1 | /* glpios03.c (branch-and-cut driver) */ |
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2 | |
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3 | /*********************************************************************** |
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4 | * This code is part of GLPK (GNU Linear Programming Kit). |
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5 | * |
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6 | * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, |
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7 | * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, |
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8 | * Moscow Aviation Institute, Moscow, Russia. All rights reserved. |
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9 | * E-mail: <mao@gnu.org>. |
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10 | * |
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11 | * GLPK is free software: you can redistribute it and/or modify it |
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12 | * under the terms of the GNU General Public License as published by |
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13 | * the Free Software Foundation, either version 3 of the License, or |
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14 | * (at your option) any later version. |
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15 | * |
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16 | * GLPK is distributed in the hope that it will be useful, but WITHOUT |
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17 | * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY |
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18 | * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public |
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19 | * License for more details. |
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20 | * |
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21 | * You should have received a copy of the GNU General Public License |
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22 | * along with GLPK. If not, see <http://www.gnu.org/licenses/>. |
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23 | ***********************************************************************/ |
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24 | |
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25 | #include "glpios.h" |
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26 | |
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27 | /*********************************************************************** |
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28 | * show_progress - display current progress of the search |
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29 | * |
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30 | * This routine displays some information about current progress of the |
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31 | * search. |
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32 | * |
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33 | * The information includes: |
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34 | * |
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35 | * the current number of iterations performed by the simplex solver; |
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36 | * |
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37 | * the objective value for the best known integer feasible solution, |
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38 | * which is upper (minimization) or lower (maximization) global bound |
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39 | * for optimal solution of the original mip problem; |
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40 | * |
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41 | * the best local bound for active nodes, which is lower (minimization) |
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42 | * or upper (maximization) global bound for optimal solution of the |
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43 | * original mip problem; |
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44 | * |
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45 | * the relative mip gap, in percents; |
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46 | * |
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47 | * the number of open (active) subproblems; |
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48 | * |
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49 | * the number of completely explored subproblems, i.e. whose nodes have |
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50 | * been removed from the tree. */ |
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51 | |
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52 | static void show_progress(glp_tree *T, int bingo) |
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53 | { int p; |
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54 | double temp; |
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55 | char best_mip[50], best_bound[50], *rho, rel_gap[50]; |
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56 | /* format the best known integer feasible solution */ |
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57 | if (T->mip->mip_stat == GLP_FEAS) |
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58 | sprintf(best_mip, "%17.9e", T->mip->mip_obj); |
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59 | else |
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60 | sprintf(best_mip, "%17s", "not found yet"); |
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61 | /* determine reference number of an active subproblem whose local |
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62 | bound is best */ |
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63 | p = ios_best_node(T); |
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64 | /* format the best bound */ |
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65 | if (p == 0) |
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66 | sprintf(best_bound, "%17s", "tree is empty"); |
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67 | else |
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68 | { temp = T->slot[p].node->bound; |
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69 | if (temp == -DBL_MAX) |
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70 | sprintf(best_bound, "%17s", "-inf"); |
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71 | else if (temp == +DBL_MAX) |
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72 | sprintf(best_bound, "%17s", "+inf"); |
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73 | else |
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74 | sprintf(best_bound, "%17.9e", temp); |
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75 | } |
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76 | /* choose the relation sign between global bounds */ |
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77 | if (T->mip->dir == GLP_MIN) |
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78 | rho = ">="; |
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79 | else if (T->mip->dir == GLP_MAX) |
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80 | rho = "<="; |
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81 | else |
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82 | xassert(T != T); |
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83 | /* format the relative mip gap */ |
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84 | temp = ios_relative_gap(T); |
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85 | if (temp == 0.0) |
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86 | sprintf(rel_gap, " 0.0%%"); |
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87 | else if (temp < 0.001) |
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88 | sprintf(rel_gap, "< 0.1%%"); |
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89 | else if (temp <= 9.999) |
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90 | sprintf(rel_gap, "%5.1f%%", 100.0 * temp); |
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91 | else |
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92 | sprintf(rel_gap, "%6s", ""); |
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93 | /* display progress of the search */ |
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94 | xprintf("+%6d: %s %s %s %s %s (%d; %d)\n", |
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95 | T->mip->it_cnt, bingo ? ">>>>>" : "mip =", best_mip, rho, |
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96 | best_bound, rel_gap, T->a_cnt, T->t_cnt - T->n_cnt); |
