Changeset 1569 for trunk/Cbc/src/CbcHeuristicRENS.cpp

Timestamp:

Jan 3, 2011 9:00:42 AM (10 years ago)

Author:

forrest

Message:

more sos heuristics

File:

• trunk/Cbc/src/CbcHeuristicRENS.cpp (modified) (10 diffs)

trunk/Cbc/src/CbcHeuristicRENS.cpp

@@ -90 +90 @@
 
     const double * currentSolution = solver->getColSolution();
+    OsiSolverInterface * newSolver = cloneBut(3); // was model_->continuousSolver()->clone();
+    newSolver->resolve();
+    double direction = newSolver->getObjSense();
+    double cutoff=model_->getCutoff();
+    //newSolver->getDblParam(OsiDualObjectiveLimit, cutoff);
+    //cutoff *= direction;
+    double gap = cutoff - newSolver->getObjValue() * direction ;
+    double tolerance;
+    newSolver->getDblParam(OsiDualTolerance, tolerance) ;
+    if (gap > 0.0 || !newSolver->isProvenOptimal()) {
+      gap += 100.0 * tolerance;
+      int nFix = newSolver->reducedCostFix(gap);
+      if (nFix) {
+        char line [200];
+        sprintf(line, "Reduced cost fixing fixed %d variables", nFix);
+        model_->messageHandler()->message(CBC_FPUMP1, model_->messages())
+          << line
+          << CoinMessageEol;
+      }
+    } else {
+      return 0; // finished?
+    }
     int numberColumns = solver->getNumCols();
     double * dj = CoinCopyOfArray(solver->getReducedCost(),numberColumns);
-    OsiSolverInterface * newSolver = cloneBut(3); // was model_->continuousSolver()->clone();
-    double direction = newSolver->getObjSense();
     int type = rensType_&15;
     double djTolerance = (type!=1) ? -1.0e30 : 1.0e-4;
@@ -99 +119 @@
     const double * colUpper = newSolver->getColUpper();
     int numberFixed = 0;
-    if ((type&7)==3) {
+    if (type==3) {
       double total=0.0;
       int n=0;
@@ -117 +137 @@
         delete basis;
       }
-    } else if ((type&7)==4) {
-      double * sort = new double [numberColumns];
-      for (int iColumn = 0; iColumn < numberColumns; iColumn++) {
-        sort[iColumn]=1.0e30;
-        if (colUpper[iColumn]>colLower[iColumn]) {
-          sort[iColumn] = fabs(dj[iColumn]);
-        }
-      }
-      std::sort(sort,sort+numberColumns);
-      int last = static_cast<int>(numberColumns*fractionSmall_);
-      djTolerance = sort[last];
-      delete [] sort;
-    } else if ((type&7)==5||(type&7)==6) {
+    } else if (type>=5&&type<=10) {
+      /* 5 fix sets at one
+         6 fix on dj but leave unfixed SOS slacks
+         7 fix sets at one but use pi
+         8 fix all at zero but leave unfixed SOS slacks
+         9 as 8 but only fix all at zero if just one in set nonzero
+         10 as 7 but pi other way
+      */
       // SOS type fixing
-      bool fixSets = (type&7)==5;
+      bool fixSets = (type==5)||(type==7)||(type==10);
       CoinWarmStartBasis * basis =
         dynamic_cast<CoinWarmStartBasis *>(solver->getWarmStart()) ;
@@ -160 +175 @@
                    j < columnStart[iColumn] + columnLength[iColumn]; j++) {
                 int iRow = row[j];
-                bestDj[iRow]=1.0e30;
+                if (bestDj[iRow]<1.0e30) {
+                  if (element[j] != 1.0)
+                    bestDj[iRow]=1.0e30;
+                  else
+                    bestDj[iRow]=1.0e25;
+                }
               }
             } else if ( basis->getStructStatus(iColumn) !=
@@ -167 +187 @@
                    j < columnStart[iColumn] + columnLength[iColumn]; j++) {
                 int iRow = row[j];
-                if (bestDj[iRow]<1.0e30) {
+                if (bestDj[iRow]<1.0e25) {
                   if (element[j] != 1.0)
                     bestDj[iRow]=1.0e30;
@@ -179 +199 @@
         int nSOS=0;
         double * sort = new double [numberRows];
+        const double * pi = newSolver->getRowPrice();
         for (int i=0;i<numberRows;i++) {
           if (bestDj[i]<1.0e30) {
-            sort[nSOS++]=bestDj[i];
+            if (type==5)
+              sort[nSOS++]=bestDj[i];
+            else if (type==7)
+              sort[nSOS++]=-fabs(pi[i]);
+            else
+              sort[nSOS++]=fabs(pi[i]);
           }
         }
@@ -197 +223 @@
                        j < columnStart[iColumn] + columnLength[iColumn]; j++) {
                     int iRow = row[j];
-                    if (bestDj[iRow]<1.0e30&&bestDj[iRow]>=tolerance) {
+                    double useDj;
+                    if (type==5) 
+                      useDj = bestDj[iRow];
+                    else if (type==7)
+                      useDj= -fabs(pi[iRow]);
+                    else
+                      useDj= fabs(pi[iRow]);
+                    if (bestDj[iRow]<1.0e30&&useDj>=tolerance) {
                       numberFixed++;
                       if (currentSolution[iColumn]<=1.0e-6)
@@ -212 +245 @@
                     dj[iColumn] *= 0.000001;
                   }
+                } else if (type==8||type==9) {
+                  if (currentSolution[iColumn]<=1.0e-6) {
+                    if (type==8) {
+                      dj[iColumn] *= 1.0e6;
+                    } else {
+                      bool fix=false;
+                      for (j = columnStart[iColumn];
+                           j < columnStart[iColumn] + columnLength[iColumn]; j++) {
+                        int iRow = row[j];
+                        if (bestDj[iRow]<1.0e25) {
+                          fix=true;
+                          break;
+                        }
+                      }
+                      if (fix) {
+                        dj[iColumn] *= 1.0e6;
+                      }
+                    }
+                  } else {
+                    dj[iColumn] *= 0.000001;
+                  }
                 }
               }
@@ -218 +272 @@
           if (fixSets)
             djTolerance = 1.0e30;
-          else
-            djTolerance = tolerance;
         }
         delete basis;
@@ -225 +277 @@
         delete [] bestDj;
       }
+    }
+    // Do dj to get right number
+    if (type==4||type==6||type>7) {
+      double * sort = new double [numberColumns];
+      for (int iColumn = 0; iColumn < numberColumns; iColumn++) {
+        sort[iColumn]=1.0e30;
+        if (colUpper[iColumn]>colLower[iColumn]) {
+          sort[iColumn] = fabs(dj[iColumn]);
+        }
+      }
+      std::sort(sort,sort+numberColumns);
+      int last = static_cast<int>(numberColumns*fractionSmall_);
+      djTolerance = CoinMax(sort[last],1.0e-5);
+      delete [] sort;
     }