lemon/cbc.cc
author Akos Ladanyi <ladanyi@tmit.bme.hu>
Mon, 06 Apr 2009 18:51:54 +0100
changeset 569 24682336c38e
child 576 745e182d0139
permissions -rw-r--r--
Fix compilation with MSVC (#258)
     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