1 | // Copyright (C) 2002, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | #ifndef CbcBranchBase_H |
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4 | #define CbcBranchBase_H |
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5 | |
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6 | #include <string> |
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7 | #include <vector> |
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8 | |
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9 | class OsiSolverInterface; |
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10 | |
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11 | class CbcModel; |
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12 | class CbcNode; |
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13 | class CbcNodeInfo; |
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14 | class CbcBranchingObject; |
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15 | |
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16 | //############################################################################# |
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17 | |
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18 | /** Abstract base class for `objects'. |
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19 | |
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20 | The branching model used in Cbc is based on the idea of an <i>object</i>. |
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21 | In the abstract, an object is something that has a feasible region, can be |
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22 | evaluated for infeasibility, can be branched on (<i>i.e.</i>, there's some |
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23 | constructive action to be taken to move toward feasibility), and allows |
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24 | comparison of the effect of branching. |
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25 | |
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26 | This class (CbcObject) is the base class for an object. To round out the |
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27 | branching model, the class CbcBranchingObject describes how to perform a |
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28 | branch, and the class CbcBranchDecision describes how to compare two |
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29 | CbcBranchingObjects. |
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30 | |
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31 | To create a new type of object you need to provide three methods: |
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32 | #infeasibility(), #feasibleRegion(), and #createBranch(), described below. |
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33 | |
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34 | This base class is primarily virtual to allow for any form of structure. |
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35 | Any form of discontinuity is allowed. |
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36 | |
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37 | \todo The notion that all branches are binary (two arms) is wired into the |
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38 | implementation of CbcObject, CbcBranchingObject, and |
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39 | CbcBranchDecision. Changing this will require a moderate amount of |
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40 | recoding. |
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41 | */ |
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42 | |
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43 | class CbcObject { |
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44 | |
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45 | public: |
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46 | |
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47 | // Default Constructor |
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48 | CbcObject (); |
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49 | |
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50 | // Useful constructor |
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51 | CbcObject (CbcModel * model); |
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52 | |
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53 | // Copy constructor |
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54 | CbcObject ( const CbcObject &); |
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55 | |
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56 | // Assignment operator |
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57 | CbcObject & operator=( const CbcObject& rhs); |
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58 | |
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59 | /// Clone |
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60 | virtual CbcObject * clone() const=0; |
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61 | |
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62 | /// Destructor |
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63 | virtual ~CbcObject (); |
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64 | |
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65 | /** Infeasibility of the object |
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66 | |
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67 | This is some measure of the infeasibility of the object. It should be |
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68 | scaled to be in the range [0.0, 0.5], with 0.0 indicating the object |
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69 | is satisfied. |
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70 | |
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71 | The preferred branching direction is returned in preferredWay, |
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72 | |
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73 | This is used to prepare for strong branching but should also think of |
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74 | case when no strong branching |
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75 | |
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76 | The object may also compute an estimate of cost of going "up" or "down". |
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77 | This will probably be based on pseudo-cost ideas |
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78 | */ |
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79 | virtual double infeasibility(int &preferredWay) const = 0; |
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80 | |
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81 | /** For the variable(s) referenced by the object, |
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82 | look at the current solution and set bounds to match the solution. |
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83 | */ |
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84 | virtual void feasibleRegion() = 0; |
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85 | |
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86 | /** Create a branching object and indicate which way to branch first. |
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87 | |
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88 | The branching object has to know how to create branches (fix |
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89 | variables, etc.) |
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90 | */ |
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91 | virtual CbcBranchingObject * createBranch(int way) const = 0; |
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92 | |
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93 | /** \brief Given a valid solution (with reduced costs, etc.), |
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94 | return a branching object which would give a new feasible |
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95 | point in a good direction. |
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96 | |
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97 | If the method cannot generate a feasible point (because there aren't |
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98 | any, or because it isn't bright enough to find one), it should |
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99 | return null. |
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100 | */ |
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101 | virtual CbcBranchingObject * preferredNewFeasible() const |
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102 | { return NULL;}; |
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103 | |
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104 | /** \brief Given a valid solution (with reduced costs, etc.), |
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105 | return a branching object which would give a new feasible |
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106 | point in a bad direction. |
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107 | |
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108 | If the method cannot generate a feasible point (because there aren't |
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109 | any, or because it isn't bright enough to find one), it should |
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110 | return null. |
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111 | */ |
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112 | virtual CbcBranchingObject * notPreferredNewFeasible() const |
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113 | { return NULL;}; |
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114 | |
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115 | /** Reset variable bounds to their original values. |
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116 | |
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117 | Bounds may be tightened, so it may be good to be able to reset them to |
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118 | their original values. |
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119 | */ |
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120 | virtual void resetBounds() {}; |
