1 | // Copyright (C) 2002, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | #if defined(_MSC_VER) |
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4 | // Turn off compiler warning about long names |
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5 | # pragma warning(disable:4786) |
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6 | #endif |
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7 | |
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8 | #include "CbcConfig.h" |
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9 | |
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10 | #include <string> |
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11 | //#define CBC_DEBUG 1 |
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12 | //#define CHECK_CUT_COUNTS |
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13 | //#define CHECK_NODE |
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14 | //#define CBC_CHECK_BASIS |
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15 | #define CBC_WEAK_STRONG |
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16 | #include <cassert> |
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17 | #include <cfloat> |
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18 | #define CUTS |
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19 | #include "OsiSolverInterface.hpp" |
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20 | #include "OsiChooseVariable.hpp" |
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21 | #include "OsiAuxInfo.hpp" |
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22 | #include "OsiSolverBranch.hpp" |
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23 | #include "CoinWarmStartBasis.hpp" |
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24 | #include "CoinTime.hpp" |
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25 | #include "CbcModel.hpp" |
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26 | #include "CbcNode.hpp" |
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27 | #include "CbcStatistics.hpp" |
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28 | #include "CbcStrategy.hpp" |
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29 | #include "CbcBranchActual.hpp" |
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30 | #include "CbcBranchDynamic.hpp" |
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31 | #include "OsiRowCut.hpp" |
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32 | #include "OsiRowCutDebugger.hpp" |
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33 | #include "OsiCuts.hpp" |
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34 | #include "CbcCountRowCut.hpp" |
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35 | #include "CbcFeasibilityBase.hpp" |
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36 | #include "CbcMessage.hpp" |
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37 | #ifdef COIN_HAS_CLP |
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38 | #include "OsiClpSolverInterface.hpp" |
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39 | #include "ClpSimplexOther.hpp" |
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40 | #endif |
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41 | using namespace std; |
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42 | #include "CglCutGenerator.hpp" |
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43 | // Default Constructor |
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44 | CbcNodeInfo::CbcNodeInfo () |
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45 | : |
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46 | numberPointingToThis_(0), |
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47 | parent_(NULL), |
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48 | owner_(NULL), |
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49 | numberCuts_(0), |
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50 | nodeNumber_(0), |
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51 | cuts_(NULL), |
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52 | numberRows_(0), |
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53 | numberBranchesLeft_(0), |
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54 | active_(7) |
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55 | { |
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56 | #ifdef CHECK_NODE |
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57 | printf("CbcNodeInfo %x Constructor\n",this); |
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58 | #endif |
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59 | } |
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60 | // Constructor given parent |
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61 | CbcNodeInfo::CbcNodeInfo (CbcNodeInfo * parent) |
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62 | : |
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63 | numberPointingToThis_(2), |
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64 | parent_(parent), |
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65 | owner_(NULL), |
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66 | numberCuts_(0), |
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67 | nodeNumber_(0), |
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68 | cuts_(NULL), |
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69 | numberRows_(0), |
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70 | numberBranchesLeft_(2), |
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71 | active_(7) |
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72 | { |
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73 | #ifdef CHECK_NODE |
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74 | printf("CbcNodeInfo %x Constructor from parent %x\n",this,parent_); |
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75 | #endif |
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76 | if (parent_) { |
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77 | numberRows_ = parent_->numberRows_+parent_->numberCuts_; |
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78 | //parent_->increment(); |
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79 | } |
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80 | } |
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81 | // Copy Constructor |
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82 | CbcNodeInfo::CbcNodeInfo (const CbcNodeInfo & rhs) |
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83 | : |
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84 | numberPointingToThis_(rhs.numberPointingToThis_), |
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85 | parent_(rhs.parent_), |
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86 | owner_(rhs.owner_), |
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87 | numberCuts_(rhs.numberCuts_), |
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88 | nodeNumber_(rhs.nodeNumber_), |
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89 | cuts_(NULL), |
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90 | numberRows_(rhs.numberRows_), |
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91 | numberBranchesLeft_(rhs.numberBranchesLeft_), |
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92 | active_(rhs.active_) |
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93 | { |
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94 | #ifdef CHECK_NODE |
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95 | printf("CbcNodeInfo %x Copy constructor\n",this); |
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96 | #endif |
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97 | if (numberCuts_) { |
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98 | cuts_ = new CbcCountRowCut * [numberCuts_]; |
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99 | int n=0; |
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100 | for (int i=0;i<numberCuts_;i++) { |
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101 | CbcCountRowCut * thisCut = rhs.cuts_[i]; |
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102 | if (thisCut) { |
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103 | // I think this is correct - new one should take priority |
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104 | thisCut->setInfo(this,n); |
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105 | thisCut->increment(numberBranchesLeft_); |
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106 | cuts_[n++] = thisCut; |
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107 | } |
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108 | } |
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109 | numberCuts_=n; |
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110 | } |
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111 | } |
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112 | // Constructor given parent and owner |
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113 | CbcNodeInfo::CbcNodeInfo (CbcNodeInfo * parent, CbcNode * owner) |
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114 | : |
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115 | numberPointingToThis_(2), |
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116 | parent_(parent), |
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117 | owner_(owner), |
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118 | numberCuts_(0), |
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119 | nodeNumber_(0), |
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120 | cuts_(NULL), |
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121 | numberRows_(0), |
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122 | numberBranchesLeft_(2), |
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123 | active_(7) |
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124 | { |
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125 | #ifdef CHECK_NODE |
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126 | printf("CbcNodeInfo %x Constructor from parent %x\n",this,parent_); |
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127 | #endif |
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128 | if (parent_) { |
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129 | numberRows_ = parent_->numberRows_+parent_->numberCuts_; |
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130 | } |
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131 | } |
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132 | |
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133 | /** |
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134 | Take care to detach from the owning CbcNode and decrement the reference |
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135 | count in the parent. If this is the last nodeInfo object pointing to the |
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136 | parent, make a recursive call to delete the parent. |
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137 | */ |
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138 | CbcNodeInfo::~CbcNodeInfo() |
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139 | { |
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140 | #ifdef CHECK_NODE |
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141 | printf("CbcNodeInfo %x Destructor parent %x\n",this,parent_); |
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142 | #endif |
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143 | |
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144 | assert(!numberPointingToThis_); |
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145 | // But there may be some left (max nodes?) |
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146 | for (int i=0;i<numberCuts_;i++) { |
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147 | if (cuts_[i]) { |
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148 | #ifndef GLOBAL_CUTS_JUST_POINTERS |
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149 | delete cuts_[i]; |
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150 | #else |
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151 | if (cuts_[i]->globallyValidAsInteger()!=2) |
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152 | delete cuts_[i]; |
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153 | #endif |
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154 | } |
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155 | } |
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156 | delete [] cuts_; |
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157 | if (owner_) |
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158 | owner_->nullNodeInfo(); |
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159 | if (parent_) { |
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160 | int numberLinks = parent_->decrement(); |
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161 | if (!numberLinks) delete parent_; |
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162 | } |
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163 | } |
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164 | |
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165 | |
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166 | //#define ALLCUTS |
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167 | void |
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168 | CbcNodeInfo::decrementCuts(int change) |
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169 | { |
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170 | int i; |
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171 | // get rid of all remaining if negative |
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172 | int changeThis; |
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173 | if (change<0) |
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174 | changeThis = numberBranchesLeft_; |
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175 | else |
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176 | changeThis = change; |
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177 | // decrement cut counts |
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178 | for (i=0;i<numberCuts_;i++) { |
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179 | if (cuts_[i]) { |
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180 | int number = cuts_[i]->decrement(changeThis); |
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181 | if (!number) { |
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182 | //printf("info %x del cut %d %x\n",this,i,cuts_[i]); |
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183 | #ifndef GLOBAL_CUTS_JUST_POINTERS |
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184 | delete cuts_[i]; |
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185 | #else |
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186 | if (cuts_[i]->globallyValidAsInteger()!=2) |
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187 | delete cuts_[i]; |
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188 | #endif |
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189 | cuts_[i]=NULL; |
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190 | } |
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191 | } |
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192 | } |
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193 | } |
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194 | void |
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195 | CbcNodeInfo::incrementCuts(int change) |
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196 | { |
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197 | int i; |
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198 | assert (change>0); |
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199 | // increment cut counts |
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200 | for (i=0;i<numberCuts_;i++) { |
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201 | if (cuts_[i]) |
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202 | cuts_[i]->increment(change); |
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203 | } |
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204 | } |
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205 | void |
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206 | CbcNodeInfo::decrementParentCuts(int change) |
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207 | { |
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208 | if (parent_) { |
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209 | // get rid of all remaining if negative |
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210 | int changeThis; |
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211 | if (change<0) |
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212 | changeThis = numberBranchesLeft_; |
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213 | else |
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214 | changeThis = change; |
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215 | int i; |
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216 | // Get over-estimate of space needed for basis |
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217 | CoinWarmStartBasis dummy; |
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218 | dummy.setSize(0,numberRows_+numberCuts_); |
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219 | buildRowBasis(dummy); |
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220 | /* everything is zero (i.e. free) so we can use to see |
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221 | if latest basis */ |
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222 | CbcNodeInfo * thisInfo = parent_; |
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223 | while (thisInfo) |
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224 | thisInfo = thisInfo->buildRowBasis(dummy); |
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225 | // decrement cut counts |
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226 | thisInfo = parent_; |
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227 | int numberRows=numberRows_; |
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228 | while (thisInfo) { |
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229 | for (i=thisInfo->numberCuts_-1;i>=0;i--) { |
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230 | CoinWarmStartBasis::Status status = dummy.getArtifStatus(--numberRows); |
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231 | #ifdef ALLCUTS |
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232 | status = CoinWarmStartBasis::isFree; |
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233 | #endif |
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234 | if (thisInfo->cuts_[i]) { |
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235 | int number=1; |
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236 | if (status!=CoinWarmStartBasis::basic) { |
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237 | // tight - drop 1 or 2 |
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238 | if (change<0) |
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239 | number = thisInfo->cuts_[i]->decrement(changeThis); |
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240 | else |
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241 | number = thisInfo->cuts_[i]->decrement(change); |
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242 | } |
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243 | if (!number) { |
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244 | #ifndef GLOBAL_CUTS_JUST_POINTERS |
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245 | delete thisInfo->cuts_[i]; |
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246 | #else |
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247 | if (thisInfo->cuts_[i]->globallyValidAsInteger()!=2) |
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248 | delete thisInfo->cuts_[i]; |
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249 | #endif |
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250 | thisInfo->cuts_[i]=NULL; |
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251 | } |
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252 | } |
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253 | } |
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254 | thisInfo = thisInfo->parent_; |
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255 | } |
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256 | } |
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257 | } |
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258 | |
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259 | void |
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260 | CbcNodeInfo::incrementParentCuts(int change) |
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261 | { |
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262 | if (parent_) { |
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263 | int i; |
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264 | // Get over-estimate of space needed for basis |
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265 | CoinWarmStartBasis dummy; |
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266 | dummy.setSize(0,numberRows_+numberCuts_); |
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267 | /* everything is zero (i.e. free) so we can use to see |
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268 | if latest basis */ |
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269 | buildRowBasis(dummy); |
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270 | CbcNodeInfo * thisInfo = parent_; |
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271 | while (thisInfo) |
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272 | thisInfo = thisInfo->buildRowBasis(dummy); |
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273 | // increment cut counts |
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274 | thisInfo = parent_; |
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275 | int numberRows=numberRows_; |
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276 | while (thisInfo) { |
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277 | for (i=thisInfo->numberCuts_-1;i>=0;i--) { |
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278 | CoinWarmStartBasis::Status status = dummy.getArtifStatus(--numberRows); |
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279 | #ifdef ALLCUTS |
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280 | status = CoinWarmStartBasis::isFree; |
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281 | #endif |
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282 | if (thisInfo->cuts_[i]&&status!=CoinWarmStartBasis::basic) { |
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283 | thisInfo->cuts_[i]->increment(change); |
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284 | } |
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285 | } |
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286 | thisInfo = thisInfo->parent_; |
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287 | } |
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288 | } |
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289 | } |
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290 | |
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291 | /* |
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292 | Append cuts to the cuts_ array in a nodeInfo. The initial reference count |
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293 | is set to numberToBranchOn, which will normally be the number of arms |
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294 | defined for the CbcBranchingObject attached to the CbcNode that owns this |
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295 | CbcNodeInfo. |
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296 | */ |
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297 | void |
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298 | CbcNodeInfo::addCuts (OsiCuts & cuts, int numberToBranchOn, |
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299 | int * whichGenerator) |
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300 | { |
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301 | int numberCuts = cuts.sizeRowCuts(); |
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302 | if (numberCuts) { |
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303 | int i; |
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304 | if (!numberCuts_) { |
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305 | cuts_ = new CbcCountRowCut * [numberCuts]; |
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306 | } else { |
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307 | CbcCountRowCut ** temp = new CbcCountRowCut * [numberCuts+numberCuts_]; |
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308 | memcpy(temp,cuts_,numberCuts_*sizeof(CbcCountRowCut *)); |
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309 | delete [] cuts_; |
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310 | cuts_ = temp; |
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311 | } |
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312 | for (i=0;i<numberCuts;i++) { |
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313 | CbcCountRowCut * thisCut = new CbcCountRowCut(*cuts.rowCutPtr(i), |
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314 | this,numberCuts_); |
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315 | thisCut->increment(numberToBranchOn); |
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316 | cuts_[numberCuts_++] = thisCut; |
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317 | #ifdef CBC_DEBUG |
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318 | #if CBC_DEBUG>1 |
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319 | int n=thisCut->row().getNumElements(); |
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320 | printf("Cut %d has %d entries, rhs %g %g =>",i,n,thisCut->lb(), |
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321 | thisCut->ub()); |
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322 | int j; |
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323 | const int * index = thisCut->row().getIndices(); |
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324 | const double * element = thisCut->row().getElements(); |
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325 | for (j=0;j<n;j++) { |
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326 | printf(" (%d,%g)",index[j],element[j]); |
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327 | assert(fabs(element[j])>1.00e-12); |
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328 | } |
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329 | printf("\n"); |
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330 | #else |
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331 | int n=thisCut->row().getNumElements(); |
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332 | int j; |
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333 | const double * element = thisCut->row().getElements(); |
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334 | for (j=0;j<n;j++) { |
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335 | assert(fabs(element[j])>1.00e-12); |
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336 | } |
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337 | #endif |
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338 | #endif |
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339 | } |
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340 | } |
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341 | } |
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342 | |
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343 | void |
