[640] | 1 | /* |
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| 2 | Copyright (C) 2007, Lou Hafer, International Business Machines Corporation |
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| 3 | and others. All Rights Reserved. |
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| 4 | |
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| 5 | This file is part of cbc-generic. |
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| 6 | */ |
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| 7 | |
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| 8 | #include <iostream> |
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| 9 | |
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| 10 | #include "CoinTime.hpp" |
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| 11 | |
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| 12 | #include "OsiSolverInterface.hpp" |
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| 13 | #include "OsiChooseVariable.hpp" |
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| 14 | |
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| 15 | #include "CglPreProcess.hpp" |
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| 16 | |
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| 17 | #include "CbcModel.hpp" |
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| 18 | #include "CbcCutGenerator.hpp" |
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| 19 | #include "CbcBranchActual.hpp" |
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| 20 | #include "CbcStrategy.hpp" |
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| 21 | |
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| 22 | #include "CbcGenCtlBlk.hpp" |
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| 23 | #include "CbcGenParam.hpp" |
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| 24 | #include "CbcGenCbcParam.hpp" |
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| 25 | |
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| 26 | #define CBC_TRACK_SOLVERS 1 |
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[709] | 27 | // #define COIN_CBC_VERBOSITY 5 |
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[640] | 28 | |
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| 29 | /* |
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| 30 | The support functions for the main branch-and-cut action routine. |
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| 31 | */ |
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| 32 | |
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| 33 | namespace { |
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| 34 | |
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[1286] | 35 | char svnid[] = "$Id: CbcGenBaB.cpp 1173 2009-06-04 09:44:10Z forrest $" ; |
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[640] | 36 | |
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| 37 | /* |
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| 38 | A hack to fix variables based on reduced cost prior to branch-and-cut. Note |
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| 39 | that we're *not* looking at the integrality gap here. Given the reduced costs |
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| 40 | of the root relaxation, we're simply placing a bet that variables with really |
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| 41 | unfavourable reduced costs that are at their most favourable bound in the |
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| 42 | root relaxation will never move from that bound. |
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| 43 | |
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| 44 | For the standard OsiSolverInterface, this requires a bit of effort as the |
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| 45 | solution and bounds arrays are const and the functions to change them have |
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| 46 | incompatible interfaces. |
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| 47 | */ |
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| 48 | |
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| 49 | void reducedCostHack (OsiSolverInterface *osi, double threshold) |
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| 50 | |
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[1286] | 51 | { |
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| 52 | int numCols = osi->getNumCols() ; |
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| 53 | int i ; |
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| 54 | const double *lower = osi->getColLower() ; |
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| 55 | const double *upper = osi->getColUpper() ; |
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| 56 | const double *solution = osi->getColSolution() ; |
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| 57 | const double *dj = osi->getReducedCost() ; |
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| 58 | /* |
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| 59 | First task: scan the columns looking for variables that are at their |
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| 60 | favourable bound and have reduced cost that exceeds the threshold. Remember |
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| 61 | the column index and the value. |
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| 62 | */ |
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| 63 | double *chgBnds = new double [numCols] ; |
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| 64 | int *chgCols = new int [numCols] ; |
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[640] | 65 | |
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[1286] | 66 | int numFixed = 0 ; |
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| 67 | for (i = 0 ; i < numCols ; i++) { |
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| 68 | if (osi->isInteger(i)) { |
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| 69 | double value = solution[i] ; |
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| 70 | if (value < lower[i] + 1.0e-5 && dj[i] > threshold) { |
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| 71 | chgCols[numFixed] = i ; |
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| 72 | chgBnds[numFixed] = lower[i] ; |
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| 73 | numFixed++ ; |
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| 74 | } else if (value > upper[i] - 1.0e-5 && dj[i] < -threshold) { |
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| 75 | chgCols[numFixed] = i ; |
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| 76 | chgBnds[numFixed] = upper[i] ; |
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| 77 | numFixed++ ; |
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| 78 | } |
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| 79 | } |
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| 80 | } |
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| 81 | /* |
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| 82 | Second task: For variables that we want to fix, we need to: |
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| 83 | * Prepare an array with the new lower and upper bounds for variables that |
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| 84 | will be fixed. setColSetBounds requires an array with column indices and |
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| 85 | an array with new values for both bounds. |