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97 | T->tm_lag = xtime(); |
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98 | return; |
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99 | } |
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100 | |
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101 | /*********************************************************************** |
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102 | * is_branch_hopeful - check if specified branch is hopeful |
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103 | * |
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104 | * This routine checks if the specified subproblem can have an integer |
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105 | * optimal solution which is better than the best known one. |
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106 | * |
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107 | * The check is based on comparison of the local objective bound stored |
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108 | * in the subproblem descriptor and the incumbent objective value which |
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109 | * is the global objective bound. |
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110 | * |
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111 | * If there is a chance that the specified subproblem can have a better |
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112 | * integer optimal solution, the routine returns non-zero. Otherwise, if |
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113 | * the corresponding branch can pruned, zero is returned. */ |
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114 | |
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115 | static int is_branch_hopeful(glp_tree *T, int p) |
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116 | { xassert(1 <= p && p <= T->nslots); |
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117 | xassert(T->slot[p].node != NULL); |
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118 | return ios_is_hopeful(T, T->slot[p].node->bound); |
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119 | } |
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120 | |
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121 | /*********************************************************************** |
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122 | * check_integrality - check integrality of basic solution |
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123 | * |
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124 | * This routine checks if the basic solution of LP relaxation of the |
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125 | * current subproblem satisfies to integrality conditions, i.e. that all |
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126 | * variables of integer kind have integral primal values. (The solution |
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127 | * is assumed to be optimal.) |
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128 | * |
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129 | * For each variable of integer kind the routine computes the following |
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130 | * quantity: |
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131 | * |
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132 | * ii(x[j]) = min(x[j] - floor(x[j]), ceil(x[j]) - x[j]), (1) |
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133 | * |
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134 | * which is a measure of the integer infeasibility (non-integrality) of |
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135 | * x[j] (for example, ii(2.1) = 0.1, ii(3.7) = 0.3, ii(5.0) = 0). It is |
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136 | * understood that 0 <= ii(x[j]) <= 0.5, and variable x[j] is integer |
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137 | * feasible if ii(x[j]) = 0. However, due to floating-point arithmetic |
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138 | * the routine checks less restrictive condition: |
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139 | * |
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140 | * ii(x[j]) <= tol_int, (2) |
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141 | * |
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142 | * where tol_int is a given tolerance (small positive number) and marks |
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143 | * each variable which does not satisfy to (2) as integer infeasible by |
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144 | * setting its fractionality flag. |
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145 | * |
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146 | * In order to characterize integer infeasibility of the basic solution |
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147 | * in the whole the routine computes two parameters: ii_cnt, which is |
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148 | * the number of variables with the fractionality flag set, and ii_sum, |
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149 | * which is the sum of integer infeasibilities (1). */ |
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150 | |
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151 | static void check_integrality(glp_tree *T) |
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152 | { glp_prob *mip = T->mip; |
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153 | int j, type, ii_cnt = 0; |
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154 | double lb, ub, x, temp1, temp2, ii_sum = 0.0; |
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155 | /* walk through the set of columns (structural variables) */ |
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156 | for (j = 1; j <= mip->n; j++) |
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157 | { GLPCOL *col = mip->col[j]; |
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158 | T->non_int[j] = 0; |
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159 | /* if the column is not integer, skip it */ |
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160 | if (col->kind != GLP_IV) continue; |
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161 | /* if the column is non-basic, it is integer feasible */ |
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162 | if (col->stat != GLP_BS) continue; |
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163 | /* obtain the type and bounds of the column */ |
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164 | type = col->type, lb = col->lb, ub = col->ub; |
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165 | /* obtain value of the column in optimal basic solution */ |
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166 | x = col->prim; |
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167 | /* if the column's primal value is close to the lower bound, |
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168 | the column is integer feasible within given tolerance */ |
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169 | if (type == GLP_LO || type == GLP_DB || type == GLP_FX) |
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170 | { temp1 = lb - T->parm->tol_int; |
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171 | temp2 = lb + T->parm->tol_int; |
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172 | if (temp1 <= x && x <= temp2) continue; |
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173 | #if 0 |
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174 | /* the lower bound must not be violated */ |
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175 | xassert(x >= lb); |
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176 | #else |
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177 | if (x < lb) continue; |
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178 | #endif |
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179 | } |
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180 | /* if the column's primal value is close to the upper bound, |
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181 | the column is integer feasible within given tolerance */ |
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182 | if (type == GLP_UP || type == GLP_DB || type == GLP_FX) |
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183 | { temp1 = ub - T->parm->tol_int; |
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184 | temp2 = ub + T->parm->tol_int; |
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185 | if (temp1 <= x && x <= temp2) continue; |
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186 | #if 0 |