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121 | |
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122 | /** \brief Return true if branch created by object should fix variables |
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123 | */ |
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124 | virtual bool boundBranch() const |
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125 | {return true;}; |
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126 | /** Returns floor and ceiling i.e. closest valid points |
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127 | */ |
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128 | virtual void floorCeiling(double & floorValue, double & ceilingValue, double value, |
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129 | double tolerance) const; |
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130 | |
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131 | /// Identifier (normally column number in matrix) |
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132 | inline int id() const |
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133 | { return id_;}; |
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134 | |
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135 | /// Column number if single column object -1 otherwise |
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136 | virtual int columnNumber() const; |
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137 | |
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138 | /// update model |
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139 | inline void setModel(CbcModel * model) |
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140 | { model_ = model;}; |
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141 | |
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142 | /// Return model |
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143 | inline CbcModel * model() const |
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144 | {return model_;}; |
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145 | |
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146 | /// Return "up" estimate (default 1.0e-5) |
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147 | virtual double upEstimate() const; |
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148 | /// Return "down" estimate (default 1.0e-5) |
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149 | virtual double downEstimate() const; |
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150 | |
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151 | protected: |
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152 | /// data |
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153 | |
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154 | /// Model |
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155 | CbcModel * model_; |
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156 | /// Identifier (normally column number in matrix) |
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157 | int id_; |
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158 | |
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159 | }; |
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160 | |
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161 | /** \brief Abstract branching object base class |
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162 | |
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163 | In the abstract, an CbcBranchingObject contains instructions for how to |
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164 | branch. We want an abstract class so that we can describe how to branch on |
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165 | simple objects (<i>e.g.</i>, integers) and more exotic objects |
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166 | (<i>e.g.</i>, cliques or hyperplanes). |
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167 | |
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168 | The #branch() method is the crucial routine: it is expected to be able to |
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169 | step through a set of branch arms, executing the actions required to create |
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170 | each subproblem in turn. The base class is primarily virtual to allow for |
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171 | a wide range of problem modifications. |
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172 | |
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173 | See CbcObject for an overview of the three classes (CbcObject, |
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174 | CbcBranchingObject, and CbcBranchDecision) which make up cbc's branching |
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175 | model. |
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176 | */ |
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177 | |
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178 | class CbcBranchingObject { |
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179 | |
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180 | public: |
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181 | |
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182 | /// Default Constructor |
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183 | CbcBranchingObject (); |
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184 | |
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185 | /// Constructor |
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186 | CbcBranchingObject (CbcModel * model, int variable, int way , double value); |
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187 | |
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188 | /// Copy constructor |
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189 | CbcBranchingObject ( const CbcBranchingObject &); |
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190 | |
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191 | /// Assignment operator |
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192 | CbcBranchingObject & operator=( const CbcBranchingObject& rhs); |
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193 | |
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194 | /// Clone |
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195 | virtual CbcBranchingObject * clone() const=0; |
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196 | |
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197 | /// Destructor |
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198 | virtual ~CbcBranchingObject (); |
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199 | |
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200 | /** The number of branch arms created for this branching object |
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201 | |
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202 | \todo The hardwired `2' has to be changed before cbc can do branches with |
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203 | more than two arms. |
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204 | */ |
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205 | virtual int numberBranches() const |
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206 | {return 2;}; |
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207 | |
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208 | /// The number of branch arms left to be evaluated |
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209 | virtual int numberBranchesLeft() const |
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210 | {return numberBranchesLeft_;}; |
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211 | |
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212 | /** \brief Execute the actions required to branch, as specified by the |
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213 | current state of the branching object, and advance the object's |
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214 | state. Mainly for diagnostics, whether it is true branch or |
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215 | strong branching is also passed. |
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216 | Returns change in guessed objective on next branch |
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217 | */ |
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218 | virtual double branch(bool normalBranch=false)=0; |
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219 | |
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220 | /** \brief Print something about branch - only if log level high |
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221 | */ |
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222 | virtual void print(bool normalBranch) {}; |
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223 | |
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224 | /** \brief Return true if branch should fix variables |
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225 | */ |
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226 | virtual bool boundBranch() const |
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227 | {return true;}; |
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228 | |
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229 | /** \brief Index identifying the associated CbcObject within its class. |
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230 | |
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231 | The name is misleading, and typically the index will <i>not</i> refer |
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232 | directly to a variable. |
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233 | Rather, it identifies an CbcObject within the class of similar |
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234 | CbcObjects |
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235 | |
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236 | <i>E.g.</i>, for an CbcSimpleInteger, variable() is the index of the |
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237 | integer variable in the set of integer variables (<i>not</i> the index of |
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238 | the variable in the set of all variables). |
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239 | */ |
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240 | inline int variable() const |