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344 | CbcNodeInfo::addCuts(int numberCuts, CbcCountRowCut ** cut, |
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345 | int numberToBranchOn) |
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346 | { |
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347 | if (numberCuts) { |
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348 | int i; |
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349 | if (!numberCuts_) { |
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350 | cuts_ = new CbcCountRowCut * [numberCuts]; |
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351 | } else { |
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352 | CbcCountRowCut ** temp = new CbcCountRowCut * [numberCuts+numberCuts_]; |
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353 | memcpy(temp,cuts_,numberCuts_*sizeof(CbcCountRowCut *)); |
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354 | delete [] cuts_; |
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355 | cuts_ = temp; |
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356 | } |
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357 | for (i=0;i<numberCuts;i++) { |
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358 | CbcCountRowCut * thisCut = cut[i]; |
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359 | thisCut->setInfo(this,numberCuts_); |
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360 | //printf("info %x cut %d %x\n",this,i,thisCut); |
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361 | thisCut->increment(numberToBranchOn); |
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362 | cuts_[numberCuts_++] = thisCut; |
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363 | #ifdef CBC_DEBUG |
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364 | int n=thisCut->row().getNumElements(); |
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365 | #if CBC_DEBUG>1 |
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366 | printf("Cut %d has %d entries, rhs %g %g =>",i,n,thisCut->lb(), |
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367 | thisCut->ub()); |
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368 | #endif |
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369 | int j; |
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370 | #if CBC_DEBUG>1 |
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371 | const int * index = thisCut->row().getIndices(); |
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372 | #endif |
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373 | const double * element = thisCut->row().getElements(); |
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374 | for (j=0;j<n;j++) { |
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375 | #if CBC_DEBUG>1 |
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376 | printf(" (%d,%g)",index[j],element[j]); |
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377 | #endif |
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378 | assert(fabs(element[j])>1.00e-12); |
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379 | } |
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380 | printf("\n"); |
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381 | #endif |
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382 | } |
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383 | } |
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384 | } |
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385 | |
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386 | // delete cuts |
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387 | void |
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388 | CbcNodeInfo::deleteCuts(int numberToDelete, CbcCountRowCut ** cuts) |
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389 | { |
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390 | int i; |
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391 | int j; |
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392 | int last=-1; |
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393 | for (i=0;i<numberToDelete;i++) { |
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394 | CbcCountRowCut * next = cuts[i]; |
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395 | for (j=last+1;j<numberCuts_;j++) { |
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396 | if (next==cuts_[j]) |
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397 | break; |
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398 | } |
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399 | if (j==numberCuts_) { |
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400 | // start from beginning |
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401 | for (j=0;j<last;j++) { |
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402 | if (next==cuts_[j]) |
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403 | break; |
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404 | } |
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405 | assert(j<last); |
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406 | } |
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407 | last=j; |
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408 | int number = cuts_[j]->decrement(); |
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409 | if (!number) { |
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410 | #ifndef GLOBAL_CUTS_JUST_POINTERS |
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411 | delete cuts_[j]; |
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412 | #else |
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413 | if (cuts_[j]->globallyValidAsInteger()!=2) |
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414 | delete cuts_[j]; |
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415 | #endif |
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416 | } |
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417 | cuts_[j]=NULL; |
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418 | } |
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419 | j=0; |
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420 | for (i=0;i<numberCuts_;i++) { |
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421 | if (cuts_[i]) |
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422 | cuts_[j++]=cuts_[i]; |
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423 | } |
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424 | numberCuts_ = j; |
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425 | } |
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426 | |
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427 | // delete cuts |
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428 | void |
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429 | CbcNodeInfo::deleteCuts(int numberToDelete, int * which) |
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430 | { |
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431 | int i; |
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432 | for (i=0;i<numberToDelete;i++) { |
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433 | int iCut=which[i]; |
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434 | int number = cuts_[iCut]->decrement(); |
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435 | if (!number) { |
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436 | #ifndef GLOBAL_CUTS_JUST_POINTERS |
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437 | delete cuts_[iCut]; |
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438 | #else |
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439 | if (cuts_[iCut]->globallyValidAsInteger()!=2) |
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440 | delete cuts_[iCut]; |
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441 | #endif |
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442 | } |
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443 | cuts_[iCut]=NULL; |
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444 | } |
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445 | int j=0; |
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446 | for (i=0;i<numberCuts_;i++) { |
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447 | if (cuts_[i]) |
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448 | cuts_[j++]=cuts_[i]; |
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449 | } |
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450 | numberCuts_ = j; |
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451 | } |
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452 | |
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453 | // Really delete a cut |
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454 | void |
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455 | CbcNodeInfo::deleteCut(int whichOne) |
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456 | { |
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457 | assert(whichOne<numberCuts_); |
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458 | cuts_[whichOne]=NULL; |
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459 | } |
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460 | /* Deactivate node information. |
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461 | 1 - bounds |
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462 | 2 - cuts |
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463 | 4 - basis! |
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464 | */ |
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465 | void |
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466 | CbcNodeInfo::deactivate(int mode) |
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467 | { |
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468 | active_ &= (~mode); |
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469 | } |
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470 | |
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471 | CbcFullNodeInfo::CbcFullNodeInfo() : |
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472 | CbcNodeInfo(), |
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473 | basis_(), |
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474 | numberIntegers_(0), |
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475 | lower_(NULL), |
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476 | upper_(NULL) |
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477 | { |
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478 | } |
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479 | CbcFullNodeInfo::CbcFullNodeInfo(CbcModel * model, |
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480 | int numberRowsAtContinuous) : |
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481 | CbcNodeInfo() |
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482 | { |
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483 | OsiSolverInterface * solver = model->solver(); |
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484 | numberRows_ = numberRowsAtContinuous; |
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485 | numberIntegers_ = model->numberIntegers(); |
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486 | int numberColumns = model->getNumCols(); |
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487 | lower_ = new double [numberColumns]; |
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488 | upper_ = new double [numberColumns]; |
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489 | const double * lower = solver->getColLower(); |
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490 | const double * upper = solver->getColUpper(); |
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491 | int i; |
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492 | |
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493 | for (i=0;i<numberColumns;i++) { |
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494 | lower_[i]=lower[i]; |
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495 | upper_[i]=upper[i]; |
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496 | } |
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497 | |
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498 | basis_ = dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart()); |
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499 | } |
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500 | |
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501 | CbcFullNodeInfo::CbcFullNodeInfo(const CbcFullNodeInfo & rhs) : |
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502 | CbcNodeInfo(rhs) |
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503 | { |
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504 | basis_= dynamic_cast<CoinWarmStartBasis *>(rhs.basis_->clone()) ; |
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505 | numberIntegers_=rhs.numberIntegers_; |
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506 | lower_=NULL; |
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507 | upper_=NULL; |
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508 | if (rhs.lower_!=NULL) { |
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509 | int numberColumns = basis_->getNumStructural(); |
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510 | lower_ = new double [numberColumns]; |
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511 | upper_ = new double [numberColumns]; |
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512 | assert (upper_!=NULL); |
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513 | memcpy(lower_,rhs.lower_,numberColumns*sizeof(double)); |
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514 | memcpy(upper_,rhs.upper_,numberColumns*sizeof(double)); |
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515 | } |
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516 | } |
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517 | |
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518 | CbcNodeInfo * |
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519 | CbcFullNodeInfo::clone() const |
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520 | { |
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521 | return (new CbcFullNodeInfo(*this)); |
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522 | } |
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523 | |
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524 | CbcFullNodeInfo::~CbcFullNodeInfo () |
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525 | { |
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526 | delete basis_ ; |
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527 | delete [] lower_; |
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528 | delete [] upper_; |
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529 | } |
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530 | |
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531 | /* |
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532 | The basis supplied as a parameter is deleted and replaced with a new basis |
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533 | appropriate for the node, and lower and upper bounds on variables are |
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534 | reset according to the stored bounds arrays. Any cuts associated with this |
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535 | node are added to the list in addCuts, but not actually added to the |
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536 | constraint system in the model. |
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537 | |
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538 | Why pass in a basis at all? The short answer is ``We need the parameter to |
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539 | pass out a basis, so might as well use it to pass in the size.'' |
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540 | |
---|
541 | A longer answer is that in practice we take a memory allocation hit up in |
---|
542 | addCuts1 (the only place applyToModel is called) when we setSize() the |
---|
543 | basis that's passed in. It's immediately tossed here in favour of a clone |
---|
544 | of the basis attached to this nodeInfo. This can probably be fixed, given |
---|
545 | a bit of thought. |
---|
546 | */ |
---|
547 | |
---|
548 | void CbcFullNodeInfo::applyToModel (CbcModel *model, |
---|
549 | CoinWarmStartBasis *&basis, |
---|
550 | CbcCountRowCut **addCuts, |
---|
551 | int ¤tNumberCuts) const |
---|
552 | |
---|
553 | { OsiSolverInterface *solver = model->solver() ; |
---|
554 | |
---|
555 | // branch - do bounds |
---|
556 | assert (active_==7||active_==15); |
---|
557 | int i; |
---|
558 | solver->setColLower(lower_); |
---|
559 | solver->setColUpper(upper_); |
---|
560 | int numberColumns = model->getNumCols(); |
---|
561 | // move basis - but make sure size stays |
---|
562 | // for bon-min - should not be needed int numberRows = model->getNumRows(); |
---|
563 | int numberRows=basis->getNumArtificial(); |
---|
564 | delete basis ; |
---|
565 | if (basis_) { |
---|
566 | basis = dynamic_cast<CoinWarmStartBasis *>(basis_->clone()) ; |
---|
567 | basis->resize(numberRows,numberColumns); |
---|
568 | } else { |
---|
569 | // We have a solver without a basis |
---|
570 | basis=NULL; |
---|
571 | } |
---|
572 | for (i=0;i<numberCuts_;i++) |
---|
573 | addCuts[currentNumberCuts+i]= cuts_[i]; |
---|
574 | currentNumberCuts += numberCuts_; |
---|
575 | assert(!parent_); |
---|
576 | return ; |
---|
577 | } |
---|
578 | // Just apply bounds to one variable (1=>infeasible) |
---|
579 | int |
---|
580 | CbcFullNodeInfo::applyBounds(int iColumn, double & lower, double & upper,int force) |
---|
581 | { |
---|
582 | if ((force&&1)==0) { |
---|
583 | if (lower>lower_[iColumn]) |
---|
584 | printf("%d odd lower going from %g to %g\n",iColumn,lower,lower_[iColumn]); |
---|
585 | lower = lower_[iColumn]; |
---|
586 | } else { |
---|
587 | lower_[iColumn]=lower; |
---|
588 | } |
---|
589 | if ((force&&2)==0) { |
---|
590 | if (upper<upper_[iColumn]) |
---|
591 | printf("%d odd upper going from %g to %g\n",iColumn,upper,upper_[iColumn]); |
---|
592 | upper = upper_[iColumn]; |
---|
593 | } else { |
---|
594 | upper_[iColumn]=upper; |
---|
595 | } |
---|
596 | return (upper_[iColumn]>=lower_[iColumn]) ? 0 : 1; |
---|
597 | } |
---|
598 | |
---|
599 | /* Builds up row basis backwards (until original model). |
---|
600 | Returns NULL or previous one to apply . |
---|
601 | Depends on Free being 0 and impossible for cuts |
---|
602 | */ |
---|
603 | CbcNodeInfo * |
---|
604 | CbcFullNodeInfo::buildRowBasis(CoinWarmStartBasis & basis ) const |
---|
605 | { |
---|
606 | const unsigned int * saved = |
---|
607 | (const unsigned int *) basis_->getArtificialStatus(); |
---|
608 | unsigned int * now = |
---|
609 | (unsigned int *) basis.getArtificialStatus(); |
---|
610 | int number=basis_->getNumArtificial()>>4;; |
---|
611 | int i; |
---|
612 | for (i=0;i<number;i++) { |
---|
613 | if (!now[i]) |
---|
614 | now[i] = saved[i]; |
---|
615 | } |
---|
616 | return NULL; |
---|
617 | } |
---|
618 | |
---|
619 | |
---|
620 | // Default constructor |
---|
621 | CbcPartialNodeInfo::CbcPartialNodeInfo() |
---|
622 | |
---|
623 | : CbcNodeInfo(), |
---|
624 | basisDiff_(NULL), |
---|
625 | variables_(NULL), |
---|
626 | newBounds_(NULL), |
---|
627 | numberChangedBounds_(0) |
---|
628 | |
---|
629 | { /* this space intentionally left blank */ } |
---|
630 | |
---|
631 | // Constructor from current state |
---|
632 | CbcPartialNodeInfo::CbcPartialNodeInfo (CbcNodeInfo *parent, CbcNode *owner, |
---|
633 | int numberChangedBounds, |
---|
634 | const int *variables, |
---|
635 | const double *boundChanges, |
---|
636 | const CoinWarmStartDiff *basisDiff) |
---|
637 | : CbcNodeInfo(parent,owner) |
---|
638 | { |
---|
639 | basisDiff_ = basisDiff->clone() ; |
---|
640 | |
---|
641 | numberChangedBounds_ = numberChangedBounds; |
---|
642 | int size = numberChangedBounds_*(sizeof(double)+sizeof(int)); |
---|
643 | char * temp = new char [size]; |
---|
644 | newBounds_ = (double *) temp; |
---|
645 | variables_ = (int *) (newBounds_+numberChangedBounds_); |
---|
646 | |
---|
647 | int i ; |
---|
648 | for (i=0;i<numberChangedBounds_;i++) { |
---|
649 | variables_[i]=variables[i]; |
---|
650 | newBounds_[i]=boundChanges[i]; |
---|
651 | } |
---|
652 | } |
---|
653 | |
---|
654 | CbcPartialNodeInfo::CbcPartialNodeInfo (const CbcPartialNodeInfo & rhs) |
---|
655 | |
---|
656 | : CbcNodeInfo(rhs.parent_) |
---|
657 | |
---|
658 | { basisDiff_ = rhs.basisDiff_->clone() ; |
---|
659 | |
---|
660 | numberChangedBounds_ = rhs.numberChangedBounds_; |
---|
661 | int size = numberChangedBounds_*(sizeof(double)+sizeof(int)); |
---|
662 | char * temp = new char [size]; |
---|
663 | newBounds_ = (double *) temp; |
---|
664 | variables_ = (int *) (newBounds_+numberChangedBounds_); |
---|
665 | |
---|
666 | int i ; |
---|
667 | for (i=0;i<numberChangedBounds_;i++) { |
---|
668 | variables_[i]=rhs.variables_[i]; |
---|
669 | newBounds_[i]=rhs.newBounds_[i]; |
---|
670 | } |
---|
671 | } |
---|
672 | |
---|
673 | CbcNodeInfo * |
---|
674 | CbcPartialNodeInfo::clone() const |
---|
675 | { |
---|
676 | return (new CbcPartialNodeInfo(*this)); |
---|
677 | } |
---|
678 | |
---|
679 | |
---|
680 | CbcPartialNodeInfo::~CbcPartialNodeInfo () |
---|
681 | { |
---|
682 | delete basisDiff_ ; |
---|
683 | delete [] newBounds_; |
---|
684 | } |
---|
685 | |
---|
686 | |
---|
687 | /** |
---|
688 | The basis supplied as a parameter is incrementally modified, and lower and |
---|
689 | upper bounds on variables in the model are incrementally modified. Any |
---|
690 | cuts associated with this node are added to the list in addCuts. |
---|
691 | */ |
---|
692 | |
---|
693 | void CbcPartialNodeInfo::applyToModel (CbcModel *model, |
---|
694 | CoinWarmStartBasis *&basis, |
---|
695 | CbcCountRowCut **addCuts, |
---|
696 | int ¤tNumberCuts) const |
---|
697 | |
---|
698 | { OsiSolverInterface *solver = model->solver(); |
---|
699 | if ((active_&4)!=0) { |
---|
700 | basis->applyDiff(basisDiff_) ; |
---|
701 | } |
---|
702 | |
---|
703 | // branch - do bounds |
---|
704 | int i; |
---|
705 | if ((active_&1)!=0) { |
---|
706 | for (i=0;i<numberChangedBounds_;i++) { |
---|
707 | int variable = variables_[i]; |
---|
708 | int k = variable&0x3fffffff; |
---|
709 | if ((variable&0x80000000)==0) { |
---|
710 | // lower bound changing |
---|
711 | //#define CBC_PRINT2 |
---|
712 | #ifdef CBC_PRINT2 |
---|
713 | if(solver->getColLower()[k]!=newBounds_[i]) |
---|
714 | printf("lower change for column %d - from %g to %g\n",k,solver->getColLower()[k],newBounds_[i]); |
---|
715 | #endif |
---|
716 | #ifndef NDEBUG |
---|
717 | if ((variable&0x40000000)==0&&false) { |
---|
718 | double oldValue = solver->getColLower()[k]; |
---|
719 | assert (newBounds_[i]>oldValue-1.0e-8); |
---|
720 | if (newBounds_[i]<oldValue+1.0e-8) |
---|
721 | printf("bad null lower change for column %d - bound %g\n",k,oldValue); |
---|
722 | } |
---|
723 | #endif |
---|
724 | solver->setColLower(k,newBounds_[i]); |
---|
725 | } else { |
---|
726 | // upper bound changing |
---|
727 | #ifdef CBC_PRINT2 |
---|
728 | if(solver->getColUpper()[k]!=newBounds_[i]) |
---|
729 | printf("upper change for column %d - from %g to %g\n",k,solver->getColUpper()[k],newBounds_[i]); |
---|
730 | #endif |
---|
731 | #ifndef NDEBUG |
---|
732 | if ((variable&0x40000000)==0&&false) { |
---|
733 | double oldValue = solver->getColUpper()[k]; |
---|
734 | assert (newBounds_[i]<oldValue+1.0e-8); |
---|
735 | if (newBounds_[i]>oldValue-1.0e-8) |
---|
736 | printf("bad null upper change for column %d - bound %g\n",k,oldValue); |
---|
737 | } |
---|
738 | #endif |
---|
739 | solver->setColUpper(k,newBounds_[i]); |
---|
740 | } |
---|
741 | } |
---|
742 | } |
---|
743 | if ((active_&2)!=0) { |
---|
744 | for (i=0;i<numberCuts_;i++) { |
---|
745 | addCuts[currentNumberCuts+i]= cuts_[i]; |
---|
746 | if (cuts_[i]&&model->messageHandler()->logLevel()>4) { |
---|
747 | cuts_[i]->print(); |
---|
748 | } |
---|
749 | } |
---|
750 | |
---|
751 | currentNumberCuts += numberCuts_; |
---|
752 | } |
---|
753 | return ; |
---|
754 | } |
---|
755 | // Just apply bounds to one variable (1=>infeasible) |
---|
756 | int |
---|
757 | CbcPartialNodeInfo::applyBounds(int iColumn, double & lower, double & upper,int force) |
---|
758 | { |
---|
759 | // branch - do bounds |
---|
760 | int i; |
---|
761 | int found=0; |
---|
762 | double newLower = -COIN_DBL_MAX; |
---|
763 | double newUpper = COIN_DBL_MAX; |
---|
764 | for (i=0;i<numberChangedBounds_;i++) { |
---|
765 | int variable = variables_[i]; |
---|
766 | int k = variable&0x3fffffff; |
---|
767 | if (k==iColumn) { |
---|
768 | if ((variable&0x80000000)==0) { |
---|
769 | // lower bound changing |
---|
770 | found |= 1; |
---|
771 | newLower = CoinMax(newLower,newBounds_[i]); |
---|
772 | if ((force&1)==0) { |
---|
773 | if (lower>newBounds_[i]) |
---|
774 | printf("%d odd lower going from %g to %g\n",iColumn,lower,newBounds_[i]); |
---|
775 | lower = newBounds_[i]; |
---|
776 | } else { |
---|
777 | newBounds_[i]=lower; |
---|
778 | variables_[i] |= 0x40000000; // say can go odd way |
---|
779 | } |
---|
780 | } else { |
---|
781 | // upper bound changing |
---|
782 | found |= 2; |
---|
783 | newUpper = CoinMin(newUpper,newBounds_[i]); |
---|
784 | if ((force&2)==0) { |
---|
785 | if (upper<newBounds_[i]) |
---|
786 | printf("%d odd upper going from %g to %g\n",iColumn,upper,newBounds_[i]); |
---|
787 | upper = newBounds_[i]; |
---|
788 | } else { |
---|
789 | newBounds_[i]=upper; |
---|
790 | variables_[i] |= 0x40000000; // say can go odd way |
---|
791 | } |
---|
792 | } |
---|
793 | } |
---|
794 | } |
---|
795 | newLower = CoinMax(newLower,lower); |
---|
796 | newUpper = CoinMin(newUpper,upper); |
---|
797 | int nAdd=0; |
---|
798 | if ((force&2)!=0&&(found&2)==0) { |
---|
799 | // need to add new upper |
---|
800 | nAdd++; |
---|
801 | } |
---|
802 | if ((force&1)!=0&&(found&1)==0) { |
---|
803 | // need to add new lower |
---|
804 | nAdd++; |
---|
805 | } |
---|
806 | if (nAdd) { |
---|
807 | int size = (numberChangedBounds_+nAdd)*(sizeof(double)+sizeof(int)); |
---|
808 | char * temp = new char [size]; |
---|
809 | double * newBounds = (double *) temp; |
---|
810 | int * variables = (int *) (newBounds+numberChangedBounds_+nAdd); |
---|
811 | |
---|
812 | int i ; |
---|
813 | for (i=0;i<numberChangedBounds_;i++) { |
---|
814 | variables[i]=variables_[i]; |
---|
815 | newBounds[i]=newBounds_[i]; |
---|
816 | } |
---|
817 | delete [] newBounds_; |
---|
818 | newBounds_ = newBounds; |
---|
819 | variables_ = variables; |
---|
820 | if ((force&2)!=0&&(found&2)==0) { |
---|
821 | // need to add new upper |
---|
822 | int variable = iColumn | 0x80000000; |
---|
823 | variables_[numberChangedBounds_]=variable; |
---|
824 | newBounds_[numberChangedBounds_++]=newUpper; |
---|
825 | } |
---|
826 | if ((force&1)!=0&&(found&1)==0) { |
---|
827 | // need to add new lower |
---|
828 | int variable = iColumn; |
---|
829 | variables_[numberChangedBounds_]=variable; |
---|
830 | newBounds_[numberChangedBounds_++]=newLower; |
---|
831 | } |
---|
832 | } |
---|
833 | |
---|
834 | return (newUpper>=newLower) ? 0 : 1; |
---|
835 | } |
---|
836 | |
---|
837 | /* Builds up row basis backwards (until original model). |
---|
838 | Returns NULL or previous one to apply . |
---|
839 | Depends on Free being 0 and impossible for cuts |
---|
840 | */ |
---|
841 | |
---|
842 | CbcNodeInfo * |
---|
843 | CbcPartialNodeInfo::buildRowBasis(CoinWarmStartBasis & basis ) const |
---|
844 | |
---|
845 | { basis.applyDiff(basisDiff_) ; |
---|
846 | |
---|
847 | return parent_ ; } |
---|
848 | |
---|
849 | CbcNode::CbcNode() : |
---|
850 | nodeInfo_(NULL), |
---|
851 | objectiveValue_(1.0e100), |
---|
852 | guessedObjectiveValue_(1.0e100), |
---|
853 | sumInfeasibilities_(0.0), |
---|
854 | branch_(NULL), |
---|
855 | depth_(-1), |
---|
856 | numberUnsatisfied_(0), |
---|
