lemon/cbc.cc
author Alpar Juttner <alpar@cs.elte.hu>
Mon, 24 Oct 2011 21:40:31 +0200
branch1.2
changeset 931 c1a959df3b2c
parent 576 745e182d0139
child 952 0976225b5cae
child 964 7fdaa05a69a1
permissions -rw-r--r--
Merge #428 and #429 to branch 1.2
deba@567
     1
/* -*- mode: C++; indent-tabs-mode: nil; -*-
deba@567
     2
 *
deba@567
     3
 * This file is a part of LEMON, a generic C++ optimization library.
deba@567
     4
 *
deba@567
     5
 * Copyright (C) 2003-2009
deba@567
     6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
deba@567
     7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
deba@567
     8
 *
deba@567
     9
 * Permission to use, modify and distribute this software is granted
deba@567
    10
 * provided that this copyright notice appears in all copies. For
deba@567
    11
 * precise terms see the accompanying LICENSE file.
deba@567
    12
 *
deba@567
    13
 * This software is provided "AS IS" with no warranty of any kind,
deba@567
    14
 * express or implied, and with no claim as to its suitability for any
deba@567
    15
 * purpose.
deba@567
    16
 *
deba@567
    17
 */
deba@567
    18
deba@567
    19
///\file
deba@567
    20
///\brief Implementation of the CBC MIP solver interface.
deba@567
    21
deba@567
    22
#include "cbc.h"
deba@567
    23
deba@567
    24
#include <coin/CoinModel.hpp>
deba@567
    25
#include <coin/CbcModel.hpp>
deba@567
    26
#include <coin/OsiSolverInterface.hpp>
deba@567
    27
deba@567
    28
#ifdef COIN_HAS_CLP
deba@567
    29
#include "coin/OsiClpSolverInterface.hpp"
deba@567
    30
#endif
deba@567
    31
#ifdef COIN_HAS_OSL
deba@567
    32
#include "coin/OsiOslSolverInterface.hpp"
deba@567
    33
#endif
deba@567
    34
deba@567
    35
#include "coin/CbcCutGenerator.hpp"
deba@567
    36
#include "coin/CbcHeuristicLocal.hpp"
deba@567
    37
#include "coin/CbcHeuristicGreedy.hpp"
deba@567
    38
#include "coin/CbcHeuristicFPump.hpp"
deba@567
    39
#include "coin/CbcHeuristicRINS.hpp"
deba@567
    40
deba@567
    41
#include "coin/CglGomory.hpp"
deba@567
    42
#include "coin/CglProbing.hpp"
deba@567
    43
#include "coin/CglKnapsackCover.hpp"
deba@567
    44
#include "coin/CglOddHole.hpp"
deba@567
    45
#include "coin/CglClique.hpp"
deba@567
    46
#include "coin/CglFlowCover.hpp"
deba@567
    47
#include "coin/CglMixedIntegerRounding.hpp"
deba@567
    48
deba@567
    49
#include "coin/CbcHeuristic.hpp"
deba@567
    50
deba@567
    51
namespace lemon {
deba@567
    52
deba@567
    53
  CbcMip::CbcMip() {
deba@567
    54
    _prob = new CoinModel();
deba@567
    55
    _prob->setProblemName("LEMON");
deba@567
    56
    _osi_solver = 0;
deba@567
    57
    _cbc_model = 0;
deba@576
    58
    messageLevel(MESSAGE_NOTHING);
deba@567
    59
  }
deba@567
    60
deba@567
    61
  CbcMip::CbcMip(const CbcMip& other) {
deba@567
    62
    _prob = new CoinModel(*other._prob);
deba@576
    63
    _prob->setProblemName("LEMON");
deba@567
    64
    _osi_solver = 0;
deba@567
    65
    _cbc_model = 0;
deba@576
    66
    messageLevel(MESSAGE_NOTHING);
deba@567
    67
  }
deba@567
    68
deba@567
    69
  CbcMip::~CbcMip() {
deba@567
    70
    delete _prob;
deba@567
    71
    if (_osi_solver) delete _osi_solver;
deba@567
    72
    if (_cbc_model) delete _cbc_model;
deba@567
    73
  }
deba@567
    74
deba@567
    75
  const char* CbcMip::_solverName() const { return "CbcMip"; }
deba@567
    76
deba@567
    77
  int CbcMip::_addCol() {
deba@567
    78
    _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);
deba@567
    79
    return _prob->numberColumns() - 1;
deba@567
    80
  }
deba@567
    81
deba@567
    82
  CbcMip* CbcMip::newSolver() const {
deba@567
    83
    CbcMip* newlp = new CbcMip;
deba@567
    84
    return newlp;
deba@567
    85
  }
deba@567
    86
deba@567
    87
  CbcMip* CbcMip::cloneSolver() const {
deba@567
    88
    CbcMip* copylp = new CbcMip(*this);
deba@567
    89
    return copylp;
deba@567
    90
  }
deba@567
    91
deba@567
    92
  int CbcMip::_addRow() {
