deba@559: /* -*- mode: C++; indent-tabs-mode: nil; -*-
deba@559:  *
deba@559:  * This file is a part of LEMON, a generic C++ optimization library.
deba@559:  *
deba@559:  * Copyright (C) 2003-2009
deba@559:  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
deba@559:  * (Egervary Research Group on Combinatorial Optimization, EGRES).
deba@559:  *
deba@559:  * Permission to use, modify and distribute this software is granted
deba@559:  * provided that this copyright notice appears in all copies. For
deba@559:  * precise terms see the accompanying LICENSE file.
deba@559:  *
deba@559:  * This software is provided "AS IS" with no warranty of any kind,
deba@559:  * express or implied, and with no claim as to its suitability for any
deba@559:  * purpose.
deba@559:  *
deba@559:  */
deba@559: 
deba@559: ///\file
deba@559: ///\brief Implementation of the CBC MIP solver interface.
deba@559: 
deba@559: #include "cbc.h"
deba@559: 
deba@559: #include <coin/CoinModel.hpp>
deba@559: #include <coin/CbcModel.hpp>
deba@559: #include <coin/OsiSolverInterface.hpp>
deba@559: 
deba@559: #include "coin/OsiClpSolverInterface.hpp"
deba@559: 
deba@559: #include "coin/CbcCutGenerator.hpp"
deba@559: #include "coin/CbcHeuristicLocal.hpp"
deba@559: #include "coin/CbcHeuristicGreedy.hpp"
deba@559: #include "coin/CbcHeuristicFPump.hpp"
deba@559: #include "coin/CbcHeuristicRINS.hpp"
deba@559: 
deba@559: #include "coin/CglGomory.hpp"
deba@559: #include "coin/CglProbing.hpp"
deba@559: #include "coin/CglKnapsackCover.hpp"
deba@559: #include "coin/CglOddHole.hpp"
deba@559: #include "coin/CglClique.hpp"
deba@559: #include "coin/CglFlowCover.hpp"
deba@559: #include "coin/CglMixedIntegerRounding.hpp"
deba@559: 
deba@559: #include "coin/CbcHeuristic.hpp"
deba@559: 
deba@559: namespace lemon {
deba@559: 
deba@559:   CbcMip::CbcMip() {
deba@559:     _prob = new CoinModel();
deba@559:     _prob->setProblemName("LEMON");
deba@559:     _osi_solver = 0;
deba@559:     _cbc_model = 0;
deba@568:     messageLevel(MESSAGE_NOTHING);
deba@559:   }
deba@559: 
deba@559:   CbcMip::CbcMip(const CbcMip& other) {
deba@559:     _prob = new CoinModel(*other._prob);
deba@568:     _prob->setProblemName("LEMON");
deba@559:     _osi_solver = 0;
deba@559:     _cbc_model = 0;
deba@568:     messageLevel(MESSAGE_NOTHING);
deba@559:   }
deba@559: 
deba@559:   CbcMip::~CbcMip() {
deba@559:     delete _prob;
deba@559:     if (_osi_solver) delete _osi_solver;
deba@559:     if (_cbc_model) delete _cbc_model;
deba@559:   }
deba@559: 
deba@559:   const char* CbcMip::_solverName() const { return "CbcMip"; }
deba@559: 
deba@559:   int CbcMip::_addCol() {
deba@559:     _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);
deba@559:     return _prob->numberColumns() - 1;
deba@559:   }
deba@559: 
deba@559:   CbcMip* CbcMip::newSolver() const {
deba@559:     CbcMip* newlp = new CbcMip;
deba@559:     return newlp;
deba@559:   }
deba@559: 
deba@559:   CbcMip* CbcMip::cloneSolver() const {
deba@559:     CbcMip* copylp = new CbcMip(*this);
deba@559:     return copylp;
deba@559:   }
deba@559: 
deba@559:   int CbcMip::_addRow() {
deba@559:     _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
deba@559:     return _prob->numberRows() - 1;
deba@559:   }
deba@559: 
deba@559: 
deba@559:   void CbcMip::_eraseCol(int i) {
deba@559:     _prob->deleteColumn(i);
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_eraseRow(int i) {
deba@559:     _prob->deleteRow(i);
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_eraseColId(int i) {
deba@559:     cols.eraseIndex(i);
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_eraseRowId(int i) {
deba@559:     rows.eraseIndex(i);
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_getColName(int c, std::string& name) const {
deba@559:     name = _prob->getColumnName(c);
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setColName(int c, const std::string& name) {
deba@559:     _prob->setColumnName(c, name.c_str());
deba@559:   }
