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1 /* glpios03.c (branch-and-cut driver) */ |
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2 |
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3 /*********************************************************************** |
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4 * This code is part of GLPK (GNU Linear Programming Kit). |
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5 * |
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6 * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, |
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7 * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, |
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8 * Moscow Aviation Institute, Moscow, Russia. All rights reserved. |
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9 * E-mail: <mao@gnu.org>. |
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10 * |
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11 * GLPK is free software: you can redistribute it and/or modify it |
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12 * under the terms of the GNU General Public License as published by |
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13 * the Free Software Foundation, either version 3 of the License, or |
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14 * (at your option) any later version. |
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15 * |
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16 * GLPK is distributed in the hope that it will be useful, but WITHOUT |
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17 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY |
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18 * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public |
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19 * License for more details. |
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20 * |
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21 * You should have received a copy of the GNU General Public License |
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22 * along with GLPK. If not, see <http://www.gnu.org/licenses/>. |
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23 ***********************************************************************/ |
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24 |
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25 #include "glpios.h" |
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26 |
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27 /*********************************************************************** |
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28 * show_progress - display current progress of the search |
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29 * |
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30 * This routine displays some information about current progress of the |
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31 * search. |
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32 * |
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33 * The information includes: |
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34 * |
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35 * the current number of iterations performed by the simplex solver; |
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36 * |
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37 * the objective value for the best known integer feasible solution, |
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38 * which is upper (minimization) or lower (maximization) global bound |
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39 * for optimal solution of the original mip problem; |
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40 * |
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41 * the best local bound for active nodes, which is lower (minimization) |
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42 * or upper (maximization) global bound for optimal solution of the |
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43 * original mip problem; |
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44 * |
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45 * the relative mip gap, in percents; |
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46 * |
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47 * the number of open (active) subproblems; |
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48 * |
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49 * the number of completely explored subproblems, i.e. whose nodes have |
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50 * been removed from the tree. */ |
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51 |
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52 static void show_progress(glp_tree *T, int bingo) |
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53 { int p; |
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54 double temp; |
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55 char best_mip[50], best_bound[50], *rho, rel_gap[50]; |
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56 /* format the best known integer feasible solution */ |
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57 if (T->mip->mip_stat == GLP_FEAS) |
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58 sprintf(best_mip, "%17.9e", T->mip->mip_obj); |
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59 else |
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60 sprintf(best_mip, "%17s", "not found yet"); |
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61 /* determine reference number of an active subproblem whose local |
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62 bound is best */ |
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63 p = ios_best_node(T); |
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64 /* format the best bound */ |
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65 if (p == 0) |
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66 sprintf(best_bound, "%17s", "tree is empty"); |
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67 else |
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68 { temp = T->slot[p].node->bound; |
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69 if (temp == -DBL_MAX) |
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70 sprintf(best_bound, "%17s", "-inf"); |
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71 else if (temp == +DBL_MAX) |
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72 sprintf(best_bound, "%17s", "+inf"); |
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73 else |
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74 sprintf(best_bound, "%17.9e", temp); |
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75 } |
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76 /* choose the relation sign between global bounds */ |
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77 if (T->mip->dir == GLP_MIN) |
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78 rho = ">="; |
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79 else if (T->mip->dir == GLP_MAX) |
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80 rho = "<="; |
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81 else |
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82 xassert(T != T); |
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83 /* format the relative mip gap */ |
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84 temp = ios_relative_gap(T); |
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85 if (temp == 0.0) |
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86 sprintf(rel_gap, " 0.0%%"); |
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87 else if (temp < 0.001) |
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88 sprintf(rel_gap, "< 0.1%%"); |
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89 else if (temp <= 9.999) |
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90 sprintf(rel_gap, "%5.1f%%", 100.0 * temp); |
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91 else |
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92 sprintf(rel_gap, "%6s", ""); |
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93 /* display progress of the search */ |
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94 xprintf("+%6d: %s %s %s %s %s (%d; %d)\n", |
