1 | // Copyright (C) 2002, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | #ifndef CbcModel_H |
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4 | #define CbcModel_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 | #include "CoinFinite.hpp" |
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10 | #include "CoinMessageHandler.hpp" |
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11 | #include "OsiSolverInterface.hpp" |
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12 | #include "OsiCuts.hpp" |
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13 | #include "CoinWarmStartBasis.hpp" |
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14 | #include "CbcCompareBase.hpp" |
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15 | #include "CbcMessage.hpp" |
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16 | |
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17 | //class OsiSolverInterface; |
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18 | |
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19 | class CbcCutGenerator; |
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20 | class OsiRowCut; |
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21 | class OsiRowCutDebugger; |
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22 | class CglCutGenerator; |
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23 | class CbcHeuristic; |
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24 | class CbcObject; |
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25 | class CbcTree; |
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26 | |
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27 | //############################################################################# |
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28 | |
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29 | /** Simple Branch and bound class |
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30 | |
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31 | The initialSolve() method solves the initial LP relaxation of the MIP |
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32 | problem. The branchAndBound() method can then be called to finish using |
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33 | a branch and cut algorithm. |
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34 | |
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35 | <h3>Search Tree Traversal</h3> |
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36 | |
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37 | Subproblems (aka nodes) requiring additional evaluation are stored using |
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38 | the CbcNode and CbcNodeInfo objects. Ancestry linkage is maintained in the |
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39 | CbcNodeInfo object. Evaluation of a subproblem within branchAndBound() |
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40 | proceeds as follows: |
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41 | <ul> |
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42 | <li> The node representing the most promising parent subproblem is popped |
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43 | from the heap which holds the set of subproblems requiring further |
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44 | evaluation. |
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45 | <li> Using branching instructions stored in the node, and information in |
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46 | its ancestors, the model and solver are adjusted to create the |
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47 | active subproblem. |
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48 | <li> If the parent subproblem will require further evaluation |
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49 | (<i>i.e.</i>, there are branches remaining) its node is pushed back |
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50 | on the heap. Otherwise, the node is deleted. This may trigger |
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51 | recursive deletion of ancestors. |
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52 | <li> The newly created subproblem is evaluated. |
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53 | <li> If the subproblem requires further evaluation, a node is created. |
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54 | All information needed to recreate the subproblem (branching |
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55 | information, row and column cuts) is placed in the node and the node |
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56 | is added to the set of subproblems awaiting further evaluation. |
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57 | </ul> |
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58 | Note that there is never a node representing the active subproblem; the model |
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59 | and solver represent the active subproblem. |
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60 | |
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61 | <h3>Row (Constraint) Cut Handling</h3> |
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62 | |
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63 | For a typical subproblem, the sequence of events is as follows: |
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64 | <ul> |
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65 | <li> The subproblem is rebuilt for further evaluation: One result of a |
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66 | call to addCuts() is a traversal of ancestors, leaving a list of all |
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67 | cuts used in the ancestors in #addedCuts_. This list is then scanned |
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68 | to construct a basis that includes only tight cuts. Entries for |
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69 | loose cuts are set to NULL. |
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70 | <li> The subproblem is evaluated: One result of a call to solveWithCuts() |
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71 | is the return of a set of newly generated cuts for the subproblem. |
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72 | #addedCuts_ is also kept up-to-date as old cuts become loose. |
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73 | <li> The subproblem is stored for further processing: A call to |
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74 | CbcNodeInfo::addCuts() adds the newly generated cuts to the |
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75 | CbcNodeInfo object associated with this node. |
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76 | </ul> |
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77 | See CbcCountRowCut for details of the bookkeeping associated with cut |
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78 | management. |
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79 | */ |
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80 | |
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81 | class CbcModel { |
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82 | |
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83 | public: |
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84 | |
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85 | enum CbcIntParam { |
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86 | /** The maximum number of nodes before terminating */ |
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87 | CbcMaxNumNode=0, |
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88 | /** The maximum number of solutions before terminating */ |
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89 | CbcMaxNumSol, |
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90 | /** Fathoming discipline |
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91 | |
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92 | Controls objective function comparisons for purposes of fathoming by bound |
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93 | or determining monotonic variables. |
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94 | |
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95 | If 1, action is taken only when the current objective is strictly worse |
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96 | than the target. Implementation is handled by adding a small tolerance to |
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97 | the target. |
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98 | */ |
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99 | CbcFathomDiscipline, |
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100 | /** Just a marker, so that a static sized array can store parameters. */ |
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101 | CbcLastIntParam |
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102 | }; |
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103 | |
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104 | enum CbcDblParam { |
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105 | /** The maximum amount the value of an integer variable can vary from |
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106 | integer and still be considered feasible. */ |
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107 | CbcIntegerTolerance=0, |
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108 | /** The objective is assumed to worsen by this amount for each |
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109 | integer infeasibility. */ |
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110 | CbcInfeasibilityWeight, |
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111 | /** The amount by which to tighten the objective function cutoff when |
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112 | a new solution is discovered. */ |
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113 | CbcCutoffIncrement, |
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114 | /** Stop when the gap between the objective value of the best known solution |
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115 | and the best bound on the objective of any solution is less than this. |
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116 | |
