lemon-1.2: lemon/cbc.cc@d11bf7998905

     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  */

    19 ///\file

    20 ///\brief Implementation of the CBC MIP solver interface.

    22 #include "cbc.h"

    24 #include <coin/CoinModel.hpp>

    25 #include <coin/CbcModel.hpp>

    26 #include <coin/OsiSolverInterface.hpp>

    28 #ifdef COIN_HAS_CLP

    29 #include "coin/OsiClpSolverInterface.hpp"

    30 #endif

    31 #ifdef COIN_HAS_OSL

    32 #include "coin/OsiOslSolverInterface.hpp"

    33 #endif

    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"

    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"

    49 #include "coin/CbcHeuristic.hpp"

    51 namespace lemon {

    53   CbcMip::CbcMip() {

    54     _prob = new CoinModel();

    55     _prob->setProblemName("LEMON");

    56     _osi_solver = 0;

    57     _cbc_model = 0;

    58   }

    60   CbcMip::CbcMip(const CbcMip& other) {

    61     _prob = new CoinModel(*other._prob);

    62     _osi_solver = 0;

    63     _cbc_model = 0;

    64   }

    66   CbcMip::~CbcMip() {

    67     delete _prob;

    68     if (_osi_solver) delete _osi_solver;

    69     if (_cbc_model) delete _cbc_model;

    70   }

    72   const char* CbcMip::_solverName() const { return "CbcMip"; }

    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   }

    79   CbcMip* CbcMip::newSolver() const {

    80     CbcMip* newlp = new CbcMip;

    81     return newlp;

    82   }

    84   CbcMip* CbcMip::cloneSolver() const {

    85     CbcMip* copylp = new CbcMip(*this);

    86     return copylp;

    87   }

    89   int CbcMip::_addRow() {

    90     _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);

    91     return _prob->numberRows() - 1;

    92   }

    95   void CbcMip::_eraseCol(int i) {

    96     _prob->deleteColumn(i);

    97   }

    99   void CbcMip::_eraseRow(int i) {

   100     _prob->deleteRow(i);

   101   }

   103   void CbcMip::_eraseColId(int i) {

   104     cols.eraseIndex(i);

   105   }

   107   void CbcMip::_eraseRowId(int i) {

   108     rows.eraseIndex(i);

   109   }

   111   void CbcMip::_getColName(int c, std::string& name) const {

   112     name = _prob->getColumnName(c);

   113   }

   115   void CbcMip::_setColName(int c, const std::string& name) {

   116     _prob->setColumnName(c, name.c_str());

   117   }

   119   int CbcMip::_colByName(const std::string& name) const {

   120     return _prob->column(name.c_str());

   121   }

   123   void CbcMip::_getRowName(int r, std::string& name) const {

   124     name = _prob->getRowName(r);

   125   }

   127   void CbcMip::_setRowName(int r, const std::string& name) {

   128     _prob->setRowName(r, name.c_str());

   129   }

   131   int CbcMip::_rowByName(const std::string& name) const {

   132     return _prob->row(name.c_str());

   133   }

   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   }

   141   void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {

   142     int length = _prob->numberRows();

   144     std::vector<int> indices(length);

   145     std::vector<Value> values(length);

   147     length = _prob->getRow(ix, &indices[0], &values[0]);

   149     for (int i = 0; i < length; ++i) {

   150       *b = std::make_pair(indices[i], values[i]);

   151       ++b;

   152     }

   153   }

   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   }

   161   void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {

   162     int length = _prob->numberColumns();

   164     std::vector<int> indices(length);

   165     std::vector<Value> values(length);

   167     length = _prob->getColumn(ix, &indices[0], &values[0]);

   169     for (int i = 0; i < length; ++i) {

   170       *b = std::make_pair(indices[i], values[i]);

   171       ++b;

   172     }

   173   }

   175   void CbcMip::_setCoeff(int ix, int jx, Value value) {

   176     _prob->setElement(ix, jx, value);

   177   }

   179   CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {

   180     return _prob->getElement(ix, jx);

   181   }

   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   }

   189   CbcMip::Value CbcMip::_getColLowerBound(int i) const {

   190     double val = _prob->getColumnLower(i);

   191     return val == - COIN_DBL_MAX ? - INF : val;

   192   }

   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   }

   199   CbcMip::Value CbcMip::_getColUpperBound(int i) const {

   200     double val = _prob->getColumnUpper(i);

   201     return val == COIN_DBL_MAX ? INF : val;