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| 86 | * Set the correct value in a copy of the current solution. setColSolution |
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| 87 | requires a complete solution. |
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| 88 | */ |
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| 89 | if (numFixed > 0) { |
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| 90 | double *newSoln = CoinCopyOfArray(solution, numCols) ; |
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| 91 | double *newBnds = new double [2*numFixed] ; |
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| 92 | double *bndPtr = &newBnds[0] ; |
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| 93 | for (i = 0 ; i < numFixed ; i++) { |
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| 94 | int j = chgCols[i] ; |
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| 95 | double val = chgBnds[i] ; |
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| 96 | *bndPtr++ = val ; |
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| 97 | *bndPtr++ = val ; |
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| 98 | newSoln[j] = val ; |
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| 99 | } |
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| 100 | osi->setColSetBounds(&chgCols[0], &chgCols[numFixed], &newBnds[0]) ; |
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| 101 | osi->setColSolution(&newSoln[0]) ; |
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[640] | 102 | |
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[1286] | 103 | std::cout |
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| 104 | << "Reduced cost fixing prior to B&C: " << numFixed |
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| 105 | << " columns fixed." << std::endl ; |
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[640] | 106 | |
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[1286] | 107 | delete[] newSoln ; |
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| 108 | delete[] newBnds ; |
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| 109 | } |
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[640] | 110 | |
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[1286] | 111 | delete[] chgBnds ; |
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| 112 | delete[] chgCols ; |
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[640] | 113 | |
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[1286] | 114 | return ; |
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| 115 | } |
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| 116 | |
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[640] | 117 | /* |
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| 118 | Helper routine to solve a continuous relaxation and print something |
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| 119 | intelligent when the result is other than optimal. Returns true if the |
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| 120 | result is optimal, false otherwise. |
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| 121 | */ |
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| 122 | |
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| 123 | bool solveRelaxation (CbcModel *model) |
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| 124 | |
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[1286] | 125 | { |
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| 126 | OsiSolverInterface *osi = model->solver() ; |
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[640] | 127 | |
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[1286] | 128 | model->initialSolve() ; |
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[640] | 129 | |
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[1286] | 130 | if (!(osi->isProvenOptimal())) { |
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| 131 | bool reason = false ; |
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| 132 | if (osi->isProvenPrimalInfeasible()) { |
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| 133 | std::cout |
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| 134 | << "Continuous relaxation is primal infeasible." << std::endl ; |
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| 135 | reason = true ; |
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| 136 | } |
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| 137 | if (osi->isProvenDualInfeasible()) { |
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| 138 | std::cout |
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| 139 | << "Continuous relaxation is dual infeasible." << std::endl ; |
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| 140 | reason = true ; |
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| 141 | } |
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| 142 | if (osi->isIterationLimitReached()) { |
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| 143 | std::cout |
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| 144 | << "Continuous solver reached iteration limit." << std::endl ; |
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| 145 | reason = true ; |
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| 146 | } |
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| 147 | if (osi->isAbandoned()) { |
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| 148 | std::cout |
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| 149 | << "Continuous solver abandoned the problem." << std::endl ; |
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| 150 | reason = true ; |
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| 151 | } |
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| 152 | if (reason == false) { |
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| 153 | std::cout |
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| 154 | << "Continuous solver failed for unknown reason." << std::endl ; |
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| 155 | } |
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| 156 | return (false) ; |
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| 157 | } |
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[640] | 158 | |
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[1286] | 159 | return (true) ; |
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| 160 | } |
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[640] | 161 | |
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| 162 | |
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| 163 | /* |
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| 164 | Helper routine to establish a priority vector. |
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| 165 | */ |
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| 166 | |
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| 167 | void setupPriorities (CbcModel *model, CbcGenCtlBlk::BPControl how) |
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| 168 | |
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[1286] | 169 | { |
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| 170 | int numCols = model->getNumCols() ; |
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| 171 | int *sort = new int[numCols] ; |
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| 172 | double *dsort = new double[numCols] ; |
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| 173 | int *priority = new int[numCols] ; |
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| 174 | const double *objective = model->getObjCoefficients() ; |
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| 175 | int iColumn ; |