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95 T->mip->it_cnt, bingo ? ">>>>>" : "mip =", best_mip, rho, |
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96 best_bound, rel_gap, T->a_cnt, T->t_cnt - T->n_cnt); |
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97 T->tm_lag = xtime(); |
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98 return; |
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99 } |
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100 |
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101 /*********************************************************************** |
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102 * is_branch_hopeful - check if specified branch is hopeful |
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103 * |
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104 * This routine checks if the specified subproblem can have an integer |
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105 * optimal solution which is better than the best known one. |
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106 * |
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107 * The check is based on comparison of the local objective bound stored |
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108 * in the subproblem descriptor and the incumbent objective value which |
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109 * is the global objective bound. |
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110 * |
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111 * If there is a chance that the specified subproblem can have a better |
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112 * integer optimal solution, the routine returns non-zero. Otherwise, if |
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113 * the corresponding branch can pruned, zero is returned. */ |
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114 |
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115 static int is_branch_hopeful(glp_tree *T, int p) |
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116 { xassert(1 <= p && p <= T->nslots); |
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117 xassert(T->slot[p].node != NULL); |
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118 return ios_is_hopeful(T, T->slot[p].node->bound); |
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119 } |
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120 |
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121 /*********************************************************************** |
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122 * check_integrality - check integrality of basic solution |
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123 * |
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124 * This routine checks if the basic solution of LP relaxation of the |
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125 * current subproblem satisfies to integrality conditions, i.e. that all |
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126 * variables of integer kind have integral primal values. (The solution |
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127 * is assumed to be optimal.) |
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128 * |
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129 * For each variable of integer kind the routine computes the following |
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130 * quantity: |
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131 * |
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132 * ii(x[j]) = min(x[j] - floor(x[j]), ceil(x[j]) - x[j]), (1) |
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133 * |
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134 * which is a measure of the integer infeasibility (non-integrality) of |
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135 * x[j] (for example, ii(2.1) = 0.1, ii(3.7) = 0.3, ii(5.0) = 0). It is |
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136 * understood that 0 <= ii(x[j]) <= 0.5, and variable x[j] is integer |
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137 * feasible if ii(x[j]) = 0. However, due to floating-point arithmetic |
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138 * the routine checks less restrictive condition: |
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139 * |
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140 * ii(x[j]) <= tol_int, (2) |
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141 * |
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142 * where tol_int is a given tolerance (small positive number) and marks |
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143 * each variable which does not satisfy to (2) as integer infeasible by |
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144 * setting its fractionality flag. |
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145 * |
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146 * In order to characterize integer infeasibility of the basic solution |
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147 * in the whole the routine computes two parameters: ii_cnt, which is |
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148 * the number of variables with the fractionality flag set, and ii_sum, |
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149 * which is the sum of integer infeasibilities (1). */ |
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150 |
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151 static void check_integrality(glp_tree *T) |
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152 { glp_prob *mip = T->mip; |
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153 int j, type, ii_cnt = 0; |
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154 double lb, ub, x, temp1, temp2, ii_sum = 0.0; |
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155 /* walk through the set of columns (structural variables) */ |
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156 for (j = 1; j <= mip->n; j++) |
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157 { GLPCOL *col = mip->col[j]; |
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158 T->non_int[j] = 0; |
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159 /* if the column is not integer, skip it */ |
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160 if (col->kind != GLP_IV) continue; |
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161 /* if the column is non-basic, it is integer feasible */ |
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162 if (col->stat != GLP_BS) continue; |
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163 /* obtain the type and bounds of the column */ |
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164 type = col->type, lb = col->lb, ub = col->ub; |
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165 /* obtain value of the column in optimal basic solution */ |
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166 x = col->prim; |
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167 /* if the column's primal value is close to the lower bound, |
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168 the column is integer feasible within given tolerance */ |
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169 if (type == GLP_LO || type == GLP_DB || type == GLP_FX) |
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170 { temp1 = lb - T->parm->tol_int; |
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171 temp2 = lb + T->parm->tol_int; |
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172 if (temp1 <= x && x <= temp2) continue; |
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173 #if 0 |
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174 /* the lower bound must not be violated */ |
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175 xassert(x >= lb); |
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176 #else |
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177 if (x < lb) continue; |
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178 #endif |
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179 } |
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180 /* if the column's primal value is close to the upper bound, |
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181 the column is integer feasible within given tolerance */ |
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182 if (type == GLP_UP || type == GLP_DB || type == GLP_FX) |
