lemon/cbc.cc
changeset 598 a3402913cffe
child 576 745e182d0139
equal deleted inserted replaced
-1:000000000000 0:70254dfb8693
       
     1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
       
     2  *
       
     3  * This file is a part of LEMON, a generic C++ optimization library.
       
     4  *
       
     5  * Copyright (C) 2003-2009
       
     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
       
     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
       
     8  *
       
     9  * Permission to use, modify and distribute this software is granted
       
    10  * provided that this copyright notice appears in all copies. For
       
    11  * precise terms see the accompanying LICENSE file.
       
    12  *
       
    13  * This software is provided "AS IS" with no warranty of any kind,
       
    14  * express or implied, and with no claim as to its suitability for any
       
    15  * purpose.
       
    16  *
       
    17  */
       
    18 
       
    19 ///\file
       
    20 ///\brief Implementation of the CBC MIP solver interface.
       
    21 
       
    22 #include "cbc.h"
       
    23 
       
    24 #include <coin/CoinModel.hpp>
       
    25 #include <coin/CbcModel.hpp>
       
    26 #include <coin/OsiSolverInterface.hpp>
       
    27 
       
    28 #ifdef COIN_HAS_CLP
       
    29 #include "coin/OsiClpSolverInterface.hpp"
       
    30 #endif
       
    31 #ifdef COIN_HAS_OSL
       
    32 #include "coin/OsiOslSolverInterface.hpp"
       
    33 #endif
       
    34 
       
    35 #include "coin/CbcCutGenerator.hpp"
       
    36 #include "coin/CbcHeuristicLocal.hpp"
       
    37 #include "coin/CbcHeuristicGreedy.hpp"
       
    38 #include "coin/CbcHeuristicFPump.hpp"
       
    39 #include "coin/CbcHeuristicRINS.hpp"
       
    40 
       
    41 #include "coin/CglGomory.hpp"
       
    42 #include "coin/CglProbing.hpp"
       
    43 #include "coin/CglKnapsackCover.hpp"
       
    44 #include "coin/CglOddHole.hpp"
       
    45 #include "coin/CglClique.hpp"
       
    46 #include "coin/CglFlowCover.hpp"
       
    47 #include "coin/CglMixedIntegerRounding.hpp"
       
    48 
       
    49 #include "coin/CbcHeuristic.hpp"
       
    50 
       
    51 namespace lemon {
       
    52 
       
    53   CbcMip::CbcMip() {
       
    54     _prob = new CoinModel();
       
    55     _prob->setProblemName("LEMON");
       
    56     _osi_solver = 0;
       
    57     _cbc_model = 0;
       
    58   }
       
    59 
       
    60   CbcMip::CbcMip(const CbcMip& other) {
       
    61     _prob = new CoinModel(*other._prob);
       
    62     _osi_solver = 0;
       
    63     _cbc_model = 0;
       
    64   }
       
    65 
       
    66   CbcMip::~CbcMip() {
       
    67     delete _prob;
       
    68     if (_osi_solver) delete _osi_solver;
       
    69     if (_cbc_model) delete _cbc_model;
       
    70   }
       
    71 
       
    72   const char* CbcMip::_solverName() const { return "CbcMip"; }
       
    73 
       
    74   int CbcMip::_addCol() {
       
    75     _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);
       
    76     return _prob->numberColumns() - 1;
       
    77   }
       
    78 
       
    79   CbcMip* CbcMip::newSolver() const {
       
    80     CbcMip* newlp = new CbcMip;
       
    81     return newlp;
       
    82   }
       
    83 
       
    84   CbcMip* CbcMip::cloneSolver() const {
       
    85     CbcMip* copylp = new CbcMip(*this);
       
    86     return copylp;
       
    87   }
       
    88 
       
    89   int CbcMip::_addRow() {
       
    90     _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
       
    91     return _prob->numberRows() - 1;
       
    92   }
       
    93 
       
    94 
       
    95   void CbcMip::_eraseCol(int i) {
       
    96     _prob->deleteColumn(i);
       
    97   }
       
    98 
       
    99   void CbcMip::_eraseRow(int i) {
       
   100     _prob->deleteRow(i);
       
   101   }
       
   102 
       
   103   void CbcMip::_eraseColId(int i) {
       
   104     cols.eraseIndex(i);
       
   105   }
       
   106 
       
   107   void CbcMip::_eraseRowId(int i) {
       
   108     rows.eraseIndex(i);
       
   109   }
       
   110 
       
   111   void CbcMip::_getColName(int c, std::string& name) const {
       
   112     name = _prob->getColumnName(c);
       