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187 | /* the upper bound must not be violated */ |
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188 | xassert(x <= ub); |
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189 | #else |
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190 | if (x > ub) continue; |
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191 | #endif |
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192 | } |
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193 | /* if the column's primal value is close to nearest integer, |
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194 | the column is integer feasible within given tolerance */ |
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195 | temp1 = floor(x + 0.5) - T->parm->tol_int; |
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196 | temp2 = floor(x + 0.5) + T->parm->tol_int; |
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197 | if (temp1 <= x && x <= temp2) continue; |
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198 | /* otherwise the column is integer infeasible */ |
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199 | T->non_int[j] = 1; |
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200 | /* increase the number of fractional-valued columns */ |
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201 | ii_cnt++; |
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202 | /* compute the sum of integer infeasibilities */ |
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203 | temp1 = x - floor(x); |
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204 | temp2 = ceil(x) - x; |
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205 | xassert(temp1 > 0.0 && temp2 > 0.0); |
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206 | ii_sum += (temp1 <= temp2 ? temp1 : temp2); |
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207 | } |
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208 | /* store ii_cnt and ii_sum to the current problem descriptor */ |
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209 | xassert(T->curr != NULL); |
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210 | T->curr->ii_cnt = ii_cnt; |
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211 | T->curr->ii_sum = ii_sum; |
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212 | /* and also display these parameters */ |
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213 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
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214 | { if (ii_cnt == 0) |
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215 | xprintf("There are no fractional columns\n"); |
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216 | else if (ii_cnt == 1) |
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217 | xprintf("There is one fractional column, integer infeasibil" |
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218 | "ity is %.3e\n", ii_sum); |
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219 | else |
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220 | xprintf("There are %d fractional columns, integer infeasibi" |
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221 | "lity is %.3e\n", ii_cnt, ii_sum); |
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222 | } |
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223 | return; |
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224 | } |
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225 | |
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226 | /*********************************************************************** |
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227 | * record_solution - record better integer feasible solution |
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228 | * |
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229 | * This routine records optimal basic solution of LP relaxation of the |
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230 | * current subproblem, which being integer feasible is better than the |
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231 | * best known integer feasible solution. */ |
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232 | |
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233 | static void record_solution(glp_tree *T) |
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234 | { glp_prob *mip = T->mip; |
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235 | int i, j; |
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236 | mip->mip_stat = GLP_FEAS; |
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237 | mip->mip_obj = mip->obj_val; |
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238 | for (i = 1; i <= mip->m; i++) |
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239 | { GLPROW *row = mip->row[i]; |
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240 | row->mipx = row->prim; |
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241 | } |
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242 | for (j = 1; j <= mip->n; j++) |
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243 | { GLPCOL *col = mip->col[j]; |
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244 | if (col->kind == GLP_CV) |
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245 | col->mipx = col->prim; |
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246 | else if (col->kind == GLP_IV) |
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247 | { /* value of the integer column must be integral */ |
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248 | col->mipx = floor(col->prim + 0.5); |
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249 | } |
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250 | else |
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251 | xassert(col != col); |
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252 | } |
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253 | T->sol_cnt++; |
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254 | return; |
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255 | } |
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256 | |
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257 | /*********************************************************************** |
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258 | * fix_by_red_cost - fix non-basic integer columns by reduced costs |
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259 | * |
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260 | * This routine fixes some non-basic integer columns if their reduced |
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261 | * costs indicate that increasing (decreasing) the column at least by |
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262 | * one involves the objective value becoming worse than the incumbent |
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263 | * objective value. */ |
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264 | |
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265 | static void fix_by_red_cost(glp_tree *T) |
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266 | { glp_prob *mip = T->mip; |
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267 | int j, stat, fixed = 0; |
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268 | double obj, lb, ub, dj; |
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269 | /* the global bound must exist */ |
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270 | xassert(T->mip->mip_stat == GLP_FEAS); |
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271 | /* basic solution of LP relaxation must be optimal */ |
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272 | xassert(mip->pbs_stat == GLP_FEAS && mip->dbs_stat == GLP_FEAS); |
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273 | /* determine the objective function value */ |
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274 | obj = mip->obj_val; |
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275 | /* walk through the column list */ |
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276 | for (j = 1; j <= mip->n; j++) |
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277 | { GLPCOL *col = mip->col[j]; |
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278 | /* if the column is not integer, skip it */ |
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279 | if (col->kind != GLP_IV) continue; |
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280 | /* obtain bounds of j-th column */ |
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281 | lb = col->lb, ub = col->ub; |
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282 | /* and determine its status and reduced cost */ |
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283 | stat = col->stat, dj = col->dual; |