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| 176 | int n = 0 ; |
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| 177 | bool priorityOK = true ; |
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[640] | 178 | |
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[1286] | 179 | for (iColumn = 0 ; iColumn < numCols ; iColumn++) { |
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| 180 | if (model->isInteger(iColumn)) { |
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| 181 | sort[n] = n ; |
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| 182 | if (how == CbcGenCtlBlk::BPCost) { |
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| 183 | dsort[n++] = -objective[iColumn] ; |
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| 184 | } else if (how == CbcGenCtlBlk::BPOrder) { |
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| 185 | dsort[n++] = iColumn ; |
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| 186 | } else { |
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| 187 | std::cerr |
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| 188 | << "setupPriorities: Unrecognised priority specification." |
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| 189 | << std::endl ; |
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| 190 | priorityOK = false ; |
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| 191 | } |
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| 192 | } |
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| 193 | } |
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[640] | 194 | |
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[1286] | 195 | if (priorityOK) { |
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| 196 | CoinSort_2(dsort, dsort + n, sort) ; |
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[640] | 197 | |
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[1286] | 198 | int level = 0 ; |
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| 199 | double last = -1.0e100 ; |
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| 200 | for (int i = 0 ; i < n ; i++) { |
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| 201 | int iPut = sort[i] ; |
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| 202 | if (dsort[i] != last) { |
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| 203 | level++ ; |
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| 204 | last = dsort[i] ; |
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| 205 | } |
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| 206 | priority[iPut] = level ; |
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| 207 | } |
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[640] | 208 | |
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[1286] | 209 | model->passInPriorities(priority, false) ; |
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| 210 | } |
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[640] | 211 | |
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[1286] | 212 | delete [] priority ; |
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| 213 | delete [] sort ; |
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| 214 | delete [] dsort ; |
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[640] | 215 | |
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[1286] | 216 | return ; |
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| 217 | } |
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[640] | 218 | |
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[1286] | 219 | |
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[640] | 220 | /* |
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| 221 | Helper routine to install a batch of heuristics. Each call to getXXXHeuristic |
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| 222 | will return a pointer to the heuristic object in gen iff the heuristic is |
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| 223 | enabled. |
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| 224 | */ |
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| 225 | |
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| 226 | void installHeuristics (CbcGenCtlBlk *ctlBlk, CbcModel *model) |
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| 227 | |
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[1286] | 228 | { |
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| 229 | CbcGenCtlBlk::CGControl action ; |
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| 230 | CbcHeuristic *gen ; |
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| 231 | CbcTreeLocal *localTree ; |
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| 232 | /* |
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| 233 | FPump goes first because it only works before there's a solution. |
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| 234 | */ |
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| 235 | action = ctlBlk->getFPump(gen, model) ; |
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| 236 | if (action != CbcGenCtlBlk::CGOff) { |
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| 237 | model->addHeuristic(gen, "FPump") ; |
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| 238 | } |
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| 239 | action = ctlBlk->getRounding(gen, model) ; |
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| 240 | if (action != CbcGenCtlBlk::CGOff) { |
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| 241 | model->addHeuristic(gen, "Rounding") ; |
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| 242 | } |
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| 243 | action = ctlBlk->getCombine(gen, model) ; |
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| 244 | if (action != CbcGenCtlBlk::CGOff) { |
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| 245 | model->addHeuristic(gen, "Combine") ; |
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| 246 | } |
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| 247 | action = ctlBlk->getGreedyCover(gen, model) ; |
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| 248 | if (action != CbcGenCtlBlk::CGOff) { |
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| 249 | model->addHeuristic(gen, "GCov") ; |
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| 250 | } |
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| 251 | action = ctlBlk->getGreedyEquality(gen, model) ; |
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| 252 | if (action != CbcGenCtlBlk::CGOff) { |
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| 253 | model->addHeuristic(gen, "GEq") ; |
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| 254 | } |
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| 255 | /* |
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| 256 | This one's a bit different. We acquire the local tree and install it in the |
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| 257 | model. |
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| 258 | */ |
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| 259 | action = ctlBlk->getTreeLocal(localTree, model) ; |
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| 260 | if (action != CbcGenCtlBlk::CGOff) { |
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| 261 | model->passInTreeHandler(*localTree) ; |
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| 262 | } |
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[640] | 263 | |
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[1286] | 264 | return ; |
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| 265 | } |