deba@567
    93
    _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
deba@567
    94
    return _prob->numberRows() - 1;
deba@567
    95
  }
deba@567
    96
deba@746
    97
  int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
deba@746
    98
    std::vector<int> indexes;
deba@746
    99
    std::vector<Value> values;
deba@746
   100
deba@746
   101
    for(ExprIterator it = b; it != e; ++it) {
deba@746
   102
      indexes.push_back(it->first);
deba@746
   103
      values.push_back(it->second);
deba@746
   104
    }
deba@746
   105
deba@746
   106
    _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);
deba@746
   107
    return _prob->numberRows() - 1;
deba@746
   108
  }
deba@567
   109
deba@567
   110
  void CbcMip::_eraseCol(int i) {
deba@567
   111
    _prob->deleteColumn(i);
deba@567
   112
  }
deba@567
   113
deba@567
   114
  void CbcMip::_eraseRow(int i) {
deba@567
   115
    _prob->deleteRow(i);
deba@567
   116
  }
deba@567
   117
deba@567
   118
  void CbcMip::_eraseColId(int i) {
deba@567
   119
    cols.eraseIndex(i);
deba@567
   120
  }
deba@567
   121
deba@567
   122
  void CbcMip::_eraseRowId(int i) {
deba@567
   123
    rows.eraseIndex(i);
deba@567
   124
  }
deba@567
   125
deba@567
   126
  void CbcMip::_getColName(int c, std::string& name) const {
deba@567
   127
    name = _prob->getColumnName(c);
deba@567
   128
  }
deba@567
   129
deba@567
   130
  void CbcMip::_setColName(int c, const std::string& name) {
deba@567
   131
    _prob->setColumnName(c, name.c_str());
deba@567
   132
  }
deba@567
   133
deba@567
   134
  int CbcMip::_colByName(const std::string& name) const {
deba@567
   135
    return _prob->column(name.c_str());
deba@567
   136
  }
deba@567
   137
deba@567
   138
  void CbcMip::_getRowName(int r, std::string& name) const {
deba@567
   139
    name = _prob->getRowName(r);
deba@567
   140
  }
deba@567
   141
deba@567
   142
  void CbcMip::_setRowName(int r, const std::string& name) {
deba@567
   143
    _prob->setRowName(r, name.c_str());
deba@567
   144
  }
deba@567
   145
deba@567
   146
  int CbcMip::_rowByName(const std::string& name) const {
deba@567
   147
    return _prob->row(name.c_str());
deba@567
   148
  }
deba@567
   149
deba@567
   150
  void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
deba@567
   151
    for (ExprIterator it = b; it != e; ++it) {
deba@567
   152
      _prob->setElement(i, it->first, it->second);
deba@567
   153
    }
deba@567
   154
  }
deba@567
   155
deba@567
   156
  void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
deba@567
   157
    int length = _prob->numberRows();
deba@567
   158
deba@567
   159
    std::vector<int> indices(length);
deba@567
   160
    std::vector<Value> values(length);
deba@567
   161
deba@567
   162
    length = _prob->getRow(ix, &indices[0], &values[0]);
deba@567
   163
deba@567
   164
    for (int i = 0; i < length; ++i) {
deba@567
   165
      *b = std::make_pair(indices[i], values[i]);
deba@567
   166
      ++b;
deba@567
   167
    }
deba@567
   168
  }
deba@567
   169
deba@567
   170
  void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
deba@567
   171
    for (ExprIterator it = b; it != e; ++it) {
deba@567
   172
      _prob->setElement(it->first, ix, it->second);
deba@567
   173
    }
deba@567
   174
  }
deba@567
   175
deba@567
   176
  void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
deba@567
   177
    int length = _prob->numberColumns();
deba@567
   178
deba@567
   179
    std::vector<int> indices(length);
deba@567
   180
    std::vector<Value> values(length);
deba@567
   181
deba@567
   182
    length = _prob->getColumn(ix, &indices[0], &values[0]);
deba@567
   183
deba@567
   184
    for (int i = 0; i < length; ++i) {
deba@567
   185
      *b = std::make_pair(indices[i], values[i]);
deba@567
   186
      ++b;
deba@567
   187
    }
deba@567
   188
  }
deba@567
   189
deba@567
   190
  void CbcMip::_setCoeff(int ix, int jx, Value value) {
deba@567
   191
    _prob->setElement(ix, jx, value);