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284 | /* analyze the reduced cost */ |
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285 | switch (mip->dir) |
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286 | { case GLP_MIN: |
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287 | /* minimization */ |
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288 | if (stat == GLP_NL) |
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289 | { /* j-th column is non-basic on its lower bound */ |
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290 | if (dj < 0.0) dj = 0.0; |
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291 | if (obj + dj >= mip->mip_obj) |
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292 | glp_set_col_bnds(mip, j, GLP_FX, lb, lb), fixed++; |
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293 | } |
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294 | else if (stat == GLP_NU) |
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295 | { /* j-th column is non-basic on its upper bound */ |
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296 | if (dj > 0.0) dj = 0.0; |
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297 | if (obj - dj >= mip->mip_obj) |
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298 | glp_set_col_bnds(mip, j, GLP_FX, ub, ub), fixed++; |
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299 | } |
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300 | break; |
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301 | case GLP_MAX: |
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302 | /* maximization */ |
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303 | if (stat == GLP_NL) |
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304 | { /* j-th column is non-basic on its lower bound */ |
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305 | if (dj > 0.0) dj = 0.0; |
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306 | if (obj + dj <= mip->mip_obj) |
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307 | glp_set_col_bnds(mip, j, GLP_FX, lb, lb), fixed++; |
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308 | } |
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309 | else if (stat == GLP_NU) |
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310 | { /* j-th column is non-basic on its upper bound */ |
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311 | if (dj < 0.0) dj = 0.0; |
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312 | if (obj - dj <= mip->mip_obj) |
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313 | glp_set_col_bnds(mip, j, GLP_FX, ub, ub), fixed++; |
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314 | } |
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315 | break; |
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316 | default: |
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317 | xassert(T != T); |
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318 | } |
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319 | } |
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320 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
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321 | { if (fixed == 0) |
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322 | /* nothing to say */; |
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323 | else if (fixed == 1) |
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324 | xprintf("One column has been fixed by reduced cost\n"); |
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325 | else |
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326 | xprintf("%d columns have been fixed by reduced costs\n", |
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327 | fixed); |
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328 | } |
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329 | /* fixing non-basic columns on their current bounds does not |
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330 | change the basic solution */ |
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331 | xassert(mip->pbs_stat == GLP_FEAS && mip->dbs_stat == GLP_FEAS); |
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332 | return; |
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333 | } |
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334 | |
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335 | /*********************************************************************** |
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336 | * branch_on - perform branching on specified variable |
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337 | * |
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338 | * This routine performs branching on j-th column (structural variable) |
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339 | * of the current subproblem. The specified column must be of integer |
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340 | * kind and must have a fractional value in optimal basic solution of |
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341 | * LP relaxation of the current subproblem (i.e. only columns for which |
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342 | * the flag non_int[j] is set are valid candidates to branch on). |
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343 | * |
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344 | * Let x be j-th structural variable, and beta be its primal fractional |
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345 | * value in the current basic solution. Branching on j-th variable is |
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346 | * dividing the current subproblem into two new subproblems, which are |
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347 | * identical to the current subproblem with the following exception: in |
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348 | * the first subproblem that begins the down-branch x has a new upper |
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349 | * bound x <= floor(beta), and in the second subproblem that begins the |
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350 | * up-branch x has a new lower bound x >= ceil(beta). |
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351 | * |
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352 | * Depending on estimation of local bounds for down- and up-branches |
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353 | * this routine returns the following: |
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354 | * |
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355 | * 0 - both branches have been created; |
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356 | * 1 - one branch is hopeless and has been pruned, so now the current |
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357 | * subproblem is other branch; |
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358 | * 2 - both branches are hopeless and have been pruned; new subproblem |
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359 | * selection is needed to continue the search. */ |
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360 | |
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361 | static int branch_on(glp_tree *T, int j, int next) |
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362 | { glp_prob *mip = T->mip; |
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363 | IOSNPD *node; |
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364 | int m = mip->m; |
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365 | int n = mip->n; |
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366 | int type, dn_type, up_type, dn_bad, up_bad, p, ret, clone[1+2]; |
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367 | double lb, ub, beta, new_ub, new_lb, dn_lp, up_lp, dn_bnd, up_bnd; |
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368 | /* determine bounds and value of x[j] in optimal solution to LP |
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369 | relaxation of the current subproblem */ |
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370 | xassert(1 <= j && j <= n); |
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371 | type = mip->col[j]->type; |
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372 | lb = mip->col[j]->lb; |
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373 | ub = mip->col[j]->ub; |
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374 | beta = mip->col[j]->prim; |
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375 | /* determine new bounds of x[j] for down- and up-branches */ |
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376 | new_ub = floor(beta); |
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377 | new_lb = ceil(beta); |
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378 | switch (type) |