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241 | {return variable_;}; |
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242 | |
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243 | /** Get the state of the branching object |
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244 | |
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245 | Returns a code indicating the active arm of the branching object. |
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246 | The precise meaning is defined in the derived class. |
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247 | |
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248 | \sa #way_ |
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249 | */ |
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250 | inline int way() const |
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251 | {return way_;}; |
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252 | |
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253 | /** Set the state of the branching object. |
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254 | |
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255 | See #way() |
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256 | */ |
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257 | inline void way(int way) |
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258 | {way_=way;}; |
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259 | |
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260 | /// Current value |
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261 | inline double value() const |
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262 | {return value_;}; |
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263 | |
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264 | /// Return model |
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265 | inline CbcModel * model() const |
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266 | {return model_;}; |
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267 | |
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268 | protected: |
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269 | |
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270 | /// The model that owns this branching object |
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271 | CbcModel * model_; |
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272 | |
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273 | /// Branching variable (0 is first integer) |
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274 | int variable_; |
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275 | // was - Way to branch - -1 down (first), 1 up, -2 down (second), 2 up (second) |
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276 | /** The state of the branching object. |
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277 | |
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278 | Specifies the active arm of the branching object. Coded as -1 to take |
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279 | the `down' arm, +1 for the `up' arm. `Down' and `up' are defined based on |
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280 | the natural meaning (floor and ceiling, respectively) for a simple integer. |
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281 | The precise meaning is defined in the derived class. |
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282 | */ |
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283 | int way_; |
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284 | |
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285 | /// Current value |
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286 | double value_; |
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287 | |
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288 | /** Number of arms remaining to be evaluated |
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289 | |
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290 | \todo Compare with CbcNodeInfo::numberBranchesLeft_, and check for |
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291 | redundancy. |
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292 | */ |
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293 | int numberBranchesLeft_; |
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294 | |
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295 | }; |
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296 | |
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297 | |
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298 | /** Abstract branching decision base class |
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299 | |
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300 | In the abstract, an CbcBranchDecision object is expected to be able to |
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301 | compare two possible branching choices. |
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302 | |
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303 | The #betterBranch() method is the crucial routine. It is expected to be able |
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304 | to compare two \link CbcBranchingObject CbcBranchingObjects \endlink. |
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305 | |
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306 | See CbcObject for an overview of the three classes (CbcObject, |
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307 | CbcBranchingObject, and CbcBranchDecision) which make up cbc's branching |
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308 | model. |
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309 | */ |
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310 | |
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311 | class CbcBranchDecision { |
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312 | public: |
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313 | /// Default Constructor |
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314 | CbcBranchDecision (); |
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315 | |
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316 | /// Destructor |
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317 | virtual ~CbcBranchDecision(); |
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318 | |
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319 | /// Clone |
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320 | virtual CbcBranchDecision * clone() const = 0; |
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321 | |
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322 | /// Initialize <i>e.g.</i> before starting to choose a branch at a node |
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323 | virtual void initialize(CbcModel * model) = 0; |
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324 | |
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325 | /** \brief Compare two branching objects. Return nonzero if branching |
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326 | using \p thisOne is better than branching using \p bestSoFar. |
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327 | |
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328 | If \p bestSoFar is NULL, the routine should return a nonzero value. |
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329 | This routine is used only after strong branching. |
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330 | |
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331 | It is now reccommended that bestBranch is used - see below. |
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332 | This has been left for compatibility. |
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333 | */ |
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334 | |
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335 | virtual int |
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336 | betterBranch (CbcBranchingObject * thisOne, |
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337 | CbcBranchingObject * bestSoFar, |
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338 | double changeUp, int numberInfeasibilitiesUp, |
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339 | double changeDown, int numberInfeasibilitiesDown) = 0 ; |
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340 | |
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341 | /** \brief Compare N branching objects. Return index of best |
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342 | and sets way of branching in chosen object. |
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343 | |
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344 | This routine is used only after strong branching. |
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345 | This is reccommended version as it can be more sophisticated |
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346 | */ |
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347 | |
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348 | virtual int |
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349 | bestBranch (CbcBranchingObject ** objects, int numberObjects, int numberUnsatisfied, |
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350 | double * changeUp, int * numberInfeasibilitiesUp, |
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351 | double * changeDown, int * numberInfeasibilitiesDown, |
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352 | double objectiveValue) ; |
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353 | |
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354 | |
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355 | |
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356 | private: |
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357 | |
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358 | /// Assignment is illegal |
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359 | CbcBranchDecision & operator=(const CbcBranchDecision& rhs); |
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360 | |
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361 | }; |
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362 | |
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363 | #endif |
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