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183 { temp1 = ub - T->parm->tol_int; |
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184 temp2 = ub + T->parm->tol_int; |
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185 if (temp1 <= x && x <= temp2) continue; |
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186 #if 0 |
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187 /* the upper bound must not be violated */ |
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188 xassert(x <= ub); |
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189 #else |
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190 if (x > ub) continue; |
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191 #endif |
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192 } |
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193 /* if the column's primal value is close to nearest integer, |
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194 the column is integer feasible within given tolerance */ |
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195 temp1 = floor(x + 0.5) - T->parm->tol_int; |
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196 temp2 = floor(x + 0.5) + T->parm->tol_int; |
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197 if (temp1 <= x && x <= temp2) continue; |
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198 /* otherwise the column is integer infeasible */ |
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199 T->non_int[j] = 1; |
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200 /* increase the number of fractional-valued columns */ |
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201 ii_cnt++; |
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202 /* compute the sum of integer infeasibilities */ |
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203 temp1 = x - floor(x); |
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204 temp2 = ceil(x) - x; |
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205 xassert(temp1 > 0.0 && temp2 > 0.0); |
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206 ii_sum += (temp1 <= temp2 ? temp1 : temp2); |
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207 } |
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208 /* store ii_cnt and ii_sum to the current problem descriptor */ |
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209 xassert(T->curr != NULL); |
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210 T->curr->ii_cnt = ii_cnt; |
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211 T->curr->ii_sum = ii_sum; |
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212 /* and also display these parameters */ |
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213 if (T->parm->msg_lev >= GLP_MSG_DBG) |
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214 { if (ii_cnt == 0) |
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215 xprintf("There are no fractional columns\n"); |
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216 else if (ii_cnt == 1) |
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217 xprintf("There is one fractional column, integer infeasibil" |
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218 "ity is %.3e\n", ii_sum); |
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219 else |
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220 xprintf("There are %d fractional columns, integer infeasibi" |
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221 "lity is %.3e\n", ii_cnt, ii_sum); |
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222 } |
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223 return; |
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224 } |
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225 |
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226 /*********************************************************************** |
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227 * record_solution - record better integer feasible solution |
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228 * |
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229 * This routine records optimal basic solution of LP relaxation of the |
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230 * current subproblem, which being integer feasible is better than the |
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231 * best known integer feasible solution. */ |
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232 |
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233 static void record_solution(glp_tree *T) |
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234 { glp_prob *mip = T->mip; |
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235 int i, j; |
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236 mip->mip_stat = GLP_FEAS; |
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237 mip->mip_obj = mip->obj_val; |
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238 for (i = 1; i <= mip->m; i++) |
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239 { GLPROW *row = mip->row[i]; |
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240 row->mipx = row->prim; |
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241 } |
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242 for (j = 1; j <= mip->n; j++) |
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243 { GLPCOL *col = mip->col[j]; |
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244 if (col->kind == GLP_CV) |
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245 col->mipx = col->prim; |
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246 else if (col->kind == GLP_IV) |
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247 { /* value of the integer column must be integral */ |
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248 col->mipx = floor(col->prim + 0.5); |
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249 } |
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250 else |
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251 xassert(col != col); |
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252 } |
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253 T->sol_cnt++; |
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254 return; |
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255 } |
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256 |
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257 /*********************************************************************** |
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258 * fix_by_red_cost - fix non-basic integer columns by reduced costs |
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259 * |
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260 * This routine fixes some non-basic integer columns if their reduced |
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261 * costs indicate that increasing (decreasing) the column at least by |
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262 * one involves the objective value becoming worse than the incumbent |
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263 * objective value. */ |
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264 |
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265 static void fix_by_red_cost(glp_tree *T) |
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266 { glp_prob *mip = T->mip; |
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267 int j, stat, fixed = 0; |
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268 double obj, lb, ub, dj; |
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269 /* the global bound must exist */ |
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270 xassert(T->mip->mip_stat == GLP_FEAS); |
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271 /* basic solution of LP relaxation must be optimal */ |
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272 xassert(mip->pbs_stat == GLP_FEAS && mip->dbs_stat == GLP_FEAS); |
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273 /* determine the objective function value */ |
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274 obj = mip->obj_val; |
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275 /* walk through the column list */ |
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276 for (j = 1; j <= mip->n; j++) |
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277 { GLPCOL *col = mip->col[j]; |
