1 | /* $Id: CbcHeuristicDive.hpp 2093 2014-11-06 16:17:38Z forrest $ */ |
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2 | // Copyright (C) 2008, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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5 | |
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6 | #ifndef CbcHeuristicDive_H |
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7 | #define CbcHeuristicDive_H |
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8 | |
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9 | #include "CbcHeuristic.hpp" |
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10 | class CbcSubProblem; |
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11 | class OsiRowCut; |
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12 | struct PseudoReducedCost { |
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13 | int var; |
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14 | double pseudoRedCost; |
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15 | }; |
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16 | |
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17 | |
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18 | /** Dive class |
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19 | */ |
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20 | |
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21 | class CbcHeuristicDive : public CbcHeuristic { |
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22 | public: |
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23 | |
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24 | // Default Constructor |
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25 | CbcHeuristicDive (); |
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26 | |
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27 | // Constructor with model - assumed before cuts |
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28 | CbcHeuristicDive (CbcModel & model); |
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29 | |
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30 | // Copy constructor |
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31 | CbcHeuristicDive ( const CbcHeuristicDive &); |
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32 | |
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33 | // Destructor |
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34 | ~CbcHeuristicDive (); |
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35 | |
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36 | /// Clone |
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37 | virtual CbcHeuristicDive * clone() const = 0; |
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38 | |
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39 | /// Assignment operator |
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40 | CbcHeuristicDive & operator=(const CbcHeuristicDive& rhs); |
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41 | |
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42 | /// Create C++ lines to get to current state |
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43 | virtual void generateCpp( FILE * ) {} |
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44 | |
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45 | /// Create C++ lines to get to current state - does work for base class |
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46 | void generateCpp( FILE * fp, const char * heuristic); |
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47 | |
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48 | /// Resets stuff if model changes |
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49 | virtual void resetModel(CbcModel * model); |
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50 | |
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51 | /// update model (This is needed if cliques update matrix etc) |
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52 | virtual void setModel(CbcModel * model); |
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53 | |
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54 | // REMLOVE using CbcHeuristic::solution ; |
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55 | /** returns 0 if no solution, 1 if valid solution |
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56 | with better objective value than one passed in |
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57 | Sets solution values if good, sets objective value (only if good) |
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58 | This is called after cuts have been added - so can not add cuts |
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59 | This does Fractional Diving |
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60 | */ |
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61 | virtual int solution(double & objectiveValue, |
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62 | double * newSolution); |
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63 | /// inner part of dive |
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64 | int solution(double & objectiveValue, int & numberNodes, |
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65 | int & numberCuts, OsiRowCut ** cuts, |
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66 | CbcSubProblem ** & nodes, |
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67 | double * newSolution); |
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68 | /** returns 0 if no solution, 1 if valid solution |
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69 | with better objective value than one passed in |
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70 | also returns list of nodes |
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71 | This does Fractional Diving |
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72 | */ |
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73 | int fathom(CbcModel * model, int & numberNodes,CbcSubProblem ** & nodes); |
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74 | |
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75 | /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) |
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76 | virtual void validate(); |
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77 | |
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78 | /// Sets priorities if any |
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79 | void setPriorities(); |
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80 | |
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81 | /// Select candidate binary variables for fixing |
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82 | void selectBinaryVariables(); |
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83 | |
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84 | /// Set percentage of integer variables to fix at bounds |
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85 | void setPercentageToFix(double value) { |
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86 | percentageToFix_ = value; |
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87 | } |
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88 | |
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89 | /// Set maximum number of iterations |
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90 | void setMaxIterations(int value) { |
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91 | maxIterations_ = value; |
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92 | } |
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93 | |
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94 | /// Set maximum number of simplex iterations |
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95 | void setMaxSimplexIterations(int value) { |
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96 | maxSimplexIterations_ = value; |
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97 | } |
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98 | /// Get maximum number of simplex iterations |
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99 | inline int maxSimplexIterations() const { |
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100 | return maxSimplexIterations_; |
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101 | } |
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102 | |
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103 | /// Set maximum number of simplex iterations at root node |
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104 | void setMaxSimplexIterationsAtRoot(int value) { |
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105 | maxSimplexIterationsAtRoot_ = value; |
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106 | } |
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107 | |
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108 | /// Set maximum time allowed |
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109 | void setMaxTime(double value) { |
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110 | maxTime_ = value; |
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111 | } |
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112 | |
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113 | /// Tests if the heuristic can run |
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114 | virtual bool canHeuristicRun(); |
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115 | |
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116 | /** Selects the next variable to branch on |
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117 | Returns true if all the fractional variables can be trivially |
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118 | rounded. Returns false, if there is at least one fractional variable |
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119 | that is not trivially roundable. In this case, the bestColumn |
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120 | returned will not be trivially roundable. |
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121 | */ |
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122 | virtual bool selectVariableToBranch(OsiSolverInterface* solver, |
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123 | const double* newSolution, |
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124 | int& bestColumn, |
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125 | int& bestRound) = 0; |
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126 | /** Initializes any data which is going to be used repeatedly |
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127 | in selectVariableToBranch */ |
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128 | virtual void initializeData() {} |
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129 | |
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130 | /// Perform reduced cost fixing on integer variables |
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131 | int reducedCostFix (OsiSolverInterface* solver); |
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132 | /// Fix other variables at bounds |
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133 | virtual int fixOtherVariables(OsiSolverInterface * solver, |
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134 | const double * solution, |
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135 | PseudoReducedCost * candidate, |
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136 | const double * random); |
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137 | |
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138 | protected: |
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139 | // Data |
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140 | |
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141 | // Original matrix by column |
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142 | CoinPackedMatrix matrix_; |
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143 | |
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144 | // Original matrix by |
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145 | CoinPackedMatrix matrixByRow_; |
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146 | |
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147 | // Down locks |
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148 | unsigned short * downLocks_; |
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149 | |
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150 | // Up locks |
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151 | unsigned short * upLocks_; |
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152 | |
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153 | /// Extra down array (number Integers long) |
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154 | double * downArray_; |
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155 | |
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156 | /// Extra up array (number Integers long) |
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157 | double * upArray_; |
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158 | |
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159 | /// Array of priorities |
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160 | typedef struct { |
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161 | unsigned int direction:3; // 0 bit off, 1 bit (0 down first, 1 up first) 2 bit non zero don't try other way |
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162 | unsigned int priority:29; |
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163 | } PriorityType; |
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164 | PriorityType * priority_; |
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165 | // Indexes of binary variables with 0 objective coefficient |
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166 | // and in variable bound constraints |
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167 | std::vector<int> binVarIndex_; |
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168 | |
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169 | // Indexes of variable bound rows for each binary variable |
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170 | std::vector<int> vbRowIndex_; |
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171 | |
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172 | // Percentage of integer variables to fix at bounds |
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173 | double percentageToFix_; |
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174 | |
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175 | // Maximum time allowed |
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176 | double maxTime_; |
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177 | |
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178 | // Small objective (i.e. treat zero objective as this) |
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179 | double smallObjective_; |
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180 | |
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181 | // Maximum number of major iterations |
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182 | int maxIterations_; |
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183 | |
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184 | // Maximum number of simplex iterations |
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185 | int maxSimplexIterations_; |
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186 | |
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187 | // Maximum number of simplex iterations at root node |
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188 | int maxSimplexIterationsAtRoot_; |
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189 | |
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190 | }; |
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191 | #endif |
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192 | |
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