[1573] | 1 | // $Id: CbcSubProblem.cpp 1899 2013-04-09 18:12:08Z forrest $ |
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| 2 | // Copyright (C) 2002, International Business Machines |
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| 3 | // Corporation and others. All Rights Reserved. |
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| 4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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| 5 | |
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[1357] | 6 | // Edwin 11/10/2009-- carved out of CbcBranchActual |
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[1573] | 7 | |
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[1357] | 8 | #include <cassert> |
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| 9 | #include <cstdlib> |
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| 10 | #include <cmath> |
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| 11 | #include <cfloat> |
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| 12 | //#define CBC_DEBUG |
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| 13 | |
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[1644] | 14 | #include "CoinPragma.hpp" |
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[1357] | 15 | #include "CoinTypes.hpp" |
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| 16 | #include "OsiSolverInterface.hpp" |
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| 17 | #include "OsiSolverBranch.hpp" |
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| 18 | #include "CbcModel.hpp" |
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| 19 | #include "CbcMessage.hpp" |
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| 20 | #include "CbcSubProblem.hpp" |
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| 21 | #include "CbcBranchActual.hpp" |
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| 22 | #include "CoinSort.hpp" |
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| 23 | #include "CoinError.hpp" |
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| 24 | |
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| 25 | #ifdef COIN_HAS_CLP |
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| 26 | #include "OsiClpSolverInterface.hpp" |
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| 27 | #endif |
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| 28 | |
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| 29 | // Default Constructor |
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| 30 | CbcSubProblem::CbcSubProblem() |
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[1880] | 31 | : objectiveValue_(0.0), |
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| 32 | sumInfeasibilities_(0.0), |
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| 33 | branchValue_(0.0), |
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| 34 | djValue_(0.0), |
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| 35 | variables_(NULL), |
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| 36 | newBounds_(NULL), |
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| 37 | status_(NULL), |
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| 38 | depth_(0), |
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| 39 | numberChangedBounds_(0), |
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| 40 | numberInfeasibilities_(0), |
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| 41 | problemStatus_(0), |
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| 42 | branchVariable_(0) |
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[1357] | 43 | { |
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| 44 | } |
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| 45 | |
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| 46 | // Useful constructor |
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| 47 | CbcSubProblem::CbcSubProblem (const OsiSolverInterface * solver, |
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| 48 | const double * lastLower, |
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| 49 | const double * lastUpper, |
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| 50 | const unsigned char * status, |
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| 51 | int depth) |
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[1880] | 52 | : objectiveValue_(0.0), |
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| 53 | sumInfeasibilities_(0.0), |
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| 54 | branchValue_(0.0), |
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| 55 | djValue_(0.0), |
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| 56 | variables_(NULL), |
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| 57 | newBounds_(NULL), |
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| 58 | status_(NULL), |
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| 59 | depth_(depth), |
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| 60 | numberChangedBounds_(0), |
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| 61 | numberInfeasibilities_(0), |
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| 62 | problemStatus_(0), |
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| 63 | branchVariable_(0) |
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[1357] | 64 | { |
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| 65 | const double * lower = solver->getColLower(); |
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| 66 | const double * upper = solver->getColUpper(); |
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| 67 | |
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| 68 | numberChangedBounds_ = 0; |
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| 69 | int numberColumns = solver->getNumCols(); |
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| 70 | int i; |
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| 71 | for (i = 0; i < numberColumns; i++) { |
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| 72 | if (lower[i] != lastLower[i]) |
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| 73 | numberChangedBounds_++; |
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| 74 | if (upper[i] != lastUpper[i]) |
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| 75 | numberChangedBounds_++; |
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| 76 | } |
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| 77 | if (numberChangedBounds_) { |
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| 78 | newBounds_ = new double [numberChangedBounds_] ; |
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| 79 | variables_ = new int [numberChangedBounds_] ; |
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| 80 | numberChangedBounds_ = 0; |
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| 81 | for (i = 0; i < numberColumns; i++) { |
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| 82 | if (lower[i] != lastLower[i]) { |
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| 83 | variables_[numberChangedBounds_] = i; |
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| 84 | newBounds_[numberChangedBounds_++] = lower[i]; |
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| 85 | } |