857 | nodeNumber_(-1), |
---|
858 | state_(0) |
---|
859 | { |
---|
860 | #ifdef CHECK_NODE |
---|
861 | printf("CbcNode %x Constructor\n",this); |
---|
862 | #endif |
---|
863 | } |
---|
864 | // Print |
---|
865 | void |
---|
866 | CbcNode::print() const |
---|
867 | { |
---|
868 | printf("number %d obj %g depth %d sumun %g nunsat %d state %d\n", |
---|
869 | nodeNumber_,objectiveValue_,depth_,sumInfeasibilities_,numberUnsatisfied_,state_); |
---|
870 | } |
---|
871 | CbcNode::CbcNode(CbcModel * model, |
---|
872 | CbcNode * lastNode) : |
---|
873 | nodeInfo_(NULL), |
---|
874 | objectiveValue_(1.0e100), |
---|
875 | guessedObjectiveValue_(1.0e100), |
---|
876 | sumInfeasibilities_(0.0), |
---|
877 | branch_(NULL), |
---|
878 | depth_(-1), |
---|
879 | numberUnsatisfied_(0), |
---|
880 | nodeNumber_(-1), |
---|
881 | state_(0) |
---|
882 | { |
---|
883 | #ifdef CHECK_NODE |
---|
884 | printf("CbcNode %x Constructor from model\n",this); |
---|
885 | #endif |
---|
886 | model->setObjectiveValue(this,lastNode); |
---|
887 | |
---|
888 | if (lastNode) { |
---|
889 | if (lastNode->nodeInfo_) { |
---|
890 | lastNode->nodeInfo_->increment(); |
---|
891 | } |
---|
892 | } |
---|
893 | nodeNumber_= model->getNodeCount(); |
---|
894 | } |
---|
895 | |
---|
896 | #define CBC_NEW_CREATEINFO |
---|
897 | #ifdef CBC_NEW_CREATEINFO |
---|
898 | |
---|
899 | /* |
---|
900 | New createInfo, with basis manipulation hidden inside mergeBasis. Allows |
---|
901 | solvers to override and carry over all information from one basis to |
---|
902 | another. |
---|
903 | */ |
---|
904 | |
---|
905 | void |
---|
906 | CbcNode::createInfo (CbcModel *model, |
---|
907 | CbcNode *lastNode, |
---|
908 | const CoinWarmStartBasis *lastws, |
---|
909 | const double *lastLower, const double *lastUpper, |
---|
910 | int numberOldActiveCuts, int numberNewCuts) |
---|
911 | |
---|
912 | { OsiSolverInterface *solver = model->solver(); |
---|
913 | CbcStrategy *strategy = model->strategy(); |
---|
914 | /* |
---|
915 | The root --- no parent. Create full basis and bounds information. |
---|
916 | */ |
---|
917 | if (!lastNode) |
---|
918 | { |
---|
919 | if (!strategy) |
---|
920 | nodeInfo_=new CbcFullNodeInfo(model,solver->getNumRows()); |
---|
921 | else |
---|
922 | nodeInfo_ = strategy->fullNodeInfo(model,solver->getNumRows()); |
---|
923 | } else { |
---|
924 | /* |
---|
925 | Not the root. Create an edit from the parent's basis & bound information. |
---|
926 | This is not quite as straightforward as it seems. We need to reintroduce |
---|
927 | cuts we may have dropped out of the basis, in the correct position, because |
---|
928 | this whole process is strictly positional. Start by grabbing the current |
---|
929 | basis. |
---|
930 | */ |
---|
931 | const CoinWarmStartBasis *ws = |
---|
932 | dynamic_cast<const CoinWarmStartBasis*>(solver->getWarmStart()); |
---|
933 | assert(ws!=NULL); // make sure not volume |
---|
934 | //int numberArtificials = lastws->getNumArtificial(); |
---|
935 | int numberColumns = solver->getNumCols(); |
---|
936 | int numberRowsAtContinuous = model->numberRowsAtContinuous(); |
---|
937 | int currentNumberCuts = model->currentNumberCuts(); |
---|
938 | # ifdef CBC_CHECK_BASIS |
---|
939 | std::cout |
---|
940 | << "Before expansion: orig " << numberRowsAtContinuous |
---|
941 | << ", old " << numberOldActiveCuts |
---|
942 | << ", new " << numberNewCuts |
---|
943 | << ", current " << currentNumberCuts << "." << std::endl ; |
---|
944 | ws->print(); |
---|
945 | # endif |
---|
946 | /* |
---|
947 | Clone the basis and resize it to hold the structural constraints, plus |
---|
948 | all the cuts: old cuts, both active and inactive (currentNumberCuts), |
---|
949 | and new cuts (numberNewCuts). This will become the expanded basis. |
---|
950 | */ |
---|
951 | CoinWarmStartBasis *expanded = |
---|
952 | dynamic_cast<CoinWarmStartBasis *>(ws->clone()) ; |
---|
953 | int iCompact = numberRowsAtContinuous+numberOldActiveCuts+numberNewCuts ; |
---|
954 | // int nPartial = numberRowsAtContinuous+currentNumberCuts; |
---|
955 | int iFull = numberRowsAtContinuous+currentNumberCuts+numberNewCuts; |
---|
956 | // int maxBasisLength = ((iFull+15)>>4)+((numberColumns+15)>>4); |
---|
957 | // printf("l %d full %d\n",maxBasisLength,iFull); |
---|
958 | expanded->resize(iFull,numberColumns); |
---|
959 | # ifdef CBC_CHECK_BASIS |
---|
960 | std::cout |
---|
961 | << "\tFull basis " << iFull << " rows, " |
---|
962 | << numberColumns << " columns; compact " |
---|
963 | << iCompact << " rows." << std::endl ; |
---|
964 | # endif |
---|
965 | /* |
---|
966 | Now flesh out the expanded basis. The clone already has the |
---|
967 | correct status information for the variables and for the structural |
---|
968 | (numberRowsAtContinuous) constraints. Any indices beyond nPartial must be |
---|
969 | cuts created while processing this node --- they can be copied en bloc |
---|
970 | into the correct position in the expanded basis. The space reserved for |
---|
971 | xferRows is a gross overestimate. |
---|
972 | */ |
---|
973 | CoinWarmStartBasis::XferVec xferRows ; |
---|
974 | xferRows.reserve(iFull-numberRowsAtContinuous+1) ; |
---|
975 | if (numberNewCuts) { |
---|
976 | xferRows.push_back( |
---|
977 | CoinWarmStartBasis::XferEntry(iCompact-numberNewCuts, |
---|
978 | iFull-numberNewCuts,numberNewCuts)) ; |
---|
979 | } |
---|
980 | /* |
---|
981 | From nPartial down, record the entries we want to copy from the current |
---|
982 | basis (the entries for the active cuts; non-zero in the list returned |
---|
983 | by addedCuts). Fill the expanded basis with entries showing a status of |
---|
984 | basic for the deactivated (loose) cuts. |
---|
985 | */ |
---|
986 | CbcCountRowCut **cut = model->addedCuts(); |
---|
987 | iFull -= (numberNewCuts+1) ; |
---|
988 | iCompact -= (numberNewCuts+1) ; |
---|
989 | int runLen = 0 ; |
---|
990 | CoinWarmStartBasis::XferEntry entry(-1,-1,-1) ; |
---|
991 | while (iFull >= numberRowsAtContinuous) { |
---|
992 | for ( ; iFull >= numberRowsAtContinuous && |
---|
993 | cut[iFull-numberRowsAtContinuous] ; iFull--) |
---|
994 | runLen++ ; |
---|
995 | if (runLen) { |
---|
996 | iCompact -= runLen ; |
---|
997 | entry.first = iCompact+1 ; |
---|
998 | entry.second = iFull+1 ; |
---|
999 | entry.third = runLen ; |
---|
1000 | runLen = 0 ; |
---|
1001 | xferRows.push_back(entry) ; |
---|
1002 | } |
---|
1003 | for ( ; iFull >= numberRowsAtContinuous && |
---|
1004 | !cut[iFull-numberRowsAtContinuous] ; iFull--) |
---|
1005 | expanded->setArtifStatus(iFull,CoinWarmStartBasis::basic); |
---|
1006 | } |
---|
1007 | /* |
---|
1008 | Finally, call mergeBasis to copy over entries from the current basis to |
---|
1009 | the expanded basis. Since we cloned the expanded basis from the active basis |
---|
1010 | and haven't changed the number of variables, only row status entries need |
---|
1011 | to be copied. |
---|
1012 | */ |
---|
1013 | expanded->mergeBasis(ws,&xferRows,0) ; |
---|
1014 | |
---|
1015 | #ifdef CBC_CHECK_BASIS |
---|
1016 | std::cout << "Expanded basis:" << std::endl ; |
---|
1017 | expanded->print() ; |
---|
1018 | std::cout << "Diffing against:" << std::endl ; |
---|
1019 | lastws->print() ; |
---|
1020 | #endif |
---|
1021 | |
---|
1022 | /* |
---|
1023 | Now that we have two bases in proper positional correspondence, creating |
---|
1024 | the actual diff is dead easy. |
---|
1025 | |
---|
1026 | Note that we're going to compare the expanded basis here to the stripped |
---|
1027 | basis (lastws) produced by addCuts. It doesn't affect the correctness (the |
---|
1028 | diff process has no knowledge of the meaning of an entry) but it does |
---|
1029 | mean that we'll always generate a whack of diff entries because the expanded |
---|
1030 | basis is considerably larger than the stripped basis. |
---|
1031 | */ |
---|
1032 | CoinWarmStartDiff *basisDiff = expanded->generateDiff(lastws) ; |
---|
1033 | /* |
---|
1034 | Diff the bound vectors. It's assumed the number of structural variables |
---|
1035 | is not changing. For branching objects that change bounds on integer |
---|
1036 | variables, we should see at least one bound change as a consequence |
---|
1037 | of applying the branch that generated this subproblem from its parent. |
---|
1038 | This need not hold for other types of branching objects (hyperplane |
---|
1039 | branches, for example). |
---|
1040 | */ |
---|
1041 | const double * lower = solver->getColLower(); |
---|
1042 | const double * upper = solver->getColUpper(); |
---|
1043 | |
---|
1044 | double *boundChanges = new double [2*numberColumns] ; |
---|
1045 | int *variables = new int [2*numberColumns] ; |
---|
1046 | int numberChangedBounds=0; |
---|
1047 | |
---|
1048 | int i; |
---|
1049 | for (i=0;i<numberColumns;i++) { |
---|
1050 | if (lower[i]!=lastLower[i]) { |
---|
1051 | variables[numberChangedBounds]=i; |
---|
1052 | boundChanges[numberChangedBounds++]=lower[i]; |
---|
1053 | } |
---|
1054 | if (upper[i]!=lastUpper[i]) { |
---|
1055 | variables[numberChangedBounds]=i|0x80000000; |
---|
1056 | boundChanges[numberChangedBounds++]=upper[i]; |
---|
1057 | } |
---|
1058 | #ifdef CBC_DEBUG |
---|
1059 | if (lower[i] != lastLower[i]) { |
---|
1060 | std::cout |
---|
1061 | << "lower on " << i << " changed from " |
---|
1062 | << lastLower[i] << " to " << lower[i] << std::endl ; |
---|
1063 | } |
---|
1064 | if (upper[i] != lastUpper[i]) { |
---|
1065 | std::cout |
---|
1066 | << "upper on " << i << " changed from " |
---|
1067 | << lastUpper[i] << " to " << upper[i] << std::endl ; |
---|
1068 | } |
---|
1069 | #endif |
---|
1070 | } |
---|
1071 | #ifdef CBC_DEBUG |
---|
1072 | std::cout << numberChangedBounds << " changed bounds." << std::endl ; |
---|
1073 | #endif |
---|
1074 | //if (lastNode->branchingObject()->boundBranch()) |
---|
1075 | //assert (numberChangedBounds); |
---|
1076 | /* |
---|
1077 | Hand the lot over to the CbcPartialNodeInfo constructor, then clean up and |
---|
1078 | return. |
---|
1079 | */ |
---|
1080 | if (!strategy) |
---|
1081 | nodeInfo_ = |
---|
1082 | new CbcPartialNodeInfo(lastNode->nodeInfo_,this,numberChangedBounds, |
---|
1083 | variables,boundChanges,basisDiff) ; |
---|
1084 | else |
---|
1085 | nodeInfo_ = |
---|
1086 | strategy->partialNodeInfo(model,lastNode->nodeInfo_,this, |
---|
1087 | numberChangedBounds,variables,boundChanges, |
---|
1088 | basisDiff) ; |
---|
1089 | delete basisDiff ; |
---|
1090 | delete [] boundChanges; |
---|
1091 | delete [] variables; |
---|
1092 | delete expanded ; |
---|
1093 | delete ws; |
---|
1094 | } |
---|
1095 | // Set node number |
---|
1096 | nodeInfo_->setNodeNumber(model->getNodeCount2()); |
---|
1097 | state_ |= 2; // say active |
---|
1098 | } |
---|
1099 | |
---|
1100 | #else // CBC_NEW_CREATEINFO |
---|
1101 | |
---|
1102 | /* |
---|
1103 | Original createInfo, with bare manipulation of basis vectors. Fails if solver |
---|
1104 | maintains additional information in basis. |
---|
1105 | */ |
---|
1106 | |
---|
1107 | void |
---|
1108 | CbcNode::createInfo (CbcModel *model, |
---|
1109 | CbcNode *lastNode, |
---|
1110 | const CoinWarmStartBasis *lastws, |
---|
1111 | const double *lastLower, const double *lastUpper, |
---|
1112 | int numberOldActiveCuts,int numberNewCuts) |
---|
1113 | { OsiSolverInterface * solver = model->solver(); |
---|
1114 | CbcStrategy * strategy = model->strategy(); |
---|
1115 | /* |
---|
1116 | The root --- no parent. Create full basis and bounds information. |
---|
1117 | */ |
---|
1118 | if (!lastNode) |
---|
1119 | { |
---|
1120 | if (!strategy) |
---|
1121 | nodeInfo_=new CbcFullNodeInfo(model,solver->getNumRows()); |
---|
1122 | else |
---|
1123 | nodeInfo_ = strategy->fullNodeInfo(model,solver->getNumRows()); |
---|
1124 | } |
---|
1125 | /* |
---|
1126 | Not the root. Create an edit from the parent's basis & bound information. |
---|
1127 | This is not quite as straightforward as it seems. We need to reintroduce |
---|
1128 | cuts we may have dropped out of the basis, in the correct position, because |
---|
1129 | this whole process is strictly positional. Start by grabbing the current |
---|
1130 | basis. |
---|
1131 | */ |
---|
1132 | else |
---|
1133 | { const CoinWarmStartBasis* ws = |
---|
1134 | dynamic_cast<const CoinWarmStartBasis*>(solver->getWarmStart()); |
---|
1135 | assert(ws!=NULL); // make sure not volume |
---|
1136 | //int numberArtificials = lastws->getNumArtificial(); |
---|
1137 | int numberColumns = solver->getNumCols(); |
---|
1138 | |
---|
1139 | const double * lower = solver->getColLower(); |
---|
1140 | const double * upper = solver->getColUpper(); |
---|
1141 | |
---|
1142 | int i; |
---|
1143 | /* |
---|
1144 | Create a clone and resize it to hold all the structural constraints, plus |
---|
1145 | all the cuts: old cuts, both active and inactive (currentNumberCuts), and |
---|
1146 | new cuts (numberNewCuts). |
---|
1147 | |
---|
1148 | TODO: You'd think that the set of constraints (logicals) in the expanded |
---|
1149 | basis should match the set represented in lastws. At least, that's |
---|
1150 | what I thought. But at the point I first looked hard at this bit of |
---|
1151 | code, it turned out that lastws was the stripped basis produced at |
---|
1152 | the end of addCuts(), rather than the raw basis handed back by |
---|
1153 | addCuts1(). The expanded basis here is equivalent to the raw basis of |
---|
1154 | addCuts1(). I said ``whoa, that's not good, I must have introduced a |
---|
1155 | bug'' and went back to John's code to see where I'd gone wrong. |
---|
1156 | And discovered the same `error' in his code. |
---|
1157 | |
---|
1158 | After a bit of thought, my conclusion is that correctness is not |
---|
1159 | affected by whether lastws is the stripped or raw basis. The diffs |
---|
1160 | have no semantics --- just a set of changes that need to be made |
---|
1161 | to convert lastws into expanded. I think the only effect is that we |
---|
1162 | store a lot more diffs (everything in expanded that's not covered by |
---|
1163 | the stripped basis). But I need to give this more thought. There |
---|
1164 | may well be some subtle error cases. |
---|
1165 | |
---|
1166 | In the mean time, I've twiddled addCuts() to set lastws to the raw |
---|
1167 | basis. Makes me (Lou) less nervous to compare apples to apples. |
---|
1168 | */ |
---|
1169 | CoinWarmStartBasis *expanded = |
---|
1170 | dynamic_cast<CoinWarmStartBasis *>(ws->clone()) ; |
---|
1171 | int numberRowsAtContinuous = model->numberRowsAtContinuous(); |
---|
1172 | int iFull = numberRowsAtContinuous+model->currentNumberCuts()+ |
---|
1173 | numberNewCuts; |
---|
1174 | //int numberArtificialsNow = iFull; |
---|
1175 | //int maxBasisLength = ((iFull+15)>>4)+((numberColumns+15)>>4); |
---|
1176 | //printf("l %d full %d\n",maxBasisLength,iFull); |
---|
1177 | if (expanded) |
---|
1178 | expanded->resize(iFull,numberColumns); |
---|
1179 | #ifdef CBC_CHECK_BASIS |
---|
1180 | printf("Before expansion: orig %d, old %d, new %d, current %d\n", |
---|
1181 | numberRowsAtContinuous,numberOldActiveCuts,numberNewCuts, |
---|
1182 | model->currentNumberCuts()) ; |
---|
1183 | ws->print(); |
---|
1184 | #endif |
---|
1185 | /* |
---|
1186 | Now fill in the expanded basis. Any indices beyond nPartial must |
---|
1187 | be cuts created while processing this node --- they can be copied directly |
---|
1188 | into the expanded basis. From nPartial down, pull the status of active cuts |
---|
1189 | from ws, interleaving with a B entry for the deactivated (loose) cuts. |
---|
1190 | */ |
---|
1191 | int numberDropped = model->currentNumberCuts()-numberOldActiveCuts; |
---|
1192 | int iCompact=iFull-numberDropped; |
---|
1193 | CbcCountRowCut ** cut = model->addedCuts(); |
---|
1194 | int nPartial = model->currentNumberCuts()+numberRowsAtContinuous; |
---|
1195 | iFull--; |
---|
1196 | for (;iFull>=nPartial;iFull--) { |
---|
1197 | CoinWarmStartBasis::Status status = ws->getArtifStatus(--iCompact); |
---|
1198 | //assert (status != CoinWarmStartBasis::basic); // may be permanent cut |
---|
1199 | expanded->setArtifStatus(iFull,status); |
---|
1200 | } |
---|
1201 | for (;iFull>=numberRowsAtContinuous;iFull--) { |
---|
1202 | if (cut[iFull-numberRowsAtContinuous]) { |
---|
1203 | CoinWarmStartBasis::Status status = ws->getArtifStatus(--iCompact); |
---|
1204 | // If no cut generator being used then we may have basic variables |
---|
1205 | //if (model->getMaximumCutPasses()&& |
---|
1206 | // status == CoinWarmStartBasis::basic) |
---|
1207 | //printf("cut basic\n"); |
---|
1208 | expanded->setArtifStatus(iFull,status); |
---|
1209 | } else { |
---|
1210 | expanded->setArtifStatus(iFull,CoinWarmStartBasis::basic); |
---|
1211 | } |
---|
1212 | } |
---|
1213 | #ifdef CBC_CHECK_BASIS |
---|
1214 | printf("Expanded basis\n"); |
---|
1215 | expanded->print() ; |
---|
1216 | printf("Diffing against\n") ; |
---|
1217 | lastws->print() ; |
---|
1218 | #endif |
---|
1219 | /* |
---|
1220 | Now that we have two bases in proper positional correspondence, creating |
---|
1221 | the actual diff is dead easy. |
---|
1222 | */ |
---|
1223 | |
---|
1224 | CoinWarmStartDiff *basisDiff = expanded->generateDiff(lastws) ; |
---|
1225 | /* |
---|
1226 | Diff the bound vectors. It's assumed the number of structural variables is |
---|
1227 | not changing. Assuming that branching objects all involve integer variables, |
---|
1228 | we should see at least one bound change as a consequence of processing this |
---|
1229 | subproblem. Different types of branching objects could break this assertion. |
---|
1230 | Not true at all - we have not applied current branch - JJF. |
---|
1231 | */ |
---|
1232 | double *boundChanges = new double [2*numberColumns] ; |
---|
1233 | int *variables = new int [2*numberColumns] ; |
---|
1234 | int numberChangedBounds=0; |
---|
1235 | for (i=0;i<numberColumns;i++) { |
---|
1236 | if (lower[i]!=lastLower[i]) { |
---|
1237 | variables[numberChangedBounds]=i; |
---|
1238 | boundChanges[numberChangedBounds++]=lower[i]; |
---|
1239 | } |
---|
1240 | if (upper[i]!=lastUpper[i]) { |
---|
1241 | variables[numberChangedBounds]=i|0x80000000; |
---|
1242 | boundChanges[numberChangedBounds++]=upper[i]; |
---|
1243 | } |
---|
1244 | #ifdef CBC_DEBUG |
---|
1245 | if (lower[i]!=lastLower[i]) |
---|
1246 | printf("lower on %d changed from %g to %g\n", |
---|
1247 | i,lastLower[i],lower[i]); |
---|
1248 | if (upper[i]!=lastUpper[i]) |
---|
1249 | printf("upper on %d changed from %g to %g\n", |
---|
1250 | i,lastUpper[i],upper[i]); |
---|
1251 | #endif |
---|
1252 | } |
---|
1253 | #ifdef CBC_DEBUG |
---|
1254 | printf("%d changed bounds\n",numberChangedBounds) ; |
---|
1255 | #endif |
---|
1256 | //if (lastNode->branchingObject()->boundBranch()) |
---|
1257 | //assert (numberChangedBounds); |
---|
1258 | /* |
---|
1259 | Hand the lot over to the CbcPartialNodeInfo constructor, then clean up and |
---|
1260 | return. |
---|
1261 | */ |
---|
1262 | if (!strategy) |
---|
1263 | nodeInfo_ = |
---|
1264 | new CbcPartialNodeInfo(lastNode->nodeInfo_,this,numberChangedBounds, |
---|
1265 | variables,boundChanges,basisDiff) ; |
---|
1266 | else |
---|
1267 | nodeInfo_ = strategy->partialNodeInfo(model, lastNode->nodeInfo_,this,numberChangedBounds, |
---|
1268 | variables,boundChanges,basisDiff) ; |
---|
1269 | delete basisDiff ; |
---|
1270 | delete [] boundChanges; |
---|
1271 | delete [] variables; |
---|
1272 | delete expanded ; |
---|
1273 | delete ws; |
---|
1274 | } |
---|
1275 | // Set node number |
---|
1276 | nodeInfo_->setNodeNumber(model->getNodeCount2()); |
---|
1277 | state_ |= 2; // say active |
---|
1278 | } |
---|
1279 | |
---|
1280 | #endif // CBC_NEW_CREATEINFO |
---|
1281 | |
---|
1282 | /* |
---|
1283 | The routine scans through the object list of the model looking for objects |
---|
1284 | that indicate infeasibility. It tests each object using strong branching |
---|
1285 | and selects the one with the least objective degradation. A corresponding |
---|
1286 | branching object is left attached to lastNode. |
---|
1287 | |
---|
1288 | If strong branching is disabled, a candidate object is chosen essentially |
---|
1289 | at random (whatever object ends up in pos'n 0 of the candidate array). |
---|
1290 | |
---|
1291 | If a branching candidate is found to be monotone, bounds are set to fix the |
---|
1292 | variable and the routine immediately returns (the caller is expected to |
---|
1293 | reoptimize). |
---|
1294 | |
---|
1295 | If a branching candidate is found to result in infeasibility in both |
---|
1296 | directions, the routine immediately returns an indication of infeasibility. |
---|
1297 | |
---|
1298 | Returns: 0 both branch directions are feasible |
---|
1299 | -1 branching variable is monotone |
---|
1300 | -2 infeasible |
---|
1301 | |
---|
1302 | Original comments: |
---|
1303 | Here could go cuts etc etc |
---|
1304 | For now just fix on objective from strong branching. |
---|
1305 | */ |
---|
1306 | |
---|
1307 | int CbcNode::chooseBranch (CbcModel *model, CbcNode *lastNode,int numberPassesLeft) |
---|
1308 | |
---|
1309 | { if (lastNode) |
---|
1310 | depth_ = lastNode->depth_+1; |
---|
1311 | else |
---|
1312 | depth_ = 0; |
---|
1313 | delete branch_; |
---|
1314 | branch_=NULL; |
---|
1315 | OsiSolverInterface * solver = model->solver(); |
---|
1316 | double saveObjectiveValue = solver->getObjValue(); |
---|
1317 | double objectiveValue = CoinMax(solver->getObjSense()*saveObjectiveValue,objectiveValue_); |
---|
1318 | const double * lower = solver->getColLower(); |
---|
1319 | const double * upper = solver->getColUpper(); |
---|
1320 | // See what user thinks |
---|
1321 | int anyAction=model->problemFeasibility()->feasible(model,0); |
---|
1322 | if (anyAction) { |
---|
1323 | // will return -2 if infeasible , 0 if treat as integer |
---|
1324 | return anyAction-1; |
---|
1325 | } |
---|
1326 | double integerTolerance = |
---|
1327 | model->getDblParam(CbcModel::CbcIntegerTolerance); |
---|
1328 | // point to useful information |
---|
1329 | OsiBranchingInformation usefulInfo = model->usefulInformation(); |
---|
1330 | // and modify |
---|
1331 | usefulInfo.depth_=depth_; |
---|
1332 | int i; |
---|
1333 | bool beforeSolution = model->getSolutionCount()==0; |
---|
1334 | int numberStrong=model->numberStrong(); |
---|
1335 | // switch off strong if hotstart |
---|
1336 | if (model->hotstartSolution()) |
---|
1337 | numberStrong=0; |
---|
1338 | int numberStrongDone=0; |
---|
1339 | int numberUnfinished=0; |
---|
1340 | int numberStrongInfeasible=0; |
---|
1341 | int numberStrongIterations=0; |
---|
1342 | int saveNumberStrong=numberStrong; |
---|
1343 | int numberObjects = model->numberObjects(); |
---|
1344 | bool checkFeasibility = numberObjects>model->numberIntegers(); |
---|
1345 | int maximumStrong = CoinMax(CoinMin(model->numberStrong(),numberObjects),1); |
---|
1346 | int numberColumns = model->getNumCols(); |
---|
1347 | double * saveUpper = new double[numberColumns]; |
---|
1348 | double * saveLower = new double[numberColumns]; |
---|
1349 | |
---|
1350 | // Save solution in case heuristics need good solution later |
---|
1351 | |
---|
1352 | double * saveSolution = new double[numberColumns]; |
---|
1353 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
1354 | model->reserveCurrentSolution(saveSolution); |
---|
1355 | /* |
---|
1356 | Get a branching decision object. Use the default decision criteria unless |
---|
1357 | the user has loaded a decision method into the model. |
---|
1358 | */ |
---|
1359 | CbcBranchDecision *decision = model->branchingMethod(); |
---|
1360 | CbcDynamicPseudoCostBranchingObject * dynamicBranchingObject = |
---|
1361 | dynamic_cast<CbcDynamicPseudoCostBranchingObject *>(decision); |
---|
1362 | if (!decision||dynamicBranchingObject) |
---|
1363 | decision = new CbcBranchDefaultDecision(); |
---|
1364 | decision->initialize(model); |
---|
1365 | CbcStrongInfo * choice = new CbcStrongInfo[maximumStrong]; |
---|
1366 | for (i=0;i<numberColumns;i++) { |
---|
1367 | saveLower[i] = lower[i]; |
---|
1368 | saveUpper[i] = upper[i]; |
---|
1369 | } |
---|
1370 | // May go round twice if strong branching fixes all local candidates |
---|
1371 | bool finished=false; |
---|
1372 | double estimatedDegradation=0.0; |
---|
1373 | while(!finished) { |
---|
1374 | finished=true; |
---|
1375 | // Some objects may compute an estimate of best solution from here |
---|
1376 | estimatedDegradation=0.0; |
---|
1377 | //int numberIntegerInfeasibilities=0; // without odd ones |
---|
1378 | numberStrongDone=0; |
---|
1379 | numberUnfinished=0; |
---|
1380 | numberStrongInfeasible=0; |
---|
1381 | numberStrongIterations=0; |
---|
1382 | |
---|
1383 | // We may go round this loop twice (only if we think we have solution) |
---|
1384 | for (int iPass=0;iPass<2;iPass++) { |
---|
1385 | |
---|
1386 | // compute current state |
---|
1387 | //int numberObjectInfeasibilities; // just odd ones |
---|
1388 | //model->feasibleSolution( |
---|
1389 | // numberIntegerInfeasibilities, |
---|
1390 | // numberObjectInfeasibilities); |
---|
1391 | const double * hotstartSolution = model->hotstartSolution(); |
---|
1392 | const int * hotstartPriorities = model->hotstartPriorities(); |
---|
1393 | |
---|
1394 | // Some objects may compute an estimate of best solution from here |
---|
1395 | estimatedDegradation=0.0; |
---|
1396 | numberUnsatisfied_ = 0; |
---|
1397 | // initialize sum of "infeasibilities" |
---|
1398 | sumInfeasibilities_ = 0.0; |
---|
1399 | int bestPriority=COIN_INT_MAX; |
---|
1400 | /* |
---|
1401 | Scan for branching objects that indicate infeasibility. Choose the best |
---|
1402 | maximumStrong candidates, using priority as the first criteria, then |
---|
1403 | integer infeasibility. |
---|
1404 | |
---|
1405 | The algorithm is to fill the choice array with a set of good candidates (by |
---|
1406 | infeasibility) with priority bestPriority. Finding a candidate with |
---|
1407 | priority better (less) than bestPriority flushes the choice array. (This |
---|
1408 | serves as initialization when the first candidate is found.) |
---|
1409 | |
---|
1410 | A new candidate is added to choices only if its infeasibility exceeds the |
---|
1411 | current max infeasibility (mostAway). When a candidate is added, it |
---|
1412 | replaces the candidate with the smallest infeasibility (tracked by |
---|
1413 | iSmallest). |
---|
1414 | */ |
---|
1415 | int iSmallest = 0; |
---|
1416 | double mostAway = 1.0e-100; |
---|
1417 | for (i = 0 ; i < maximumStrong ; i++) |
---|
1418 | choice[i].possibleBranch = NULL ; |
---|
1419 | numberStrong=0; |
---|
1420 | bool canDoOneHot=false; |
---|
1421 | for (i=0;i<numberObjects;i++) { |
---|
1422 | OsiObject * object = model->modifiableObject(i); |
---|
1423 | int preferredWay; |
---|
1424 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
1425 | int priorityLevel = object->priority(); |
---|
1426 | if (hotstartSolution) { |
---|
1427 | // we are doing hot start |
---|
1428 | const CbcSimpleInteger * thisOne = dynamic_cast <const CbcSimpleInteger *> (object); |
---|
1429 | if (thisOne) { |
---|
1430 | int iColumn = thisOne->columnNumber(); |
---|
1431 | bool canDoThisHot=true; |
---|
1432 | double targetValue = hotstartSolution[iColumn]; |
---|
1433 | if (saveUpper[iColumn]>saveLower[iColumn]) { |
---|
1434 | double value = saveSolution[iColumn]; |
---|
1435 | if (hotstartPriorities) |
---|
1436 | priorityLevel=hotstartPriorities[iColumn]; |
---|
1437 | //double originalLower = thisOne->originalLower(); |
---|
1438 | //double originalUpper = thisOne->originalUpper(); |
---|
1439 | // switch off if not possible |
---|
1440 | if (targetValue>=saveLower[iColumn]&&targetValue<=saveUpper[iColumn]) { |
---|
1441 | /* priority outranks rest always if negative |
---|
1442 | otherwise can be downgraded if at correct level. |
---|
1443 | Infeasibility may be increased to choose 1.0 values first. |
---|
1444 | choose one near wanted value |
---|
1445 | */ |
---|
1446 | if (fabs(value-targetValue)>integerTolerance) { |
---|
1447 | infeasibility = 1.0-fabs(value-targetValue); |
---|
1448 | if (targetValue==1.0) |
---|
1449 | infeasibility += 1.0; |
---|
1450 | if (value>targetValue) { |
---|
1451 | preferredWay=-1; |
---|
