456 | fprintf(fp,"3 CbcCompareEstimate compare;\n"); |
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457 | fprintf(fp,"3 cbcModel->setNodeComparison(compare);\n"); |
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458 | } |
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