1 | /* $Id: CbcHeuristicRINS.cpp 2280 2016-06-14 14:39:54Z forrest $ */ |
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2 | // Copyright (C) 2006, 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 | #include <cassert> |
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11 | #include <cstdlib> |
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12 | #include <cmath> |
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13 | #include <cfloat> |
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14 | |
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15 | #include "OsiSolverInterface.hpp" |
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16 | #include "CbcModel.hpp" |
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17 | #include "CbcMessage.hpp" |
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18 | #include "CbcHeuristicRINS.hpp" |
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19 | #include "CbcBranchActual.hpp" |
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20 | #include "CbcStrategy.hpp" |
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21 | #include "CglPreProcess.hpp" |
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22 | |
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23 | // Default Constructor |
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24 | CbcHeuristicRINS::CbcHeuristicRINS() |
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25 | : CbcHeuristic() |
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26 | { |
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27 | numberSolutions_ = 0; |
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28 | numberSuccesses_ = 0; |
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29 | numberTries_ = 0; |
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30 | stateOfFixing_ = 0; |
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31 | shallowDepth_ = 0; |
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32 | lastNode_ = -999999; |
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33 | howOften_ = 100; |
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34 | decayFactor_ = 0.5; |
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35 | used_ = NULL; |
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36 | whereFrom_ = 1 + 8 + 16 + 255 * 256; |
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37 | whereFrom_ = 1 + 8 + 255 * 256; |
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38 | } |
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39 | |
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40 | // Constructor with model - assumed before cuts |
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41 | |
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42 | CbcHeuristicRINS::CbcHeuristicRINS(CbcModel & model) |
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43 | : CbcHeuristic(model) |
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44 | { |
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45 | numberSolutions_ = 0; |
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46 | numberSuccesses_ = 0; |
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47 | numberTries_ = 0; |
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48 | stateOfFixing_ = 0; |
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49 | shallowDepth_ = 0; |
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50 | lastNode_ = -999999; |
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51 | howOften_ = 100; |
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52 | decayFactor_ = 0.5; |
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53 | assert(model.solver()); |
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54 | int numberColumns = model.solver()->getNumCols(); |
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55 | used_ = new char[numberColumns]; |
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56 | memset(used_, 0, numberColumns); |
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57 | whereFrom_ = 1 + 8 + 16 + 255 * 256; |
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58 | whereFrom_ = 1 + 8 + 255 * 256; |
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59 | } |
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60 | |
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61 | // Destructor |
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62 | CbcHeuristicRINS::~CbcHeuristicRINS () |
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63 | { |
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64 | delete [] used_; |
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65 | } |
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66 | |
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67 | // Clone |
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68 | CbcHeuristic * |
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69 | CbcHeuristicRINS::clone() const |
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70 | { |
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71 | return new CbcHeuristicRINS(*this); |
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72 | } |
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73 | |
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74 | // Assignment operator |
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75 | CbcHeuristicRINS & |
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76 | CbcHeuristicRINS::operator=( const CbcHeuristicRINS & rhs) |
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77 | { |
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78 | if (this != &rhs) { |
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79 | CbcHeuristic::operator=(rhs); |
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80 | numberSolutions_ = rhs.numberSolutions_; |
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81 | howOften_ = rhs.howOften_; |
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82 | numberSuccesses_ = rhs.numberSuccesses_; |
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83 | numberTries_ = rhs.numberTries_; |
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84 | stateOfFixing_ = rhs.stateOfFixing_; |
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85 | lastNode_ = rhs.lastNode_; |
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86 | delete [] used_; |
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87 | if (model_ && rhs.used_) { |
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88 | int numberColumns = model_->solver()->getNumCols(); |
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89 | used_ = new char[numberColumns]; |
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90 | memcpy(used_, rhs.used_, numberColumns); |
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91 | } else { |
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92 | used_ = NULL; |
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93 | } |
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94 | } |
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95 | return *this; |
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96 | } |
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97 | |
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98 | // Create C++ lines to get to current state |
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99 | void |
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100 | CbcHeuristicRINS::generateCpp( FILE * fp) |
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101 | { |
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102 | CbcHeuristicRINS other; |
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103 | fprintf(fp, "0#include \"CbcHeuristicRINS.hpp\"\n"); |
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104 | fprintf(fp, "3 CbcHeuristicRINS heuristicRINS(*cbcModel);\n"); |
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105 | CbcHeuristic::generateCpp(fp, "heuristicRINS"); |
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106 | if (howOften_ != other.howOften_) |
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107 | fprintf(fp, "3 heuristicRINS.setHowOften(%d);\n", howOften_); |
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108 | else |
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109 | fprintf(fp, "4 heuristicRINS.setHowOften(%d);\n", howOften_); |