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[640] | 266 | |
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| 267 | |
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| 268 | /* |
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| 269 | Helper routine to install cut generators. |
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| 270 | |
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| 271 | I need to install the new lift-and-project generator (LandP). Also need to |
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| 272 | figure out stored cuts. |
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| 273 | */ |
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| 274 | |
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| 275 | void installCutGenerators (CbcGenCtlBlk *ctlBlk, CbcModel *model) |
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| 276 | |
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[1286] | 277 | { |
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| 278 | int switches[20] ; |
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| 279 | int genCnt = 0 ; |
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| 280 | CbcGenCtlBlk::CGControl action ; |
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| 281 | CglCutGenerator *gen ; |
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[640] | 282 | |
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[1286] | 283 | /* |
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| 284 | The magic numbers for the howOften parameter that determines how often the |
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| 285 | generator is invoked. -100 is disabled, -99 is root only, -98 will stay |
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| 286 | active only so long as it generates cuts that improve the objective. A value |
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| 287 | 1 <= k <= 90 means the generator will be called every k nodes. If k is |
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| 288 | negative, then it can be switched off if unproductive. If k is positive, |
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| 289 | it'll carry on regardless. |
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| 290 | */ |
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| 291 | int howOften[CbcGenCtlBlk::CGMarker] ; |
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| 292 | howOften[CbcGenCtlBlk::CGOff] = -100 ; |
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| 293 | howOften[CbcGenCtlBlk::CGOn] = -1 ; |
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| 294 | howOften[CbcGenCtlBlk::CGRoot] = -99 ; |
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| 295 | howOften[CbcGenCtlBlk::CGIfMove] = -98 ; |
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| 296 | howOften[CbcGenCtlBlk::CGForceOn] = 1 ; |
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| 297 | howOften[CbcGenCtlBlk::CGForceBut] = 1 ; |
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[640] | 298 | |
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[1286] | 299 | /* |
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| 300 | A negative value for rowCuts means that the specified actions happen only at |
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| 301 | the root. |
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| 302 | */ |
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| 303 | action = ctlBlk->getProbing(gen) ; |
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| 304 | if (action != CbcGenCtlBlk::CGOff) { |
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| 305 | if (action == CbcGenCtlBlk::CGForceBut) { |
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| 306 | CglProbing *probingGen = dynamic_cast<CglProbing *>(gen) ; |
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| 307 | probingGen->setRowCuts(-3) ; |
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| 308 | } |
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| 309 | model->addCutGenerator(gen, howOften[action], "Probing") ; |
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| 310 | switches[genCnt++] = 0 ; |
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| 311 | } |
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| 312 | action = ctlBlk->getGomory(gen) ; |
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| 313 | if (action != CbcGenCtlBlk::CGOff) { |
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| 314 | model->addCutGenerator(gen, howOften[action], "Gomory") ; |
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| 315 | switches[genCnt++] = -1 ; |
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| 316 | } |
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| 317 | action = ctlBlk->getKnapsack(gen) ; |
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| 318 | if (action != CbcGenCtlBlk::CGOff) { |
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| 319 | model->addCutGenerator(gen, howOften[action], "Knapsack") ; |
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| 320 | switches[genCnt++] = 0 ; |
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| 321 | } |
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| 322 | action = ctlBlk->getRedSplit(gen) ; |
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| 323 | if (action != CbcGenCtlBlk::CGOff) { |
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| 324 | model->addCutGenerator(gen, howOften[action], "RedSplit") ; |
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| 325 | switches[genCnt++] = 1 ; |
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| 326 | } |
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| 327 | action = ctlBlk->getClique(gen) ; |
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| 328 | if (action != CbcGenCtlBlk::CGOff) { |
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| 329 | model->addCutGenerator(gen, howOften[action], "Clique") ; |
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| 330 | switches[genCnt++] = 0 ; |
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| 331 | } |
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| 332 | action = ctlBlk->getMir(gen) ; |
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| 333 | if (action != CbcGenCtlBlk::CGOff) { |
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| 334 | model->addCutGenerator(gen, howOften[action], "MIR2") ; |
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| 335 | switches[genCnt++] = -1 ; |
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| 336 | } |
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| 337 | action = ctlBlk->getFlow(gen) ; |
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| 338 | if (action != CbcGenCtlBlk::CGOff) { |
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| 339 | model->addCutGenerator(gen, howOften[action], "Flow") ; |
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| 340 | switches[genCnt++] = 1 ; |
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| 341 | } |
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| 342 | action = ctlBlk->getTwomir(gen) ; |
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| 343 | if (action != CbcGenCtlBlk::CGOff) { |
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| 344 | model->addCutGenerator(gen, howOften[action], "2-MIR") ; |
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| 345 | switches[genCnt++] = 1 ; |
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| 346 | } |
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| 347 | /* |