1452 | } else { |
---|
1453 | preferredWay=1; |
---|
1454 | } |
---|
1455 | priorityLevel = CoinAbs(priorityLevel); |
---|
1456 | } else if (priorityLevel<0) { |
---|
1457 | priorityLevel = CoinAbs(priorityLevel); |
---|
1458 | if (targetValue==saveLower[iColumn]) { |
---|
1459 | infeasibility = integerTolerance+1.0e-12; |
---|
1460 | preferredWay=-1; |
---|
1461 | } else if (targetValue==saveUpper[iColumn]) { |
---|
1462 | infeasibility = integerTolerance+1.0e-12; |
---|
1463 | preferredWay=1; |
---|
1464 | } else { |
---|
1465 | // can't |
---|
1466 | priorityLevel += 10000000; |
---|
1467 | canDoThisHot=false; |
---|
1468 | } |
---|
1469 | } else { |
---|
1470 | priorityLevel += 10000000; |
---|
1471 | canDoThisHot=false; |
---|
1472 | } |
---|
1473 | } else { |
---|
1474 | // switch off if not possible |
---|
1475 | canDoThisHot=false; |
---|
1476 | } |
---|
1477 | if (canDoThisHot) |
---|
1478 | canDoOneHot=true; |
---|
1479 | } else if (targetValue<saveLower[iColumn]||targetValue>saveUpper[iColumn]) { |
---|
1480 | } |
---|
1481 | } else { |
---|
1482 | priorityLevel += 10000000; |
---|
1483 | } |
---|
1484 | } |
---|
1485 | if (infeasibility) { |
---|
1486 | // Increase estimated degradation to solution |
---|
1487 | estimatedDegradation += CoinMin(object->upEstimate(),object->downEstimate()); |
---|
1488 | numberUnsatisfied_++; |
---|
1489 | sumInfeasibilities_ += infeasibility; |
---|
1490 | // Better priority? Flush choices. |
---|
1491 | if (priorityLevel<bestPriority) { |
---|
1492 | int j; |
---|
1493 | iSmallest=0; |
---|
1494 | for (j=0;j<maximumStrong;j++) { |
---|
1495 | choice[j].upMovement=0.0; |
---|
1496 | delete choice[j].possibleBranch; |
---|
1497 | choice[j].possibleBranch=NULL; |
---|
1498 | } |
---|
1499 | bestPriority = priorityLevel; |
---|
1500 | mostAway=1.0e-100; |
---|
1501 | numberStrong=0; |
---|
1502 | } else if (priorityLevel>bestPriority) { |
---|
1503 | continue; |
---|
1504 | } |
---|
1505 | // Check for suitability based on infeasibility. |
---|
1506 | if (infeasibility>mostAway) { |
---|
1507 | //add to list |
---|
1508 | choice[iSmallest].upMovement=infeasibility; |
---|
1509 | delete choice[iSmallest].possibleBranch; |
---|
1510 | CbcSimpleInteger * obj = |
---|
1511 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
1512 | if (obj) { |
---|
1513 | choice[iSmallest].possibleBranch=obj->createBranch(solver,&usefulInfo,preferredWay); |
---|
1514 | } else { |
---|
1515 | CbcObject * obj = |
---|
1516 | dynamic_cast <CbcObject *>(object) ; |
---|
1517 | assert (obj); |
---|
1518 | choice[iSmallest].possibleBranch=obj->createBranch(preferredWay); |
---|
1519 | } |
---|
1520 | numberStrong = CoinMax(numberStrong,iSmallest+1); |
---|
1521 | // Save which object it was |
---|
1522 | choice[iSmallest].objectNumber=i; |
---|
1523 | int j; |
---|
1524 | iSmallest=-1; |
---|
1525 | mostAway = 1.0e50; |
---|
1526 | for (j=0;j<maximumStrong;j++) { |
---|
1527 | if (choice[j].upMovement<mostAway) { |
---|
1528 | mostAway=choice[j].upMovement; |
---|
1529 | iSmallest=j; |
---|
1530 | } |
---|
1531 | } |
---|
1532 | } |
---|
1533 | } |
---|
1534 | } |
---|
1535 | if (!canDoOneHot&&hotstartSolution) { |
---|
1536 | // switch off as not possible |
---|
1537 | hotstartSolution=NULL; |
---|
1538 | model->setHotstartSolution(NULL,NULL); |
---|
1539 | } |
---|
1540 | if (numberUnsatisfied_) { |
---|
1541 | // some infeasibilities - go to next steps |
---|
1542 | break; |
---|
1543 | } else if (!iPass) { |
---|
1544 | // looks like a solution - get paranoid |
---|
1545 | bool roundAgain=false; |
---|
1546 | // get basis |
---|
1547 | CoinWarmStartBasis * ws = dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart()); |
---|
1548 | if (!ws) |
---|
1549 | break; |
---|
1550 | for (i=0;i<numberColumns;i++) { |
---|
1551 | double value = saveSolution[i]; |
---|
1552 | if (value<lower[i]) { |
---|
1553 | saveSolution[i]=lower[i]; |
---|
1554 | roundAgain=true; |
---|
1555 | ws->setStructStatus(i,CoinWarmStartBasis::atLowerBound); |
---|
1556 | } else if (value>upper[i]) { |
---|
1557 | saveSolution[i]=upper[i]; |
---|
1558 | roundAgain=true; |
---|
1559 | ws->setStructStatus(i,CoinWarmStartBasis::atUpperBound); |
---|
1560 | } |
---|
1561 | } |
---|
1562 | if (roundAgain&&saveNumberStrong) { |
---|
1563 | // restore basis |
---|
1564 | solver->setWarmStart(ws); |
---|
1565 | delete ws; |
---|
1566 | solver->resolve(); |
---|
1567 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
1568 | model->reserveCurrentSolution(saveSolution); |
---|
1569 | if (!solver->isProvenOptimal()) { |
---|
1570 | // infeasible |
---|
1571 | anyAction=-2; |
---|
1572 | break; |
---|
1573 | } |
---|
1574 | } else { |
---|
1575 | delete ws; |
---|
1576 | break; |
---|
1577 | } |
---|
1578 | } |
---|
1579 | } |
---|
1580 | /* Some solvers can do the strong branching calculations faster if |
---|
1581 | they do them all at once. At present only Clp does for ordinary |
---|
1582 | integers but I think this coding would be easy to modify |
---|
1583 | */ |
---|
1584 | bool allNormal=true; // to say if we can do fast strong branching |
---|
1585 | // Say which one will be best |
---|
1586 | int bestChoice=0; |
---|
1587 | double worstInfeasibility=0.0; |
---|
1588 | for (i=0;i<numberStrong;i++) { |
---|
1589 | choice[i].numIntInfeasUp = numberUnsatisfied_; |
---|
1590 | choice[i].numIntInfeasDown = numberUnsatisfied_; |
---|
1591 | choice[i].fix=0; // say not fixed |
---|
1592 | if (!dynamic_cast <const CbcSimpleInteger *> (model->object(choice[i].objectNumber))) |
---|
1593 | allNormal=false; // Something odd so lets skip clever fast branching |
---|
1594 | if ( !model->object(choice[i].objectNumber)->boundBranch()) |
---|
1595 | numberStrong=0; // switch off |
---|
1596 | if ( choice[i].possibleBranch->numberBranches()>2) |
---|
1597 | numberStrong=0; // switch off |
---|
1598 | // Do best choice in case switched off |
---|
1599 | if (choice[i].upMovement>worstInfeasibility) { |
---|
1600 | worstInfeasibility=choice[i].upMovement; |
---|
1601 | bestChoice=i; |
---|
1602 | } |
---|
1603 | } |
---|
1604 | // If we have hit max time don't do strong branching |
---|
1605 | bool hitMaxTime = ( CoinCpuTime()-model->getDblParam(CbcModel::CbcStartSeconds) > |
---|
1606 | model->getDblParam(CbcModel::CbcMaximumSeconds)); |
---|
1607 | // also give up if we are looping round too much |
---|
1608 | if (hitMaxTime||numberPassesLeft<=0) |
---|
1609 | numberStrong=0; |
---|
1610 | /* |
---|
1611 | Is strong branching enabled? If so, set up and do it. Otherwise, we'll |
---|
1612 | fall through to simple branching. |
---|
1613 | |
---|
1614 | Setup for strong branching involves saving the current basis (for restoration |
---|
1615 | afterwards) and setting up for hot starts. |
---|
1616 | */ |
---|
1617 | if (numberStrong&&saveNumberStrong) { |
---|
1618 | |
---|
1619 | bool solveAll=false; // set true to say look at all even if some fixed (experiment) |
---|
1620 | solveAll=true; |
---|
1621 | // worth trying if too many times |
---|
1622 | // Save basis |
---|
1623 | CoinWarmStart * ws = solver->getWarmStart(); |
---|
1624 | // save limit |
---|
1625 | int saveLimit; |
---|
1626 | solver->getIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
1627 | if (beforeSolution&&saveLimit<100) |
---|
1628 | solver->setIntParam(OsiMaxNumIterationHotStart,100); // go to end |
---|
1629 | # ifdef COIN_HAS_CLP |
---|
1630 | /* If we are doing all strong branching in one go then we create new arrays |
---|
1631 | to store information. If clp NULL then doing old way. |
---|
1632 | Going down - |
---|
1633 | outputSolution[2*i] is final solution. |
---|
1634 | outputStuff[2*i] is status (0 - finished, 1 infeas, other unknown |
---|
1635 | outputStuff[2*i+numberStrong] is number iterations |
---|
1636 | On entry newUpper[i] is new upper bound, on exit obj change |
---|
1637 | Going up - |
---|
1638 | outputSolution[2*i+1] is final solution. |
---|
1639 | outputStuff[2*i+1] is status (0 - finished, 1 infeas, other unknown |
---|
1640 | outputStuff[2*i+1+numberStrong] is number iterations |
---|
1641 | On entry newLower[i] is new lower bound, on exit obj change |
---|
1642 | */ |
---|
1643 | OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (solver); |
---|
1644 | ClpSimplex * clp=NULL; |
---|
1645 | double * newLower = NULL; |
---|
1646 | double * newUpper = NULL; |
---|
1647 | double ** outputSolution=NULL; |
---|
1648 | int * outputStuff=NULL; |
---|
1649 | // Go back to normal way if user wants it |
---|
1650 | if (osiclp&&(osiclp->specialOptions()&16)!=0&&osiclp->specialOptions()>0) |
---|
1651 | allNormal=false; |
---|
1652 | if (osiclp&&!allNormal) { |
---|
1653 | // say do fast |
---|
1654 | int easy=1; |
---|
1655 | osiclp->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,&easy) ; |
---|
1656 | } |
---|
1657 | if (osiclp&& allNormal) { |
---|
1658 | clp = osiclp->getModelPtr(); |
---|
1659 | // Clp - do a different way |
---|
1660 | newLower = new double[numberStrong]; |
---|
1661 | newUpper = new double[numberStrong]; |
---|
1662 | outputSolution = new double * [2*numberStrong]; |
---|
1663 | outputStuff = new int [4*numberStrong]; |
---|
1664 | int * which = new int[numberStrong]; |
---|
1665 | int startFinishOptions; |
---|
1666 | int specialOptions = osiclp->specialOptions(); |
---|
1667 | int clpOptions = clp->specialOptions(); |
---|
1668 | int returnCode=0; |
---|
1669 | #define CRUNCH |
---|
1670 | #ifdef CRUNCH |
---|
1671 | // Crunch down problem |
---|
1672 | int numberRows = clp->numberRows(); |
---|
1673 | // Use dual region |
---|
1674 | double * rhs = clp->dualRowSolution(); |
---|
1675 | int * whichRow = new int[3*numberRows]; |
---|
1676 | int * whichColumn = new int[2*numberColumns]; |
---|
1677 | int nBound; |
---|
1678 | ClpSimplex * small = ((ClpSimplexOther *) clp)->crunch(rhs,whichRow,whichColumn,nBound,true); |
---|
1679 | if (!small) { |
---|
1680 | anyAction=-2; |
---|
1681 | //printf("XXXX Inf by inspection\n"); |
---|
1682 | delete [] whichColumn; |
---|
1683 | whichColumn=NULL; |
---|
1684 | delete [] whichRow; |
---|
1685 | whichRow=NULL; |
---|
1686 | break; |
---|
1687 | } else { |
---|
1688 | clp = small; |
---|
1689 | } |
---|
1690 | #else |
---|
1691 | int saveLogLevel = clp->logLevel(); |
---|
1692 | int saveMaxIts = clp->maximumIterations(); |
---|
1693 | #endif |
---|
1694 | clp->setLogLevel(0); |
---|
1695 | if((specialOptions&1)==0) { |
---|
1696 | startFinishOptions=0; |
---|
1697 | clp->setSpecialOptions(clpOptions|(64|1024)); |
---|
1698 | } else { |
---|
1699 | startFinishOptions=1+2+4; |
---|
1700 | //startFinishOptions=1+4; // for moment re-factorize |
---|
1701 | if((specialOptions&4)==0) |
---|
1702 | clp->setSpecialOptions(clpOptions|(64|128|512|1024|4096)); |
---|
1703 | else |
---|
1704 | clp->setSpecialOptions(clpOptions|(64|128|512|1024|2048|4096)); |
---|
1705 | } |
---|
1706 | // User may want to clean up before strong branching |
---|
1707 | if ((clp->specialOptions()&32)!=0) { |
---|
1708 | clp->primal(1); |
---|
1709 | if (clp->numberIterations()) |
---|
1710 | model->messageHandler()->message(CBC_ITERATE_STRONG,*model->messagesPointer()) |
---|
1711 | << clp->numberIterations() |
---|
1712 | <<CoinMessageEol; |
---|
1713 | } |
---|
1714 | clp->setMaximumIterations(saveLimit); |
---|
1715 | #ifdef CRUNCH |
---|
1716 | int * backColumn = whichColumn+numberColumns; |
---|
1717 | #endif |
---|
1718 | for (i=0;i<numberStrong;i++) { |
---|
1719 | int iObject = choice[i].objectNumber; |
---|
1720 | const OsiObject * object = model->object(iObject); |
---|
1721 | const CbcSimpleInteger * simple = dynamic_cast <const CbcSimpleInteger *> (object); |
---|
1722 | int iSequence = simple->columnNumber(); |
---|
1723 | newLower[i]= ceil(saveSolution[iSequence]); |
---|
1724 | newUpper[i]= floor(saveSolution[iSequence]); |
---|
1725 | #ifdef CRUNCH |
---|
1726 | iSequence = backColumn[iSequence]; |
---|
1727 | assert (iSequence>=0); |
---|
1728 | #endif |
---|
1729 | which[i]=iSequence; |
---|
1730 | outputSolution[2*i]= new double [numberColumns]; |
---|
1731 | outputSolution[2*i+1]= new double [numberColumns]; |
---|
1732 | } |
---|
1733 | //clp->writeMps("bad"); |
---|
1734 | returnCode=clp->strongBranching(numberStrong,which, |
---|
1735 | newLower, newUpper,outputSolution, |
---|
1736 | outputStuff,outputStuff+2*numberStrong,!solveAll,false, |
---|
1737 | startFinishOptions); |
---|
1738 | #ifndef CRUNCH |
---|
1739 | clp->setSpecialOptions(clpOptions); // restore |
---|
1740 | clp->setMaximumIterations(saveMaxIts); |
---|
1741 | clp->setLogLevel(saveLogLevel); |
---|
1742 | #endif |
---|
1743 | if (returnCode==-2) { |
---|
1744 | // bad factorization!!! |
---|
1745 | // Doing normal way |
---|
1746 | // Mark hot start |
---|
1747 | solver->markHotStart(); |
---|
1748 | clp = NULL; |
---|
1749 | } else { |
---|
1750 | #ifdef CRUNCH |
---|
1751 | // extract solution |
---|
1752 | //bool checkSol=true; |
---|
1753 | for (i=0;i<numberStrong;i++) { |
---|
1754 | int iObject = choice[i].objectNumber; |
---|
1755 | const OsiObject * object = model->object(iObject); |
---|
1756 | const CbcSimpleInteger * simple = dynamic_cast <const CbcSimpleInteger *> (object); |
---|
1757 | int iSequence = simple->columnNumber(); |
---|
1758 | which[i]=iSequence; |
---|
1759 | double * sol = outputSolution[2*i]; |
---|
1760 | double * sol2 = outputSolution[2*i+1]; |
---|
1761 | //bool x=true; |
---|
1762 | //bool x2=true; |
---|
1763 | for (int iColumn=numberColumns-1;iColumn>=0;iColumn--) { |
---|
1764 | int jColumn = backColumn[iColumn]; |
---|
1765 | if (jColumn>=0) { |
---|
1766 | sol[iColumn]=sol[jColumn]; |
---|
1767 | sol2[iColumn]=sol2[jColumn]; |
---|
1768 | } else { |
---|
1769 | sol[iColumn]=saveSolution[iColumn]; |
---|
1770 | sol2[iColumn]=saveSolution[iColumn]; |
---|
1771 | } |
---|
1772 | } |
---|
1773 | } |
---|
1774 | #endif |
---|
1775 | } |
---|
1776 | #ifdef CRUNCH |
---|
1777 | delete [] whichColumn; |
---|
1778 | delete [] whichRow; |
---|
1779 | delete small; |
---|
1780 | #endif |
---|
1781 | delete [] which; |
---|
1782 | } else { |
---|
1783 | // Doing normal way |
---|
1784 | // Mark hot start |
---|
1785 | solver->markHotStart(); |
---|
1786 | } |
---|
1787 | # else /* COIN_HAS_CLP */ |
---|
1788 | |
---|
1789 | OsiSolverInterface *clp = NULL ; |
---|
1790 | double **outputSolution = NULL ; |
---|
1791 | int *outputStuff = NULL ; |
---|
1792 | double * newLower = NULL ; |
---|
1793 | double * newUpper = NULL ; |
---|
1794 | |
---|
1795 | solver->markHotStart(); |
---|
1796 | |
---|
1797 | # endif /* COIN_HAS_CLP */ |
---|
1798 | /* |
---|
1799 | Open a loop to do the strong branching LPs. For each candidate variable, |
---|
1800 | solve an LP with the variable forced down, then up. If a direction turns |
---|
1801 | out to be infeasible or monotonic (i.e., over the dual objective cutoff), |
---|
1802 | force the objective change to be big (1.0e100). If we determine the problem |
---|
1803 | is infeasible, or find a monotone variable, escape the loop. |
---|
1804 | |
---|
1805 | TODO: The `restore bounds' part might be better encapsulated as an |
---|
1806 | unbranch() method. Branching objects more exotic than simple integers |
---|
1807 | or cliques might not restrict themselves to variable bounds. |
---|
1808 | |
---|
1809 | TODO: Virtuous solvers invalidate the current solution (or give bogus |
---|
1810 | results :-) when the bounds are changed out from under them. So we |
---|
1811 | need to do all the work associated with finding a new solution before |
---|
1812 | restoring the bounds. |
---|
1813 | */ |
---|
1814 | for (i = 0 ; i < numberStrong ; i++) |
---|
1815 | { double objectiveChange ; |
---|
1816 | double newObjectiveValue=1.0e100; |
---|
1817 | // status is 0 finished, 1 infeasible and other |
---|
1818 | int iStatus; |
---|
1819 | /* |
---|
1820 | Try the down direction first. (Specify the initial branching alternative as |
---|
1821 | down with a call to way(-1). Each subsequent call to branch() performs the |
---|
1822 | specified branch and advances the branch object state to the next branch |
---|
1823 | alternative.) |
---|
1824 | */ |
---|
1825 | if (!clp) { |
---|
1826 | choice[i].possibleBranch->way(-1) ; |
---|
1827 | choice[i].possibleBranch->branch() ; |
---|
1828 | bool feasible=true; |
---|
1829 | if (checkFeasibility) { |
---|
1830 | // check branching did not make infeasible |
---|
1831 | int iColumn; |
---|
1832 | int numberColumns = solver->getNumCols(); |
---|
1833 | const double * columnLower = solver->getColLower(); |
---|
1834 | const double * columnUpper = solver->getColUpper(); |
---|
1835 | for (iColumn= 0;iColumn<numberColumns;iColumn++) { |
---|
1836 | if (columnLower[iColumn]>columnUpper[iColumn]+1.0e-5) |
---|
1837 | feasible=false; |
---|
1838 | } |
---|
1839 | } |
---|
1840 | if (feasible) { |
---|
1841 | solver->solveFromHotStart() ; |
---|
1842 | numberStrongDone++; |
---|
1843 | numberStrongIterations += solver->getIterationCount(); |
---|
1844 | /* |
---|
1845 | We now have an estimate of objective degradation that we can use for strong |
---|
1846 | branching. If we're over the cutoff, the variable is monotone up. |
---|
1847 | If we actually made it to optimality, check for a solution, and if we have |
---|
1848 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
1849 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
1850 | */ |
---|
1851 | if (solver->isProvenOptimal()) |
---|
1852 | iStatus=0; // optimal |
---|
1853 | else if (solver->isIterationLimitReached() |
---|
1854 | &&!solver->isDualObjectiveLimitReached()) |
---|
1855 | iStatus=2; // unknown |
---|
1856 | else |
---|
1857 | iStatus=1; // infeasible |
---|
1858 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
1859 | choice[i].numItersDown = solver->getIterationCount(); |
---|
1860 | } else { |
---|
1861 | iStatus=1; // infeasible |
---|
1862 | newObjectiveValue = 1.0e100; |
---|
1863 | choice[i].numItersDown = 0; |
---|
1864 | } |
---|
1865 | } else { |
---|
1866 | iStatus = outputStuff[2*i]; |
---|
1867 | choice[i].numItersDown = outputStuff[2*numberStrong+2*i]; |
---|
1868 | numberStrongDone++; |
---|
1869 | numberStrongIterations += choice[i].numItersDown; |
---|
1870 | newObjectiveValue = objectiveValue+newUpper[i]; |
---|
1871 | solver->setColSolution(outputSolution[2*i]); |
---|
1872 | } |
---|
1873 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
1874 | if (!iStatus) { |
---|
1875 | choice[i].finishedDown = true ; |
---|
1876 | if (newObjectiveValue>=model->getCutoff()) { |
---|
1877 | objectiveChange = 1.0e100; // say infeasible |
---|
1878 | numberStrongInfeasible++; |
---|
1879 | } else { |
---|
1880 | // See if integer solution |
---|
1881 | if (model->feasibleSolution(choice[i].numIntInfeasDown, |
---|
1882 | choice[i].numObjInfeasDown) |
---|
1883 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
1884 | model->setBestSolution(CBC_STRONGSOL, |
---|
1885 | newObjectiveValue, |
---|
1886 | solver->getColSolution()) ; |
---|
1887 | // only needed for odd solvers |
---|
1888 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
1889 | objectiveChange = CoinMax(newObjectiveValue-objectiveValue_,0.0) ; |
---|
1890 | model->setLastHeuristic(NULL); |
---|
1891 | model->incrementUsed(solver->getColSolution()); |
---|
1892 | if (newObjectiveValue >= model->getCutoff()) { // *new* cutoff |
---|
1893 | objectiveChange = 1.0e100 ; |
---|
1894 | numberStrongInfeasible++; |
---|
1895 | } |
---|
1896 | } |
---|
1897 | } |
---|
1898 | } else if (iStatus==1) { |
---|
1899 | objectiveChange = 1.0e100 ; |
---|
1900 | numberStrongInfeasible++; |
---|
1901 | } else { |
---|
1902 | // Can't say much as we did not finish |
---|
1903 | choice[i].finishedDown = false ; |
---|
1904 | numberUnfinished++; |
---|
1905 | } |
---|
1906 | choice[i].downMovement = objectiveChange ; |
---|
1907 | |
---|
1908 | // restore bounds |
---|
1909 | if (!clp) |
---|
1910 | { for (int j=0;j<numberColumns;j++) { |
---|
1911 | if (saveLower[j] != lower[j]) |
---|
1912 | solver->setColLower(j,saveLower[j]); |
---|
1913 | if (saveUpper[j] != upper[j]) |
---|
1914 | solver->setColUpper(j,saveUpper[j]); |
---|
1915 | } |
---|
1916 | } |
---|
1917 | //printf("Down on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
1918 | // choice[i].objectNumber,iStatus,newObjectiveValue,choice[i].numItersDown, |
---|
1919 | // choice[i].downMovement,choice[i].finishedDown,choice[i].numIntInfeasDown, |
---|
1920 | // choice[i].numObjInfeasDown); |
---|
1921 | |
---|
1922 | // repeat the whole exercise, forcing the variable up |
---|
1923 | if (!clp) { |
---|
1924 | bool feasible=true; |
---|
1925 | // If odd branching then maybe just one possibility |
---|
1926 | if(choice[i].possibleBranch->numberBranchesLeft()>0) { |
---|
1927 | choice[i].possibleBranch->branch(); |
---|
1928 | if (checkFeasibility) { |
---|
1929 | // check branching did not make infeasible |
---|
1930 | int iColumn; |
---|
1931 | int numberColumns = solver->getNumCols(); |
---|
1932 | const double * columnLower = solver->getColLower(); |
---|
1933 | const double * columnUpper = solver->getColUpper(); |
---|
1934 | for (iColumn= 0;iColumn<numberColumns;iColumn++) { |
---|
1935 | if (columnLower[iColumn]>columnUpper[iColumn]+1.0e-5) |
---|
1936 | feasible=false; |
---|
1937 | } |
---|
1938 | } |
---|
1939 | } else { |
---|
1940 | // second branch infeasible |
---|
1941 | feasible=false; |
---|
1942 | } |
---|
1943 | if (feasible) { |
---|
1944 | solver->solveFromHotStart() ; |
---|
1945 | numberStrongDone++; |
---|
1946 | numberStrongIterations += solver->getIterationCount(); |
---|
1947 | /* |
---|
1948 | We now have an estimate of objective degradation that we can use for strong |
---|
1949 | branching. If we're over the cutoff, the variable is monotone up. |
---|
1950 | If we actually made it to optimality, check for a solution, and if we have |
---|
1951 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
1952 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
1953 | */ |
---|
1954 | if (solver->isProvenOptimal()) |
---|
1955 | iStatus=0; // optimal |
---|
1956 | else if (solver->isIterationLimitReached() |
---|
1957 | &&!solver->isDualObjectiveLimitReached()) |
---|
1958 | iStatus=2; // unknown |
---|
1959 | else |
---|
1960 | iStatus=1; // infeasible |
---|
1961 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
1962 | choice[i].numItersUp = solver->getIterationCount(); |
---|
1963 | } else { |
---|
1964 | iStatus=1; // infeasible |
---|
1965 | newObjectiveValue = 1.0e100; |
---|
1966 | choice[i].numItersDown = 0; |
---|
1967 | } |
---|
1968 | } else { |
---|
1969 | iStatus = outputStuff[2*i+1]; |
---|
1970 | choice[i].numItersUp = outputStuff[2*numberStrong+2*i+1]; |
---|
1971 | numberStrongDone++; |
---|
1972 | numberStrongIterations += choice[i].numItersUp; |
---|
1973 | newObjectiveValue = objectiveValue+newLower[i]; |
---|
1974 | solver->setColSolution(outputSolution[2*i+1]); |
---|
1975 | } |
---|
1976 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
1977 | if (!iStatus) { |
---|
1978 | choice[i].finishedUp = true ; |
---|
1979 | if (newObjectiveValue>=model->getCutoff()) { |
---|
1980 | objectiveChange = 1.0e100; // say infeasible |
---|
1981 | numberStrongInfeasible++; |
---|
1982 | } else { |
---|
1983 | // See if integer solution |
---|
1984 | if (model->feasibleSolution(choice[i].numIntInfeasUp, |
---|
1985 | choice[i].numObjInfeasUp) |
---|
1986 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
1987 | model->setBestSolution(CBC_STRONGSOL, |
---|
1988 | newObjectiveValue, |
---|
1989 | solver->getColSolution()) ; |
---|
1990 | // only needed for odd solvers |
---|
1991 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
1992 | objectiveChange = CoinMax(newObjectiveValue-objectiveValue_,0.0) ; |
---|
1993 | model->setLastHeuristic(NULL); |
---|
1994 | model->incrementUsed(solver->getColSolution()); |
---|
1995 | if (newObjectiveValue >= model->getCutoff()) { // *new* cutoff |
---|
1996 | objectiveChange = 1.0e100 ; |
---|
1997 | numberStrongInfeasible++; |
---|
1998 | } |
---|
1999 | } |
---|
2000 | } |
---|
2001 | } else if (iStatus==1) { |
---|
2002 | objectiveChange = 1.0e100 ; |
---|
2003 | numberStrongInfeasible++; |
---|
2004 | } else { |
---|
2005 | // Can't say much as we did not finish |
---|
2006 | choice[i].finishedUp = false ; |
---|
2007 | numberUnfinished++; |
---|
2008 | } |
---|
2009 | choice[i].upMovement = objectiveChange ; |
---|
2010 | |
---|
2011 | // restore bounds |
---|
2012 | if (!clp) |
---|
2013 | { for (int j=0;j<numberColumns;j++) { |
---|
2014 | if (saveLower[j] != lower[j]) |
---|
2015 | solver->setColLower(j,saveLower[j]); |
---|
2016 | if (saveUpper[j] != upper[j]) |
---|
2017 | solver->setColUpper(j,saveUpper[j]); |
---|
2018 | } |
---|
2019 | } |
---|
2020 | |
---|
2021 | //printf("Up on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
2022 | // choice[i].objectNumber,iStatus,newObjectiveValue,choice[i].numItersUp, |
---|
2023 | // choice[i].upMovement,choice[i].finishedUp,choice[i].numIntInfeasUp, |
---|
2024 | // choice[i].numObjInfeasUp); |
---|
2025 | |
---|
2026 | /* |
---|
2027 | End of evaluation for this candidate variable. Possibilities are: |
---|
2028 | * Both sides below cutoff; this variable is a candidate for branching. |
---|
2029 | * Both sides infeasible or above the objective cutoff: no further action |
---|
2030 | here. Break from the evaluation loop and assume the node will be purged |
---|
2031 | by the caller. |
---|
2032 | * One side below cutoff: Install the branch (i.e., fix the variable). Break |
---|
2033 | from the evaluation loop and assume the node will be reoptimised by the |
---|
2034 | caller. |
---|
2035 | */ |
---|
2036 | // reset |
---|
2037 | choice[i].possibleBranch->resetNumberBranchesLeft(); |
---|
2038 | if (choice[i].upMovement<1.0e100) { |
---|
2039 | if(choice[i].downMovement<1.0e100) { |
---|
2040 | // feasible - no action |
---|
2041 | } else { |
---|
2042 | // up feasible, down infeasible |
---|
2043 | anyAction=-1; |
---|
2044 | //printf("Down infeasible for choice %d sequence %d\n",i, |
---|
2045 | // model->object(choice[i].objectNumber)->columnNumber()); |
---|
2046 | if (!solveAll) { |
---|
2047 | choice[i].possibleBranch->way(1); |
---|
2048 | choice[i].possibleBranch->branch(); |
---|
2049 | break; |
---|
2050 | } else { |
---|
2051 | choice[i].fix=1; |
---|
2052 | } |
---|
2053 | } |
---|
2054 | } else { |
---|
2055 | if(choice[i].downMovement<1.0e100) { |
---|
2056 | // down feasible, up infeasible |
---|
2057 | anyAction=-1; |
---|
2058 | //printf("Up infeasible for choice %d sequence %d\n",i, |
---|
2059 | // model->object(choice[i].objectNumber)->columnNumber()); |
---|
2060 | if (!solveAll) { |
---|
2061 | choice[i].possibleBranch->way(-1); |
---|
2062 | choice[i].possibleBranch->branch(); |
---|
2063 | break; |
---|
2064 | } else { |
---|
2065 | choice[i].fix=-1; |
---|
2066 | } |
---|
2067 | } else { |
---|
2068 | // neither side feasible |
---|
2069 | anyAction=-2; |
---|
2070 | //printf("Both infeasible for choice %d sequence %d\n",i, |
---|
2071 | // model->object(choice[i].objectNumber)->columnNumber()); |
---|
2072 | break; |
---|
2073 | } |
---|
2074 | } |
---|
2075 | bool hitMaxTime = ( CoinCpuTime()-model->getDblParam(CbcModel::CbcStartSeconds) > |
---|
2076 | model->getDblParam(CbcModel::CbcMaximumSeconds)); |
---|
2077 | if (hitMaxTime) { |
---|
2078 | numberStrong=i+1; |
---|
2079 | break; |
---|
2080 | } |
---|
2081 | } |
---|
2082 | if (!clp) { |
---|
2083 | // Delete the snapshot |
---|
2084 | solver->unmarkHotStart(); |
---|
2085 | } else { |
---|
2086 | delete [] newLower; |
---|
2087 | delete [] newUpper; |
---|
2088 | delete [] outputStuff; |
---|
2089 | int i; |
---|
2090 | for (i=0;i<2*numberStrong;i++) |
---|
2091 | delete [] outputSolution[i]; |
---|
2092 | delete [] outputSolution; |
---|
2093 | } |
---|
2094 | solver->setIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
2095 | // restore basis |
---|
2096 | solver->setWarmStart(ws); |
---|
2097 | // Unless infeasible we will carry on |
---|
2098 | // But we could fix anyway |
---|
2099 | if (anyAction==-1&&solveAll) { |
---|
2100 | // apply and take off |
---|
2101 | for (i = 0 ; i < numberStrong ; i++) { |
---|
2102 | if (choice[i].fix) { |
