src/glpios12.c
author Alpar Juttner <alpar@cs.elte.hu>
Mon, 06 Dec 2010 13:09:21 +0100
changeset 1 c445c931472f
permissions -rw-r--r--
Import glpk-4.45

- Generated files and doc/notes are removed
     1 /* glpios12.c (node selection heuristics) */
     2 
     3 /***********************************************************************
     4 *  This code is part of GLPK (GNU Linear Programming Kit).
     5 *
     6 *  Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
     7 *  2009, 2010 Andrew Makhorin, Department for Applied Informatics,
     8 *  Moscow Aviation Institute, Moscow, Russia. All rights reserved.
     9 *  E-mail: <mao@gnu.org>.
    10 *
    11 *  GLPK is free software: you can redistribute it and/or modify it
    12 *  under the terms of the GNU General Public License as published by
    13 *  the Free Software Foundation, either version 3 of the License, or
    14 *  (at your option) any later version.
    15 *
    16 *  GLPK is distributed in the hope that it will be useful, but WITHOUT
    17 *  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
    18 *  or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
    19 *  License for more details.
    20 *
    21 *  You should have received a copy of the GNU General Public License
    22 *  along with GLPK. If not, see <http://www.gnu.org/licenses/>.
    23 ***********************************************************************/
    24 
    25 #include "glpios.h"
    26 
    27 /***********************************************************************
    28 *  NAME
    29 *
    30 *  ios_choose_node - select subproblem to continue the search
    31 *
    32 *  SYNOPSIS
    33 *
    34 *  #include "glpios.h"
    35 *  int ios_choose_node(glp_tree *T);
    36 *
    37 *  DESCRIPTION
    38 *
    39 *  The routine ios_choose_node selects a subproblem from the active
    40 *  list to continue the search. The choice depends on the backtracking
    41 *  technique option.
    42 *
    43 *  RETURNS
    44 *
    45 *  The routine ios_choose_node return the reference number of the
    46 *  subproblem selected. */
    47 
    48 static int most_feas(glp_tree *T);
    49 static int best_proj(glp_tree *T);
    50 static int best_node(glp_tree *T);
    51 
    52 int ios_choose_node(glp_tree *T)
    53 {     int p;
    54       if (T->parm->bt_tech == GLP_BT_DFS)
    55       {  /* depth first search */
    56          xassert(T->tail != NULL);
    57          p = T->tail->p;
    58       }
    59       else if (T->parm->bt_tech == GLP_BT_BFS)
    60       {  /* breadth first search */
    61          xassert(T->head != NULL);
    62          p = T->head->p;
    63       }
    64       else if (T->parm->bt_tech == GLP_BT_BLB)
    65       {  /* select node with best local bound */
    66          p = best_node(T);
    67       }
    68       else if (T->parm->bt_tech == GLP_BT_BPH)
    69       {  if (T->mip->mip_stat == GLP_UNDEF)
    70          {  /* "most integer feasible" subproblem */
    71             p = most_feas(T);
    72          }
    73          else
    74          {  /* best projection heuristic */
    75             p = best_proj(T);
    76          }
    77       }
    78       else
    79          xassert(T != T);
    80       return p;
    81 }
    82 
    83 static int most_feas(glp_tree *T)
    84 {     /* select subproblem whose parent has minimal sum of integer
    85          infeasibilities */
    86       IOSNPD *node;
    87       int p;
    88       double best;
    89       p = 0, best = DBL_MAX;
    90       for (node = T->head; node != NULL; node = node->next)
    91       {  xassert(node->up != NULL);
    92          if (best > node->up->ii_sum)
    93             p = node->p, best = node->up->ii_sum;
    94       }
    95       return p;
    96 }
    97 
    98 static int best_proj(glp_tree *T)
    99 {     /* select subproblem using the best projection heuristic */
   100       IOSNPD *root, *node;
   101       int p;
   102       double best, deg, obj;
   103       /* the global bound must exist */
   104       xassert(T->mip->mip_stat == GLP_FEAS);
   105       /* obtain pointer to the root node, which must exist */
   106       root = T->slot[1].node;
   107       xassert(root != NULL);
   108       /* deg estimates degradation of the objective function per unit
   109          of the sum of integer infeasibilities */
   110       xassert(root->ii_sum > 0.0);
   111       deg = (T->mip->mip_obj - root->bound) / root->ii_sum;
   112       /* nothing has been selected so far */
   113       p = 0, best = DBL_MAX;
   114       /* walk through the list of active subproblems */
   115       for (node = T->head; node != NULL; node = node->next)
   116       {  xassert(node->up != NULL);
   117          /* obj estimates optimal objective value if the sum of integer
   118             infeasibilities were zero */
   119          obj = node->up->bound + deg * node->up->ii_sum;
   120          if (T->mip->dir == GLP_MAX) obj = - obj;
   121          /* select the subproblem which has the best estimated optimal
   122             objective value */
   123          if (best > obj) p = node->p, best = obj;
   124       }
   125       return p;
   126 }
   127 
   128 static int best_node(glp_tree *T)
   129 {     /* select subproblem with best local bound */
   130       IOSNPD *node, *best = NULL;
   131       double bound, eps;
   132       switch (T->mip->dir)
   133       {  case GLP_MIN:
   134             bound = +DBL_MAX;
   135             for (node = T->head; node != NULL; node = node->next)
   136                if (bound > node->bound) bound = node->bound;
   137             xassert(bound != +DBL_MAX);
   138             eps = 0.001 * (1.0 + fabs(bound));
   139             for (node = T->head; node != NULL; node = node->next)
   140             {  if (node->bound <= bound + eps)
   141                {  xassert(node->up != NULL);
   142                   if (best == NULL ||
   143 #if 1
   144                   best->up->ii_sum > node->up->ii_sum) best = node;
   145 #else
   146                   best->lp_obj > node->lp_obj) best = node;
   147 #endif
   148                }
   149             }
   150             break;
   151          case GLP_MAX:
   152             bound = -DBL_MAX;
   153             for (node = T->head; node != NULL; node = node->next)
   154                if (bound < node->bound) bound = node->bound;
   155             xassert(bound != -DBL_MAX);
   156             eps = 0.001 * (1.0 + fabs(bound));
   157             for (node = T->head; node != NULL; node = node->next)
   158             {  if (node->bound >= bound - eps)
   159                {  xassert(node->up != NULL);
   160                   if (best == NULL ||
   161 #if 1
   162                   best->up->ii_sum > node->up->ii_sum) best = node;
   163 #else
   164                   best->lp_obj < node->lp_obj) best = node;
   165 #endif
   166                }
   167             }
   168             break;
   169          default:
   170             xassert(T != T);
   171       }
   172       xassert(best != NULL);
   173       return best->p;
   174 }
   175 
   176 /* eof */