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117 | This is an absolute value. Conversion from a percentage is left to the |
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118 | client. |
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119 | */ |
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120 | CbcAllowableGap, |
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121 | /** Stop when the gap between the objective value of the best known solution |
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122 | and the best bound on the objective of any solution is less than this |
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123 | fraction of of the absolute value of best known solution. |
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124 | |
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125 | Code stops if either this test or CbcAllowableGap test succeeds |
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126 | */ |
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127 | CbcAllowableFractionGap, |
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128 | /** \brief The maximum number of seconds before terminating. |
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129 | A double should be adequate! */ |
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130 | CbcMaximumSeconds, |
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131 | /** \brief The time at start of model. |
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132 | So that other pieces of code can access */ |
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133 | CbcStartSeconds, |
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134 | /** Just a marker, so that a static sized array can store parameters. */ |
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135 | CbcLastDblParam |
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136 | }; |
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137 | |
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138 | //--------------------------------------------------------------------------- |
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139 | |
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140 | public: |
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141 | ///@name Solve methods |
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142 | //@{ |
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143 | /** \brief Solve the initial LP relaxation |
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144 | |
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145 | Invoke the solver's %initialSolve() method. |
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146 | */ |
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147 | void initialSolve(); |
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148 | |
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149 | /** \brief Invoke the branch \& cut algorithm |
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150 | |
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151 | The method assumes that initialSolve() has been called to solve the |
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152 | LP relaxation. It processes the root node, then proceeds to explore the |
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153 | branch & cut search tree. The search ends when the tree is exhausted or |
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154 | one of several execution limits is reached. |
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155 | */ |
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156 | void branchAndBound(); |
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157 | |
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158 | /** \brief create a clean model from partially fixed problem |
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159 | |
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160 | The method creates a new model with given bounds and with no tree. |
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161 | */ |
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162 | CbcModel * cleanModel(const double * lower, const double * upper); |
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163 | /** \brief Invoke the branch \& cut algorithm on partially fixed problem |
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164 | |
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165 | The method presolves the given model and does branch and cut. The search |
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166 | ends when the tree is exhausted or maximum nodes is reached. |
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167 | |
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168 | If better solution found then it is saved. |
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169 | |
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170 | Returns 0 if search completed and solution, 1 if not completed and solution, |
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171 | 2 if completed and no solution, 3 if not completed and no solution. |
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172 | |
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173 | Normally okay to do cleanModel immediately followed by subBranchandBound |
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174 | (== other form of subBranchAndBound) |
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175 | but may need to get at model for advanced features. |
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176 | |
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177 | Deletes model2 |
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178 | */ |
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179 | int subBranchAndBound(CbcModel * model2, |
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180 | CbcModel * presolvedModel, |
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181 | int maximumNodes); |
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182 | /** \brief Invoke the branch \& cut algorithm on partially fixed problem |
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183 | |
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184 | The method creates a new model with given bounds, presolves it |
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185 | then proceeds to explore the branch & cut search tree. The search |
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186 | ends when the tree is exhausted or maximum nodes is reached. |
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187 | |
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188 | If better solution found then it is saved. |
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189 | |
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190 | Returns 0 if search completed and solution, 1 if not completed and solution, |
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191 | 2 if completed and no solution, 3 if not completed and no solution. |
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192 | |
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193 | This is just subModel immediately followed by other version of |
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194 | subBranchandBound. |
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195 | |
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196 | */ |
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197 | int subBranchAndBound(const double * lower, const double * upper, |
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198 | int maximumNodes); |
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199 | |
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200 | /** \brief Process root node and return a strengthened model |
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201 | |
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202 | The method assumes that initialSolve() has been called to solve the |
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203 | LP relaxation. It processes the root node and then returns a pointer |
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204 | to the strengthened model (or NULL if infeasible) |
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205 | */ |
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206 | OsiSolverInterface * strengthenedModel(); |
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207 | /** \brief Evaluate a subproblem using cutting planes and heuristics |
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208 | |
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209 | The method invokes a main loop which generates cuts, applies heuristics, |
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210 | and reoptimises using the solver's native %resolve() method. |
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211 | It returns true if the subproblem remains feasible at the end of the |
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212 | evaluation. |
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213 | */ |
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214 | bool solveWithCuts(OsiCuts & cuts, int numberTries,CbcNode * node, |
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215 | int & numberOldActiveCuts, int & numberNewCuts, |
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216 | int & maximumWhich, int * & whichGenerator); |
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217 | |
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218 | /** \brief Reoptimise an LP relaxation |
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219 | |
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220 | Invoke the solver's %resolve() method. |
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221 | */ |
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222 | bool resolve(); |
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223 | //@} |
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224 | |
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225 | /** \name Presolve methods */ |
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226 | //@{ |
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227 | |
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228 | /** Identify cliques and construct corresponding objects. |
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229 | |
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230 | Find cliques with size in the range |