---|
2103 | choice[i].possibleBranch->way(choice[i].fix) ; |
---|
2104 | choice[i].possibleBranch->branch() ; |
---|
2105 | } |
---|
2106 | } |
---|
2107 | bool feasible=true; |
---|
2108 | if (checkFeasibility) { |
---|
2109 | // check branching did not make infeasible |
---|
2110 | int iColumn; |
---|
2111 | int numberColumns = solver->getNumCols(); |
---|
2112 | const double * columnLower = solver->getColLower(); |
---|
2113 | const double * columnUpper = solver->getColUpper(); |
---|
2114 | for (iColumn= 0;iColumn<numberColumns;iColumn++) { |
---|
2115 | if (columnLower[iColumn]>columnUpper[iColumn]+1.0e-5) |
---|
2116 | feasible=false; |
---|
2117 | } |
---|
2118 | } |
---|
2119 | if (feasible) { |
---|
2120 | // can do quick optimality check |
---|
2121 | int easy=2; |
---|
2122 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,&easy) ; |
---|
2123 | solver->resolve() ; |
---|
2124 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
2125 | feasible = solver->isProvenOptimal(); |
---|
2126 | } |
---|
2127 | if (feasible) { |
---|
2128 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
2129 | model->reserveCurrentSolution(saveSolution); |
---|
2130 | memcpy(saveLower,solver->getColLower(),numberColumns*sizeof(double)); |
---|
2131 | memcpy(saveUpper,solver->getColUpper(),numberColumns*sizeof(double)); |
---|
2132 | // Clean up all candidates whih are fixed |
---|
2133 | int numberLeft=0; |
---|
2134 | for (i = 0 ; i < numberStrong ; i++) { |
---|
2135 | CbcStrongInfo thisChoice = choice[i]; |
---|
2136 | choice[i].possibleBranch=NULL; |
---|
2137 | const OsiObject * object = model->object(thisChoice.objectNumber); |
---|
2138 | int preferredWay; |
---|
2139 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
2140 | if (!infeasibility) { |
---|
2141 | // take out |
---|
2142 | delete thisChoice.possibleBranch; |
---|
2143 | } else { |
---|
2144 | choice[numberLeft++]=thisChoice; |
---|
2145 | } |
---|
2146 | } |
---|
2147 | numberStrong=numberLeft; |
---|
2148 | for (;i<maximumStrong;i++) { |
---|
2149 | delete choice[i].possibleBranch; |
---|
2150 | choice[i].possibleBranch=NULL; |
---|
2151 | } |
---|
2152 | // If all fixed then round again |
---|
2153 | if (!numberLeft) { |
---|
2154 | finished=false; |
---|
2155 | numberStrong=0; |
---|
2156 | saveNumberStrong=0; |
---|
2157 | maximumStrong=1; |
---|
2158 | } else { |
---|
2159 | anyAction=0; |
---|
2160 | } |
---|
2161 | // If these two uncommented then different action |
---|
2162 | anyAction=-1; |
---|
2163 | finished=true; |
---|
2164 | //printf("some fixed but continuing %d left\n",numberLeft); |
---|
2165 | } else { |
---|
2166 | anyAction=-2; // say infeasible |
---|
2167 | } |
---|
2168 | } |
---|
2169 | delete ws; |
---|
2170 | int numberNodes = model->getNodeCount(); |
---|
2171 | // update number of strong iterations etc |
---|
2172 | model->incrementStrongInfo(numberStrongDone,numberStrongIterations, |
---|
2173 | anyAction==-2 ? 0:numberStrongInfeasible,anyAction==-2); |
---|
2174 | |
---|
2175 | /* |
---|
2176 | anyAction >= 0 indicates that strong branching didn't produce any monotone |
---|
2177 | variables. Sift through the candidates for the best one. |
---|
2178 | |
---|
2179 | QUERY: Setting numberNodes looks to be a distributed noop. numberNodes is |
---|
2180 | local to this code block. Perhaps should be numberNodes_ from model? |
---|
2181 | Unclear what this calculation is doing. |
---|
2182 | */ |
---|
2183 | if (anyAction>=0) { |
---|
2184 | |
---|
2185 | // get average cost per iteration and assume stopped ones |
---|
2186 | // would stop after 50% more iterations at average cost??? !!! ??? |
---|
2187 | double averageCostPerIteration=0.0; |
---|
2188 | double totalNumberIterations=1.0; |
---|
2189 | int smallestNumberInfeasibilities=COIN_INT_MAX; |
---|
2190 | for (i=0;i<numberStrong;i++) { |
---|
2191 | totalNumberIterations += choice[i].numItersDown + |
---|
2192 | choice[i].numItersUp ; |
---|
2193 | averageCostPerIteration += choice[i].downMovement + |
---|
2194 | choice[i].upMovement; |
---|
2195 | smallestNumberInfeasibilities= |
---|
2196 | CoinMin(CoinMin(choice[i].numIntInfeasDown , |
---|
2197 | choice[i].numIntInfeasUp ), |
---|
2198 | smallestNumberInfeasibilities); |
---|
2199 | } |
---|
2200 | //if (smallestNumberInfeasibilities>=numberIntegerInfeasibilities) |
---|
2201 | //numberNodes=1000000; // switch off search for better solution |
---|
2202 | numberNodes=1000000; // switch off anyway |
---|
2203 | averageCostPerIteration /= totalNumberIterations; |
---|
2204 | // all feasible - choose best bet |
---|
2205 | |
---|
2206 | // New method does all at once so it can be more sophisticated |
---|
2207 | // in deciding how to balance actions. |
---|
2208 | // But it does need arrays |
---|
2209 | double * changeUp = new double [numberStrong]; |
---|
2210 | int * numberInfeasibilitiesUp = new int [numberStrong]; |
---|
2211 | double * changeDown = new double [numberStrong]; |
---|
2212 | int * numberInfeasibilitiesDown = new int [numberStrong]; |
---|
2213 | CbcBranchingObject ** objects = new CbcBranchingObject * [ numberStrong]; |
---|
2214 | for (i = 0 ; i < numberStrong ; i++) { |
---|
2215 | int iColumn = choice[i].possibleBranch->variable() ; |
---|
2216 | model->messageHandler()->message(CBC_STRONG,*model->messagesPointer()) |
---|
2217 | << i << iColumn |
---|
2218 | <<choice[i].downMovement<<choice[i].numIntInfeasDown |
---|
2219 | <<choice[i].upMovement<<choice[i].numIntInfeasUp |
---|
2220 | <<choice[i].possibleBranch->value() |
---|
2221 | <<CoinMessageEol; |
---|
2222 | changeUp[i]=choice[i].upMovement; |
---|
2223 | numberInfeasibilitiesUp[i] = choice[i].numIntInfeasUp; |
---|
2224 | changeDown[i]=choice[i].downMovement; |
---|
2225 | numberInfeasibilitiesDown[i] = choice[i].numIntInfeasDown; |
---|
2226 | objects[i] = choice[i].possibleBranch; |
---|
2227 | } |
---|
2228 | int whichObject = decision->bestBranch(objects,numberStrong,numberUnsatisfied_, |
---|
2229 | changeUp,numberInfeasibilitiesUp, |
---|
2230 | changeDown,numberInfeasibilitiesDown, |
---|
2231 | objectiveValue_); |
---|
2232 | // move branching object and make sure it will not be deleted |
---|
2233 | if (whichObject>=0) { |
---|
2234 | branch_ = objects[whichObject]; |
---|
2235 | if (model->messageHandler()->logLevel()>3) |
---|
2236 | printf("Choosing column %d\n",choice[whichObject].possibleBranch->variable()) ; |
---|
2237 | choice[whichObject].possibleBranch=NULL; |
---|
2238 | } |
---|
2239 | delete [] changeUp; |
---|
2240 | delete [] numberInfeasibilitiesUp; |
---|
2241 | delete [] changeDown; |
---|
2242 | delete [] numberInfeasibilitiesDown; |
---|
2243 | delete [] objects; |
---|
2244 | } |
---|
2245 | # ifdef COIN_HAS_CLP |
---|
2246 | if (osiclp&&!allNormal) { |
---|
2247 | // back to normal |
---|
2248 | osiclp->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
2249 | } |
---|
2250 | # endif |
---|
2251 | } |
---|
2252 | /* |
---|
2253 | Simple branching. Probably just one, but we may have got here |
---|
2254 | because of an odd branch e.g. a cut |
---|
2255 | */ |
---|
2256 | else { |
---|
2257 | // not strong |
---|
2258 | // C) create branching object |
---|
2259 | branch_ = choice[bestChoice].possibleBranch; |
---|
2260 | choice[bestChoice].possibleBranch=NULL; |
---|
2261 | } |
---|
2262 | } |
---|
2263 | // Set guessed solution value |
---|
2264 | guessedObjectiveValue_ = objectiveValue_+estimatedDegradation; |
---|
2265 | /* |
---|
2266 | Cleanup, then we're outta here. |
---|
2267 | */ |
---|
2268 | if (!model->branchingMethod()||dynamicBranchingObject) |
---|
2269 | delete decision; |
---|
2270 | |
---|
2271 | for (i=0;i<maximumStrong;i++) |
---|
2272 | delete choice[i].possibleBranch; |
---|
2273 | delete [] choice; |
---|
2274 | delete [] saveLower; |
---|
2275 | delete [] saveUpper; |
---|
2276 | |
---|
2277 | // restore solution |
---|
2278 | solver->setColSolution(saveSolution); |
---|
2279 | delete [] saveSolution; |
---|
2280 | return anyAction; |
---|
2281 | } |
---|
2282 | |
---|
2283 | /* |
---|
2284 | Version for dynamic pseudo costs. |
---|
2285 | |
---|
2286 | **** For now just return if anything odd |
---|
2287 | later allow even if odd |
---|
2288 | |
---|
2289 | The routine scans through the object list of the model looking for objects |
---|
2290 | that indicate infeasibility. It tests each object using strong branching |
---|
2291 | and selects the one with the least objective degradation. A corresponding |
---|
2292 | branching object is left attached to lastNode. |
---|
2293 | This version gives preference in evaluation to variables which |
---|
2294 | have not been evaluated many times. It also uses numberStrong |
---|
2295 | to say give up if last few tries have not changed incumbent. |
---|
2296 | See Achterberg, Koch and Martin. |
---|
2297 | |
---|
2298 | If strong branching is disabled, a candidate object is chosen essentially |
---|
2299 | at random (whatever object ends up in pos'n 0 of the candidate array). |
---|
2300 | |
---|
2301 | If a branching candidate is found to be monotone, bounds are set to fix the |
---|
2302 | variable and the routine immediately returns (the caller is expected to |
---|
2303 | reoptimize). |
---|
2304 | |
---|
2305 | If a branching candidate is found to result in infeasibility in both |
---|
2306 | directions, the routine immediately returns an indication of infeasibility. |
---|
2307 | |
---|
2308 | Returns: 0 both branch directions are feasible |
---|
2309 | -1 branching variable is monotone |
---|
2310 | -2 infeasible |
---|
2311 | -3 Use another method |
---|
2312 | |
---|
2313 | For now just fix on objective from strong branching. |
---|
2314 | */ |
---|
2315 | |
---|
2316 | int CbcNode::chooseDynamicBranch (CbcModel *model, CbcNode *lastNode, |
---|
2317 | OsiSolverBranch * & branches,int numberPassesLeft) |
---|
2318 | |
---|
2319 | { if (lastNode) |
---|
2320 | depth_ = lastNode->depth_+1; |
---|
2321 | else |
---|
2322 | depth_ = 0; |
---|
2323 | delete branch_; |
---|
2324 | branch_=NULL; |
---|
2325 | OsiSolverInterface * solver = model->solver(); |
---|
2326 | // get information on solver type |
---|
2327 | const OsiAuxInfo * auxInfo = solver->getAuxiliaryInfo(); |
---|
2328 | const OsiBabSolver * auxiliaryInfo = dynamic_cast<const OsiBabSolver *> (auxInfo); |
---|
2329 | if (!auxiliaryInfo) { |
---|
2330 | // use one from CbcModel |
---|
2331 | auxiliaryInfo = model->solverCharacteristics(); |
---|
2332 | } |
---|
2333 | // point to useful information |
---|
2334 | OsiBranchingInformation usefulInfo = model->usefulInformation(); |
---|
2335 | // and modify |
---|
2336 | usefulInfo.depth_=depth_; |
---|
2337 | assert (auxiliaryInfo); |
---|
2338 | //assert(objectiveValue_ == solver->getObjSense()*solver->getObjValue()); |
---|
2339 | double cutoff =model->getCutoff(); |
---|
2340 | double distanceToCutoff=cutoff-objectiveValue_; |
---|
2341 | const double * lower = solver->getColLower(); |
---|
2342 | const double * upper = solver->getColUpper(); |
---|
2343 | // See what user thinks |
---|
2344 | int anyAction=model->problemFeasibility()->feasible(model,0); |
---|
2345 | if (anyAction) { |
---|
2346 | // will return -2 if infeasible , 0 if treat as integer |
---|
2347 | return anyAction-1; |
---|
2348 | } |
---|
2349 | int i; |
---|
2350 | int saveStateOfSearch = model->stateOfSearch(); |
---|
2351 | int numberStrong=model->numberStrong(); |
---|
2352 | if (!auxiliaryInfo->warmStart()) |
---|
2353 | numberStrong=0; |
---|
2354 | // But make more likely to get out after some times |
---|
2355 | int changeStrategy=numberStrong; |
---|
2356 | double changeFactor=1.0; |
---|
2357 | // Use minimum of this and one stored in objects |
---|
2358 | //int numberBeforeTrust = model->numberBeforeTrust(); |
---|
2359 | int numberObjects = model->numberObjects(); |
---|
2360 | bool checkFeasibility = numberObjects>model->numberIntegers(); |
---|
2361 | // For now return if not simple |
---|
2362 | if (checkFeasibility) |
---|
2363 | return -3; |
---|
2364 | // Return if doing hot start (in BAB sense) |
---|
2365 | if (model->hotstartSolution()) |
---|
2366 | return -3; |
---|
2367 | //#define RANGING |
---|
2368 | #ifdef RANGING |
---|
2369 | // Pass number |
---|
2370 | int kPass=0; |
---|
2371 | int numberRows = solver->getNumRows(); |
---|
2372 | #endif |
---|
2373 | int numberColumns = model->getNumCols(); |
---|
2374 | double * saveUpper = new double[numberColumns]; |
---|
2375 | double * saveLower = new double[numberColumns]; |
---|
2376 | |
---|
2377 | // Save solution in case heuristics need good solution later |
---|
2378 | |
---|
2379 | double * saveSolution = new double[numberColumns]; |
---|
2380 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
2381 | model->reserveCurrentSolution(saveSolution); |
---|
2382 | /* |
---|
2383 | Get a branching decision object. Use the default dynamic decision criteria unless |
---|
2384 | the user has loaded a decision method into the model. |
---|
2385 | */ |
---|
2386 | CbcBranchDecision *decision = model->branchingMethod(); |
---|
2387 | if (!decision) |
---|
2388 | decision = new CbcBranchDynamicDecision(); |
---|
2389 | int numberMini=0; |
---|
2390 | int xPen=0; |
---|
2391 | int xMark=0; |
---|
2392 | for (i=0;i<numberColumns;i++) { |
---|
2393 | saveLower[i] = lower[i]; |
---|
2394 | saveUpper[i] = upper[i]; |
---|
2395 | } |
---|
2396 | // Get arrays to sort |
---|
2397 | double * sort = new double[numberObjects]; |
---|
2398 | int * whichObject = new int[numberObjects]; |
---|
2399 | int * objectMark = new int[2*numberObjects+1]; |
---|
2400 | // Arrays with movements |
---|
2401 | double * upEstimate = new double[numberObjects]; |
---|
2402 | double * downEstimate = new double[numberObjects]; |
---|
2403 | CbcStrongInfo * fixObject = new CbcStrongInfo[numberObjects]; |
---|
2404 | double estimatedDegradation=0.0; |
---|
2405 | int numberNodes=model->getNodeCount(); |
---|
2406 | int saveLogLevel = model->logLevel(); |
---|
2407 | if ((numberNodes%500)==0&&false) { |
---|
2408 | model->setLogLevel(6); |
---|
2409 | // Get average up and down costs |
---|
2410 | double averageUp=0.0; |
---|
2411 | double averageDown=0.0; |
---|
2412 | int numberUp=0; |
---|
2413 | int numberDown=0; |
---|
2414 | int i; |
---|
2415 | for ( i=0;i<numberObjects;i++) { |
---|
2416 | OsiObject * object = model->modifiableObject(i); |
---|
2417 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2418 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2419 | assert(dynamicObject); |
---|
2420 | int numberUp2=0; |
---|
2421 | int numberDown2=0; |
---|
2422 | double up=0.0; |
---|
2423 | double down=0.0; |
---|
2424 | if (dynamicObject->numberTimesUp()) { |
---|
2425 | numberUp++; |
---|
2426 | averageUp += dynamicObject->upDynamicPseudoCost(); |
---|
2427 | numberUp2 += dynamicObject->numberTimesUp(); |
---|
2428 | up = dynamicObject->upDynamicPseudoCost(); |
---|
2429 | } |
---|
2430 | if (dynamicObject->numberTimesDown()) { |
---|
2431 | numberDown++; |
---|
2432 | averageDown += dynamicObject->downDynamicPseudoCost(); |
---|
2433 | numberDown2 += dynamicObject->numberTimesDown(); |
---|
2434 | down = dynamicObject->downDynamicPseudoCost(); |
---|
2435 | } |
---|
2436 | if (numberUp2||numberDown2) |
---|
2437 | printf("col %d - up %d times cost %g, - down %d times cost %g\n", |
---|
2438 | dynamicObject->columnNumber(),numberUp2,up,numberDown2,down); |
---|
2439 | } |
---|
2440 | if (numberUp) |
---|
2441 | averageUp /= (double) numberUp; |
---|
2442 | else |
---|
2443 | averageUp=1.0; |
---|
2444 | if (numberDown) |
---|
2445 | averageDown /= (double) numberDown; |
---|
2446 | else |
---|
2447 | averageDown=1.0; |
---|
2448 | printf("total - up %d vars average %g, - down %d vars average %g\n", |
---|
2449 | numberUp,averageUp,numberDown,averageDown); |
---|
2450 | } |
---|
2451 | int numberBeforeTrust = model->numberBeforeTrust(); |
---|
2452 | int numberPenalties = model->numberPenalties(); |
---|
2453 | if (numberBeforeTrust>=1000000) { |
---|
2454 | numberBeforeTrust = numberBeforeTrust % 1000000; |
---|
2455 | numberPenalties=0; |
---|
2456 | } else if (numberBeforeTrust<0) { |
---|
2457 | if (numberBeforeTrust==-1) |
---|
2458 | numberPenalties=numberColumns; |
---|
2459 | else if (numberBeforeTrust==-2) |
---|
2460 | numberPenalties=0; |
---|
2461 | numberBeforeTrust=0; |
---|
2462 | } |
---|
2463 | // May go round twice if strong branching fixes all local candidates |
---|
2464 | bool finished=false; |
---|
2465 | int numberToFix=0; |
---|
2466 | # ifdef COIN_HAS_CLP |
---|
2467 | OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (solver); |
---|
2468 | int saveClpOptions=0; |
---|
2469 | if (osiclp) { |
---|
2470 | // for faster hot start |
---|
2471 | saveClpOptions = osiclp->specialOptions(); |
---|
2472 | osiclp->setSpecialOptions(saveClpOptions|8192); |
---|
2473 | } |
---|
2474 | # else |
---|
2475 | OsiSolverInterface *osiclp = 0 ; |
---|
2476 | # endif |
---|
2477 | const CglTreeProbingInfo * probingInfo = model->probingInfo(); |
---|
2478 | int saveSearchStrategy2 = model->searchStrategy(); |
---|
2479 | if (saveSearchStrategy2<999) { |
---|
2480 | // Get average up and down costs |
---|
2481 | double averageUp=0.0; |
---|
2482 | double averageDown=0.0; |
---|
2483 | { |
---|
2484 | int numberUp=0; |
---|
2485 | int numberDown=0; |
---|
2486 | int i; |
---|
2487 | for ( i=0;i<numberObjects;i++) { |
---|
2488 | OsiObject * object = model->modifiableObject(i); |
---|
2489 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2490 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2491 | assert(dynamicObject); |
---|
2492 | if (dynamicObject->numberTimesUp()) { |
---|
2493 | numberUp++; |
---|
2494 | averageUp += dynamicObject->upDynamicPseudoCost(); |
---|
2495 | } |
---|
2496 | if (dynamicObject->numberTimesDown()) { |
---|
2497 | numberDown++; |
---|
2498 | averageDown += dynamicObject->downDynamicPseudoCost(); |
---|
2499 | } |
---|
2500 | } |
---|
2501 | if (numberUp) |
---|
2502 | averageUp /= (double) numberUp; |
---|
2503 | else |
---|
2504 | averageUp=1.0; |
---|
2505 | if (numberDown) |
---|
2506 | averageDown /= (double) numberDown; |
---|
2507 | else |
---|
2508 | averageDown=1.0; |
---|
2509 | for ( i=0;i<numberObjects;i++) { |
---|
2510 | OsiObject * object = model->modifiableObject(i); |
---|
2511 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2512 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2513 | assert(dynamicObject); |
---|
2514 | if (!dynamicObject->numberTimesUp()) |
---|
2515 | dynamicObject->setUpDynamicPseudoCost(averageUp); |
---|
2516 | if (!dynamicObject->numberTimesDown()) |
---|
2517 | dynamicObject->setDownDynamicPseudoCost(averageDown); |
---|
2518 | } |
---|
2519 | } |
---|
2520 | } else if (saveSearchStrategy2<1999) { |
---|
2521 | // pseudo shadow prices |
---|
2522 | model->pseudoShadow(NULL,NULL); |
---|
2523 | } else if (saveSearchStrategy2<2999) { |
---|
2524 | // leave old ones |
---|
2525 | } else if (saveSearchStrategy2<3999) { |
---|
2526 | // pseudo shadow prices at root |
---|
2527 | if (!numberNodes) |
---|
2528 | model->pseudoShadow(NULL,NULL); |
---|
2529 | } else { |
---|
2530 | abort(); |
---|
2531 | } |
---|
2532 | if (saveSearchStrategy2>=0) |
---|
2533 | saveSearchStrategy2 = saveSearchStrategy2 % 1000; |
---|
2534 | if (saveSearchStrategy2==999) |
---|
2535 | saveSearchStrategy2=-1; |
---|
2536 | int px[4]={-1,-1,-1,-1}; |
---|
2537 | int saveSearchStrategy = saveSearchStrategy2<99 ? saveSearchStrategy2 : saveSearchStrategy2-100; |
---|
2538 | bool newWay = saveSearchStrategy2>98; |
---|
2539 | int numberNotTrusted=0; |
---|
2540 | int numberStrongDone=0; |
---|
2541 | int numberUnfinished=0; |
---|
2542 | int numberStrongInfeasible=0; |
---|
2543 | int numberStrongIterations=0; |
---|
2544 | while(!finished) { |
---|
2545 | finished=true; |
---|
2546 | decision->initialize(model); |
---|
2547 | // Some objects may compute an estimate of best solution from here |
---|
2548 | estimatedDegradation=0.0; |
---|
2549 | numberToFix=0; |
---|
2550 | int numberIntegerInfeasibilities=0; // without odd ones |
---|
2551 | int numberToDo=0; |
---|
2552 | int iBestNot=-1; |
---|
2553 | int iBestGot=-1; |
---|
2554 | double best=0.0; |
---|
2555 | numberNotTrusted=0; |
---|
2556 | numberStrongDone=0; |
---|
2557 | numberUnfinished=0; |
---|
2558 | numberStrongInfeasible=0; |
---|
2559 | numberStrongIterations=0; |
---|
2560 | int * which = objectMark+numberObjects+1; |
---|
2561 | int neededPenalties; |
---|
2562 | int branchingMethod=-1; |
---|
2563 | // We may go round this loop three times (only if we think we have solution) |
---|
2564 | for (int iPass=0;iPass<3;iPass++) { |
---|
2565 | |
---|
2566 | // compute current state |
---|
2567 | int numberObjectInfeasibilities; // just odd ones |
---|
2568 | model->feasibleSolution( |
---|
2569 | numberIntegerInfeasibilities, |
---|
2570 | numberObjectInfeasibilities); |
---|
2571 | |
---|
2572 | // Some objects may compute an estimate of best solution from here |
---|
2573 | estimatedDegradation=0.0; |
---|
2574 | numberUnsatisfied_ = 0; |
---|
2575 | // initialize sum of "infeasibilities" |
---|
2576 | sumInfeasibilities_ = 0.0; |
---|
2577 | int bestPriority=COIN_INT_MAX; |
---|
2578 | int number01 = 0; |
---|
2579 | const fixEntry * entry = NULL; |
---|
2580 | const int * toZero = NULL; |
---|
2581 | const int * toOne = NULL; |
---|
2582 | const int * backward = NULL; |
---|
2583 | int numberUnsatisProbed=0; |
---|
2584 | int numberUnsatisNotProbed=0; // 0-1 |
---|
2585 | if (probingInfo) { |
---|
2586 | number01 = probingInfo->numberIntegers(); |
---|
2587 | entry = probingInfo->fixEntries(); |
---|
2588 | toZero = probingInfo->toZero(); |
---|
2589 | toOne = probingInfo->toOne(); |
---|
2590 | backward = probingInfo->backward(); |
---|
2591 | if (!toZero[number01]||number01<numberObjects||true) { |
---|
2592 | // no info |
---|
2593 | probingInfo=NULL; |
---|
2594 | } |
---|
2595 | } |
---|
2596 | /* |
---|
2597 | Scan for branching objects that indicate infeasibility. Choose candidates |
---|
2598 | using priority as the first criteria, then integer infeasibility. |
---|
2599 | |
---|
2600 | The algorithm is to fill the array with a set of good candidates (by |
---|
2601 | infeasibility) with priority bestPriority. Finding a candidate with |
---|
2602 | priority better (less) than bestPriority flushes the choice array. (This |
---|
2603 | serves as initialization when the first candidate is found.) |
---|
2604 | |
---|
2605 | */ |
---|
2606 | numberToDo=0; |
---|
2607 | neededPenalties=0; |
---|
2608 | iBestNot=-1; |
---|
2609 | double bestNot=0.0; |
---|
2610 | iBestGot=-1; |
---|
2611 | best=0.0; |
---|
2612 | /* Problem type as set by user or found by analysis. This will be extended |
---|
2613 | 0 - not known |
---|
2614 | 1 - Set partitioning <= |
---|
2615 | 2 - Set partitioning == |
---|
2616 | 3 - Set covering |
---|
2617 | 4 - all +- 1 or all +1 and odd |
---|
2618 | */ |
---|
2619 | int problemType = model->problemType(); |
---|
2620 | #define PRINT_STUFF -1 |
---|
2621 | for (i=0;i<numberObjects;i++) { |
---|
2622 | OsiObject * object = model->modifiableObject(i); |
---|
2623 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2624 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2625 | assert(dynamicObject); |
---|
2626 | int preferredWay; |
---|
2627 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
2628 | int priorityLevel = object->priority(); |
---|
2629 | #define ZERO_ONE 0 |
---|
2630 | #define ZERO_FAKE 1.0e20; |
---|
2631 | #if ZERO_ONE==1 |
---|
2632 | // branch on 0-1 first (temp) |
---|
2633 | if (fabs(saveSolution[dynamicObject->columnNumber()])<1.0) |
---|
2634 | priorityLevel--; |
---|
2635 | #endif |
---|
2636 | #if ZERO_ONE==2 |
---|
2637 | if (fabs(saveSolution[dynamicObject->columnNumber()])<1.0) |
---|
2638 | infeasibility *= ZERO_FAKE; |
---|
2639 | #endif |
---|
2640 | if (infeasibility) { |
---|
2641 | // check branching method |
---|
2642 | if (branchingMethod!=dynamicObject->method()) { |
---|
2643 | if (branchingMethod==-1) |
---|
2644 | branchingMethod = dynamicObject->method(); |
---|
2645 | else |
---|
2646 | branchingMethod = 100; |
---|
2647 | } |
---|
2648 | int iColumn = dynamicObject->columnNumber(); |
---|
2649 | //double gap = saveUpper[iColumn]-saveLower[iColumn]; |
---|
2650 | // Give precedence to ones with gap of 1.0 |
---|
2651 | //assert(gap>0.0); |
---|
2652 | //infeasibility /= CoinMin(gap,100.0); |
---|
2653 | if (!depth_&&false) { |
---|
2654 | // try closest to 0.5 |
---|
2655 | double part =saveSolution[iColumn]-floor(saveSolution[iColumn]); |
---|
2656 | infeasibility = fabs(0.5-part); |
---|
2657 | } |
---|
2658 | if (problemType>0&&problemType<4&&false) { |
---|
2659 | // try closest to 0.5 |
---|
2660 | double part =saveSolution[iColumn]-floor(saveSolution[iColumn]); |
---|
2661 | infeasibility = 0.5-fabs(0.5-part); |
---|
2662 | } |
---|
2663 | if (probingInfo) { |
---|
2664 | int iSeq = backward[iColumn]; |
---|
2665 | assert (iSeq>=0); |
---|
2666 | infeasibility = 1.0 + (toZero[iSeq+1]-toZero[iSeq])+ |
---|
2667 | 5.0*CoinMin(toOne[iSeq]-toZero[iSeq],toZero[iSeq+1]-toOne[iSeq]); |
---|
2668 | if (toZero[iSeq+1]>toZero[iSeq]) { |
---|
2669 | numberUnsatisProbed++; |
---|
2670 | } else { |
---|
2671 | numberUnsatisNotProbed++; |
---|
2672 | } |
---|
2673 | } |
---|
2674 | bool gotDown=false; |
---|
2675 | int numberThisDown = dynamicObject->numberTimesDown(); |
---|
2676 | if (numberThisDown>=numberBeforeTrust) |
---|
2677 | gotDown=true; |
---|
2678 | bool gotUp=false; |
---|
2679 | int numberThisUp = dynamicObject->numberTimesUp(); |
---|
2680 | if (numberThisUp>=numberBeforeTrust) |
---|
2681 | gotUp=true; |
---|
2682 | if ((numberNodes%PRINT_STUFF)==0&&PRINT_STUFF>0) |
---|
2683 | printf("%d down %d %g up %d %g - infeas %g\n", |
---|
2684 | i,numberThisDown,object->downEstimate(),numberThisUp,object->upEstimate(), |
---|
2685 | infeasibility); |
---|
2686 | // Increase estimated degradation to solution |
---|
2687 | estimatedDegradation += CoinMin(object->upEstimate(),object->downEstimate()); |
---|
2688 | downEstimate[i]=object->downEstimate(); |
---|
2689 | upEstimate[i]=object->upEstimate(); |
---|
2690 | numberUnsatisfied_++; |
---|
2691 | sumInfeasibilities_ += infeasibility; |
---|
2692 | // Better priority? Flush choices. |
---|
2693 | if (priorityLevel<bestPriority) { |
---|
2694 | numberToDo=0; |
---|
2695 | bestPriority = priorityLevel; |
---|
2696 | iBestGot=-1; |
---|
2697 | best=0.0; |
---|
2698 | numberNotTrusted=0; |
---|
2699 | } else if (priorityLevel>bestPriority) { |
---|
2700 | continue; |
---|
2701 | } |
---|
2702 | if (!gotUp||!gotDown) |
---|
2703 | numberNotTrusted++; |
---|
2704 | // Check for suitability based on infeasibility. |
---|
2705 | if ((gotDown&&gotUp)&&numberStrong>0) { |
---|
2706 | sort[numberToDo]=-infeasibility; |
---|
2707 | if (infeasibility>best) { |
---|
2708 | best=infeasibility; |
---|
2709 | iBestGot=numberToDo; |
---|
2710 | } |
---|
2711 | } else { |
---|
2712 | objectMark[neededPenalties]=numberToDo; |
---|
2713 | which[neededPenalties++]=dynamicObject->columnNumber(); |
---|
2714 | int iColumn = dynamicObject->columnNumber(); |
---|
2715 | double part =saveSolution[iColumn]-floor(saveSolution[iColumn]); |
---|
2716 | sort[numberToDo]=-10.0*infeasibility; |
---|
2717 | if (!(numberThisUp+numberThisDown)) |
---|
2718 | sort[numberToDo] *= 100.0; // make even more likely |
---|
2719 | if (1.0-fabs(part-0.5)>bestNot) { |
---|
2720 | iBestNot=numberToDo; |
---|
2721 | bestNot = 1.0-fabs(part-0.5); |
---|
2722 | } |
---|
2723 | } |
---|
2724 | if (model->messageHandler()->logLevel()>3) { |
---|
2725 | int iColumn = dynamicObject->columnNumber(); |
---|
2726 | printf("%d (%d) down %d %g up %d %g - infeas %g - sort %g solution %g\n", |
---|
2727 | i,iColumn,numberThisDown,object->downEstimate(),numberThisUp,object->upEstimate(), |
---|
2728 | infeasibility,sort[numberToDo],saveSolution[iColumn]); |
---|
2729 | } |
---|
2730 | whichObject[numberToDo++]=i; |
---|
2731 | } else { |
---|
2732 | // for debug |
---|
2733 | downEstimate[i]=-1.0; |
---|
2734 | upEstimate[i]=-1.0; |
---|
2735 | } |
---|
2736 | } |
---|
2737 | if (numberUnsatisfied_) { |
---|
