[1854] | 1 | /* $Id: CbcHeuristicDivePseudoCost.cpp 1923 2013-05-16 07:37:23Z tkr $ */ |
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[945] | 2 | // Copyright (C) 2008, International Business Machines |
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| 3 | // Corporation and others. All Rights Reserved. |
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[1573] | 4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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| 5 | |
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[945] | 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 "CbcHeuristicDivePseudoCost.hpp" |
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| 12 | #include "CbcStrategy.hpp" |
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[1271] | 13 | #include "CbcBranchDynamic.hpp" |
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[945] | 14 | |
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| 15 | // Default Constructor |
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[1286] | 16 | CbcHeuristicDivePseudoCost::CbcHeuristicDivePseudoCost() |
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| 17 | : CbcHeuristicDive() |
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[945] | 18 | { |
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| 19 | } |
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| 20 | |
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| 21 | // Constructor from model |
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| 22 | CbcHeuristicDivePseudoCost::CbcHeuristicDivePseudoCost(CbcModel & model) |
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[1286] | 23 | : CbcHeuristicDive(model) |
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[945] | 24 | { |
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| 25 | } |
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| 26 | |
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[1286] | 27 | // Destructor |
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[945] | 28 | CbcHeuristicDivePseudoCost::~CbcHeuristicDivePseudoCost () |
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| 29 | { |
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| 30 | } |
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| 31 | |
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| 32 | // Clone |
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| 33 | CbcHeuristicDivePseudoCost * |
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| 34 | CbcHeuristicDivePseudoCost::clone() const |
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| 35 | { |
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[1286] | 36 | return new CbcHeuristicDivePseudoCost(*this); |
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[945] | 37 | } |
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| 38 | |
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| 39 | // Create C++ lines to get to current state |
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[1286] | 40 | void |
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| 41 | CbcHeuristicDivePseudoCost::generateCpp( FILE * fp) |
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[945] | 42 | { |
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[1286] | 43 | CbcHeuristicDivePseudoCost other; |
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| 44 | fprintf(fp, "0#include \"CbcHeuristicDivePseudoCost.hpp\"\n"); |
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| 45 | fprintf(fp, "3 CbcHeuristicDivePseudoCost heuristicDivePseudoCost(*cbcModel);\n"); |
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| 46 | CbcHeuristic::generateCpp(fp, "heuristicDivePseudoCost"); |
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| 47 | fprintf(fp, "3 cbcModel->addHeuristic(&heuristicDivePseudoCost);\n"); |
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[945] | 48 | } |
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| 49 | |
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[1286] | 50 | // Copy constructor |
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[945] | 51 | CbcHeuristicDivePseudoCost::CbcHeuristicDivePseudoCost(const CbcHeuristicDivePseudoCost & rhs) |
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[1286] | 52 | : |
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| 53 | CbcHeuristicDive(rhs) |
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[945] | 54 | { |
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| 55 | } |
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| 56 | |
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[1286] | 57 | // Assignment operator |
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| 58 | CbcHeuristicDivePseudoCost & |
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| 59 | CbcHeuristicDivePseudoCost::operator=( const CbcHeuristicDivePseudoCost & rhs) |
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[945] | 60 | { |
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[1286] | 61 | if (this != &rhs) { |
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| 62 | CbcHeuristicDive::operator=(rhs); |
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| 63 | } |
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| 64 | return *this; |
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[945] | 65 | } |
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| 66 | |
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| 67 | bool |
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| 68 | CbcHeuristicDivePseudoCost::selectVariableToBranch(OsiSolverInterface* solver, |
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[1286] | 69 | const double* newSolution, |
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| 70 | int& bestColumn, |
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| 71 | int& bestRound) |
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[945] | 72 | { |
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[1286] | 73 | int numberIntegers = model_->numberIntegers(); |
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| 74 | const int * integerVariable = model_->integerVariable(); |
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| 75 | double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance); |
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[945] | 76 | |
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[1286] | 77 | // get the LP relaxation solution at the root node |
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| 78 | double * rootNodeLPSol = model_->continuousSolution(); |
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[945] | 79 | |
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[1286] | 80 | // get pseudo costs |
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| 81 | double * pseudoCostDown = downArray_; |
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| 82 | double * pseudoCostUp = upArray_; |
