Changeset 439 for branches/devel/Cbc/src/CbcHeuristicFPump.cpp

Timestamp:

Oct 8, 2006 7:33:47 PM (14 years ago)

Author:

forrest

Message:

towards common use with other solvers

File:

• branches/devel/Cbc/src/CbcHeuristicFPump.cpp (modified) (7 diffs)

branches/devel/Cbc/src/CbcHeuristicFPump.cpp

@@ -23 +23 @@
    startTime_(0.0),
    maximumTime_(0.0),
+   downValue_(0.5),
+   fakeCutoff_(COIN_DBL_MAX),
+   absoluteIncrement_(0.0),
+   relativeIncrement_(0.0),
    maximumPasses_(100),
-   downValue_(0.5),
+   maximumRetries_(1),
    roundExpensive_(false)
 {
@@ -36 +40 @@
    startTime_(0.0),
    maximumTime_(0.0),
+   downValue_(downValue),
+   fakeCutoff_(COIN_DBL_MAX),
+   absoluteIncrement_(0.0),
+   relativeIncrement_(0.0),
    maximumPasses_(100),
-   downValue_(downValue),
+   maximumRetries_(1),
    roundExpensive_(roundExpensive)
 {
@@ -65 +73 @@
   else
     fprintf(fp,"4  heuristicFPump.setMaximumPasses(%d);\n",maximumPasses_);
+  if (maximumRetries_!=other.maximumRetries_)
+    fprintf(fp,"3  heuristicFPump.setMaximumRetries(%d);\n",maximumRetries_);
+  else
+    fprintf(fp,"4  heuristicFPump.setMaximumRetries(%d);\n",maximumRetries_);
   if (maximumTime_!=other.maximumTime_)
     fprintf(fp,"3  heuristicFPump.setMaximumTime(%g);\n",maximumTime_);
   else
     fprintf(fp,"4  heuristicFPump.setMaximumTime(%g);\n",maximumTime_);
+  if (fakeCutoff_!=other.fakeCutoff_)
+    fprintf(fp,"3  heuristicFPump.setFakeCutoff(%g);\n",fakeCutoff_);
+  else
+    fprintf(fp,"4  heuristicFPump.setFakeCutoff(%g);\n",fakeCutoff_);
+  if (absoluteIncrement_!=other.absoluteIncrement_)
+    fprintf(fp,"3  heuristicFPump.setAbsoluteIncrement(%g);\n",absoluteIncrement_);
+  else
+    fprintf(fp,"4  heuristicFPump.setAbsoluteIncrement(%g);\n",absoluteIncrement_);
+  if (relativeIncrement_!=other.relativeIncrement_)
+    fprintf(fp,"3  heuristicFPump.setRelativeIncrement(%g);\n",relativeIncrement_);
+  else
+    fprintf(fp,"4  heuristicFPump.setRelativeIncrement(%g);\n",relativeIncrement_);
   fprintf(fp,"3  cbcModel->addHeuristic(&heuristicFPump);\n");
 }
@@ -78 +102 @@
   startTime_(rhs.startTime_),
   maximumTime_(rhs.maximumTime_),
+  downValue_(rhs.downValue_),
+  fakeCutoff_(rhs.fakeCutoff_),
+  absoluteIncrement_(rhs.absoluteIncrement_),
+  relativeIncrement_(rhs.relativeIncrement_),
   maximumPasses_(rhs.maximumPasses_),
-  downValue_(rhs.downValue_),
+  maximumRetries_(rhs.maximumRetries_),
   roundExpensive_(rhs.roundExpensive_)
 {
@@ -109 +137 @@
   // probably a good idea
   if (model_->getSolutionCount()) return 0;
-  // Clone solver - otherwise annoys root node computations
-  OsiSolverInterface * solver = model_->solver()->clone();
-  solver->setDblParam(OsiDualObjectiveLimit,1.0e50);
-  solver->resolve();
-  const double * lower = solver->getColLower();
-  const double * upper = solver->getColUpper();
-  const double * solution = solver->getColSolution();
-  double primalTolerance;
-  solver->getDblParam(OsiPrimalTolerance,primalTolerance);
-  
+  // loop round doing repeated pumps
+  double cutoff;
+  model_->solver()->getDblParam(OsiDualObjectiveLimit,cutoff);
+  double direction = model_->solver()->getObjSense();
+  cutoff *= direction;
+  cutoff = CoinMin(cutoff,solutionValue);
+  // space for rounded solution
   int numberColumns = model_->getNumCols();
+  double * newSolution = new double [numberColumns];
+  double newSolutionValue=COIN_DBL_MAX;
+  bool solutionFound=false;
   char * usedColumn = NULL;
   double * lastSolution=NULL;
@@ -130 +158 @@
     usedColumn = new char [numberColumns];
     memset(usedColumn,0,numberColumns);
-    lastSolution = CoinCopyOfArray(solver->getColSolution(),numberColumns);
