[1395] | 1 | /* $Id: CbcSolverAnalyze.cpp 1240 2009-10-02 18:41:44Z forrest $ */ |
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| 2 | // Copyright (C) 2007, International Business Machines |
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| 3 | // Corporation and others. All Rights Reserved. |
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[1573] | 4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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[1395] | 5 | |
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| 6 | /*! \file CbcSolverAnalyze.cpp |
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| 7 | |
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| 8 | Look to see if a constraint is all-integer (variables & coeffs), or could be |
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| 9 | all integer. Consider whether one or two continuous variables can be declared |
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| 10 | integer. John's comment is that integer preprocessing might do a better job, |
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| 11 | so we should consider whether this routine should stay. |
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| 12 | |
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| 13 | No hurry to get rid of it, in my opinion -- lh, 091210 -- |
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| 14 | |
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| 15 | */ |
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| 16 | |
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| 17 | #include "CbcConfig.h" |
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| 18 | #include "CoinPragma.hpp" |
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| 19 | |
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| 20 | #include "OsiClpSolverInterface.hpp" |
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| 21 | |
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| 22 | #include "ClpMessage.hpp" |
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| 23 | |
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| 24 | #include "CbcModel.hpp" |
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| 25 | |
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| 26 | |
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| 27 | #ifndef CBC_OTHER_SOLVER |
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| 28 | |
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| 29 | int * analyze(OsiClpSolverInterface * solverMod, int & numberChanged, |
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| 30 | double & increment, bool changeInt, |
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| 31 | CoinMessageHandler * generalMessageHandler, bool noPrinting) |
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| 32 | { |
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| 33 | bool noPrinting_ = noPrinting; |
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| 34 | OsiSolverInterface * solver = solverMod->clone(); |
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| 35 | char generalPrint[200]; |
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| 36 | if (0) { |
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| 37 | // just get increment |
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| 38 | CbcModel model(*solver); |
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| 39 | model.analyzeObjective(); |
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| 40 | double increment2 = model.getCutoffIncrement(); |
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| 41 | printf("initial cutoff increment %g\n", increment2); |
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| 42 | } |
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| 43 | const double *objective = solver->getObjCoefficients() ; |
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| 44 | const double *lower = solver->getColLower() ; |
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| 45 | const double *upper = solver->getColUpper() ; |
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| 46 | int numberColumns = solver->getNumCols() ; |
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| 47 | int numberRows = solver->getNumRows(); |
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| 48 | double direction = solver->getObjSense(); |
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| 49 | int iRow, iColumn; |
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| 50 | |
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| 51 | // Row copy |
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| 52 | CoinPackedMatrix matrixByRow(*solver->getMatrixByRow()); |
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| 53 | const double * elementByRow = matrixByRow.getElements(); |
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| 54 | const int * column = matrixByRow.getIndices(); |
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| 55 | const CoinBigIndex * rowStart = matrixByRow.getVectorStarts(); |
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| 56 | const int * rowLength = matrixByRow.getVectorLengths(); |
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| 57 | |
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| 58 | // Column copy |
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| 59 | CoinPackedMatrix matrixByCol(*solver->getMatrixByCol()); |
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| 60 | const double * element = matrixByCol.getElements(); |
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| 61 | const int * row = matrixByCol.getIndices(); |
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| 62 | const CoinBigIndex * columnStart = matrixByCol.getVectorStarts(); |
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| 63 | const int * columnLength = matrixByCol.getVectorLengths(); |
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| 64 | |
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| 65 | const double * rowLower = solver->getRowLower(); |
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| 66 | const double * rowUpper = solver->getRowUpper(); |
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| 67 | |
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| 68 | char * ignore = new char [numberRows]; |
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| 69 | int * changed = new int[numberColumns]; |
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| 70 | int * which = new int[numberRows]; |
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| 71 | double * changeRhs = new double[numberRows]; |
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| 72 | memset(changeRhs, 0, numberRows*sizeof(double)); |
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| 73 | memset(ignore, 0, numberRows); |
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| 74 | numberChanged = 0; |
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| 75 | int numberInteger = 0; |
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| 76 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
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| 77 | if (upper[iColumn] > lower[iColumn] + 1.0e-8 && solver->isInteger(iColumn)) |
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| 78 | numberInteger++; |