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231 | [\p atLeastThisMany, \p lessThanThis] and construct corresponding |
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232 | CbcClique objects. |
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233 | If \p makeEquality is true then a new model may be returned if |
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234 | modifications had to be made, otherwise \c this is returned. |
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235 | If the problem is infeasible #numberObjects_ is set to -1. |
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236 | A client must use deleteObjects() before a second call to findCliques(). |
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237 | If priorities exist, clique priority is set to the default. |
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238 | */ |
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239 | CbcModel * findCliques(bool makeEquality, int atLeastThisMany, |
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240 | int lessThanThis, int defaultValue=1000); |
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241 | |
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242 | /** Do integer presolve, creating a new (presolved) model. |
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243 | |
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244 | Returns the new model, or NULL if feasibility is lost. |
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245 | If weak is true then just does a normal presolve |
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246 | |
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247 | \todo It remains to work out the cleanest way of getting a solution to |
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248 | the original problem at the end. So this is very preliminary. |
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249 | */ |
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250 | CbcModel * integerPresolve(bool weak=false); |
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251 | |
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252 | /** Do integer presolve, modifying the current model. |
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253 | |
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254 | Returns true if the model remains feasible after presolve. |
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255 | */ |
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256 | bool integerPresolveThisModel(OsiSolverInterface * originalSolver,bool weak=false); |
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257 | |
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258 | |
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259 | /// Put back information into the original model after integer presolve. |
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260 | void originalModel(CbcModel * presolvedModel,bool weak); |
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261 | |
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262 | /** \brief For variables involved in VUB constraints, see if we can tighten |
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263 | bounds by solving lp's |
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264 | |
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265 | Returns false if feasibility is lost. |
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266 | If CglProbing is available, it will be tried as well to see if it can |
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267 | tighten bounds. |
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268 | This routine is just a front end for tightenVubs(int,const int*,double). |
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269 | |
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270 | If <tt>type = -1</tt> all variables are processed (could be very slow). |
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271 | If <tt>type = 0</tt> only variables involved in VUBs are processed. |
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272 | If <tt>type = n > 0</tt>, only the n most expensive VUB variables |
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273 | are processed, where it is assumed that x is at its maximum so delta |
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274 | would have to go to 1 (if x not at bound). |
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275 | |
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276 | If \p allowMultipleBinary is true, then a VUB constraint is a row with |
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277 | one continuous variable and any number of binary variables. |
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278 | |
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279 | If <tt>useCutoff < 1.0e30</tt>, the original objective is installed as a |
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280 | constraint with \p useCutoff as a bound. |
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281 | */ |
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282 | bool tightenVubs(int type,bool allowMultipleBinary=false, |
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283 | double useCutoff=1.0e50); |
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284 | |
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285 | /** \brief For variables involved in VUB constraints, see if we can tighten |
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286 | bounds by solving lp's |
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287 | |
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288 | This version is just handed a list of variables to be processed. |
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289 | */ |
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290 | bool tightenVubs(int numberVubs, const int * which, |
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291 | double useCutoff=1.0e50); |
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292 | /** |
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293 | Analyze problem to find a minimum change in the objective function. |
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294 | */ |
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295 | void analyzeObjective(); |
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296 | |
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297 | |
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298 | //@} |
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299 | |
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300 | /** \name Object manipulation routines |
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301 | |
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302 | See CbcObject for an explanation of `object' in the context of CbcModel. |
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303 | */ |
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304 | //@{ |
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305 | |
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306 | /// Get the number of objects |
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307 | inline int numberObjects() const { return numberObjects_;}; |
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308 | /// Set the number of objects |
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309 | inline void setNumberObjects(int number) |
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310 | { numberObjects_=number;}; |
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311 | |
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312 | /// Get the array of objects |
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313 | inline CbcObject ** objects() const { return object_;}; |
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314 | |
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315 | /// Get the specified object |
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316 | const inline CbcObject * object(int which) const { return object_[which];}; |
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317 | |
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318 | /// Delete all object information |
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319 | void deleteObjects(); |
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320 | |
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321 | /** Add in object information. |
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322 | |
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323 | Objects are cloned; the owner can delete the originals. |
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324 | */ |
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325 | void addObjects(int numberObjects, CbcObject ** objects); |
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326 | |
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327 | /// Ensure attached objects point to this model. |
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328 | void synchronizeModel() ; |
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329 | |
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330 | /** \brief Identify integer variables and create corresponding objects. |
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331 | |
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332 | Record integer variables and create an CbcSimpleInteger object for each |
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333 | one. |
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334 | If \p startAgain is true, a new scan is forced, overwriting any existing |
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335 | integer variable information. |
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336 | */ |
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337 | |
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338 | void findIntegers(bool startAgain); |
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339 | |
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340 | //@} |
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341 | |
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342 | //--------------------------------------------------------------------------- |
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343 | |
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344 | /**@name Parameter set/get methods |