+    model_->solver()->resolve();
+    assert (model_->solver()->isProvenOptimal());
+    lastSolution = CoinCopyOfArray(model_->solver()->getColSolution(),numberColumns);
   }
-  int numberIntegers = model_->numberIntegers();
-  const int * integerVariable = model_->integerVariable();
-
-// 1. initially check 0-1
-  int i,j;
-  int general=0;
-  for (i=0;i<numberIntegers;i++) {
-    int iColumn = integerVariable[i];
+  int finalReturnCode=0;
+  int totalNumberPasses=0;
+  int numberTries=0;
+  while (true) {
+    int numberPasses=0;
+    numberTries++;
+    // Clone solver - otherwise annoys root node computations
+    OsiSolverInterface * solver = model_->solver()->clone();
+    // if cutoff exists then add constraint
+    if (fabs(cutoff)<1.0e20&&(fakeCutoff_!=COIN_DBL_MAX||numberTries>1)) {
+      cutoff = CoinMin(cutoff,fakeCutoff_);
+      const double * objective = solver->getObjCoefficients();
+      int numberColumns = solver->getNumCols();
+      int * which = new int[numberColumns];
+      double * els = new double[numberColumns];
+      int nel=0;
+      for (int i=0;i<numberColumns;i++) {
+        double value = objective[i];
+        if (value) {
+          which[nel]=i;
+          els[nel++] = direction*value;
+        }
+      }
+      solver->addRow(nel,which,els,-COIN_DBL_MAX,cutoff);
+      delete [] which;
+      delete [] els;
+    }
+    solver->setDblParam(OsiDualObjectiveLimit,1.0e50);
+    solver->resolve();
+    // Solver may not be feasible
+    if (!solver->isProvenOptimal()) {
+      break;
+    }
+    const double * lower = solver->getColLower();
+    const double * upper = solver->getColUpper();
+    const double * solution = solver->getColSolution();
+    if (lastSolution)
+      memcpy(lastSolution,solution,numberColumns*sizeof(double));
+    double primalTolerance;
+    solver->getDblParam(OsiPrimalTolerance,primalTolerance);
+    
+    int numberIntegers = model_->numberIntegers();
+    const int * integerVariable = model_->integerVariable();
+
+    // 1. initially check 0-1
+    int i,j;
+    int general=0;
+    for (i=0;i<numberIntegers;i++) {
+      int iColumn = integerVariable[i];
 #ifndef NDEBUG
-    const CbcObject * object = model_->object(i);
-    const CbcSimpleInteger * integerObject = 
-      dynamic_cast<const  CbcSimpleInteger *> (object);
-    assert(integerObject);
+      const OsiObject * object = model_->object(i);
+      const CbcSimpleInteger * integerObject = 
+        dynamic_cast<const  CbcSimpleInteger *> (object);
+      const OsiSimpleInteger * integerObject2 = 
+        dynamic_cast<const  OsiSimpleInteger *> (object);
+      assert(integerObject||integerObject2);
 #endif
-    if (upper[iColumn]-lower[iColumn]>1.000001) {
-      general++;
-      break;
-    }
-  }
-  if (general*3>numberIntegers) {
-    delete solver;
-    return 0;
-  }
-
-// 2. space for rounded solution
-  double * newSolution = new double [numberColumns];
-  // space for last rounded solutions
+      if (upper[iColumn]-lower[iColumn]>1.000001) {
+        general++;
+        break;
+      }
+    }
+    if (general*3>numberIntegers) {
+      delete solver;
+      return 0;
+    }
+    
+    // 2 space for last rounded solutions
 #define NUMBER_OLD 4
-  double ** oldSolution = new double * [NUMBER_OLD];
-  for (j=0;j<NUMBER_OLD;j++) {
-    oldSolution[j]= new double[numberColumns];
-    for (i=0;i<numberColumns;i++) oldSolution[j][i]=-COIN_DBL_MAX;
-  }
-
-// 3. Replace objective with an initial 0-valued objective
-  double * saveObjective = new double [numberColumns];
-  memcpy(saveObjective,solver->getObjCoefficients(),numberColumns*sizeof(double));
