1 | /* $Id: Idiot.hpp 2385 2019-01-06 19:43:06Z unxusr $ */ |
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2 | // Copyright (C) 2002, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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5 | |
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6 | // "Idiot" as the name of this algorithm is copylefted. If you want to change |
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7 | // the name then it should be something equally stupid (but not "Stupid") or |
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8 | // even better something witty. |
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9 | |
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10 | #ifndef Idiot_H |
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11 | #define Idiot_H |
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12 | #ifndef OSI_IDIOT |
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13 | #include "ClpSimplex.hpp" |
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14 | #define OsiSolverInterface ClpSimplex |
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15 | #else |
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16 | #include "OsiSolverInterface.hpp" |
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17 | typedef int CoinBigIndex; |
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18 | #endif |
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19 | class CoinMessageHandler; |
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20 | class CoinMessages; |
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21 | /// for use internally |
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22 | typedef struct { |
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23 | double infeas; |
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24 | double objval; |
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25 | double dropThis; |
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26 | double weighted; |
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27 | double sumSquared; |
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28 | double djAtBeginning; |
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29 | double djAtEnd; |
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30 | int iteration; |
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31 | } IdiotResult; |
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32 | /** This class implements a very silly algorithm. It has no merit |
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33 | apart from the fact that it gets an approximate solution to |
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34 | some classes of problems. Better if vaguely homogeneous. |
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35 | It works on problems where volume algorithm works and often |
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36 | gets a better primal solution but it has no dual solution. |
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37 | |
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38 | It can also be used as a "crash" to get a problem started. This |
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39 | is probably its most useful function. |
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40 | |
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41 | It is based on the idea that algorithms with terrible convergence |
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42 | properties may be okay at first. Throw in some random dubious tricks |
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43 | and the resulting code may be worth keeping as long as you don't |
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44 | look at it. |
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45 | |
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46 | */ |
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47 | |
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48 | class Idiot { |
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49 | |
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50 | public: |
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51 | /**@name Constructors and destructor |
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52 | Just a pointer to model is kept |
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53 | */ |
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54 | //@{ |
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55 | /// Default constructor |
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56 | Idiot(); |
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57 | /// Constructor with model |
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58 | Idiot(OsiSolverInterface &model); |
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59 | |
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60 | /// Copy constructor. |
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61 | Idiot(const Idiot &); |
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62 | /// Assignment operator. This copies the data |
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63 | Idiot &operator=(const Idiot &rhs); |
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64 | /// Destructor |
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65 | ~Idiot(); |
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66 | //@} |
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67 | |
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68 | /**@name Algorithmic calls |
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69 | */ |
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70 | //@{ |
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71 | /// Get an approximate solution with the idiot code |
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72 | void solve(); |
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73 | /// Lightweight "crash" |
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74 | void crash(int numberPass, CoinMessageHandler *handler, |
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75 | const CoinMessages *messages, bool doCrossover = true); |
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76 | /** Use simplex to get an optimal solution |
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77 | mode is how many steps the simplex crossover should take to |
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78 | arrive to an extreme point: |
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79 | 0 - chosen,all ever used, all |
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80 | 1 - chosen, all |
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81 | 2 - all |
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82 | 3 - do not do anything - maybe basis |
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83 | + 16 do presolves |
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84 | */ |
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85 | void crossOver(int mode); |
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86 | //@} |
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87 | |
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88 | /**@name Gets and sets of most useful data |
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89 | */ |
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90 | //@{ |
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91 | /** Starting weight - small emphasizes feasibility, |
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92 | default 1.0e-4 */ |
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93 | inline double getStartingWeight() const |
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94 | { |
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95 | return mu_; |
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96 | } |
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97 | inline void setStartingWeight(double value) |
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98 | { |
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99 | mu_ = value; |
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100 | } |
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101 | /** Weight factor - weight multiplied by this when changes, |
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102 | default 0.333 */ |
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103 | inline double getWeightFactor() const |
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104 | { |
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105 | return muFactor_; |
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106 | } |
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107 | inline void setWeightFactor(double value) |
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108 | { |
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109 | muFactor_ = value; |
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110 | } |
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111 | /** Feasibility tolerance - problem essentially feasible if |
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112 | individual infeasibilities less than this. |
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113 | default 0.1 */ |
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114 | inline double getFeasibilityTolerance() const |
