1 | /* $Id: decomp3.cpp 1370 2009-06-04 09:37:13Z forrest $ */ |
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2 | // Copyright (C) 2008, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | |
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5 | #include "ClpSimplex.hpp" |
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6 | #include "ClpPresolve.hpp" |
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7 | #include "CoinStructuredModel.hpp" |
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8 | #include "CoinTime.hpp" |
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9 | #include <iomanip> |
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10 | |
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11 | int main (int argc, const char *argv[]) |
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12 | { |
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13 | /* Create a structured model by reading mps file and trying |
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14 | Dantzig-Wolfe or Benders decomposition |
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15 | */ |
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16 | // Get maximum number of blocks |
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17 | int maxBlocks=50; |
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18 | if (argc>2) |
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19 | maxBlocks=atoi(argv[2]); |
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20 | int decompose=1; |
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21 | if (maxBlocks<0) { |
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22 | maxBlocks=-maxBlocks; |
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23 | decompose=2; |
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24 | } |
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25 | if (maxBlocks<2) { |
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26 | printf("Second parameters is maximum number of blocks >=2)\n"); |
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27 | exit(5); |
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28 | } else { |
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29 | printf("Allowing at most %d blocks\n",maxBlocks); |
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30 | } |
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31 | //#define PRESOLVE |
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32 | #ifndef PRESOLVE |
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33 | CoinStructuredModel model((argc<2) ? "../../Data/Netlib/czprob.mps" |
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34 | : argv[1],decompose,maxBlocks); |
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35 | if (!model.numberRows()) |
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36 | exit(10); |
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37 | // Get default solver - could change stuff |
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38 | ClpSimplex solver; |
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39 | // change factorization frequency from 200 |
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40 | solver.setFactorizationFrequency(100+model.numberRows()/50); |
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41 | /* |
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42 | This driver does a simple Dantzig Wolfe decomposition |
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43 | */ |
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44 | double time1 = CoinCpuTime() ; |
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45 | solver.solve(&model); |
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46 | std::cout<<"model took "<<CoinCpuTime()-time1<<" seconds"<<std::endl; |
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47 | // Double check |
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48 | solver.primal(1); |
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49 | #else |
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50 | ClpSimplex model; |
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51 | int status = model.readMps((argc<2) ? "../../Data/Netlib/czprob.mps" |
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52 | : argv[1]); |
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53 | if (status) { |
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54 | fprintf(stdout,"Bad readMps %s\n",argv[1]); |
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55 | exit(1); |
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56 | } |
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57 | ClpSimplex * model2=&model; |
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58 | |
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59 | CoinStructuredModel modelB; |
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60 | modelB.decompose(*model2->matrix(), |
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61 | model2->rowLower(),model2->rowUpper(), |
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62 | model2->columnLower(),model2->columnUpper(), |
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63 | model2->objective(),1,maxBlocks, |
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64 | model2->objectiveOffset()); |
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65 | // change factorization frequency from 200 |
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66 | model2->setFactorizationFrequency(100+modelB.numberRows()/50); |
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67 | /* |
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68 | This driver does a simple Dantzig Wolfe decomposition |
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69 | */ |
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70 | double time1 = CoinCpuTime() ; |
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71 | model2->solve(&modelB); |
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72 | std::cout<<"model took "<<CoinCpuTime()-time1<<" seconds"<<std::endl; |
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73 | // But resolve for safety |
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74 | model.primal(1); |
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75 | #endif |
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76 | return 0; |
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77 | ClpSimplex solver2; |
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78 | solver2.readMps((argc<2) ? "../../Data/Netlib/czprob.mps" : argv[1]); |
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79 | time1 = CoinCpuTime() ; |
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80 | solver2.dual(); |
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81 | std::cout<<"second try took "<<CoinCpuTime()-time1<<" seconds"<<std::endl; |
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82 | return 0; |
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83 | } |
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