1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
3 * This file is a part of LEMON, a generic C++ optimization library.
5 * Copyright (C) 2003-2009
6 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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.
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
20 ///\brief Implementation of the CBC MIP solver interface.
24 #include <coin/CoinModel.hpp>
25 #include <coin/CbcModel.hpp>
26 #include <coin/OsiSolverInterface.hpp>
29 #include "coin/OsiClpSolverInterface.hpp"
32 #include "coin/OsiOslSolverInterface.hpp"
35 #include "coin/CbcCutGenerator.hpp"
36 #include "coin/CbcHeuristicLocal.hpp"
37 #include "coin/CbcHeuristicGreedy.hpp"
38 #include "coin/CbcHeuristicFPump.hpp"
39 #include "coin/CbcHeuristicRINS.hpp"
41 #include "coin/CglGomory.hpp"
42 #include "coin/CglProbing.hpp"
43 #include "coin/CglKnapsackCover.hpp"
44 #include "coin/CglOddHole.hpp"
45 #include "coin/CglClique.hpp"
46 #include "coin/CglFlowCover.hpp"
47 #include "coin/CglMixedIntegerRounding.hpp"
49 #include "coin/CbcHeuristic.hpp"
54 _prob = new CoinModel();
55 _prob->setProblemName("LEMON");
58 messageLevel(MESSAGE_NOTHING);
61 CbcMip::CbcMip(const CbcMip& other) {
62 _prob = new CoinModel(*other._prob);
63 _prob->setProblemName("LEMON");
66 messageLevel(MESSAGE_NOTHING);
71 if (_osi_solver) delete _osi_solver;
72 if (_cbc_model) delete _cbc_model;
75 const char* CbcMip::_solverName() const { return "CbcMip"; }
77 int CbcMip::_addCol() {
78 _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);
79 return _prob->numberColumns() - 1;
82 CbcMip* CbcMip::newSolver() const {
83 CbcMip* newlp = new CbcMip;
87 CbcMip* CbcMip::cloneSolver() const {
88 CbcMip* copylp = new CbcMip(*this);
92 int CbcMip::_addRow() {
93 _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
94 return _prob->numberRows() - 1;
98 void CbcMip::_eraseCol(int i) {
99 _prob->deleteColumn(i);
102 void CbcMip::_eraseRow(int i) {
106 void CbcMip::_eraseColId(int i) {
110 void CbcMip::_eraseRowId(int i) {
114 void CbcMip::_getColName(int c, std::string& name) const {
115 name = _prob->getColumnName(c);
118 void CbcMip::_setColName(int c, const std::string& name) {
119 _prob->setColumnName(c, name.c_str());
122 int CbcMip::_colByName(const std::string& name) const {
123 return _prob->column(name.c_str());
126 void CbcMip::_getRowName(int r, std::string& name) const {
127 name = _prob->getRowName(r);
130 void CbcMip::_setRowName(int r, const std::string& name) {
131 _prob->setRowName(r, name.c_str());
134 int CbcMip::_rowByName(const std::string& name) const {
135 return _prob->row(name.c_str());
138 void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
139 for (ExprIterator it = b; it != e; ++it) {
140 _prob->setElement(i, it->first, it->second);
144 void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
145 int length = _prob->numberRows();
147 std::vector<int> indices(length);
148 std::vector<Value> values(length);
150 length = _prob->getRow(ix, &indices[0], &values[0]);
152 for (int i = 0; i < length; ++i) {
153 *b = std::make_pair(indices[i], values[i]);
158 void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
159 for (ExprIterator it = b; it != e; ++it) {
160 _prob->setElement(it->first, ix, it->second);
164 void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
165 int length = _prob->numberColumns();
167 std::vector<int> indices(length);
168 std::vector<Value> values(length);
170 length = _prob->getColumn(ix, &indices[0], &values[0]);
172 for (int i = 0; i < length; ++i) {
173 *b = std::make_pair(indices[i], values[i]);
178 void CbcMip::_setCoeff(int ix, int jx, Value value) {
179 _prob->setElement(ix, jx, value);
182 CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
183 return _prob->getElement(ix, jx);
187 void CbcMip::_setColLowerBound(int i, Value lo) {
188 LEMON_ASSERT(lo != INF, "Invalid bound");
189 _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
192 CbcMip::Value CbcMip::_getColLowerBound(int i) const {
193 double val = _prob->getColumnLower(i);
194 return val == - COIN_DBL_MAX ? - INF : val;
197 void CbcMip::_setColUpperBound(int i, Value up) {
198 LEMON_ASSERT(up != -INF, "Invalid bound");
199 _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
202 CbcMip::Value CbcMip::_getColUpperBound(int i) const {
203 double val = _prob->getColumnUpper(i);
204 return val == COIN_DBL_MAX ? INF : val;
207 void CbcMip::_setRowLowerBound(int i, Value lo) {
208 LEMON_ASSERT(lo != INF, "Invalid bound");
209 _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
212 CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
213 double val = _prob->getRowLower(i);
214 return val == - COIN_DBL_MAX ? - INF : val;
217 void CbcMip::_setRowUpperBound(int i, Value up) {
218 LEMON_ASSERT(up != -INF, "Invalid bound");
219 _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
222 CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
