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lemon/cbc.cc
author Alpar Juttner <alpar@cs.elte.hu>
Tue, 06 Aug 2013 09:10:18 +0200
changeset 1077 6039b32a2351
parent 973 ee581a0ecfbf
child 989 38e1d4383262
child 998 7fdaa05a69a1
permissions -rw-r--r--
Unused local typedefs warning pragma is only applied to gcc>=4.8 (#470) 
     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 #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 

    93   void CbcMip::_eraseCol(int i) {

    94     _prob->deleteColumn(i);

    95   }

    96 

    97   void CbcMip::_eraseRow(int i) {

    98     _prob->deleteRow(i);

    99   }

   100 

   101   void CbcMip::_eraseColId(int i) {

   102     cols.eraseIndex(i);

   103   }

   104 

   105   void CbcMip::_eraseRowId(int i) {

   106     rows.eraseIndex(i);

   107   }

   108 

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

   110     name = _prob->getColumnName(c);

   111   }

   112 

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

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

   115   }

   116 

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

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

   119   }

   120 

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

   122     name = _prob->getRowName(r);

   123   }

   124 

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

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

   127   }

   128 

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

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

   131   }

   132 

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

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

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

   136     }

   137   }

   138 

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

   140     int length = _prob->numberRows();

   141 

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

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

   144 

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

   146 

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

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

   149       ++b;

   150     }

   151   }

   152 

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

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

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

   156     }

   157   }

   158 

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

   160     int length = _prob->numberColumns();

   161 

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

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

   164 

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

   166 

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

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

   169       ++b;

   170     }

   171   }

   172 

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

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

   175   }

   176 

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

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

   179   }

   180 

   181 

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

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

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

   185   }

   186 

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

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

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

   190   }

   191 

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

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

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

   195   }

   196 

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

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

   199     return val == COIN_DBL_MAX ? INF : val;

   200   }

   201 

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

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

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

   205   }

   206 

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

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

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

   210   }

   211 

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

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

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

   215   }

   216 

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

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

   219     return val == COIN_DBL_MAX ? INF : val;

   220   }

   221 

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

   223     int num = _prob->numberColumns();

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

   225       _prob->setColumnObjective(i, 0.0);

   226     }

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

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

   229     }

   230   }

   231 

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

   233     int num = _prob->numberColumns();

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

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

   236       if (coef != 0.0) {

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

   238         ++b;

   239       }

   240     }

   241   }

   242 

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

   244     _prob->setColumnObjective(i, obj_coef);

   245   }

   246 

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

   248     return _prob->getColumnObjective(i);

   249   }

   250 

   251   CbcMip::SolveExitStatus CbcMip::_solve() {

   252 

   253     if (_osi_solver) {

   254       delete _osi_solver;

   255     }

   256     _osi_solver = new OsiClpSolverInterface();

   257 

   258     _osi_solver->loadFromCoinModel(*_prob);

   259 

   260     if (_cbc_model) {

   261       delete _cbc_model;

   262     }

   263     _cbc_model= new CbcModel(*_osi_solver);

   264 

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

   266     _cbc_model->setLogLevel(_message_level);

   267 

   268     _cbc_model->initialSolve();

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

   270 

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

   272         _cbc_model->isInitialSolveProvenOptimal() &&

   273         !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&

   274         !_cbc_model->isInitialSolveProvenDualInfeasible()) {

   275 

   276       CglProbing generator1;

   277       generator1.setUsingObjective(true);

   278       generator1.setMaxPass(3);

   279       generator1.setMaxProbe(100);

   280       generator1.setMaxLook(50);

   281       generator1.setRowCuts(3);

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

   283 

   284       CglGomory generator2;

   285       generator2.setLimit(300);

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

   287 

   288       CglKnapsackCover generator3;

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

   290 

   291       CglOddHole generator4;

   292       generator4.setMinimumViolation(0.005);

   293       generator4.setMinimumViolationPer(0.00002);

   294       generator4.setMaximumEntries(200);

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

   296 

   297       CglClique generator5;

   298       generator5.setStarCliqueReport(false);