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345 | |
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346 | The set methods return true if the parameter was set to the given value, |
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347 | false if the value of the parameter is out of range. |
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348 | |
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349 | The get methods return the value of the parameter. |
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350 | |
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351 | */ |
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352 | //@{ |
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353 | /// Set an integer parameter |
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354 | inline bool setIntParam(CbcIntParam key, int value) { |
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355 | intParam_[key] = value; |
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356 | return true; |
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357 | } |
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358 | /// Set a double parameter |
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359 | inline bool setDblParam(CbcDblParam key, double value) { |
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360 | dblParam_[key] = value; |
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361 | return true; |
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362 | } |
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363 | /// Get an integer parameter |
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364 | inline int getIntParam(CbcIntParam key) const { |
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365 | return intParam_[key]; |
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366 | } |
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367 | /// Get a double parameter |
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368 | inline double getDblParam(CbcDblParam key) const { |
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369 | return dblParam_[key]; |
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370 | } |
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371 | /*! \brief Set cutoff bound on the objective function. |
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372 | |
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373 | When using strict comparison, the bound is adjusted by a tolerance to |
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374 | avoid accidentally cutting off the optimal solution. |
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375 | */ |
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376 | void setCutoff(double value) ; |
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377 | |
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378 | /// Get the cutoff bound on the objective function - always as minimize |
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379 | inline double getCutoff() const |
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380 | { double value ; |
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381 | solver_->getDblParam(OsiDualObjectiveLimit,value) ; |
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382 | return value * solver_->getObjSense() ; } ; |
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383 | |
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384 | /// Set the \link CbcModel::CbcMaxNumNode maximum node limit \endlink |
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385 | inline bool setMaximumNodes( int value) |
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386 | { return setIntParam(CbcMaxNumNode,value); } |
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387 | |
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388 | /// Get the \link CbcModel::CbcMaxNumNode maximum node limit \endlink |
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389 | inline int getMaximumNodes() const |
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390 | { return getIntParam(CbcMaxNumNode); } |
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391 | |
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392 | /** Set the |
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393 | \link CbcModel::CbcMaxNumSol maximum number of solutions \endlink |
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394 | desired. |
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395 | */ |
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396 | inline bool setMaximumSolutions( int value) { |
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397 | return setIntParam(CbcMaxNumSol,value); |
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398 | } |
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399 | /** Get the |
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400 | \link CbcModel::CbcMaxNumSol maximum number of solutions \endlink |
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401 | desired. |
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402 | */ |
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403 | inline int getMaximumSolutions() const { |
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404 | return getIntParam(CbcMaxNumSol); |
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405 | } |
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406 | |
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407 | /** Set the |
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408 | \link CbcModel::CbcMaximumSeconds maximum number of seconds \endlink |
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409 | desired. |
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410 | */ |
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411 | inline bool setMaximumSeconds( double value) { |
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412 | return setDblParam(CbcMaximumSeconds,value); |
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413 | } |
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414 | /** Get the |
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415 | \link CbcModel::CbcMaximumSeconds maximum number of seconds \endlink |
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416 | desired. |
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417 | */ |
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418 | inline double getMaximumSeconds() const { |
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419 | return getDblParam(CbcMaximumSeconds); |
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420 | } |
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421 | |
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422 | /** Set the |
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423 | \link CbcModel::CbcIntegerTolerance integrality tolerance \endlink |
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424 | */ |
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425 | inline bool setIntegerTolerance( double value) { |
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426 | return setDblParam(CbcIntegerTolerance,value); |
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427 | } |
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428 | /** Get the |
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429 | \link CbcModel::CbcIntegerTolerance integrality tolerance \endlink |
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430 | */ |
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431 | inline double getIntegerTolerance() const { |
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432 | return getDblParam(CbcIntegerTolerance); |
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433 | } |
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434 | |
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435 | /** Set the |
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436 | \link CbcModel::CbcInfeasibilityWeight |
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437 | weight per integer infeasibility \endlink |
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438 | */ |
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439 | inline bool setInfeasibilityWeight( double value) { |
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440 | return setDblParam(CbcInfeasibilityWeight,value); |
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441 | } |
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442 | /** Get the |
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443 | \link CbcModel::CbcInfeasibilityWeight |
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444 | weight per integer infeasibility \endlink |
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445 | */ |
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446 | inline double getInfeasibilityWeight() const { |
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447 | return getDblParam(CbcInfeasibilityWeight); |
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448 | } |
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449 | |
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450 | /** Set the \link CbcModel::CbcAllowableGap allowable gap \endlink |
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451 | between the best known solution and the best possible solution. |
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452 | */ |
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453 | inline bool setAllowableGap( double value) { |
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454 | return setDblParam(CbcAllowableGap,value); |
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455 | } |
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456 | /** Get the \link CbcModel::CbcAllowableGap allowable gap \endlink |
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457 | between the best known solution and the best possible solution. |
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458 | */ |
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459 | inline double getAllowableGap() const { |
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460 | return getDblParam(CbcAllowableGap); |
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461 | } |
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462 | |
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463 | /** Set the \link CbcModel::CbcAllowableFractionGap fraction allowable gap \endlink |