2738 | if (probingInfo&&false) |
---|
2739 | printf("nunsat %d, %d probed, %d other 0-1\n",numberUnsatisfied_, |
---|
2740 | numberUnsatisProbed,numberUnsatisNotProbed); |
---|
2741 | // some infeasibilities - go to next steps |
---|
2742 | break; |
---|
2743 | } else if (!iPass) { |
---|
2744 | // may just need resolve |
---|
2745 | solver->resolve(); |
---|
2746 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
2747 | model->reserveCurrentSolution(saveSolution); |
---|
2748 | if (!solver->isProvenOptimal()) { |
---|
2749 | // infeasible |
---|
2750 | anyAction=-2; |
---|
2751 | break; |
---|
2752 | } |
---|
2753 | } else if (iPass==1) { |
---|
2754 | // looks like a solution - get paranoid |
---|
2755 | bool roundAgain=false; |
---|
2756 | // get basis |
---|
2757 | CoinWarmStartBasis * ws = dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart()); |
---|
2758 | if (!ws) |
---|
2759 | break; |
---|
2760 | double tolerance; |
---|
2761 | solver->getDblParam(OsiPrimalTolerance,tolerance); |
---|
2762 | for (i=0;i<numberColumns;i++) { |
---|
2763 | double value = saveSolution[i]; |
---|
2764 | if (value<lower[i]-tolerance) { |
---|
2765 | saveSolution[i]=lower[i]; |
---|
2766 | roundAgain=true; |
---|
2767 | ws->setStructStatus(i,CoinWarmStartBasis::atLowerBound); |
---|
2768 | } else if (value>upper[i]+tolerance) { |
---|
2769 | saveSolution[i]=upper[i]; |
---|
2770 | roundAgain=true; |
---|
2771 | ws->setStructStatus(i,CoinWarmStartBasis::atUpperBound); |
---|
2772 | } |
---|
2773 | } |
---|
2774 | if (roundAgain) { |
---|
2775 | // restore basis |
---|
2776 | solver->setWarmStart(ws); |
---|
2777 | solver->setColSolution(saveSolution); |
---|
2778 | delete ws; |
---|
2779 | bool takeHint; |
---|
2780 | OsiHintStrength strength; |
---|
2781 | solver->getHintParam(OsiDoDualInResolve,takeHint,strength); |
---|
2782 | solver->setHintParam(OsiDoDualInResolve,false,OsiHintDo) ; |
---|
2783 | solver->resolve(); |
---|
2784 | solver->setHintParam(OsiDoDualInResolve,takeHint,strength) ; |
---|
2785 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
2786 | model->reserveCurrentSolution(saveSolution); |
---|
2787 | if (!solver->isProvenOptimal()) { |
---|
2788 | // infeasible |
---|
2789 | anyAction=-2; |
---|
2790 | break; |
---|
2791 | } |
---|
2792 | } else { |
---|
2793 | delete ws; |
---|
2794 | break; |
---|
2795 | } |
---|
2796 | } |
---|
2797 | } |
---|
2798 | if (anyAction==-2) { |
---|
2799 | break; |
---|
2800 | } |
---|
2801 | bool solveAll=false; // set true to say look at all even if some fixed (experiment) |
---|
2802 | solveAll=true; |
---|
2803 | // skip if solution |
---|
2804 | if (!numberUnsatisfied_) |
---|
2805 | break; |
---|
2806 | //bool skipAll = (numberBeforeTrust>20&&numberNodes>20000&&numberNotTrusted==0); |
---|
2807 | bool skipAll = numberNotTrusted==0||numberToDo==1; |
---|
2808 | bool doneHotStart=false; |
---|
2809 | int searchStrategy = saveSearchStrategy>=0 ? (saveSearchStrategy%10) : -1; |
---|
2810 | #ifndef CBC_WEAK_STRONG |
---|
2811 | if (((numberNodes%20)==0&&searchStrategy!=2)||(model->specialOptions()&8)!=0) |
---|
2812 | skipAll=false; |
---|
2813 | #endif |
---|
2814 | if (!newWay) { |
---|
2815 | // 10 up always use %10, 20 up as 10 and allow penalties |
---|
2816 | // But adjust depending on ratio of iterations |
---|
2817 | if (searchStrategy>0&&saveSearchStrategy<10) { |
---|
2818 | if (numberBeforeTrust>=5&&numberBeforeTrust<=10) { |
---|
2819 | if (searchStrategy!=2) { |
---|
2820 | if (depth_>5) { |
---|
2821 | int numberIterations = model->getIterationCount(); |
---|
2822 | int numberStrongIterations = model->numberStrongIterations(); |
---|
2823 | if (numberStrongIterations>numberIterations+10000) { |
---|
2824 | searchStrategy=2; |
---|
2825 | //skipAll=true; |
---|
2826 | } else if (numberStrongIterations*4+1000<numberIterations||depth_<5) { |
---|
2827 | searchStrategy=3; |
---|
2828 | skipAll=false; |
---|
2829 | } |
---|
2830 | } else { |
---|
2831 | searchStrategy=3; |
---|
2832 | skipAll=false; |
---|
2833 | } |
---|
2834 | } else { |
---|
2835 | //skipAll=true; |
---|
2836 | } |
---|
2837 | } |
---|
2838 | } |
---|
2839 | } else { |
---|
2840 | // But adjust depending on ratio of iterations |
---|
2841 | if (saveSearchStrategy<0) { |
---|
2842 | // unset |
---|
2843 | if ((numberNodes%20)==0||(model->specialOptions()&8)!=0) { |
---|
2844 | // Do numberStrong |
---|
2845 | searchStrategy=3; |
---|
2846 | } else if (depth_<5) { |
---|
2847 | // Do numberStrong |
---|
2848 | searchStrategy=2; |
---|
2849 | } else { |
---|
2850 | int numberIterations = model->getIterationCount(); |
---|
2851 | int numberStrongIterations = model->numberStrongIterations(); |
---|
2852 | int numberRows = solver->getNumRows(); |
---|
2853 | if (numberStrongIterations>numberIterations+CoinMin(10000,10*numberRows)) { |
---|
2854 | // off |
---|
2855 | searchStrategy=0; |
---|
2856 | } else if (numberStrongIterations*4+1000<numberIterations) { |
---|
2857 | // Do numberStrong if not trusted |
---|
2858 | searchStrategy=2; |
---|
2859 | } else { |
---|
2860 | searchStrategy=1; |
---|
2861 | } |
---|
2862 | } |
---|
2863 | } |
---|
2864 | if (searchStrategy<3&&(!numberNotTrusted||!searchStrategy)) |
---|
2865 | skipAll=true; |
---|
2866 | else |
---|
2867 | skipAll=false; |
---|
2868 | } |
---|
2869 | // worth trying if too many times |
---|
2870 | // Save basis |
---|
2871 | CoinWarmStart * ws = NULL; |
---|
2872 | // save limit |
---|
2873 | int saveLimit=0; |
---|
2874 | solver->getIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
2875 | if (!skipAll) { |
---|
2876 | ws = solver->getWarmStart(); |
---|
2877 | int limit=100; |
---|
2878 | #if 0 |
---|
2879 | int averageBranchIterations = model->getIterationCount()/(model->getNodeCount()+1); |
---|
2880 | if (numberNodes) |
---|
2881 | limit = CoinMin(CoinMax(limit,2*averageBranchIterations),500); |
---|
2882 | else |
---|
2883 | limit = 500; |
---|
2884 | #endif |
---|
2885 | if ((!saveStateOfSearch||searchStrategy>3)&&saveLimit<limit&&saveLimit==100) |
---|
2886 | solver->setIntParam(OsiMaxNumIterationHotStart,limit); |
---|
2887 | } |
---|
2888 | // Say which one will be best |
---|
2889 | int whichChoice=0; |
---|
2890 | int bestChoice; |
---|
2891 | if (iBestGot>=0) |
---|
2892 | bestChoice=iBestGot; |
---|
2893 | else |
---|
2894 | bestChoice=iBestNot; |
---|
2895 | assert (bestChoice>=0); |
---|
2896 | // If we have hit max time don't do strong branching |
---|
2897 | bool hitMaxTime = ( CoinCpuTime()-model->getDblParam(CbcModel::CbcStartSeconds) > |
---|
2898 | model->getDblParam(CbcModel::CbcMaximumSeconds)); |
---|
2899 | // also give up if we are looping round too much |
---|
2900 | if (hitMaxTime||numberPassesLeft<=0||(!numberNotTrusted&&false)||branchingMethod==11) { |
---|
2901 | int iObject = whichObject[bestChoice]; |
---|
2902 | OsiObject * object = model->modifiableObject(iObject); |
---|
2903 | int preferredWay; |
---|
2904 | object->infeasibility(&usefulInfo,preferredWay); |
---|
2905 | CbcSimpleInteger * obj = |
---|
2906 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
2907 | if (obj) { |
---|
2908 | branch_=obj->createBranch(solver,&usefulInfo,preferredWay); |
---|
2909 | } else { |
---|
2910 | CbcObject * obj = |
---|
2911 | dynamic_cast <CbcObject *>(object) ; |
---|
2912 | assert (obj); |
---|
2913 | branch_=obj->createBranch(preferredWay); |
---|
2914 | } |
---|
2915 | { |
---|
2916 | CbcBranchingObject * branchObj = |
---|
2917 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
2918 | assert (branchObj); |
---|
2919 | branchObj->way(preferredWay); |
---|
2920 | } |
---|
2921 | delete ws; |
---|
2922 | ws=NULL; |
---|
2923 | break; |
---|
2924 | } else { |
---|
2925 | // say do fast |
---|
2926 | int easy=1; |
---|
2927 | if (!skipAll) |
---|
2928 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,&easy) ; |
---|
2929 | int iDo; |
---|
2930 | #ifdef RANGING |
---|
2931 | if ((skipAll&&numberBeforeTrust&&saveSearchStrategy<20)||saveSearchStrategy<10) |
---|
2932 | numberPenalties=0; |
---|
2933 | { |
---|
2934 | // off penalties if too much |
---|
2935 | double needed = neededPenalties; |
---|
2936 | needed *= numberRows; |
---|
2937 | if (needed>1.0e6&&numberNodes&&saveSearchStrategy<20) { |
---|
2938 | numberPenalties=0; |
---|
2939 | neededPenalties=0; |
---|
2940 | } |
---|
2941 | } |
---|
2942 | # ifdef COIN_HAS_CLP |
---|
2943 | if (osiclp&&numberPenalties&&neededPenalties) { |
---|
2944 | xPen += neededPenalties; |
---|
2945 | which--; |
---|
2946 | which[0]=neededPenalties; |
---|
2947 | osiclp->passInRanges(which); |
---|
2948 | // Mark hot start and get ranges |
---|
2949 | if (kPass) { |
---|
2950 | // until can work out why solution can go funny |
---|
2951 | int save = osiclp->specialOptions(); |
---|
2952 | osiclp->setSpecialOptions(save|256); |
---|
2953 | solver->markHotStart(); |
---|
2954 | osiclp->setSpecialOptions(save); |
---|
2955 | } else { |
---|
2956 | solver->markHotStart(); |
---|
2957 | } |
---|
2958 | assert (auxiliaryInfo->warmStart()); |
---|
2959 | doneHotStart=true; |
---|
2960 | xMark++; |
---|
2961 | kPass++; |
---|
2962 | osiclp->passInRanges(NULL); |
---|
2963 | const double * downCost=osiclp->upRange(); |
---|
2964 | const double * upCost=osiclp->downRange(); |
---|
2965 | //printf("numberTodo %d needed %d numberpenalties %d\n",numberToDo,neededPenalties,numberPenalties); |
---|
2966 | double invTrust = 1.0/((double) numberBeforeTrust); |
---|
2967 | for (int i=0;i<neededPenalties;i++) { |
---|
2968 | int j = objectMark[i]; |
---|
2969 | int iObject = whichObject[j]; |
---|
2970 | OsiObject * object = model->modifiableObject(iObject); |
---|
2971 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
2972 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
2973 | int iSequence=dynamicObject->columnNumber(); |
---|
2974 | double value = saveSolution[iSequence]; |
---|
2975 | value -= floor(value); |
---|
2976 | double upPenalty = CoinMin(upCost[i],1.0e110)*(1.0-value); |
---|
2977 | double downPenalty = CoinMin(downCost[i],1.0e110)*value; |
---|
2978 | if (!numberBeforeTrust) { |
---|
2979 | // override |
---|
2980 | downEstimate[iObject]=downPenalty; |
---|
2981 | upEstimate[iObject]=upPenalty; |
---|
2982 | } else { |
---|
2983 | int numberThisDown = dynamicObject->numberTimesDown(); |
---|
2984 | if (numberThisDown<numberBeforeTrust) { |
---|
2985 | double fraction = ((double) numberThisDown)*invTrust; |
---|
2986 | downEstimate[iObject] = fraction*downEstimate[iObject]+(1.0-fraction)*downPenalty; |
---|
2987 | } |
---|
2988 | int numberThisUp = dynamicObject->numberTimesUp(); |
---|
2989 | if (numberThisUp<numberBeforeTrust) { |
---|
2990 | double fraction = ((double) numberThisUp)*invTrust; |
---|
2991 | upEstimate[iObject] = fraction*upEstimate[iObject]+(1.0-fraction)*upPenalty; |
---|
2992 | } |
---|
2993 | } |
---|
2994 | sort[j] = - CoinMin(downEstimate[iObject],upEstimate[iObject]); |
---|
2995 | #ifdef CBC_WEAK_STRONG |
---|
2996 | sort[j] -= 1.0e10; // make more likely to be chosen |
---|
2997 | #endif |
---|
2998 | //if ((numberNodes%PRINT_STUFF)==0&&PRINT_STUFF>0) |
---|
2999 | if (!numberNodes) |
---|
3000 | printf("%d pen down ps %g -> %g up ps %g -> %g\n", |
---|
3001 | iObject,downCost[i],downPenalty,upCost[i],upPenalty); |
---|
3002 | } |
---|
3003 | } else |
---|
3004 | # endif /* COIN_HAS_CLP */ |
---|
3005 | { |
---|
3006 | if (!skipAll) { |
---|
3007 | // Mark hot start |
---|
3008 | solver->markHotStart(); |
---|
3009 | doneHotStart=true; |
---|
3010 | assert (auxiliaryInfo->warmStart()); |
---|
3011 | xMark++; |
---|
3012 | //if (solver->isProvenPrimalInfeasible()) |
---|
3013 | //printf("**** Hot start says node infeasible\n"); |
---|
3014 | } |
---|
3015 | // make sure best will be first |
---|
3016 | if (iBestGot>=0) |
---|
3017 | sort[iBestGot]=-1.0e120; |
---|
3018 | } |
---|
3019 | #else /* RANGING */ |
---|
3020 | if (!skipAll) { |
---|
3021 | // Mark hot start |
---|
3022 | doneHotStart=true; |
---|
3023 | assert (auxiliaryInfo->warmStart()); |
---|
3024 | solver->markHotStart(); |
---|
3025 | xMark++; |
---|
3026 | } |
---|
3027 | // make sure best will be first |
---|
3028 | if (iBestGot>=0) |
---|
3029 | sort[iBestGot]=-COIN_DBL_MAX; |
---|
3030 | #endif /* RANGING */ |
---|
3031 | // Actions 0 - exit for repeat, 1 resolve and try old choice,2 exit for continue |
---|
3032 | #define ACTION 0 |
---|
3033 | #if ACTION<2 |
---|
3034 | if (anyAction) |
---|
3035 | numberToDo=0; // skip as we will be trying again |
---|
3036 | #endif |
---|
3037 | // Sort |
---|
3038 | CoinSort_2(sort,sort+numberToDo,whichObject); |
---|
3039 | // Change in objective opposite infeasible |
---|
3040 | double worstFeasible=0.0; |
---|
3041 | // Just first if strong off |
---|
3042 | if (!numberStrong) |
---|
3043 | numberToDo=CoinMin(numberToDo,1); |
---|
3044 | iDo=0; |
---|
3045 | int saveLimit2; |
---|
3046 | solver->getIntParam(OsiMaxNumIterationHotStart,saveLimit2); |
---|
3047 | bool doQuickly = false; // numberToDo>2*numberStrong; |
---|
3048 | if (searchStrategy==2) |
---|
3049 | doQuickly=true; |
---|
3050 | //printf("todo %d, strong %d\n",numberToDo,numberStrong); |
---|
3051 | int numberTest=numberNotTrusted>0 ? numberStrong : (numberStrong+1)/2; |
---|
3052 | int numberTest2 = 2*numberStrong; |
---|
3053 | //double distanceToCutoff2 = model->getCutoff()-objectiveValue_; |
---|
3054 | if (!newWay) { |
---|
3055 | if (searchStrategy==3) { |
---|
3056 | // Previously decided we need strong |
---|
3057 | doQuickly=false; |
---|
3058 | numberTest = numberStrong; |
---|
3059 | //numberTest2 = 1000000; |
---|
3060 | } |
---|
3061 | //if (searchStrategy<0||searchStrategy==1) |
---|
3062 | //numberTest2 = 1000000; |
---|
3063 | #if 0 |
---|
3064 | if (numberBeforeTrust>20&&(numberNodes>20000||(numberNodes>200&&numberNotTrusted==0))) { |
---|
3065 | if ((numberNodes%20)!=0) { |
---|
3066 | numberTest=0; |
---|
3067 | doQuickly=true; |
---|
3068 | } |
---|
3069 | } |
---|
3070 | #else |
---|
3071 | // Try nearly always off |
---|
3072 | if (searchStrategy<2) { |
---|
3073 | if ((numberNodes%20)!=0) { |
---|
3074 | if ((model->specialOptions()&8)==0) { |
---|
3075 | numberTest=0; |
---|
3076 | doQuickly=true; |
---|
3077 | } |
---|
3078 | } else { |
---|
3079 | doQuickly=false; |
---|
3080 | numberTest=2*numberStrong; |
---|
3081 | skipAll=false; |
---|
3082 | } |
---|
3083 | } else if (searchStrategy!=3) { |
---|
3084 | doQuickly=true; |
---|
3085 | numberTest=numberStrong; |
---|
3086 | } |
---|
3087 | #endif |
---|
3088 | if (depth_<8&&numberStrong) { |
---|
3089 | if (searchStrategy!=2) { |
---|
3090 | doQuickly=false; |
---|
3091 | int numberRows = solver->getNumRows(); |
---|
3092 | // whether to do this or not is important - think |
---|
3093 | if (numberRows<300||numberRows+numberColumns<2500) { |
---|
3094 | if (depth_<7) |
---|
3095 | numberStrong = CoinMin(3*numberStrong,numberToDo); |
---|
3096 | if (!depth_) |
---|
3097 | numberStrong=CoinMin(6*numberStrong,numberToDo); |
---|
3098 | } |
---|
3099 | numberTest=numberStrong; |
---|
3100 | skipAll=false; |
---|
3101 | } |
---|
3102 | //model->setStateOfSearch(2); // use min min |
---|
3103 | } |
---|
3104 | // could adjust using average iterations per branch |
---|
3105 | // double average = ((double)model->getIterationCount())/ |
---|
3106 | //((double) model->getNodeCount()+1.0); |
---|
3107 | // if too many and big then just do 10 its |
---|
3108 | if (!skipAll&&saveStateOfSearch) { |
---|
3109 | //if (numberNotTrusted>3*numberStrong&&numberRows>250&&numberColumns>1000&&saveLimit==100) |
---|
3110 | // off solver->setIntParam(OsiMaxNumIterationHotStart,10); |
---|
3111 | } |
---|
3112 | // make negative for test |
---|
3113 | distanceToCutoff = - distanceToCutoff; |
---|
3114 | if (numberObjects>-100) { |
---|
3115 | // larger |
---|
3116 | distanceToCutoff *= 100.0; |
---|
3117 | } |
---|
3118 | distanceToCutoff = -COIN_DBL_MAX; |
---|
3119 | // Do at least 5 strong |
---|
3120 | if (numberColumns<1000&&(depth_<15||numberNodes<1000000)) |
---|
3121 | numberTest = CoinMax(numberTest,5); |
---|
3122 | if ((model->specialOptions()&8)==0) { |
---|
3123 | if (skipAll) { |
---|
3124 | numberTest=0; |
---|
3125 | doQuickly=true; |
---|
3126 | } |
---|
3127 | } else { |
---|
3128 | // do 5 as strong is fixing |
---|
3129 | numberTest = CoinMax(numberTest,5); |
---|
3130 | } |
---|
3131 | } else { |
---|
3132 | int numberTest=numberNotTrusted>0 ? numberStrong : (numberStrong+1)/2; |
---|
3133 | int numberTest2 = 2*numberStrong; |
---|
3134 | if (searchStrategy>=3) { |
---|
3135 | // Previously decided we need strong |
---|
3136 | doQuickly=false; |
---|
3137 | if (depth_<7) |
---|
3138 | numberStrong *=3; |
---|
3139 | if (!depth_) |
---|
3140 | numberStrong=CoinMin(6*numberStrong,numberToDo); |
---|
3141 | numberTest = numberStrong; |
---|
3142 | numberTest2 *= 2; |
---|
3143 | } else if (searchStrategy==2||(searchStrategy==1&&depth_<6)) { |
---|
3144 | numberStrong *=2; |
---|
3145 | if (!depth_) |
---|
3146 | numberStrong=CoinMin(2*numberStrong,numberToDo); |
---|
3147 | numberTest = numberStrong; |
---|
3148 | } else if (searchStrategy==1&&numberNotTrusted) { |
---|
3149 | numberTest = numberStrong; |
---|
3150 | } else { |
---|
3151 | numberTest=0; |
---|
3152 | skipAll=true; |
---|
3153 | } |
---|
3154 | distanceToCutoff=model->getCutoff()-objectiveValue_; |
---|
3155 | // make negative for test |
---|
3156 | distanceToCutoff = - distanceToCutoff; |
---|
3157 | if (numberObjects>-100) { |
---|
3158 | // larger |
---|
3159 | distanceToCutoff *= 100.0; |
---|
3160 | } |
---|
3161 | distanceToCutoff = -COIN_DBL_MAX; |
---|
3162 | if (skipAll) { |
---|
3163 | numberTest=0; |
---|
3164 | doQuickly=true; |
---|
3165 | } |
---|
3166 | } |
---|
3167 | #if 0 |
---|
3168 | // temp - always switch off |
---|
3169 | if (0) { |
---|
3170 | int numberIterations = model->getIterationCount(); |
---|
3171 | int numberStrongIterations = model->numberStrongIterations(); |
---|
3172 | if (numberStrongIterations>numberIterations+10000&&depth_>=5) { |
---|
3173 | skipAll=true; |
---|
3174 | newWay=false; |
---|
3175 | numberTest=0; |
---|
3176 | doQuickly=true; |
---|
3177 | } |
---|
3178 | } |
---|
3179 | // temp - always switch on |
---|
3180 | if (0) { |
---|
3181 | int numberIterations = model->getIterationCount(); |
---|
3182 | int numberStrongIterations = model->numberStrongIterations(); |
---|
3183 | if (2*numberStrongIterations<numberIterations||depth_<=5) { |
---|
3184 | skipAll=false; |
---|
3185 | newWay=false; |
---|
3186 | numberTest=CoinMax(numberTest,numberStrong); |
---|
3187 | doQuickly=false; |
---|
3188 | } |
---|
3189 | } |
---|
3190 | #endif |
---|
3191 | px[0]=numberTest; |
---|
3192 | px[1]=numberTest2; |
---|
3193 | px[2]= doQuickly ? 1 : -1; |
---|
3194 | px[3]=numberStrong; |
---|
3195 | if (!newWay) { |
---|
3196 | if (numberColumns>8*solver->getNumRows()&&false) { |
---|
3197 | printf("skipAll %c doQuickly %c numberTest %d numberTest2 %d numberNot %d\n", |
---|
3198 | skipAll ? 'Y' : 'N',doQuickly ? 'Y' : 'N',numberTest,numberTest2,numberNotTrusted); |
---|
3199 | numberTest = CoinMin(numberTest,model->numberStrong()); |
---|
3200 | numberTest2 = CoinMin(numberTest2,model->numberStrong()); |
---|
3201 | printf("new test,test2 %d %d\n",numberTest,numberTest2); |
---|
3202 | } |
---|
3203 | } |
---|
3204 | //printf("skipAll %c doQuickly %c numberTest %d numberTest2 %d numberNot %d\n", |
---|
3205 | // skipAll ? 'Y' : 'N',doQuickly ? 'Y' : 'N',numberTest,numberTest2,numberNotTrusted); |
---|
3206 | // See if we want mini tree |
---|
3207 | bool wantMiniTree=false; |
---|
3208 | if (model->sizeMiniTree()&&depth_>7&&saveStateOfSearch>0) |
---|
3209 | wantMiniTree=true; |
---|
3210 | numberMini=0; |
---|
3211 | //if (skipAll&&numberTest==0&&doQuickly) |
---|
3212 | //numberToDo = 1; // trust previous stuff |
---|
3213 | bool couldChooseFirst = false ; //(skipAll&&numberTest==0&&doQuickly); |
---|
3214 | //skipAll=false; |
---|
3215 | for ( iDo=0;iDo<numberToDo;iDo++) { |
---|
3216 | CbcStrongInfo choice; |
---|
3217 | int iObject = whichObject[iDo]; |
---|
3218 | OsiObject * object = model->modifiableObject(iObject); |
---|
3219 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
3220 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
3221 | int iColumn = dynamicObject->columnNumber(); |
---|
3222 | int preferredWay; |
---|
3223 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
3224 | // may have become feasible |
---|
3225 | if (!infeasibility) |
---|
3226 | continue; |
---|
3227 | CbcSimpleInteger * obj = |
---|
3228 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
3229 | if (obj) { |
---|
3230 | choice.possibleBranch=obj->createBranch(solver,&usefulInfo,preferredWay); |
---|
3231 | } else { |
---|
3232 | CbcObject * obj = |
---|
3233 | dynamic_cast <CbcObject *>(object) ; |
---|
3234 | assert (obj); |
---|
3235 | choice.possibleBranch=obj->createBranch(preferredWay); |
---|
3236 | } |
---|
3237 | // Save which object it was |
---|
3238 | choice.objectNumber=iObject; |
---|
3239 | choice.numIntInfeasUp = numberUnsatisfied_; |
---|
3240 | choice.numIntInfeasDown = numberUnsatisfied_; |
---|
3241 | choice.upMovement = upEstimate[iObject]; |
---|
3242 | choice.downMovement = downEstimate[iObject]; |
---|
3243 | assert (choice.upMovement>=0.0); |
---|
3244 | assert (choice.downMovement>=0.0); |
---|
3245 | choice.fix=0; // say not fixed |
---|
3246 | double maxChange = 0.5*(choice.upMovement+choice.downMovement); |
---|
3247 | maxChange = CoinMin(choice.upMovement,choice.downMovement); |
---|
3248 | maxChange = CoinMax(choice.upMovement,choice.downMovement); |
---|
3249 | if (searchStrategy==2) |
---|
3250 | maxChange = COIN_DBL_MAX; |
---|
3251 | //maxChange *= 5.0; |
---|
3252 | if (dynamicObject->method()==1) |
---|
3253 | maxChange *= 0.1; // probing |
---|
3254 | // see if can skip strong branching |
---|
3255 | int canSkip = choice.possibleBranch->fillStrongInfo(choice); |
---|
3256 | #if 0 |
---|
3257 | if (!newWay) { |
---|
3258 | if ((maxChange>distanceToCutoff2)&&(!doQuickly||(numberTest>0&&searchStrategy!=2))) |
---|
3259 | canSkip=0; |
---|
3260 | } else { |
---|
3261 | if (skipAll) |
---|
3262 | canSkip=1; |
---|
3263 | else if (numberTest>0&&searchStrategy>=3) |
---|
3264 | canSkip=0; |
---|
3265 | } |
---|
3266 | if (!numberBeforeTrust) { |
---|
3267 | canSkip=1; |
---|
3268 | } |
---|
3269 | if (sort[iDo]<distanceToCutoff) |
---|
3270 | canSkip=0; |
---|
3271 | if (((numberTest2<=0&&numberTest<=0)||skipAll)&&sort[iDo]>distanceToCutoff) { |
---|
3272 | canSkip=1; // always skip |
---|
3273 | if (iDo>20) { |
---|
3274 | delete choice.possibleBranch; |
---|
3275 | choice.possibleBranch=NULL; |
---|
3276 | break; // give up anyway |
---|
3277 | } |
---|
3278 | } |
---|
3279 | #else |
---|
3280 | if (((numberTest2<=0&&numberTest<=0)||skipAll)&&sort[iDo]>distanceToCutoff) { |
---|
3281 | //canSkip=1; // always skip |
---|
3282 | if (iDo>20) { |
---|
3283 | delete choice.possibleBranch; |
---|
3284 | choice.possibleBranch=NULL; |
---|
3285 | break; // give up anyway |
---|
3286 | } |
---|
3287 | } |
---|
3288 | #endif |
---|
3289 | if (model->messageHandler()->logLevel()>3&&numberBeforeTrust) |
---|
3290 | dynamicObject->print(1,choice.possibleBranch->value()); |
---|
3291 | // was if (!canSkip) |
---|
3292 | if (newWay) |
---|
3293 | numberTest2--; |
---|
3294 | if (!canSkip) { |
---|
3295 | //#ifndef RANGING |
---|
3296 | if (!doneHotStart) { |
---|
3297 | // Mark hot start |
---|
3298 | doneHotStart=true; |
---|
3299 | assert (auxiliaryInfo->warmStart()); |
---|
3300 | solver->markHotStart(); |
---|
3301 | xMark++; |
---|
3302 | } |
---|
3303 | //#endif |
---|
3304 | assert (!couldChooseFirst); |
---|
3305 | numberTest--; |
---|
3306 | if (!newWay) |
---|
3307 | numberTest2--; |
---|
3308 | // just do a few |
---|
3309 | //if (canSkip) |
---|
3310 | //solver->setIntParam(OsiMaxNumIterationHotStart,10); |
---|
3311 | double objectiveChange ; |
---|
3312 | double newObjectiveValue=1.0e100; |
---|
3313 | int j; |
---|
3314 | // status is 0 finished, 1 infeasible and other |
---|
3315 | int iStatus; |
---|
3316 | if (0) { |
---|
3317 | CbcDynamicPseudoCostBranchingObject * cbcobj = dynamic_cast<CbcDynamicPseudoCostBranchingObject *> (choice.possibleBranch); |
---|
3318 | if (cbcobj) { |
---|
3319 | CbcSimpleIntegerDynamicPseudoCost * object = cbcobj->object(); |
---|
3320 | printf("strong %d ",iDo); |
---|
3321 | object->print(1,0.5); |
---|
3322 | } |
---|
3323 | } |
---|
3324 | /* |
---|
3325 | Try the down direction first. (Specify the initial branching alternative as |
---|
3326 | down with a call to way(-1). Each subsequent call to branch() performs the |
---|
3327 | specified branch and advances the branch object state to the next branch |
---|
3328 | alternative.) |
---|
3329 | */ |
---|
3330 | choice.possibleBranch->way(-1) ; |
---|
3331 | #if NEW_UPDATE_OBJECT==0 |
---|
3332 | decision->saveBranchingObject( choice.possibleBranch); |
---|
3333 | #endif |
---|
3334 | choice.possibleBranch->branch() ; |
---|
3335 | solver->solveFromHotStart() ; |
---|
3336 | bool needHotStartUpdate=false; |
---|
3337 | numberStrongDone++; |
---|
3338 | numberStrongIterations += solver->getIterationCount(); |
---|
3339 | /* |
---|
3340 | We now have an estimate of objective degradation that we can use for strong |
---|
3341 | branching. If we're over the cutoff, the variable is monotone up. |
---|
3342 | If we actually made it to optimality, check for a solution, and if we have |
---|
3343 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
3344 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
3345 | */ |
---|
3346 | if (solver->isProvenOptimal()) |
---|
3347 | iStatus=0; // optimal |
---|
3348 | else if (solver->isIterationLimitReached() |
---|
3349 | &&!solver->isDualObjectiveLimitReached()) |
---|
3350 | iStatus=2; // unknown |
---|
3351 | else |
---|
3352 | iStatus=1; // infeasible |
---|
3353 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
3354 | choice.numItersDown = solver->getIterationCount(); |
---|
3355 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
3356 | // Update branching information if wanted |
---|
3357 | #if NEW_UPDATE_OBJECT==0 |
---|
3358 | decision->updateInformation( solver,this); |
---|
3359 | #elif NEW_UPDATE_OBJECT<2 |
---|
3360 | CbcBranchingObject * cbcobj = dynamic_cast<CbcBranchingObject *> (choice.possibleBranch); |
---|
3361 | if (cbcobj) { |
---|
3362 | CbcObject * object = cbcobj->object(); |
---|
3363 | CbcObjectUpdateData update = object->createUpdateInformation(solver,this,cbcobj); |
---|
3364 | object->updateInformation(update); |
---|
3365 | } else { |
---|
3366 | decision->updateInformation( solver,this); |
---|
3367 | } |
---|
3368 | #else |
---|
3369 | CbcBranchingObject * cbcobj = dynamic_cast<CbcBranchingObject *> (choice.possibleBranch); |
---|
3370 | if (cbcobj) { |
---|
3371 | CbcObject * object = cbcobj->object(); |
---|
3372 | CbcObjectUpdateData update = object->createUpdateInformation(solver,this,cbcobj); |
---|
3373 | update.objectNumber_ = choice.objectNumber; |
---|
3374 | model->addUpdateInformation(update); |
---|
3375 | } else { |
---|
3376 | decision->updateInformation( solver,this); |
---|
3377 | } |
---|
3378 | #endif |
---|
3379 | if (!iStatus) { |
---|
3380 | choice.finishedDown = true ; |
---|
3381 | if (newObjectiveValue>=cutoff) { |
---|
3382 | objectiveChange = 1.0e100; // say infeasible |
---|
3383 | numberStrongInfeasible++; |
---|
3384 | } else { |
---|
3385 | // See if integer solution |
---|
3386 | if (model->feasibleSolution(choice.numIntInfeasDown, |
---|
3387 | choice.numObjInfeasDown) |
---|
3388 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
3389 | if (auxiliaryInfo->solutionAddsCuts()) { |
---|
3390 | needHotStartUpdate=true; |
---|
3391 | solver->unmarkHotStart(); |
---|
3392 | } |
---|
3393 | model->setBestSolution(CBC_STRONGSOL, |
---|
3394 | newObjectiveValue, |
---|
3395 | solver->getColSolution()) ; |
---|
3396 | if (needHotStartUpdate) { |
---|
3397 | solver->resolve(); |
---|
3398 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
3399 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
3400 | model->feasibleSolution(choice.numIntInfeasDown, |
---|
3401 | choice.numObjInfeasDown); |
