[1271] | 1 | /* $Id: CbcHeuristicFPump.hpp 1573 2011-01-05 01:12:36Z tkr $ */ |
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[175] | 2 | // Copyright (C) 2004, 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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[175] | 6 | #ifndef CbcHeuristicFeasibilityPump_H |
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| 7 | #define CbcHeuristicFeasibilityPump_H |
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| 8 | |
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| 9 | #include "CbcHeuristic.hpp" |
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[1105] | 10 | #include "OsiClpSolverInterface.hpp" |
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[175] | 11 | |
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[1271] | 12 | /** Feasibility Pump class |
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[175] | 13 | */ |
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| 14 | |
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| 15 | class CbcHeuristicFPump : public CbcHeuristic { |
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| 16 | public: |
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| 17 | |
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[1286] | 18 | // Default Constructor |
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| 19 | CbcHeuristicFPump (); |
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[175] | 20 | |
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[1286] | 21 | // Constructor with model - assumed before cuts |
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| 22 | CbcHeuristicFPump (CbcModel & model, |
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| 23 | double downValue = 0.5, bool roundExpensive = false); |
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[175] | 24 | |
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[1286] | 25 | // Copy constructor |
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| 26 | CbcHeuristicFPump ( const CbcHeuristicFPump &); |
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[175] | 27 | |
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[1286] | 28 | // Destructor |
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| 29 | ~CbcHeuristicFPump (); |
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[175] | 30 | |
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[1286] | 31 | /// Assignment operator |
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| 32 | CbcHeuristicFPump & operator=(const CbcHeuristicFPump& rhs); |
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| 33 | /// Clone |
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| 34 | virtual CbcHeuristic * clone() const; |
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| 35 | /// Create C++ lines to get to current state |
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| 36 | virtual void generateCpp( FILE * fp) ; |
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[640] | 37 | |
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[1286] | 38 | /// Resets stuff if model changes |
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| 39 | virtual void resetModel(CbcModel * model); |
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[175] | 40 | |
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[1286] | 41 | /// update model (This is needed if cliques update matrix etc) |
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| 42 | virtual void setModel(CbcModel * model); |
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[175] | 43 | |
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[1286] | 44 | using CbcHeuristic::solution ; |
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| 45 | /** returns 0 if no solution, 1 if valid solution |
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| 46 | with better objective value than one passed in |
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| 47 | Sets solution values if good, sets objective value (only if good) |
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| 48 | This is called after cuts have been added - so can not add cuts. |
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| 49 | |
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| 50 | It may make sense for user to call this outside Branch and Cut to |
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| 51 | get solution. Or normally is just at root node. |
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| 52 | |
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| 53 | * new meanings for when_ - on first try then set back to 1 |
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| 54 | 11 - at end fix all integers at same bound throughout |
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| 55 | 12 - also fix all integers staying at same internal integral value throughout |
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| 56 | 13 - also fix all continuous variables staying at same bound throughout |
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| 57 | 14 - also fix all continuous variables staying at same internal value throughout |
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| 58 | 15 - as 13 but no internal integers |
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[1364] | 59 | And beyond that, it's apparently possible for the range to be between 21 |
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| 60 | and 25, in which case it's reduced on entry to solution() to be between |
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| 61 | 11 and 15 and allSlack is set to true. Then, if we're not processing |
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| 62 | general integers, we'll use an all-slack basis to solve ... what? Don't |
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| 63 | see that yet. |
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[1286] | 64 | */ |
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| 65 | virtual int solution(double & objectiveValue, |
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| 66 | double * newSolution); |
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| 67 | |
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| 68 | /// Set maximum Time (default off) - also sets starttime to current |
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| 69 | void setMaximumTime(double value); |
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| 70 | /// Get maximum Time (default 0.0 == time limit off) |
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| 71 | inline double maximumTime() const { |
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| 72 | return maximumTime_; |
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| 73 | } |
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| 74 | /// Set fake cutoff (default COIN_DBL_MAX == off) |
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| 75 | inline void setFakeCutoff(double value) { |
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| 76 | fakeCutoff_ = value; |
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| 77 | } |
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| 78 | /// Get fake cutoff (default 0.0 == off) |
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| 79 | inline double fakeCutoff() const { |
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| 80 | return fakeCutoff_; |
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| 81 | } |
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| 82 | /// Set absolute increment (default 0.0 == off) |
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| 83 | inline void setAbsoluteIncrement(double value) { |
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| 84 | absoluteIncrement_ = value; |