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464 | between the best known solution and the best possible solution. |
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465 | */ |
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466 | inline bool setAllowableFractionGap( double value) { |
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467 | return setDblParam(CbcAllowableFractionGap,value); |
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468 | } |
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469 | /** Get the \link CbcModel::CbcAllowableFractionGap fraction allowable gap \endlink |
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470 | between the best known solution and the best possible solution. |
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471 | */ |
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472 | inline double getAllowableFractionGap() const { |
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473 | return getDblParam(CbcAllowableFractionGap); |
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474 | } |
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475 | /** Set the \link CbcModel::CbcAllowableFractionGap percentage allowable gap \endlink |
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476 | between the best known solution and the best possible solution. |
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477 | */ |
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478 | inline bool setAllowablePercentageGap( double value) { |
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479 | return setDblParam(CbcAllowableFractionGap,value*0.01); |
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480 | } |
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481 | /** Get the \link CbcModel::CbcAllowableFractionGap percentage allowable gap \endlink |
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482 | between the best known solution and the best possible solution. |
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483 | */ |
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484 | inline double getAllowablePercentageGap() const { |
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485 | return 100.0*getDblParam(CbcAllowableFractionGap); |
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486 | } |
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487 | |
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488 | /// Set the hotstart strategy |
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489 | void setHotstartStrategy(int value) |
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490 | { hotstartStrategy_=value;}; |
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491 | /// Get the hotstart strategy |
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492 | int getHotstartStrategy() const |
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493 | { return hotstartStrategy_;}; |
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494 | |
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495 | /// Set the minimum drop to continue cuts |
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496 | inline void setMinimumDrop(double value) |
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497 | {minimumDrop_=value;}; |
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498 | /// Get the minimum drop to continue cuts |
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499 | inline double getMinimumDrop() const |
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500 | { return minimumDrop_;}; |
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501 | |
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502 | /** Set the maximum number of cut passes at root node (default 20) |
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503 | Minimum drop can also be used for fine tuning */ |
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504 | inline void setMaximumCutPassesAtRoot(int value) |
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505 | {maximumCutPassesAtRoot_=value;}; |
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506 | /** Get the maximum number of cut passes at root node */ |
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507 | inline int getMaximumCutPassesAtRoot() const |
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508 | { return maximumCutPassesAtRoot_;}; |
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509 | |
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510 | /** Set the maximum number of cut passes at other nodes (default 10) |
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511 | Minimum drop can also be used for fine tuning */ |
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512 | inline void setMaximumCutPasses(int value) |
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513 | {maximumCutPasses_=value;}; |
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514 | /** Get the maximum number of cut passes at other nodes (default 10) */ |
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515 | inline int getMaximumCutPasses() const |
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516 | { return maximumCutPasses_;}; |
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517 | /** Get current cut pass number in this round of cuts. |
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518 | (1 is first pass) */ |
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519 | inline int getCurrentPassNumber() const |
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520 | { return currentPassNumber_;}; |
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521 | |
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522 | /** Set the maximum number of candidates to be evaluated for strong |
---|
523 | branching. |
---|
524 | |
---|
525 | A value of 0 disables strong branching. |
---|
526 | */ |
---|
527 | void setNumberStrong(int number); |
---|
528 | /** Get the maximum number of candidates to be evaluated for strong |
---|
529 | branching. |
---|
530 | */ |
---|
531 | inline int numberStrong() const |
---|
532 | { return numberStrong_;}; |
---|
533 | |
---|
534 | /// Set how often to scan global cuts |
---|
535 | void setHowOftenGlobalScan(int number); |
---|
536 | /// Get how often to scan global cuts |
---|
537 | inline int howOftenGlobalScan() const |
---|
538 | { return howOftenGlobalScan_;}; |
---|
539 | |
---|
540 | /** Set the print frequency. |
---|
541 | |
---|
542 | Controls the number of nodes evaluated between status prints. |
---|
543 | If <tt>number <=0</tt> the print frequency is set to 100 nodes for large |
---|
544 | problems, 1000 for small problems. |
---|
545 | Print frequency has very slight overhead if small. |
---|
546 | */ |
---|
547 | void setPrintFrequency(int number) |
---|
548 | { printFrequency_=number;}; |
---|
549 | /// Get the print frequency |
---|
550 | inline int printFrequency() const |
---|
551 | { return printFrequency_;}; |
---|
552 | //@} |
---|
553 | |
---|
554 | //--------------------------------------------------------------------------- |
---|
555 | ///@name Methods returning info on how the solution process terminated |
---|
556 | //@{ |
---|
557 | /// Are there a numerical difficulties? |
---|
558 | bool isAbandoned() const; |
---|
559 | /// Is optimality proven? |
---|
560 | bool isProvenOptimal() const; |
---|
561 | /// Is infeasiblity proven (or none better than cutoff)? |
---|
562 | bool isProvenInfeasible() const; |
---|
563 | /// Node limit reached? |
---|
564 | bool isNodeLimitReached() const; |
---|
565 | /// Solution limit reached? |
---|
566 | bool isSolutionLimitReached() const; |
---|
567 | /// Get how many iterations it took to solve the problem. |
---|
568 | int getIterationCount() const |
---|
569 | { return solver_->getIterationCount();}; |
---|
570 | /// Get how many Nodes it took to solve the problem. |
---|
571 | int getNodeCount() const |
---|
572 | { return numberNodes_;}; |
---|
573 | /** Final status of problem |
---|
574 | |
---|
575 | 0 finished, 1 stopped, 2 difficulties |
---|
576 | */ |
---|
577 | inline int status() const |
---|
578 | { return status_;}; |
---|
579 | |
---|
580 | //@} |
---|
581 | |
---|
582 | //--------------------------------------------------------------------------- |
---|
583 | /**@name Problem information methods |
---|
584 | |
---|
585 | These methods call the solver's query routines to return |
---|
586 | information about the problem referred to by the current object. |
---|
587 | Querying a problem that has no data associated with it result in |
---|
588 | zeros for the number of rows and columns, and NULL pointers from |
---|
589 | the methods that return vectors. |
---|
590 | |
---|
591 | Const pointers returned from any data-query method are valid as |
---|
592 | long as the data is unchanged and the solver is not called. |
---|
593 | */ |
---|
594 | //@{ |
---|
595 | /// Number of rows in continuous (root) problem. |
---|
596 | int numberRowsAtContinuous() const |
---|
597 | { return numberRowsAtContinuous_;}; |
---|
598 | |
---|
599 | /// Get number of columns |
---|
600 | int getNumCols() const |
---|
601 | { return solver_->getNumCols();}; |
---|
602 | |
---|
603 | /// Get number of rows |
---|
604 | int getNumRows() const |
---|
605 | { return solver_->getNumRows();}; |
---|
606 | |
---|
607 | /// Get number of nonzero elements |
---|
608 | int getNumElements() const |
---|
609 | { return solver_->getNumElements();}; |
---|
610 | |
---|
611 | /// Number of integers in problem |
---|
612 | inline int numberIntegers() const |
---|
613 | { return numberIntegers_;}; |
---|
614 | // Integer variables |
---|
615 | inline const int * integerVariable() const |
---|
616 | { return integerVariable_;}; |
---|
617 | |
---|
618 | /// Get pointer to array[getNumCols()] of column lower bounds |
---|
619 | const double * getColLower() const |
---|
620 | { return solver_->getColLower();}; |
---|
621 | |
---|
622 | /// Get pointer to array[getNumCols()] of column upper bounds |
---|
623 | const double * getColUpper() const |
---|
624 | { return solver_->getColUpper();}; |
---|
625 | |
---|
626 | /** Get pointer to array[getNumRows()] of row constraint senses. |
---|
627 | <ul> |
---|
628 | <li>'L': <= constraint |
---|
629 | <li>'E': = constraint |
---|
630 | <li>'G': >= constraint |
---|
631 | <li>'R': ranged constraint |
---|
632 | <li>'N': free constraint |
---|
633 | </ul> |
---|
634 | */ |
---|
635 | const char * getRowSense() const |
---|
636 | { return solver_->getRowSense();}; |
---|
637 | |
---|