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| 348 | Set control parameters on cut generators. cutDepth says `use this generator |
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| 349 | when (depth in tree) mod cutDepth == 0'. setSwitchOffIfLessThan says `switch |
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| 350 | this generator off if the number of cuts at the root is less than the given |
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| 351 | value'. Sort of. I need to document the magic numbers for howOften , etc. |
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| 352 | */ |
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| 353 | genCnt = model->numberCutGenerators() ; |
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| 354 | int iGen ; |
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| 355 | for (iGen = 0 ; iGen < genCnt ; iGen++) { |
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| 356 | CbcCutGenerator *generator = model->cutGenerator(iGen) ; |
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| 357 | int howOften = generator->howOften() ; |
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| 358 | if (howOften == -98 || howOften == -99) { |
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| 359 | generator->setSwitchOffIfLessThan(switches[iGen]) ; |
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| 360 | } |
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| 361 | generator->setTiming(true) ; |
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| 362 | int cutDepth = ctlBlk->getCutDepth() ; |
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| 363 | if (cutDepth >= 0) { |
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| 364 | generator->setWhatDepth(cutDepth) ; |
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| 365 | } |
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| 366 | } |
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| 367 | /* |
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| 368 | Now some additional control parameters that affect cut generation activity. |
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[640] | 369 | |
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[1286] | 370 | Minimum drop is the minimum objective degradation required to continue with |
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| 371 | cut passes. We want at least .05 unless the objective is tiny, in which |
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| 372 | case we'll drop down to a floor of .0001. |
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| 373 | */ |
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| 374 | { |
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| 375 | double objFrac = fabs(model->getMinimizationObjValue()) * .001 + .0001 ; |
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| 376 | double minDrop = CoinMin(.05, objFrac) ; |
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| 377 | model->setMinimumDrop(minDrop) ; |
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| 378 | } |
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| 379 | /* |
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| 380 | Set the maximum number of rounds of cut generation at the root and at nodes |
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| 381 | in the tree. If the value is positive, cut generation will terminate early |
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| 382 | if the objective degradation doesn't meet the minimum drop requirement. If |
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| 383 | the value is negatie, minimum drop is not considered. |
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[640] | 384 | |
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[1286] | 385 | At the root, for small problems, push for 100 passes (really we're betting |
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| 386 | that we'll stop because no cuts were generated). For medium size problems, |
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| 387 | the same but say we can quit if we're not achieving the minimum drop. For |
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| 388 | big problems, cut the number of rounds to 20. The user may have expressed |
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| 389 | an opinion; if so, it's already set. |
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[640] | 390 | |
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[1286] | 391 | Once we're in the tree, aim for one pass per activation. |
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| 392 | */ |
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| 393 | if (ctlBlk->setByUser_[CbcCbcParam::CUTPASS] == false) { |
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| 394 | int numCols = model->getNumCols() ; |
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| 395 | if (numCols < 500) |
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| 396 | model->setMaximumCutPassesAtRoot(-100) ; |
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| 397 | else if (numCols < 5000) |
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| 398 | model->setMaximumCutPassesAtRoot(100) ; |
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| 399 | else |
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| 400 | model->setMaximumCutPassesAtRoot(20) ; |
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| 401 | } |
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[640] | 402 | |
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[1286] | 403 | model->setMaximumCutPasses(1) ; |
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[640] | 404 | |
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[1286] | 405 | return ; |
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| 406 | } |
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[640] | 407 | |
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| 408 | /* |
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| 409 | Install `objects' (integers, SOS sets, etc.) in the OSI. Cribbed from |
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| 410 | CoinSolve 061216 and subjected to moderate rewriting. A substantial amount |
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| 411 | of code that's only relevant for AMPL has been deleted. We're only supporting |
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| 412 | OsiObjects in cbc-generic. |
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| 413 | */ |
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| 414 | |
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| 415 | void setupObjects (OsiSolverInterface *osi, |
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[1286] | 416 | bool didIPP, CglPreProcess *ippObj) |
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[640] | 417 | |
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[1286] | 418 | { |
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| 419 | int numInts = osi->getNumIntegers() ; |
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| 420 | int numObjs = osi->numberObjects() ; |
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| 421 | /* |
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| 422 | Does this OSI have defined objects already? If not, we'd best define the |
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| 423 | basic integer objects. |
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| 424 | */ |
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| 425 | if (numInts == 0 || numObjs == 0) { |
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| 426 | osi->findIntegers(false) ; |