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278 /* if the column is not integer, skip it */ |
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279 if (col->kind != GLP_IV) continue; |
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280 /* obtain bounds of j-th column */ |
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281 lb = col->lb, ub = col->ub; |
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282 /* and determine its status and reduced cost */ |
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283 stat = col->stat, dj = col->dual; |
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284 /* analyze the reduced cost */ |
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285 switch (mip->dir) |
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286 { case GLP_MIN: |
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287 /* minimization */ |
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288 if (stat == GLP_NL) |
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289 { /* j-th column is non-basic on its lower bound */ |
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290 if (dj < 0.0) dj = 0.0; |
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291 if (obj + dj >= mip->mip_obj) |
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292 glp_set_col_bnds(mip, j, GLP_FX, lb, lb), fixed++; |
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293 } |
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294 else if (stat == GLP_NU) |
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295 { /* j-th column is non-basic on its upper bound */ |
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296 if (dj > 0.0) dj = 0.0; |
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297 if (obj - dj >= mip->mip_obj) |
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298 glp_set_col_bnds(mip, j, GLP_FX, ub, ub), fixed++; |
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299 } |
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300 break; |
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301 case GLP_MAX: |
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302 /* maximization */ |
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303 if (stat == GLP_NL) |
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304 { /* j-th column is non-basic on its lower bound */ |
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305 if (dj > 0.0) dj = 0.0; |
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306 if (obj + dj <= mip->mip_obj) |
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307 glp_set_col_bnds(mip, j, GLP_FX, lb, lb), fixed++; |
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308 } |
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309 else if (stat == GLP_NU) |
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310 { /* j-th column is non-basic on its upper bound */ |
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311 if (dj < 0.0) dj = 0.0; |
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312 if (obj - dj <= mip->mip_obj) |
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313 glp_set_col_bnds(mip, j, GLP_FX, ub, ub), fixed++; |
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314 } |
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315 break; |
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316 default: |
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317 xassert(T != T); |
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318 } |
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319 } |
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320 if (T->parm->msg_lev >= GLP_MSG_DBG) |
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321 { if (fixed == 0) |
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322 /* nothing to say */; |
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323 else if (fixed == 1) |
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324 xprintf("One column has been fixed by reduced cost\n"); |
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325 else |
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326 xprintf("%d columns have been fixed by reduced costs\n", |
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327 fixed); |
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328 } |
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329 /* fixing non-basic columns on their current bounds does not |
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330 change the basic solution */ |
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331 xassert(mip->pbs_stat == GLP_FEAS && mip->dbs_stat == GLP_FEAS); |
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332 return; |
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333 } |
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334 |
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335 /*********************************************************************** |
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336 * branch_on - perform branching on specified variable |
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337 * |
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338 * This routine performs branching on j-th column (structural variable) |
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339 * of the current subproblem. The specified column must be of integer |
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340 * kind and must have a fractional value in optimal basic solution of |
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341 * LP relaxation of the current subproblem (i.e. only columns for which |
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342 * the flag non_int[j] is set are valid candidates to branch on). |
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343 * |
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344 * Let x be j-th structural variable, and beta be its primal fractional |
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345 * value in the current basic solution. Branching on j-th variable is |
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346 * dividing the current subproblem into two new subproblems, which are |
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347 * identical to the current subproblem with the following exception: in |
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348 * the first subproblem that begins the down-branch x has a new upper |
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349 * bound x <= floor(beta), and in the second subproblem that begins the |
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350 * up-branch x has a new lower bound x >= ceil(beta). |
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351 * |
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352 * Depending on estimation of local bounds for down- and up-branches |
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353 * this routine returns the following: |
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354 * |
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355 * 0 - both branches have been created; |
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356 * 1 - one branch is hopeless and has been pruned, so now the current |
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357 * subproblem is other branch; |
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358 * 2 - both branches are hopeless and have been pruned; new subproblem |
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359 * selection is needed to continue the search. */ |
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360 |
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361 static int branch_on(glp_tree *T, int j, int next) |
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362 { glp_prob *mip = T->mip; |
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363 IOSNPD *node; |
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364 int m = mip->m; |
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365 int n = mip->n; |
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366 int type, dn_type, up_type, dn_bad, up_bad, p, ret, clone[1+2]; |
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367 double lb, ub, beta, new_ub, new_lb, dn_lp, up_lp, dn_bnd, up_bnd; |
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368 /* determine bounds and value of x[j] in optimal solution to LP |
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369 relaxation of the current subproblem */ |