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[945] | 83 | |
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[1286] | 84 | bestColumn = -1; |
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| 85 | bestRound = -1; // -1 rounds down, +1 rounds up |
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| 86 | double bestScore = -1.0; |
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| 87 | bool allTriviallyRoundableSoFar = true; |
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| 88 | for (int i = 0; i < numberIntegers; i++) { |
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| 89 | int iColumn = integerVariable[i]; |
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| 90 | double rootValue = rootNodeLPSol[iColumn]; |
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| 91 | double value = newSolution[iColumn]; |
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| 92 | double fraction = value - floor(value); |
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| 93 | int round = 0; |
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| 94 | if (fabs(floor(value + 0.5) - value) > integerTolerance) { |
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| 95 | if (allTriviallyRoundableSoFar || (downLocks_[i] > 0 && upLocks_[i] > 0)) { |
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[945] | 96 | |
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[1286] | 97 | if (allTriviallyRoundableSoFar && downLocks_[i] > 0 && upLocks_[i] > 0) { |
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| 98 | allTriviallyRoundableSoFar = false; |
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| 99 | bestScore = -1.0; |
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| 100 | } |
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[945] | 101 | |
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[1286] | 102 | double pCostDown = pseudoCostDown[i]; |
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| 103 | double pCostUp = pseudoCostUp[i]; |
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| 104 | assert(pCostDown >= 0.0 && pCostUp >= 0.0); |
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[945] | 105 | |
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[1286] | 106 | if (allTriviallyRoundableSoFar && downLocks_[i] == 0 && upLocks_[i] > 0) |
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| 107 | round = 1; |
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| 108 | else if (allTriviallyRoundableSoFar && downLocks_[i] > 0 && upLocks_[i] == 0) |
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| 109 | round = -1; |
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| 110 | else if (value - rootValue < -0.4) |
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| 111 | round = -1; |
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| 112 | else if (value - rootValue > 0.4) |
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| 113 | round = 1; |
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| 114 | else if (fraction < 0.3) |
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| 115 | round = -1; |
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| 116 | else if (fraction > 0.7) |
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| 117 | round = 1; |
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| 118 | else if (pCostDown < pCostUp) |
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| 119 | round = -1; |
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| 120 | else |
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| 121 | round = 1; |
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[945] | 122 | |
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[1286] | 123 | // calculate score |
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| 124 | double score; |
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| 125 | if (round == 1) |
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| 126 | score = fraction * (pCostDown + 1.0) / (pCostUp + 1.0); |
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| 127 | else |
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| 128 | score = (1.0 - fraction) * (pCostUp + 1.0) / (pCostDown + 1.0); |
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[945] | 129 | |
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[1286] | 130 | // if variable is binary, increase its chance of being selected |
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| 131 | if (solver->isBinary(iColumn)) |
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| 132 | score *= 1000.0; |
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| 133 | |
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| 134 | if (score > bestScore) { |
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| 135 | bestColumn = iColumn; |
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| 136 | bestScore = score; |
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| 137 | bestRound = round; |
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| 138 | } |
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| 139 | } |
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| 140 | } |
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[945] | 141 | } |
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| 142 | |
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[1286] | 143 | return allTriviallyRoundableSoFar; |
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[945] | 144 | } |
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[1271] | 145 | void |
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| 146 | CbcHeuristicDivePseudoCost::initializeData() |
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| 147 | { |
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[1286] | 148 | int numberIntegers = model_->numberIntegers(); |
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| 149 | if (!downArray_) { |
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| 150 | downArray_ = new double [numberIntegers]; |
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| 151 | upArray_ = new double [numberIntegers]; |
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[1271] | 152 | } |
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[1286] | 153 | // get pseudo costs |
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| 154 | model_->fillPseudoCosts(downArray_, upArray_); |
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[1923] | 155 | // allow for -999 -> force to run |
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| 156 | int diveOptions = (when_>0) ? when_ / 100 : 0; |
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[1286] | 157 | if (diveOptions) { |
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| 158 | // pseudo shadow prices |
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| 159 | int k = diveOptions % 100; |
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| 160 | if (diveOptions >= 100) |