-  for (i=0;i<numberColumns;i++) {
-    solver->setObjCoeff(i,0.0);
-  }
-  bool finished=false;
-  double direction = solver->getObjSense();
-  int returnCode=0;
-  bool takeHint;
-  OsiHintStrength strength;
-  solver->getHintParam(OsiDoDualInResolve,takeHint,strength);
-  solver->setHintParam(OsiDoDualInResolve,false);
-  solver->messageHandler()->setLogLevel(0);
-
-// 4. Save objective offset so we can see progress
-  double saveOffset;
-  solver->getDblParam(OsiObjOffset,saveOffset);
-
-// 5. MAIN WHILE LOOP
-  int numberPasses=0;
-  double newSolutionValue=COIN_DBL_MAX;
-  bool newLineNeeded=false;
-  while (!finished) {
-    returnCode=0;
-    // see what changed
-    if (usedColumn) {
-      const double * solution = solver->getColSolution();
-      for (i=0;i<numberColumns;i++) {
-        if (fabs(solution[i]-lastSolution[i])>1.0e-8) 
-          usedColumn[i]=1;
-        lastSolution[i]=solution[i];
-      }
-    }
-    if (numberPasses>=maximumPasses_) {
-      break;
-    }
-    if (maximumTime_>0.0&&CoinCpuTime()>=startTime_+maximumTime_) break;
-    numberPasses++;
-    memcpy(newSolution,solution,numberColumns*sizeof(double));
-    int flip;
-    returnCode = rounds(newSolution,saveObjective,roundExpensive_,downValue_,&flip);
-    if (returnCode) {
-      // SOLUTION IS INTEGER
-      // Put back correct objective
-      for (i=0;i<numberColumns;i++)
-        solver->setObjCoeff(i,saveObjective[i]);
-      // solution - but may not be better
-      // Compute using dot product
-      solver->setDblParam(OsiObjOffset,saveOffset);
-      newSolutionValue = direction*solver->OsiSolverInterface::getObjValue();
-      if (model_->logLevel())
-        printf(" - solution found\n");
-      newLineNeeded=false;
-      if (newSolutionValue<solutionValue) {
-        if (general) {
-          int numberLeft=0;
-          for (i=0;i<numberIntegers;i++) {
-            int iColumn = integerVariable[i];
-            double value = floor(newSolution[iColumn]+0.5);
-            if(solver->isBinary(iColumn)) {
-              solver->setColLower(iColumn,value);
-              solver->setColUpper(iColumn,value);
-            } else {
-              if (fabs(value-newSolution[iColumn])>1.0e-7) 
-                numberLeft++;
-            }
-          }
-          if (numberLeft) {
-            returnCode = smallBranchAndBound(solver,200,newSolution,newSolutionValue,
-                                         solutionValue,"CbcHeuristicFpump");
-          }
-        }
-        if (returnCode) {
-          memcpy(betterSolution,newSolution,numberColumns*sizeof(double));
-          solutionValue=newSolutionValue;
-        }
+    double ** oldSolution = new double * [NUMBER_OLD];
+    for (j=0;j<NUMBER_OLD;j++) {
+      oldSolution[j]= new double[numberColumns];
+      for (i=0;i<numberColumns;i++) oldSolution[j][i]=-COIN_DBL_MAX;
+    }
+    
+    // 3. Replace objective with an initial 0-valued objective
+    double * saveObjective = new double [numberColumns];
+    memcpy(saveObjective,solver->getObjCoefficients(),numberColumns*sizeof(double));
+    for (i=0;i<numberColumns;i++) {
+      solver->setObjCoeff(i,0.0);
+    }
+    bool finished=false;
+    double direction = solver->getObjSense();
+    int returnCode=0;
+    bool takeHint;
+    OsiHintStrength strength;
+    solver->getHintParam(OsiDoDualInResolve,takeHint,strength);
+    solver->setHintParam(OsiDoDualInResolve,false);
+    solver->messageHandler()->setLogLevel(0);
+    
+    // 4. Save objective offset so we can see progress
+    double saveOffset;
+    solver->getDblParam(OsiObjOffset,saveOffset);