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370 xassert(1 <= j && j <= n); |
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371 type = mip->col[j]->type; |
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372 lb = mip->col[j]->lb; |
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373 ub = mip->col[j]->ub; |
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374 beta = mip->col[j]->prim; |
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375 /* determine new bounds of x[j] for down- and up-branches */ |
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376 new_ub = floor(beta); |
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377 new_lb = ceil(beta); |
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378 switch (type) |
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379 { case GLP_FR: |
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380 dn_type = GLP_UP; |
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381 up_type = GLP_LO; |
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382 break; |
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383 case GLP_LO: |
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384 xassert(lb <= new_ub); |
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385 dn_type = (lb == new_ub ? GLP_FX : GLP_DB); |
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386 xassert(lb + 1.0 <= new_lb); |
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387 up_type = GLP_LO; |
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388 break; |
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389 case GLP_UP: |
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390 xassert(new_ub <= ub - 1.0); |
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391 dn_type = GLP_UP; |
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392 xassert(new_lb <= ub); |
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393 up_type = (new_lb == ub ? GLP_FX : GLP_DB); |
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394 break; |
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395 case GLP_DB: |
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396 xassert(lb <= new_ub && new_ub <= ub - 1.0); |
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397 dn_type = (lb == new_ub ? GLP_FX : GLP_DB); |
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398 xassert(lb + 1.0 <= new_lb && new_lb <= ub); |
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399 up_type = (new_lb == ub ? GLP_FX : GLP_DB); |
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400 break; |
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401 default: |
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402 xassert(type != type); |
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403 } |
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404 /* compute local bounds to LP relaxation for both branches */ |
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405 ios_eval_degrad(T, j, &dn_lp, &up_lp); |
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406 /* and improve them by rounding */ |
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407 dn_bnd = ios_round_bound(T, dn_lp); |
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408 up_bnd = ios_round_bound(T, up_lp); |
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409 /* check local bounds for down- and up-branches */ |
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410 dn_bad = !ios_is_hopeful(T, dn_bnd); |
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411 up_bad = !ios_is_hopeful(T, up_bnd); |
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412 if (dn_bad && up_bad) |
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413 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
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414 xprintf("Both down- and up-branches are hopeless\n"); |
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415 ret = 2; |
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416 goto done; |
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417 } |
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418 else if (up_bad) |
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419 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
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420 xprintf("Up-branch is hopeless\n"); |
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421 glp_set_col_bnds(mip, j, dn_type, lb, new_ub); |
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422 T->curr->lp_obj = dn_lp; |
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423 if (mip->dir == GLP_MIN) |
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424 { if (T->curr->bound < dn_bnd) |
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425 T->curr->bound = dn_bnd; |
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426 } |
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427 else if (mip->dir == GLP_MAX) |
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428 { if (T->curr->bound > dn_bnd) |
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429 T->curr->bound = dn_bnd; |
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430 } |
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431 else |
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432 xassert(mip != mip); |
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433 ret = 1; |
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434 goto done; |
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435 } |
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436 else if (dn_bad) |
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437 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
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438 xprintf("Down-branch is hopeless\n"); |
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439 glp_set_col_bnds(mip, j, up_type, new_lb, ub); |
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440 T->curr->lp_obj = up_lp; |
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441 if (mip->dir == GLP_MIN) |
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442 { if (T->curr->bound < up_bnd) |
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443 T->curr->bound = up_bnd; |
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444 } |
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445 else if (mip->dir == GLP_MAX) |
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446 { if (T->curr->bound > up_bnd) |
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447 T->curr->bound = up_bnd; |
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448 } |
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449 else |
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450 xassert(mip != mip); |
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451 ret = 1; |
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452 goto done; |
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453 } |
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454 /* both down- and up-branches seem to be hopeful */ |
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455 if (T->parm->msg_lev >= GLP_MSG_DBG) |
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456 xprintf("Branching on column %d, primal value is %.9e\n", |
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457 j, beta); |
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458 /* determine the reference number of the current subproblem */ |
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459 xassert(T->curr != NULL); |
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460 p = T->curr->p; |
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461 T->curr->br_var = j; |
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462 T->curr->br_val = beta; |
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463 /* freeze the current subproblem */ |
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464 ios_freeze_node(T); |
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465 /* create two clones of the current subproblem; the first clone |
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466 begins the down-branch, the second one begins the up-branch */ |
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467 ios_clone_node(T, p, 2, clone); |
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468 if (T->parm->msg_lev >= GLP_MSG_DBG) |
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469 xprintf("Node %d begins down branch, node %d begins up branch " |