638 | /** Get pointer to array[getNumRows()] of rows right-hand sides |
---|
639 | <ul> |
---|
640 | <li> if rowsense()[i] == 'L' then rhs()[i] == rowupper()[i] |
---|
641 | <li> if rowsense()[i] == 'G' then rhs()[i] == rowlower()[i] |
---|
642 | <li> if rowsense()[i] == 'R' then rhs()[i] == rowupper()[i] |
---|
643 | <li> if rowsense()[i] == 'N' then rhs()[i] == 0.0 |
---|
644 | </ul> |
---|
645 | */ |
---|
646 | const double * getRightHandSide() const |
---|
647 | { return solver_->getRightHandSide();}; |
---|
648 | |
---|
649 | /** Get pointer to array[getNumRows()] of row ranges. |
---|
650 | <ul> |
---|
651 | <li> if rowsense()[i] == 'R' then |
---|
652 | rowrange()[i] == rowupper()[i] - rowlower()[i] |
---|
653 | <li> if rowsense()[i] != 'R' then |
---|
654 | rowrange()[i] is 0.0 |
---|
655 | </ul> |
---|
656 | */ |
---|
657 | const double * getRowRange() const |
---|
658 | { return solver_->getRowRange();}; |
---|
659 | |
---|
660 | /// Get pointer to array[getNumRows()] of row lower bounds |
---|
661 | const double * getRowLower() const |
---|
662 | { return solver_->getRowLower();}; |
---|
663 | |
---|
664 | /// Get pointer to array[getNumRows()] of row upper bounds |
---|
665 | const double * getRowUpper() const |
---|
666 | { return solver_->getRowUpper();}; |
---|
667 | |
---|
668 | /// Get pointer to array[getNumCols()] of objective function coefficients |
---|
669 | const double * getObjCoefficients() const |
---|
670 | { return solver_->getObjCoefficients();}; |
---|
671 | |
---|
672 | /// Get objective function sense (1 for min (default), -1 for max) |
---|
673 | double getObjSense() const |
---|
674 | { return solver_->getObjSense();}; |
---|
675 | |
---|
676 | /// Return true if variable is continuous |
---|
677 | bool isContinuous(int colIndex) const |
---|
678 | { return solver_->isContinuous(colIndex);}; |
---|
679 | |
---|
680 | /// Return true if variable is binary |
---|
681 | bool isBinary(int colIndex) const |
---|
682 | { return solver_->isBinary(colIndex);}; |
---|
683 | |
---|
684 | /** Return true if column is integer. |
---|
685 | Note: This function returns true if the the column |
---|
686 | is binary or a general integer. |
---|
687 | */ |
---|
688 | bool isInteger(int colIndex) const |
---|
689 | { return solver_->isInteger(colIndex);}; |
---|
690 | |
---|
691 | /// Return true if variable is general integer |
---|
692 | bool isIntegerNonBinary(int colIndex) const |
---|
693 | { return solver_->isIntegerNonBinary(colIndex);}; |
---|
694 | |
---|
695 | /// Return true if variable is binary and not fixed at either bound |
---|
696 | bool isFreeBinary(int colIndex) const |
---|
697 | { return solver_->isFreeBinary(colIndex) ;}; |
---|
698 | |
---|
699 | /// Get pointer to row-wise copy of matrix |
---|
700 | const CoinPackedMatrix * getMatrixByRow() const |
---|
701 | { return solver_->getMatrixByRow();}; |
---|
702 | |
---|
703 | /// Get pointer to column-wise copy of matrix |
---|
704 | const CoinPackedMatrix * getMatrixByCol() const |
---|
705 | { return solver_->getMatrixByCol();}; |
---|
706 | |
---|
707 | /// Get solver's value for infinity |
---|
708 | double getInfinity() const |
---|
709 | { return solver_->getInfinity();}; |
---|
710 | //@} |
---|
711 | |
---|
712 | |
---|
713 | /**@name Methods related to querying the solution */ |
---|
714 | //@{ |
---|
715 | /// Record a new incumbent solution and update objectiveValue |
---|
716 | void setBestSolution(CBC_Message how, |
---|
717 | double & objectiveValue, const double *solution, |
---|
718 | bool fixVariables=false); |
---|
719 | /// Just update objectiveValue |
---|
720 | void setBestObjectiveValue( double objectiveValue); |
---|
721 | |
---|
722 | /** Call this to really test if a valid solution can be feasible |
---|
723 | Solution is number columns in size. |
---|
724 | If fixVariables true then bounds of continuous solver updated. |
---|
725 | Returns objective value (worse than cutoff if not feasible) |
---|
726 | */ |
---|
727 | double checkSolution(double cutoff, const double * solution, |
---|
728 | bool fixVariables); |
---|
729 | /** Test the current solution for feasiblility. |
---|
730 | |
---|
731 | Scan all objects for indications of infeasibility. This is broken down |
---|
732 | into simple integer infeasibility (\p numberIntegerInfeasibilities) |
---|
733 | and all other reports of infeasibility (\p numberObjectInfeasibilities). |
---|
734 | */ |
---|
735 | bool feasibleSolution(int & numberIntegerInfeasibilities, |
---|
736 | int & numberObjectInfeasibilities) const; |
---|
737 | |
---|
738 | /** Solution to the most recent lp relaxation. |
---|
739 | |
---|
740 | The solver's solution to the most recent lp relaxation. |
---|
741 | */ |
---|
742 | |
---|
743 | inline double * currentSolution() const |
---|
744 | { return currentSolution_;}; |
---|
745 | /// Make sure region there |
---|
746 | void reserveCurrentSolution(); |
---|
747 | |
---|
748 | /// Get pointer to array[getNumCols()] of primal solution vector |
---|
749 | inline const double * getColSolution() const |
---|
750 | { return solver_->getColSolution();}; |
---|
751 | |
---|
752 | /// Get pointer to array[getNumRows()] of dual prices |
---|
753 | inline const double * getRowPrice() const |
---|
754 | { return solver_->getRowPrice();}; |
---|
755 | |
---|
756 | /// Get a pointer to array[getNumCols()] of reduced costs |
---|
757 | inline const double * getReducedCost() const |
---|
758 | { return solver_->getReducedCost();}; |
---|
759 | |
---|
760 | /// Get pointer to array[getNumRows()] of row activity levels. |
---|
761 | inline const double * getRowActivity() const |
---|
762 | { return solver_->getRowActivity();}; |
---|
763 | |
---|
764 | /// Get current objective function value |
---|
765 | inline double getCurrentObjValue() const |
---|
766 | { return solver_->getObjValue();}; |
---|
767 | |
---|
768 | /// Get best objective function value as minimization |
---|
769 | inline double getMinimizationObjValue() const |
---|
770 | { return bestObjective_;}; |
---|
771 | /// Set best objective function value as minimization |
---|
772 | inline void setMinimizationObjValue(double value) |
---|
773 | { bestObjective_=value;}; |
---|
774 | |
---|
775 | /// Get best objective function value |
---|
776 | inline double getObjValue() const |
---|
777 | { return bestObjective_ * solver_->getObjSense() ; } ; |
---|
778 | /** Get best possible objective function value. |
---|
779 | This is better of best possible left on tree |
---|
780 | and best solution found. |
---|
781 | If called from within branch and cut may be optimistic. |
---|
782 | */ |
---|
783 | double getBestPossibleObjValue() const; |
---|
784 | /// Set best objective function value |
---|
785 | inline void setObjValue(double value) |
---|
786 | { bestObjective_=value * solver_->getObjSense() ;}; |
---|
787 | |
---|
788 | /** The best solution to the integer programming problem. |
---|
789 | |
---|
790 | The best solution to the integer programming problem found during |
---|
791 | the search. If no solution is found, the method returns null. |
---|
792 | */ |
---|
793 | |
---|
794 | double * bestSolution() const |
---|
795 | { return bestSolution_;}; |
---|
796 | |
---|
797 | /// Get number of solutions |
---|
798 | int getSolutionCount() const |
---|
799 | { return numberSolutions_;}; |
---|
800 | |
---|
801 | /// Set number of solutions (so heuristics will be different) |
---|
802 | void setSolutionCount(int value) |
---|
803 | { numberSolutions_=value;}; |
---|
804 | /** Current phase (so heuristics etc etc can find out). |
---|
805 | 0 - initial solve |
---|
806 | 1 - solve with cuts at root |
---|
807 | 2 - solve with cuts |
---|
808 | 3 - other e.g. strong branching |
---|
809 | 4 - trying to validate a solution |
---|
810 | 5 - at end of search |
---|
811 | */ |
---|
812 | inline int phase() const |
---|
813 | { return phase_;}; |
---|
814 | |
---|
815 | /// Get number of heuristic solutions |
---|
816 | int getNumberHeuristicSolutions() const { return numberHeuristicSolutions_;}; |
---|
817 | |
---|
818 | /// Set objective function sense (1 for min (default), -1 for max,) |
---|
819 | void setObjSense(double s) { solver_->setObjSense(s);}; |
---|
820 | |
---|
821 | /// Value of objective at continuous |
---|
822 | inline double getContinuousObjective() const |
---|
823 | { return originalContinuousObjective_;}; |
---|
824 | inline void setContinuousObjective(double value) |
---|
825 | { originalContinuousObjective_=value;}; |
---|
826 | /// Number of infeasibilities at continuous |
---|
827 | inline int getContinuousInfeasibilities() const |
---|
828 | { return continuousInfeasibilities_;}; |
---|
829 | inline void setContinuousInfeasibilities(int value) |
---|
830 | { continuousInfeasibilities_=value;}; |
---|
831 | /// Value of objective after root node cuts added |
---|
832 | inline double rootObjectiveAfterCuts() const |
---|
833 | { return continuousObjective_;}; |
---|
834 | /** Number of times global cuts violated. When global cut pool then this |
---|
835 | should be kept for each cut and type of cut */ |
---|
836 | inline int numberGlobalViolations() const |
---|
837 | { return numberGlobalViolations_;}; |
---|
838 | inline void clearNumberGlobalViolations() |
---|
839 | { numberGlobalViolations_=0;}; |
---|
840 | /// Whether to force a resolve after takeOffCuts |
---|
841 | inline bool resolveAfterTakeOffCuts() const |
---|
842 | { return resolveAfterTakeOffCuts_;}; |
---|
843 | inline void setResolveAfterTakeOffCuts(bool yesNo) |
---|
844 | { resolveAfterTakeOffCuts_=yesNo;}; |
---|
845 | //@} |
---|
846 | |
---|
847 | /** \name Node selection */ |
---|
848 | //@{ |
---|
849 | // Comparison functions (which may be overridden by inheritance) |
---|
850 | inline CbcCompareBase * nodeComparison() const |
---|
851 | { return nodeCompare_;}; |
---|
852 | inline void setNodeComparison(CbcCompareBase * compare) |
---|
853 | { nodeCompare_ = compare;}; |
---|
854 | inline void setNodeComparison(CbcCompareBase & compare) |
---|
855 | { nodeCompare_ = &compare;}; |
---|
856 | //@} |
---|
857 | |
---|
858 | /** \name Tree methods and subtree methods */ |
---|
859 | //@{ |
---|
860 | /// Tree method e.g. heap (which may be overridden by inheritance) |
---|
861 | inline CbcTree * tree() const |
---|
862 | { return tree_;}; |
---|
863 | /// For modifying tree handling (original is cloned) |
---|
864 | void passInTreeHandler(CbcTree & tree); |
---|
865 | /** For passing in an CbcModel to do a sub Tree (with derived tree handlers). |
---|
866 | Passed in model must exist for duration of branch and bound |