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| 427 | numInts = osi->getNumIntegers() ; |
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| 428 | numObjs = osi->numberObjects() ; |
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| 429 | } |
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| 430 | /* |
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| 431 | If we did preprocessing and discovered SOS sets, create SOS objects and |
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| 432 | install them in the OSI. The priority of SOS objects is set so that larger |
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| 433 | sets have higher (lower numeric value) priority. The priority of the |
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| 434 | original objects is reset to be lower than the priority of any SOS object. |
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| 435 | Since the SOS objects are copied into the OSI, we need to delete our |
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| 436 | originals once they've been installed. |
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[640] | 437 | |
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[1286] | 438 | It's not clear to me that this is the right thing to do, particularly if |
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| 439 | the OSI comes equipped with complex objects. -- lh, 061216 -- |
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| 440 | */ |
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| 441 | if (didIPP && ippObj->numberSOS()) { |
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| 442 | OsiObject **oldObjs = osi->objects() ; |
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| 443 | int numCols = osi->getNumCols() ; |
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[640] | 444 | |
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[1286] | 445 | for (int iObj = 0 ; iObj < numObjs ; iObj++) { |
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| 446 | oldObjs[iObj]->setPriority(numCols + 1) ; |
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| 447 | } |
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[640] | 448 | |
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[1286] | 449 | int numSOS = ippObj->numberSOS() ; |
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| 450 | OsiObject **sosObjs = new OsiObject *[numSOS] ; |
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| 451 | const int *starts = ippObj->startSOS() ; |
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| 452 | const int *which = ippObj->whichSOS() ; |
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| 453 | const int *type = ippObj->typeSOS() ; |
---|
| 454 | const double *weight = ippObj->weightSOS() ; |
---|
| 455 | int iSOS ; |
---|
| 456 | for (iSOS = 0 ; iSOS < numSOS ; iSOS++) { |
---|
| 457 | int iStart = starts[iSOS] ; |
---|
| 458 | int sosLen = starts[iSOS+1] - iStart ; |
---|
| 459 | sosObjs[iSOS] = |
---|
| 460 | new OsiSOS(osi, sosLen, which + iStart, weight + iStart, type[iSOS]) ; |
---|
| 461 | sosObjs[iSOS]->setPriority(numCols - sosLen) ; |
---|
| 462 | } |
---|
| 463 | osi->addObjects(numSOS, sosObjs) ; |
---|
[640] | 464 | |
---|
[1286] | 465 | for (iSOS = 0 ; iSOS < numSOS ; iSOS++) |
---|
| 466 | delete sosObjs[iSOS] ; |
---|
| 467 | delete [] sosObjs ; |
---|
| 468 | } |
---|
[640] | 469 | |
---|
[1286] | 470 | return ; |
---|
| 471 | } |
---|
[640] | 472 | |
---|
| 473 | } // end local namespace |
---|
| 474 | |
---|
| 475 | |
---|
[1286] | 476 | namespace CbcGenParamUtils { |
---|
[640] | 477 | |
---|
| 478 | /* |
---|
| 479 | Run branch-and-cut. |
---|
| 480 | */ |
---|
| 481 | |
---|
| 482 | int doBaCParam (CoinParam *param) |
---|
| 483 | |
---|
[1286] | 484 | { |
---|
| 485 | assert (param != 0) ; |
---|
| 486 | CbcGenParam *genParam = dynamic_cast<CbcGenParam *>(param) ; |
---|
| 487 | assert (genParam != 0) ; |
---|
| 488 | CbcGenCtlBlk *ctlBlk = genParam->obj() ; |
---|
| 489 | assert (ctlBlk != 0) ; |
---|
| 490 | CbcModel *model = ctlBlk->model_ ; |
---|
| 491 | assert (model != 0) ; |
---|
| 492 | /* |
---|
| 493 | Setup to return nonfatal/fatal error (1/-1) by default. |
---|
| 494 | */ |
---|
| 495 | int retval ; |
---|
| 496 | if (CoinParamUtils::isInteractive()) { |
---|
| 497 | retval = 1 ; |
---|
| 498 | } else { |
---|
| 499 | retval = -1 ; |
---|
| 500 | } |
---|
| 501 | ctlBlk->setBaBStatus(CbcGenCtlBlk::BACAbandon, CbcGenCtlBlk::BACmInvalid, |
---|
| 502 | CbcGenCtlBlk::BACwNotStarted, false, 0) ; |
---|
| 503 | /* |
---|
| 504 | We ain't gonna do squat without a good model. |
---|
| 505 | */ |
---|
| 506 | if (!ctlBlk->goodModel_) { |
---|
| 507 | std::cout << "** Current model not valid!" << std::endl ; |
---|
| 508 | return (retval) ; |
---|
| 509 | } |
---|
| 510 | /* |
---|
| 511 | Start the clock ticking. |
---|
| 512 | */ |
---|
| 513 | double time1 = CoinCpuTime() ; |
---|
| 514 | double time2 ; |
---|
| 515 | /* |
---|
| 516 | Create a clone of the model which we can modify with impunity. Extract |
---|
| 517 | the underlying solver for convenient access. |
---|
| 518 | */ |
---|
| 519 | CbcModel babModel(*model) ; |
---|
| 520 | OsiSolverInterface *babSolver = babModel.solver() ; |
---|
| 521 | assert (babSolver != 0) ; |
---|
[640] | 522 | # if CBC_TRACK_SOLVERS > 0 |
---|
[1286] | 523 | std::cout |
---|
| 524 | << "doBaCParam: initial babSolver is " |
---|
| 525 | << std::hex << babSolver << std::dec |
---|
| 526 | << ", log level " << babSolver->messageHandler()->logLevel() |
---|
| 527 | << "." << std::endl ; |
---|
[640] | 528 | # endif |
---|
[1286] | 529 | /* |
---|
| 530 | Solve the root relaxation. Bail unless it solves to optimality. |
---|
| 531 | */ |
---|
| 532 | if (!solveRelaxation(&babModel)) { |
---|
| 533 | ctlBlk->setBaBStatus(&babModel, CbcGenCtlBlk::BACwBareRoot) ; |
---|
| 534 | return (0) ; |
---|
| 535 | } |
---|
[640] | 536 | # if COIN_CBC_VERBOSITY > 0 |
---|
[1286] | 537 | std::cout |
---|
| 538 | << "doBaCParam: initial relaxation z = " |
---|
| 539 | << babSolver->getObjValue() << "." << std::endl ; |
---|
[640] | 540 | # endif |
---|
[1286] | 541 | /* |
---|
| 542 | Are we up for fixing variables based on reduced cost alone? |
---|
| 543 | */ |
---|
| 544 | if (ctlBlk->djFix_.action_ == true) { |
---|
| 545 | reducedCostHack(babSolver, ctlBlk->djFix_.threshold_) ; |
---|
| 546 | } |
---|
| 547 | /* |
---|
| 548 | Time to consider preprocessing. We'll do a bit of setup before getting to |
---|
| 549 | the meat of the issue. |
---|
[640] | 550 | |
---|
[1286] | 551 | preIppSolver will hold a clone of the unpreprocessed constraint system. |
---|
| 552 | We'll need it when we postprocess. ippSolver holds the preprocessed |
---|
| 553 | constraint system. Again, we clone it and give the clone to babModel for |
---|
| 554 | B&C. Presumably we need an unmodified copy of the preprocessed system to |
---|
| 555 | do postprocessing, but the copy itself is hidden inside the preprocess |
---|
| 556 | object. |
---|
| 557 | */ |
---|
| 558 | OsiSolverInterface *preIppSolver = 0 ; |
---|
| 559 | CglPreProcess ippObj ; |
---|
| 560 | bool didIPP = false ; |
---|
[640] | 561 | |
---|
[1286] | 562 | int numberChanged = 0 ; |
---|
| 563 | int numberOriginalColumns = babSolver->getNumCols() ; |
---|
| 564 | CbcGenCtlBlk::IPPControl ippAction = ctlBlk->getIPPAction() ; |
---|
[640] | 565 | |
---|
[1286] | 566 | if (!(ippAction == CbcGenCtlBlk::IPPOff || |
---|
| 567 | ippAction == CbcGenCtlBlk::IPPStrategy)) { |
---|
| 568 | double timeLeft = babModel.getMaximumSeconds() ; |
---|
| 569 | preIppSolver = babSolver->clone() ; |
---|
| 570 | OsiSolverInterface *ippSolver ; |