deba@559: 
deba@559:   int CbcMip::_colByName(const std::string& name) const {
deba@559:     return _prob->column(name.c_str());
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_getRowName(int r, std::string& name) const {
deba@559:     name = _prob->getRowName(r);
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setRowName(int r, const std::string& name) {
deba@559:     _prob->setRowName(r, name.c_str());
deba@559:   }
deba@559: 
deba@559:   int CbcMip::_rowByName(const std::string& name) const {
deba@559:     return _prob->row(name.c_str());
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
deba@559:     for (ExprIterator it = b; it != e; ++it) {
deba@559:       _prob->setElement(i, it->first, it->second);
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
deba@559:     int length = _prob->numberRows();
deba@559: 
deba@559:     std::vector<int> indices(length);
deba@559:     std::vector<Value> values(length);
deba@559: 
deba@559:     length = _prob->getRow(ix, &indices[0], &values[0]);
deba@559: 
deba@559:     for (int i = 0; i < length; ++i) {
deba@559:       *b = std::make_pair(indices[i], values[i]);
deba@559:       ++b;
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
deba@559:     for (ExprIterator it = b; it != e; ++it) {
deba@559:       _prob->setElement(it->first, ix, it->second);
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
deba@559:     int length = _prob->numberColumns();
deba@559: 
deba@559:     std::vector<int> indices(length);
deba@559:     std::vector<Value> values(length);
deba@559: 
deba@559:     length = _prob->getColumn(ix, &indices[0], &values[0]);
deba@559: 
deba@559:     for (int i = 0; i < length; ++i) {
deba@559:       *b = std::make_pair(indices[i], values[i]);
deba@559:       ++b;
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setCoeff(int ix, int jx, Value value) {
deba@559:     _prob->setElement(ix, jx, value);
deba@559:   }
deba@559: 
deba@559:   CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
deba@559:     return _prob->getElement(ix, jx);
deba@559:   }
deba@559: 
deba@559: 
deba@559:   void CbcMip::_setColLowerBound(int i, Value lo) {
deba@559:     LEMON_ASSERT(lo != INF, "Invalid bound");
deba@559:     _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
deba@559:   }
deba@559: 
deba@559:   CbcMip::Value CbcMip::_getColLowerBound(int i) const {
deba@559:     double val = _prob->getColumnLower(i);
deba@559:     return val == - COIN_DBL_MAX ? - INF : val;
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setColUpperBound(int i, Value up) {
deba@559:     LEMON_ASSERT(up != -INF, "Invalid bound");
deba@559:     _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
deba@559:   }
deba@559: 
deba@559:   CbcMip::Value CbcMip::_getColUpperBound(int i) const {
deba@559:     double val = _prob->getColumnUpper(i);
deba@559:     return val == COIN_DBL_MAX ? INF : val;
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setRowLowerBound(int i, Value lo) {
deba@559:     LEMON_ASSERT(lo != INF, "Invalid bound");
deba@559:     _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
deba@559:   }
deba@559: 
deba@559:   CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
deba@559:     double val = _prob->getRowLower(i);
deba@559:     return val == - COIN_DBL_MAX ? - INF : val;
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setRowUpperBound(int i, Value up) {
deba@559:     LEMON_ASSERT(up != -INF, "Invalid bound");
deba@559:     _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
deba@559:   }
deba@559: 
deba@559:   CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
deba@559:     double val = _prob->getRowUpper(i);
deba@559:     return val == COIN_DBL_MAX ? INF : val;
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
deba@559:     int num = _prob->numberColumns();
deba@559:     for (int i = 0; i < num; ++i) {
deba@559:       _prob->setColumnObjective(i, 0.0);
deba@559:     }
deba@559:     for (ExprIterator it = b; it != e; ++it) {