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110 | fprintf(fp, "3 cbcModel->addHeuristic(&heuristicRINS);\n"); |
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111 | } |
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112 | |
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113 | // Copy constructor |
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114 | CbcHeuristicRINS::CbcHeuristicRINS(const CbcHeuristicRINS & rhs) |
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115 | : |
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116 | CbcHeuristic(rhs), |
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117 | numberSolutions_(rhs.numberSolutions_), |
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118 | howOften_(rhs.howOften_), |
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119 | numberSuccesses_(rhs.numberSuccesses_), |
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120 | numberTries_(rhs.numberTries_), |
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121 | stateOfFixing_(rhs.stateOfFixing_), |
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122 | lastNode_(rhs.lastNode_) |
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123 | { |
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124 | if (model_ && rhs.used_) { |
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125 | int numberColumns = model_->solver()->getNumCols(); |
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126 | used_ = new char[numberColumns]; |
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127 | memcpy(used_, rhs.used_, numberColumns); |
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128 | } else { |
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129 | used_ = NULL; |
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130 | } |
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131 | } |
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132 | // Resets stuff if model changes |
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133 | void |
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134 | CbcHeuristicRINS::resetModel(CbcModel * /*model*/) |
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135 | { |
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136 | //CbcHeuristic::resetModel(model); |
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137 | delete [] used_; |
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138 | stateOfFixing_ = 0; |
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139 | if (model_ && used_) { |
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140 | int numberColumns = model_->solver()->getNumCols(); |
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141 | used_ = new char[numberColumns]; |
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142 | memset(used_, 0, numberColumns); |
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143 | } else { |
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144 | used_ = NULL; |
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145 | } |
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146 | } |
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147 | /* |
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148 | First tries setting a variable to better value. If feasible then |
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149 | tries setting others. If not feasible then tries swaps |
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150 | Returns 1 if solution, 0 if not */ |
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151 | int |
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152 | CbcHeuristicRINS::solution(double & solutionValue, |
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153 | double * betterSolution) |
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154 | { |
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155 | numCouldRun_++; |
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156 | int returnCode = 0; |
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157 | const double * bestSolution = model_->bestSolution(); |
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158 | if (!bestSolution) |
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159 | return 0; // No solution found yet |
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160 | #ifdef HEURISTIC_INFORM |
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161 | printf("Entering heuristic %s - nRuns %d numCould %d when %d\n", |
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162 | heuristicName(),numRuns_,numCouldRun_,when_); |
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163 | #endif |
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164 | if (numberSolutions_ < model_->getSolutionCount()) { |
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165 | // new solution - add info |
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166 | numberSolutions_ = model_->getSolutionCount(); |
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167 | |
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168 | OsiSolverInterface * solver = model_->solver(); |
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169 | int numberIntegers = model_->numberIntegers(); |
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170 | const int * integerVariable = model_->integerVariable(); |
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171 | |
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172 | int i; |
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173 | for (i = 0; i < numberIntegers; i++) { |
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174 | int iColumn = integerVariable[i]; |
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175 | if (!isHeuristicInteger(solver,iColumn)) |
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176 | continue; |
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177 | const OsiObject * object = model_->object(i); |
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178 | // get original bounds |
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179 | double originalLower; |
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180 | double originalUpper; |
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181 | getIntegerInformation( object, originalLower, originalUpper); |
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182 | double value = bestSolution[iColumn]; |
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183 | if (value < originalLower) { |
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184 | value = originalLower; |
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185 | } else if (value > originalUpper) { |
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186 | value = originalUpper; |
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187 | } |
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188 | double nearest = floor(value + 0.5); |
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189 | // if away from lower bound mark that fact |
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190 | if (nearest > originalLower) { |
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191 | used_[iColumn] = 1; |
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192 | } |
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193 | } |
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194 | } |
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195 | int numberNodes = model_->getNodeCount(); |
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196 | if (howOften_ == 100) { |
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197 | if (numberNodes < lastNode_ + 12) |
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198 | return 0; |
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199 | // Do at 50 and 100 |
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200 | if ((numberNodes > 40 && numberNodes <= 50) || (numberNodes > 90 && numberNodes < 100)) |
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201 | numberNodes = howOften_; |
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202 | } |
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203 | // Allow for infeasible nodes - so do anyway after a bit |
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204 | if (howOften_ >= 100 && numberNodes >= lastNode_ + 2*howOften_) { |