   113   }
       
   114 
       
   115   void CbcMip::_setColName(int c, const std::string& name) {
       
   116     _prob->setColumnName(c, name.c_str());
       
   117   }
       
   118 
       
   119   int CbcMip::_colByName(const std::string& name) const {
       
   120     return _prob->column(name.c_str());
       
   121   }
       
   122 
       
   123   void CbcMip::_getRowName(int r, std::string& name) const {
       
   124     name = _prob->getRowName(r);
       
   125   }
       
   126 
       
   127   void CbcMip::_setRowName(int r, const std::string& name) {
       
   128     _prob->setRowName(r, name.c_str());
       
   129   }
       
   130 
       
   131   int CbcMip::_rowByName(const std::string& name) const {
       
   132     return _prob->row(name.c_str());
       
   133   }
       
   134 
       
   135   void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
       
   136     for (ExprIterator it = b; it != e; ++it) {
       
   137       _prob->setElement(i, it->first, it->second);
       
   138     }
       
   139   }
       
   140 
       
   141   void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
       
   142     int length = _prob->numberRows();
       
   143 
       
   144     std::vector<int> indices(length);
       
   145     std::vector<Value> values(length);
       
   146 
       
   147     length = _prob->getRow(ix, &indices[0], &values[0]);
       
   148 
       
   149     for (int i = 0; i < length; ++i) {
       
   150       *b = std::make_pair(indices[i], values[i]);
       
   151       ++b;
       
   152     }
       
   153   }
       
   154 
       
   155   void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
       
   156     for (ExprIterator it = b; it != e; ++it) {
       
   157       _prob->setElement(it->first, ix, it->second);
       
   158     }
       
   159   }
       
   160 
       
   161   void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
       
   162     int length = _prob->numberColumns();
       
   163 
       
   164     std::vector<int> indices(length);
       
   165     std::vector<Value> values(length);
       
   166 
       
   167     length = _prob->getColumn(ix, &indices[0], &values[0]);
       
   168 
       
   169     for (int i = 0; i < length; ++i) {
       
   170       *b = std::make_pair(indices[i], values[i]);
       
   171       ++b;
       
   172     }
       
   173   }
       
   174 
       
   175   void CbcMip::_setCoeff(int ix, int jx, Value value) {
       
   176     _prob->setElement(ix, jx, value);
       
   177   }
       
   178 
       
   179   CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
       
   180     return _prob->getElement(ix, jx);
       
   181   }
       
   182 
       
   183 
       
   184   void CbcMip::_setColLowerBound(int i, Value lo) {
       
   185     LEMON_ASSERT(lo != INF, "Invalid bound");
       
   186     _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
       
   187   }
       
   188 
       
   189   CbcMip::Value CbcMip::_getColLowerBound(int i) const {
       
   190     double val = _prob->getColumnLower(i);
       
   191     return val == - COIN_DBL_MAX ? - INF : val;
       
   192   }
       
   193 
       
   194   void CbcMip::_setColUpperBound(int i, Value up) {
       
   195     LEMON_ASSERT(up != -INF, "Invalid bound");
       
   196     _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
       
   197   }
       
   198 
       
   199   CbcMip::Value CbcMip::_getColUpperBound(int i) const {
       
   200     double val = _prob->getColumnUpper(i);
       
   201     return val == COIN_DBL_MAX ? INF : val;
       
   202   }
       
   203 
       
   204   void CbcMip::_setRowLowerBound(int i, Value lo) {
       
   205     LEMON_ASSERT(lo != INF, "Invalid bound");
       
   206     _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
       
   207   }
       
   208 
       
   209   CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
       
   210     double val = _prob->getRowLower(i);
       
   211     return val == - COIN_DBL_MAX ? - INF : val;
       
   212   }
       
   213 
       
   214   void CbcMip::_setRowUpperBound(int i, Value up) {
       
   215     LEMON_ASSERT(up != -INF, "Invalid bound");
       
   216     _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
       
   217   }
       
   218 
       
   219   CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
       
   220     double val = _prob->getRowUpper(i);
       
   221     return val == COIN_DBL_MAX ? INF : val;
       
   222   }
       
   223 
       
   224   void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
       
   225     int num = _prob->numberColumns();
       
   226     for (int i = 0; i < num; ++i) {
       
   227       _prob->setColumnObjective(i, 0.0);
       
   228     }
       
   229     for (ExprIterator it = b; it != e; ++it) {
       
   230       _prob->setColumnObjective(it->first, it->second);
       