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| 86 | if (upper[i] != lastUpper[i]) { |
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| 87 | variables_[numberChangedBounds_] = i | 0x80000000; |
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| 88 | newBounds_[numberChangedBounds_++] = upper[i]; |
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| 89 | } |
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| 90 | #ifdef CBC_DEBUG |
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| 91 | if (lower[i] != lastLower[i]) { |
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| 92 | std::cout |
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| 93 | << "lower on " << i << " changed from " |
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| 94 | << lastLower[i] << " to " << lower[i] << std::endl ; |
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| 95 | } |
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| 96 | if (upper[i] != lastUpper[i]) { |
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| 97 | std::cout |
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| 98 | << "upper on " << i << " changed from " |
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| 99 | << lastUpper[i] << " to " << upper[i] << std::endl ; |
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| 100 | } |
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| 101 | #endif |
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| 102 | } |
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| 103 | #ifdef CBC_DEBUG |
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| 104 | std::cout << numberChangedBounds_ << " changed bounds." << std::endl ; |
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| 105 | #endif |
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| 106 | } |
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| 107 | const OsiClpSolverInterface * clpSolver |
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| 108 | = dynamic_cast<const OsiClpSolverInterface *> (solver); |
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| 109 | assert (clpSolver); |
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| 110 | // Do difference |
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| 111 | // Current basis |
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| 112 | status_ = clpSolver->getBasis(status); |
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| 113 | assert (status_->fullBasis()); |
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| 114 | //status_->print(); |
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| 115 | } |
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| 116 | |
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| 117 | // Copy constructor |
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| 118 | CbcSubProblem::CbcSubProblem ( const CbcSubProblem & rhs) |
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| 119 | : objectiveValue_(rhs.objectiveValue_), |
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[1880] | 120 | sumInfeasibilities_(rhs.sumInfeasibilities_), |
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| 121 | branchValue_(rhs.branchValue_), |
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| 122 | djValue_(rhs.djValue_), |
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| 123 | variables_(NULL), |
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| 124 | newBounds_(NULL), |
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| 125 | status_(NULL), |
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| 126 | depth_(rhs.depth_), |
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| 127 | numberChangedBounds_(rhs.numberChangedBounds_), |
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| 128 | numberInfeasibilities_(rhs.numberInfeasibilities_), |
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| 129 | problemStatus_(rhs.problemStatus_), |
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| 130 | branchVariable_(rhs.branchVariable_) |
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[1357] | 131 | { |
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| 132 | if (numberChangedBounds_) { |
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| 133 | variables_ = CoinCopyOfArray(rhs.variables_, numberChangedBounds_); |
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| 134 | newBounds_ = CoinCopyOfArray(rhs.newBounds_, numberChangedBounds_); |
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| 135 | } |
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| 136 | if (rhs.status_) { |
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| 137 | status_ = new CoinWarmStartBasis(*rhs.status_); |
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| 138 | } |
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| 139 | } |
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| 140 | |
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| 141 | // Assignment operator |
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| 142 | CbcSubProblem & |
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| 143 | CbcSubProblem::operator=( const CbcSubProblem & rhs) |
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| 144 | { |
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| 145 | if (this != &rhs) { |
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| 146 | delete [] variables_; |
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| 147 | delete [] newBounds_; |
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| 148 | delete status_; |
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| 149 | objectiveValue_ = rhs.objectiveValue_; |
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| 150 | sumInfeasibilities_ = rhs.sumInfeasibilities_; |
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[1880] | 151 | branchValue_ = rhs.branchValue_; |
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| 152 | djValue_ = rhs.djValue_; |
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[1357] | 153 | depth_ = rhs.depth_; |
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| 154 | numberChangedBounds_ = rhs.numberChangedBounds_; |
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| 155 | numberInfeasibilities_ = rhs.numberInfeasibilities_; |
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[1880] | 156 | problemStatus_ = rhs.problemStatus_; |
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| 157 | branchVariable_ = rhs.branchVariable_; |
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[1357] | 158 | if (numberChangedBounds_) { |
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| 159 | variables_ = CoinCopyOfArray(rhs.variables_, numberChangedBounds_); |
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| 160 | newBounds_ = CoinCopyOfArray(rhs.newBounds_, numberChangedBounds_); |
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| 161 | } else { |
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| 162 | variables_ = NULL; |
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| 163 | newBounds_ = NULL; |
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| 164 | } |
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| 165 | if (rhs.status_) { |
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| 166 | status_ = new CoinWarmStartBasis(*rhs.status_); |