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470 "\n", clone[1], clone[2]); |
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471 /* set new upper bound of j-th column in the down-branch */ |
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472 node = T->slot[clone[1]].node; |
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473 xassert(node != NULL); |
|
474 xassert(node->up != NULL); |
|
475 xassert(node->b_ptr == NULL); |
|
476 node->b_ptr = dmp_get_atom(T->pool, sizeof(IOSBND)); |
|
477 node->b_ptr->k = m + j; |
|
478 node->b_ptr->type = (unsigned char)dn_type; |
|
479 node->b_ptr->lb = lb; |
|
480 node->b_ptr->ub = new_ub; |
|
481 node->b_ptr->next = NULL; |
|
482 node->lp_obj = dn_lp; |
|
483 if (mip->dir == GLP_MIN) |
|
484 { if (node->bound < dn_bnd) |
|
485 node->bound = dn_bnd; |
|
486 } |
|
487 else if (mip->dir == GLP_MAX) |
|
488 { if (node->bound > dn_bnd) |
|
489 node->bound = dn_bnd; |
|
490 } |
|
491 else |
|
492 xassert(mip != mip); |
|
493 /* set new lower bound of j-th column in the up-branch */ |
|
494 node = T->slot[clone[2]].node; |
|
495 xassert(node != NULL); |
|
496 xassert(node->up != NULL); |
|
497 xassert(node->b_ptr == NULL); |
|
498 node->b_ptr = dmp_get_atom(T->pool, sizeof(IOSBND)); |
|
499 node->b_ptr->k = m + j; |
|
500 node->b_ptr->type = (unsigned char)up_type; |
|
501 node->b_ptr->lb = new_lb; |
|
502 node->b_ptr->ub = ub; |
|
503 node->b_ptr->next = NULL; |
|
504 node->lp_obj = up_lp; |
|
505 if (mip->dir == GLP_MIN) |
|
506 { if (node->bound < up_bnd) |
|
507 node->bound = up_bnd; |
|
508 } |
|
509 else if (mip->dir == GLP_MAX) |
|
510 { if (node->bound > up_bnd) |
|
511 node->bound = up_bnd; |
|
512 } |
|
513 else |
|
514 xassert(mip != mip); |
|
515 /* suggest the subproblem to be solved next */ |
|
516 xassert(T->child == 0); |
|
517 if (next == GLP_NO_BRNCH) |
|
518 T->child = 0; |
|
519 else if (next == GLP_DN_BRNCH) |
|
520 T->child = clone[1]; |
|
521 else if (next == GLP_UP_BRNCH) |
|
522 T->child = clone[2]; |
|
523 else |
|
524 xassert(next != next); |
|
525 ret = 0; |
|
526 done: return ret; |
|
527 } |
|
528 |
|
529 /*********************************************************************** |
|
530 * cleanup_the_tree - prune hopeless branches from the tree |
|
531 * |
|
532 * This routine walks through the active list and checks the local |
|
533 * bound for every active subproblem. If the local bound indicates that |
|
534 * the subproblem cannot have integer optimal solution better than the |
|
535 * incumbent objective value, the routine deletes such subproblem that, |
|
536 * in turn, involves pruning the corresponding branch of the tree. */ |
|
537 |
|
538 static void cleanup_the_tree(glp_tree *T) |
|
539 { IOSNPD *node, *next_node; |
|
540 int count = 0; |
|
541 /* the global bound must exist */ |
|
542 xassert(T->mip->mip_stat == GLP_FEAS); |
|
543 /* walk through the list of active subproblems */ |
|
544 for (node = T->head; node != NULL; node = next_node) |
|
545 { /* deleting some active problem node may involve deleting its |
|
546 parents recursively; however, all its parents being created |
|
547 *before* it are always *precede* it in the node list, so |
|
548 the next problem node is never affected by such deletion */ |
|
549 next_node = node->next; |
|
550 /* if the branch is hopeless, prune it */ |
|
551 if (!is_branch_hopeful(T, node->p)) |
|
552 ios_delete_node(T, node->p), count++; |
|
553 } |
|
554 if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
555 { if (count == 1) |
|
556 xprintf("One hopeless branch has been pruned\n"); |
|
557 else if (count > 1) |
|
558 xprintf("%d hopeless branches have been pruned\n", count); |
|
559 } |
|
560 return; |
|
561 } |
|
562 |
|
563 /**********************************************************************/ |
|
564 |
|
565 static void generate_cuts(glp_tree *T) |
|
566 { /* generate generic cuts with built-in generators */ |
|
567 if (!(T->parm->mir_cuts == GLP_ON || |
|
568 T->parm->gmi_cuts == GLP_ON || |
|
569 T->parm->cov_cuts == GLP_ON || |
|
570 T->parm->clq_cuts == GLP_ON)) goto done; |
|
571 #if 1 /* 20/IX-2008 */ |
|
572 { int i, max_cuts, added_cuts; |
|
573 max_cuts = T->n; |
|
574 if (max_cuts < 1000) max_cuts = 1000; |
|
575 added_cuts = 0; |
|
576 for (i = T->orig_m+1; i <= T->mip->m; i++) |
|
577 { if (T->mip->row[i]->origin == GLP_RF_CUT) |
|
578 added_cuts++; |
|
579 } |
|
580 /* xprintf("added_cuts = %d\n", added_cuts); */ |
|
581 if (added_cuts >= max_cuts) goto done; |
|
582 } |
|
583 #endif |
|
584 /* generate and add to POOL all cuts violated by x* */ |
|
585 if (T->parm->gmi_cuts == GLP_ON) |
|
586 { if (T->curr->changed < 5) |
|
587 ios_gmi_gen(T); |
|
588 } |
|
589 if (T->parm->mir_cuts == GLP_ON) |
|
590 { xassert(T->mir_gen != NULL); |
|
591 ios_mir_gen(T, T->mir_gen); |
|
592 } |
|
593 if (T->parm->cov_cuts == GLP_ON) |
|
594 { /* cover cuts works well along with mir cuts */ |
|
595 /*if (T->round <= 5)*/ |
|
596 ios_cov_gen(T); |
|
597 } |
|
598 if (T->parm->clq_cuts == GLP_ON) |
|
599 { if (T->clq_gen != NULL) |
|
600 { if (T->curr->level == 0 && T->curr->changed < 50 || |
|
601 T->curr->level > 0 && T->curr->changed < 5) |
|
602 ios_clq_gen(T, T->clq_gen); |
|
603 } |
|
604 } |
|
605 done: return; |
|
606 } |
|
607 |
|
608 /**********************************************************************/ |
|
609 |
|
610 static void remove_cuts(glp_tree *T) |
|
611 { /* remove inactive cuts (some valueable globally valid cut might |
|
612 be saved in the global cut pool) */ |
|
613 int i, cnt = 0, *num = NULL; |
|
614 xassert(T->curr != NULL); |
|
615 for (i = T->orig_m+1; i <= T->mip->m; i++) |
|
616 { if (T->mip->row[i]->origin == GLP_RF_CUT && |
|
617 T->mip->row[i]->level == T->curr->level && |
|
618 T->mip->row[i]->stat == GLP_BS) |
|
619 { if (num == NULL) |
|
620 num = xcalloc(1+T->mip->m, sizeof(int)); |
|
621 num[++cnt] = i; |
|
622 } |
|
623 } |
|
624 if (cnt > 0) |
|
625 { glp_del_rows(T->mip, cnt, num); |
|
626 #if 0 |
|
627 xprintf("%d inactive cut(s) removed\n", cnt); |
|
628 #endif |
|
629 xfree(num); |
|
630 xassert(glp_factorize(T->mip) == 0); |
|
631 } |
|
632 return; |
|
633 } |
|
634 |
|
635 /**********************************************************************/ |
|
636 |
|
637 static void display_cut_info(glp_tree *T) |
|
638 { glp_prob *mip = T->mip; |
|
639 int i, gmi = 0, mir = 0, cov = 0, clq = 0, app = 0; |
|
640 for (i = mip->m; i > 0; i--) |
|
641 { GLPROW *row; |
|
642 row = mip->row[i]; |
|
643 /* if (row->level < T->curr->level) break; */ |
|
644 if (row->origin == GLP_RF_CUT) |
|
645 { if (row->klass == GLP_RF_GMI) |
|
646 gmi++; |
|
647 else if (row->klass == GLP_RF_MIR) |
|
648 mir++; |
|
649 else if (row->klass == GLP_RF_COV) |
|
650 cov++; |
|
651 else if (row->klass == GLP_RF_CLQ) |
|
652 clq++; |
|
653 else |
|
654 app++; |
|
655 } |
|
656 } |
|
657 xassert(T->curr != NULL); |
|
658 if (gmi + mir + cov + clq + app > 0) |
|
659 { xprintf("Cuts on level %d:", T->curr->level); |
|
660 if (gmi > 0) xprintf(" gmi = %d;", gmi); |
|
661 if (mir > 0) xprintf(" mir = %d;", mir); |
|
662 if (cov > 0) xprintf(" cov = %d;", cov); |
|
663 if (clq > 0) xprintf(" clq = %d;", clq); |
|
664 if (app > 0) xprintf(" app = %d;", app); |
|
665 xprintf("\n"); |
|
666 } |
|
667 return; |
|
668 } |
|
669 |
|
670 /*********************************************************************** |
|
671 * NAME |
|
672 * |
|
673 * ios_driver - branch-and-cut driver |
|
674 * |
|
675 * SYNOPSIS |
|
676 * |
|
677 * #include "glpios.h" |
|
678 * int ios_driver(glp_tree *T); |
|
679 * |
|
680 * DESCRIPTION |
|
681 * |
|
682 * The routine ios_driver is a branch-and-cut driver. It controls the |
|
683 * MIP solution process. |
|
684 * |
|
685 * RETURNS |
|
686 * |
|
687 * 0 The MIP problem instance has been successfully solved. This code |
|
688 * does not necessarily mean that the solver has found optimal |
|
689 * solution. It only means that the solution process was successful. |
|
690 * |
|
691 * GLP_EFAIL |
|
692 * The search was prematurely terminated due to the solver failure. |
|
693 * |
|
694 * GLP_EMIPGAP |
|
695 * The search was prematurely terminated, because the relative mip |
|
696 * gap tolerance has been reached. |
|
697 * |
|
698 * GLP_ETMLIM |
|
699 * The search was prematurely terminated, because the time limit has |
|
700 * been exceeded. |
|
701 * |
|
702 * GLP_ESTOP |
|
703 * The search was prematurely terminated by application. */ |
|
704 |
|
705 int ios_driver(glp_tree *T) |
|
706 { int p, curr_p, p_stat, d_stat, ret; |
|
707 #if 1 /* carry out to glp_tree */ |