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| 85 | } |
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| 86 | /// Get absolute increment (default 0.0 == off) |
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| 87 | inline double absoluteIncrement() const { |
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| 88 | return absoluteIncrement_; |
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| 89 | } |
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| 90 | /// Set relative increment (default 0.0 == off) |
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| 91 | inline void setRelativeIncrement(double value) { |
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| 92 | relativeIncrement_ = value; |
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| 93 | } |
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| 94 | /// Get relative increment (default 0.0 == off) |
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| 95 | inline double relativeIncrement() const { |
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| 96 | return relativeIncrement_; |
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| 97 | } |
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| 98 | /// Set default rounding (default 0.5) |
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| 99 | inline void setDefaultRounding(double value) { |
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| 100 | defaultRounding_ = value; |
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| 101 | } |
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| 102 | /// Get default rounding (default 0.5) |
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| 103 | inline double defaultRounding() const { |
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| 104 | return defaultRounding_; |
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| 105 | } |
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| 106 | /// Set initial weight (default 0.0 == off) |
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| 107 | inline void setInitialWeight(double value) { |
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| 108 | initialWeight_ = value; |
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| 109 | } |
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| 110 | /// Get initial weight (default 0.0 == off) |
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| 111 | inline double initialWeight() const { |
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| 112 | return initialWeight_; |
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| 113 | } |
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| 114 | /// Set weight factor (default 0.1) |
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| 115 | inline void setWeightFactor(double value) { |
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| 116 | weightFactor_ = value; |
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| 117 | } |
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| 118 | /// Get weight factor (default 0.1) |
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| 119 | inline double weightFactor() const { |
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| 120 | return weightFactor_; |
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| 121 | } |
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| 122 | /// Set threshold cost for using original cost - even on continuous (default infinity) |
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| 123 | inline void setArtificialCost(double value) { |
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| 124 | artificialCost_ = value; |
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| 125 | } |
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| 126 | /// Get threshold cost for using original cost - even on continuous (default infinity) |
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| 127 | inline double artificialCost() const { |
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| 128 | return artificialCost_; |
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| 129 | } |
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| 130 | /// Get iteration to size ratio |
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| 131 | inline double iterationRatio() const { |
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| 132 | return iterationRatio_; |
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| 133 | } |
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| 134 | /// Set iteration to size ratio |
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| 135 | inline void setIterationRatio(double value) { |
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| 136 | iterationRatio_ = value; |
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| 137 | } |
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| 138 | /// Set maximum passes (default 100) |
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| 139 | inline void setMaximumPasses(int value) { |
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| 140 | maximumPasses_ = value; |
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| 141 | } |
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| 142 | /// Get maximum passes (default 100) |
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| 143 | inline int maximumPasses() const { |
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| 144 | return maximumPasses_; |
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| 145 | } |
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| 146 | /// Set maximum retries (default 1) |
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| 147 | inline void setMaximumRetries(int value) { |
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| 148 | maximumRetries_ = value; |
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| 149 | } |
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| 150 | /// Get maximum retries (default 1) |
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| 151 | inline int maximumRetries() const { |
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| 152 | return maximumRetries_; |
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| 153 | } |
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| 154 | /** Set use of multiple solutions and solves |
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| 155 | 0 - do not reuse solves, do not accumulate integer solutions for local search |
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| 156 | 1 - do not reuse solves, accumulate integer solutions for local search |
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| 157 | 2 - reuse solves, do not accumulate integer solutions for local search |
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| 158 | 3 - reuse solves, accumulate integer solutions for local search |
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| 159 | If we add 4 then use second form of problem (with extra rows and variables for general integers) |
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[1364] | 160 | At some point (date?), I added |
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| 161 | |
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| 162 | And then there are a few bit fields: |
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| 163 | 4 - something about general integers |
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| 164 | So my (lh) guess for 4 was at least in the ballpark, but I'll have to |
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| 165 | rethink 8 entirely (and it may well not mean the same thing as it did |
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| 166 | when I added that comment. |