223 double val = _prob->getRowUpper(i);
224 return val == COIN_DBL_MAX ? INF : val;
227 void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
228 int num = _prob->numberColumns();
229 for (int i = 0; i < num; ++i) {
230 _prob->setColumnObjective(i, 0.0);
232 for (ExprIterator it = b; it != e; ++it) {
233 _prob->setColumnObjective(it->first, it->second);
237 void CbcMip::_getObjCoeffs(InsertIterator b) const {
238 int num = _prob->numberColumns();
239 for (int i = 0; i < num; ++i) {
240 Value coef = _prob->getColumnObjective(i);
242 *b = std::make_pair(i, coef);
248 void CbcMip::_setObjCoeff(int i, Value obj_coef) {
249 _prob->setColumnObjective(i, obj_coef);
252 CbcMip::Value CbcMip::_getObjCoeff(int i) const {
253 return _prob->getColumnObjective(i);
256 CbcMip::SolveExitStatus CbcMip::_solve() {
262 _osi_solver = new OsiClpSolverInterface();
264 _osi_solver = new OsiOslSolverInterface();
266 #error Cannot instantiate Osi solver
269 _osi_solver->loadFromCoinModel(*_prob);
274 _cbc_model= new CbcModel(*_osi_solver);
276 _osi_solver->messageHandler()->setLogLevel(_message_level);
277 _cbc_model->setLogLevel(_message_level);
279 _cbc_model->initialSolve();
280 _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
282 if (!_cbc_model->isInitialSolveAbandoned() &&
283 _cbc_model->isInitialSolveProvenOptimal() &&
284 !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
285 !_cbc_model->isInitialSolveProvenDualInfeasible()) {
287 CglProbing generator1;
288 generator1.setUsingObjective(true);
289 generator1.setMaxPass(3);
290 generator1.setMaxProbe(100);
291 generator1.setMaxLook(50);
292 generator1.setRowCuts(3);
293 _cbc_model->addCutGenerator(&generator1, -1, "Probing");
295 CglGomory generator2;
296 generator2.setLimit(300);
297 _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
299 CglKnapsackCover generator3;
300 _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
302 CglOddHole generator4;
303 generator4.setMinimumViolation(0.005);
304 generator4.setMinimumViolationPer(0.00002);
305 generator4.setMaximumEntries(200);
306 _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
308 CglClique generator5;
309 generator5.setStarCliqueReport(false);
310 generator5.setRowCliqueReport(false);
311 _cbc_model->addCutGenerator(&generator5, -1, "Clique");
313 CglMixedIntegerRounding mixedGen;
314 _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
316 CglFlowCover flowGen;
317 _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
320 OsiClpSolverInterface* osiclp =
321 dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
322 if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
323 osiclp->setupForRepeatedUse(2, 0);
327 CbcRounding heuristic1(*_cbc_model);
328 heuristic1.setWhen(3);
329 _cbc_model->addHeuristic(&heuristic1);
331 CbcHeuristicLocal heuristic2(*_cbc_model);
332 heuristic2.setWhen(3);
333 _cbc_model->addHeuristic(&heuristic2);
335 CbcHeuristicGreedyCover heuristic3(*_cbc_model);
336 heuristic3.setAlgorithm(11);
337 heuristic3.setWhen(3);
338 _cbc_model->addHeuristic(&heuristic3);
340 CbcHeuristicFPump heuristic4(*_cbc_model);
341 heuristic4.setWhen(3);
342 _cbc_model->addHeuristic(&heuristic4);
344 CbcHeuristicRINS heuristic5(*_cbc_model);
345 heuristic5.setWhen(3);
346 _cbc_model->addHeuristic(&heuristic5);
348 if (_cbc_model->getNumCols() < 500) {
349 _cbc_model->setMaximumCutPassesAtRoot(-100);
350 } else if (_cbc_model->getNumCols() < 5000) {
351 _cbc_model->setMaximumCutPassesAtRoot(100);
353 _cbc_model->setMaximumCutPassesAtRoot(20);
356 if (_cbc_model->getNumCols() < 5000) {
357 _cbc_model->setNumberStrong(10);
360 _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
361 _cbc_model->branchAndBound();
364 if (_cbc_model->isAbandoned()) {
371 CbcMip::Value CbcMip::_getSol(int i) const {
372 return _cbc_model->getColSolution()[i];
375 CbcMip::Value CbcMip::_getSolValue() const {
376 return _cbc_model->getObjValue();
379 CbcMip::ProblemType CbcMip::_getType() const {
380 if (_cbc_model->isProvenOptimal()) {
382 } else if (_cbc_model->isContinuousUnbounded()) {
388 void CbcMip::_setSense(Sense sense) {
391 _prob->setOptimizationDirection(1.0);
394 _prob->setOptimizationDirection(- 1.0);
399 CbcMip::Sense CbcMip::_getSense() const {
400 if (_prob->optimizationDirection() > 0.0) {
402 } else if (_prob->optimizationDirection() < 0.0) {
405 LEMON_ASSERT(false, "Wrong sense");
406 return CbcMip::Sense();
410 void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
413 _prob->setInteger(i);
416 _prob->setContinuous(i);
419 LEMON_ASSERT(false, "Wrong sense");
423 CbcMip::ColTypes CbcMip::_getColType(int i) const {
424 return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
427 void CbcMip::_clear() {
438 _prob = new CoinModel();
443 void CbcMip::_messageLevel(MessageLevel level) {
445 case MESSAGE_NOTHING:
451 case MESSAGE_WARNING:
457 case MESSAGE_VERBOSE:
463 } //END OF NAMESPACE LEMON