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379 | { case GLP_FR: |
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380 | dn_type = GLP_UP; |
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381 | up_type = GLP_LO; |
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382 | break; |
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383 | case GLP_LO: |
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384 | xassert(lb <= new_ub); |
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385 | dn_type = (lb == new_ub ? GLP_FX : GLP_DB); |
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386 | xassert(lb + 1.0 <= new_lb); |
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387 | up_type = GLP_LO; |
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388 | break; |
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389 | case GLP_UP: |
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390 | xassert(new_ub <= ub - 1.0); |
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391 | dn_type = GLP_UP; |
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392 | xassert(new_lb <= ub); |
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393 | up_type = (new_lb == ub ? GLP_FX : GLP_DB); |
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394 | break; |
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395 | case GLP_DB: |
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396 | xassert(lb <= new_ub && new_ub <= ub - 1.0); |
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397 | dn_type = (lb == new_ub ? GLP_FX : GLP_DB); |
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398 | xassert(lb + 1.0 <= new_lb && new_lb <= ub); |
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399 | up_type = (new_lb == ub ? GLP_FX : GLP_DB); |
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400 | break; |
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401 | default: |
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402 | xassert(type != type); |
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403 | } |
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404 | /* compute local bounds to LP relaxation for both branches */ |
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405 | ios_eval_degrad(T, j, &dn_lp, &up_lp); |
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406 | /* and improve them by rounding */ |
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407 | dn_bnd = ios_round_bound(T, dn_lp); |
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408 | up_bnd = ios_round_bound(T, up_lp); |
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409 | /* check local bounds for down- and up-branches */ |
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410 | dn_bad = !ios_is_hopeful(T, dn_bnd); |
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411 | up_bad = !ios_is_hopeful(T, up_bnd); |
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412 | if (dn_bad && up_bad) |
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413 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
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414 | xprintf("Both down- and up-branches are hopeless\n"); |
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415 | ret = 2; |
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416 | goto done; |
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417 | } |
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418 | else if (up_bad) |
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419 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
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420 | xprintf("Up-branch is hopeless\n"); |
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421 | glp_set_col_bnds(mip, j, dn_type, lb, new_ub); |
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422 | T->curr->lp_obj = dn_lp; |
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423 | if (mip->dir == GLP_MIN) |
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424 | { if (T->curr->bound < dn_bnd) |
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425 | T->curr->bound = dn_bnd; |
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426 | } |
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427 | else if (mip->dir == GLP_MAX) |
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428 | { if (T->curr->bound > dn_bnd) |
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429 | T->curr->bound = dn_bnd; |
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430 | } |
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431 | else |
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432 | xassert(mip != mip); |
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433 | ret = 1; |
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434 | goto done; |
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435 | } |
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436 | else if (dn_bad) |
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437 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
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438 | xprintf("Down-branch is hopeless\n"); |
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439 | glp_set_col_bnds(mip, j, up_type, new_lb, ub); |
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440 | T->curr->lp_obj = up_lp; |
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441 | if (mip->dir == GLP_MIN) |
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442 | { if (T->curr->bound < up_bnd) |
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443 | T->curr->bound = up_bnd; |
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444 | } |
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445 | else if (mip->dir == GLP_MAX) |
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446 | { if (T->curr->bound > up_bnd) |
---|
447 | T->curr->bound = up_bnd; |
---|
448 | } |
---|
449 | else |
---|
450 | xassert(mip != mip); |
---|
451 | ret = 1; |
---|
452 | goto done; |
---|
453 | } |
---|
454 | /* both down- and up-branches seem to be hopeful */ |
---|
455 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
456 | xprintf("Branching on column %d, primal value is %.9e\n", |
---|
457 | j, beta); |
---|
458 | /* determine the reference number of the current subproblem */ |
---|
459 | xassert(T->curr != NULL); |
---|
460 | p = T->curr->p; |
---|
461 | T->curr->br_var = j; |
---|
462 | T->curr->br_val = beta; |
---|
463 | /* freeze the current subproblem */ |
---|
464 | ios_freeze_node(T); |
---|
465 | /* create two clones of the current subproblem; the first clone |
---|
466 | begins the down-branch, the second one begins the up-branch */ |
---|
467 | ios_clone_node(T, p, 2, clone); |
---|
468 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
469 | xprintf("Node %d begins down branch, node %d begins up branch " |
---|
470 | "\n", clone[1], clone[2]); |
---|
471 | /* set new upper bound of j-th column in the down-branch */ |
---|
472 | node = T->slot[clone[1]].node; |
---|
473 | xassert(node != NULL); |
---|
474 | xassert(node->up != NULL); |
---|
475 | xassert(node->b_ptr == NULL); |
---|
476 | node->b_ptr = dmp_get_atom(T->pool, sizeof(IOSBND)); |
---|
477 | node->b_ptr->k = m + j; |
---|
478 | node->b_ptr->type = (unsigned char)dn_type; |
---|
479 | node->b_ptr->lb = lb; |
---|
480 | node->b_ptr->ub = new_ub; |
---|
481 | node->b_ptr->next = NULL; |
---|
482 | node->lp_obj = dn_lp; |
---|
483 | if (mip->dir == GLP_MIN) |
---|
484 | { if (node->bound < dn_bnd) |
---|
485 | node->bound = dn_bnd; |
---|
486 | } |
---|
487 | else if (mip->dir == GLP_MAX) |
---|
488 | { if (node->bound > dn_bnd) |
---|
489 | node->bound = dn_bnd; |
---|
490 | } |
---|
491 | else |
---|
492 | xassert(mip != mip); |
---|
493 | /* set new lower bound of j-th column in the up-branch */ |
---|
494 | node = T->slot[clone[2]].node; |
---|
495 | xassert(node != NULL); |
---|
496 | xassert(node->up != NULL); |
---|
497 | xassert(node->b_ptr == NULL); |
---|
498 | node->b_ptr = dmp_get_atom(T->pool, sizeof(IOSBND)); |
---|
499 | node->b_ptr->k = m + j; |
---|
500 | node->b_ptr->type = (unsigned char)up_type; |
---|
501 | node->b_ptr->lb = new_lb; |
---|
502 | node->b_ptr->ub = ub; |
---|
503 | node->b_ptr->next = NULL; |
---|
504 | node->lp_obj = up_lp; |
---|
505 | if (mip->dir == GLP_MIN) |
---|
506 | { if (node->bound < up_bnd) |
---|
507 | node->bound = up_bnd; |
---|
508 | } |
---|
509 | else if (mip->dir == GLP_MAX) |
---|
510 | { if (node->bound > up_bnd) |
---|
511 | node->bound = up_bnd; |
---|
512 | } |
---|
513 | else |
---|
514 | xassert(mip != mip); |
---|
515 | /* suggest the subproblem to be solved next */ |
---|
516 | xassert(T->child == 0); |
---|
517 | if (next == GLP_NO_BRNCH) |
---|
518 | T->child = 0; |
---|
519 | else if (next == GLP_DN_BRNCH) |
---|
520 | T->child = clone[1]; |
---|
521 | else if (next == GLP_UP_BRNCH) |