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| 167 | 8 - determines whether we process general integers |
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| 168 | |
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| 169 | And on 090831, John added |
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| 170 | |
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| 171 | If we add 4 then use second form of problem (with extra rows and |
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| 172 | variables for general integers) |
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[1286] | 173 | If we add 8 then can run after initial cuts (if no solution) |
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| 174 | */ |
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| 175 | inline void setAccumulate(int value) { |
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| 176 | accumulate_ = value; |
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| 177 | } |
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| 178 | /// Get accumulation option |
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| 179 | inline int accumulate() const { |
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| 180 | return accumulate_; |
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| 181 | } |
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| 182 | /** Set whether to fix variables on known solution |
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| 183 | 0 - do not fix |
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| 184 | 1 - fix integers on reduced costs |
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| 185 | 2 - fix integers on reduced costs but only on entry |
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| 186 | */ |
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| 187 | inline void setFixOnReducedCosts(int value) { |
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| 188 | fixOnReducedCosts_ = value; |
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| 189 | } |
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| 190 | /// Get reduced cost option |
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| 191 | inline int fixOnReducedCosts() const { |
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| 192 | return fixOnReducedCosts_; |
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| 193 | } |
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| 194 | /** Set reduced cost multiplier |
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| 195 | 1.0 as normal |
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| 196 | <1.0 (x) - pretend gap is x* actual gap - just for fixing |
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| 197 | */ |
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| 198 | inline void setReducedCostMultiplier(double value) { |
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| 199 | reducedCostMultiplier_ = value; |
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| 200 | } |
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| 201 | /// Get reduced cost multiplier |
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| 202 | inline double reducedCostMultiplier() const { |
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| 203 | return reducedCostMultiplier_; |
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| 204 | } |
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| 205 | |
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[175] | 206 | protected: |
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[1286] | 207 | // Data |
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| 208 | /// Start time |
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| 209 | double startTime_; |
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| 210 | /// Maximum Cpu seconds |
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| 211 | double maximumTime_; |
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| 212 | /** Fake cutoff value. |
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| 213 | If set then better of real cutoff and this used to add a constraint |
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| 214 | */ |
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| 215 | double fakeCutoff_; |
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| 216 | /// If positive carry on after solution expecting gain of at least this |
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| 217 | double absoluteIncrement_; |
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| 218 | /// If positive carry on after solution expecting gain of at least this times objective |
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| 219 | double relativeIncrement_; |
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| 220 | /// Default is round up if > this |
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| 221 | double defaultRounding_; |
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| 222 | /// Initial weight for true objective |
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| 223 | double initialWeight_; |
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| 224 | /// Factor for decreasing weight |
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| 225 | double weightFactor_; |
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| 226 | /// Threshold cost for using original cost - even on continuous |
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| 227 | double artificialCost_; |
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| 228 | /** If iterationRatio >0 use instead of maximumPasses_ |
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| 229 | test is iterations > ratio*(2*nrow+ncol) */ |
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| 230 | double iterationRatio_; |
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| 231 | /** Reduced cost multiplier |
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| 232 | 1.0 as normal |
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| 233 | <1.0 (x) - pretend gap is x* actual gap - just for fixing |
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| 234 | */ |
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| 235 | double reducedCostMultiplier_; |
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| 236 | /// Maximum number of passes |
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| 237 | int maximumPasses_; |
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| 238 | /** Maximum number of retries if we find a solution. |
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| 239 | If negative we clean out used array |
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| 240 | */ |
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| 241 | int maximumRetries_; |
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| 242 | /** Set use of multiple solutions and solves |
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| 243 | 0 - do not reuse solves, do not accumulate integer solutions for local search |
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| 244 | 1 - do not reuse solves, accumulate integer solutions for local search |
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| 245 | 2 - reuse solves, do not accumulate integer solutions for local search |
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| 246 | 3 - reuse solves, accumulate integer solutions for local search |
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| 247 | If we add 4 then use second form of problem (with extra rows and variables for general integers) |
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| 248 | If we do not accumulate solutions then no mini branch and bounds will be done |
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| 249 | reuse - refers to initial solve after adding in new "cut" |