|
708 int pred_p = 0; |
|
709 /* if the current subproblem has been just created due to |
|
710 branching, pred_p is the reference number of its parent |
|
711 subproblem, otherwise pred_p is zero */ |
|
712 #endif |
|
713 glp_long ttt = T->tm_beg; |
|
714 #if 0 |
|
715 ((glp_iocp *)T->parm)->msg_lev = GLP_MSG_DBG; |
|
716 #endif |
|
717 /* on entry to the B&B driver it is assumed that the active list |
|
718 contains the only active (i.e. root) subproblem, which is the |
|
719 original MIP problem to be solved */ |
|
720 loop: /* main loop starts here */ |
|
721 /* at this point the current subproblem does not exist */ |
|
722 xassert(T->curr == NULL); |
|
723 /* if the active list is empty, the search is finished */ |
|
724 if (T->head == NULL) |
|
725 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
726 xprintf("Active list is empty!\n"); |
|
727 xassert(dmp_in_use(T->pool).lo == 0); |
|
728 ret = 0; |
|
729 goto done; |
|
730 } |
|
731 /* select some active subproblem to continue the search */ |
|
732 xassert(T->next_p == 0); |
|
733 /* let the application program select subproblem */ |
|
734 if (T->parm->cb_func != NULL) |
|
735 { xassert(T->reason == 0); |
|
736 T->reason = GLP_ISELECT; |
|
737 T->parm->cb_func(T, T->parm->cb_info); |
|
738 T->reason = 0; |
|
739 if (T->stop) |
|
740 { ret = GLP_ESTOP; |
|
741 goto done; |
|
742 } |
|
743 } |
|
744 if (T->next_p != 0) |
|
745 { /* the application program has selected something */ |
|
746 ; |
|
747 } |
|
748 else if (T->a_cnt == 1) |
|
749 { /* the only active subproblem exists, so select it */ |
|
750 xassert(T->head->next == NULL); |
|
751 T->next_p = T->head->p; |
|
752 } |
|
753 else if (T->child != 0) |
|
754 { /* select one of branching childs suggested by the branching |
|
755 heuristic */ |
|
756 T->next_p = T->child; |
|
757 } |
|
758 else |
|
759 { /* select active subproblem as specified by the backtracking |
|
760 technique option */ |
|
761 T->next_p = ios_choose_node(T); |
|
762 } |
|
763 /* the active subproblem just selected becomes current */ |
|
764 ios_revive_node(T, T->next_p); |
|
765 T->next_p = T->child = 0; |
|
766 /* invalidate pred_p, if it is not the reference number of the |
|
767 parent of the current subproblem */ |
|
768 if (T->curr->up != NULL && T->curr->up->p != pred_p) pred_p = 0; |
|
769 /* determine the reference number of the current subproblem */ |
|
770 p = T->curr->p; |
|
771 if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
772 { xprintf("-----------------------------------------------------" |
|
773 "-------------------\n"); |
|
774 xprintf("Processing node %d at level %d\n", p, T->curr->level); |
|
775 } |
|
776 /* if it is the root subproblem, initialize cut generators */ |
|
777 if (p == 1) |
|
778 { if (T->parm->gmi_cuts == GLP_ON) |
|
779 { if (T->parm->msg_lev >= GLP_MSG_ALL) |
|
780 xprintf("Gomory's cuts enabled\n"); |
|
781 } |
|
782 if (T->parm->mir_cuts == GLP_ON) |
|
783 { if (T->parm->msg_lev >= GLP_MSG_ALL) |
|
784 xprintf("MIR cuts enabled\n"); |
|
785 xassert(T->mir_gen == NULL); |
|
786 T->mir_gen = ios_mir_init(T); |
|
787 } |
|
788 if (T->parm->cov_cuts == GLP_ON) |
|
789 { if (T->parm->msg_lev >= GLP_MSG_ALL) |
|
790 xprintf("Cover cuts enabled\n"); |
|
791 } |
|
792 if (T->parm->clq_cuts == GLP_ON) |
|
793 { xassert(T->clq_gen == NULL); |
|
794 if (T->parm->msg_lev >= GLP_MSG_ALL) |
|
795 xprintf("Clique cuts enabled\n"); |
|
796 T->clq_gen = ios_clq_init(T); |
|
797 } |
|
798 } |
|
799 more: /* minor loop starts here */ |
|
800 /* at this point the current subproblem needs either to be solved |
|
801 for the first time or re-optimized due to reformulation */ |
|
802 /* display current progress of the search */ |
|
803 if (T->parm->msg_lev >= GLP_MSG_DBG || |
|
804 T->parm->msg_lev >= GLP_MSG_ON && |
|
805 (double)(T->parm->out_frq - 1) <= |
|
806 1000.0 * xdifftime(xtime(), T->tm_lag)) |
|
807 show_progress(T, 0); |
|
808 if (T->parm->msg_lev >= GLP_MSG_ALL && |
|
809 xdifftime(xtime(), ttt) >= 60.0) |
|
810 { glp_long total; |
|
811 glp_mem_usage(NULL, NULL, &total, NULL); |
|
812 xprintf("Time used: %.1f secs. Memory used: %.1f Mb.\n", |
|
813 xdifftime(xtime(), T->tm_beg), xltod(total) / 1048576.0); |
|
814 ttt = xtime(); |
|
815 } |
|
816 /* check the mip gap */ |
|
817 if (T->parm->mip_gap > 0.0 && |
|
818 ios_relative_gap(T) <= T->parm->mip_gap) |
|
819 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
820 xprintf("Relative gap tolerance reached; search terminated " |
|
821 "\n"); |
|
822 ret = GLP_EMIPGAP; |
|
823 goto done; |
|
824 } |
|
825 /* check if the time limit has been exhausted */ |
|
826 if (T->parm->tm_lim < INT_MAX && |
|
827 (double)(T->parm->tm_lim - 1) <= |
|
828 1000.0 * xdifftime(xtime(), T->tm_beg)) |
|
829 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
830 xprintf("Time limit exhausted; search terminated\n"); |
|
831 ret = GLP_ETMLIM; |
|
832 goto done; |
|
833 } |
|
834 /* let the application program preprocess the subproblem */ |
|
835 if (T->parm->cb_func != NULL) |
|
836 { xassert(T->reason == 0); |
|
837 T->reason = GLP_IPREPRO; |
|
838 T->parm->cb_func(T, T->parm->cb_info); |
|
839 T->reason = 0; |
|
840 if (T->stop) |
|
841 { ret = GLP_ESTOP; |
|
842 goto done; |
|
843 } |
|
844 } |
|
845 /* perform basic preprocessing */ |
|
846 if (T->parm->pp_tech == GLP_PP_NONE) |
|
847 ; |
|
848 else if (T->parm->pp_tech == GLP_PP_ROOT) |
|
849 { if (T->curr->level == 0) |
|
850 { if (ios_preprocess_node(T, 100)) |
|
851 goto fath; |
|
852 } |
|
853 } |
|
854 else if (T->parm->pp_tech == GLP_PP_ALL) |
|
855 { if (ios_preprocess_node(T, T->curr->level == 0 ? 100 : 10)) |
|
856 goto fath; |
|
857 } |
|
858 else |
|
859 xassert(T != T); |
|
860 /* preprocessing may improve the global bound */ |
|
861 if (!is_branch_hopeful(T, p)) |
|
862 { xprintf("*** not tested yet ***\n"); |
|
863 goto fath; |
|
864 } |
|
865 /* solve LP relaxation of the current subproblem */ |
|
866 if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
867 xprintf("Solving LP relaxation...\n"); |
|
868 ret = ios_solve_node(T); |
|
869 if (!(ret == 0 || ret == GLP_EOBJLL || ret == GLP_EOBJUL)) |
|
870 { if (T->parm->msg_lev >= GLP_MSG_ERR) |
|
871 xprintf("ios_driver: unable to solve current LP relaxation;" |
|
872 " glp_simplex returned %d\n", ret); |
|
873 ret = GLP_EFAIL; |
|
874 goto done; |
|
875 } |
|
876 /* analyze status of the basic solution to LP relaxation found */ |
|
877 p_stat = T->mip->pbs_stat; |
|
878 d_stat = T->mip->dbs_stat; |
|
879 if (p_stat == GLP_FEAS && d_stat == GLP_FEAS) |
|
880 { /* LP relaxation has optimal solution */ |
|
881 if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
882 xprintf("Found optimal solution to LP relaxation\n"); |
|
883 } |
|
884 else if (d_stat == GLP_NOFEAS) |
|
885 { /* LP relaxation has no dual feasible solution */ |
|
886 /* since the current subproblem cannot have a larger feasible |
|
887 region than its parent, there is something wrong */ |
|
888 if (T->parm->msg_lev >= GLP_MSG_ERR) |
|
889 xprintf("ios_driver: current LP relaxation has no dual feas" |
|
890 "ible solution\n"); |
|
891 ret = GLP_EFAIL; |
|
892 goto done; |
|
893 } |
|
894 else if (p_stat == GLP_INFEAS && d_stat == GLP_FEAS) |
|
895 { /* LP relaxation has no primal solution which is better than |
|
896 the incumbent objective value */ |
|
897 xassert(T->mip->mip_stat == GLP_FEAS); |
|
898 if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
899 xprintf("LP relaxation has no solution better than incumben" |
|
900 "t objective value\n"); |
|
901 /* prune the branch */ |
|
902 goto fath; |
|
903 } |
|
904 else if (p_stat == GLP_NOFEAS) |
|
905 { /* LP relaxation has no primal feasible solution */ |
|
906 if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
907 xprintf("LP relaxation has no feasible solution\n"); |
|
908 /* prune the branch */ |
|
909 goto fath; |
|
910 } |
|
911 else |
|
912 { /* other cases cannot appear */ |
|
913 xassert(T->mip != T->mip); |
|
914 } |
|
915 /* at this point basic solution to LP relaxation of the current |
|
916 subproblem is optimal */ |
|
917 xassert(p_stat == GLP_FEAS && d_stat == GLP_FEAS); |
|
918 xassert(T->curr != NULL); |
|
919 T->curr->lp_obj = T->mip->obj_val; |
|
920 /* thus, it defines a local bound to integer optimal solution of |
|
921 the current subproblem */ |
|
922 { double bound = T->mip->obj_val; |
|
923 /* some local bound to the current subproblem could be already |
|
924 set before, so we should only improve it */ |
|
925 bound = ios_round_bound(T, bound); |
|
926 if (T->mip->dir == GLP_MIN) |