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| 167 | } else { |
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| 168 | status_ = NULL; |
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| 169 | } |
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| 170 | } |
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| 171 | return *this; |
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| 172 | } |
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[1880] | 173 | // Take over |
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| 174 | void |
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| 175 | CbcSubProblem::takeOver( CbcSubProblem & rhs, bool cleanUp) |
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| 176 | { |
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| 177 | if (this != &rhs) { |
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| 178 | delete [] variables_; |
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| 179 | delete [] newBounds_; |
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| 180 | delete status_; |
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| 181 | objectiveValue_ = rhs.objectiveValue_; |
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| 182 | sumInfeasibilities_ = rhs.sumInfeasibilities_; |
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| 183 | branchValue_ = rhs.branchValue_; |
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| 184 | djValue_ = rhs.djValue_; |
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| 185 | depth_ = rhs.depth_; |
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| 186 | numberChangedBounds_ = rhs.numberChangedBounds_; |
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| 187 | numberInfeasibilities_ = rhs.numberInfeasibilities_; |
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| 188 | problemStatus_ = rhs.problemStatus_; |
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| 189 | branchVariable_ = rhs.branchVariable_; |
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| 190 | variables_ = rhs.variables_; |
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| 191 | newBounds_ = rhs.newBounds_; |
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| 192 | rhs.variables_ = NULL; |
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| 193 | rhs.newBounds_ = NULL; |
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| 194 | status_ = rhs.status_; |
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| 195 | rhs.status_ = NULL; |
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| 196 | if (cleanUp) { |
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| 197 | delete [] variables_; |
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| 198 | delete [] newBounds_; |
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| 199 | variables_ = new int [1]; |
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| 200 | newBounds_ = new double [1]; |
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| 201 | // swap way and make only fix |
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| 202 | numberChangedBounds_=1; |
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| 203 | if ((problemStatus_&1)==0) { |
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| 204 | // last way was down |
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| 205 | newBounds_[0] = ceil(branchValue_); |
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| 206 | variables_[0] = branchVariable_; |
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| 207 | } else { |
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| 208 | // last way was up |
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| 209 | newBounds_[0] = floor(branchValue_); |
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| 210 | variables_[0] = branchVariable_ | 0x80000000; |
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| 211 | } |
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| 212 | } |
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| 213 | } |
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| 214 | } |
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[1357] | 215 | |
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| 216 | // Destructor |
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| 217 | CbcSubProblem::~CbcSubProblem () |
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| 218 | { |
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| 219 | delete [] variables_; |
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| 220 | delete [] newBounds_; |
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| 221 | delete status_; |
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| 222 | } |
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| 223 | // Apply subproblem |
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| 224 | void |
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| 225 | CbcSubProblem::apply(OsiSolverInterface * solver, int what) const |
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| 226 | { |
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| 227 | int i; |
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| 228 | if ((what&1) != 0) { |
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[1880] | 229 | printf("CbcSubapply depth %d column %d way %d bvalue %g obj %g\n", |
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| 230 | this->depth_,this->branchVariable_,this->problemStatus_, |
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| 231 | this->branchValue_,this->objectiveValue_); |
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| 232 | printf("current bounds %g <= %g <= %g\n",solver->getColLower()[branchVariable_],branchValue_,solver->getColUpper()[branchVariable_]); |
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[1644] | 233 | #ifndef NDEBUG |
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[1357] | 234 | int nSame = 0; |
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[1644] | 235 | #endif |
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[1357] | 236 | for (i = 0; i < numberChangedBounds_; i++) { |
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| 237 | int variable = variables_[i]; |
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| 238 | int k = variable & 0x3fffffff; |
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| 239 | if ((variable&0x80000000) == 0) { |
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| 240 | // lower bound changing |
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| 241 | //#define CBC_PRINT2 |
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| 242 | #ifdef CBC_PRINT2 |
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| 243 | if (solver->getColLower()[k] != newBounds_[i]) |
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| 244 | printf("lower change for column %d - from %g to %g\n", k, solver->getColLower()[k], newBounds_[i]); |
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| 245 | #endif |
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| 246 | #ifndef NDEBUG |
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| 247 | if ((variable&0x40000000) == 0 && true) { |
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| 248 | double oldValue = solver->getColLower()[k]; |