---|
867 | */ |
---|
868 | void passInSubTreeModel(CbcModel & model); |
---|
869 | /** For retrieving a copy of subtree model with given OsiSolver. |
---|
870 | If no subtree model will use self (up to user to reset cutoff etc). |
---|
871 | If solver NULL uses current |
---|
872 | */ |
---|
873 | CbcModel * subTreeModel(OsiSolverInterface * solver=NULL) const; |
---|
874 | /// Returns number of times any subtree stopped on nodes, time etc |
---|
875 | inline int numberStoppedSubTrees() const |
---|
876 | { return numberStoppedSubTrees_;} |
---|
877 | /// Says a sub tree was stopped |
---|
878 | inline void incrementSubTreeStopped() |
---|
879 | { numberStoppedSubTrees_++;}; |
---|
880 | /** Whether to automatically do presolve before branch and bound (subTrees). |
---|
881 | 0 - no |
---|
882 | 1 - ordinary presolve |
---|
883 | 2 - integer presolve (dodgy) |
---|
884 | */ |
---|
885 | inline int typePresolve() const |
---|
886 | { return presolve_;}; |
---|
887 | inline void setTypePresolve(int value) |
---|
888 | { presolve_=value;}; |
---|
889 | //@} |
---|
890 | |
---|
891 | /** \name Branching Decisions |
---|
892 | |
---|
893 | See the CbcBranchDecision class for additional information. |
---|
894 | */ |
---|
895 | //@{ |
---|
896 | |
---|
897 | /// Get the current branching decision method. |
---|
898 | inline CbcBranchDecision * branchingMethod() const |
---|
899 | { return branchingMethod_;}; |
---|
900 | /// Set the branching decision method. |
---|
901 | inline void setBranchingMethod(CbcBranchDecision * method) |
---|
902 | { branchingMethod_ = method;}; |
---|
903 | /** Set the branching method |
---|
904 | |
---|
905 | \overload |
---|
906 | */ |
---|
907 | inline void setBranchingMethod(CbcBranchDecision & method) |
---|
908 | { branchingMethod_ = &method;}; |
---|
909 | //@} |
---|
910 | |
---|
911 | /** \name Row (constraint) and Column (variable) cut generation */ |
---|
912 | //@{ |
---|
913 | |
---|
914 | /** Perform reduced cost fixing |
---|
915 | |
---|
916 | Fixes integer variables at their current value based on reduced cost |
---|
917 | penalties. |
---|
918 | */ |
---|
919 | void reducedCostFix() ; |
---|
920 | |
---|
921 | /** Return an empty basis object of the specified size |
---|
922 | |
---|
923 | A useful utility when constructing a basis for a subproblem from scratch. |
---|
924 | The object returned will be of the requested capacity and appropriate for |
---|
925 | the solver attached to the model. |
---|
926 | */ |
---|
927 | CoinWarmStartBasis *getEmptyBasis(int ns = 0, int na = 0) const ; |
---|
928 | |
---|
929 | /** Remove inactive cuts from the model |
---|
930 | |
---|
931 | An OsiSolverInterface is expected to maintain a valid basis, but not a |
---|
932 | valid solution, when loose cuts are deleted. Restoring a valid solution |
---|
933 | requires calling the solver to reoptimise. If it's certain the solution |
---|
934 | will not be required, set allowResolve to false to suppress |
---|
935 | reoptimisation. |
---|
936 | */ |
---|
937 | void takeOffCuts(OsiCuts &cuts, int *whichGenerator, |
---|
938 | int &numberOldActiveCuts, int &numberNewCuts, |
---|
939 | bool allowResolve) ; |
---|
940 | |
---|
941 | /** Determine and install the active cuts that need to be added for |
---|
942 | the current subproblem |
---|
943 | |
---|
944 | The whole truth is a bit more complicated. The first action is a call to |
---|
945 | addCuts1(). addCuts() then sorts through the list, installs the tight |
---|
946 | cuts in the model, and does bookkeeping (adjusts reference counts). |
---|
947 | The basis returned from addCuts1() is adjusted accordingly. |
---|
948 | |
---|
949 | If it turns out that the node should really be fathomed by bound, |
---|
950 | addCuts() simply treats all the cuts as loose as it does the bookkeeping. |
---|
951 | */ |
---|
952 | int addCuts(CbcNode * node, CoinWarmStartBasis *&lastws); |
---|
953 | |
---|
954 | /** Traverse the tree from node to root and prep the model |
---|
955 | |
---|
956 | addCuts1() begins the job of prepping the model to match the current |
---|
957 | subproblem. The model is stripped of all cuts, and the search tree is |
---|
958 | traversed from node to root to determine the changes required. Appropriate |
---|
959 | bounds changes are installed, a list of cuts is collected but not |
---|
960 | installed, and an appropriate basis (minus the cuts, but big enough to |
---|
961 | accommodate them) is constructed. |
---|
962 | |
---|
963 | \todo addCuts1() is called in contexts where it's known in advance that |
---|
964 | all that's desired is to determine a list of cuts and do the |
---|
965 | bookkeeping (adjust the reference counts). The work of installing |
---|
966 | bounds and building a basis goes to waste. |
---|
967 | */ |
---|
968 | void addCuts1(CbcNode * node, CoinWarmStartBasis *&lastws); |
---|
969 | |
---|
970 | /// Return the list of cuts initially collected for this subproblem |
---|
971 | CbcCountRowCut ** addedCuts() const |
---|
972 | { return addedCuts_;}; |
---|
973 | /// Number of entries in the list returned by #addedCuts() |
---|
974 | int currentNumberCuts() const |
---|
975 | { return currentNumberCuts_;}; |
---|
976 | /// Global cuts |
---|
977 | inline OsiCuts * globalCuts() |
---|
978 | { return &globalCuts_;}; |
---|
979 | /// Copy and set a pointer to a row cut which will be added instead of normal branching. |
---|
980 | void setNextRowCut(const OsiRowCut & cut); |
---|
981 | /// Get a pointer to current node (be careful) |
---|
982 | inline CbcNode * currentNode() const |
---|
983 | { return currentNode_;}; |
---|
984 | |
---|
985 | /// Get the number of cut generators |
---|
986 | inline int numberCutGenerators() const |
---|
987 | { return numberCutGenerators_;}; |
---|
988 | /// Get the list of cut generators |
---|
989 | inline CbcCutGenerator ** cutGenerators() const |
---|
990 | { return generator_;}; |
---|
991 | ///Get the specified cut generator |
---|
992 | inline CbcCutGenerator * cutGenerator(int i) const |
---|
993 | { return generator_[i];}; |
---|
994 | ///Get the specified cut generator before any changes |
---|
995 | inline CbcCutGenerator * virginCutGenerator(int i) const |
---|
996 | { return virginGenerator_[i];}; |
---|
997 | /** Add one generator - up to user to delete generators. |
---|
998 | howoften affects how generator is used. 0 or 1 means always, |
---|
999 | >1 means every that number of nodes. Negative values have same |
---|
1000 | meaning as positive but they may be switched off (-> -100) by code if |
---|
1001 | not many cuts generated at continuous. -99 is just done at root. |
---|
1002 | Name is just for printout. |
---|
1003 | If depth >0 overrides how often generator is called (if howOften==-1 or >0). |
---|
1004 | */ |
---|
1005 | void addCutGenerator(CglCutGenerator * generator, |
---|
1006 | int howOften=1, const char * name=NULL, |
---|
1007 | bool normal=true, bool atSolution=false, |
---|
1008 | bool infeasible=false,int howOftenInSub=-100, |
---|
1009 | int whatDepth=-1, int whatDepthInSub=-1); |
---|
1010 | //@} |
---|
1011 | |
---|
1012 | /** \name Heuristics and priorities */ |
---|
1013 | //@{ |
---|
1014 | /// Add one heuristic - up to user to delete |
---|
1015 | void addHeuristic(CbcHeuristic * generator); |
---|
1016 | ///Get the specified heuristic |
---|
1017 | inline CbcHeuristic * heuristic(int i) const |
---|
1018 | { return heuristic_[i];}; |
---|
1019 | |
---|
1020 | /** Pass in branching priorities. |
---|
1021 | |
---|
1022 | If ifClique then priorities are on cliques otherwise priorities are |
---|
1023 | on integer variables. |
---|
1024 | Other type (if exists set to default) |
---|
1025 | 1 is highest priority. (well actually -INT_MAX is but that's ugly) |
---|
1026 | If hotstart > 0 then branches are created to force |
---|
1027 | the variable to the value given by best solution. This enables a |
---|
1028 | sort of hot start. The node choice should be greatest depth |
---|
1029 | and hotstart should normally be switched off after a solution. |
---|
1030 | |
---|
1031 | If ifNotSimpleIntegers true then appended to normal integers |
---|
1032 | |
---|
1033 | \internal Added for Kurt Spielberg. |
---|
1034 | */ |
---|
1035 | void passInPriorities(const int * priorities, bool ifNotSimpleIntegers, |
---|
1036 | int defaultValue=1000); |
---|
1037 | |
---|
1038 | /// Priorities |
---|
1039 | inline const int * priority() const { return priority_;}; |
---|
1040 | |
---|
1041 | /// Returns priority level for an object (or 1000 if no priorities exist) |
---|
1042 | inline int priority(int sequence) const |
---|
1043 | { |
---|
1044 | if (priority_) |
---|
1045 | return priority_[sequence]; |
---|
1046 | else |
---|
1047 | return 1000; |
---|
1048 | }; |
---|
1049 | //@} |
---|
1050 | |
---|
1051 | /**@name Setting/Accessing application data */ |
---|
1052 | //@{ |
---|
1053 | /** Set application data. |
---|
1054 | |
---|
1055 | This is a pointer that the application can store into and |
---|
1056 | retrieve from the solver interface. |
---|
1057 | This field is available for the application to optionally |
---|
1058 | define and use. |
---|
1059 | */ |
---|
1060 | void setApplicationData (void * appData); |
---|
1061 | |
---|
1062 | /// Get application data |
---|
1063 | void * getApplicationData() const; |
---|
1064 | //@} |
---|
1065 | |
---|
1066 | //--------------------------------------------------------------------------- |
---|
1067 | |
---|
1068 | /**@name Message handling */ |
---|
1069 | //@{ |
---|
1070 | /// Pass in Message handler (not deleted at end) |
---|
1071 | void passInMessageHandler(CoinMessageHandler * handler); |
---|
1072 | /// Set language |
---|
1073 | void newLanguage(CoinMessages::Language language); |
---|
1074 | inline void setLanguage(CoinMessages::Language language) |
---|
1075 | {newLanguage(language);}; |
---|
1076 | /// Return handler |
---|
1077 | inline CoinMessageHandler * messageHandler() const |
---|
1078 | {return handler_;}; |
---|
1079 | /// Return messages |
---|
1080 | inline CoinMessages messages() |
---|
1081 | {return messages_;}; |
---|
1082 | /// Return pointer to messages |
---|
1083 | inline CoinMessages * messagesPointer() |
---|
1084 | {return &messages_;}; |
---|
1085 | /// Set log level |
---|
1086 | inline void setLogLevel(int value) |
---|
1087 | { handler_->setLogLevel(value);}; |
---|
1088 | /// Get log level |
---|
1089 | inline int logLevel() const |
---|
1090 | { return handler_->logLevel();}; |
---|
1091 | //@} |
---|
