[1271] | 1 | /* $Id: CbcHeuristicDiveVectorLength.cpp 1173 2009-06-04 09:44:10Z forrest $ */ |
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[868] | 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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[868] | 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 "CbcHeuristicDiveVectorLength.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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[1286] | 15 | CbcHeuristicDiveVectorLength::CbcHeuristicDiveVectorLength() |
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| 16 | : CbcHeuristicDive() |
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[868] | 17 | { |
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| 18 | } |
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| 19 | |
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| 20 | // Constructor from model |
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| 21 | CbcHeuristicDiveVectorLength::CbcHeuristicDiveVectorLength(CbcModel & model) |
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[1286] | 22 | : CbcHeuristicDive(model) |
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[868] | 23 | { |
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| 24 | } |
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| 25 | |
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[1286] | 26 | // Destructor |
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[868] | 27 | CbcHeuristicDiveVectorLength::~CbcHeuristicDiveVectorLength () |
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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 | CbcHeuristicDiveVectorLength * |
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| 33 | CbcHeuristicDiveVectorLength::clone() const |
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| 34 | { |
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[1286] | 35 | return new CbcHeuristicDiveVectorLength(*this); |
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[868] | 36 | } |
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| 37 | |
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| 38 | // Create C++ lines to get to current state |
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[1286] | 39 | void |
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| 40 | CbcHeuristicDiveVectorLength::generateCpp( FILE * fp) |
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[868] | 41 | { |
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[1286] | 42 | CbcHeuristicDiveVectorLength other; |
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| 43 | fprintf(fp, "0#include \"CbcHeuristicDiveVectorLength.hpp\"\n"); |
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| 44 | fprintf(fp, "3 CbcHeuristicDiveVectorLength heuristicDiveVectorLength(*cbcModel);\n"); |
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| 45 | CbcHeuristic::generateCpp(fp, "heuristicDiveVectorLength"); |
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| 46 | fprintf(fp, "3 cbcModel->addHeuristic(&heuristicDiveVectorLength);\n"); |
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[868] | 47 | } |
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| 48 | |
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[1286] | 49 | // Copy constructor |
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[868] | 50 | CbcHeuristicDiveVectorLength::CbcHeuristicDiveVectorLength(const CbcHeuristicDiveVectorLength & rhs) |
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[1286] | 51 | : |
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| 52 | CbcHeuristicDive(rhs) |
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[868] | 53 | { |
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| 54 | } |
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| 55 | |
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[1286] | 56 | // Assignment operator |
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| 57 | CbcHeuristicDiveVectorLength & |
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| 58 | CbcHeuristicDiveVectorLength::operator=( const CbcHeuristicDiveVectorLength & rhs) |
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[868] | 59 | { |
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[1286] | 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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[868] | 64 | } |
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| 65 | |
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[944] | 66 | bool |
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[912] | 67 | CbcHeuristicDiveVectorLength::selectVariableToBranch(OsiSolverInterface* solver, |
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[1286] | 68 | const double* newSolution, |
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| 69 | int& bestColumn, |
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| 70 | int& bestRound) |
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[868] | 71 | { |
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[1286] | 72 | const double * objective = solver->getObjCoefficients(); |
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| 73 | double direction = solver->getObjSense(); // 1 for min, -1 for max |
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[868] | 74 | |
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[1286] | 75 | const int * columnLength = matrix_.getVectorLengths(); |
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| 76 | int numberIntegers = model_->numberIntegers(); |
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| 77 | const int * integerVariable = model_->integerVariable(); |
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| 78 | double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance); |
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[868] | 79 | |
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[1286] | 80 | bestColumn = -1; |
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| 81 | bestRound = -1; // -1 rounds down, +1 rounds up |
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| 82 | double bestScore = DBL_MAX; |
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| 83 | bool allTriviallyRoundableSoFar = true; |
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| 84 | for (int i = 0; i < numberIntegers; i++) { |
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| 85 | int iColumn = integerVariable[i]; |
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| 86 | double value = newSolution[iColumn]; |
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| 87 | double fraction = value - floor(value); |
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| 88 | int round = 0; |
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| 89 | if (fabs(floor(value + 0.5) - value) > integerTolerance) { |
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| 90 | if (allTriviallyRoundableSoFar || (downLocks_[i] > 0 && upLocks_[i] > 0)) { |
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[944] | 91 | |
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[1286] | 92 | if (allTriviallyRoundableSoFar && downLocks_[i] > 0 && upLocks_[i] > 0) { |
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| 93 | allTriviallyRoundableSoFar = false; |
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| 94 | bestScore = DBL_MAX; |
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| 95 | } |
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[944] | 96 | |
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[1286] | 97 | // the variable cannot be rounded |
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| 98 | double obj = direction * objective[iColumn]; |
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| 99 | if (obj >= 0.0) |
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| 100 | round = 1; // round up |
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| 101 | else |
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| 102 | round = -1; // round down |
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| 103 | double objDelta; |
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| 104 | if (round == 1) |
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| 105 | objDelta = (1.0 - fraction) * obj; |
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| 106 | else |
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| 107 | objDelta = - fraction * obj; |
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[868] | 108 | |
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[1286] | 109 | // we want the smaller score |
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| 110 | double score = objDelta / (static_cast<double> (columnLength[iColumn]) + 1.0); |
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[868] | 111 | |
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[1286] | 112 | // if variable is not binary, penalize it |
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| 113 | if (!solver->isBinary(iColumn)) |
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| 114 | score *= 1000.0; |
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| 115 | |
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| 116 | if (score < bestScore) { |
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| 117 | bestColumn = iColumn; |
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| 118 | bestScore = score; |
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| 119 | bestRound = round; |
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| 120 | } |
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| 121 | } |
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| 122 | } |
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[868] | 123 | } |
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[1286] | 124 | return allTriviallyRoundableSoFar; |
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[868] | 125 | } |
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[1432] | 126 | |
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