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lemon/cbc.cc
author Alpar Juttner <alpar@cs.elte.hu>
Wed, 17 Oct 2018 17:24:14 +0200
changeset 1180 389416f8a995
parent 1000 404b98971e1f
child 1130 0759d974de81
permissions -rw-r--r--
Better MIP solver discovery and support linking to CLP/CBC on Windows (#614) 
     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) 2003-2013

     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 #include "coin/OsiClpSolverInterface.hpp"

    29 

    30 #include "coin/CbcCutGenerator.hpp"

    31 #include "coin/CbcHeuristicLocal.hpp"

    32 #include "coin/CbcHeuristicGreedy.hpp"

    33 #include "coin/CbcHeuristicFPump.hpp"

    34 #include "coin/CbcHeuristicRINS.hpp"

    35 

    36 #include "coin/CglGomory.hpp"

    37 #include "coin/CglProbing.hpp"

    38 #include "coin/CglKnapsackCover.hpp"

    39 #include "coin/CglOddHole.hpp"

    40 #include "coin/CglClique.hpp"

    41 #include "coin/CglFlowCover.hpp"

    42 #include "coin/CglMixedIntegerRounding.hpp"

    43 

    44 #include "coin/CbcHeuristic.hpp"

    45 

    46 namespace lemon {

    47 

    48   CbcMip::CbcMip() {

    49     _prob = new CoinModel();

    50     _prob->setProblemName("LEMON");

    51     _osi_solver = 0;

    52     _cbc_model = 0;

    53     messageLevel(MESSAGE_NOTHING);

    54   }

    55 

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

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

    58     _prob->setProblemName("LEMON");

    59     _osi_solver = 0;

    60     _cbc_model = 0;

    61     messageLevel(MESSAGE_NOTHING);

    62   }

    63 

    64   CbcMip::~CbcMip() {

    65     delete _prob;

    66     if (_osi_solver) delete _osi_solver;

    67     if (_cbc_model) delete _cbc_model;

    68   }

    69 

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

    71 

    72   int CbcMip::_addCol() {

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

    74     return _prob->numberColumns() - 1;

    75   }

    76 

    77   CbcMip* CbcMip::newSolver() const {

    78     CbcMip* newlp = new CbcMip;

    79     return newlp;

    80   }

    81 

    82   CbcMip* CbcMip::cloneSolver() const {

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

    84     return copylp;

    85   }

    86 

    87   int CbcMip::_addRow() {

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

    89     return _prob->numberRows() - 1;

    90   }

    91 

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

    93     std::vector<int> indexes;

    94     std::vector<Value> values;

    95 

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

    97       indexes.push_back(it->first);

    98       values.push_back(it->second);

    99     }

   100 

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

   102     return _prob->numberRows() - 1;

   103   }

   104 

   105   void CbcMip::_eraseCol(int i) {

   106     _prob->deleteColumn(i);

   107   }

   108 

   109   void CbcMip::_eraseRow(int i) {

   110     _prob->deleteRow(i);

   111   }

   112 

   113   void CbcMip::_eraseColId(int i) {

   114     cols.eraseIndex(i);

   115   }

   116 

   117   void CbcMip::_eraseRowId(int i) {

   118     rows.eraseIndex(i);

   119   }

   120 

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

   122     name = _prob->getColumnName(c);

   123   }

   124 

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

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

   127   }

   128 

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

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

   131   }

   132 

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

   134     name = _prob->getRowName(r);

   135   }

   136 

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

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

   139   }

   140 

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

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

   143   }

   144 

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

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

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

   148     }

   149   }

   150 

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

   152     int length = _prob->numberRows();

   153 

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

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

   156 

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

   158 

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

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

   161       ++b;

   162     }

   163   }

   164 

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

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

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

   168     }

   169   }

   170 

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

   172     int length = _prob->numberColumns();

   173 

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

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

   176 

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

   178 

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

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

   181       ++b;

   182     }

   183   }

   184 

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

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

   187   }

   188 

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

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

   191   }

   192 

   193 

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

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

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

   197   }

   198 

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

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

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

   202   }

   203 

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

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

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

   207   }

   208 

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

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

   211     return val == COIN_DBL_MAX ? INF : val;

   212   }

   213 

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

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

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

   217   }

   218 

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

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

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

   222   }

   223 

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

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

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

   227   }

   228 

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

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

   231     return val == COIN_DBL_MAX ? INF : val;

   232   }

   233 

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

   235     int num = _prob->numberColumns();

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

   237       _prob->setColumnObjective(i, 0.0);

   238     }

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

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

   241     }

   242   }

   243 

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

   245     int num = _prob->numberColumns();

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

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

   248       if (coef != 0.0) {

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

   250         ++b;

   251       }

   252     }

   253   }

   254 

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

   256     _prob->setColumnObjective(i, obj_coef);

   257   }

   258 

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

   260     return _prob->getColumnObjective(i);

   261   }

   262 

   263   CbcMip::SolveExitStatus CbcMip::_solve() {

   264 

   265     if (_osi_solver) {

   266       delete _osi_solver;

   267     }

   268     _osi_solver = new OsiClpSolverInterface();