+    
+    // 5. MAIN WHILE LOOP
+    bool newLineNeeded=false;
+    while (!finished) {
+      returnCode=0;
+      // see what changed
+      if (usedColumn) {
+        for (i=0;i<numberColumns;i++) {
+          if (fabs(solution[i]-lastSolution[i])>1.0e-8) 
+            usedColumn[i]=1;
+          lastSolution[i]=solution[i];
+        }
+      }
+      if (numberPasses>=maximumPasses_) {
+        break;
+      }
+      if (maximumTime_>0.0&&CoinCpuTime()>=startTime_+maximumTime_) break;
+      numberPasses++;
+      memcpy(newSolution,solution,numberColumns*sizeof(double));
+      int flip;
+      returnCode = rounds(newSolution,saveObjective,roundExpensive_,downValue_,&flip);
+      if (returnCode) {
+        // SOLUTION IS INTEGER
+        // Put back correct objective
+        for (i=0;i<numberColumns;i++)
+          solver->setObjCoeff(i,saveObjective[i]);
+
+        // solution - but may not be better
+        // Compute using dot product
+        solver->setDblParam(OsiObjOffset,saveOffset);
+        newSolutionValue = -saveOffset;
+        for (  i=0 ; i<numberColumns ; i++ )
+          newSolutionValue += saveObjective[i]*newSolution[i];
+        newSolutionValue *= direction;
+        if (model_->logLevel())
+          printf(" - solution found of %g",newSolutionValue);
+        newLineNeeded=false;
+        if (newSolutionValue<solutionValue) {
+          double saveValue = newSolutionValue;
+          if (general) {
+            int numberLeft=0;
+            for (i=0;i<numberIntegers;i++) {
+              int iColumn = integerVariable[i];
+              double value = floor(newSolution[iColumn]+0.5);
+              if(solver->isBinary(iColumn)) {
+                solver->setColLower(iColumn,value);
+                solver->setColUpper(iColumn,value);
+              } else {
+                if (fabs(value-newSolution[iColumn])>1.0e-7) 
+                  numberLeft++;
+              }
+            }
+            if (numberLeft) {
+              returnCode = smallBranchAndBound(solver,200,newSolution,newSolutionValue,
+                                               solutionValue,"CbcHeuristicFpump");
+            }
+          }
+          if (returnCode) {
+            memcpy(betterSolution,newSolution,numberColumns*sizeof(double));
+            solutionValue=newSolutionValue;
+            solutionFound=true;
+            if (general&&saveValue!=newSolutionValue)
+              printf(" - cleaned solution of %g\n",solutionValue);
+            else
+              printf("\n");
+          } else {
+          if (model_->logLevel()) 
+            printf(" - not good enough after small branch and bound\n");
+          }
+        } else {
+          if (model_->logLevel()) 
+            printf(" - not good enough\n");
+          newLineNeeded=false;
+          returnCode=0;
+        }      
+        break;
       } else {
-        returnCode=0;
-      }      
-      break;
-    } else {
-      // SOLUTION IS not INTEGER
-      // 1. check for loop
-      bool matched;
-      for (int k = NUMBER_OLD-1; k > 0; k--) {
+        // SOLUTION IS not INTEGER
+        // 1. check for loop
+        bool matched;
+        for (int k = NUMBER_OLD-1; k > 0; k--) {
           double * b = oldSolution[k];
           matched = true;
           for (i = 0; i <numberIntegers; i++) {
-              int iColumn = integerVariable[i];
-              if(!solver->isBinary(iColumn))
-                continue;
-              if (newSolution[iColumn]!=b[iColumn]) {
-                matched=false;
-                break;
-              }
+            int iColumn = integerVariable[i];