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115 | { |
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116 | return smallInfeas_; |
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117 | } |
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118 | inline void setFeasibilityTolerance(double value) |
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119 | { |
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120 | smallInfeas_ = value; |
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121 | } |
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122 | /** Reasonably feasible. Dubious method concentrates more on |
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123 | objective when sum of infeasibilities less than this. |
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124 | Very dubious default value of (Number of rows)/20 */ |
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125 | inline double getReasonablyFeasible() const |
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126 | { |
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127 | return reasonableInfeas_; |
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128 | } |
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129 | inline void setReasonablyFeasible(double value) |
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130 | { |
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131 | reasonableInfeas_ = value; |
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132 | } |
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133 | /** Exit infeasibility - exit if sum of infeasibilities less than this. |
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134 | Default -1.0 (i.e. switched off) */ |
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135 | inline double getExitInfeasibility() const |
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136 | { |
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137 | return exitFeasibility_; |
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138 | } |
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139 | inline void setExitInfeasibility(double value) |
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140 | { |
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141 | exitFeasibility_ = value; |
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142 | } |
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143 | /** Major iterations. stop after this number. |
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144 | Default 30. Use 2-5 for "crash" 50-100 for serious crunching */ |
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145 | inline int getMajorIterations() const |
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146 | { |
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147 | return majorIterations_; |
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148 | } |
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149 | inline void setMajorIterations(int value) |
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150 | { |
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151 | majorIterations_ = value; |
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152 | } |
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153 | /** Minor iterations. Do this number of tiny steps before |
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154 | deciding whether to change weights etc. |
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155 | Default - dubious sqrt(Number of Rows). |
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156 | Good numbers 105 to 405 say (5 is dubious method of making sure |
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157 | idiot is not trying to be clever which it may do every 10 minor |
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158 | iterations) */ |
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159 | inline int getMinorIterations() const |
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160 | { |
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161 | return maxIts2_; |
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162 | } |
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163 | inline void setMinorIterations(int value) |
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164 | { |
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165 | maxIts2_ = value; |
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166 | } |
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167 | // minor iterations for first time |
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168 | inline int getMinorIterations0() const |
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169 | { |
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170 | return maxIts_; |
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171 | } |
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172 | inline void setMinorIterations0(int value) |
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173 | { |
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174 | maxIts_ = value; |
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175 | } |
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176 | /** Reduce weight after this many major iterations. It may |
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177 | get reduced before this but this is a maximum. |
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178 | Default 3. 3-10 plausible. */ |
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179 | inline int getReduceIterations() const |
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180 | { |
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181 | return maxBigIts_; |
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182 | } |
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183 | inline void setReduceIterations(int value) |
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184 | { |
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185 | maxBigIts_ = value; |
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186 | } |
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187 | /// Amount of information - default of 1 should be okay |
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188 | inline int getLogLevel() const |
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189 | { |
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190 | return logLevel_; |
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191 | } |
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192 | inline void setLogLevel(int value) |
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193 | { |
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194 | logLevel_ = value; |
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195 | } |
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196 | /// How lightweight - 0 not, 1 yes, 2 very lightweight |
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197 | inline int getLightweight() const |
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198 | { |
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199 | return lightWeight_; |
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200 | } |
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201 | inline void setLightweight(int value) |
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202 | { |
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203 | lightWeight_ = value; |
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204 | } |
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205 | /// strategy |
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206 | inline int getStrategy() const |
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207 | { |
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208 | return strategy_; |
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209 | } |
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210 | inline void setStrategy(int value) |
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211 | { |
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212 | strategy_ = value; |
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213 | } |
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214 | /// Fine tuning - okay if feasibility drop this factor |
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215 | inline double getDropEnoughFeasibility() const |
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216 | { |
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217 | return dropEnoughFeasibility_; |
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218 | } |
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219 | inline void setDropEnoughFeasibility(double value) |
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220 | { |
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221 | dropEnoughFeasibility_ = value; |
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222 | } |
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223 | /// Fine tuning - okay if weighted obj drop this factor |
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224 | inline double getDropEnoughWeighted() const |
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225 | { |
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226 | return dropEnoughWeighted_; |
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227 | } |
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228 | inline void setDropEnoughWeighted(double value) |