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| 79 | } |
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| 80 | bool finished = false; |
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| 81 | while (!finished) { |
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| 82 | int saveNumberChanged = numberChanged; |
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| 83 | for (iRow = 0; iRow < numberRows; iRow++) { |
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| 84 | int numberContinuous = 0; |
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| 85 | double value1 = 0.0, value2 = 0.0; |
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| 86 | bool allIntegerCoeff = true; |
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| 87 | double sumFixed = 0.0; |
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| 88 | int jColumn1 = -1, jColumn2 = -1; |
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| 89 | for (CoinBigIndex j = rowStart[iRow]; j < rowStart[iRow] + rowLength[iRow]; j++) { |
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| 90 | int jColumn = column[j]; |
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| 91 | double value = elementByRow[j]; |
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| 92 | if (upper[jColumn] > lower[jColumn] + 1.0e-8) { |
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| 93 | if (!solver->isInteger(jColumn)) { |
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| 94 | if (numberContinuous == 0) { |
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| 95 | jColumn1 = jColumn; |
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| 96 | value1 = value; |
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| 97 | } else { |
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| 98 | jColumn2 = jColumn; |
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| 99 | value2 = value; |
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| 100 | } |
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| 101 | numberContinuous++; |
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| 102 | } else { |
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| 103 | if (fabs(value - floor(value + 0.5)) > 1.0e-12) |
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| 104 | allIntegerCoeff = false; |
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| 105 | } |
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| 106 | } else { |
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| 107 | sumFixed += lower[jColumn] * value; |
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| 108 | } |
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| 109 | } |
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| 110 | double low = rowLower[iRow]; |
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| 111 | if (low > -1.0e20) { |
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| 112 | low -= sumFixed; |
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| 113 | if (fabs(low - floor(low + 0.5)) > 1.0e-12) |
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| 114 | allIntegerCoeff = false; |
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| 115 | } |
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| 116 | double up = rowUpper[iRow]; |
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| 117 | if (up < 1.0e20) { |
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| 118 | up -= sumFixed; |
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| 119 | if (fabs(up - floor(up + 0.5)) > 1.0e-12) |
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| 120 | allIntegerCoeff = false; |
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| 121 | } |
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| 122 | if (!allIntegerCoeff) |
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| 123 | continue; // can't do |
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| 124 | if (numberContinuous == 1) { |
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| 125 | // see if really integer |
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| 126 | // This does not allow for complicated cases |
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| 127 | if (low == up) { |
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| 128 | if (fabs(value1) > 1.0e-3) { |
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| 129 | value1 = 1.0 / value1; |
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| 130 | if (fabs(value1 - floor(value1 + 0.5)) < 1.0e-12) { |
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| 131 | // integer |
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| 132 | changed[numberChanged++] = jColumn1; |
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| 133 | solver->setInteger(jColumn1); |
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| 134 | if (upper[jColumn1] > 1.0e20) |
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| 135 | solver->setColUpper(jColumn1, 1.0e20); |
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| 136 | if (lower[jColumn1] < -1.0e20) |
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| 137 | solver->setColLower(jColumn1, -1.0e20); |
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| 138 | } |
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| 139 | } |
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| 140 | } else { |
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| 141 | if (fabs(value1) > 1.0e-3) { |
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| 142 | value1 = 1.0 / value1; |
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| 143 | if (fabs(value1 - floor(value1 + 0.5)) < 1.0e-12) { |
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| 144 | // This constraint will not stop it being integer |
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| 145 | ignore[iRow] = 1; |
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| 146 | } |
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| 147 | } |
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| 148 | } |
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| 149 | } else if (numberContinuous == 2) { |
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| 150 | if (low == up) { |
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| 151 | /* need general theory - for now just look at 2 cases - |
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| 152 | 1 - +- 1 one in column and just costs i.e. matching objective |
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| 153 | 2 - +- 1 two in column but feeds into G/L row which will try and minimize |
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| 154 | */ |
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| 155 | if (fabs(value1) == 1.0 && value1*value2 == -1.0 && !lower[jColumn1] |
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| 156 | && !lower[jColumn2]) { |
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| 157 | int n = 0; |
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| 158 | int i; |
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| 159 | double objChange = direction * (objective[jColumn1] + objective[jColumn2]); |
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| 160 | double bound = CoinMin(upper[jColumn1], upper[jColumn2]); |
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| 161 | bound = CoinMin(bound, 1.0e20); |