+            if(!solver->isBinary(iColumn))
+              continue;
+            if (newSolution[iColumn]!=b[iColumn]) {
+              matched=false;
+              break;
+            }
           }
           if (matched) break;
-      }
-      if (matched || numberPasses%100 == 0) {
-         // perturbation
-        if (model_->logLevel())
-          printf("Perturbation applied");
-         newLineNeeded=true;
-         for (i=0;i<numberIntegers;i++) {
-             int iColumn = integerVariable[i];
-             if(!solver->isBinary(iColumn))
-               continue;
-             double value = max(0.0,CoinDrand48()-0.3);
-             double difference = fabs(solution[iColumn]-newSolution[iColumn]);
-             if (difference+value>0.5) {
-                if (newSolution[iColumn]<lower[iColumn]+primalTolerance) newSolution[iColumn] += 1.0;
-             else if (newSolution[iColumn]>upper[iColumn]-primalTolerance) newSolution[iColumn] -= 1.0;
-                  else abort();
-             }
-         }
-      } else {
-         for (j=NUMBER_OLD-1;j>0;j--) {
-             for (i = 0; i < numberColumns; i++) oldSolution[j][i]=oldSolution[j-1][i];
-         }
-         for (j = 0; j < numberColumns; j++) oldSolution[0][j] = newSolution[j];
-      }
-
-      // 2. update the objective function based on the new rounded solution
-      double offset=0.0;
+        }
+        if (matched || numberPasses%100 == 0) {
+          // perturbation
+          if (model_->logLevel())
+            printf("Perturbation applied");
+          newLineNeeded=true;
+          for (i=0;i<numberIntegers;i++) {
+            int iColumn = integerVariable[i];
+            if(!solver->isBinary(iColumn))
+              continue;
+            double value = max(0.0,CoinDrand48()-0.3);
+            double difference = fabs(solution[iColumn]-newSolution[iColumn]);
+            if (difference+value>0.5) {
+              if (newSolution[iColumn]<lower[iColumn]+primalTolerance) newSolution[iColumn] += 1.0;
+              else if (newSolution[iColumn]>upper[iColumn]-primalTolerance) newSolution[iColumn] -= 1.0;
+              else abort();
+            }
+          }
+        } else {
+          for (j=NUMBER_OLD-1;j>0;j--) {
+            for (i = 0; i < numberColumns; i++) oldSolution[j][i]=oldSolution[j-1][i];
+          }
+          for (j = 0; j < numberColumns; j++) oldSolution[0][j] = newSolution[j];
+        }
+        
+        // 2. update the objective function based on the new rounded solution
+        double offset=0.0;
+        for (i=0;i<numberIntegers;i++) {
+          int iColumn = integerVariable[i];
+          if(!solver->isBinary(iColumn))
+            continue;
+          double costValue = 1.0;
+          // deal with fixed variables (i.e., upper=lower)
+          if (fabs(lower[iColumn]-upper[iColumn]) < primalTolerance) {
+            if (lower[iColumn] > 1. - primalTolerance) solver->setObjCoeff(iColumn,-costValue);
+            else                                       solver->setObjCoeff(iColumn,costValue);
+            continue;
+          }
+          if (newSolution[iColumn]<lower[iColumn]+primalTolerance) {
+            solver->setObjCoeff(iColumn,costValue);
+          } else {
+            if (newSolution[iColumn]>upper[iColumn]-primalTolerance) {
+              solver->setObjCoeff(iColumn,-costValue);
+            } else {
+              abort();
+            }
+          }
+          offset += costValue*newSolution[iColumn];
+        }
+        solver->setDblParam(OsiObjOffset,-offset);
+        if (!general&false) {
+          // Solve in two goes - first keep satisfied ones fixed