deba@567
   192
  }
deba@567
   193
deba@567
   194
  CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
deba@567
   195
    return _prob->getElement(ix, jx);
deba@567
   196
  }
deba@567
   197
deba@567
   198
deba@567
   199
  void CbcMip::_setColLowerBound(int i, Value lo) {
deba@567
   200
    LEMON_ASSERT(lo != INF, "Invalid bound");
deba@567
   201
    _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
deba@567
   202
  }
deba@567
   203
deba@567
   204
  CbcMip::Value CbcMip::_getColLowerBound(int i) const {
deba@567
   205
    double val = _prob->getColumnLower(i);
deba@567
   206
    return val == - COIN_DBL_MAX ? - INF : val;
deba@567
   207
  }
deba@567
   208
deba@567
   209
  void CbcMip::_setColUpperBound(int i, Value up) {
deba@567
   210
    LEMON_ASSERT(up != -INF, "Invalid bound");
deba@567
   211
    _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
deba@567
   212
  }
deba@567
   213
deba@567
   214
  CbcMip::Value CbcMip::_getColUpperBound(int i) const {
deba@567
   215
    double val = _prob->getColumnUpper(i);
deba@567
   216
    return val == COIN_DBL_MAX ? INF : val;
deba@567
   217
  }
deba@567
   218
deba@567
   219
  void CbcMip::_setRowLowerBound(int i, Value lo) {
deba@567
   220
    LEMON_ASSERT(lo != INF, "Invalid bound");
deba@567
   221
    _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
deba@567
   222
  }
deba@567
   223
deba@567
   224
  CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
deba@567
   225
    double val = _prob->getRowLower(i);
deba@567
   226
    return val == - COIN_DBL_MAX ? - INF : val;
deba@567
   227
  }
deba@567
   228
deba@567
   229
  void CbcMip::_setRowUpperBound(int i, Value up) {
deba@567
   230
    LEMON_ASSERT(up != -INF, "Invalid bound");
deba@567
   231
    _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
deba@567
   232
  }
deba@567
   233
deba@567
   234
  CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
deba@567
   235
    double val = _prob->getRowUpper(i);
deba@567
   236
    return val == COIN_DBL_MAX ? INF : val;
deba@567
   237
  }
deba@567
   238
deba@567
   239
  void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
deba@567
   240
    int num = _prob->numberColumns();
deba@567
   241
    for (int i = 0; i < num; ++i) {
deba@567
   242
      _prob->setColumnObjective(i, 0.0);
deba@567
   243
    }
deba@567
   244
    for (ExprIterator it = b; it != e; ++it) {
deba@567
   245
      _prob->setColumnObjective(it->first, it->second);
deba@567
   246
    }
deba@567
   247
  }
deba@567
   248
deba@567
   249
  void CbcMip::_getObjCoeffs(InsertIterator b) const {
deba@567
   250
    int num = _prob->numberColumns();
deba@567
   251
    for (int i = 0; i < num; ++i) {
deba@567
   252
      Value coef = _prob->getColumnObjective(i);
deba@567
   253
      if (coef != 0.0) {
deba@567
   254
        *b = std::make_pair(i, coef);
deba@567
   255
        ++b;
deba@567
   256
      }
deba@567
   257
    }
deba@567
   258
  }
deba@567
   259
deba@567
   260
  void CbcMip::_setObjCoeff(int i, Value obj_coef) {
deba@567
   261
    _prob->setColumnObjective(i, obj_coef);
deba@567
   262
  }
deba@567
   263
deba@567
   264
  CbcMip::Value CbcMip::_getObjCoeff(int i) const {
deba@567
   265
    return _prob->getColumnObjective(i);
deba@567
   266
  }
deba@567
   267
deba@567
   268
  CbcMip::SolveExitStatus CbcMip::_solve() {
deba@567
   269
deba@567
   270
    if (_osi_solver) {
deba@567
   271
      delete _osi_solver;
deba@567
   272
    }
deba@567
   273
#ifdef COIN_HAS_CLP
deba@567
   274
    _osi_solver = new OsiClpSolverInterface();
deba@567
   275
#elif COIN_HAS_OSL
deba@567
   276
    _osi_solver = new OsiOslSolverInterface();
deba@567
   277
#else
deba@567
   278
#error Cannot instantiate Osi solver
deba@567
   279
#endif
deba@567
   280
deba@567
   281
    _osi_solver->loadFromCoinModel(*_prob);
deba@567
   282
deba@567
   283
    if (_cbc_model) {
deba@567
   284
      delete _cbc_model;
deba@567
   285
    }
deba@567