deba@559:       _prob->setColumnObjective(it->first, it->second);
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_getObjCoeffs(InsertIterator b) const {
deba@559:     int num = _prob->numberColumns();
deba@559:     for (int i = 0; i < num; ++i) {
deba@559:       Value coef = _prob->getColumnObjective(i);
deba@559:       if (coef != 0.0) {
deba@559:         *b = std::make_pair(i, coef);
deba@559:         ++b;
deba@559:       }
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setObjCoeff(int i, Value obj_coef) {
deba@559:     _prob->setColumnObjective(i, obj_coef);
deba@559:   }
deba@559: 
deba@559:   CbcMip::Value CbcMip::_getObjCoeff(int i) const {
deba@559:     return _prob->getColumnObjective(i);
deba@559:   }
deba@559: 
deba@559:   CbcMip::SolveExitStatus CbcMip::_solve() {
deba@559: 
deba@559:     if (_osi_solver) {
deba@559:       delete _osi_solver;
deba@559:     }
deba@559:     _osi_solver = new OsiClpSolverInterface();
deba@559: 
deba@559:     _osi_solver->loadFromCoinModel(*_prob);
deba@559: 
deba@559:     if (_cbc_model) {
deba@559:       delete _cbc_model;
deba@559:     }
deba@559:     _cbc_model= new CbcModel(*_osi_solver);
deba@559: 
deba@568:     _osi_solver->messageHandler()->setLogLevel(_message_level);
deba@568:     _cbc_model->setLogLevel(_message_level);
deba@559: 
deba@559:     _cbc_model->initialSolve();
deba@559:     _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
deba@559: 
deba@559:     if (!_cbc_model->isInitialSolveAbandoned() &&
deba@559:         _cbc_model->isInitialSolveProvenOptimal() &&
deba@559:         !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
deba@559:         !_cbc_model->isInitialSolveProvenDualInfeasible()) {
deba@559: 
deba@559:       CglProbing generator1;
deba@559:       generator1.setUsingObjective(true);
deba@559:       generator1.setMaxPass(3);
deba@559:       generator1.setMaxProbe(100);
deba@559:       generator1.setMaxLook(50);
deba@559:       generator1.setRowCuts(3);
deba@559:       _cbc_model->addCutGenerator(&generator1, -1, "Probing");
deba@559: 
deba@559:       CglGomory generator2;
deba@559:       generator2.setLimit(300);
deba@559:       _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
deba@559: 
deba@559:       CglKnapsackCover generator3;
deba@559:       _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
deba@559: 
deba@559:       CglOddHole generator4;
deba@559:       generator4.setMinimumViolation(0.005);
deba@559:       generator4.setMinimumViolationPer(0.00002);
deba@559:       generator4.setMaximumEntries(200);
deba@559:       _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
deba@559: 
deba@559:       CglClique generator5;
deba@559:       generator5.setStarCliqueReport(false);
deba@559:       generator5.setRowCliqueReport(false);
deba@559:       _cbc_model->addCutGenerator(&generator5, -1, "Clique");
deba@559: 
deba@559:       CglMixedIntegerRounding mixedGen;
deba@559:       _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
deba@559: 
deba@559:       CglFlowCover flowGen;
deba@559:       _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
deba@559: 
deba@559:       OsiClpSolverInterface* osiclp =
deba@559:         dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
deba@559:       if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
deba@559:         osiclp->setupForRepeatedUse(2, 0);
deba@559:       }
deba@559: 
deba@559:       CbcRounding heuristic1(*_cbc_model);
deba@559:       heuristic1.setWhen(3);
deba@559:       _cbc_model->addHeuristic(&heuristic1);
deba@559: 
deba@559:       CbcHeuristicLocal heuristic2(*_cbc_model);
deba@559:       heuristic2.setWhen(3);
deba@559:       _cbc_model->addHeuristic(&heuristic2);
deba@559: 
deba@559:       CbcHeuristicGreedyCover heuristic3(*_cbc_model);
deba@559:       heuristic3.setAlgorithm(11);
deba@559:       heuristic3.setWhen(3);
deba@559:       _cbc_model->addHeuristic(&heuristic3);
deba@559: 
deba@559:       CbcHeuristicFPump heuristic4(*_cbc_model);