+          double * saveLower = new double [numberIntegers];
+          double * saveUpper = new double [numberIntegers];
+          for (i=0;i<numberIntegers;i++) {
+            int iColumn = integerVariable[i];
+            saveLower[i]=COIN_DBL_MAX;
+            saveUpper[i]=-COIN_DBL_MAX;
+            if (solution[iColumn]<lower[iColumn]+primalTolerance) {
+              saveUpper[i]=upper[iColumn];
+              solver->setColUpper(iColumn,lower[iColumn]);
+            } else if (solution[iColumn]>upper[iColumn]-primalTolerance) {
+              saveLower[i]=lower[iColumn];
+              solver->setColLower(iColumn,upper[iColumn]);
+            }
+          }
+          solver->resolve();
+          assert (solver->isProvenOptimal());
+          for (i=0;i<numberIntegers;i++) {
+            int iColumn = integerVariable[i];
+            if (saveLower[i]!=COIN_DBL_MAX)
+              solver->setColLower(iColumn,saveLower[i]);
+            if (saveUpper[i]!=-COIN_DBL_MAX)
+              solver->setColUpper(iColumn,saveUpper[i]);
+            saveUpper[i]=-COIN_DBL_MAX;
+          }
+          memcpy(newSolution,solution,numberColumns*sizeof(double));
+          int flip;
+          returnCode = rounds(newSolution,saveObjective,roundExpensive_,downValue_,&flip);
+          if (returnCode) {
+            // solution - but may not be better
+            // Compute using dot product
+            double newSolutionValue = -saveOffset;
+            for (  i=0 ; i<numberColumns ; i++ )
+              newSolutionValue += saveObjective[i]*newSolution[i];
+            newSolutionValue *= direction;
+            if (model_->logLevel())
+              printf(" - intermediate solution found of %g",newSolutionValue);
+            if (newSolutionValue<solutionValue) {
+              memcpy(betterSolution,newSolution,numberColumns*sizeof(double));
+              solutionValue=newSolutionValue;
+              solutionFound=true;
+            } else {
+              returnCode=0;
+            }
+          }      
+        }
+        solver->resolve();
+        assert (solver->isProvenOptimal());
+        if (model_->logLevel())
+          printf("\npass %3d: obj. %10.5f --> ", numberPasses+totalNumberPasses,solver->getObjValue());
+        newLineNeeded=true;
+        
+      }
+    } // END WHILE
+    if (newLineNeeded&&model_->logLevel())
+      printf(" - no solution found\n");
+    delete solver;
+    for ( j=0;j<NUMBER_OLD;j++) 
+      delete [] oldSolution[j];
+    delete [] oldSolution;
+    delete [] saveObjective;
+    if (usedColumn) {
+      OsiSolverInterface * newSolver = model_->continuousSolver()->clone();
+      const double * colLower = newSolver->getColLower();
+      const double * colUpper = newSolver->getColUpper();
+      int i;
+      int nFix=0;
+      int nFixI=0;
+      int nFixC=0;
       for (i=0;i<numberIntegers;i++) {
-        int iColumn = integerVariable[i];
-        if(!solver->isBinary(iColumn))
-          continue;
-        double costValue = 1.0;
-        // deal with fixed variables (i.e., upper=lower)
-        if (fabs(lower[iColumn]-upper[iColumn]) < primalTolerance) {
-           if (lower[iColumn] > 1. - primalTolerance) solver->setObjCoeff(iColumn,-costValue);
-           else                                       solver->setObjCoeff(iColumn,costValue);
-           continue;
-        }
-        if (newSolution[iColumn]<lower[iColumn]+primalTolerance) {
-          solver->setObjCoeff(iColumn,costValue);
-        } else {
-          if (newSolution[iColumn]>upper[iColumn]-primalTolerance) {
-            solver->setObjCoeff(iColumn,-costValue);
-          } else {
