[1573] | 1 | // $Id: CbcSOS.hpp 2070 2014-09-08 09:24:45Z tkr $ |
---|
| 2 | // Copyright (C) 2002, International Business Machines |
---|
| 3 | // Corporation and others. All Rights Reserved. |
---|
| 4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
---|
| 5 | |
---|
[1357] | 6 | // Edwin 11/9/2009-- carved out of CbcBranchActual |
---|
[1573] | 7 | |
---|
[1357] | 8 | #ifndef CbcSOS_H |
---|
| 9 | #define CbcSOS_H |
---|
| 10 | |
---|
[1573] | 11 | /** \brief Branching object for Special Ordered Sets of type 1 and 2. |
---|
[1357] | 12 | |
---|
[1573] | 13 | SOS1 are an ordered set of variables where at most one variable can be |
---|
| 14 | non-zero. SOS1 are commonly defined with binary variables (interpreted as |
---|
| 15 | selection between alternatives) but this is not necessary. An SOS1 with |
---|
| 16 | all binary variables is a special case of a clique (setting any one |
---|
| 17 | variable to 1 forces all others to 0). |
---|
| 18 | |
---|
| 19 | In theory, the implementation makes no assumptions about integrality in |
---|
| 20 | Type 1 sets. In practice, there are places where the code seems to have been |
---|
| 21 | written with a binary SOS mindset. Current development of SOS branching |
---|
| 22 | objects is proceeding in OsiSOS. |
---|
| 23 | |
---|
| 24 | SOS2 are an ordered set of variables in which at most two consecutive |
---|
| 25 | variables can be non-zero and must sum to 1 (interpreted as interpolation |
---|
| 26 | between two discrete values). By definition the variables are non-integer. |
---|
| 27 | */ |
---|
| 28 | |
---|
[1357] | 29 | class CbcSOS : public CbcObject { |
---|
| 30 | |
---|
| 31 | public: |
---|
| 32 | |
---|
| 33 | // Default Constructor |
---|
| 34 | CbcSOS (); |
---|
| 35 | |
---|
[1573] | 36 | /** \brief Constructor with SOS type and member information |
---|
| 37 | |
---|
| 38 | Type specifies SOS 1 or 2. Identifier is an arbitrary value. |
---|
| 39 | |
---|
| 40 | Which should be an array of variable indices with numberMembers entries. |
---|
| 41 | Weights can be used to assign arbitrary weights to variables, in the order |
---|
| 42 | they are specified in which. If no weights are provided, a default array of |
---|
| 43 | 0, 1, 2, ... is generated. |
---|
| 44 | */ |
---|
| 45 | |
---|
[1357] | 46 | CbcSOS (CbcModel * model, int numberMembers, |
---|
| 47 | const int * which, const double * weights, int identifier, |
---|
| 48 | int type = 1); |
---|
| 49 | |
---|
| 50 | // Copy constructor |
---|
| 51 | CbcSOS ( const CbcSOS &); |
---|
| 52 | |
---|
| 53 | /// Clone |
---|
| 54 | virtual CbcObject * clone() const; |
---|
| 55 | |
---|
| 56 | // Assignment operator |
---|
| 57 | CbcSOS & operator=( const CbcSOS& rhs); |
---|
| 58 | |
---|
| 59 | // Destructor |
---|
| 60 | virtual ~CbcSOS (); |
---|
| 61 | |
---|
| 62 | /// Infeasibility - large is 0.5 |
---|
| 63 | virtual double infeasibility(const OsiBranchingInformation * info, |
---|
| 64 | int &preferredWay) const; |
---|
| 65 | |
---|
| 66 | using CbcObject::feasibleRegion ; |
---|
| 67 | /// This looks at solution and sets bounds to contain solution |
---|
| 68 | virtual void feasibleRegion(); |
---|
| 69 | |
---|
| 70 | /// Creates a branching object |
---|
| 71 | virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ; |
---|
| 72 | |
---|
| 73 | |
---|
| 74 | |
---|
| 75 | /** Pass in information on branch just done and create CbcObjectUpdateData instance. |
---|
| 76 | If object does not need data then backward pointer will be NULL. |
---|
| 77 | Assumes can get information from solver */ |
---|
| 78 | virtual CbcObjectUpdateData createUpdateInformation(const OsiSolverInterface * solver, |
---|
| 79 | const CbcNode * node, |
---|
| 80 | const CbcBranchingObject * branchingObject); |
---|
| 81 | /// Update object by CbcObjectUpdateData |
---|
| 82 | virtual void updateInformation(const CbcObjectUpdateData & data) ; |
---|
| 83 | using CbcObject::solverBranch ; |
---|
| 84 | /** Create an OsiSolverBranch object |
---|
| 85 | |
---|
| 86 | This returns NULL if branch not represented by bound changes |
---|
| 87 | */ |
---|