   286
    _cbc_model= new CbcModel(*_osi_solver);
deba@567
   287
deba@576
   288
    _osi_solver->messageHandler()->setLogLevel(_message_level);
deba@576
   289
    _cbc_model->setLogLevel(_message_level);
deba@567
   290
deba@567
   291
    _cbc_model->initialSolve();
deba@567
   292
    _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
deba@567
   293
deba@567
   294
    if (!_cbc_model->isInitialSolveAbandoned() &&
deba@567
   295
        _cbc_model->isInitialSolveProvenOptimal() &&
deba@567
   296
        !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
deba@567
   297
        !_cbc_model->isInitialSolveProvenDualInfeasible()) {
deba@567
   298
deba@567
   299
      CglProbing generator1;
deba@567
   300
      generator1.setUsingObjective(true);
deba@567
   301
      generator1.setMaxPass(3);
deba@567
   302
      generator1.setMaxProbe(100);
deba@567
   303
      generator1.setMaxLook(50);
deba@567
   304
      generator1.setRowCuts(3);
deba@567
   305
      _cbc_model->addCutGenerator(&generator1, -1, "Probing");
deba@567
   306
deba@567
   307
      CglGomory generator2;
deba@567
   308
      generator2.setLimit(300);
deba@567
   309
      _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
deba@567
   310
deba@567
   311
      CglKnapsackCover generator3;
deba@567
   312
      _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
deba@567
   313
deba@567
   314
      CglOddHole generator4;
deba@567
   315
      generator4.setMinimumViolation(0.005);
deba@567
   316
      generator4.setMinimumViolationPer(0.00002);
deba@567
   317
      generator4.setMaximumEntries(200);
deba@567
   318
      _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
deba@567
   319
deba@567
   320
      CglClique generator5;
deba@567
   321
      generator5.setStarCliqueReport(false);
deba@567
   322
      generator5.setRowCliqueReport(false);
deba@567
   323
      _cbc_model->addCutGenerator(&generator5, -1, "Clique");
deba@567
   324
deba@567
   325
      CglMixedIntegerRounding mixedGen;
deba@567
   326
      _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
deba@567
   327
deba@567
   328
      CglFlowCover flowGen;
deba@567
   329
      _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
deba@567
   330
deba@567
   331
#ifdef COIN_HAS_CLP
deba@567
   332
      OsiClpSolverInterface* osiclp =
deba@567
   333
        dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
deba@567
   334
      if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
deba@567
   335
        osiclp->setupForRepeatedUse(2, 0);
deba@567
   336
      }
deba@567
   337
#endif
deba@567
   338
deba@567
   339
      CbcRounding heuristic1(*_cbc_model);
deba@567
   340
      heuristic1.setWhen(3);
deba@567
   341
      _cbc_model->addHeuristic(&heuristic1);
deba@567
   342
deba@567
   343
      CbcHeuristicLocal heuristic2(*_cbc_model);
deba@567
   344
      heuristic2.setWhen(3);
deba@567
   345
      _cbc_model->addHeuristic(&heuristic2);
deba@567
   346
deba@567
   347
      CbcHeuristicGreedyCover heuristic3(*_cbc_model);
deba@567
   348
      heuristic3.setAlgorithm(11);
deba@567
   349
      heuristic3.setWhen(3);
deba@567
   350
      _cbc_model->addHeuristic(&heuristic3);
deba@567
   351
deba@567
   352
      CbcHeuristicFPump heuristic4(*_cbc_model);
deba@567
   353
      heuristic4.setWhen(3);
deba@567
   354
      _cbc_model->addHeuristic(&heuristic4);
deba@567
   355
deba@567
   356
      CbcHeuristicRINS heuristic5(*_cbc_model);
deba@567
   357
      heuristic5.setWhen(3);
deba@567
   358
      _cbc_model->addHeuristic(&heuristic5);
deba@567
   359
deba@567
   360
      if (_cbc_model->getNumCols() < 500) {
deba@567
   361
        _cbc_model->setMaximumCutPassesAtRoot(-100);
deba@567
   362
      } else if (_cbc_model->getNumCols() < 5000) {
deba@567
   363
        _cbc_model->setMaximumCutPassesAtRoot(100);
deba@567
   364
      } else {
deba@567
   365
        _cbc_model->setMaximumCutPassesAtRoot(20);
deba@567
   366
      }
deba@567
   367