---|
522 | T->child = clone[2]; |
---|
523 | else |
---|
524 | xassert(next != next); |
---|
525 | ret = 0; |
---|
526 | done: return ret; |
---|
527 | } |
---|
528 | |
---|
529 | /*********************************************************************** |
---|
530 | * cleanup_the_tree - prune hopeless branches from the tree |
---|
531 | * |
---|
532 | * This routine walks through the active list and checks the local |
---|
533 | * bound for every active subproblem. If the local bound indicates that |
---|
534 | * the subproblem cannot have integer optimal solution better than the |
---|
535 | * incumbent objective value, the routine deletes such subproblem that, |
---|
536 | * in turn, involves pruning the corresponding branch of the tree. */ |
---|
537 | |
---|
538 | static void cleanup_the_tree(glp_tree *T) |
---|
539 | { IOSNPD *node, *next_node; |
---|
540 | int count = 0; |
---|
541 | /* the global bound must exist */ |
---|
542 | xassert(T->mip->mip_stat == GLP_FEAS); |
---|
543 | /* walk through the list of active subproblems */ |
---|
544 | for (node = T->head; node != NULL; node = next_node) |
---|
545 | { /* deleting some active problem node may involve deleting its |
---|
546 | parents recursively; however, all its parents being created |
---|
547 | *before* it are always *precede* it in the node list, so |
---|
548 | the next problem node is never affected by such deletion */ |
---|
549 | next_node = node->next; |
---|
550 | /* if the branch is hopeless, prune it */ |
---|
551 | if (!is_branch_hopeful(T, node->p)) |
---|
552 | ios_delete_node(T, node->p), count++; |
---|
553 | } |
---|
554 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
555 | { if (count == 1) |
---|
556 | xprintf("One hopeless branch has been pruned\n"); |
---|
557 | else if (count > 1) |
---|
558 | xprintf("%d hopeless branches have been pruned\n", count); |
---|
559 | } |
---|
560 | return; |
---|
561 | } |
---|
562 | |
---|
563 | /**********************************************************************/ |
---|
564 | |
---|
565 | static void generate_cuts(glp_tree *T) |
---|
566 | { /* generate generic cuts with built-in generators */ |
---|
567 | if (!(T->parm->mir_cuts == GLP_ON || |
---|
568 | T->parm->gmi_cuts == GLP_ON || |
---|
569 | T->parm->cov_cuts == GLP_ON || |
---|
570 | T->parm->clq_cuts == GLP_ON)) goto done; |
---|
571 | #if 1 /* 20/IX-2008 */ |
---|
572 | { int i, max_cuts, added_cuts; |
---|
573 | max_cuts = T->n; |
---|
574 | if (max_cuts < 1000) max_cuts = 1000; |
---|
575 | added_cuts = 0; |
---|
576 | for (i = T->orig_m+1; i <= T->mip->m; i++) |
---|
577 | { if (T->mip->row[i]->origin == GLP_RF_CUT) |
---|
578 | added_cuts++; |
---|
579 | } |
---|
580 | /* xprintf("added_cuts = %d\n", added_cuts); */ |
---|
581 | if (added_cuts >= max_cuts) goto done; |
---|
582 | } |
---|
583 | #endif |
---|
584 | /* generate and add to POOL all cuts violated by x* */ |
---|
585 | if (T->parm->gmi_cuts == GLP_ON) |
---|
586 | { if (T->curr->changed < 5) |
---|
587 | ios_gmi_gen(T); |
---|
588 | } |
---|
589 | if (T->parm->mir_cuts == GLP_ON) |
---|
590 | { xassert(T->mir_gen != NULL); |
---|
591 | ios_mir_gen(T, T->mir_gen); |
---|
592 | } |
---|
593 | if (T->parm->cov_cuts == GLP_ON) |
---|
594 | { /* cover cuts works well along with mir cuts */ |
---|
595 | /*if (T->round <= 5)*/ |
---|
596 | ios_cov_gen(T); |
---|
597 | } |
---|
598 | if (T->parm->clq_cuts == GLP_ON) |
---|
599 | { if (T->clq_gen != NULL) |
---|
600 | { if (T->curr->level == 0 && T->curr->changed < 50 || |
---|
601 | T->curr->level > 0 && T->curr->changed < 5) |
---|
602 | ios_clq_gen(T, T->clq_gen); |
---|
603 | } |
---|
604 | } |
---|
605 | done: return; |
---|
606 | } |
---|
607 | |
---|
608 | /**********************************************************************/ |
---|
609 | |
---|
610 | static void remove_cuts(glp_tree *T) |
---|
611 | { /* remove inactive cuts (some valueable globally valid cut might |
---|
612 | be saved in the global cut pool) */ |
---|
613 | int i, cnt = 0, *num = NULL; |
---|
614 | xassert(T->curr != NULL); |
---|
615 | for (i = T->orig_m+1; i <= T->mip->m; i++) |
---|
616 | { if (T->mip->row[i]->origin == GLP_RF_CUT && |
---|
617 | T->mip->row[i]->level == T->curr->level && |
---|
618 | T->mip->row[i]->stat == GLP_BS) |
---|
619 | { if (num == NULL) |
---|
620 | num = xcalloc(1+T->mip->m, sizeof(int)); |
---|
621 | num[++cnt] = i; |
---|
622 | } |
---|
623 | } |
---|
624 | if (cnt > 0) |
---|
625 | { glp_del_rows(T->mip, cnt, num); |
---|
626 | #if 0 |
---|
627 | xprintf("%d inactive cut(s) removed\n", cnt); |
---|
628 | #endif |
---|
629 | xfree(num); |
---|
630 | xassert(glp_factorize(T->mip) == 0); |
---|
631 | } |
---|
632 | return; |
---|
633 | } |
---|
634 | |
---|
635 | /**********************************************************************/ |
---|
636 | |
---|
637 | static void display_cut_info(glp_tree *T) |
---|
638 | { glp_prob *mip = T->mip; |
---|
639 | int i, gmi = 0, mir = 0, cov = 0, clq = 0, app = 0; |
---|
640 | for (i = mip->m; i > 0; i--) |
---|
641 | { GLPROW *row; |
---|
642 | row = mip->row[i]; |
---|
643 | /* if (row->level < T->curr->level) break; */ |
---|
644 | if (row->origin == GLP_RF_CUT) |
---|
645 | { if (row->klass == GLP_RF_GMI) |
---|
646 | gmi++; |
---|
647 | else if (row->klass == GLP_RF_MIR) |
---|
648 | mir++; |
---|
649 | else if (row->klass == GLP_RF_COV) |
---|
650 | cov++; |
---|
651 | else if (row->klass == GLP_RF_CLQ) |
---|
652 | clq++; |
---|
653 | else |
---|
654 | app++; |
---|
655 | } |
---|
656 | } |
---|
657 | xassert(T->curr != NULL); |
---|
658 | if (gmi + mir + cov + clq + app > 0) |
---|
659 | { xprintf("Cuts on level %d:", T->curr->level); |
---|
660 | if (gmi > 0) xprintf(" gmi = %d;", gmi); |
---|
661 | if (mir > 0) xprintf(" mir = %d;", mir); |
---|
662 | if (cov > 0) xprintf(" cov = %d;", cov); |
---|
663 | if (clq > 0) xprintf(" clq = %d;", clq); |
---|
664 | if (app > 0) xprintf(" app = %d;", app); |
---|
665 | xprintf("\n"); |
---|
666 | } |
---|
667 | return; |
---|
668 | } |
---|
669 | |
---|
670 | /*********************************************************************** |
---|
671 | * NAME |
---|
672 | * |
---|
673 | * ios_driver - branch-and-cut driver |
---|
674 | * |
---|
675 | * SYNOPSIS |
---|
676 | * |
---|
677 | * #include "glpios.h" |
---|
678 | * int ios_driver(glp_tree *T); |
---|
679 | * |
---|
680 | * DESCRIPTION |
---|
681 | * |
---|
682 | * The routine ios_driver is a branch-and-cut driver. It controls the |
---|
683 | * MIP solution process. |
---|
684 | * |
---|
685 | * RETURNS |
---|
686 | * |
---|
687 | * 0 The MIP problem instance has been successfully solved. This code |
---|
688 | * does not necessarily mean that the solver has found optimal |
---|
689 | * solution. It only means that the solution process was successful. |
---|
690 | * |
---|
691 | * GLP_EFAIL |
---|
692 | * The search was prematurely terminated due to the solver failure. |
---|
693 | * |
---|
694 | * GLP_EMIPGAP |
---|
695 | * The search was prematurely terminated, because the relative mip |
---|
696 | * gap tolerance has been reached. |
---|
697 | * |
---|
698 | * GLP_ETMLIM |
---|
699 | * The search was prematurely terminated, because the time limit has |
---|
700 | * been exceeded. |
---|
701 | * |
---|
702 | * GLP_ESTOP |
---|
703 | * The search was prematurely terminated by application. */ |
---|
704 | |
---|
705 | int ios_driver(glp_tree *T) |
---|
706 | { int p, curr_p, p_stat, d_stat, ret; |
---|
707 | #if 1 /* carry out to glp_tree */ |
---|
708 | int pred_p = 0; |
---|
709 | /* if the current subproblem has been just created due to |
---|
710 | branching, pred_p is the reference number of its parent |
---|
711 | subproblem, otherwise pred_p is zero */ |
---|
712 | #endif |
---|
713 | glp_long ttt = T->tm_beg; |
---|
714 | #if 0 |
---|
715 | ((glp_iocp *)T->parm)->msg_lev = GLP_MSG_DBG; |
---|
716 | #endif |
---|
717 | /* on entry to the B&B driver it is assumed that the active list |
---|
718 | contains the only active (i.e. root) subproblem, which is the |
---|
719 | original MIP problem to be solved */ |
---|
720 | loop: /* main loop starts here */ |
---|
721 | /* at this point the current subproblem does not exist */ |
---|
722 | xassert(T->curr == NULL); |
---|
723 | /* if the active list is empty, the search is finished */ |
---|
724 | if (T->head == NULL) |
---|
725 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
726 | xprintf("Active list is empty!\n"); |
---|
727 | xassert(dmp_in_use(T->pool).lo == 0); |
---|
728 | ret = 0; |
---|
729 | goto done; |
---|
730 | } |
---|
731 | /* select some active subproblem to continue the search */ |
---|
732 | xassert(T->next_p == 0); |
---|
733 | /* let the application program select subproblem */ |
---|
734 | if (T->parm->cb_func != NULL) |
---|
735 | { xassert(T->reason == 0); |
---|
736 | T->reason = GLP_ISELECT; |
---|
737 | T->parm->cb_func(T, T->parm->cb_info); |