| 88 | virtual OsiSolverBranch * solverBranch() const; |
---|
| 89 | /// Redoes data when sequence numbers change |
---|
| 90 | virtual void redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns); |
---|
| 91 | |
---|
| 92 | /// Construct an OsiSOS object |
---|
| 93 | OsiSOS * osiObject(const OsiSolverInterface * solver) const; |
---|
| 94 | /// Number of members |
---|
| 95 | inline int numberMembers() const { |
---|
| 96 | return numberMembers_; |
---|
| 97 | } |
---|
| 98 | |
---|
| 99 | /// Members (indices in range 0 ... numberColumns-1) |
---|
| 100 | inline const int * members() const { |
---|
| 101 | return members_; |
---|
| 102 | } |
---|
| 103 | |
---|
| 104 | /// SOS type |
---|
| 105 | inline int sosType() const { |
---|
| 106 | return sosType_; |
---|
| 107 | } |
---|
| 108 | /// Down number times |
---|
| 109 | inline int numberTimesDown() const { |
---|
| 110 | return numberTimesDown_; |
---|
| 111 | } |
---|
| 112 | /// Up number times |
---|
| 113 | inline int numberTimesUp() const { |
---|
| 114 | return numberTimesUp_; |
---|
| 115 | } |
---|
| 116 | |
---|
| 117 | /** Array of weights */ |
---|
| 118 | inline const double * weights() const { |
---|
| 119 | return weights_; |
---|
| 120 | } |
---|
| 121 | |
---|
| 122 | /// Set number of members |
---|
| 123 | inline void setNumberMembers(int n) { |
---|
| 124 | numberMembers_ = n; |
---|
| 125 | } |
---|
| 126 | |
---|
| 127 | /// Members (indices in range 0 ... numberColumns-1) |
---|
| 128 | inline int * mutableMembers() const { |
---|
| 129 | return members_; |
---|
| 130 | } |
---|
| 131 | |
---|
| 132 | /** Array of weights */ |
---|
| 133 | inline double * mutableWeights() const { |
---|
| 134 | return weights_; |
---|
| 135 | } |
---|
| 136 | |
---|
| 137 | /** \brief Return true if object can take part in normal heuristics |
---|
| 138 | */ |
---|
| 139 | virtual bool canDoHeuristics() const { |
---|
| 140 | return (sosType_ == 1 && integerValued_); |
---|
| 141 | } |
---|
| 142 | /// Set whether set is integer valued or not |
---|
| 143 | inline void setIntegerValued(bool yesNo) { |
---|
| 144 | integerValued_ = yesNo; |
---|
| 145 | } |
---|
| 146 | private: |
---|
| 147 | /// data |
---|
| 148 | |
---|
| 149 | /// Members (indices in range 0 ... numberColumns-1) |
---|
| 150 | int * members_; |
---|
[1573] | 151 | /** \brief Weights for individual members |
---|
[1362] | 152 | |
---|
[1573] | 153 | Arbitrary weights for members. Can be used to attach meaning to variable |
---|
| 154 | values independent of objective coefficients. For example, if the SOS set |
---|
| 155 | comprises binary variables used to choose a facility of a given size, the |
---|
| 156 | weight could be the corresponding facilty size. Fractional values of the |
---|
| 157 | SOS variables can then be used to estimate ideal facility size. |
---|
| 158 | |
---|
| 159 | Weights cannot be completely arbitrary. From the code, they must be |
---|
| 160 | differ by at least 1.0e-7 |
---|
| 161 | */ |
---|
| 162 | |
---|
[1357] | 163 | double * weights_; |
---|
| 164 | /// Current pseudo-shadow price estimate down |
---|
| 165 | mutable double shadowEstimateDown_; |
---|
| 166 | /// Current pseudo-shadow price estimate up |
---|
| 167 | mutable double shadowEstimateUp_; |
---|
| 168 | /// Down pseudo ratio |
---|
| 169 | double downDynamicPseudoRatio_; |
---|
| 170 | /// Up pseudo ratio |
---|
| 171 | double upDynamicPseudoRatio_; |
---|
| 172 | /// Number of times we have gone down |
---|
| 173 | int numberTimesDown_; |
---|
| 174 | /// Number of times we have gone up |
---|
| 175 | int numberTimesUp_; |
---|
| 176 | /// Number of members |
---|
| 177 | int numberMembers_; |
---|
| 178 | /// SOS type |
---|
| 179 | int sosType_; |
---|
| 180 | /// Whether integer valued |
---|
| 181 | bool integerValued_; |
---|
[2070] | 182 | /// Whether odd values e.g. negative |
---|
| 183 | bool oddValues_; |
---|
[1357] | 184 | }; |
---|
| 185 | |
---|
| 186 | /** Branching object for Special ordered sets |
---|
| 187 | |
---|
| 188 | Variable_ is the set id number (redundant, as the object also holds a |
---|
| 189 | pointer to the set. |
---|