   231     }
       
   232   }
       
   233 
       
   234   void CbcMip::_getObjCoeffs(InsertIterator b) const {
       
   235     int num = _prob->numberColumns();
       
   236     for (int i = 0; i < num; ++i) {
       
   237       Value coef = _prob->getColumnObjective(i);
       
   238       if (coef != 0.0) {
       
   239         *b = std::make_pair(i, coef);
       
   240         ++b;
       
   241       }
       
   242     }
       
   243   }
       
   244 
       
   245   void CbcMip::_setObjCoeff(int i, Value obj_coef) {
       
   246     _prob->setColumnObjective(i, obj_coef);
       
   247   }
       
   248 
       
   249   CbcMip::Value CbcMip::_getObjCoeff(int i) const {
       
   250     return _prob->getColumnObjective(i);
       
   251   }
       
   252 
       
   253   CbcMip::SolveExitStatus CbcMip::_solve() {
       
   254 
       
   255     if (_osi_solver) {
       
   256       delete _osi_solver;
       
   257     }
       
   258 #ifdef COIN_HAS_CLP
       
   259     _osi_solver = new OsiClpSolverInterface();
       
   260 #elif COIN_HAS_OSL
       
   261     _osi_solver = new OsiOslSolverInterface();
       
   262 #else
       
   263 #error Cannot instantiate Osi solver
       
   264 #endif
       
   265 
       
   266     _osi_solver->loadFromCoinModel(*_prob);
       
   267 
       
   268     if (_cbc_model) {
       
   269       delete _cbc_model;
       
   270     }
       
   271     _cbc_model= new CbcModel(*_osi_solver);
       
   272 
       
   273     switch (_message_level) {
       
   274     case MESSAGE_NO_OUTPUT:
       
   275       _osi_solver->messageHandler()->setLogLevel(0);
       
   276       _cbc_model->setLogLevel(0);
       
   277       break;
       
   278     case MESSAGE_ERROR_MESSAGE:
       
   279       _osi_solver->messageHandler()->setLogLevel(1);
       
   280       _cbc_model->setLogLevel(1);
       
   281       break;
       
   282     case MESSAGE_NORMAL_OUTPUT:
       
   283       _osi_solver->messageHandler()->setLogLevel(2);
       
   284       _cbc_model->setLogLevel(2);
       
   285       break;
       
   286     case MESSAGE_FULL_OUTPUT:
       
   287       _osi_solver->messageHandler()->setLogLevel(3);
       
   288       _cbc_model->setLogLevel(3);
       
   289       break;
       
   290     }
       
   291 
       
   292     _cbc_model->initialSolve();
       
   293     _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
       
   294 
       
   295     if (!_cbc_model->isInitialSolveAbandoned() &&
       
   296         _cbc_model->isInitialSolveProvenOptimal() &&
       
   297         !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
       
   298         !_cbc_model->isInitialSolveProvenDualInfeasible()) {
       
   299 
       
   300       CglProbing generator1;
       
   301       generator1.setUsingObjective(true);
       
   302       generator1.setMaxPass(3);
       
   303       generator1.setMaxProbe(100);
       
   304       generator1.setMaxLook(50);
       
   305       generator1.setRowCuts(3);
       
   306       _cbc_model->addCutGenerator(&generator1, -1, "Probing");
       
   307 
       
   308       CglGomory generator2;
       
   309       generator2.setLimit(300);
       
   310       _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
       
   311 
       
   312       CglKnapsackCover generator3;
       
   313       _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
       
   314 
       
   315       CglOddHole generator4;
       
   316       generator4.setMinimumViolation(0.005);
       
   317       generator4.setMinimumViolationPer(0.00002);
       
   318       generator4.setMaximumEntries(200);
       
   319       _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
       
   320 
       
   321       CglClique generator5;
       
   322       generator5.setStarCliqueReport(false);
       
   323       generator5.setRowCliqueReport(false);
       
   324       _cbc_model->addCutGenerator(&generator5, -1, "Clique");
       
   325 
       
   326       CglMixedIntegerRounding mixedGen;
       
   327       _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
       
   328 
       
   329       CglFlowCover flowGen;
       
   330       _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
       
   331 
       
   332 #ifdef COIN_HAS_CLP
       
   333       OsiClpSolverInterface* osiclp =
       
   334         dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
       
   335       if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
       
   336         osiclp->setupForRepeatedUse(2, 0);
       
   337       }
       
   338 #endif
       
   339 
       
   340       CbcRounding heuristic1(*_cbc_model);
       
   341       heuristic1.setWhen(3);
       