   299       generator5.setRowCliqueReport(false);

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

   301 

   302       CglMixedIntegerRounding mixedGen;

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

   304 

   305       CglFlowCover flowGen;

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

   307 

   308       OsiClpSolverInterface* osiclp =

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

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

   311         osiclp->setupForRepeatedUse(2, 0);

   312       }

   313 

   314       CbcRounding heuristic1(*_cbc_model);

   315       heuristic1.setWhen(3);

   316       _cbc_model->addHeuristic(&heuristic1);

   317 

   318       CbcHeuristicLocal heuristic2(*_cbc_model);

   319       heuristic2.setWhen(3);

   320       _cbc_model->addHeuristic(&heuristic2);

   321 

   322       CbcHeuristicGreedyCover heuristic3(*_cbc_model);

   323       heuristic3.setAlgorithm(11);

   324       heuristic3.setWhen(3);

   325       _cbc_model->addHeuristic(&heuristic3);

   326 

   327       CbcHeuristicFPump heuristic4(*_cbc_model);

   328       heuristic4.setWhen(3);

   329       _cbc_model->addHeuristic(&heuristic4);

   330 

   331       CbcHeuristicRINS heuristic5(*_cbc_model);

   332       heuristic5.setWhen(3);

   333       _cbc_model->addHeuristic(&heuristic5);

   334 

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

   336         _cbc_model->setMaximumCutPassesAtRoot(-100);

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

   338         _cbc_model->setMaximumCutPassesAtRoot(100);

   339       } else {

   340         _cbc_model->setMaximumCutPassesAtRoot(20);

   341       }

   342 

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

   344         _cbc_model->setNumberStrong(10);

   345       }

   346 

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

   348       _cbc_model->branchAndBound();

   349     }

   350 

   351     if (_cbc_model->isAbandoned()) {

   352       return UNSOLVED;

   353     } else {

   354       return SOLVED;

   355     }

   356   }

   357 

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

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

   360   }

   361 

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

   363     return _cbc_model->getObjValue();

   364   }

   365 

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

   367     if (_cbc_model->isProvenOptimal()) {

   368       return OPTIMAL;

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

   370       return UNBOUNDED;

   371     }

   372     return FEASIBLE;

   373   }

   374 

   375   void CbcMip::_setSense(Sense sense) {

   376     switch (sense) {

   377     case MIN:

   378       _prob->setOptimizationDirection(1.0);

   379       break;

   380     case MAX:

   381       _prob->setOptimizationDirection(- 1.0);

   382       break;

   383     }

   384   }

   385 

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

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

   388       return MIN;

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

   390       return MAX;

   391     } else {

   392       LEMON_ASSERT(false, "Wrong sense");

   393       return CbcMip::Sense();

   394     }

   395   }

   396 

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

   398     switch (col_type){

   399     case INTEGER:

   400       _prob->setInteger(i);

   401       break;

   402     case REAL:

   403       _prob->setContinuous(i);

   404       break;

   405     default:;

   406       LEMON_ASSERT(false, "Wrong sense");

   407     }

   408   }

   409 

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

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

   412   }

   413 

   414   void CbcMip::_clear() {

   415     delete _prob;

   416     if (_osi_solver) {

   417       delete _osi_solver;

   418       _osi_solver = 0;

   419     }

   420     if (_cbc_model) {

   421       delete _cbc_model;

   422       _cbc_model = 0;

   423     }

   424 

   425     _prob = new CoinModel();

   426   }

   427 

   428   void CbcMip::_messageLevel(MessageLevel level) {

   429     switch (level) {

   430     case MESSAGE_NOTHING:

   431       _message_level = 0;

   432       break;

   433     case MESSAGE_ERROR:

   434       _message_level = 1;

   435       break;

   436     case MESSAGE_WARNING:

   437       _message_level = 1;

   438       break;

   439     case MESSAGE_NORMAL:

   440       _message_level = 2;

   441       break;

   442     case MESSAGE_VERBOSE:

   443       _message_level = 3;

   444       break;

   445     }

   446   }

   447 

   448 } //END OF NAMESPACE LEMON
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