| 190 | */ |
---|
| 191 | class CbcSOSBranchingObject : public CbcBranchingObject { |
---|
| 192 | |
---|
| 193 | public: |
---|
| 194 | |
---|
| 195 | // Default Constructor |
---|
| 196 | CbcSOSBranchingObject (); |
---|
| 197 | |
---|
| 198 | // Useful constructor |
---|
| 199 | CbcSOSBranchingObject (CbcModel * model, const CbcSOS * clique, |
---|
| 200 | int way, |
---|
| 201 | double separator); |
---|
| 202 | |
---|
| 203 | // Copy constructor |
---|
| 204 | CbcSOSBranchingObject ( const CbcSOSBranchingObject &); |
---|
| 205 | |
---|
| 206 | // Assignment operator |
---|
| 207 | CbcSOSBranchingObject & operator=( const CbcSOSBranchingObject& rhs); |
---|
| 208 | |
---|
| 209 | /// Clone |
---|
| 210 | virtual CbcBranchingObject * clone() const; |
---|
| 211 | |
---|
| 212 | // Destructor |
---|
| 213 | virtual ~CbcSOSBranchingObject (); |
---|
| 214 | |
---|
| 215 | using CbcBranchingObject::branch ; |
---|
| 216 | /// Does next branch and updates state |
---|
| 217 | virtual double branch(); |
---|
| 218 | /** Update bounds in solver as in 'branch' and update given bounds. |
---|
| 219 | branchState is -1 for 'down' +1 for 'up' */ |
---|
| 220 | virtual void fix(OsiSolverInterface * solver, |
---|
| 221 | double * lower, double * upper, |
---|
| 222 | int branchState) const ; |
---|
| 223 | |
---|
| 224 | /** Reset every information so that the branching object appears to point to |
---|
| 225 | the previous child. This method does not need to modify anything in any |
---|
| 226 | solver. */ |
---|
| 227 | virtual void previousBranch() { |
---|
| 228 | CbcBranchingObject::previousBranch(); |
---|
| 229 | computeNonzeroRange(); |
---|
| 230 | } |
---|
| 231 | |
---|
| 232 | using CbcBranchingObject::print ; |
---|
| 233 | /** \brief Print something about branch - only if log level high |
---|
| 234 | */ |
---|
| 235 | virtual void print(); |
---|
| 236 | |
---|
| 237 | /** Return the type (an integer identifier) of \c this */ |
---|
[1389] | 238 | virtual CbcBranchObjType type() const { |
---|
| 239 | return SoSBranchObj; |
---|
[1357] | 240 | } |
---|
| 241 | |
---|
| 242 | /** Compare the original object of \c this with the original object of \c |
---|
| 243 | brObj. Assumes that there is an ordering of the original objects. |
---|
| 244 | This method should be invoked only if \c this and brObj are of the same |
---|
| 245 | type. |
---|
| 246 | Return negative/0/positive depending on whether \c this is |
---|
| 247 | smaller/same/larger than the argument. |
---|
| 248 | */ |
---|
| 249 | virtual int compareOriginalObject(const CbcBranchingObject* brObj) const; |
---|
| 250 | |
---|
| 251 | /** Compare the \c this with \c brObj. \c this and \c brObj must be os the |
---|
| 252 | same type and must have the same original object, but they may have |
---|
| 253 | different feasible regions. |
---|
| 254 | Return the appropriate CbcRangeCompare value (first argument being the |
---|
| 255 | sub/superset if that's the case). In case of overlap (and if \c |
---|
| 256 | replaceIfOverlap is true) replace the current branching object with one |
---|
| 257 | whose feasible region is the overlap. |
---|
| 258 | */ |
---|
| 259 | virtual CbcRangeCompare compareBranchingObject |
---|
| 260 | (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false); |
---|
| 261 | |
---|
| 262 | /** Fill out the \c firstNonzero_ and \c lastNonzero_ data members */ |
---|
| 263 | void computeNonzeroRange(); |
---|
| 264 | |
---|
| 265 | private: |
---|
| 266 | /// data |
---|
| 267 | const CbcSOS * set_; |
---|
| 268 | /// separator |
---|
| 269 | double separator_; |
---|
| 270 | /** The following two members describe the range in the members_ of the |
---|
| 271 | original object that whose upper bound is not fixed to 0. This is not |
---|
| 272 | necessary for Cbc to function correctly, this is there for heuristics so |
---|
| 273 | that separate branching decisions on the same object can be pooled into |
---|
| 274 | one branching object. */ |
---|
| 275 | int firstNonzero_; |
---|
| 276 | int lastNonzero_; |
---|
| 277 | }; |
---|
[1389] | 278 | #endif |
---|
[1432] | 279 | |
---|