   202   }

   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   }

   209   CbcMip::Value CbcMip::_getRowLowerBound(int i) const {

   210     double val = _prob->getRowLower(i);

   211     return val == - COIN_DBL_MAX ? - INF : val;

   212   }

   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   }

   219   CbcMip::Value CbcMip::_getRowUpperBound(int i) const {

   220     double val = _prob->getRowUpper(i);

   221     return val == COIN_DBL_MAX ? INF : val;

   222   }

   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   }

   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   }

   245   void CbcMip::_setObjCoeff(int i, Value obj_coef) {

   246     _prob->setColumnObjective(i, obj_coef);

   247   }

   249   CbcMip::Value CbcMip::_getObjCoeff(int i) const {

   250     return _prob->getColumnObjective(i);

   251   }

   253   CbcMip::SolveExitStatus CbcMip::_solve() {

   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

   266     _osi_solver->loadFromCoinModel(*_prob);

   268     if (_cbc_model) {

   269       delete _cbc_model;

   270     }

   271     _cbc_model= new CbcModel(*_osi_solver);

   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     }

   292     _cbc_model->initialSolve();

   293     _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);

   295     if (!_cbc_model->isInitialSolveAbandoned() &&

   296         _cbc_model->isInitialSolveProvenOptimal() &&

   297         !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&

   298         !_cbc_model->isInitialSolveProvenDualInfeasible()) {

   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");

   308       CglGomory generator2;

   309       generator2.setLimit(300);

   310       _cbc_model->addCutGenerator(&generator2, -1, "Gomory");

   312       CglKnapsackCover generator3;

   313       _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");

   315       CglOddHole generator4;

   316       generator4.setMinimumViolation(0.005);

   317       generator4.setMinimumViolationPer(0.00002);

   318       generator4.setMaximumEntries(200);

   319       _cbc_model->addCutGenerator(&generator4, -1, "OddHole");

   321       CglClique generator5;

   322       generator5.setStarCliqueReport(false);

   323       generator5.setRowCliqueReport(false);

   324       _cbc_model->addCutGenerator(&generator5, -1, "Clique");

   326       CglMixedIntegerRounding mixedGen;

   327       _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");

   329       CglFlowCover flowGen;

   330       _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");

   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

   340       CbcRounding heuristic1(*_cbc_model);

   341       heuristic1.setWhen(3);

   342       _cbc_model->addHeuristic(&heuristic1);

   344       CbcHeuristicLocal heuristic2(*_cbc_model);

   345       heuristic2.setWhen(3);

   346       _cbc_model->addHeuristic(&heuristic2);

   348       CbcHeuristicGreedyCover heuristic3(*_cbc_model);

   349       heuristic3.setAlgorithm(11);

   350       heuristic3.setWhen(3);

   351       _cbc_model->addHeuristic(&heuristic3);

   353       CbcHeuristicFPump heuristic4(*_cbc_model);

   354       heuristic4.setWhen(3);

   355       _cbc_model->addHeuristic(&heuristic4);

   357       CbcHeuristicRINS heuristic5(*_cbc_model);

   358       heuristic5.setWhen(3);

   359       _cbc_model->addHeuristic(&heuristic5);

   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       }

   369       if (_cbc_model->getNumCols() < 5000) {

   370         _cbc_model->setNumberStrong(10);

   371       }

   373       _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);

   374       _cbc_model->branchAndBound();

   375     }

   377     if (_cbc_model->isAbandoned()) {

   378       return UNSOLVED;

   379     } else {

   380       return SOLVED;

   381     }

   382   }

   384   CbcMip::Value CbcMip::_getSol(int i) const {

   385     return _cbc_model->getColSolution()[i];

   386   }

   388   CbcMip::Value CbcMip::_getSolValue() const {

   389     return _cbc_model->getObjValue();

   390   }

   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   }

   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   }

   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   }

   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   }

   436   CbcMip::ColTypes CbcMip::_getColType(int i) const {

   437     return _prob->getColumnIsInteger(i) ? INTEGER : REAL;

   438   }

   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     }

   451     _prob = new CoinModel();

   452     rows.clear();

   453     cols.clear();

   454   }

   456   void CbcMip::messageLevel(MessageLevel m) {

   457     _message_level = m;

   458   }

   460 } //END OF NAMESPACE LEMON

author	Peter Kovacs <kpeter@inf.elte.hu>
	Tue, 14 Apr 2009 10:33:17 +0200
changeset 579	d11bf7998905
child 576	745e182d0139
permissions	-rw-r--r--