---|
738 | T->reason = 0; |
---|
739 | if (T->stop) |
---|
740 | { ret = GLP_ESTOP; |
---|
741 | goto done; |
---|
742 | } |
---|
743 | } |
---|
744 | if (T->next_p != 0) |
---|
745 | { /* the application program has selected something */ |
---|
746 | ; |
---|
747 | } |
---|
748 | else if (T->a_cnt == 1) |
---|
749 | { /* the only active subproblem exists, so select it */ |
---|
750 | xassert(T->head->next == NULL); |
---|
751 | T->next_p = T->head->p; |
---|
752 | } |
---|
753 | else if (T->child != 0) |
---|
754 | { /* select one of branching childs suggested by the branching |
---|
755 | heuristic */ |
---|
756 | T->next_p = T->child; |
---|
757 | } |
---|
758 | else |
---|
759 | { /* select active subproblem as specified by the backtracking |
---|
760 | technique option */ |
---|
761 | T->next_p = ios_choose_node(T); |
---|
762 | } |
---|
763 | /* the active subproblem just selected becomes current */ |
---|
764 | ios_revive_node(T, T->next_p); |
---|
765 | T->next_p = T->child = 0; |
---|
766 | /* invalidate pred_p, if it is not the reference number of the |
---|
767 | parent of the current subproblem */ |
---|
768 | if (T->curr->up != NULL && T->curr->up->p != pred_p) pred_p = 0; |
---|
769 | /* determine the reference number of the current subproblem */ |
---|
770 | p = T->curr->p; |
---|
771 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
772 | { xprintf("-----------------------------------------------------" |
---|
773 | "-------------------\n"); |
---|
774 | xprintf("Processing node %d at level %d\n", p, T->curr->level); |
---|
775 | } |
---|
776 | /* if it is the root subproblem, initialize cut generators */ |
---|
777 | if (p == 1) |
---|
778 | { if (T->parm->gmi_cuts == GLP_ON) |
---|
779 | { if (T->parm->msg_lev >= GLP_MSG_ALL) |
---|
780 | xprintf("Gomory's cuts enabled\n"); |
---|
781 | } |
---|
782 | if (T->parm->mir_cuts == GLP_ON) |
---|
783 | { if (T->parm->msg_lev >= GLP_MSG_ALL) |
---|
784 | xprintf("MIR cuts enabled\n"); |
---|
785 | xassert(T->mir_gen == NULL); |
---|
786 | T->mir_gen = ios_mir_init(T); |
---|
787 | } |
---|
788 | if (T->parm->cov_cuts == GLP_ON) |
---|
789 | { if (T->parm->msg_lev >= GLP_MSG_ALL) |
---|
790 | xprintf("Cover cuts enabled\n"); |
---|
791 | } |
---|
792 | if (T->parm->clq_cuts == GLP_ON) |
---|
793 | { xassert(T->clq_gen == NULL); |
---|
794 | if (T->parm->msg_lev >= GLP_MSG_ALL) |
---|
795 | xprintf("Clique cuts enabled\n"); |
---|
796 | T->clq_gen = ios_clq_init(T); |
---|
797 | } |
---|
798 | } |
---|
799 | more: /* minor loop starts here */ |
---|
800 | /* at this point the current subproblem needs either to be solved |
---|
801 | for the first time or re-optimized due to reformulation */ |
---|
802 | /* display current progress of the search */ |
---|
803 | if (T->parm->msg_lev >= GLP_MSG_DBG || |
---|
804 | T->parm->msg_lev >= GLP_MSG_ON && |
---|
805 | (double)(T->parm->out_frq - 1) <= |
---|
806 | 1000.0 * xdifftime(xtime(), T->tm_lag)) |
---|
807 | show_progress(T, 0); |
---|
808 | if (T->parm->msg_lev >= GLP_MSG_ALL && |
---|
809 | xdifftime(xtime(), ttt) >= 60.0) |
---|
810 | { glp_long total; |
---|
811 | glp_mem_usage(NULL, NULL, &total, NULL); |
---|
812 | xprintf("Time used: %.1f secs. Memory used: %.1f Mb.\n", |
---|
813 | xdifftime(xtime(), T->tm_beg), xltod(total) / 1048576.0); |
---|
814 | ttt = xtime(); |
---|
815 | } |
---|
816 | /* check the mip gap */ |
---|
817 | if (T->parm->mip_gap > 0.0 && |
---|
818 | ios_relative_gap(T) <= T->parm->mip_gap) |
---|
819 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
820 | xprintf("Relative gap tolerance reached; search terminated " |
---|
821 | "\n"); |
---|
822 | ret = GLP_EMIPGAP; |
---|
823 | goto done; |
---|
824 | } |
---|
825 | /* check if the time limit has been exhausted */ |
---|
826 | if (T->parm->tm_lim < INT_MAX && |
---|
827 | (double)(T->parm->tm_lim - 1) <= |
---|
828 | 1000.0 * xdifftime(xtime(), T->tm_beg)) |
---|
829 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
830 | xprintf("Time limit exhausted; search terminated\n"); |
---|
831 | ret = GLP_ETMLIM; |
---|
832 | goto done; |
---|
833 | } |
---|
834 | /* let the application program preprocess the subproblem */ |
---|
835 | if (T->parm->cb_func != NULL) |
---|
836 | { xassert(T->reason == 0); |
---|
837 | T->reason = GLP_IPREPRO; |
---|
838 | T->parm->cb_func(T, T->parm->cb_info); |
---|
839 | T->reason = 0; |
---|
840 | if (T->stop) |
---|
841 | { ret = GLP_ESTOP; |
---|
842 | goto done; |
---|
843 | } |
---|
844 | } |
---|
845 | /* perform basic preprocessing */ |
---|
846 | if (T->parm->pp_tech == GLP_PP_NONE) |
---|
847 | ; |
---|
848 | else if (T->parm->pp_tech == GLP_PP_ROOT) |
---|
849 | { if (T->curr->level == 0) |
---|
850 | { if (ios_preprocess_node(T, 100)) |
---|
851 | goto fath; |
---|
852 | } |
---|
853 | } |
---|
854 | else if (T->parm->pp_tech == GLP_PP_ALL) |
---|
855 | { if (ios_preprocess_node(T, T->curr->level == 0 ? 100 : 10)) |
---|
856 | goto fath; |
---|
857 | } |
---|
858 | else |
---|
859 | xassert(T != T); |
---|
860 | /* preprocessing may improve the global bound */ |
---|
861 | if (!is_branch_hopeful(T, p)) |
---|
862 | { xprintf("*** not tested yet ***\n"); |
---|
863 | goto fath; |
---|
864 | } |
---|
865 | /* solve LP relaxation of the current subproblem */ |
---|
866 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
867 | xprintf("Solving LP relaxation...\n"); |
---|
868 | ret = ios_solve_node(T); |
---|
869 | if (!(ret == 0 || ret == GLP_EOBJLL || ret == GLP_EOBJUL)) |
---|
870 | { if (T->parm->msg_lev >= GLP_MSG_ERR) |
---|
871 | xprintf("ios_driver: unable to solve current LP relaxation;" |
---|
872 | " glp_simplex returned %d\n", ret); |
---|
873 | ret = GLP_EFAIL; |
---|
874 | goto done; |
---|
875 | } |
---|
876 | /* analyze status of the basic solution to LP relaxation found */ |
---|
877 | p_stat = T->mip->pbs_stat; |
---|
878 | d_stat = T->mip->dbs_stat; |
---|
879 | if (p_stat == GLP_FEAS && d_stat == GLP_FEAS) |
---|
880 | { /* LP relaxation has optimal solution */ |
---|
881 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
882 | xprintf("Found optimal solution to LP relaxation\n"); |
---|
883 | } |
---|
884 | else if (d_stat == GLP_NOFEAS) |
---|
885 | { /* LP relaxation has no dual feasible solution */ |
---|
886 | /* since the current subproblem cannot have a larger feasible |
---|
887 | region than its parent, there is something wrong */ |
---|
888 | if (T->parm->msg_lev >= GLP_MSG_ERR) |
---|
889 | xprintf("ios_driver: current LP relaxation has no dual feas" |
---|
890 | "ible solution\n"); |
---|
891 | ret = GLP_EFAIL; |
---|
892 | goto done; |
---|
893 | } |
---|
894 | else if (p_stat == GLP_INFEAS && d_stat == GLP_FEAS) |
---|
895 | { /* LP relaxation has no primal solution which is better than |
---|
896 | the incumbent objective value */ |
---|
897 | xassert(T->mip->mip_stat == GLP_FEAS); |
---|
898 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
899 | xprintf("LP relaxation has no solution better than incumben" |
---|
900 | "t objective value\n"); |
---|
901 | /* prune the branch */ |
---|
902 | goto fath; |
---|
903 | } |
---|
904 | else if (p_stat == GLP_NOFEAS) |
---|
905 | { /* LP relaxation has no primal feasible solution */ |
---|
906 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
907 | xprintf("LP relaxation has no feasible solution\n"); |
---|
908 | /* prune the branch */ |
---|
909 | goto fath; |
---|
910 | } |
---|
911 | else |
---|
912 | { /* other cases cannot appear */ |
---|
913 | xassert(T->mip != T->mip); |
---|
914 | } |
---|
915 | /* at this point basic solution to LP relaxation of the current |
---|
916 | subproblem is optimal */ |
---|
917 | xassert(p_stat == GLP_FEAS && d_stat == GLP_FEAS); |
---|
918 | xassert(T->curr != NULL); |
---|
919 | T->curr->lp_obj = T->mip->obj_val; |
---|
920 | /* thus, it defines a local bound to integer optimal solution of |
---|
921 | the current subproblem */ |
---|
922 | { double bound = T->mip->obj_val; |
---|
923 | /* some local bound to the current subproblem could be already |
---|
924 | set before, so we should only improve it */ |
---|
925 | bound = ios_round_bound(T, bound); |
---|
926 | if (T->mip->dir == GLP_MIN) |
---|
927 | { if (T->curr->bound < bound) |
---|
928 | T->curr->bound = bound; |
---|
929 | } |
---|
930 | else if (T->mip->dir == GLP_MAX) |
---|
931 | { if (T->curr->bound > bound) |
---|
932 | T->curr->bound = bound; |
---|
933 | } |
---|
934 | else |
---|
935 | xassert(T->mip != T->mip); |
---|
936 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
937 | xprintf("Local bound is %.9e\n", bound); |
---|
938 | } |
---|
939 | /* if the local bound indicates that integer optimal solution of |
---|
940 | the current subproblem cannot be better than the global bound, |
---|
941 | prune the branch */ |
---|
942 | if (!is_branch_hopeful(T, p)) |
---|
943 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