|
927 { if (T->curr->bound < bound) |
|
928 T->curr->bound = bound; |
|
929 } |
|
930 else if (T->mip->dir == GLP_MAX) |
|
931 { if (T->curr->bound > bound) |
|
932 T->curr->bound = bound; |
|
933 } |
|
934 else |
|
935 xassert(T->mip != T->mip); |
|
936 if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
937 xprintf("Local bound is %.9e\n", bound); |
|
938 } |
|
939 /* if the local bound indicates that integer optimal solution of |
|
940 the current subproblem cannot be better than the global bound, |
|
941 prune the branch */ |
|
942 if (!is_branch_hopeful(T, p)) |
|
943 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
944 xprintf("Current branch is hopeless and can be pruned\n"); |
|
945 goto fath; |
|
946 } |
|
947 /* let the application program generate additional rows ("lazy" |
|
948 constraints) */ |
|
949 xassert(T->reopt == 0); |
|
950 xassert(T->reinv == 0); |
|
951 if (T->parm->cb_func != NULL) |
|
952 { xassert(T->reason == 0); |
|
953 T->reason = GLP_IROWGEN; |
|
954 T->parm->cb_func(T, T->parm->cb_info); |
|
955 T->reason = 0; |
|
956 if (T->stop) |
|
957 { ret = GLP_ESTOP; |
|
958 goto done; |
|
959 } |
|
960 if (T->reopt) |
|
961 { /* some rows were added; re-optimization is needed */ |
|
962 T->reopt = T->reinv = 0; |
|
963 goto more; |
|
964 } |
|
965 if (T->reinv) |
|
966 { /* no rows were added, however, some inactive rows were |
|
967 removed */ |
|
968 T->reinv = 0; |
|
969 xassert(glp_factorize(T->mip) == 0); |
|
970 } |
|
971 } |
|
972 /* check if the basic solution is integer feasible */ |
|
973 check_integrality(T); |
|
974 /* if the basic solution satisfies to all integrality conditions, |
|
975 it is a new, better integer feasible solution */ |
|
976 if (T->curr->ii_cnt == 0) |
|
977 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
978 xprintf("New integer feasible solution found\n"); |
|
979 if (T->parm->msg_lev >= GLP_MSG_ALL) |
|
980 display_cut_info(T); |
|
981 record_solution(T); |
|
982 if (T->parm->msg_lev >= GLP_MSG_ON) |
|
983 show_progress(T, 1); |
|
984 /* make the application program happy */ |
|
985 if (T->parm->cb_func != NULL) |
|
986 { xassert(T->reason == 0); |
|
987 T->reason = GLP_IBINGO; |
|
988 T->parm->cb_func(T, T->parm->cb_info); |
|
989 T->reason = 0; |
|
990 if (T->stop) |
|
991 { ret = GLP_ESTOP; |
|
992 goto done; |
|
993 } |
|
994 } |
|
995 /* since the current subproblem has been fathomed, prune its |
|
996 branch */ |
|
997 goto fath; |
|
998 } |
|
999 /* at this point basic solution to LP relaxation of the current |
|
1000 subproblem is optimal, but integer infeasible */ |
|
1001 /* try to fix some non-basic structural variables of integer kind |
|
1002 on their current bounds due to reduced costs */ |
|
1003 if (T->mip->mip_stat == GLP_FEAS) |
|
1004 fix_by_red_cost(T); |
|
1005 /* let the application program try to find some solution to the |
|
1006 original MIP with a primal heuristic */ |
|
1007 if (T->parm->cb_func != NULL) |
|
1008 { xassert(T->reason == 0); |
|
1009 T->reason = GLP_IHEUR; |
|
1010 T->parm->cb_func(T, T->parm->cb_info); |
|
1011 T->reason = 0; |
|
1012 if (T->stop) |
|
1013 { ret = GLP_ESTOP; |
|
1014 goto done; |
|
1015 } |
|
1016 /* check if the current branch became hopeless */ |
|
1017 if (!is_branch_hopeful(T, p)) |
|
1018 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
1019 xprintf("Current branch became hopeless and can be prune" |
|
1020 "d\n"); |
|
1021 goto fath; |
|
1022 } |
|
1023 } |
|
1024 /* try to find solution with the feasibility pump heuristic */ |
|
1025 if (T->parm->fp_heur) |
|
1026 { xassert(T->reason == 0); |
|
1027 T->reason = GLP_IHEUR; |
|
1028 ios_feas_pump(T); |
|
1029 T->reason = 0; |
|
1030 /* check if the current branch became hopeless */ |
|
1031 if (!is_branch_hopeful(T, p)) |
|
1032 { if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
1033 xprintf("Current branch became hopeless and can be prune" |
|
1034 "d\n"); |
|
1035 goto fath; |
|
1036 } |
|
1037 } |
|
1038 /* it's time to generate cutting planes */ |
|
1039 xassert(T->local != NULL); |
|
1040 xassert(T->local->size == 0); |
|
1041 /* let the application program generate some cuts; note that it |
|
1042 can add cuts either to the local cut pool or directly to the |
|
1043 current subproblem */ |
|
1044 if (T->parm->cb_func != NULL) |
|
1045 { xassert(T->reason == 0); |
|
1046 T->reason = GLP_ICUTGEN; |
|
1047 T->parm->cb_func(T, T->parm->cb_info); |
|
1048 T->reason = 0; |
|
1049 if (T->stop) |
|
1050 { ret = GLP_ESTOP; |
|
1051 goto done; |
|
1052 } |
|
1053 } |
|
1054 /* try to generate generic cuts with built-in generators |
|
1055 (as suggested by Matteo Fischetti et al. the built-in cuts |
|
1056 are not generated at each branching node; an intense attempt |
|
1057 of generating new cuts is only made at the root node, and then |
|
1058 a moderate effort is spent after each backtracking step) */ |
|
1059 if (T->curr->level == 0 || pred_p == 0) |
|
1060 { xassert(T->reason == 0); |
|
1061 T->reason = GLP_ICUTGEN; |
|
1062 generate_cuts(T); |
|
1063 T->reason = 0; |
|
1064 } |
|
1065 /* if the local cut pool is not empty, select useful cuts and add |
|
1066 them to the current subproblem */ |
|
1067 if (T->local->size > 0) |
|
1068 { xassert(T->reason == 0); |
|
1069 T->reason = GLP_ICUTGEN; |
|
1070 ios_process_cuts(T); |
|
1071 T->reason = 0; |
|
1072 } |
|
1073 /* clear the local cut pool */ |
|
1074 ios_clear_pool(T, T->local); |
|
1075 /* perform re-optimization, if necessary */ |
|
1076 if (T->reopt) |
|
1077 { T->reopt = 0; |
|
1078 T->curr->changed++; |
|
1079 goto more; |
|
1080 } |
|
1081 /* no cuts were generated; remove inactive cuts */ |
|
1082 remove_cuts(T); |
|
1083 if (T->parm->msg_lev >= GLP_MSG_ALL && T->curr->level == 0) |
|
1084 display_cut_info(T); |
|
1085 /* update history information used on pseudocost branching */ |
|
1086 if (T->pcost != NULL) ios_pcost_update(T); |
|
1087 /* it's time to perform branching */ |
|
1088 xassert(T->br_var == 0); |
|
1089 xassert(T->br_sel == 0); |
|
1090 /* let the application program choose variable to branch on */ |
|
1091 if (T->parm->cb_func != NULL) |
|
1092 { xassert(T->reason == 0); |
|
1093 xassert(T->br_var == 0); |
|
1094 xassert(T->br_sel == 0); |
|
1095 T->reason = GLP_IBRANCH; |
|
1096 T->parm->cb_func(T, T->parm->cb_info); |
|
1097 T->reason = 0; |
|
1098 if (T->stop) |
|
1099 { ret = GLP_ESTOP; |
|
1100 goto done; |
|
1101 } |
|
1102 } |
|
1103 /* if nothing has been chosen, choose some variable as specified |
|
1104 by the branching technique option */ |
|
1105 if (T->br_var == 0) |
|
1106 T->br_var = ios_choose_var(T, &T->br_sel); |
|
1107 /* perform actual branching */ |
|
1108 curr_p = T->curr->p; |
|
1109 ret = branch_on(T, T->br_var, T->br_sel); |
|
1110 T->br_var = T->br_sel = 0; |
|
1111 if (ret == 0) |
|
1112 { /* both branches have been created */ |
|
1113 pred_p = curr_p; |
|
1114 goto loop; |
|
1115 } |
|
1116 else if (ret == 1) |
|
1117 { /* one branch is hopeless and has been pruned, so now the |
|
1118 current subproblem is other branch */ |
|
1119 /* the current subproblem should be considered as a new one, |
|
1120 since one bound of the branching variable was changed */ |
|
1121 T->curr->solved = T->curr->changed = 0; |
|
1122 goto more; |
|
1123 } |
|
1124 else if (ret == 2) |
|
1125 { /* both branches are hopeless and have been pruned; new |
|
1126 subproblem selection is needed to continue the search */ |
|
1127 goto fath; |
|
1128 } |
|
1129 else |
|
1130 xassert(ret != ret); |
|
1131 fath: /* the current subproblem has been fathomed */ |
|
1132 if (T->parm->msg_lev >= GLP_MSG_DBG) |
|
1133 xprintf("Node %d fathomed\n", p); |
|
1134 /* freeze the current subproblem */ |
|
1135 ios_freeze_node(T); |
|
1136 /* and prune the corresponding branch of the tree */ |
|
1137 ios_delete_node(T, p); |
|
1138 /* if a new integer feasible solution has just been found, other |
|
1139 branches may become hopeless and therefore must be pruned */ |
|
1140 if (T->mip->mip_stat == GLP_FEAS) cleanup_the_tree(T); |
|
1141 /* new subproblem selection is needed due to backtracking */ |
|
1142 pred_p = 0; |
|
1143 goto loop; |
|
1144 done: /* display progress of the search on exit from the solver */ |
|
1145 if (T->parm->msg_lev >= GLP_MSG_ON) |
|
1146 show_progress(T, 0); |
|
1147 if (T->mir_gen != NULL) |
|
1148 ios_mir_term(T->mir_gen), T->mir_gen = NULL; |
|
1149 if (T->clq_gen != NULL) |
|
1150 ios_clq_term(T->clq_gen), T->clq_gen = NULL; |
|
1151 /* return to the calling program */ |
|
1152 return ret; |
|
1153 } |
|
1154 |
|
1155 /* eof */ |