---|
[640] | 571 | # if CBC_TRACK_SOLVERS > 0 |
---|
[1286] | 572 | std::cout |
---|
| 573 | << "doBaCParam: clone made prior to IPP is " |
---|
| 574 | << std::hex << preIppSolver << std::dec |
---|
| 575 | << ", log level " << preIppSolver->messageHandler()->logLevel() |
---|
| 576 | << "." << std::endl ; |
---|
[640] | 577 | # endif |
---|
| 578 | |
---|
[1286] | 579 | preIppSolver->setHintParam(OsiDoInBranchAndCut, true, OsiHintDo) ; |
---|
| 580 | ippObj.messageHandler()->setLogLevel(babModel.logLevel()) ; |
---|
[640] | 581 | |
---|
[1286] | 582 | CglProbing probingGen ; |
---|
| 583 | probingGen.setUsingObjective(true) ; |
---|
| 584 | probingGen.setMaxPass(3) ; |
---|
| 585 | probingGen.setMaxProbeRoot(preIppSolver->getNumCols()) ; |
---|
| 586 | probingGen.setMaxElements(100) ; |
---|
| 587 | probingGen.setMaxLookRoot(50) ; |
---|
| 588 | probingGen.setRowCuts(3) ; |
---|
| 589 | ippObj.addCutGenerator(&probingGen) ; |
---|
| 590 | /* |
---|
| 591 | For preProcessNonDefault, the 2nd parameter controls the conversion of |
---|
| 592 | clique and SOS constraints. 0 does nothing, -1 converts <= to ==, and |
---|
| 593 | 2 and 3 form SOS sets under strict and not-so-strict conditions, |
---|
| 594 | respectively. |
---|
| 595 | */ |
---|
| 596 | int convert = 0 ; |
---|
| 597 | if (ippAction == CbcGenCtlBlk::IPPEqual) { |
---|
| 598 | convert = -1 ; |
---|
| 599 | } else if (ippAction == CbcGenCtlBlk::IPPEqualAll) { |
---|
| 600 | convert = -2 ; |
---|
| 601 | } else if (ippAction == CbcGenCtlBlk::IPPSOS) { |
---|
| 602 | convert = 2 ; |
---|
| 603 | } else if (ippAction == CbcGenCtlBlk::IPPTrySOS) { |
---|
| 604 | convert = 3 ; |
---|
| 605 | } |
---|
| 606 | |
---|
| 607 | ippSolver = ippObj.preProcessNonDefault(*preIppSolver, convert, 10) ; |
---|
[640] | 608 | # if CBC_TRACK_SOLVERS > 0 |
---|
[1286] | 609 | std::cout |
---|
| 610 | << "doBaCParam: solver returned from IPP is " |
---|
| 611 | << std::hex << ippSolver << std::dec ; |
---|
| 612 | if (ippSolver) { |
---|
| 613 | std::cout |
---|
| 614 | << ", log level " << ippSolver->messageHandler()->logLevel() ; |
---|
| 615 | } |
---|
| 616 | std::cout << "." << std::endl ; |
---|
[640] | 617 | # endif |
---|
[1286] | 618 | /* |
---|
| 619 | ippSolver == 0 is success of a sort --- integer preprocess has found the |
---|
| 620 | problem to be infeasible or unbounded. Need to think about how to indicate |
---|
| 621 | status. |
---|
| 622 | */ |
---|
| 623 | if (!ippSolver) { |
---|
| 624 | std::cout |
---|
| 625 | << "Integer preprocess says infeasible or unbounded" << std::endl ; |
---|
| 626 | delete preIppSolver ; |
---|
| 627 | ctlBlk->setBaBStatus(&babModel, CbcGenCtlBlk::BACwIPP) ; |
---|
| 628 | return (0) ; |
---|
| 629 | } |
---|
[640] | 630 | # if COIN_CBC_VERBOSITY > 0 |
---|
[1286] | 631 | else { |
---|
| 632 | std::cout |
---|
| 633 | << "After integer preprocessing, model has " |
---|
| 634 | << ippSolver->getNumRows() |
---|
| 635 | << " rows, " << ippSolver->getNumCols() << " columns, and " |
---|
| 636 | << ippSolver->getNumElements() << " elements." << std::endl ; |
---|
| 637 | } |
---|
[640] | 638 | # endif |
---|
| 639 | |
---|
[1286] | 640 | preIppSolver->setHintParam(OsiDoInBranchAndCut, false, OsiHintDo) ; |
---|
| 641 | ippSolver->setHintParam(OsiDoInBranchAndCut, false, OsiHintDo) ; |
---|
[640] | 642 | |
---|
[1286] | 643 | if (ippAction == CbcGenCtlBlk::IPPSave) { |
---|
| 644 | ippSolver->writeMps("presolved", "mps", 1.0) ; |
---|
| 645 | std::cout |
---|
| 646 | << "Integer preprocessed model written to `presolved.mps' " |
---|
| 647 | << "as minimisation problem." << std::endl ; |
---|
| 648 | } |
---|
| 649 | |
---|
| 650 | OsiSolverInterface *osiTmp = ippSolver->clone() ; |
---|
| 651 | babModel.assignSolver(osiTmp) ; |
---|
| 652 | babSolver = babModel.solver() ; |
---|
[640] | 653 | # if CBC_TRACK_SOLVERS > 0 |
---|
[1286] | 654 | std::cout |
---|
| 655 | << "doBaCParam: clone of IPP solver passed to babModel is " |
---|
| 656 | << std::hex << babSolver << std::dec |
---|
| 657 | << ", log level " << babSolver->messageHandler()->logLevel() |
---|
| 658 | << "." << std::endl ; |
---|
[640] | 659 | # endif |
---|
[1286] | 660 | if (!solveRelaxation(&babModel)) { |
---|
| 661 | delete preIppSolver ; |
---|
| 662 | ctlBlk->setBaBStatus(&babModel, CbcGenCtlBlk::BACwIPPRelax) ; |
---|
| 663 | return (0) ; |
---|
| 664 | } |
---|
[640] | 665 | # if COIN_CBC_VERBOSITY > 0 |
---|
[1286] | 666 | std::cout |
---|
| 667 | << "doBaCParam: presolved relaxation z = " |
---|
| 668 | << babSolver->getObjValue() << "." << std::endl ; |
---|
[640] | 669 | # endif |
---|
[1286] | 670 | babModel.setMaximumSeconds(timeLeft - (CoinCpuTime() - time1)) ; |
---|
| 671 | didIPP = true ; |
---|
| 672 | } |
---|
| 673 | /* |
---|
| 674 | At this point, babModel and babSolver hold the constraint system we'll use |
---|
| 675 | for B&C (either the original system or the preprocessed system) and we have |
---|
| 676 | a solution to the lp relaxation. |
---|
[640] | 677 | |
---|
[1286] | 678 | If we're using the COSTSTRATEGY option, set up priorities here and pass |
---|
| 679 | them to the babModel. |
---|
| 680 | */ |
---|
| 681 | if (ctlBlk->priorityAction_ != CbcGenCtlBlk::BPOff) { |
---|
| 682 | setupPriorities(&babModel, ctlBlk->priorityAction_) ; |
---|
| 683 | } |
---|
| 684 | /* |
---|
| 685 | Install heuristics and cutting planes. |
---|
| 686 | */ |
---|
| 687 | installHeuristics(ctlBlk, &babModel) ; |
---|
| 688 | installCutGenerators(ctlBlk, &babModel) ; |
---|
| 689 | /* |
---|
| 690 | Set up status print frequency for babModel. |
---|
| 691 | */ |
---|
| 692 | if (babModel.getNumCols() > 2000 || babModel.getNumRows() > 1500 || |
---|
| 693 | babModel.messageHandler()->logLevel() > 1) |
---|
| 694 | babModel.setPrintFrequency(100) ; |
---|
| 695 | /* |
---|
| 696 | If we've read in a known good solution for debugging, activate the row cut |
---|
| 697 | debugger. |
---|
| 698 | */ |
---|
| 699 | if (ctlBlk->debugSol_.values_) { |
---|
| 700 | if (ctlBlk->debugSol_.numCols_ == babModel.getNumCols()) { |
---|
| 701 | babSolver->activateRowCutDebugger(ctlBlk->debugSol_.values_) ; |
---|
| 702 | } else { |
---|
| 703 | std::cout |
---|
| 704 | << "doBaCParam: debug file has incorrect number of columns." |
---|
| 705 | << std::endl ; |
---|
| 706 | } |
---|
| 707 | } |
---|
| 708 | /* |
---|
| 709 | Set ratio-based integrality gap, if specified by user. |
---|
| 710 | */ |
---|
| 711 | if (ctlBlk->setByUser_[CbcCbcParam::GAPRATIO] == true) { |
---|
| 712 | double obj = babSolver->getObjValue() ; |
---|
| 713 | double gapRatio = babModel.getDblParam(CbcModel::CbcAllowableFractionGap) ; |
---|
| 714 | double gap = gapRatio * (1.0e-5 + fabs(obj)) ; |
---|
| 715 | babModel.setAllowableGap(gap) ; |
---|
| 716 | std::cout |
---|
| 717 | << "doBaCParam: Continuous objective = " << obj |
---|
| 718 | << ", so allowable gap set to " << gap << std::endl ; |
---|
| 719 | } |
---|
| 720 | /* |
---|
| 721 | A bit of mystery code. As best I can figure, setSpecialOptions(2) suppresses |
---|
| 722 | the removal of warm start information when checkSolution runs an lp to check |
---|
| 723 | a solution. John's comment, ``probably faster to use a basis to get integer |
---|
| 724 | solutions'' makes some sense in this context. Didn't try to track down |
---|
| 725 | moreMipOptions just yet. |
---|
| 726 | */ |
---|
| 727 | babModel.setSpecialOptions(babModel.specialOptions() | 2) ; |
---|
| 728 | /* |
---|
| 729 | { int ndx = whichParam(MOREMIPOPTIONS,numberParameters,parameters) ; |
---|
| 730 | int moreMipOptions = parameters[ndx].intValue() ; |
---|
| 731 | if (moreMipOptions >= 0) |
---|
