lemon-1.3: lemon/cbc.cc@a42f46828cc1

     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   }

    97   int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {

    98     std::vector<int> indexes;

    99     std::vector<Value> values;

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

   102       indexes.push_back(it->first);

   103       values.push_back(it->second);

   104     }

   106     _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);

   107     return _prob->numberRows() - 1;

   108   }

   110   void CbcMip::_eraseCol(int i) {

   111     _prob->deleteColumn(i);

   112   }

   114   void CbcMip::_eraseRow(int i) {

   115     _prob->deleteRow(i);

   116   }

   118   void CbcMip::_eraseColId(int i) {

   119     cols.eraseIndex(i);

   120   }

   122   void CbcMip::_eraseRowId(int i) {

   123     rows.eraseIndex(i);

   124   }

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

   127     name = _prob->getColumnName(c);

   128   }

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

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

   132   }

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

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

   136   }

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

   139     name = _prob->getRowName(r);

   140   }

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

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

   144   }

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

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

   148   }

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

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

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

   153     }

   154   }

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

   157     int length = _prob->numberRows();

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

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

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

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

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

   166       ++b;

   167     }

   168   }

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

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

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

   173     }

   174   }

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

   177     int length = _prob->numberColumns();

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

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

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

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

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

   186       ++b;

   187     }

   188   }

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

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

   192   }

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

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

   196   }

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

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

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

   202   }

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

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

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

   207   }

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

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

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

   212   }

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

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

   216     return val == COIN_DBL_MAX ? INF : val;

   217   }

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

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

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

   222   }

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

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

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

   227   }

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

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

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

   232   }

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

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

   236     return val == COIN_DBL_MAX ? INF : val;

   237   }

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

   240     int num = _prob->numberColumns();

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

   242       _prob->setColumnObjective(i, 0.0);

   243     }

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

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

   246     }

   247   }

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

   250     int num = _prob->numberColumns();

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

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

   253       if (coef != 0.0) {

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

   255         ++b;

   256       }

   257     }

   258   }

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

   261     _prob->setColumnObjective(i, obj_coef);

   262   }

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

   265     return _prob->getColumnObjective(i);

   266   }

   268   CbcMip::SolveExitStatus CbcMip::_solve() {

   270     if (_osi_solver) {

   271       delete _osi_solver;

   272     }

   273 #ifdef COIN_HAS_CLP

   274     _osi_solver = new OsiClpSolverInterface();

   275 #elif COIN_HAS_OSL

   276     _osi_solver = new OsiOslSolverInterface();

   277 #else

   278 #error Cannot instantiate Osi solver

   279 #endif

   281     _osi_solver->loadFromCoinModel(*_prob);

   283     if (_cbc_model) {

   284       delete _cbc_model;

   285     }

   286     _cbc_model= new CbcModel(*_osi_solver);

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

   289     _cbc_model->setLogLevel(_message_level);

   291     _cbc_model->initialSolve();

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

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

   295         _cbc_model->isInitialSolveProvenOptimal() &&

   296         !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&

   297         !_cbc_model->isInitialSolveProvenDualInfeasible()) {

   299       CglProbing generator1;

   300       generator1.setUsingObjective(true);

   301       generator1.setMaxPass(3);

   302       generator1.setMaxProbe(100);

   303       generator1.setMaxLook(50);

   304       generator1.setRowCuts(3);

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

   307       CglGomory generator2;

   308       generator2.setLimit(300);

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

   311       CglKnapsackCover generator3;

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

   314       CglOddHole generator4;

   315       generator4.setMinimumViolation(0.005);

   316       generator4.setMinimumViolationPer(0.00002);

   317       generator4.setMaximumEntries(200);

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

   320       CglClique generator5;

   321       generator5.setStarCliqueReport(false);

   322       generator5.setRowCliqueReport(false);

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

   325       CglMixedIntegerRounding mixedGen;

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

   328       CglFlowCover flowGen;

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

   331 #ifdef COIN_HAS_CLP

   332       OsiClpSolverInterface* osiclp =

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

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

   335         osiclp->setupForRepeatedUse(2, 0);