---|
3402 | } |
---|
3403 | model->setLastHeuristic(NULL); |
---|
3404 | model->incrementUsed(solver->getColSolution()); |
---|
3405 | cutoff =model->getCutoff(); |
---|
3406 | if (newObjectiveValue >= cutoff) { // *new* cutoff |
---|
3407 | objectiveChange = 1.0e100 ; |
---|
3408 | numberStrongInfeasible++; |
---|
3409 | } |
---|
3410 | } |
---|
3411 | } |
---|
3412 | } else if (iStatus==1) { |
---|
3413 | objectiveChange = 1.0e100 ; |
---|
3414 | numberStrongInfeasible++; |
---|
3415 | } else { |
---|
3416 | // Can't say much as we did not finish |
---|
3417 | choice.finishedDown = false ; |
---|
3418 | numberUnfinished++; |
---|
3419 | } |
---|
3420 | choice.downMovement = objectiveChange ; |
---|
3421 | |
---|
3422 | // restore bounds |
---|
3423 | for ( j=0;j<numberColumns;j++) { |
---|
3424 | if (saveLower[j] != lower[j]) |
---|
3425 | solver->setColLower(j,saveLower[j]); |
---|
3426 | if (saveUpper[j] != upper[j]) |
---|
3427 | solver->setColUpper(j,saveUpper[j]); |
---|
3428 | } |
---|
3429 | if(needHotStartUpdate) { |
---|
3430 | needHotStartUpdate = false; |
---|
3431 | solver->resolve(); |
---|
3432 | //we may again have an integer feasible solution |
---|
3433 | int numberIntegerInfeasibilities; |
---|
3434 | int numberObjectInfeasibilities; |
---|
3435 | if (model->feasibleSolution( |
---|
3436 | numberIntegerInfeasibilities, |
---|
3437 | numberObjectInfeasibilities)) { |
---|
3438 | #ifdef BONMIN |
---|
3439 | //In this case node has become integer feasible, let us exit the loop |
---|
3440 | std::cout<<"Node has become integer feasible"<<std::endl; |
---|
3441 | numberUnsatisfied_ = 0; |
---|
3442 | break; |
---|
3443 | #endif |
---|
3444 | double objValue = solver->getObjValue(); |
---|
3445 | model->setBestSolution(CBC_STRONGSOL, |
---|
3446 | objValue, |
---|
3447 | solver->getColSolution()) ; |
---|
3448 | solver->resolve(); |
---|
3449 | cutoff =model->getCutoff(); |
---|
3450 | } |
---|
3451 | solver->markHotStart(); |
---|
3452 | } |
---|
3453 | //printf("Down on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
3454 | //printf("Down on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
3455 | // choice.objectNumber,iStatus,newObjectiveValue,choice.numItersDown, |
---|
3456 | // choice.downMovement,choice.finishedDown,choice.numIntInfeasDown, |
---|
3457 | // choice.numObjInfeasDown); |
---|
3458 | |
---|
3459 | // repeat the whole exercise, forcing the variable up |
---|
3460 | #if NEW_UPDATE_OBJECT==0 |
---|
3461 | decision->saveBranchingObject( choice.possibleBranch); |
---|
3462 | #endif |
---|
3463 | choice.possibleBranch->branch(); |
---|
3464 | solver->solveFromHotStart() ; |
---|
3465 | numberStrongDone++; |
---|
3466 | numberStrongIterations += solver->getIterationCount(); |
---|
3467 | /* |
---|
3468 | We now have an estimate of objective degradation that we can use for strong |
---|
3469 | branching. If we're over the cutoff, the variable is monotone up. |
---|
3470 | If we actually made it to optimality, check for a solution, and if we have |
---|
3471 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
3472 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
3473 | */ |
---|
3474 | if (solver->isProvenOptimal()) |
---|
3475 | iStatus=0; // optimal |
---|
3476 | else if (solver->isIterationLimitReached() |
---|
3477 | &&!solver->isDualObjectiveLimitReached()) |
---|
3478 | iStatus=2; // unknown |
---|
3479 | else |
---|
3480 | iStatus=1; // infeasible |
---|
3481 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
3482 | choice.numItersUp = solver->getIterationCount(); |
---|
3483 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
3484 | // Update branching information if wanted |
---|
3485 | #if NEW_UPDATE_OBJECT==0 |
---|
3486 | decision->updateInformation( solver,this); |
---|
3487 | #elif NEW_UPDATE_OBJECT<2 |
---|
3488 | cbcobj = dynamic_cast<CbcBranchingObject *> (choice.possibleBranch); |
---|
3489 | if (cbcobj) { |
---|
3490 | CbcObject * object = cbcobj->object(); |
---|
3491 | CbcObjectUpdateData update = object->createUpdateInformation(solver,this,cbcobj); |
---|
3492 | object->updateInformation(update); |
---|
3493 | } else { |
---|
3494 | decision->updateInformation( solver,this); |
---|
3495 | } |
---|
3496 | #else |
---|
3497 | cbcobj = dynamic_cast<CbcBranchingObject *> (choice.possibleBranch); |
---|
3498 | if (cbcobj) { |
---|
3499 | CbcObject * object = cbcobj->object(); |
---|
3500 | CbcObjectUpdateData update = object->createUpdateInformation(solver,this,cbcobj); |
---|
3501 | update.objectNumber_ = choice.objectNumber; |
---|
3502 | model->addUpdateInformation(update); |
---|
3503 | } else { |
---|
3504 | decision->updateInformation( solver,this); |
---|
3505 | } |
---|
3506 | #endif |
---|
3507 | if (!iStatus) { |
---|
3508 | choice.finishedUp = true ; |
---|
3509 | if (newObjectiveValue>=cutoff) { |
---|
3510 | objectiveChange = 1.0e100; // say infeasible |
---|
3511 | numberStrongInfeasible++; |
---|
3512 | } else { |
---|
3513 | // See if integer solution |
---|
3514 | if (model->feasibleSolution(choice.numIntInfeasUp, |
---|
3515 | choice.numObjInfeasUp) |
---|
3516 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
3517 | #ifdef BONMIN |
---|
3518 | std::cout<<"Node has become integer feasible"<<std::endl; |
---|
3519 | numberUnsatisfied_ = 0; |
---|
3520 | break; |
---|
3521 | #endif |
---|
3522 | if (auxiliaryInfo->solutionAddsCuts()) { |
---|
3523 | needHotStartUpdate=true; |
---|
3524 | solver->unmarkHotStart(); |
---|
3525 | } |
---|
3526 | model->setBestSolution(CBC_STRONGSOL, |
---|
3527 | newObjectiveValue, |
---|
3528 | solver->getColSolution()) ; |
---|
3529 | if (needHotStartUpdate) { |
---|
3530 | solver->resolve(); |
---|
3531 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
3532 | objectiveChange = CoinMax(newObjectiveValue - objectiveValue_,0.0); |
---|
3533 | model->feasibleSolution(choice.numIntInfeasDown, |
---|
3534 | choice.numObjInfeasDown); |
---|
3535 | } |
---|
3536 | model->setLastHeuristic(NULL); |
---|
3537 | model->incrementUsed(solver->getColSolution()); |
---|
3538 | cutoff =model->getCutoff(); |
---|
3539 | if (newObjectiveValue >= cutoff) { // *new* cutoff |
---|
3540 | objectiveChange = 1.0e100 ; |
---|
3541 | numberStrongInfeasible++; |
---|
3542 | } |
---|
3543 | } |
---|
3544 | } |
---|
3545 | } else if (iStatus==1) { |
---|
3546 | objectiveChange = 1.0e100 ; |
---|
3547 | numberStrongInfeasible++; |
---|
3548 | } else { |
---|
3549 | // Can't say much as we did not finish |
---|
3550 | choice.finishedUp = false ; |
---|
3551 | numberUnfinished++; |
---|
3552 | } |
---|
3553 | choice.upMovement = objectiveChange ; |
---|
3554 | |
---|
3555 | // restore bounds |
---|
3556 | for ( j=0;j<numberColumns;j++) { |
---|
3557 | if (saveLower[j] != lower[j]) |
---|
3558 | solver->setColLower(j,saveLower[j]); |
---|
3559 | if (saveUpper[j] != upper[j]) |
---|
3560 | solver->setColUpper(j,saveUpper[j]); |
---|
3561 | } |
---|
3562 | if(needHotStartUpdate) { |
---|
3563 | needHotStartUpdate = false; |
---|
3564 | solver->resolve(); |
---|
3565 | //we may again have an integer feasible solution |
---|
3566 | int numberIntegerInfeasibilities; |
---|
3567 | int numberObjectInfeasibilities; |
---|
3568 | if (model->feasibleSolution( |
---|
3569 | numberIntegerInfeasibilities, |
---|
3570 | numberObjectInfeasibilities)) { |
---|
3571 | double objValue = solver->getObjValue(); |
---|
3572 | model->setBestSolution(CBC_STRONGSOL, |
---|
3573 | objValue, |
---|
3574 | solver->getColSolution()) ; |
---|
3575 | solver->resolve(); |
---|
3576 | cutoff =model->getCutoff(); |
---|
3577 | } |
---|
3578 | solver->markHotStart(); |
---|
3579 | } |
---|
3580 | |
---|
3581 | //printf("Up on %d, status is %d, obj %g its %d cost %g finished %d inf %d infobj %d\n", |
---|
3582 | // choice.objectNumber,iStatus,newObjectiveValue,choice.numItersUp, |
---|
3583 | // choice.upMovement,choice.finishedUp,choice.numIntInfeasUp, |
---|
3584 | // choice.numObjInfeasUp); |
---|
3585 | } |
---|
3586 | |
---|
3587 | solver->setIntParam(OsiMaxNumIterationHotStart,saveLimit2); |
---|
3588 | /* |
---|
3589 | End of evaluation for this candidate variable. Possibilities are: |
---|
3590 | * Both sides below cutoff; this variable is a candidate for branching. |
---|
3591 | * Both sides infeasible or above the objective cutoff: no further action |
---|
3592 | here. Break from the evaluation loop and assume the node will be purged |
---|
3593 | by the caller. |
---|
3594 | * One side below cutoff: Install the branch (i.e., fix the variable). Break |
---|
3595 | from the evaluation loop and assume the node will be reoptimised by the |
---|
3596 | caller. |
---|
3597 | */ |
---|
3598 | // reset |
---|
3599 | choice.possibleBranch->resetNumberBranchesLeft(); |
---|
3600 | if (choice.upMovement<1.0e100) { |
---|
3601 | if(choice.downMovement<1.0e100) { |
---|
3602 | // In case solution coming in was odd |
---|
3603 | choice.upMovement = CoinMax(0.0,choice.upMovement); |
---|
3604 | choice.downMovement = CoinMax(0.0,choice.downMovement); |
---|
3605 | if (couldChooseFirst) |
---|
3606 | printf("candidate %d up %g down %g sort %g\n",iDo,choice.upMovement,choice.downMovement,sort[iDo]); |
---|
3607 | #if ZERO_ONE==2 |
---|
3608 | // branch on 0-1 first (temp) |
---|
3609 | if (fabs(choice.possibleBranch->value())<1.0) { |
---|
3610 | choice.upMovement *= ZERO_FAKE; |
---|
3611 | choice.downMovement *= ZERO_FAKE; |
---|
3612 | } |
---|
3613 | #endif |
---|
3614 | // feasible - see which best |
---|
3615 | if (!canSkip) { |
---|
3616 | if (iColumn==-46) { |
---|
3617 | printf("sort %g downest %g upest %g ",sort[iDo],downEstimate[iObject], |
---|
3618 | upEstimate[iObject]); |
---|
3619 | printf("downMove %g upMove %g value %g current pseudo %g %g\n", |
---|
3620 | choice.downMovement,choice.upMovement,choice.possibleBranch->value(), |
---|
3621 | dynamicObject->downDynamicPseudoCost(),dynamicObject->upDynamicPseudoCost()); |
---|
3622 | } |
---|
3623 | if (model->messageHandler()->logLevel()>3) |
---|
3624 | printf("sort %g downest %g upest %g ",sort[iDo],downEstimate[iObject], |
---|
3625 | upEstimate[iObject]); |
---|
3626 | model->messageHandler()->message(CBC_STRONG,*model->messagesPointer()) |
---|
3627 | << iObject << iColumn |
---|
3628 | <<choice.downMovement<<choice.numIntInfeasDown |
---|
3629 | <<choice.upMovement<<choice.numIntInfeasUp |
---|
3630 | <<choice.possibleBranch->value() |
---|
3631 | <<CoinMessageEol; |
---|
3632 | } |
---|
3633 | //if (!stateOfSearch) |
---|
3634 | //choice.numIntInfeasDown=99999; // temp fudge |
---|
3635 | if (wantMiniTree) |
---|
3636 | decision->setBestCriterion(-1.0); |
---|
3637 | double bestCriterion = -1.0; |
---|
3638 | //double gap = saveUpper[iColumn]-saveLower[iColumn]; |
---|
3639 | // Give precedence to ones with gap of 1.0 |
---|
3640 | //assert(gap>0.0); |
---|
3641 | double factor = 1.0; //changeFactor/CoinMin(gap,100.0); |
---|
3642 | int betterWay; |
---|
3643 | { |
---|
3644 | CbcBranchingObject * branchObj = |
---|
3645 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
3646 | if (branch_) |
---|
3647 | assert (branchObj); |
---|
3648 | betterWay = decision->betterBranch(choice.possibleBranch, |
---|
3649 | branchObj, |
---|
3650 | choice.upMovement*factor, |
---|
3651 | choice.numIntInfeasUp , |
---|
3652 | choice.downMovement*factor, |
---|
3653 | choice.numIntInfeasDown ); |
---|
3654 | } |
---|
3655 | if (wantMiniTree) { |
---|
3656 | double criterion = decision->getBestCriterion(); |
---|
3657 | sort[numberMini]=-criterion; |
---|
3658 | whichObject[numberMini++]=whichObject[iDo]; |
---|
3659 | assert (betterWay); |
---|
3660 | if (criterion>bestCriterion) |
---|
3661 | bestCriterion=criterion; |
---|
3662 | else |
---|
3663 | betterWay=0; |
---|
3664 | } |
---|
3665 | if (iDo>=changeStrategy) { |
---|
3666 | // make less likely |
---|
3667 | changeStrategy+=numberStrong; |
---|
3668 | changeFactor *= 0.9; |
---|
3669 | } |
---|
3670 | if (betterWay) { |
---|
3671 | delete branch_; |
---|
3672 | // C) create branching object |
---|
3673 | branch_ = choice.possibleBranch; |
---|
3674 | choice.possibleBranch=NULL; |
---|
3675 | { |
---|
3676 | CbcBranchingObject * branchObj = |
---|
3677 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
3678 | assert (branchObj); |
---|
3679 | //branchObj->way(preferredWay); |
---|
3680 | branchObj->way(betterWay); |
---|
3681 | } |
---|
3682 | if (couldChooseFirst) |
---|
3683 | printf("choosing %d way %d\n",iDo,betterWay); |
---|
3684 | bestChoice = choice.objectNumber; |
---|
3685 | whichChoice = iDo; |
---|
3686 | if (numberStrong<=1) { |
---|
3687 | delete ws; |
---|
3688 | ws=NULL; |
---|
3689 | break; |
---|
3690 | } |
---|
3691 | } else { |
---|
3692 | delete choice.possibleBranch; |
---|
3693 | choice.possibleBranch=NULL; |
---|
3694 | if (iDo>=2*numberStrong) { |
---|
3695 | delete ws; |
---|
3696 | ws=NULL; |
---|
3697 | break; |
---|
3698 | } |
---|
3699 | if (!dynamicObject||dynamicObject->numberTimesUp()>1) { |
---|
3700 | if (iDo-whichChoice>=numberStrong) { |
---|
3701 | delete choice.possibleBranch; |
---|
3702 | choice.possibleBranch=NULL; |
---|
3703 | break; // give up |
---|
3704 | } |
---|
3705 | } else { |
---|
3706 | if (iDo-whichChoice>=2*numberStrong) { |
---|
3707 | delete ws; |
---|
3708 | ws=NULL; |
---|
3709 | delete choice.possibleBranch; |
---|
3710 | choice.possibleBranch=NULL; |
---|
3711 | break; // give up |
---|
3712 | } |
---|
3713 | } |
---|
3714 | } |
---|
3715 | } else { |
---|
3716 | // up feasible, down infeasible |
---|
3717 | anyAction=-1; |
---|
3718 | worstFeasible = CoinMax(worstFeasible,choice.upMovement); |
---|
3719 | model->messageHandler()->message(CBC_STRONG,*model->messagesPointer()) |
---|
3720 | << iObject << iColumn |
---|
3721 | <<choice.downMovement<<choice.numIntInfeasDown |
---|
3722 | <<choice.upMovement<<choice.numIntInfeasUp |
---|
3723 | <<choice.possibleBranch->value() |
---|
3724 | <<CoinMessageEol; |
---|
3725 | //printf("Down infeasible for choice %d sequence %d\n",i, |
---|
3726 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3727 | if (!solveAll) { |
---|
3728 | choice.possibleBranch->way(1); |
---|
3729 | choice.possibleBranch->branch(); |
---|
3730 | delete choice.possibleBranch; |
---|
3731 | choice.possibleBranch=NULL; |
---|
3732 | delete ws; |
---|
3733 | ws=NULL; |
---|
3734 | break; |
---|
3735 | } else { |
---|
3736 | choice.fix=1; |
---|
3737 | fixObject[numberToFix++]=choice; |
---|
3738 | choice.possibleBranch=NULL; |
---|
3739 | #define FIXNOW |
---|
3740 | #ifdef FIXNOW |
---|
3741 | double value = ceil(saveSolution[iColumn]); |
---|
3742 | saveLower[iColumn]=value; |
---|
3743 | solver->setColLower(iColumn,value); |
---|
3744 | assert(doneHotStart); |
---|
3745 | solver->unmarkHotStart(); |
---|
3746 | solver->resolve(); |
---|
3747 | solver->markHotStart(); |
---|
3748 | // may be infeasible (if other way stopped on iterations) |
---|
3749 | if (!solver->isProvenOptimal()) { |
---|
3750 | // neither side feasible |
---|
3751 | anyAction=-2; |
---|
3752 | delete choice.possibleBranch; |
---|
3753 | choice.possibleBranch=NULL; |
---|
3754 | //printf("Both infeasible for choice %d sequence %d\n",i, |
---|
3755 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3756 | delete ws; |
---|
3757 | ws=NULL; |
---|
3758 | break; |
---|
3759 | } |
---|
3760 | #endif |
---|
3761 | } |
---|
3762 | } |
---|
3763 | } else { |
---|
3764 | if(choice.downMovement<1.0e100) { |
---|
3765 | // down feasible, up infeasible |
---|
3766 | anyAction=-1; |
---|
3767 | worstFeasible = CoinMax(worstFeasible,choice.downMovement); |
---|
3768 | model->messageHandler()->message(CBC_STRONG,*model->messagesPointer()) |
---|
3769 | << iObject << iColumn |
---|
3770 | <<choice.downMovement<<choice.numIntInfeasDown |
---|
3771 | <<choice.upMovement<<choice.numIntInfeasUp |
---|
3772 | <<choice.possibleBranch->value() |
---|
3773 | <<CoinMessageEol; |
---|
3774 | //printf("Up infeasible for choice %d sequence %d\n",i, |
---|
3775 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3776 | if (!solveAll) { |
---|
3777 | choice.possibleBranch->way(-1); |
---|
3778 | choice.possibleBranch->branch(); |
---|
3779 | delete choice.possibleBranch; |
---|
3780 | choice.possibleBranch=NULL; |
---|
3781 | delete ws; |
---|
3782 | ws=NULL; |
---|
3783 | break; |
---|
3784 | } else { |
---|
3785 | choice.fix=-1; |
---|
3786 | fixObject[numberToFix++]=choice; |
---|
3787 | choice.possibleBranch=NULL; |
---|
3788 | #ifdef FIXNOW |
---|
3789 | double value = floor(saveSolution[iColumn]); |
---|
3790 | saveUpper[iColumn]=value; |
---|
3791 | solver->setColUpper(iColumn,value); |
---|
3792 | assert(doneHotStart); |
---|
3793 | solver->unmarkHotStart(); |
---|
3794 | solver->resolve(); |
---|
3795 | solver->markHotStart(); |
---|
3796 | // may be infeasible (if other way stopped on iterations) |
---|
3797 | if (!solver->isProvenOptimal()) { |
---|
3798 | // neither side feasible |
---|
3799 | anyAction=-2; |
---|
3800 | delete choice.possibleBranch; |
---|
3801 | choice.possibleBranch=NULL; |
---|
3802 | //printf("Both infeasible for choice %d sequence %d\n",i, |
---|
3803 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3804 | delete ws; |
---|
3805 | ws=NULL; |
---|
3806 | break; |
---|
3807 | } |
---|
3808 | #endif |
---|
3809 | } |
---|
3810 | } else { |
---|
3811 | // neither side feasible |
---|
3812 | anyAction=-2; |
---|
3813 | delete choice.possibleBranch; |
---|
3814 | choice.possibleBranch=NULL; |
---|
3815 | //printf("Both infeasible for choice %d sequence %d\n",i, |
---|
3816 | // model->object(choice.objectNumber)->columnNumber()); |
---|
3817 | delete ws; |
---|
3818 | ws=NULL; |
---|
3819 | break; |
---|
3820 | } |
---|
3821 | } |
---|
3822 | // Check max time |
---|
3823 | hitMaxTime = ( CoinCpuTime()-model->getDblParam(CbcModel::CbcStartSeconds) > |
---|
3824 | model->getDblParam(CbcModel::CbcMaximumSeconds)); |
---|
3825 | if (hitMaxTime) { |
---|
3826 | // make sure rest are fast |
---|
3827 | doQuickly=true; |
---|
3828 | for ( int jDo=iDo+1;jDo<numberToDo;jDo++) { |
---|
3829 | int iObject = whichObject[iDo]; |
---|
3830 | OsiObject * object = model->modifiableObject(iObject); |
---|
3831 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
3832 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
3833 | dynamicObject->setNumberBeforeTrust(0); |
---|
3834 | } |
---|
3835 | numberTest=0; |
---|
3836 | distanceToCutoff=-COIN_DBL_MAX; |
---|
3837 | } |
---|
3838 | delete choice.possibleBranch; |
---|
3839 | } |
---|
3840 | double averageChange = model->sumChangeObjective()/((double) model->getNodeCount()); |
---|
3841 | if (depth_<10||worstFeasible>0.2*averageChange) |
---|
3842 | solveAll=false; |
---|
3843 | if (model->messageHandler()->logLevel()>3||false) { |
---|
3844 | if (anyAction==-2) { |
---|
3845 | printf("infeasible\n"); |
---|
3846 | } else if(anyAction==-1) { |
---|
3847 | if (!solveAll) |
---|
3848 | printf("%d fixed\n",numberToFix); |
---|
3849 | else |
---|
3850 | printf("%d fixed AND choosing %d iDo %d iChosenWhen %d numberToDo %d\n",numberToFix,bestChoice, |
---|
3851 | iDo,whichChoice,numberToDo); |
---|
3852 | } else { |
---|
3853 | int iObject = whichObject[whichChoice]; |
---|
3854 | OsiObject * object = model->modifiableObject(iObject); |
---|
3855 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
3856 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
3857 | int iColumn = dynamicObject->columnNumber(); |
---|
3858 | printf("choosing %d (column %d) iChosenWhen %d numberToDo %d\n",bestChoice, |
---|
3859 | iColumn,whichChoice,numberToDo); |
---|
3860 | } |
---|
3861 | } |
---|
3862 | if (doneHotStart) { |
---|
3863 | // Delete the snapshot |
---|
3864 | solver->unmarkHotStart(); |
---|
3865 | // back to normal |
---|
3866 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
3867 | // restore basis |
---|
3868 | solver->setWarmStart(ws); |
---|
3869 | } |
---|
3870 | solver->setIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
3871 | // Unless infeasible we will carry on |
---|
3872 | // But we could fix anyway |
---|
3873 | if (numberToFix&&!hitMaxTime) { |
---|
3874 | if (anyAction==-2) { |
---|
3875 | // take off |
---|
3876 | for (i = 0 ; i < numberToFix ; i++) { |
---|
3877 | delete fixObject[i].possibleBranch; |
---|
3878 | } |
---|
3879 | } else { |
---|
3880 | // apply and take off |
---|
3881 | for (i = 0 ; i < numberToFix ; i++) { |
---|
3882 | #ifndef FIXNOW |
---|
3883 | fixObject[i].possibleBranch->way(fixObject[i].fix) ; |
---|
3884 | fixObject[i].possibleBranch->branch() ; |
---|
3885 | #endif |
---|
3886 | delete fixObject[i].possibleBranch; |
---|
3887 | } |
---|
3888 | bool feasible=true; |
---|
3889 | #if ACTION <2 |
---|
3890 | if (solveAll) { |
---|
3891 | // can do quick optimality check |
---|
3892 | int easy=2; |
---|
3893 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,&easy) ; |
---|
3894 | solver->resolve() ; |
---|
3895 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
3896 | feasible = solver->isProvenOptimal(); |
---|
3897 | if (feasible) { |
---|
3898 | anyAction=0; |
---|
3899 | numberMini=0; |
---|
3900 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
3901 | model->reserveCurrentSolution(saveSolution); |
---|
3902 | memcpy(saveLower,solver->getColLower(),numberColumns*sizeof(double)); |
---|
3903 | memcpy(saveUpper,solver->getColUpper(),numberColumns*sizeof(double)); |
---|
3904 | model->setPointers(solver); |
---|
3905 | // See if candidate still possible |
---|
3906 | if (branch_) { |
---|
3907 | const OsiObject * object = model->object(bestChoice); |
---|
3908 | int preferredWay; |
---|
3909 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
3910 | if (!infeasibility) { |
---|
3911 | // take out |
---|
3912 | delete branch_; |
---|
3913 | branch_=NULL; |
---|
3914 | } else { |
---|
3915 | CbcBranchingObject * branchObj = |
---|
3916 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
3917 | assert (branchObj); |
---|
3918 | branchObj->way(preferredWay); |
---|
3919 | } |
---|
3920 | } |
---|
3921 | } else { |
---|
3922 | anyAction=-2; |
---|
3923 | finished=true; |
---|
3924 | } |
---|
3925 | } |
---|
3926 | #endif |
---|
3927 | // If fixed then round again |
---|
3928 | if (!branch_&&anyAction!=-2) { |
---|
3929 | finished=false; |
---|
3930 | } |
---|
3931 | // If these in then different action |
---|
3932 | #if ACTION == 1 |
---|
3933 | if (!anyAction) |
---|
3934 | anyAction=-1; |
---|
3935 | finished=true; |
---|
3936 | #endif |
---|
3937 | } |
---|
3938 | } |
---|
3939 | delete ws; |
---|
3940 | } |
---|
3941 | } |
---|
3942 | if (model->messageHandler()->logLevel()>2) |
---|
3943 | printf("%d strong, %d iters, %d pen, %d mark, %d fixed, action %d nnott %d nt %d, %d dq %s ns %d\n", |
---|
3944 | numberStrongDone,numberStrongIterations,xPen,xMark, |
---|
3945 | numberToFix,anyAction,numberNotTrusted,px[0],px[1],px[2]>0 ? "y" : "n",px[3]); |
---|
3946 | // update number of strong iterations etc |
---|
3947 | model->incrementStrongInfo(numberStrongDone,numberStrongIterations, |
---|
3948 | anyAction==-2 ? 0:numberToFix,anyAction==-2); |
---|
3949 | if (!newWay) { |
---|
3950 | if (((model->searchStrategy()+1)%1000)==0) { |
---|
3951 | if (solver->messageHandler()->logLevel()>1) |
---|
3952 | printf("%d strong, %d iters, %d inf, %d not finished, %d not trusted\n", |
---|
3953 | numberStrongDone,numberStrongIterations,numberStrongInfeasible,numberUnfinished, |
---|
3954 | numberNotTrusted); |
---|
3955 | // decide what to do |
---|
3956 | int strategy=1; |
---|
3957 | if (numberUnfinished*4>numberStrongDone&&numberStrongInfeasible*10<numberStrongDone) { |
---|
3958 | strategy=2; |
---|
3959 | if (model->logLevel()>1) |
---|
3960 | printf("going to strategy 2\n"); |
---|
3961 | } |
---|
3962 | if (numberNodes) |
---|
3963 | strategy=1; // should only happen after hot start |
---|
3964 | if (model->searchStrategy()<999) |
---|
3965 | model->setSearchStrategy(strategy); |
---|
3966 | } |
---|
3967 | } |
---|
3968 | //if (numberToFix&&depth_<5) |
---|
3969 | //printf("%d fixed by strong at depth %d\n",numberToFix,depth_); |
---|
3970 | // Set guessed solution value |
---|
3971 | guessedObjectiveValue_ = objectiveValue_+estimatedDegradation; |
---|
3972 | |
---|
3973 | // Get collection of branches if mini tree wanted |
---|
3974 | if (anyAction==0&&numberMini&&numberMini>1) { |
---|
3975 | // Sort |
---|
3976 | CoinSort_2(sort,sort+numberMini,whichObject); |
---|
3977 | delete branch_; |
---|
3978 | branch_=NULL; |
---|
3979 | numberMini = CoinMin(numberMini,model->sizeMiniTree()); |
---|
3980 | anyAction=numberMini; |
---|
3981 | branches = new OsiSolverBranch[numberMini]; |
---|
3982 | for (int iDo=0;iDo<numberMini;iDo++) { |
---|
3983 | int iObject = whichObject[iDo]; |
---|
3984 | OsiObject * object = model->modifiableObject(iObject); |
---|
3985 | CbcSimpleInteger * obj = |
---|
3986 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
3987 | OsiSolverBranch * oneBranch; |
---|
3988 | if (obj) { |
---|
3989 | oneBranch = obj->solverBranch(solver,&usefulInfo); |
---|
3990 | } else { |
---|
3991 | CbcObject * obj = |
---|
3992 | dynamic_cast <CbcObject *>(object) ; |
---|
3993 | assert (obj); |
---|
3994 | oneBranch = obj->solverBranch(); |
---|
3995 | } |
---|
3996 | branches[iDo]=*oneBranch; |
---|
3997 | delete oneBranch; |
---|
3998 | } |
---|
3999 | } |
---|
4000 | /* |
---|
4001 | Cleanup, then we're finished |
---|
4002 | */ |
---|
4003 | if (!model->branchingMethod()) |
---|
4004 | delete decision; |
---|
4005 | |
---|
4006 | delete [] fixObject; |
---|
4007 | delete [] sort; |
---|
4008 | delete [] whichObject; |
---|
4009 | delete [] objectMark; |
---|
4010 | delete [] saveLower; |
---|
4011 | delete [] saveUpper; |
---|
4012 | delete [] upEstimate; |
---|
4013 | delete [] downEstimate; |
---|
4014 | # ifdef COIN_HAS_CLP |
---|
4015 | if (osiclp) |
---|
4016 | osiclp->setSpecialOptions(saveClpOptions); |
---|
4017 | # endif |
---|
4018 | // restore solution |
---|
4019 | solver->setColSolution(saveSolution); |
---|
4020 | model->reserveCurrentSolution(saveSolution); |
---|
4021 | delete [] saveSolution; |
---|
4022 | model->setStateOfSearch(saveStateOfSearch); |
---|
4023 | model->setLogLevel(saveLogLevel); |
---|
4024 | return anyAction; |
---|
4025 | } |
---|
4026 | int CbcNode::analyze (CbcModel *model, double * results) |
---|
4027 | { |
---|
4028 | int i; |
---|
4029 | int numberIterationsAllowed = model->numberAnalyzeIterations(); |
---|
4030 | OsiSolverInterface * solver = model->solver(); |
---|
4031 | objectiveValue_ = solver->getObjSense()*solver->getObjValue(); |
---|
4032 | double cutoff =model->getCutoff(); |
---|
4033 | const double * lower = solver->getColLower(); |
---|
4034 | const double * upper = solver->getColUpper(); |
---|
4035 | const double * dj = solver->getReducedCost(); |
---|
4036 | int numberObjects = model->numberObjects(); |
---|
4037 | int numberColumns = model->getNumCols(); |
---|
4038 | // Initialize arrays |
---|
4039 | int numberIntegers = model->numberIntegers(); |
---|
4040 | int * back = new int[numberColumns]; |
---|
4041 | const int * integerVariable = model->integerVariable(); |
---|
4042 | for (i=0;i<numberColumns;i++) |
---|
4043 | back[i]=-1; |
---|
4044 | // What results is |
---|
4045 | double * newLower = results; |
---|
4046 | double * objLower = newLower+numberIntegers; |
---|
4047 | double * newUpper = objLower+numberIntegers; |
---|
4048 | double * objUpper = newUpper+numberIntegers; |
---|
4049 | for (i=0;i<numberIntegers;i++) { |
---|
4050 | int iColumn = integerVariable[i]; |
---|
4051 | back[iColumn]=i; |
---|
4052 | newLower[i]=0.0; |
---|
4053 | objLower[i]=-COIN_DBL_MAX; |
---|
4054 | newUpper[i]=0.0; |
---|
4055 | objUpper[i]=-COIN_DBL_MAX; |
---|
4056 | } |
---|
4057 | double * saveUpper = new double[numberColumns]; |
---|
4058 | double * saveLower = new double[numberColumns]; |
---|
4059 | int anyAction=0; |
---|
4060 | // Save solution in case heuristics need good solution later |
---|
4061 | |
---|
4062 | double * saveSolution = new double[numberColumns]; |
---|
4063 | memcpy(saveSolution,solver->getColSolution(),numberColumns*sizeof(double)); |
---|
4064 | model->reserveCurrentSolution(saveSolution); |
---|
4065 | for (i=0;i<numberColumns;i++) { |
