1 | /* $Id: CbcHeuristicDiveFractional.cpp 1899 2013-04-09 18:12:08Z 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 | #if defined(_MSC_VER) |
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7 | // Turn off compiler warning about long names |
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8 | # pragma warning(disable:4786) |
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9 | #endif |
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10 | |
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11 | #include "CbcHeuristicDiveFractional.hpp" |
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12 | #include "CbcStrategy.hpp" |
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13 | |
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14 | // Default Constructor |
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15 | CbcHeuristicDiveFractional::CbcHeuristicDiveFractional() |
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16 | : CbcHeuristicDive() |
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17 | { |
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18 | } |
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19 | |
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20 | // Constructor from model |
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21 | CbcHeuristicDiveFractional::CbcHeuristicDiveFractional(CbcModel & model) |
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22 | : CbcHeuristicDive(model) |
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23 | { |
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24 | } |
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25 | |
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26 | // Destructor |
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27 | CbcHeuristicDiveFractional::~CbcHeuristicDiveFractional () |
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28 | { |
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29 | } |
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30 | |
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31 | // Clone |
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32 | CbcHeuristicDiveFractional * |
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33 | CbcHeuristicDiveFractional::clone() const |
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34 | { |
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35 | return new CbcHeuristicDiveFractional(*this); |
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36 | } |
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37 | |
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38 | // Create C++ lines to get to current state |
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39 | void |
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40 | CbcHeuristicDiveFractional::generateCpp( FILE * fp) |
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41 | { |
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42 | CbcHeuristicDiveFractional other; |
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43 | fprintf(fp, "0#include \"CbcHeuristicDiveFractional.hpp\"\n"); |
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44 | fprintf(fp, "3 CbcHeuristicDiveFractional heuristicDiveFractional(*cbcModel);\n"); |
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45 | CbcHeuristic::generateCpp(fp, "heuristicDiveFractional"); |
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46 | fprintf(fp, "3 cbcModel->addHeuristic(&heuristicDiveFractional);\n"); |
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47 | } |
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48 | |
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49 | // Copy constructor |
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50 | CbcHeuristicDiveFractional::CbcHeuristicDiveFractional(const CbcHeuristicDiveFractional & rhs) |
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51 | : |
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52 | CbcHeuristicDive(rhs) |
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53 | { |
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54 | } |
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55 | |
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56 | // Assignment operator |
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57 | CbcHeuristicDiveFractional & |
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58 | CbcHeuristicDiveFractional::operator=( const CbcHeuristicDiveFractional & rhs) |
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59 | { |
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60 | if (this != &rhs) { |
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61 | CbcHeuristicDive::operator=(rhs); |
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62 | } |
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63 | return *this; |
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64 | } |
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65 | |
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66 | bool |
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67 | CbcHeuristicDiveFractional::selectVariableToBranch(OsiSolverInterface* solver, |
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68 | const double* newSolution, |
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69 | int& bestColumn, |
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70 | int& bestRound) |
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71 | { |
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72 | int numberIntegers = model_->numberIntegers(); |
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73 | const int * integerVariable = model_->integerVariable(); |
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74 | double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance); |
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75 | |
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76 | bestColumn = -1; |
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77 | bestRound = -1; // -1 rounds down, +1 rounds up |
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78 | double bestFraction = COIN_DBL_MAX; |
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79 | bool allTriviallyRoundableSoFar = true; |
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80 | for (int i = 0; i < numberIntegers; i++) { |
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81 | int iColumn = integerVariable[i]; |
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82 | double value = newSolution[iColumn]; |
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83 | double fraction = value - floor(value); |
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84 | int round = 0; |
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85 | if (fabs(floor(value + 0.5) - value) > integerTolerance) { |
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86 | if (allTriviallyRoundableSoFar || (downLocks_[i] > 0 && upLocks_[i] > 0)) { |
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87 | |
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88 | if (allTriviallyRoundableSoFar && downLocks_[i] > 0 && upLocks_[i] > 0) { |
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89 | allTriviallyRoundableSoFar = false; |
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90 | bestFraction = COIN_DBL_MAX; |
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91 | } |
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92 | |
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93 | // the variable cannot be rounded |
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94 | if (fraction < 0.5) |
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95 | round = -1; |
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96 | else { |
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97 | round = 1; |
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98 | fraction = 1.0 - fraction; |
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99 | } |
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100 | |
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101 | // if variable is not binary, penalize it |
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102 | if (!solver->isBinary(iColumn)) |
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103 | fraction *= 1000.0; |
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104 | |
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105 | if (fraction < bestFraction) { |
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106 | bestColumn = iColumn; |
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107 | bestFraction = fraction; |
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108 | bestRound = round; |
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109 | } |
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110 | } |
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111 | } |
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112 | } |
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113 | return allTriviallyRoundableSoFar; |
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114 | } |
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115 | |
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