944 | xprintf("Current branch is hopeless and can be pruned\n"); |
---|
945 | goto fath; |
---|
946 | } |
---|
947 | /* let the application program generate additional rows ("lazy" |
---|
948 | constraints) */ |
---|
949 | xassert(T->reopt == 0); |
---|
950 | xassert(T->reinv == 0); |
---|
951 | if (T->parm->cb_func != NULL) |
---|
952 | { xassert(T->reason == 0); |
---|
953 | T->reason = GLP_IROWGEN; |
---|
954 | T->parm->cb_func(T, T->parm->cb_info); |
---|
955 | T->reason = 0; |
---|
956 | if (T->stop) |
---|
957 | { ret = GLP_ESTOP; |
---|
958 | goto done; |
---|
959 | } |
---|
960 | if (T->reopt) |
---|
961 | { /* some rows were added; re-optimization is needed */ |
---|
962 | T->reopt = T->reinv = 0; |
---|
963 | goto more; |
---|
964 | } |
---|
965 | if (T->reinv) |
---|
966 | { /* no rows were added, however, some inactive rows were |
---|
967 | removed */ |
---|
968 | T->reinv = 0; |
---|
969 | xassert(glp_factorize(T->mip) == 0); |
---|
970 | } |
---|
971 | } |
---|
972 | /* check if the basic solution is integer feasible */ |
---|
973 | check_integrality(T); |
---|
974 | /* if the basic solution satisfies to all integrality conditions, |
---|
975 | it is a new, better integer feasible solution */ |
---|
976 | if (T->curr->ii_cnt == 0) |
---|
977 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
978 | xprintf("New integer feasible solution found\n"); |
---|
979 | if (T->parm->msg_lev >= GLP_MSG_ALL) |
---|
980 | display_cut_info(T); |
---|
981 | record_solution(T); |
---|
982 | if (T->parm->msg_lev >= GLP_MSG_ON) |
---|
983 | show_progress(T, 1); |
---|
984 | /* make the application program happy */ |
---|
985 | if (T->parm->cb_func != NULL) |
---|
986 | { xassert(T->reason == 0); |
---|
987 | T->reason = GLP_IBINGO; |
---|
988 | T->parm->cb_func(T, T->parm->cb_info); |
---|
989 | T->reason = 0; |
---|
990 | if (T->stop) |
---|
991 | { ret = GLP_ESTOP; |
---|
992 | goto done; |
---|
993 | } |
---|
994 | } |
---|
995 | /* since the current subproblem has been fathomed, prune its |
---|
996 | branch */ |
---|
997 | goto fath; |
---|
998 | } |
---|
999 | /* at this point basic solution to LP relaxation of the current |
---|
1000 | subproblem is optimal, but integer infeasible */ |
---|
1001 | /* try to fix some non-basic structural variables of integer kind |
---|
1002 | on their current bounds due to reduced costs */ |
---|
1003 | if (T->mip->mip_stat == GLP_FEAS) |
---|
1004 | fix_by_red_cost(T); |
---|
1005 | /* let the application program try to find some solution to the |
---|
1006 | original MIP with a primal heuristic */ |
---|
1007 | if (T->parm->cb_func != NULL) |
---|
1008 | { xassert(T->reason == 0); |
---|
1009 | T->reason = GLP_IHEUR; |
---|
1010 | T->parm->cb_func(T, T->parm->cb_info); |
---|
1011 | T->reason = 0; |
---|
1012 | if (T->stop) |
---|
1013 | { ret = GLP_ESTOP; |
---|
1014 | goto done; |
---|
1015 | } |
---|
1016 | /* check if the current branch became hopeless */ |
---|
1017 | if (!is_branch_hopeful(T, p)) |
---|
1018 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
1019 | xprintf("Current branch became hopeless and can be prune" |
---|
1020 | "d\n"); |
---|
1021 | goto fath; |
---|
1022 | } |
---|
1023 | } |
---|
1024 | /* try to find solution with the feasibility pump heuristic */ |
---|
1025 | if (T->parm->fp_heur) |
---|
1026 | { xassert(T->reason == 0); |
---|
1027 | T->reason = GLP_IHEUR; |
---|
1028 | ios_feas_pump(T); |
---|
1029 | T->reason = 0; |
---|
1030 | /* check if the current branch became hopeless */ |
---|
1031 | if (!is_branch_hopeful(T, p)) |
---|
1032 | { if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
1033 | xprintf("Current branch became hopeless and can be prune" |
---|
1034 | "d\n"); |
---|
1035 | goto fath; |
---|
1036 | } |
---|
1037 | } |
---|
1038 | /* it's time to generate cutting planes */ |
---|
1039 | xassert(T->local != NULL); |
---|
1040 | xassert(T->local->size == 0); |
---|
1041 | /* let the application program generate some cuts; note that it |
---|
1042 | can add cuts either to the local cut pool or directly to the |
---|
1043 | current subproblem */ |
---|
1044 | if (T->parm->cb_func != NULL) |
---|
1045 | { xassert(T->reason == 0); |
---|
1046 | T->reason = GLP_ICUTGEN; |
---|
1047 | T->parm->cb_func(T, T->parm->cb_info); |
---|
1048 | T->reason = 0; |
---|
1049 | if (T->stop) |
---|
1050 | { ret = GLP_ESTOP; |
---|
1051 | goto done; |
---|
1052 | } |
---|
1053 | } |
---|
1054 | /* try to generate generic cuts with built-in generators |
---|
1055 | (as suggested by Matteo Fischetti et al. the built-in cuts |
---|
1056 | are not generated at each branching node; an intense attempt |
---|
1057 | of generating new cuts is only made at the root node, and then |
---|
1058 | a moderate effort is spent after each backtracking step) */ |
---|
1059 | if (T->curr->level == 0 || pred_p == 0) |
---|
1060 | { xassert(T->reason == 0); |
---|
1061 | T->reason = GLP_ICUTGEN; |
---|
1062 | generate_cuts(T); |
---|
1063 | T->reason = 0; |
---|
1064 | } |
---|
1065 | /* if the local cut pool is not empty, select useful cuts and add |
---|
1066 | them to the current subproblem */ |
---|
1067 | if (T->local->size > 0) |
---|
1068 | { xassert(T->reason == 0); |
---|
1069 | T->reason = GLP_ICUTGEN; |
---|
1070 | ios_process_cuts(T); |
---|
1071 | T->reason = 0; |
---|
1072 | } |
---|
1073 | /* clear the local cut pool */ |
---|
1074 | ios_clear_pool(T, T->local); |
---|
1075 | /* perform re-optimization, if necessary */ |
---|
1076 | if (T->reopt) |
---|
1077 | { T->reopt = 0; |
---|
1078 | T->curr->changed++; |
---|
1079 | goto more; |
---|
1080 | } |
---|
1081 | /* no cuts were generated; remove inactive cuts */ |
---|
1082 | remove_cuts(T); |
---|
1083 | if (T->parm->msg_lev >= GLP_MSG_ALL && T->curr->level == 0) |
---|
1084 | display_cut_info(T); |
---|
1085 | /* update history information used on pseudocost branching */ |
---|
1086 | if (T->pcost != NULL) ios_pcost_update(T); |
---|
1087 | /* it's time to perform branching */ |
---|
1088 | xassert(T->br_var == 0); |
---|
1089 | xassert(T->br_sel == 0); |
---|
1090 | /* let the application program choose variable to branch on */ |
---|
1091 | if (T->parm->cb_func != NULL) |
---|
1092 | { xassert(T->reason == 0); |
---|
1093 | xassert(T->br_var == 0); |
---|
1094 | xassert(T->br_sel == 0); |
---|
1095 | T->reason = GLP_IBRANCH; |
---|
1096 | T->parm->cb_func(T, T->parm->cb_info); |
---|
1097 | T->reason = 0; |
---|
1098 | if (T->stop) |
---|
1099 | { ret = GLP_ESTOP; |
---|
1100 | goto done; |
---|
1101 | } |
---|
1102 | } |
---|
1103 | /* if nothing has been chosen, choose some variable as specified |
---|
1104 | by the branching technique option */ |
---|
1105 | if (T->br_var == 0) |
---|
1106 | T->br_var = ios_choose_var(T, &T->br_sel); |
---|
1107 | /* perform actual branching */ |
---|
1108 | curr_p = T->curr->p; |
---|
1109 | ret = branch_on(T, T->br_var, T->br_sel); |
---|
1110 | T->br_var = T->br_sel = 0; |
---|
1111 | if (ret == 0) |
---|
1112 | { /* both branches have been created */ |
---|
1113 | pred_p = curr_p; |
---|
1114 | goto loop; |
---|
1115 | } |
---|
1116 | else if (ret == 1) |
---|
1117 | { /* one branch is hopeless and has been pruned, so now the |
---|
1118 | current subproblem is other branch */ |
---|
1119 | /* the current subproblem should be considered as a new one, |
---|
1120 | since one bound of the branching variable was changed */ |
---|
1121 | T->curr->solved = T->curr->changed = 0; |
---|
1122 | goto more; |
---|
1123 | } |
---|
1124 | else if (ret == 2) |
---|
1125 | { /* both branches are hopeless and have been pruned; new |
---|
1126 | subproblem selection is needed to continue the search */ |
---|
1127 | goto fath; |
---|
1128 | } |
---|
1129 | else |
---|
1130 | xassert(ret != ret); |
---|
1131 | fath: /* the current subproblem has been fathomed */ |
---|
1132 | if (T->parm->msg_lev >= GLP_MSG_DBG) |
---|
1133 | xprintf("Node %d fathomed\n", p); |
---|
1134 | /* freeze the current subproblem */ |
---|
1135 | ios_freeze_node(T); |
---|
1136 | /* and prune the corresponding branch of the tree */ |
---|
1137 | ios_delete_node(T, p); |
---|
1138 | /* if a new integer feasible solution has just been found, other |
---|
1139 | branches may become hopeless and therefore must be pruned */ |
---|
1140 | if (T->mip->mip_stat == GLP_FEAS) cleanup_the_tree(T); |
---|
1141 | /* new subproblem selection is needed due to backtracking */ |
---|
1142 | pred_p = 0; |
---|
1143 | goto loop; |
---|
1144 | done: /* display progress of the search on exit from the solver */ |
---|
1145 | if (T->parm->msg_lev >= GLP_MSG_ON) |
---|
1146 | show_progress(T, 0); |
---|
1147 | if (T->mir_gen != NULL) |
---|
1148 | ios_mir_term(T->mir_gen), T->mir_gen = NULL; |
---|
1149 | if (T->clq_gen != NULL) |
---|
1150 | ios_clq_term(T->clq_gen), T->clq_gen = NULL; |
---|
1151 | /* return to the calling program */ |
---|
1152 | return ret; |
---|
1153 | } |
---|
1154 | |
---|
1155 | /* eof */ |
---|