-            abort();
-          }
-        }
-        offset += costValue*newSolution[iColumn];
-      }
-      solver->setDblParam(OsiObjOffset,-offset);
-      solver->resolve();
-      if (model_->logLevel())
-        printf("\npass %3d: obj. %10.5f --> ", numberPasses,solver->getObjValue());
-      newLineNeeded=true;
-
-    }
-  } // END WHILE
-  if (newLineNeeded&&model_->logLevel())
-    printf(" - no solution found\n");
-  delete solver;
-  for ( j=0;j<NUMBER_OLD;j++) 
-    delete [] oldSolution[j];
-  delete [] oldSolution;
-  delete [] saveObjective;
-  if (usedColumn) {
-    OsiSolverInterface * newSolver = model_->continuousSolver()->clone();
-    const double * colLower = newSolver->getColLower();
-    const double * colUpper = newSolver->getColUpper();
-    int i;
-    int nFix=0;
-    int nFixI=0;
-    int nFixC=0;
-    for (i=0;i<numberIntegers;i++) {
-      int iColumn=integerVariable[i];
-      const CbcObject * object = model_->object(i);
-      const CbcSimpleInteger * integerObject = 
-        dynamic_cast<const  CbcSimpleInteger *> (object);
-      assert(integerObject);
-      // get original bounds
-      double originalLower = integerObject->originalLowerBound();
-      assert(colLower[iColumn]==originalLower);
-      newSolver->setColLower(iColumn,CoinMax(colLower[iColumn],originalLower));
-      double originalUpper = integerObject->originalUpperBound();
-      assert(colUpper[iColumn]==originalUpper);
-      newSolver->setColUpper(iColumn,CoinMin(colUpper[iColumn],originalUpper));
-      if (!usedColumn[iColumn]) {
-        double value=lastSolution[iColumn];
-        double nearest = floor(value+0.5);
-        if (fabs(value-nearest)<1.0e-7) {
-          if (nearest==colLower[iColumn]) {
-            newSolver->setColUpper(iColumn,colLower[iColumn]);
-            nFix++;
-          } else if (nearest==colUpper[iColumn]) {
-            newSolver->setColLower(iColumn,colUpper[iColumn]);
-            nFix++;
-          } else if (fixInternal) {
-            newSolver->setColLower(iColumn,nearest);
-            newSolver->setColUpper(iColumn,nearest);
-            nFix++;
-            nFixI++;
-          }
-        }
-      }
-    }
-    if (fixContinuous) {
-      for (int iColumn=0;iColumn<numberColumns;iColumn++) {
-        if (!newSolver->isInteger(iColumn)&&!usedColumn[iColumn]) {
+        int iColumn=integerVariable[i];
+        const OsiObject * object = model_->object(i);
+        double originalLower;
+        double originalUpper;
+        getIntegerInformation( object,originalLower, originalUpper); 
+        assert(colLower[iColumn]==originalLower);
+        newSolver->setColLower(iColumn,CoinMax(colLower[iColumn],originalLower));
+        assert(colUpper[iColumn]==originalUpper);
+        newSolver->setColUpper(iColumn,CoinMin(colUpper[iColumn],originalUpper));
+        if (!usedColumn[iColumn]) {
           double value=lastSolution[iColumn];
-          if (value<colLower[iColumn]+1.0e-8) {
-            newSolver->setColUpper(iColumn,colLower[iColumn]);
-            nFix++;
-            nFixC++;
-          } else if (value>colUpper[iColumn]-1.0e-8) {
-            newSolver->setColLower(iColumn,colUpper[iColumn]);
-            nFix++;
-            nFixC++;
-          }
-        }
-      }
-    }
-    newSolver->initialSolve();
-    assert (newSolver->isProvenOptimal());
-    printf("%d integers at bound fixed, %d internal and %d continuous\n",
-           nFix,nFixI,nFixC);
-    double saveValue = newSolutionValue;
-    returnCode = smallBranchAndBound(newSolver,200,newSolution,newSolutionValue,
-                                     newSolutionValue,"CbcHeuristicLocalAfterFPump");