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229 | { |
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230 | dropEnoughWeighted_ = value; |
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231 | } |
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232 | /// Set model |
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233 | inline void setModel(OsiSolverInterface *model) |
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234 | { |
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235 | model_ = model; |
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236 | }; |
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237 | //@} |
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238 | |
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239 | /// Stuff for internal use |
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240 | private: |
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241 | /// Does actual work |
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242 | // allow public! |
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243 | public: |
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244 | void solve2(CoinMessageHandler *handler, const CoinMessages *messages); |
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245 | |
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246 | private: |
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247 | IdiotResult IdiSolve( |
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248 | int nrows, int ncols, double *rowsol, double *colsol, |
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249 | double *pi, double *djs, const double *origcost, |
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250 | double *rowlower, |
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251 | double *rowupper, const double *lower, |
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252 | const double *upper, const double *element, |
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253 | const int *row, const CoinBigIndex *colcc, |
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254 | const int *length, double *lambda, |
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255 | int maxIts, double mu, double drop, |
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256 | double maxmin, double offset, |
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257 | int strategy, double djTol, double djExit, double djFlag, |
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258 | CoinThreadRandom *randomNumberGenerator); |
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259 | int dropping(IdiotResult result, |
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260 | double tolerance, |
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261 | double small, |
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262 | int *nbad); |
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263 | IdiotResult objval(int nrows, int ncols, double *rowsol, double *colsol, |
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264 | double *pi, double *djs, const double *cost, |
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265 | const double *rowlower, |
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266 | const double *rowupper, const double *lower, |
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267 | const double *upper, const double *elemnt, |
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268 | const int *row, const CoinBigIndex *columnStart, |
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269 | const int *length, int extraBlock, int *rowExtra, |
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270 | double *solExtra, double *elemExtra, double *upperExtra, |
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271 | double *costExtra, double weight); |
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272 | // Deals with whenUsed and slacks |
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273 | int cleanIteration(int iteration, int ordinaryStart, int ordinaryEnd, |
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274 | double *colsol, const double *lower, const double *upper, |
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275 | const double *rowLower, const double *rowUpper, |
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276 | const double *cost, const double *element, double fixTolerance, double &objChange, |
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277 | double &infChange, double &maxInfeasibility); |
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278 | |
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279 | private: |
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280 | /// Underlying model |
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281 | OsiSolverInterface *model_; |
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282 | |
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283 | double djTolerance_; |
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284 | double mu_; /* starting mu */ |
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285 | double drop_; /* exit if drop over 5 checks less than this */ |
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286 | double muFactor_; /* reduce mu by this */ |
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287 | double stopMu_; /* exit if mu gets smaller than this */ |
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288 | double smallInfeas_; /* feasibility tolerance */ |
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289 | double reasonableInfeas_; /* use lambdas if feasibility less than this */ |
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290 | double exitDrop_; /* candidate for stopping after a major iteration */ |
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291 | double muAtExit_; /* mu on exit */ |
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292 | double exitFeasibility_; /* exit if infeasibility less than this */ |
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293 | double dropEnoughFeasibility_; /* okay if feasibility drop this factor */ |
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294 | double dropEnoughWeighted_; /* okay if weighted obj drop this factor */ |
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295 | int *whenUsed_; /* array to say what was used */ |
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296 | int maxBigIts_; /* always reduce mu after this */ |
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297 | int maxIts_; /* do this many iterations on first go */ |
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298 | int majorIterations_; |
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299 | int logLevel_; |
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300 | int logFreq_; |
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301 | int checkFrequency_; /* can exit after 5 * this iterations (on drop) */ |
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302 | int lambdaIterations_; /* do at least this many lambda iterations */ |
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303 | int maxIts2_; /* do this many iterations on subsequent goes */ |
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304 | int strategy_; /* 0 - default strategy |
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305 | 1 - do accelerator step but be cautious |
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306 | 2 - do not do accelerator step |
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307 | 4 - drop, exitDrop and djTolerance all relative |
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308 | 8 - keep accelerator step to theta=10.0 |
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309 | |
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310 | 32 - Scale |
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311 | 512 - crossover |
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312 | 2048 - keep lambda across mu change |
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313 | 4096 - return best solution (not last found) |
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314 | 8192 - always do a presolve in crossover |
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315 | 16384 - costed slacks found - so whenUsed_ longer |
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316 | 32768 - experimental 1 |
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317 | 65536 - experimental 2 |
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318 | 131072 - experimental 3 |
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319 | 262144 - just values pass etc |
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320 | 524288 - don't treat structural slacks as slacks */ |
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321 | |
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322 | int lightWeight_; // 0 - normal, 1 lightweight |
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323 | }; |
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324 | #endif |
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325 | |
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326 | /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2 |
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327 | */ |
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