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205 | numberNodes = howOften_; |
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206 | } |
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207 | if ((numberNodes % howOften_) == 0 && (model_->getCurrentPassNumber() <= 1 || |
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208 | model_->getCurrentPassNumber() == 999999)) { |
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209 | lastNode_ = model_->getNodeCount(); |
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210 | OsiSolverInterface * solver = model_->solver(); |
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211 | |
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212 | int numberIntegers = model_->numberIntegers(); |
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213 | const int * integerVariable = model_->integerVariable(); |
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214 | |
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215 | const double * currentSolution = solver->getColSolution(); |
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216 | const int * used = model_->usedInSolution(); |
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217 | OsiSolverInterface * newSolver = cloneBut(3); // was model_->continuousSolver()->clone(); |
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218 | int numberColumns = newSolver->getNumCols(); |
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219 | int numberContinuous = numberColumns - numberIntegers; |
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220 | |
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221 | double primalTolerance; |
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222 | solver->getDblParam(OsiPrimalTolerance, primalTolerance); |
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223 | |
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224 | int i; |
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225 | int nFix = 0; |
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226 | for (i = 0; i < numberIntegers; i++) { |
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227 | int iColumn = integerVariable[i]; |
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228 | if (!isHeuristicInteger(solver,iColumn)) |
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229 | continue; |
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230 | const OsiObject * object = model_->object(i); |
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231 | // get original bounds |
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232 | double originalLower; |
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233 | double originalUpper; |
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234 | getIntegerInformation( object, originalLower, originalUpper); |
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235 | double valueInt = bestSolution[iColumn]; |
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236 | if (valueInt < originalLower) { |
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237 | valueInt = originalLower; |
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238 | } else if (valueInt > originalUpper) { |
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239 | valueInt = originalUpper; |
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240 | } |
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241 | if (fabs(currentSolution[iColumn] - valueInt) < 10.0*primalTolerance) { |
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242 | double nearest = floor(valueInt + 0.5); |
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243 | /* |
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244 | shallowDepth_ |
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245 | 0 - normal |
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246 | 1 - only fix if at lb |
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247 | 2 - only fix if not at lb |
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248 | 3 - only fix if at lb and !used |
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249 | */ |
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250 | bool fix=false; |
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251 | switch (shallowDepth_) { |
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252 | case 0: |
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253 | fix = true; |
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254 | break; |
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255 | case 1: |
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256 | if (nearest==originalLower) |
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257 | fix = true; |
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258 | break; |
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259 | case 2: |
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260 | if (nearest!=originalLower) |
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261 | fix = true; |
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262 | break; |
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263 | case 3: |
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264 | if (nearest==originalLower && !used[iColumn]) |
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265 | fix = true; |
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266 | break; |
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267 | } |
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268 | if (fix) { |
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269 | newSolver->setColLower(iColumn, nearest); |
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270 | newSolver->setColUpper(iColumn, nearest); |
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271 | nFix++; |
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272 | } |
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273 | } |
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274 | } |
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275 | int divisor = 0; |
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276 | if (5*nFix > numberIntegers) { |
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277 | if (numberContinuous > 2*numberIntegers && ((nFix*10 < numberColumns && |
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278 | !numRuns_ && numberTries_ > 2) || |
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279 | stateOfFixing_)) { |
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280 | #define RINS_FIX_CONTINUOUS |
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281 | #ifdef RINS_FIX_CONTINUOUS |
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282 | const double * colLower = newSolver->getColLower(); |
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283 | //const double * colUpper = newSolver->getColUpper(); |
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284 | int nAtLb = 0; |
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285 | //double sumDj=0.0; |
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286 | const double * dj = newSolver->getReducedCost(); |
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287 | double direction = newSolver->getObjSense(); |
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288 | for (int iColumn = 0; iColumn < numberColumns; iColumn++) { |
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289 | if (!isHeuristicInteger(newSolver,iColumn)) { |
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290 | double value = bestSolution[iColumn]; |
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291 | if (value < colLower[iColumn] + 1.0e-8) { |
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292 | //double djValue = dj[iColumn]*direction; |
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293 | nAtLb++; |
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294 | //sumDj += djValue; |
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295 | } |
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296 | } |
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297 | } |
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298 | if (nAtLb) { |
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299 | // fix some continuous |
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300 | double * sort = new double[nAtLb]; |