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| 161 | k += 32; |
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| 162 | model_->pseudoShadow(k - 1); |
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| 163 | int numberInts = CoinMin(model_->numberObjects(), numberIntegers); |
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| 164 | OsiObject ** objects = model_->objects(); |
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| 165 | for (int i = 0; i < numberInts; i++) { |
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| 166 | CbcSimpleIntegerDynamicPseudoCost * obj1 = |
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| 167 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(objects[i]) ; |
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| 168 | if (obj1) { |
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| 169 | //int iColumn = obj1->columnNumber(); |
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| 170 | double downPseudoCost = 1.0e-2 * obj1->downDynamicPseudoCost(); |
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| 171 | double downShadow = obj1->downShadowPrice(); |
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| 172 | double upPseudoCost = 1.0e-2 * obj1->upDynamicPseudoCost(); |
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| 173 | double upShadow = obj1->upShadowPrice(); |
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| 174 | downPseudoCost = CoinMax(downPseudoCost, downShadow); |
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| 175 | downPseudoCost = CoinMax(downPseudoCost, 0.001 * upShadow); |
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| 176 | downArray_[i] = downPseudoCost; |
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| 177 | upPseudoCost = CoinMax(upPseudoCost, upShadow); |
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| 178 | upPseudoCost = CoinMax(upPseudoCost, 0.001 * downShadow); |
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| 179 | upArray_[i] = upPseudoCost; |
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| 180 | } |
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| 181 | } |
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| 182 | } |
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[1271] | 183 | } |
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| 184 | // Fix other variables at bounds |
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[1286] | 185 | int |
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[1271] | 186 | CbcHeuristicDivePseudoCost::fixOtherVariables(OsiSolverInterface * solver, |
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[1286] | 187 | const double * solution, |
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| 188 | PseudoReducedCost * candidate, |
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| 189 | const double * random) |
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[1271] | 190 | { |
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[1286] | 191 | const double * lower = solver->getColLower(); |
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| 192 | const double * upper = solver->getColUpper(); |
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| 193 | double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance); |
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| 194 | double primalTolerance; |
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| 195 | solver->getDblParam(OsiPrimalTolerance, primalTolerance); |
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[1271] | 196 | |
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[1286] | 197 | int numberIntegers = model_->numberIntegers(); |
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| 198 | const int * integerVariable = model_->integerVariable(); |
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| 199 | const double* reducedCost = solver->getReducedCost(); |
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| 200 | // fix other integer variables that are at their bounds |
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| 201 | int cnt = 0; |
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| 202 | int numberFree = 0; |
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| 203 | int numberFixedAlready = 0; |
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| 204 | for (int i = 0; i < numberIntegers; i++) { |
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| 205 | int iColumn = integerVariable[i]; |
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| 206 | if (upper[iColumn] > lower[iColumn]) { |
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| 207 | numberFree++; |
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| 208 | double value = solution[iColumn]; |
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| 209 | if (value - lower[iColumn] <= integerTolerance) { |
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| 210 | candidate[cnt].var = iColumn; |
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| 211 | candidate[cnt++].pseudoRedCost = CoinMax(1.0e-2 * reducedCost[iColumn], |
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| 212 | downArray_[i]) * random[i]; |
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| 213 | } else if (upper[iColumn] - value <= integerTolerance) { |
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| 214 | candidate[cnt].var = iColumn; |
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| 215 | candidate[cnt++].pseudoRedCost = CoinMax(-1.0e-2 * reducedCost[iColumn], |
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| 216 | downArray_[i]) * random[i]; |
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| 217 | } |
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| 218 | } else { |
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| 219 | numberFixedAlready++; |
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| 220 | } |
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[1271] | 221 | } |
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| 222 | #ifdef CLP_INVESTIGATE |
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[1286] | 223 | printf("cutoff %g obj %g - %d free, %d fixed\n", |
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| 224 | model_->getCutoff(), solver->getObjValue(), numberFree, |
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| 225 | numberFixedAlready); |
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[1271] | 226 | #endif |
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[1286] | 227 | return cnt; |
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| 228 | //return CbcHeuristicDive::fixOtherVariables(solver, solution, |
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| 229 | // candidate, random); |
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[1271] | 230 | } |
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[1432] | 231 | |
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