   269 

   270     _osi_solver->loadFromCoinModel(*_prob);

   271 

   272     if (_cbc_model) {

   273       delete _cbc_model;

   274     }

   275     _cbc_model= new CbcModel(*_osi_solver);

   276 

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

   278     _cbc_model->setLogLevel(_message_level);

   279 

   280     _cbc_model->initialSolve();

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

   282 

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

   284         _cbc_model->isInitialSolveProvenOptimal() &&

   285         !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&

   286         !_cbc_model->isInitialSolveProvenDualInfeasible()) {

   287 

   288       CglProbing generator1;

   289       generator1.setUsingObjective(true);

   290       generator1.setMaxPass(3);

   291       generator1.setMaxProbe(100);

   292       generator1.setMaxLook(50);

   293       generator1.setRowCuts(3);

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

   295 

   296       CglGomory generator2;

   297       generator2.setLimit(300);

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

   299 

   300       CglKnapsackCover generator3;

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

   302 

   303       CglOddHole generator4;

   304       generator4.setMinimumViolation(0.005);

   305       generator4.setMinimumViolationPer(0.00002);

   306       generator4.setMaximumEntries(200);

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

   308 

   309       CglClique generator5;

   310       generator5.setStarCliqueReport(false);

   311       generator5.setRowCliqueReport(false);

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

   313 

   314       CglMixedIntegerRounding mixedGen;

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

   316 

   317       CglFlowCover flowGen;

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

   319 

   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 

   326       CbcRounding heuristic1(*_cbc_model);

   327       heuristic1.setWhen(3);

   328       _cbc_model->addHeuristic(&heuristic1);

   329 

   330       CbcHeuristicLocal heuristic2(*_cbc_model);

   331       heuristic2.setWhen(3);

   332       _cbc_model->addHeuristic(&heuristic2);

   333 

   334       CbcHeuristicGreedyCover heuristic3(*_cbc_model);

   335       heuristic3.setAlgorithm(11);

   336       heuristic3.setWhen(3);

   337       _cbc_model->addHeuristic(&heuristic3);

   338 

   339       CbcHeuristicFPump heuristic4(*_cbc_model);

   340       heuristic4.setWhen(3);

   341       _cbc_model->addHeuristic(&heuristic4);

   342 

   343       CbcHeuristicRINS heuristic5(*_cbc_model);

   344       heuristic5.setWhen(3);

   345       _cbc_model->addHeuristic(&heuristic5);

   346 

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

   348         _cbc_model->setMaximumCutPassesAtRoot(-100);

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

   350         _cbc_model->setMaximumCutPassesAtRoot(100);

   351       } else {

   352         _cbc_model->setMaximumCutPassesAtRoot(20);

   353       }

   354 

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

   356         _cbc_model->setNumberStrong(10);

   357       }

   358 

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

   360       _cbc_model->branchAndBound();

   361     }

   362 

   363     if (_cbc_model->isAbandoned()) {

   364       return UNSOLVED;

   365     } else {

   366       return SOLVED;

   367     }

   368   }

   369 

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

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

   372   }

   373 

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

   375     return _cbc_model->getObjValue();

   376   }

   377 

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

   379     if (_cbc_model->isProvenOptimal()) {

   380       return OPTIMAL;

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

   382       return UNBOUNDED;

   383     }

   384     return FEASIBLE;

   385   }

   386 

   387   void CbcMip::_setSense(Sense sense) {

   388     switch (sense) {

   389     case MIN:

   390       _prob->setOptimizationDirection(1.0);

   391       break;

   392     case MAX:

   393       _prob->setOptimizationDirection(- 1.0);

   394       break;

   395     }

   396   }

   397 

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

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

   400       return MIN;

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

   402       return MAX;

   403     } else {

   404       LEMON_ASSERT(false, "Wrong sense");

   405       return CbcMip::Sense();

   406     }

   407   }

   408 

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

   410     switch (col_type){

   411     case INTEGER:

   412       _prob->setInteger(i);

   413       break;

   414     case REAL:

   415       _prob->setContinuous(i);

   416       break;

   417     default:;

   418       LEMON_ASSERT(false, "Wrong sense");

   419     }

   420   }

   421 

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

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

   424   }

   425 

   426   void CbcMip::_clear() {

   427     delete _prob;

   428     if (_osi_solver) {

   429       delete _osi_solver;

   430       _osi_solver = 0;

   431     }

   432     if (_cbc_model) {

   433       delete _cbc_model;

   434       _cbc_model = 0;

   435     }

   436 

   437     _prob = new CoinModel();

   438   }

   439 

   440   void CbcMip::_messageLevel(MessageLevel level) {

   441     switch (level) {

   442     case MESSAGE_NOTHING:

   443       _message_level = 0;

   444       break;

   445     case MESSAGE_ERROR:

   446       _message_level = 1;

   447       break;

   448     case MESSAGE_WARNING:

   449       _message_level = 1;

   450       break;

   451     case MESSAGE_NORMAL:

   452       _message_level = 2;

   453       break;

   454     case MESSAGE_VERBOSE:

   455       _message_level = 3;

   456       break;

   457     }

   458   }

   459 

   460 } //END OF NAMESPACE LEMON
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