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| 162 | for ( i = columnStart[jColumn1]; i < columnStart[jColumn1] + columnLength[jColumn1]; i++) { |
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| 163 | int jRow = row[i]; |
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| 164 | double value = element[i]; |
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| 165 | if (jRow != iRow) { |
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| 166 | which[n++] = jRow; |
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| 167 | changeRhs[jRow] = value; |
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| 168 | } |
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| 169 | } |
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| 170 | for ( i = columnStart[jColumn1]; i < columnStart[jColumn1] + columnLength[jColumn1]; i++) { |
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| 171 | int jRow = row[i]; |
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| 172 | double value = element[i]; |
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| 173 | if (jRow != iRow) { |
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| 174 | if (!changeRhs[jRow]) { |
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| 175 | which[n++] = jRow; |
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| 176 | changeRhs[jRow] = value; |
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| 177 | } else { |
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| 178 | changeRhs[jRow] += value; |
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| 179 | } |
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| 180 | } |
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| 181 | } |
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| 182 | if (objChange >= 0.0) { |
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| 183 | // see if all rows OK |
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| 184 | bool good = true; |
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| 185 | for (i = 0; i < n; i++) { |
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| 186 | int jRow = which[i]; |
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| 187 | double value = changeRhs[jRow]; |
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| 188 | if (value) { |
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| 189 | value *= bound; |
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| 190 | if (rowLength[jRow] == 1) { |
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| 191 | if (value > 0.0) { |
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| 192 | double rhs = rowLower[jRow]; |
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| 193 | if (rhs > 0.0) { |
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| 194 | double ratio = rhs / value; |
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| 195 | if (fabs(ratio - floor(ratio + 0.5)) > 1.0e-12) |
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| 196 | good = false; |
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| 197 | } |
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| 198 | } else { |
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| 199 | double rhs = rowUpper[jRow]; |
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| 200 | if (rhs < 0.0) { |
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| 201 | double ratio = rhs / value; |
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| 202 | if (fabs(ratio - floor(ratio + 0.5)) > 1.0e-12) |
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| 203 | good = false; |
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| 204 | } |
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| 205 | } |
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| 206 | } else if (rowLength[jRow] == 2) { |
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| 207 | if (value > 0.0) { |
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| 208 | if (rowLower[jRow] > -1.0e20) |
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| 209 | good = false; |
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| 210 | } else { |
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| 211 | if (rowUpper[jRow] < 1.0e20) |
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| 212 | good = false; |
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| 213 | } |
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| 214 | } else { |
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| 215 | good = false; |
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| 216 | } |
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| 217 | } |
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| 218 | } |
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| 219 | if (good) { |
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| 220 | // both can be integer |
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| 221 | changed[numberChanged++] = jColumn1; |
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| 222 | solver->setInteger(jColumn1); |
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| 223 | if (upper[jColumn1] > 1.0e20) |
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| 224 | solver->setColUpper(jColumn1, 1.0e20); |
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| 225 | if (lower[jColumn1] < -1.0e20) |
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| 226 | solver->setColLower(jColumn1, -1.0e20); |
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| 227 | changed[numberChanged++] = jColumn2; |
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| 228 | solver->setInteger(jColumn2); |
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| 229 | if (upper[jColumn2] > 1.0e20) |
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| 230 | solver->setColUpper(jColumn2, 1.0e20); |
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| 231 | if (lower[jColumn2] < -1.0e20) |
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| 232 | solver->setColLower(jColumn2, -1.0e20); |
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| 233 | } |
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| 234 | } |
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| 235 | // clear |
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| 236 | for (i = 0; i < n; i++) { |
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| 237 | changeRhs[which[i]] = 0.0; |
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| 238 | } |
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| 239 | } |
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| 240 | } |
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| 241 | } |
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| 242 | } |
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| 243 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
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| 244 | if (upper[iColumn] > lower[iColumn] + 1.0e-8 && !solver->isInteger(iColumn)) { |
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| 245 | double value; |
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| 246 | value = upper[iColumn]; |
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| 247 | if (value < 1.0e20 && fabs(value - floor(value + 0.5)) > 1.0e-12) |
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| 248 | continue; |