   342       _cbc_model->addHeuristic(&heuristic1);
       
   343 
       
   344       CbcHeuristicLocal heuristic2(*_cbc_model);
       
   345       heuristic2.setWhen(3);
       
   346       _cbc_model->addHeuristic(&heuristic2);
       
   347 
       
   348       CbcHeuristicGreedyCover heuristic3(*_cbc_model);
       
   349       heuristic3.setAlgorithm(11);
       
   350       heuristic3.setWhen(3);
       
   351       _cbc_model->addHeuristic(&heuristic3);
       
   352 
       
   353       CbcHeuristicFPump heuristic4(*_cbc_model);
       
   354       heuristic4.setWhen(3);
       
   355       _cbc_model->addHeuristic(&heuristic4);
       
   356 
       
   357       CbcHeuristicRINS heuristic5(*_cbc_model);
       
   358       heuristic5.setWhen(3);
       
   359       _cbc_model->addHeuristic(&heuristic5);
       
   360 
       
   361       if (_cbc_model->getNumCols() < 500) {
       
   362         _cbc_model->setMaximumCutPassesAtRoot(-100);
       
   363       } else if (_cbc_model->getNumCols() < 5000) {
       
   364         _cbc_model->setMaximumCutPassesAtRoot(100);
       
   365       } else {
       
   366         _cbc_model->setMaximumCutPassesAtRoot(20);
       
   367       }
       
   368 
       
   369       if (_cbc_model->getNumCols() < 5000) {
       
   370         _cbc_model->setNumberStrong(10);
       
   371       }
       
   372 
       
   373       _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
       
   374       _cbc_model->branchAndBound();
       
   375     }
       
   376 
       
   377     if (_cbc_model->isAbandoned()) {
       
   378       return UNSOLVED;
       
   379     } else {
       
   380       return SOLVED;
       
   381     }
       
   382   }
       
   383 
       
   384   CbcMip::Value CbcMip::_getSol(int i) const {
       
   385     return _cbc_model->getColSolution()[i];
       
   386   }
       
   387 
       
   388   CbcMip::Value CbcMip::_getSolValue() const {
       
   389     return _cbc_model->getObjValue();
       
   390   }
       
   391 
       
   392   CbcMip::ProblemType CbcMip::_getType() const {
       
   393     if (_cbc_model->isProvenOptimal()) {
       
   394       return OPTIMAL;
       
   395     } else if (_cbc_model->isContinuousUnbounded()) {
       
   396       return UNBOUNDED;
       
   397     }
       
   398     return FEASIBLE;
       
   399   }
       
   400 
       
   401   void CbcMip::_setSense(Sense sense) {
       
   402     switch (sense) {
       
   403     case MIN:
       
   404       _prob->setOptimizationDirection(1.0);
       
   405       break;
       
   406     case MAX:
       
   407       _prob->setOptimizationDirection(- 1.0);
       
   408       break;
       
   409     }
       
   410   }
       
   411 
       
   412   CbcMip::Sense CbcMip::_getSense() const {
       
   413     if (_prob->optimizationDirection() > 0.0) {
       
   414       return MIN;
       
   415     } else if (_prob->optimizationDirection() < 0.0) {
       
   416       return MAX;
       
   417     } else {
       
   418       LEMON_ASSERT(false, "Wrong sense");
       
   419       return CbcMip::Sense();
       
   420     }
       
   421   }
       
   422 
       
   423   void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
       
   424     switch (col_type){
       
   425     case INTEGER:
       
   426       _prob->setInteger(i);
       
   427       break;
       
   428     case REAL:
       
   429       _prob->setContinuous(i);
       
   430       break;
       
   431     default:;
       
   432       LEMON_ASSERT(false, "Wrong sense");
       
   433     }
       
   434   }
       
   435 
       
   436   CbcMip::ColTypes CbcMip::_getColType(int i) const {
       
   437     return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
       
   438   }
       
   439 
       
   440   void CbcMip::_clear() {
       
   441     delete _prob;
       
   442     if (_osi_solver) {
       
   443       delete _osi_solver;
       
   444       _osi_solver = 0;
       
   445     }
       
   446     if (_cbc_model) {
       
   447       delete _cbc_model;
       
   448       _cbc_model = 0;
       
   449     }
       
   450 
       
   451     _prob = new CoinModel();
       
   452     rows.clear();
       
   453     cols.clear();
       
   454   }
       
   455 
       
   456   void CbcMip::messageLevel(MessageLevel m) {
       
   457     _message_level = m;
       
   458   }
       
   459 
       
   460 } //END OF NAMESPACE LEMON