-    if (returnCode) {
-      printf("old sol of %g new of %g\n",saveValue,newSolutionValue);
-      memcpy(betterSolution,newSolution,numberColumns*sizeof(double));
-      solutionValue=newSolutionValue;
-    }
-    delete newSolver;
-    delete [] usedColumn;
-    delete [] lastSolution;
+          double nearest = floor(value+0.5);
+          if (fabs(value-nearest)<1.0e-7) {
+            if (nearest==colLower[iColumn]) {
+              newSolver->setColUpper(iColumn,colLower[iColumn]);
+              nFix++;
+            } else if (nearest==colUpper[iColumn]) {
+              newSolver->setColLower(iColumn,colUpper[iColumn]);
+              nFix++;
+            } else if (fixInternal) {
+              newSolver->setColLower(iColumn,nearest);
+              newSolver->setColUpper(iColumn,nearest);
+              nFix++;
+              nFixI++;
+            }
+          }
+        }
+      }
+      if (fixContinuous) {
+        for (int iColumn=0;iColumn<numberColumns;iColumn++) {
+          if (!newSolver->isInteger(iColumn)&&!usedColumn[iColumn]) {
+            double value=lastSolution[iColumn];
+            if (value<colLower[iColumn]+1.0e-8) {
+              newSolver->setColUpper(iColumn,colLower[iColumn]);
+              nFixC++;
+            } else if (value>colUpper[iColumn]-1.0e-8) {
+              newSolver->setColLower(iColumn,colUpper[iColumn]);
+              nFixC++;
+            }
+          }
+        }
+      }
+      newSolver->initialSolve();
+      if (!newSolver->isProvenOptimal()) {
+        newSolver->writeMps("bad.mps");
+        assert (newSolver->isProvenOptimal());
+        break;
+      }
+      printf("%d integers at bound fixed (of which %d were internal) and %d continuous\n",
+             nFix,nFixI,nFixC);
+      double saveValue = newSolutionValue;
+      returnCode = smallBranchAndBound(newSolver,200,newSolution,newSolutionValue,
+                                       newSolutionValue,"CbcHeuristicLocalAfterFPump");
+      if (returnCode) {
+        printf("old sol of %g new of %g\n",saveValue,newSolutionValue);
+        memcpy(betterSolution,newSolution,numberColumns*sizeof(double));
+        solutionValue=newSolutionValue;
+        solutionFound=true;
+      }
+      delete newSolver;
+    }
+    if (solutionFound) finalReturnCode=1;
+    cutoff = CoinMin(cutoff,solutionValue);
+    if (numberTries>=CoinAbs(maximumRetries_)||!solutionFound) {
+      break;
+    } else if (absoluteIncrement_>0.0||relativeIncrement_>0.0) {
+      solutionFound=false;
+      double gap = relativeIncrement_*fabs(solutionValue);
+      cutoff -= CoinMax(CoinMax(gap,absoluteIncrement_),model_->getCutoffIncrement());
+      printf("round again with cutoff of %g\n",cutoff);
+      if (maximumRetries_<0)
+        memset(usedColumn,0,numberColumns);
+      totalNumberPasses += numberPasses;
+    } else {
+      break;
+    }
   }
+  delete [] usedColumn;
+  delete [] lastSolution;
   delete [] newSolution;
-  return returnCode;
+  return finalReturnCode;
 }
 
@@ -449 +597 @@
       continue;
 #ifndef NDEBUG
-    const CbcObject * object = model_->object(i);
-    const CbcSimpleInteger * integerObject = 
-      dynamic_cast<const  CbcSimpleInteger *> (object);
-    assert(integerObject);
+      const OsiObject * object = model_->object(i);
+      const CbcSimpleInteger * integerObject = 
+        dynamic_cast<const  CbcSimpleInteger *> (object);
+      const OsiSimpleInteger * integerObject2 = 
+        dynamic_cast<const  OsiSimpleInteger *> (object);
+      assert(integerObject||integerObject2);
 #endif
     double value=solution[iColumn];