---|
4066 | saveLower[i] = lower[i]; |
---|
4067 | saveUpper[i] = upper[i]; |
---|
4068 | } |
---|
4069 | // Get arrays to sort |
---|
4070 | double * sort = new double[numberObjects]; |
---|
4071 | int * whichObject = new int[numberObjects]; |
---|
4072 | int numberToFix=0; |
---|
4073 | int numberToDo=0; |
---|
4074 | double integerTolerance = |
---|
4075 | model->getDblParam(CbcModel::CbcIntegerTolerance); |
---|
4076 | // point to useful information |
---|
4077 | OsiBranchingInformation usefulInfo = model->usefulInformation(); |
---|
4078 | // and modify |
---|
4079 | usefulInfo.depth_=depth_; |
---|
4080 | |
---|
4081 | // compute current state |
---|
4082 | int numberObjectInfeasibilities; // just odd ones |
---|
4083 | int numberIntegerInfeasibilities; |
---|
4084 | model->feasibleSolution( |
---|
4085 | numberIntegerInfeasibilities, |
---|
4086 | numberObjectInfeasibilities); |
---|
4087 | # ifdef COIN_HAS_CLP |
---|
4088 | OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (solver); |
---|
4089 | int saveClpOptions=0; |
---|
4090 | bool fastIterations = (model->specialOptions()&8)!=0; |
---|
4091 | if (osiclp&&fastIterations) { |
---|
4092 | // for faster hot start |
---|
4093 | saveClpOptions = osiclp->specialOptions(); |
---|
4094 | osiclp->setSpecialOptions(saveClpOptions|8192); |
---|
4095 | } |
---|
4096 | # else |
---|
4097 | bool fastIterations = false ; |
---|
4098 | # endif |
---|
4099 | /* |
---|
4100 | Scan for branching objects that indicate infeasibility. Choose candidates |
---|
4101 | using priority as the first criteria, then integer infeasibility. |
---|
4102 | |
---|
4103 | The algorithm is to fill the array with a set of good candidates (by |
---|
4104 | infeasibility) with priority bestPriority. Finding a candidate with |
---|
4105 | priority better (less) than bestPriority flushes the choice array. (This |
---|
4106 | serves as initialization when the first candidate is found.) |
---|
4107 | |
---|
4108 | */ |
---|
4109 | numberToDo=0; |
---|
4110 | for (i=0;i<numberObjects;i++) { |
---|
4111 | OsiObject * object = model->modifiableObject(i); |
---|
4112 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
4113 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
4114 | if(!dynamicObject) |
---|
4115 | continue; |
---|
4116 | int preferredWay; |
---|
4117 | double infeasibility = object->infeasibility(&usefulInfo,preferredWay); |
---|
4118 | int iColumn = dynamicObject->columnNumber(); |
---|
4119 | if (saveUpper[iColumn]==saveLower[iColumn]) |
---|
4120 | continue; |
---|
4121 | if (infeasibility) |
---|
4122 | sort[numberToDo]=-1.0e10-infeasibility; |
---|
4123 | else |
---|
4124 | sort[numberToDo]=-fabs(dj[iColumn]); |
---|
4125 | whichObject[numberToDo++]=i; |
---|
4126 | } |
---|
4127 | // Save basis |
---|
4128 | CoinWarmStart * ws = solver->getWarmStart(); |
---|
4129 | int saveLimit; |
---|
4130 | solver->getIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
4131 | int targetIterations = CoinMax(500,numberIterationsAllowed/numberObjects); |
---|
4132 | if (saveLimit<targetIterations) |
---|
4133 | solver->setIntParam(OsiMaxNumIterationHotStart,targetIterations); |
---|
4134 | // Mark hot start |
---|
4135 | solver->markHotStart(); |
---|
4136 | // Sort |
---|
4137 | CoinSort_2(sort,sort+numberToDo,whichObject); |
---|
4138 | //double distanceToCutoff=model->getCutoff()-objectiveValue_; |
---|
4139 | double * currentSolution = model->currentSolution(); |
---|
4140 | double objMin = 1.0e50; |
---|
4141 | double objMax = -1.0e50; |
---|
4142 | bool needResolve=false; |
---|
4143 | int iDo; |
---|
4144 | for (iDo=0;iDo<numberToDo;iDo++) { |
---|
4145 | CbcStrongInfo choice; |
---|
4146 | int iObject = whichObject[iDo]; |
---|
4147 | OsiObject * object = model->modifiableObject(iObject); |
---|
4148 | CbcSimpleIntegerDynamicPseudoCost * dynamicObject = |
---|
4149 | dynamic_cast <CbcSimpleIntegerDynamicPseudoCost *>(object) ; |
---|
4150 | int iColumn = dynamicObject->columnNumber(); |
---|
4151 | int preferredWay; |
---|
4152 | object->infeasibility(&usefulInfo,preferredWay); |
---|
4153 | double value = currentSolution[iColumn]; |
---|
4154 | double nearest = floor(value+0.5); |
---|
4155 | double lowerValue = floor(value); |
---|
4156 | bool satisfied=false; |
---|
4157 | if (fabs(value-nearest)<=integerTolerance||value<saveLower[iColumn]||value>saveUpper[iColumn]) { |
---|
4158 | satisfied=true; |
---|
4159 | double newValue; |
---|
4160 | if (nearest<saveUpper[iColumn]) { |
---|
4161 | newValue = nearest + 1.0001*integerTolerance; |
---|
4162 | lowerValue = nearest; |
---|
4163 | } else { |
---|
4164 | newValue = nearest - 1.0001*integerTolerance; |
---|
4165 | lowerValue = nearest-1; |
---|
4166 | } |
---|
4167 | currentSolution[iColumn]=newValue; |
---|
4168 | } |
---|
4169 | double upperValue = lowerValue+1.0; |
---|
4170 | CbcSimpleInteger * obj = |
---|
4171 | dynamic_cast <CbcSimpleInteger *>(object) ; |
---|
4172 | if (obj) { |
---|
4173 | choice.possibleBranch=obj->createBranch(solver,&usefulInfo,preferredWay); |
---|
4174 | } else { |
---|
4175 | CbcObject * obj = |
---|
4176 | dynamic_cast <CbcObject *>(object) ; |
---|
4177 | assert (obj); |
---|
4178 | choice.possibleBranch=obj->createBranch(preferredWay); |
---|
4179 | } |
---|
4180 | currentSolution[iColumn]=value; |
---|
4181 | // Save which object it was |
---|
4182 | choice.objectNumber=iObject; |
---|
4183 | choice.numIntInfeasUp = numberUnsatisfied_; |
---|
4184 | choice.numIntInfeasDown = numberUnsatisfied_; |
---|
4185 | choice.downMovement = 0.0; |
---|
4186 | choice.upMovement = 0.0; |
---|
4187 | choice.numItersDown = 0; |
---|
4188 | choice.numItersUp = 0; |
---|
4189 | choice.fix=0; // say not fixed |
---|
4190 | double objectiveChange ; |
---|
4191 | double newObjectiveValue=1.0e100; |
---|
4192 | int j; |
---|
4193 | // status is 0 finished, 1 infeasible and other |
---|
4194 | int iStatus; |
---|
4195 | /* |
---|
4196 | Try the down direction first. (Specify the initial branching alternative as |
---|
4197 | down with a call to way(-1). Each subsequent call to branch() performs the |
---|
4198 | specified branch and advances the branch object state to the next branch |
---|
4199 | alternative.) |
---|
4200 | */ |
---|
4201 | choice.possibleBranch->way(-1) ; |
---|
4202 | choice.possibleBranch->branch() ; |
---|
4203 | if (fabs(value-lowerValue)>integerTolerance) { |
---|
4204 | solver->solveFromHotStart() ; |
---|
4205 | /* |
---|
4206 | We now have an estimate of objective degradation that we can use for strong |
---|
4207 | branching. If we're over the cutoff, the variable is monotone up. |
---|
4208 | If we actually made it to optimality, check for a solution, and if we have |
---|
4209 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
4210 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
4211 | */ |
---|
4212 | if (solver->isProvenOptimal()) |
---|
4213 | iStatus=0; // optimal |
---|
4214 | else if (solver->isIterationLimitReached() |
---|
4215 | &&!solver->isDualObjectiveLimitReached()) |
---|
4216 | iStatus=2; // unknown |
---|
4217 | else |
---|
4218 | iStatus=1; // infeasible |
---|
4219 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
4220 | choice.numItersDown = solver->getIterationCount(); |
---|
4221 | numberIterationsAllowed -= choice.numItersDown; |
---|
4222 | objectiveChange = newObjectiveValue - objectiveValue_; |
---|
4223 | if (!iStatus) { |
---|
4224 | choice.finishedDown = true ; |
---|
4225 | if (newObjectiveValue>=cutoff) { |
---|
4226 | objectiveChange = 1.0e100; // say infeasible |
---|
4227 | } else { |
---|
4228 | // See if integer solution |
---|
4229 | if (model->feasibleSolution(choice.numIntInfeasDown, |
---|
4230 | choice.numObjInfeasDown) |
---|
4231 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
4232 | model->setBestSolution(CBC_STRONGSOL, |
---|
4233 | newObjectiveValue, |
---|
4234 | solver->getColSolution()) ; |
---|
4235 | model->setLastHeuristic(NULL); |
---|
4236 | model->incrementUsed(solver->getColSolution()); |
---|
4237 | cutoff =model->getCutoff(); |
---|
4238 | if (newObjectiveValue >= cutoff) // *new* cutoff |
---|
4239 | objectiveChange = 1.0e100 ; |
---|
4240 | } |
---|
4241 | } |
---|
4242 | } else if (iStatus==1) { |
---|
4243 | objectiveChange = 1.0e100 ; |
---|
4244 | } else { |
---|
4245 | // Can't say much as we did not finish |
---|
4246 | choice.finishedDown = false ; |
---|
4247 | } |
---|
4248 | choice.downMovement = objectiveChange ; |
---|
4249 | } |
---|
4250 | // restore bounds |
---|
4251 | for ( j=0;j<numberColumns;j++) { |
---|
4252 | if (saveLower[j] != lower[j]) |
---|
4253 | solver->setColLower(j,saveLower[j]); |
---|
4254 | if (saveUpper[j] != upper[j]) |
---|
4255 | solver->setColUpper(j,saveUpper[j]); |
---|
4256 | } |
---|
4257 | // repeat the whole exercise, forcing the variable up |
---|
4258 | choice.possibleBranch->branch(); |
---|
4259 | if (fabs(value-upperValue)>integerTolerance) { |
---|
4260 | solver->solveFromHotStart() ; |
---|
4261 | /* |
---|
4262 | We now have an estimate of objective degradation that we can use for strong |
---|
4263 | branching. If we're over the cutoff, the variable is monotone up. |
---|
4264 | If we actually made it to optimality, check for a solution, and if we have |
---|
4265 | a good one, call setBestSolution to process it. Note that this may reduce the |
---|
4266 | cutoff, so we check again to see if we can declare this variable monotone. |
---|
4267 | */ |
---|
4268 | if (solver->isProvenOptimal()) |
---|
4269 | iStatus=0; // optimal |
---|
4270 | else if (solver->isIterationLimitReached() |
---|
4271 | &&!solver->isDualObjectiveLimitReached()) |
---|
4272 | iStatus=2; // unknown |
---|
4273 | else |
---|
4274 | iStatus=1; // infeasible |
---|
4275 | newObjectiveValue = solver->getObjSense()*solver->getObjValue(); |
---|
4276 | choice.numItersUp = solver->getIterationCount(); |
---|
4277 | numberIterationsAllowed -= choice.numItersUp; |
---|
4278 | objectiveChange = newObjectiveValue - objectiveValue_; |
---|
4279 | if (!iStatus) { |
---|
4280 | choice.finishedUp = true ; |
---|
4281 | if (newObjectiveValue>=cutoff) { |
---|
4282 | objectiveChange = 1.0e100; // say infeasible |
---|
4283 | } else { |
---|
4284 | // See if integer solution |
---|
4285 | if (model->feasibleSolution(choice.numIntInfeasUp, |
---|
4286 | choice.numObjInfeasUp) |
---|
4287 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
4288 | model->setBestSolution(CBC_STRONGSOL, |
---|
4289 | newObjectiveValue, |
---|
4290 | solver->getColSolution()) ; |
---|
4291 | model->setLastHeuristic(NULL); |
---|
4292 | model->incrementUsed(solver->getColSolution()); |
---|
4293 | cutoff =model->getCutoff(); |
---|
4294 | if (newObjectiveValue >= cutoff) // *new* cutoff |
---|
4295 | objectiveChange = 1.0e100 ; |
---|
4296 | } |
---|
4297 | } |
---|
4298 | } else if (iStatus==1) { |
---|
4299 | objectiveChange = 1.0e100 ; |
---|
4300 | } else { |
---|
4301 | // Can't say much as we did not finish |
---|
4302 | choice.finishedUp = false ; |
---|
4303 | } |
---|
4304 | choice.upMovement = objectiveChange ; |
---|
4305 | |
---|
4306 | // restore bounds |
---|
4307 | for ( j=0;j<numberColumns;j++) { |
---|
4308 | if (saveLower[j] != lower[j]) |
---|
4309 | solver->setColLower(j,saveLower[j]); |
---|
4310 | if (saveUpper[j] != upper[j]) |
---|
4311 | solver->setColUpper(j,saveUpper[j]); |
---|
4312 | } |
---|
4313 | } |
---|
4314 | // If objective goes above certain amount we can set bound |
---|
4315 | int jInt = back[iColumn]; |
---|
4316 | newLower[jInt]=upperValue; |
---|
4317 | if (choice.finishedDown) |
---|
4318 | objLower[jInt]=choice.downMovement+objectiveValue_; |
---|
4319 | else |
---|
4320 | objLower[jInt]=objectiveValue_; |
---|
4321 | newUpper[jInt]=lowerValue; |
---|
4322 | if (choice.finishedUp) |
---|
4323 | objUpper[jInt]=choice.upMovement+objectiveValue_; |
---|
4324 | else |
---|
4325 | objUpper[jInt]=objectiveValue_; |
---|
4326 | objMin = CoinMin(CoinMin(objLower[jInt],objUpper[jInt]),objMin); |
---|
4327 | /* |
---|
4328 | End of evaluation for this candidate variable. Possibilities are: |
---|
4329 | * Both sides below cutoff; this variable is a candidate for branching. |
---|
4330 | * Both sides infeasible or above the objective cutoff: no further action |
---|
4331 | here. Break from the evaluation loop and assume the node will be purged |
---|
4332 | by the caller. |
---|
4333 | * One side below cutoff: Install the branch (i.e., fix the variable). Break |
---|
4334 | from the evaluation loop and assume the node will be reoptimised by the |
---|
4335 | caller. |
---|
4336 | */ |
---|
4337 | if (choice.upMovement<1.0e100) { |
---|
4338 | if(choice.downMovement<1.0e100) { |
---|
4339 | objMax = CoinMax(CoinMax(objLower[jInt],objUpper[jInt]),objMax); |
---|
4340 | // In case solution coming in was odd |
---|
4341 | choice.upMovement = CoinMax(0.0,choice.upMovement); |
---|
4342 | choice.downMovement = CoinMax(0.0,choice.downMovement); |
---|
4343 | // feasible - |
---|
4344 | model->messageHandler()->message(CBC_STRONG,*model->messagesPointer()) |
---|
4345 | << iObject << iColumn |
---|
4346 | <<choice.downMovement<<choice.numIntInfeasDown |
---|
4347 | <<choice.upMovement<<choice.numIntInfeasUp |
---|
4348 | <<value |
---|
4349 | <<CoinMessageEol; |
---|
4350 | } else { |
---|
4351 | // up feasible, down infeasible |
---|
4352 | anyAction=-1; |
---|
4353 | if (!satisfied) |
---|
4354 | needResolve=true; |
---|
4355 | choice.fix=1; |
---|
4356 | numberToFix++; |
---|
4357 | saveLower[iColumn]=upperValue; |
---|
4358 | solver->setColLower(iColumn,upperValue); |
---|
4359 | } |
---|
4360 | } else { |
---|
4361 | if(choice.downMovement<1.0e100) { |
---|
4362 | // down feasible, up infeasible |
---|
4363 | anyAction=-1; |
---|
4364 | if (!satisfied) |
---|
4365 | needResolve=true; |
---|
4366 | choice.fix=-1; |
---|
4367 | numberToFix++; |
---|
4368 | saveUpper[iColumn]=lowerValue; |
---|
4369 | solver->setColUpper(iColumn,lowerValue); |
---|
4370 | } else { |
---|
4371 | // neither side feasible |
---|
4372 | anyAction=-2; |
---|
4373 | printf("Both infeasible for choice %d sequence %d\n",i, |
---|
4374 | model->object(choice.objectNumber)->columnNumber()); |
---|
4375 | delete ws; |
---|
4376 | ws=NULL; |
---|
4377 | //solver->writeMps("bad"); |
---|
4378 | numberToFix=-1; |
---|
4379 | delete choice.possibleBranch; |
---|
4380 | choice.possibleBranch=NULL; |
---|
4381 | break; |
---|
4382 | } |
---|
4383 | } |
---|
4384 | delete choice.possibleBranch; |
---|
4385 | if (numberIterationsAllowed<=0) |
---|
4386 | break; |
---|
4387 | //printf("obj %d, col %d, down %g up %g value %g\n",iObject,iColumn, |
---|
4388 | // choice.downMovement,choice.upMovement,value); |
---|
4389 | } |
---|
4390 | printf("Best possible solution %g, can fix more if solution of %g found - looked at %d variables in %d iterations\n", |
---|
4391 | objMin,objMax,iDo,model->numberAnalyzeIterations()-numberIterationsAllowed); |
---|
4392 | model->setNumberAnalyzeIterations(numberIterationsAllowed); |
---|
4393 | // Delete the snapshot |
---|
4394 | solver->unmarkHotStart(); |
---|
4395 | // back to normal |
---|
4396 | solver->setHintParam(OsiDoInBranchAndCut,true,OsiHintDo,NULL) ; |
---|
4397 | solver->setIntParam(OsiMaxNumIterationHotStart,saveLimit); |
---|
4398 | // restore basis |
---|
4399 | solver->setWarmStart(ws); |
---|
4400 | delete ws; |
---|
4401 | |
---|
4402 | delete [] sort; |
---|
4403 | delete [] whichObject; |
---|
4404 | delete [] saveLower; |
---|
4405 | delete [] saveUpper; |
---|
4406 | delete [] back; |
---|
4407 | // restore solution |
---|
4408 | solver->setColSolution(saveSolution); |
---|
4409 | # ifdef COIN_HAS_CLP |
---|
4410 | if (osiclp) |
---|
4411 | osiclp->setSpecialOptions(saveClpOptions); |
---|
4412 | # endif |
---|
4413 | model->reserveCurrentSolution(saveSolution); |
---|
4414 | delete [] saveSolution; |
---|
4415 | if (needResolve) |
---|
4416 | solver->resolve(); |
---|
4417 | return numberToFix; |
---|
4418 | } |
---|
4419 | |
---|
4420 | |
---|
4421 | CbcNode::CbcNode(const CbcNode & rhs) |
---|
4422 | { |
---|
4423 | #ifdef CHECK_NODE |
---|
4424 | printf("CbcNode %x Constructor from rhs %x\n",this,&rhs); |
---|
4425 | #endif |
---|
4426 | if (rhs.nodeInfo_) |
---|
4427 | nodeInfo_ = rhs.nodeInfo_->clone(); |
---|
4428 | else |
---|
4429 | nodeInfo_=NULL; |
---|
4430 | objectiveValue_=rhs.objectiveValue_; |
---|
4431 | guessedObjectiveValue_ = rhs.guessedObjectiveValue_; |
---|
4432 | sumInfeasibilities_ = rhs.sumInfeasibilities_; |
---|
4433 | if (rhs.branch_) |
---|
4434 | branch_=rhs.branch_->clone(); |
---|
4435 | else |
---|
4436 | branch_=NULL; |
---|
4437 | depth_ = rhs.depth_; |
---|
4438 | numberUnsatisfied_ = rhs.numberUnsatisfied_; |
---|
4439 | nodeNumber_ = rhs.nodeNumber_; |
---|
4440 | state_ = rhs.state_; |
---|
4441 | if (nodeInfo_) |
---|
4442 | assert ((state_&2)!=0); |
---|
4443 | else |
---|
4444 | assert ((state_&2)==0); |
---|
4445 | } |
---|
4446 | |
---|
4447 | CbcNode & |
---|
4448 | CbcNode::operator=(const CbcNode & rhs) |
---|
4449 | { |
---|
4450 | if (this != &rhs) { |
---|
4451 | delete nodeInfo_; |
---|
4452 | if (rhs.nodeInfo_) |
---|
4453 | nodeInfo_ = rhs.nodeInfo_->clone(); |
---|
4454 | else |
---|
4455 | nodeInfo_ = NULL; |
---|
4456 | objectiveValue_=rhs.objectiveValue_; |
---|
4457 | guessedObjectiveValue_ = rhs.guessedObjectiveValue_; |
---|
4458 | sumInfeasibilities_ = rhs.sumInfeasibilities_; |
---|
4459 | if (rhs.branch_) |
---|
4460 | branch_=rhs.branch_->clone(); |
---|
4461 | else |
---|
4462 | branch_=NULL, |
---|
4463 | depth_ = rhs.depth_; |
---|
4464 | numberUnsatisfied_ = rhs.numberUnsatisfied_; |
---|
4465 | nodeNumber_ = rhs.nodeNumber_; |
---|
4466 | state_ = rhs.state_; |
---|
4467 | if (nodeInfo_) |
---|
4468 | assert ((state_&2)!=0); |
---|
4469 | else |
---|
4470 | assert ((state_&2)==0); |
---|
4471 | } |
---|
4472 | return *this; |
---|
4473 | } |
---|
4474 | CbcNode::~CbcNode () |
---|
4475 | { |
---|
4476 | #ifdef CHECK_NODE |
---|
4477 | if (nodeInfo_) { |
---|
4478 | printf("CbcNode %x Destructor nodeInfo %x (%d)\n", |
---|
4479 | this,nodeInfo_,nodeInfo_->numberPointingToThis()); |
---|
4480 | //assert(nodeInfo_->numberPointingToThis()>=0); |
---|
4481 | } else { |
---|
4482 | printf("CbcNode %x Destructor nodeInfo %x (?)\n", |
---|
4483 | this,nodeInfo_); |
---|
4484 | } |
---|
4485 | #endif |
---|
4486 | if (nodeInfo_&&(state_&2)!=0) { |
---|
4487 | nodeInfo_->nullOwner(); |
---|
4488 | int numberToDelete=nodeInfo_->numberBranchesLeft(); |
---|
4489 | // CbcNodeInfo * parent = nodeInfo_->parent(); |
---|
4490 | //assert (nodeInfo_->numberPointingToThis()>0); |
---|
4491 | if (nodeInfo_->decrement(numberToDelete)==0) { |
---|
4492 | delete nodeInfo_; |
---|
4493 | } else { |
---|
4494 | //printf("node %x nodeinfo %x parent %x\n",this,nodeInfo_,nodeInfo_->parent()); |
---|
4495 | // anyway decrement parent |
---|
4496 | //if (parent) |
---|
4497 | ///parent->decrement(1); |
---|
4498 | } |
---|
4499 | } |
---|
4500 | delete branch_; |
---|
4501 | } |
---|
4502 | // Decrement active cut counts |
---|
4503 | void |
---|
4504 | CbcNode::decrementCuts(int change) |
---|
4505 | { |
---|
4506 | if (nodeInfo_) |
---|
4507 | assert ((state_&2)!=0); |
---|
4508 | else |
---|
4509 | assert ((state_&2)==0); |
---|
4510 | if(nodeInfo_) { |
---|
4511 | nodeInfo_->decrementCuts(change); |
---|
4512 | } |
---|
4513 | } |
---|
4514 | void |
---|
4515 | CbcNode::decrementParentCuts(int change) |
---|
4516 | { |
---|
4517 | if (nodeInfo_) |
---|
4518 | assert ((state_&2)!=0); |
---|
4519 | else |
---|
4520 | assert ((state_&2)==0); |
---|
4521 | if(nodeInfo_) { |
---|
4522 | nodeInfo_->decrementParentCuts(change); |
---|
4523 | } |
---|
4524 | } |
---|
4525 | |
---|
4526 | /* |
---|
4527 | Initialize reference counts (numberPointingToThis, numberBranchesLeft_) |
---|
4528 | in the attached nodeInfo_. |
---|
4529 | */ |
---|
4530 | void |
---|
4531 | CbcNode::initializeInfo() |
---|
4532 | { |
---|
4533 | assert(nodeInfo_ && branch_) ; |
---|
4534 | nodeInfo_->initializeInfo(branch_->numberBranches()); |
---|
4535 | assert ((state_&2)!=0); |
---|
4536 | } |
---|
4537 | // Nulls out node info |
---|
4538 | void |
---|
4539 | CbcNode::nullNodeInfo() |
---|
4540 | { |
---|
4541 | nodeInfo_=NULL; |
---|
4542 | // say not active |
---|
4543 | state_ &= ~2; |
---|
4544 | } |
---|
4545 | |
---|
4546 | int |
---|
4547 | CbcNode::branch(OsiSolverInterface * solver) |
---|
4548 | { |
---|
4549 | double changeInGuessed; |
---|
4550 | if (!solver) |
---|
4551 | changeInGuessed=branch_->branch(); |
---|
4552 | else |
---|
4553 | changeInGuessed=branch_->branch(solver); |
---|
4554 | guessedObjectiveValue_+= changeInGuessed; |
---|
4555 | //#define PRINTIT |
---|
4556 | #ifdef PRINTIT |
---|
4557 | int numberLeft = nodeInfo_->numberBranchesLeft(); |
---|
4558 | CbcNodeInfo * parent = nodeInfo_->parent(); |
---|
4559 | int parentNodeNumber = -1; |
---|
4560 | //CbcBranchingObject * object1 = branch_->object_; |
---|
4561 | //OsiObject * object = object1-> |
---|
4562 | //int sequence = object->columnNumber); |
---|
4563 | int id=-1; |
---|
4564 | double value=0.0; |
---|
4565 | if (branch_) { |
---|
4566 | id = branch_->variable(); |
---|
4567 | value = branch_->value(); |
---|
4568 | } |
---|
4569 | printf("id %d value %g objvalue %g\n",id,value,objectiveValue_); |
---|
4570 | if (parent) |
---|
4571 | parentNodeNumber = parent->nodeNumber(); |
---|
4572 | printf("Node number %d, %s, way %d, depth %d, parent node number %d\n", |
---|
4573 | nodeInfo_->nodeNumber(),(numberLeft==2) ? "leftBranch" : "rightBranch", |
---|
4574 | way(),depth_,parentNodeNumber); |
---|
4575 | #endif |
---|
4576 | return nodeInfo_->branchedOn(); |
---|
4577 | } |
---|
4578 | /* Active arm of the attached OsiBranchingObject. |
---|
4579 | |
---|
4580 | In the simplest instance, coded -1 for the down arm of the branch, +1 for |
---|
4581 | the up arm. But see OsiBranchingObject::way() |
---|
4582 | Use nodeInfo--.numberBranchesLeft_ to see how active |
---|
4583 | */ |
---|
4584 | int |
---|
4585 | CbcNode::way() const |
---|
4586 | { |
---|
4587 | if (branch_) { |
---|
4588 | CbcBranchingObject * obj = |
---|
4589 | dynamic_cast <CbcBranchingObject *>(branch_) ; |
---|
4590 | assert (obj); |
---|
4591 | return obj->way(); |
---|
4592 | } else { |
---|
4593 | return 0; |
---|
4594 | } |
---|
4595 | } |
---|
4596 | /* Create a branching object for the node |
---|
4597 | |
---|
4598 | The routine scans the object list of the model and selects a set of |
---|
4599 | unsatisfied objects as candidates for branching. The candidates are |
---|
4600 | evaluated, and an appropriate branch object is installed. |
---|
4601 | |
---|
4602 | The numberPassesLeft is decremented to stop fixing one variable each time |
---|
4603 | and going on and on (e.g. for stock cutting, air crew scheduling) |
---|
4604 | |
---|
4605 | If evaluation determines that an object is monotone or infeasible, |
---|
4606 | the routine returns immediately. In the case of a monotone object, |
---|
4607 | the branch object has already been called to modify the model. |
---|
4608 | |
---|
4609 | Return value: |
---|
4610 | <ul> |
---|
4611 | <li> 0: A branching object has been installed |
---|
4612 | <li> -1: A monotone object was discovered |
---|
4613 | <li> -2: An infeasible object was discovered |
---|
4614 | </ul> |
---|
4615 | Branch state: |
---|
4616 | <ul> |
---|
4617 | <li> -1: start |
---|
4618 | <li> -1: A monotone object was discovered |
---|
4619 | <li> -2: An infeasible object was discovered |
---|
4620 | </ul> |
---|
4621 | */ |
---|
4622 | int |
---|
4623 | CbcNode::chooseOsiBranch (CbcModel * model, |
---|
4624 | CbcNode * lastNode, |
---|
4625 | OsiBranchingInformation * usefulInfo, |
---|
4626 | int branchState) |
---|
4627 | { |
---|
4628 | int returnStatus=0; |
---|
4629 | if (lastNode) |
---|
4630 | depth_ = lastNode->depth_+1; |
---|
4631 | else |
---|
4632 | depth_ = 0; |
---|
4633 | OsiSolverInterface * solver = model->solver(); |
---|
4634 | objectiveValue_ = solver->getObjValue()*solver->getObjSense(); |
---|
4635 | usefulInfo->objectiveValue_ = objectiveValue_; |
---|
4636 | usefulInfo->depth_ = depth_; |
---|
4637 | const double * saveInfoSol = usefulInfo->solution_; |
---|
4638 | double * saveSolution = new double[solver->getNumCols()]; |
---|
4639 | memcpy(saveSolution,solver->getColSolution(),solver->getNumCols()*sizeof(double)); |
---|
4640 | usefulInfo->solution_ = saveSolution; |
---|
4641 | OsiChooseVariable * choose = model->branchingMethod()->chooseMethod(); |
---|
4642 | int numberUnsatisfied=-1; |
---|
4643 | if (branchState<0) { |
---|
4644 | // initialize |
---|
4645 | // initialize sum of "infeasibilities" |
---|
4646 | sumInfeasibilities_ = 0.0; |
---|
4647 | numberUnsatisfied = choose->setupList(usefulInfo,true); |
---|
4648 | numberUnsatisfied_ = numberUnsatisfied; |
---|
4649 | branchState=0; |
---|
4650 | if (numberUnsatisfied_<0) { |
---|
4651 | // infeasible |
---|
4652 | delete [] saveSolution; |
---|
4653 | return -2; |
---|
4654 | } |
---|
4655 | } |
---|
4656 | // unset best |
---|
4657 | int best=-1; |
---|
4658 | choose->setBestObjectIndex(-1); |
---|
4659 | if (numberUnsatisfied) { |
---|
4660 | if (branchState>0||!choose->numberOnList()) { |
---|
4661 | // we need to return at once - don't do strong branching or anything |
---|
4662 | if (choose->numberOnList()||!choose->numberStrong()) { |
---|
4663 | best = choose->candidates()[0]; |
---|
4664 | choose->setBestObjectIndex(best); |
---|
4665 | } else { |
---|
4666 | // nothing on list - need to try again - keep any solution |
---|
4667 | numberUnsatisfied = choose->setupList(usefulInfo, false); |
---|
4668 | numberUnsatisfied_ = numberUnsatisfied; |
---|
4669 | if (numberUnsatisfied) { |
---|
4670 | best = choose->candidates()[0]; |
---|
4671 | choose->setBestObjectIndex(best); |
---|
4672 | } |
---|
4673 | } |
---|
4674 | } else { |
---|
4675 | // carry on with strong branching or whatever |
---|
4676 | int returnCode = choose->chooseVariable(solver, usefulInfo,true); |
---|
4677 | // update number of strong iterations etc |
---|
4678 | model->incrementStrongInfo(choose->numberStrongDone(),choose->numberStrongIterations(), |
---|
4679 | returnCode==-1 ? 0:choose->numberStrongFixed(),returnCode==-1); |
---|
4680 | if (returnCode>1) { |
---|
4681 | // has fixed some |
---|
4682 | returnStatus=-1; |
---|
4683 | } else if (returnCode==-1) { |
---|
4684 | // infeasible |
---|
4685 | returnStatus=-2; |
---|
4686 | } else if (returnCode==0) { |
---|
4687 | // normal |
---|
4688 | returnStatus=0; |
---|
4689 | numberUnsatisfied=1; |
---|
4690 | } else { |
---|
4691 | // ones on list satisfied - double check |
---|
4692 | numberUnsatisfied = choose->setupList(usefulInfo, false); |
---|
4693 | numberUnsatisfied_ = numberUnsatisfied; |
---|
4694 | if (numberUnsatisfied) { |
---|
4695 | best = choose->candidates()[0]; |
---|
4696 | choose->setBestObjectIndex(best); |
---|
4697 | } |
---|
4698 | } |
---|
4699 | } |
---|
4700 | } |
---|
4701 | delete branch_; |
---|
4702 | branch_ = NULL; |
---|
4703 | guessedObjectiveValue_ = COIN_DBL_MAX;//objectiveValue_; // for now |
---|
4704 | if (!returnStatus) { |
---|
4705 | if (numberUnsatisfied) { |
---|
4706 | // create branching object |
---|
4707 | const OsiObject * obj = model->solver()->object(choose->bestObjectIndex()); |
---|
4708 | //const OsiSolverInterface * solver = usefulInfo->solver_; |
---|
4709 | branch_ = obj->createBranch(model->solver(),usefulInfo,obj->whichWay()); |
---|
4710 | } |
---|
4711 | } |
---|
4712 | usefulInfo->solution_=saveInfoSol; |
---|
4713 | delete [] saveSolution; |
---|
4714 | // may have got solution |
---|
4715 | if (choose->goodSolution() |
---|
4716 | &&model->problemFeasibility()->feasible(model,-1)>=0) { |
---|
4717 | // yes |
---|
4718 | double objValue = choose->goodObjectiveValue(); |
---|
4719 | model->setBestSolution(CBC_STRONGSOL, |
---|
4720 | objValue, |
---|
4721 | choose->goodSolution()) ; |
---|
4722 | model->setLastHeuristic(NULL); |
---|
4723 | model->incrementUsed(choose->goodSolution()); |
---|
4724 | choose->clearGoodSolution(); |
---|
4725 | } |
---|
4726 | return returnStatus; |
---|
4727 | } |
---|