| 732 | { printf("more mip options %d\n",moreMipOptions); |
---|
| 733 | babModel.setSearchStrategy(moreMipOptions); } } |
---|
| 734 | */ |
---|
| 735 | /* |
---|
| 736 | Begin the final run-up to branch-and-cut. |
---|
[640] | 737 | |
---|
[1286] | 738 | Make sure that objects are set up in the solver. It's possible that whoever |
---|
| 739 | loaded the model into the solver also set up objects. But it's also |
---|
| 740 | entirely likely that none exist to this point (and interesting to note that |
---|
| 741 | IPP doesn't need to know anything about objects). |
---|
| 742 | */ |
---|
| 743 | setupObjects(babSolver, didIPP, &ippObj) ; |
---|
| 744 | /* |
---|
| 745 | Set the branching method. We can't do this until we establish objects, |
---|
| 746 | because the constructor will set up arrays based on the number of objects, |
---|
| 747 | and there's no provision to set this information after creation. Arguably not |
---|
| 748 | good --- it'd be nice to set this in the prototype model that's cloned for |
---|
| 749 | this routine. In CoinSolve, shadowPriceMode is handled with the TESTOSI |
---|
| 750 | option. |
---|
| 751 | */ |
---|
| 752 | OsiChooseStrong strong(babSolver) ; |
---|
| 753 | strong.setNumberBeforeTrusted(babModel.numberBeforeTrust()) ; |
---|
| 754 | strong.setNumberStrong(babModel.numberStrong()) ; |
---|
| 755 | strong.setShadowPriceMode(ctlBlk->chooseStrong_.shadowPriceMode_) ; |
---|
| 756 | CbcBranchDefaultDecision decision ; |
---|
| 757 | decision.setChooseMethod(strong) ; |
---|
| 758 | babModel.setBranchingMethod(decision) ; |
---|
| 759 | /* |
---|
| 760 | Here I've deleted a huge block of code that deals with external priorities, |
---|
| 761 | branch direction, pseudocosts, and solution. (PRIORITYIN) Also a block of |
---|
| 762 | code that generates C++ code. |
---|
| 763 | */ |
---|
| 764 | /* |
---|
| 765 | Set up strategy for branch-and-cut. Note that the integer code supplied to |
---|
| 766 | setupPreProcessing is *not* compatible with the IPPAction enum. But at least |
---|
| 767 | it's documented. See desiredPreProcess_ in CbcStrategyDefault. `1' is |
---|
| 768 | accidentally equivalent to IPPOn. |
---|
| 769 | */ |
---|
[640] | 770 | |
---|
[1286] | 771 | if (ippAction == CbcGenCtlBlk::IPPStrategy) { |
---|
| 772 | CbcStrategyDefault strategy(true, 5, 5) ; |
---|
| 773 | strategy.setupPreProcessing(1) ; |
---|
| 774 | babModel.setStrategy(strategy) ; |
---|
| 775 | } |
---|
| 776 | /* |
---|
| 777 | Yes! At long last, we're ready for the big call. Do branch and cut. In |
---|
| 778 | general, the solver used to return the solution will not be the solver we |
---|
| 779 | passed in, so reset babSolver here. |
---|
| 780 | */ |
---|
| 781 | int statistics = (ctlBlk->printOpt_ > 0) ? ctlBlk->printOpt_ : 0 ; |
---|
[640] | 782 | # if CBC_TRACK_SOLVERS > 0 |
---|
[1286] | 783 | std::cout |
---|
| 784 | << "doBaCParam: solver at call to branchAndBound is " |
---|
| 785 | << std::hex << babModel.solver() << std::dec |
---|
| 786 | << ", log level " << babModel.solver()->messageHandler()->logLevel() |
---|
| 787 | << "." << std::endl ; |
---|
[640] | 788 | # endif |
---|
[1286] | 789 | babModel.branchAndBound(statistics) ; |
---|
| 790 | babSolver = babModel.solver() ; |
---|
[640] | 791 | # if CBC_TRACK_SOLVERS > 0 |
---|
[1286] | 792 | std::cout |
---|
| 793 | << "doBaCParam: solver at return from branchAndBound is " |
---|
| 794 | << std::hex << babModel.solver() << std::dec |
---|
| 795 | << ", log level " << babModel.solver()->messageHandler()->logLevel() |
---|
| 796 | << "." << std::endl ; |
---|
[640] | 797 | # endif |
---|
[1286] | 798 | /* |
---|
| 799 | Write out solution to preprocessed model. |
---|
| 800 | */ |
---|
| 801 | if (ctlBlk->debugCreate_ == "createAfterPre" && |
---|
| 802 | babModel.bestSolution()) { |
---|
| 803 | CbcGenParamUtils::saveSolution(babSolver, "debug.file") ; |
---|
| 804 | } |
---|
| 805 | /* |
---|
| 806 | Print some information about branch-and-cut. |
---|
| 807 | */ |
---|
[640] | 808 | # if COIN_CBC_VERBOSITY > 0 |
---|
| 809 | std::cout |
---|
[1286] | 810 | << "Cuts at root node changed objective from " |
---|
| 811 | << babModel.getContinuousObjective() |
---|
| 812 | << " to " << babModel.rootObjectiveAfterCuts() << std::endl ; |
---|
| 813 | |
---|
| 814 | for (int iGen = 0 ; iGen < babModel.numberCutGenerators() ; iGen++) { |
---|
| 815 | CbcCutGenerator *generator = babModel.cutGenerator(iGen) ; |
---|
| 816 | std::cout |
---|
| 817 | << generator->cutGeneratorName() << " was tried " |
---|
| 818 | << generator->numberTimesEntered() << " times and created " |
---|
| 819 | << generator->numberCutsInTotal() << " cuts of which " |
---|
| 820 | << generator->numberCutsActive() |
---|
| 821 | << " were active after adding rounds of cuts" ; |
---|
| 822 | if (generator->timing()) { |
---|
| 823 | std::cout << " ( " << generator->timeInCutGenerator() << " seconds)" ; |
---|
| 824 | } |
---|
| 825 | std::cout << std::endl ; |
---|
| 826 | } |
---|
[640] | 827 | # endif |
---|
| 828 | |
---|
[1286] | 829 | time2 = CoinCpuTime(); |
---|
| 830 | ctlBlk->totalTime_ += time2 - time1; |
---|
| 831 | /* |
---|
| 832 | If we performed integer preprocessing, time to back it out. |
---|
| 833 | */ |
---|
| 834 | if (ippAction != CbcGenCtlBlk::IPPOff) { |
---|
[640] | 835 | # if CBC_TRACK_SOLVERS > 0 |
---|
[1286] | 836 | std::cout |
---|
| 837 | << "doBaCParam: solver passed to IPP postprocess is " |
---|
| 838 | << std::hex << babSolver << std::dec << "." << std::endl ; |
---|
[640] | 839 | # endif |
---|
[1286] | 840 | ippObj.postProcess(*babSolver); |
---|
| 841 | babModel.assignSolver(preIppSolver) ; |
---|
| 842 | babSolver = babModel.solver() ; |
---|
[640] | 843 | # if CBC_TRACK_SOLVERS > 0 |
---|
[1286] | 844 | std::cout |
---|
| 845 | << "doBaCParam: solver in babModel after IPP postprocess is " |
---|
| 846 | << std::hex << babSolver << std::dec << "." << std::endl ; |
---|
| 847 | # endif |
---|
| 848 | } |
---|
| 849 | /* |
---|
| 850 | Write out postprocessed solution to debug file, if requested. |
---|
| 851 | */ |
---|
| 852 | if (ctlBlk->debugCreate_ == "create" && babModel.bestSolution()) { |
---|
| 853 | CbcGenParamUtils::saveSolution(babSolver, "debug.file") ; |
---|
| 854 | } |
---|
| 855 | /* |
---|
| 856 | If we have a good solution, detach the solver with the answer. Fill in the |
---|
| 857 | rest of the status information for the benefit of the wider world. |
---|
| 858 | */ |
---|
| 859 | bool keepAnswerSolver = false ; |
---|
| 860 | OsiSolverInterface *answerSolver = 0 ; |
---|
| 861 | if (babModel.bestSolution()) { |
---|
| 862 | babModel.setModelOwnsSolver(false) ; |
---|
| 863 | keepAnswerSolver = true ; |
---|
| 864 | answerSolver = babSolver ; |
---|
| 865 | } |
---|
| 866 | ctlBlk->setBaBStatus(&babModel, CbcGenCtlBlk::BACwBAC, |
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| 867 | keepAnswerSolver, answerSolver) ; |
---|
| 868 | /* |
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| 869 | And one last bit of information & statistics. |
---|
| 870 | */ |
---|
| 871 | ctlBlk->printBaBStatus() ; |
---|
| 872 | std::cout << " " ; |
---|
| 873 | if (keepAnswerSolver) { |
---|
| 874 | std::cout |
---|
| 875 | << "objective " << babModel.getObjValue() << "; " ; |
---|
| 876 | } |
---|
[640] | 877 | std::cout |
---|
[1286] | 878 | << babModel.getNodeCount() << " nodes and " |
---|
| 879 | << babModel.getIterationCount() << " iterations - took " |
---|
| 880 | << time2 - time1 << " seconds" << std::endl ; |
---|
[640] | 881 | |
---|
[1286] | 882 | return (0) ; |
---|
| 883 | } |
---|
[640] | 884 | |
---|
| 885 | } // end namespace CbcGenParamutils |
---|
[1432] | 886 | |
---|