deba@567
   368
      if (_cbc_model->getNumCols() < 5000) {
deba@567
   369
        _cbc_model->setNumberStrong(10);
deba@567
   370
      }
deba@567
   371
deba@567
   372
      _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
deba@567
   373
      _cbc_model->branchAndBound();
deba@567
   374
    }
deba@567
   375
deba@567
   376
    if (_cbc_model->isAbandoned()) {
deba@567
   377
      return UNSOLVED;
deba@567
   378
    } else {
deba@567
   379
      return SOLVED;
deba@567
   380
    }
deba@567
   381
  }
deba@567
   382
deba@567
   383
  CbcMip::Value CbcMip::_getSol(int i) const {
deba@567
   384
    return _cbc_model->getColSolution()[i];
deba@567
   385
  }
deba@567
   386
deba@567
   387
  CbcMip::Value CbcMip::_getSolValue() const {
deba@567
   388
    return _cbc_model->getObjValue();
deba@567
   389
  }
deba@567
   390
deba@567
   391
  CbcMip::ProblemType CbcMip::_getType() const {
deba@567
   392
    if (_cbc_model->isProvenOptimal()) {
deba@567
   393
      return OPTIMAL;
deba@567
   394
    } else if (_cbc_model->isContinuousUnbounded()) {
deba@567
   395
      return UNBOUNDED;
deba@567
   396
    }
deba@567
   397
    return FEASIBLE;
deba@567
   398
  }
deba@567
   399
deba@567
   400
  void CbcMip::_setSense(Sense sense) {
deba@567
   401
    switch (sense) {
deba@567
   402
    case MIN:
deba@567
   403
      _prob->setOptimizationDirection(1.0);
deba@567
   404
      break;
deba@567
   405
    case MAX:
deba@567
   406
      _prob->setOptimizationDirection(- 1.0);
deba@567
   407
      break;
deba@567
   408
    }
deba@567
   409
  }
deba@567
   410
deba@567
   411
  CbcMip::Sense CbcMip::_getSense() const {
deba@567
   412
    if (_prob->optimizationDirection() > 0.0) {
deba@567
   413
      return MIN;
deba@567
   414
    } else if (_prob->optimizationDirection() < 0.0) {
deba@567
   415
      return MAX;
deba@567
   416
    } else {
deba@567
   417
      LEMON_ASSERT(false, "Wrong sense");
deba@567
   418
      return CbcMip::Sense();
deba@567
   419
    }
deba@567
   420
  }
deba@567
   421
deba@567
   422
  void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
deba@567
   423
    switch (col_type){
deba@567
   424
    case INTEGER:
deba@567
   425
      _prob->setInteger(i);
deba@567
   426
      break;
deba@567
   427
    case REAL:
deba@567
   428
      _prob->setContinuous(i);
deba@567
   429
      break;
deba@567
   430
    default:;
deba@567
   431
      LEMON_ASSERT(false, "Wrong sense");
deba@567
   432
    }
deba@567
   433
  }
deba@567
   434
deba@567
   435
  CbcMip::ColTypes CbcMip::_getColType(int i) const {
deba@567
   436
    return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
deba@567
   437
  }
deba@567
   438
deba@567
   439
  void CbcMip::_clear() {
deba@567
   440
    delete _prob;
deba@567
   441
    if (_osi_solver) {
deba@567
   442
      delete _osi_solver;
deba@567
   443
      _osi_solver = 0;
deba@567
   444
    }
deba@567
   445
    if (_cbc_model) {
deba@567
   446
      delete _cbc_model;
deba@567
   447
      _cbc_model = 0;
deba@567
   448
    }
deba@567
   449
deba@567
   450
    _prob = new CoinModel();
deba@567
   451
    rows.clear();
deba@567
   452
    cols.clear();
deba@567
   453
  }
deba@567
   454
deba@576
   455
  void CbcMip::_messageLevel(MessageLevel level) {
deba@576
   456
    switch (level) {
deba@576
   457
    case MESSAGE_NOTHING:
deba@576
   458
      _message_level = 0;
deba@576
   459
      break;
deba@576
   460
    case MESSAGE_ERROR:
deba@576
   461
      _message_level = 1;
deba@576
   462
      break;
deba@576
   463
    case MESSAGE_WARNING:
deba@576
   464
      _message_level = 1;
deba@576
   465
      break;
deba@576
   466
    case MESSAGE_NORMAL:
deba@576
   467
      _message_level = 2;
deba@576
   468
      break;
deba@576
   469
    case MESSAGE_VERBOSE:
deba@576
   470
      _message_level = 3;
deba@576
   471
      break;
deba@576
   472
    }
deba@567
   473
  }
deba@567
   474
deba@567
   475
} //END OF NAMESPACE LEMON