lemon-1.3: lemon/cbc.cc@85cb3aa71cce

     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     messageLevel(MESSAGE_NOTHING);

    59   }

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

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

    63     _prob->setProblemName("LEMON");

    64     _osi_solver = 0;

    65     _cbc_model = 0;

    66     messageLevel(MESSAGE_NOTHING);

    67   }

    69   CbcMip::~CbcMip() {

    70     delete _prob;

    71     if (_osi_solver) delete _osi_solver;

    72     if (_cbc_model) delete _cbc_model;

    73   }

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

    77   int CbcMip::_addCol() {

    78     _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);

    79     return _prob->numberColumns() - 1;

    80   }

    82   CbcMip* CbcMip::newSolver() const {

    83     CbcMip* newlp = new CbcMip;

    84     return newlp;

    85   }

    87   CbcMip* CbcMip::cloneSolver() const {

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

    89     return copylp;

    90   }

    92   int CbcMip::_addRow() {

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

    94     return _prob->numberRows() - 1;

    95   }

    98   void CbcMip::_eraseCol(int i) {

    99     _prob->deleteColumn(i);

   100   }

   102   void CbcMip::_eraseRow(int i) {

   103     _prob->deleteRow(i);

   104   }

   106   void CbcMip::_eraseColId(int i) {

   107     cols.eraseIndex(i);

   108   }

   110   void CbcMip::_eraseRowId(int i) {

   111     rows.eraseIndex(i);

   112   }

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

   115     name = _prob->getColumnName(c);

   116   }

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

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

   120   }

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

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

   124   }

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

   127     name = _prob->getRowName(r);

   128   }

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

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

   132   }

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

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

   136   }

   138   void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {

   139     for (ExprIterator it = b; it != e; ++it) {

   140       _prob->setElement(i, it->first, it->second);

   141     }

   142   }

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

   145     int length = _prob->numberRows();

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

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

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

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

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

   154       ++b;

   155     }

   156   }

   158   void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {

   159     for (ExprIterator it = b; it != e; ++it) {

   160       _prob->setElement(it->first, ix, it->second);

   161     }

   162   }

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

   165     int length = _prob->numberColumns();

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

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

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

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

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

   174       ++b;

   175     }

   176   }

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

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

   180   }

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

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

   184   }

   187   void CbcMip::_setColLowerBound(int i, Value lo) {

   188     LEMON_ASSERT(lo != INF, "Invalid bound");

   189     _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);

   190   }

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

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

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

   195   }

   197   void CbcMip::_setColUpperBound(int i, Value up) {

   198     LEMON_ASSERT(up != -INF, "Invalid bound");

   199     _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);

   200   }

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

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

   204     return val == COIN_DBL_MAX ? INF : val;

   205   }

   207   void CbcMip::_setRowLowerBound(int i, Value lo) {

   208     LEMON_ASSERT(lo != INF, "Invalid bound");

   209     _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);

   210   }

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

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

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

   215   }

   217   void CbcMip::_setRowUpperBound(int i, Value up) {

   218     LEMON_ASSERT(up != -INF, "Invalid bound");

   219     _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);

   220   }

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

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

   224     return val == COIN_DBL_MAX ? INF : val;

   225   }

   227   void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {

   228     int num = _prob->numberColumns();

   229     for (int i = 0; i < num; ++i) {

   230       _prob->setColumnObjective(i, 0.0);

   231     }

   232     for (ExprIterator it = b; it != e; ++it) {

   233       _prob->setColumnObjective(it->first, it->second);

   234     }

   235   }

   237   void CbcMip::_getObjCoeffs(InsertIterator b) const {

   238     int num = _prob->numberColumns();

   239     for (int i = 0; i < num; ++i) {

   240       Value coef = _prob->getColumnObjective(i);

   241       if (coef != 0.0) {

   242         *b = std::make_pair(i, coef);

   243         ++b;

   244       }

   245     }

   246   }

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

   249     _prob->setColumnObjective(i, obj_coef);

   250   }

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

   253     return _prob->getColumnObjective(i);

   254   }

   256   CbcMip::SolveExitStatus CbcMip::_solve() {

   258     if (_osi_solver) {

   259       delete _osi_solver;

   260     }

   261 #ifdef COIN_HAS_CLP

   262     _osi_solver = new OsiClpSolverInterface();

   263 #elif COIN_HAS_OSL

   264     _osi_solver = new OsiOslSolverInterface();

   265 #else

   266 #error Cannot instantiate Osi solver

   267 #endif

   269     _osi_solver->loadFromCoinModel(*_prob);

   271     if (_cbc_model) {

   272       delete _cbc_model;

   273     }

   274     _cbc_model= new CbcModel(*_osi_solver);

   276     _osi_solver->messageHandler()->setLogLevel(_message_level);

   277     _cbc_model->setLogLevel(_message_level);

   279     _cbc_model->initialSolve();

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

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

   283         _cbc_model->isInitialSolveProvenOptimal() &&

   284         !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&

   285         !_cbc_model->isInitialSolveProvenDualInfeasible()) {

   287       CglProbing generator1;

   288       generator1.setUsingObjective(true);

   289       generator1.setMaxPass(3);

   290       generator1.setMaxProbe(100);

   291       generator1.setMaxLook(50);

