Changeset 2174

Timestamp:

Mar 24, 2015 5:57:18 AM (4 years ago)

Author:

forrest

Message:

add WEAKEN_CUTS to stable

File:

• stable/2.9/Cbc/src/CbcCutGenerator.cpp (modified) (2 diffs)

stable/2.9/Cbc/src/CbcCutGenerator.cpp

@@ -430 +430 @@
                     printf("On optimal path CbcCut\n");
                     int nCols = solver->getNumCols();
-                    int i;
                     const double * optimal = debugger->optimalSolution();
                     const double * objective = solver->getObjCoefficients();
                     double objval1 = 0.0, objval2 = 0.0;
-                    for (i = 0; i < nCols; i++) {
+                    for (int i = 0; i < nCols; i++) {
+                        if (!solver->isInteger(i))
+                          continue;
 #if CGL_DEBUG>1
                         printf("%d %g %g %g %g\n", i, lower[i], solution[i], upper[i], optimal[i]);
@@ -616 +617 @@
             const OsiRowCutDebugger * debugger = solver->getRowCutDebugger();
 #endif
+            //#define WEAKEN_CUTS 1
+#ifdef WEAKEN_CUTS
+            const double * lower = solver->getColLower();
+            const double * upper = solver->getColUpper();
+            const double * solution = solver->getColSolution();
+#endif
             for (k = numberRowCutsBefore; k < numberRowCutsAfter; k++) {
                 OsiRowCut * thisCut = cs.rowCutPtr(k) ;
+#ifdef WEAKEN_CUTS
+                // weaken cut if coefficients not integer
+                double lb=thisCut->lb();
+                double ub=thisCut->ub();
+                if (lb<-1.0e100||ub>1.0e100) {
+                  // normal cut
+                  CoinPackedVector rpv = thisCut->row();
+                  const int n = rpv.getNumElements();
+                  const int * indices = rpv.getIndices();
+                  const double * elements = rpv.getElements();
+                  double bound=0.0;
+                  double sum=0.0;
+                  bool integral=true;
+                  int nInteger=0;
+                  for (int k=0; k<n; k++) {
+                    double value = fabs(elements[k]);
+                    int column=indices[k];
+                    sum += value;
+                    if (value!=floor(value+0.5))
+                      integral=false;
+                    if (solver->isInteger(column)) {
+                      nInteger++;
+                      double largerBound = CoinMax(fabs(lower[column]),
+                                                   fabs(upper[column]));
+                      double solutionBound=fabs(solution[column])+10.0;
+                      bound += CoinMin(largerBound,solutionBound);
+                    }
+                  }
+#if WEAKEN_CUTS ==1
+                  // leave if all 0-1
+                  if (nInteger==bound)
+                    integral=true;
+#elif WEAKEN_CUTS==4||WEAKEN_CUTS==5
+                  // leave if all 0-1
+                  if (nInteger==bound && n < 40)
+                    integral=true;
+#endif
+                  if (!integral) {
+                    double weakenBy=1.0e-7*(bound+sum);
+#if WEAKEN_CUTS==3||WEAKEN_CUTS==5
+                    weakenBy *= 10.0;
+#endif              
+                    if (lb<-1.0e100)
+                      thisCut->setUb(ub+weakenBy);
+                    else
+                      thisCut->setLb(lb-weakenBy);
+                  }
+                }
+#endif
 #ifdef CGL_DEBUG
                 if (debugger && debugger->onOptimalPath(*solver)) {
-                    assert(!debugger->invalidCut(*thisCut));
-                    if(debugger->invalidCut(*thisCut))
+                  if(debugger->invalidCut(*thisCut)) {
                       abort();
+                  }
                 }
 #endif