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| 249 | value = lower[iColumn]; |
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| 250 | if (value > -1.0e20 && fabs(value - floor(value + 0.5)) > 1.0e-12) |
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| 251 | continue; |
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| 252 | bool integer = true; |
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| 253 | for (CoinBigIndex j = columnStart[iColumn]; j < columnStart[iColumn] + columnLength[iColumn]; j++) { |
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| 254 | int iRow = row[j]; |
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| 255 | if (!ignore[iRow]) { |
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| 256 | integer = false; |
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| 257 | break; |
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| 258 | } |
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| 259 | } |
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| 260 | if (integer) { |
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| 261 | // integer |
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| 262 | changed[numberChanged++] = iColumn; |
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| 263 | solver->setInteger(iColumn); |
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| 264 | if (upper[iColumn] > 1.0e20) |
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| 265 | solver->setColUpper(iColumn, 1.0e20); |
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| 266 | if (lower[iColumn] < -1.0e20) |
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| 267 | solver->setColLower(iColumn, -1.0e20); |
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| 268 | } |
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| 269 | } |
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| 270 | } |
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| 271 | finished = numberChanged == saveNumberChanged; |
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| 272 | } |
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| 273 | delete [] which; |
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| 274 | delete [] changeRhs; |
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| 275 | delete [] ignore; |
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| 276 | //if (numberInteger&&!noPrinting_) |
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| 277 | //printf("%d integer variables",numberInteger); |
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| 278 | if (changeInt) { |
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| 279 | //if (!noPrinting_) { |
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| 280 | //if (numberChanged) |
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| 281 | // printf(" and %d variables made integer\n",numberChanged); |
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| 282 | //else |
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| 283 | // printf("\n"); |
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| 284 | //} |
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| 285 | delete [] ignore; |
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| 286 | //increment=0.0; |
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| 287 | if (!numberChanged) { |
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| 288 | delete [] changed; |
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| 289 | delete solver; |
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| 290 | return NULL; |
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| 291 | } else { |
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| 292 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
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| 293 | if (solver->isInteger(iColumn)) |
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| 294 | solverMod->setInteger(iColumn); |
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| 295 | } |
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| 296 | delete solver; |
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| 297 | return changed; |
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| 298 | } |
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| 299 | } else { |
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| 300 | //if (!noPrinting_) { |
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| 301 | //if (numberChanged) |
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| 302 | // printf(" and %d variables could be made integer\n",numberChanged); |
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| 303 | //else |
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| 304 | // printf("\n"); |
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| 305 | //} |
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| 306 | // just get increment |
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| 307 | int logLevel = generalMessageHandler->logLevel(); |
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| 308 | CbcModel model(*solver); |
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| 309 | model.passInMessageHandler(generalMessageHandler); |
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| 310 | if (noPrinting_) |
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| 311 | model.setLogLevel(0); |
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| 312 | model.analyzeObjective(); |
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| 313 | generalMessageHandler->setLogLevel(logLevel); |
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| 314 | double increment2 = model.getCutoffIncrement(); |
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| 315 | if (increment2 > increment && increment2 > 0.0) { |
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| 316 | if (!noPrinting_) { |
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| 317 | sprintf(generalPrint, "Cutoff increment increased from %g to %g", increment, increment2); |
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| 318 | CoinMessages generalMessages = solverMod->getModelPtr()->messages(); |
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| 319 | generalMessageHandler->message(CLP_GENERAL, generalMessages) |
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| 320 | << generalPrint |
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| 321 | << CoinMessageEol; |
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| 322 | } |
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| 323 | increment = increment2; |
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| 324 | } |
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| 325 | delete solver; |
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| 326 | numberChanged = 0; |
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| 327 | delete [] changed; |
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| 328 | return NULL; |
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| 329 | } |
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| 330 | } |
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| 331 | #endif // ifndef CBC_OTHER_SOLVER |
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| 332 | |
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