1092 | //--------------------------------------------------------------------------- |
---|
1093 | |
---|
1094 | |
---|
1095 | ///@name Constructors and destructors etc |
---|
1096 | //@{ |
---|
1097 | /// Default Constructor |
---|
1098 | CbcModel(); |
---|
1099 | |
---|
1100 | /// Constructor from solver |
---|
1101 | CbcModel(const OsiSolverInterface &); |
---|
1102 | |
---|
1103 | /** Assign a solver to the model (model assumes ownership) |
---|
1104 | |
---|
1105 | On return, \p solver will be NULL. |
---|
1106 | |
---|
1107 | \note Parameter settings in the outgoing solver are not inherited by |
---|
1108 | the incoming solver. |
---|
1109 | */ |
---|
1110 | void assignSolver(OsiSolverInterface *&solver); |
---|
1111 | |
---|
1112 | /** Copy constructor . |
---|
1113 | If noTree is true then tree and cuts are not copied |
---|
1114 | */ |
---|
1115 | CbcModel(const CbcModel & rhs, bool noTree=false); |
---|
1116 | |
---|
1117 | /// Assignment operator |
---|
1118 | CbcModel & operator=(const CbcModel& rhs); |
---|
1119 | |
---|
1120 | /// Destructor |
---|
1121 | ~CbcModel (); |
---|
1122 | |
---|
1123 | /// Returns solver - has current state |
---|
1124 | OsiSolverInterface * solver() const |
---|
1125 | { return solver_;}; |
---|
1126 | |
---|
1127 | /// Returns solver with continuous state |
---|
1128 | OsiSolverInterface * continuousSolver() const |
---|
1129 | { return continuousSolver_;}; |
---|
1130 | /// Clears out as much as possible (except solver) |
---|
1131 | void gutsOfDestructor(); |
---|
1132 | //@} |
---|
1133 | |
---|
1134 | //--------------------------------------------------------------------------- |
---|
1135 | |
---|
1136 | private: |
---|
1137 | ///@name Private member data |
---|
1138 | //@{ |
---|
1139 | |
---|
1140 | /// The solver associated with this model. |
---|
1141 | OsiSolverInterface * solver_; |
---|
1142 | |
---|
1143 | /** Ownership of the solver object |
---|
1144 | |
---|
1145 | The convention is that CbcModel owns the null solver. Currently there |
---|
1146 | is no public method to give CbcModel a solver without giving ownership, |
---|
1147 | but the hook is here. |
---|
1148 | */ |
---|
1149 | bool ourSolver_ ; |
---|
1150 | |
---|
1151 | /// A copy of the solver, taken at the continuous (root) node. |
---|
1152 | OsiSolverInterface * continuousSolver_; |
---|
1153 | |
---|
1154 | /// Message handler |
---|
1155 | CoinMessageHandler * handler_; |
---|
1156 | |
---|
1157 | /** Flag to say if handler_ is the default handler. |
---|
1158 | |
---|
1159 | The default handler is deleted when the model is deleted. Other |
---|
1160 | handlers (supplied by the client) will not be deleted. |
---|
1161 | */ |
---|
1162 | bool defaultHandler_; |
---|
1163 | |
---|
1164 | /// Cbc messages |
---|
1165 | CoinMessages messages_; |
---|
1166 | |
---|
1167 | /// Array for integer parameters |
---|
1168 | int intParam_[CbcLastIntParam]; |
---|
1169 | |
---|
1170 | /// Array for double parameters |
---|
1171 | double dblParam_[CbcLastDblParam]; |
---|
1172 | |
---|
1173 | /** Pointer to an empty warm start object |
---|
1174 | |
---|
1175 | It turns out to be useful to have this available as a base from |
---|
1176 | which to build custom warm start objects. This is typed as CoinWarmStart |
---|
1177 | rather than CoinWarmStartBasis to allow for the possibility that a |
---|
1178 | client might want to apply a solver that doesn't use a basis-based warm |
---|
1179 | start. See getEmptyBasis for an example of how this field can be used. |
---|
1180 | */ |
---|
1181 | mutable CoinWarmStart *emptyWarmStart_ ; |
---|
1182 | |
---|
1183 | /** Pointer to a warm start basis. */ |
---|
1184 | CoinWarmStartBasis *basis_; |
---|
1185 | |
---|
1186 | /// Best objective |
---|
1187 | double bestObjective_; |
---|
1188 | /// Best possible objective |
---|
1189 | double bestPossibleObjective_; |
---|
1190 | |
---|
1191 | /// Array holding the incumbent (best) solution. |
---|
1192 | double * bestSolution_; |
---|
1193 | |
---|
1194 | /** Array holding the current solution. |
---|
1195 | |
---|
1196 | This array is used more as a temporary. |
---|
1197 | */ |
---|
1198 | double * currentSolution_; |
---|
1199 | |
---|
1200 | /// Global cuts |
---|
1201 | OsiCuts globalCuts_; |
---|
1202 | |
---|
1203 | /// Minimum degradation in objective value to continue cut generation |
---|
1204 | double minimumDrop_; |
---|
1205 | /// Number of solutions |
---|
1206 | int numberSolutions_; |
---|
1207 | /// Hotstart strategy 0 =off, 1=branch if incorrect,2=branch even if correct, .... |
---|
1208 | int hotstartStrategy_; |
---|
1209 | /// Number of heuristic solutions |
---|
1210 | int numberHeuristicSolutions_; |
---|
1211 | /// Cumulative number of nodes |
---|
1212 | int numberNodes_; |
---|
1213 | /// Cumulative number of iterations |
---|
1214 | int numberIterations_; |
---|
1215 | /// Status of problem - 0 finished, 1 stopped, 2 difficulties |
---|
1216 | int status_; |
---|
1217 | /// Number of integers in problem |
---|
1218 | int numberIntegers_; |
---|
1219 | /// Number of rows at continuous |
---|
1220 | int numberRowsAtContinuous_; |
---|
1221 | /// Maximum number of cuts |
---|
1222 | int maximumNumberCuts_; |
---|
1223 | /** Current phase (so heuristics etc etc can find out). |
---|
1224 | 0 - initial solve |
---|
1225 | 1 - solve with cuts at root |
---|
1226 | 2 - solve with cuts |
---|
1227 | 3 - other e.g. strong branching |
---|
1228 | 4 - trying to validate a solution |
---|
1229 | 5 - at end of search |
---|
1230 | */ |
---|
1231 | int phase_; |
---|
1232 | |
---|
1233 | /// Number of entries in #addedCuts_ |
---|
1234 | int currentNumberCuts_; |
---|
1235 | |
---|
1236 | /** Current limit on search tree depth |
---|
1237 | |
---|
1238 | The allocated size of #walkback_. Increased as needed. |
---|
1239 | */ |
---|
1240 | int maximumDepth_; |
---|
1241 | /** Array used to assemble the path between a node and the search tree root |
---|
1242 | |
---|
1243 | The array is resized when necessary. #maximumDepth_ is the current |
---|
1244 | allocated size. |
---|
1245 | */ |
---|
1246 | CbcNodeInfo ** walkback_; |
---|
1247 | |
---|
1248 | /** The list of cuts initially collected for this subproblem |
---|
1249 | |
---|
1250 | When the subproblem at this node is rebuilt, a set of cuts is collected |
---|
1251 | for inclusion in the constraint system. If any of these cuts are |
---|
1252 | subsequently removed because they have become loose, the corresponding |
---|
1253 | entry is set to NULL. |
---|
1254 | */ |
---|
1255 | CbcCountRowCut ** addedCuts_; |
---|
1256 | |
---|
1257 | /** A pointer to a row cut which will be added instead of normal branching. |
---|
1258 | After use it should be set to NULL. |
---|
1259 | */ |
---|
1260 | OsiRowCut * nextRowCut_; |
---|
1261 | |
---|
1262 | /// Current node so can be used elsewhere |
---|
1263 | CbcNode * currentNode_; |
---|
1264 | |
---|
1265 | /// Indices of integer variables |
---|
1266 | int * integerVariable_; |
---|
1267 | /// 0 bit - check if cuts valid (if on list) |
---|
1268 | int specialOptions_; |
---|
1269 | /// User node comparison function |
---|
1270 | CbcCompareBase * nodeCompare_; |
---|
1271 | /// Tree |
---|
1272 | CbcTree * tree_; |
---|
1273 | /// A pointer to model to be used for subtrees |
---|
1274 | CbcModel * subTreeModel_; |
---|
1275 | /// Number of times any subtree stopped on nodes, time etc |
---|
1276 | int numberStoppedSubTrees_; |
---|
1277 | /// Variable selection function |
---|
1278 | CbcBranchDecision * branchingMethod_; |
---|
1279 | /** Whether to automatically do presolve before branch and bound. |
---|
1280 | 0 - no |
---|
1281 | 1 - ordinary presolve |
---|
1282 | 2 - integer presolve (dodgy) |
---|
1283 | */ |
---|
1284 | /// Pointer to user-defined data structure |
---|
1285 | void * appData_; |
---|
1286 | int presolve_; |
---|
1287 | /** Maximum number of candidates to consider for strong branching. |
---|
1288 | |
---|
1289 | To disable strong branching, set this to 0. |
---|
1290 | */ |
---|
1291 | int numberStrong_; |
---|
1292 | |
---|
1293 | /// Print frequency |
---|
1294 | int printFrequency_; |
---|
1295 | /// Number of cut generators |
---|
1296 | int numberCutGenerators_; |
---|
1297 | // Cut generators |
---|
1298 | CbcCutGenerator ** generator_; |
---|
1299 | // Cut generators before any changes |
---|
1300 | CbcCutGenerator ** virginGenerator_; |
---|
1301 | /// Number of heuristics |
---|
1302 | int numberHeuristics_; |
---|
1303 | // Heuristic solvers |
---|
1304 | CbcHeuristic ** heuristic_; |
---|
1305 | |
---|
1306 | /// Total number of objects |
---|
1307 | int numberObjects_; |
---|
1308 | |
---|
1309 | /** \brief Integer and Clique and ... information |
---|
1310 | |
---|
1311 | \note The code assumes that the first objects on the list will be |
---|
1312 | SimpleInteger objects for each integer variable, followed by |
---|
1313 | Clique objects. Portions of the code that understand Clique objects |
---|
1314 | will fail if they do not immediately follow the SimpleIntegers. |
---|
1315 | Large chunks of the code will fail if the first objects are not |
---|
1316 | SimpleInteger. As of 2003.08, SimpleIntegers and Cliques are the only |
---|
1317 | objects. |
---|
1318 | */ |
---|
1319 | CbcObject ** object_; |
---|
1320 | |
---|
1321 | |
---|
1322 | /// Original columns as created by integerPresolve |
---|
1323 | int * originalColumns_; |
---|
1324 | /// Priorities |
---|
1325 | int * priority_; |
---|
1326 | /// How often to scan global cuts |
---|
1327 | int howOftenGlobalScan_; |
---|
1328 | /** Number of times global cuts violated. When global cut pool then this |
---|
1329 | should be kept for each cut and type of cut */ |
---|
1330 | int numberGlobalViolations_; |
---|
1331 | /** Value of objective at continuous |
---|
1332 | (Well actually after initial round of cuts) |
---|
1333 | */ |
---|
1334 | double continuousObjective_; |
---|
1335 | /** Value of objective before root node cuts added |
---|
1336 | */ |
---|
1337 | double originalContinuousObjective_; |
---|
1338 | /// Number of infeasibilities at continuous |
---|
1339 | int continuousInfeasibilities_; |
---|
1340 | /// Maximum number of cut passes at root |
---|
1341 | int maximumCutPassesAtRoot_; |
---|
1342 | /// Maximum number of cut passes |
---|
1343 | int maximumCutPasses_; |
---|
1344 | /// Current cut pass number |
---|
1345 | int currentPassNumber_; |
---|
1346 | /// Whether to force a resolve after takeOffCuts |
---|
1347 | bool resolveAfterTakeOffCuts_; |
---|
1348 | //@} |
---|
1349 | }; |
---|
1350 | |
---|
1351 | #endif |
---|