   336       }

   337 #endif

   339       CbcRounding heuristic1(*_cbc_model);

   340       heuristic1.setWhen(3);

   341       _cbc_model->addHeuristic(&heuristic1);

   343       CbcHeuristicLocal heuristic2(*_cbc_model);

   344       heuristic2.setWhen(3);

   345       _cbc_model->addHeuristic(&heuristic2);

   347       CbcHeuristicGreedyCover heuristic3(*_cbc_model);

   348       heuristic3.setAlgorithm(11);

   349       heuristic3.setWhen(3);

   350       _cbc_model->addHeuristic(&heuristic3);

   352       CbcHeuristicFPump heuristic4(*_cbc_model);

   353       heuristic4.setWhen(3);

   354       _cbc_model->addHeuristic(&heuristic4);

   356       CbcHeuristicRINS heuristic5(*_cbc_model);

   357       heuristic5.setWhen(3);

   358       _cbc_model->addHeuristic(&heuristic5);

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

   361         _cbc_model->setMaximumCutPassesAtRoot(-100);

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

   363         _cbc_model->setMaximumCutPassesAtRoot(100);

   364       } else {

   365         _cbc_model->setMaximumCutPassesAtRoot(20);

   366       }

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

   369         _cbc_model->setNumberStrong(10);

   370       }

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

   373       _cbc_model->branchAndBound();

   374     }

   376     if (_cbc_model->isAbandoned()) {

   377       return UNSOLVED;

   378     } else {

   379       return SOLVED;

   380     }

   381   }

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

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

   385   }

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

   388     return _cbc_model->getObjValue();

   389   }

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

   392     if (_cbc_model->isProvenOptimal()) {

   393       return OPTIMAL;

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

   395       return UNBOUNDED;

   396     }

   397     return FEASIBLE;

   398   }

   400   void CbcMip::_setSense(Sense sense) {

   401     switch (sense) {

   402     case MIN:

   403       _prob->setOptimizationDirection(1.0);

   404       break;

   405     case MAX:

   406       _prob->setOptimizationDirection(- 1.0);

   407       break;

   408     }

   409   }

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

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

   413       return MIN;

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

   415       return MAX;

   416     } else {

   417       LEMON_ASSERT(false, "Wrong sense");

   418       return CbcMip::Sense();

   419     }

   420   }

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

   423     switch (col_type){

   424     case INTEGER:

   425       _prob->setInteger(i);

   426       break;

   427     case REAL:

   428       _prob->setContinuous(i);

   429       break;

   430     default:;

   431       LEMON_ASSERT(false, "Wrong sense");

   432     }

   433   }

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

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

   437   }

   439   void CbcMip::_clear() {

   440     delete _prob;

   441     if (_osi_solver) {

   442       delete _osi_solver;

   443       _osi_solver = 0;

   444     }

   445     if (_cbc_model) {

   446       delete _cbc_model;

   447       _cbc_model = 0;

   448     }

   450     _prob = new CoinModel();

   451     rows.clear();

   452     cols.clear();

   453   }

   455   void CbcMip::_messageLevel(MessageLevel level) {

   456     switch (level) {

   457     case MESSAGE_NOTHING:

   458       _message_level = 0;

   459       break;

   460     case MESSAGE_ERROR:

   461       _message_level = 1;

   462       break;

   463     case MESSAGE_WARNING:

   464       _message_level = 1;

   465       break;

   466     case MESSAGE_NORMAL:

   467       _message_level = 2;

   468       break;

   469     case MESSAGE_VERBOSE:

   470       _message_level = 3;

   471       break;

   472     }

   473   }

   475 } //END OF NAMESPACE LEMON

author	Alpar Juttner <alpar@cs.elte.hu>
	Mon, 05 Oct 2009 09:48:57 +0200
changeset 747	a42f46828cc1
parent 576	745e182d0139
child 974	b1744d7bdb47
child 998	7fdaa05a69a1
permissions	-rw-r--r--