   292       generator1.setRowCuts(3);

   293       _cbc_model->addCutGenerator(&generator1, -1, "Probing");

   295       CglGomory generator2;

   296       generator2.setLimit(300);

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

   299       CglKnapsackCover generator3;

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

   302       CglOddHole generator4;

   303       generator4.setMinimumViolation(0.005);

   304       generator4.setMinimumViolationPer(0.00002);

   305       generator4.setMaximumEntries(200);

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

   308       CglClique generator5;

   309       generator5.setStarCliqueReport(false);

   310       generator5.setRowCliqueReport(false);

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

   313       CglMixedIntegerRounding mixedGen;

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

   316       CglFlowCover flowGen;

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

   319 #ifdef COIN_HAS_CLP

   320       OsiClpSolverInterface* osiclp =

   321         dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());

   322       if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {

   323         osiclp->setupForRepeatedUse(2, 0);

   324       }

   325 #endif

   327       CbcRounding heuristic1(*_cbc_model);

   328       heuristic1.setWhen(3);

   329       _cbc_model->addHeuristic(&heuristic1);

   331       CbcHeuristicLocal heuristic2(*_cbc_model);

   332       heuristic2.setWhen(3);

   333       _cbc_model->addHeuristic(&heuristic2);

   335       CbcHeuristicGreedyCover heuristic3(*_cbc_model);

   336       heuristic3.setAlgorithm(11);

   337       heuristic3.setWhen(3);

   338       _cbc_model->addHeuristic(&heuristic3);

   340       CbcHeuristicFPump heuristic4(*_cbc_model);

   341       heuristic4.setWhen(3);

   342       _cbc_model->addHeuristic(&heuristic4);

   344       CbcHeuristicRINS heuristic5(*_cbc_model);

   345       heuristic5.setWhen(3);

   346       _cbc_model->addHeuristic(&heuristic5);

   348       if (_cbc_model->getNumCols() < 500) {

   349         _cbc_model->setMaximumCutPassesAtRoot(-100);

   350       } else if (_cbc_model->getNumCols() < 5000) {

   351         _cbc_model->setMaximumCutPassesAtRoot(100);

   352       } else {

   353         _cbc_model->setMaximumCutPassesAtRoot(20);

   354       }

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

   357         _cbc_model->setNumberStrong(10);

   358       }

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

   361       _cbc_model->branchAndBound();

   362     }

   364     if (_cbc_model->isAbandoned()) {

   365       return UNSOLVED;

   366     } else {

   367       return SOLVED;

   368     }

   369   }

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

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

   373   }

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

   376     return _cbc_model->getObjValue();

   377   }

   379   CbcMip::ProblemType CbcMip::_getType() const {

   380     if (_cbc_model->isProvenOptimal()) {

   381       return OPTIMAL;

   382     } else if (_cbc_model->isContinuousUnbounded()) {

   383       return UNBOUNDED;

   384     }

   385     return FEASIBLE;

   386   }

   388   void CbcMip::_setSense(Sense sense) {

   389     switch (sense) {

   390     case MIN:

   391       _prob->setOptimizationDirection(1.0);

   392       break;

   393     case MAX:

   394       _prob->setOptimizationDirection(- 1.0);

   395       break;

   396     }

   397   }

   399   CbcMip::Sense CbcMip::_getSense() const {

   400     if (_prob->optimizationDirection() > 0.0) {

   401       return MIN;

   402     } else if (_prob->optimizationDirection() < 0.0) {

   403       return MAX;

   404     } else {

   405       LEMON_ASSERT(false, "Wrong sense");

   406       return CbcMip::Sense();

   407     }

   408   }

   410   void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {

   411     switch (col_type){

   412     case INTEGER:

   413       _prob->setInteger(i);

   414       break;

   415     case REAL:

   416       _prob->setContinuous(i);

   417       break;

   418     default:;

   419       LEMON_ASSERT(false, "Wrong sense");

   420     }

   421   }

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

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

   425   }

   427   void CbcMip::_clear() {

   428     delete _prob;

   429     if (_osi_solver) {

   430       delete _osi_solver;

   431       _osi_solver = 0;

   432     }

   433     if (_cbc_model) {

   434       delete _cbc_model;

   435       _cbc_model = 0;

   436     }

   438     _prob = new CoinModel();

   439     rows.clear();

   440     cols.clear();

   441   }

   443   void CbcMip::_messageLevel(MessageLevel level) {

   444     switch (level) {

   445     case MESSAGE_NOTHING:

   446       _message_level = 0;

   447       break;

   448     case MESSAGE_ERROR:

   449       _message_level = 1;

   450       break;

   451     case MESSAGE_WARNING:

   452       _message_level = 1;

   453       break;

   454     case MESSAGE_NORMAL:

   455       _message_level = 2;

   456       break;

   457     case MESSAGE_VERBOSE:

   458       _message_level = 3;

   459       break;

   460     }

   461   }

   463 } //END OF NAMESPACE LEMON

author	Alpar Juttner <alpar@cs.elte.hu>
	Tue, 21 Apr 2009 15:18:54 +0100
changeset 611	85cb3aa71cce
parent 567	3314f58e7b25
child 746	e4554cd6b2bf
child 973	ee581a0ecfbf
permissions	-rw-r--r--