deba@559:       heuristic4.setWhen(3);
deba@559:       _cbc_model->addHeuristic(&heuristic4);
deba@559: 
deba@559:       CbcHeuristicRINS heuristic5(*_cbc_model);
deba@559:       heuristic5.setWhen(3);
deba@559:       _cbc_model->addHeuristic(&heuristic5);
deba@559: 
deba@559:       if (_cbc_model->getNumCols() < 500) {
deba@559:         _cbc_model->setMaximumCutPassesAtRoot(-100);
deba@559:       } else if (_cbc_model->getNumCols() < 5000) {
deba@559:         _cbc_model->setMaximumCutPassesAtRoot(100);
deba@559:       } else {
deba@559:         _cbc_model->setMaximumCutPassesAtRoot(20);
deba@559:       }
deba@559: 
deba@559:       if (_cbc_model->getNumCols() < 5000) {
deba@559:         _cbc_model->setNumberStrong(10);
deba@559:       }
deba@559: 
deba@559:       _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
deba@559:       _cbc_model->branchAndBound();
deba@559:     }
deba@559: 
deba@559:     if (_cbc_model->isAbandoned()) {
deba@559:       return UNSOLVED;
deba@559:     } else {
deba@559:       return SOLVED;
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   CbcMip::Value CbcMip::_getSol(int i) const {
deba@559:     return _cbc_model->getColSolution()[i];
deba@559:   }
deba@559: 
deba@559:   CbcMip::Value CbcMip::_getSolValue() const {
deba@559:     return _cbc_model->getObjValue();
deba@559:   }
deba@559: 
deba@559:   CbcMip::ProblemType CbcMip::_getType() const {
deba@559:     if (_cbc_model->isProvenOptimal()) {
deba@559:       return OPTIMAL;
deba@559:     } else if (_cbc_model->isContinuousUnbounded()) {
deba@559:       return UNBOUNDED;
deba@559:     }
deba@559:     return FEASIBLE;
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setSense(Sense sense) {
deba@559:     switch (sense) {
deba@559:     case MIN:
deba@559:       _prob->setOptimizationDirection(1.0);
deba@559:       break;
deba@559:     case MAX:
deba@559:       _prob->setOptimizationDirection(- 1.0);
deba@559:       break;
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   CbcMip::Sense CbcMip::_getSense() const {
deba@559:     if (_prob->optimizationDirection() > 0.0) {
deba@559:       return MIN;
deba@559:     } else if (_prob->optimizationDirection() < 0.0) {
deba@559:       return MAX;
deba@559:     } else {
deba@559:       LEMON_ASSERT(false, "Wrong sense");
deba@559:       return CbcMip::Sense();
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
deba@559:     switch (col_type){
deba@559:     case INTEGER:
deba@559:       _prob->setInteger(i);
deba@559:       break;
deba@559:     case REAL:
deba@559:       _prob->setContinuous(i);
deba@559:       break;
deba@559:     default:;
deba@559:       LEMON_ASSERT(false, "Wrong sense");
deba@559:     }
deba@559:   }
deba@559: 
deba@559:   CbcMip::ColTypes CbcMip::_getColType(int i) const {
deba@559:     return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
deba@559:   }
deba@559: 
deba@559:   void CbcMip::_clear() {
deba@559:     delete _prob;
deba@559:     if (_osi_solver) {
deba@559:       delete _osi_solver;
deba@559:       _osi_solver = 0;
deba@559:     }
deba@559:     if (_cbc_model) {
deba@559:       delete _cbc_model;
deba@559:       _cbc_model = 0;
deba@559:     }
deba@559: 
deba@559:     _prob = new CoinModel();
deba@559:     rows.clear();
deba@559:     cols.clear();
deba@559:   }
deba@559: 
deba@568:   void CbcMip::_messageLevel(MessageLevel level) {
deba@568:     switch (level) {
deba@568:     case MESSAGE_NOTHING:
deba@568:       _message_level = 0;
deba@568:       break;
deba@568:     case MESSAGE_ERROR:
deba@568:       _message_level = 1;
deba@568:       break;
deba@568:     case MESSAGE_WARNING:
deba@568:       _message_level = 1;
deba@568:       break;
deba@568:     case MESSAGE_NORMAL:
deba@568:       _message_level = 2;
deba@568:       break;
deba@568:     case MESSAGE_VERBOSE:
deba@568:       _message_level = 3;
deba@568:       break;
deba@568:     }
deba@559:   }
deba@559: 
deba@559: } //END OF NAMESPACE LEMON