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