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301 | int * which = new int [nAtLb]; |
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302 | //double threshold = CoinMax((0.01*sumDj)/static_cast<double>(nAtLb),1.0e-6); |
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303 | int nFix2 = 0; |
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304 | for (int iColumn = 0; iColumn < numberColumns; iColumn++) { |
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305 | if (!isHeuristicInteger(newSolver,iColumn)) { |
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306 | double value = bestSolution[iColumn]; |
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307 | if (value < colLower[iColumn] + 1.0e-8) { |
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308 | double djValue = dj[iColumn] * direction; |
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309 | if (djValue > 1.0e-6) { |
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310 | sort[nFix2] = -djValue; |
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311 | which[nFix2++] = iColumn; |
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312 | } |
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313 | } |
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314 | } |
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315 | } |
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316 | CoinSort_2(sort, sort + nFix2, which); |
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317 | divisor = 4; |
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318 | if (stateOfFixing_ > 0) |
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319 | divisor = stateOfFixing_; |
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320 | else if (stateOfFixing_ < -1) |
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321 | divisor = (-stateOfFixing_) - 1; |
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322 | nFix2 = CoinMin(nFix2, (numberColumns - nFix) / divisor); |
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323 | for (int i = 0; i < nFix2; i++) { |
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324 | int iColumn = which[i]; |
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325 | newSolver->setColUpper(iColumn, colLower[iColumn]); |
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326 | } |
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327 | delete [] sort; |
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328 | delete [] which; |
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329 | #ifdef CLP_INVESTIGATE2 |
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330 | printf("%d integers have same value, and %d continuous fixed at lb\n", |
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331 | nFix, nFix2); |
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332 | #endif |
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333 | } |
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334 | #endif |
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335 | } |
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336 | if (solutionValue==-COIN_DBL_MAX) { |
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337 | // return fixings in betterSolution |
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338 | const double * colLower = newSolver->getColLower(); |
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339 | const double * colUpper = newSolver->getColUpper(); |
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340 | for (int iColumn = 0; iColumn < numberColumns; iColumn++) { |
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341 | if (colLower[iColumn]==colUpper[iColumn]) |
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342 | betterSolution[iColumn]=colLower[iColumn]; |
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343 | else |
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344 | betterSolution[iColumn]=COIN_DBL_MAX; |
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345 | } |
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346 | delete newSolver; |
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347 | return 0; |
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348 | } |
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349 | //printf("RINS %d integers have same value\n",nFix); |
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350 | returnCode = smallBranchAndBound(newSolver, numberNodes_, betterSolution, solutionValue, |
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351 | model_->getCutoff(), "CbcHeuristicRINS"); |
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352 | if (returnCode < 0) { |
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353 | returnCode = 0; // returned on size |
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354 | if (divisor) { |
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355 | stateOfFixing_ = - divisor; // say failed |
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356 | } else if (numberContinuous > 2*numberIntegers && |
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357 | !numRuns_ && numberTries_ > 2) { |
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358 | stateOfFixing_ = -4; //start fixing |
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359 | } |
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360 | } else { |
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361 | numRuns_++; |
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362 | if (divisor) |
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363 | stateOfFixing_ = divisor; // say small enough |
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364 | } |
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365 | if ((returnCode&1) != 0) |
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366 | numberSuccesses_++; |
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367 | //printf("return code %d",returnCode); |
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368 | if ((returnCode&2) != 0) { |
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369 | // could add cut |
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370 | returnCode &= ~2; |
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371 | //printf("could add cut with %d elements (if all 0-1)\n",nFix); |
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372 | } else { |
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373 | //printf("\n"); |
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374 | } |
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375 | } |
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376 | |
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377 | numberTries_++; |
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378 | if ((numberTries_ % 10) == 0 && numberSuccesses_*3 < numberTries_) |
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379 | howOften_ += static_cast<int> (howOften_ * decayFactor_); |
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380 | delete newSolver; |
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381 | } |
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382 | return returnCode; |
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383 | } |
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384 | // update model |
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385 | void CbcHeuristicRINS::setModel(CbcModel * model) |
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386 | { |
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387 | model_ = model; |
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388 | // Get a copy of original matrix |
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389 | assert(model_->solver()); |
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390 | delete [] used_; |
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391 | int numberColumns = model->solver()->getNumCols(); |
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392 | used_ = new char[numberColumns]; |
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393 | memset(used_, 0, numberColumns); |
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394 | } |
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395 | |
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396 | |
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397 | |
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