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| 250 | If we add 8 then can run after initial cuts (if no solution) |
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| 251 | */ |
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| 252 | int accumulate_; |
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| 253 | /** Set whether to fix variables on known solution |
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| 254 | 0 - do not fix |
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| 255 | 1 - fix integers on reduced costs |
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| 256 | 2 - fix integers on reduced costs but only on entry |
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| 257 | */ |
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| 258 | int fixOnReducedCosts_; |
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| 259 | /// If true round to expensive |
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| 260 | bool roundExpensive_; |
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[175] | 261 | |
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| 262 | private: |
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[1286] | 263 | /** Rounds solution - down if < downValue |
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| 264 | If roundExpensive then always to more expnsive. |
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| 265 | returns 0 if current is solution |
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| 266 | */ |
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| 267 | int rounds(OsiSolverInterface * solver, double * solution, |
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| 268 | /*const double * objective, */ |
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| 269 | int numberIntegers, const int * integerVariable, |
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| 270 | /*char * pumpPrint,*/int passNumber, |
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| 271 | /*bool roundExpensive=false,*/ |
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| 272 | double downValue = 0.5, int *flip = 0); |
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| 273 | /* note for eagle eyed readers. |
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| 274 | when_ can now be exotic - |
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| 275 | <=10 normal |
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| 276 | */ |
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[175] | 277 | }; |
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| 278 | |
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[1088] | 279 | # ifdef COIN_HAS_CLP |
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[1286] | 280 | |
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[1088] | 281 | class CbcDisasterHandler : public OsiClpDisasterHandler { |
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| 282 | public: |
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[1286] | 283 | /**@name Virtual methods that the derived classe should provide. |
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| 284 | */ |
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| 285 | //@{ |
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[1393] | 286 | #ifdef JJF_ZERO |
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[1286] | 287 | /// Into simplex |
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| 288 | virtual void intoSimplex(); |
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| 289 | /// Checks if disaster |
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| 290 | virtual bool check() const ; |
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| 291 | /// saves information for next attempt |
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| 292 | virtual void saveInfo(); |
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[1088] | 293 | #endif |
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[1286] | 294 | /// Type of disaster 0 can fix, 1 abort |
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| 295 | virtual int typeOfDisaster(); |
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| 296 | //@} |
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[175] | 297 | |
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[1088] | 298 | |
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[1286] | 299 | /**@name Constructors, destructor */ |
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[1088] | 300 | |
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[1286] | 301 | //@{ |
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| 302 | /** Default constructor. */ |
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| 303 | CbcDisasterHandler(CbcModel * model = NULL); |
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| 304 | /** Destructor */ |
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| 305 | virtual ~CbcDisasterHandler(); |
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| 306 | // Copy |
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| 307 | CbcDisasterHandler(const CbcDisasterHandler&); |
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| 308 | // Assignment |
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| 309 | CbcDisasterHandler& operator=(const CbcDisasterHandler&); |
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| 310 | /// Clone |
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| 311 | virtual ClpDisasterHandler * clone() const; |
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| 312 | |
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| 313 | //@} |
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| 314 | |
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| 315 | /**@name Sets/gets */ |
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| 316 | |
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| 317 | //@{ |
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| 318 | /** set model. */ |
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| 319 | void setCbcModel(CbcModel * model); |
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| 320 | /// Get model |
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| 321 | inline CbcModel * cbcModel() const { |
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| 322 | return cbcModel_; |
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| 323 | } |
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| 324 | |
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| 325 | //@} |
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| 326 | |
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| 327 | |
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[1088] | 328 | protected: |
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[1286] | 329 | /**@name Data members |
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| 330 | The data members are protected to allow access for derived classes. */ |
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| 331 | //@{ |
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| 332 | /// Pointer to model |
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| 333 | CbcModel * cbcModel_; |
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| 334 | |
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| 335 | //@} |
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[1088] | 336 | }; |
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[175] | 337 | #endif |
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[1088] | 338 | |
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| 339 | #endif |
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[1432] | 340 | |
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