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| 249 | assert (newBounds_[i] > oldValue - 1.0e-8); |
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| 250 | if (newBounds_[i] < oldValue + 1.0e-8) { |
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| 251 | #ifdef CBC_PRINT2 |
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| 252 | printf("bad null lower change for column %d - bound %g\n", k, oldValue); |
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| 253 | #endif |
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| 254 | if (newBounds_[i] == oldValue) |
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| 255 | nSame++; |
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| 256 | } |
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| 257 | } |
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| 258 | #endif |
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| 259 | solver->setColLower(k, newBounds_[i]); |
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| 260 | } else { |
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| 261 | // upper bound changing |
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| 262 | #ifdef CBC_PRINT2 |
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| 263 | if (solver->getColUpper()[k] != newBounds_[i]) |
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| 264 | printf("upper change for column %d - from %g to %g\n", k, solver->getColUpper()[k], newBounds_[i]); |
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| 265 | #endif |
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| 266 | #ifndef NDEBUG |
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| 267 | if ((variable&0x40000000) == 0 && true) { |
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| 268 | double oldValue = solver->getColUpper()[k]; |
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| 269 | assert (newBounds_[i] < oldValue + 1.0e-8); |
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| 270 | if (newBounds_[i] > oldValue - 1.0e-8) { |
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| 271 | #ifdef CBC_PRINT2 |
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| 272 | printf("bad null upper change for column %d - bound %g\n", k, oldValue); |
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| 273 | #endif |
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| 274 | if (newBounds_[i] == oldValue) |
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| 275 | nSame++; |
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| 276 | } |
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| 277 | } |
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| 278 | #endif |
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| 279 | solver->setColUpper(k, newBounds_[i]); |
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| 280 | } |
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| 281 | } |
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[1644] | 282 | #ifndef NDEBUG |
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[1641] | 283 | #ifdef CBC_PRINT2 |
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[1357] | 284 | if (nSame && (nSame < numberChangedBounds_ || (what&3) != 3)) |
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| 285 | printf("%d changes out of %d redundant %d\n", |
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| 286 | nSame, numberChangedBounds_, what); |
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| 287 | else if (numberChangedBounds_ && what == 7 && !nSame) |
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| 288 | printf("%d good changes %d\n", |
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| 289 | numberChangedBounds_, what); |
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[1641] | 290 | #endif |
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[1644] | 291 | #endif |
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[1880] | 292 | printf("new bounds %g <= %g <= %g\n",solver->getColLower()[branchVariable_],branchValue_,solver->getColUpper()[branchVariable_]); |
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[1357] | 293 | } |
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[1393] | 294 | #ifdef JJF_ZERO |
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[1357] | 295 | if ((what&2) != 0) { |
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| 296 | OsiClpSolverInterface * clpSolver |
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| 297 | = dynamic_cast<OsiClpSolverInterface *> (solver); |
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| 298 | assert (clpSolver); |
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| 299 | //assert (clpSolver->getNumRows()==numberRows_); |
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| 300 | //clpSolver->setBasis(*status_); |
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| 301 | // Current basis |
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| 302 | CoinWarmStartBasis * basis = clpSolver->getPointerToWarmStart(); |
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| 303 | printf("BBBB\n"); |
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| 304 | basis->print(); |
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| 305 | assert (basis->fullBasis()); |
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| 306 | basis->applyDiff(status_); |
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| 307 | printf("diff applied %x\n", status_); |
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| 308 | printf("CCCC\n"); |
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| 309 | basis->print(); |
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| 310 | assert (basis->fullBasis()); |
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| 311 | #ifndef NDEBUG |
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| 312 | if (!basis->fullBasis()) |
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| 313 | printf("Debug this basis!!\n"); |
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| 314 | #endif |
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| 315 | clpSolver->setBasis(*basis); |
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| 316 | } |
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| 317 | #endif |
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| 318 | if ((what&8) != 0) { |
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| 319 | OsiClpSolverInterface * clpSolver |
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| 320 | = dynamic_cast<OsiClpSolverInterface *> (solver); |
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| 321 | assert (clpSolver); |
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| 322 | clpSolver->setBasis(*status_); |
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[1880] | 323 | if ((what&16)==0) { |
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| 324 | delete status_; |
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| 325 | status_ = NULL; |
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| 326 | } |
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[1357] | 327 | } |
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| 328 | } |
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[1432] | 329 | |
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