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;
97 int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
98 std::vector<int> indexes;
99 std::vector<Value> values;
101 for(ExprIterator it = b; it != e; ++it) {
102 indexes.push_back(it->first);
103 values.push_back(it->second);
106 _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);
107 return _prob->numberRows() - 1;
110 void CbcMip::_eraseCol(int i) {
111 _prob->deleteColumn(i);
114 void CbcMip::_eraseRow(int i) {
118 void CbcMip::_eraseColId(int i) {
122 void CbcMip::_eraseRowId(int i) {
126 void CbcMip::_getColName(int c, std::string& name) const {
127 name = _prob->getColumnName(c);
130 void CbcMip::_setColName(int c, const std::string& name) {
131 _prob->setColumnName(c, name.c_str());
134 int CbcMip::_colByName(const std::string& name) const {
135 return _prob->column(name.c_str());
138 void CbcMip::_getRowName(int r, std::string& name) const {
139 name = _prob->getRowName(r);
142 void CbcMip::_setRowName(int r, const std::string& name) {
143 _prob->setRowName(r, name.c_str());
146 int CbcMip::_rowByName(const std::string& name) const {
147 return _prob->row(name.c_str());
150 void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
151 for (ExprIterator it = b; it != e; ++it) {
152 _prob->setElement(i, it->first, it->second);
156 void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
157 int length = _prob->numberRows();
159 std::vector<int> indices(length);
160 std::vector<Value> values(length);
162 length = _prob->getRow(ix, &indices[0], &values[0]);
164 for (int i = 0; i < length; ++i) {
165 *b = std::make_pair(indices[i], values[i]);
170 void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
171 for (ExprIterator it = b; it != e; ++it) {
172 _prob->setElement(it->first, ix, it->second);
176 void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
177 int length = _prob->numberColumns();
179 std::vector<int> indices(length);
180 std::vector<Value> values(length);
182 length = _prob->getColumn(ix, &indices[0], &values[0]);
184 for (int i = 0; i < length; ++i) {
185 *b = std::make_pair(indices[i], values[i]);
190 void CbcMip::_setCoeff(int ix, int jx, Value value) {
191 _prob->setElement(ix, jx, value);
194 CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
195 return _prob->getElement(ix, jx);
199 void CbcMip::_setColLowerBound(int i, Value lo) {
200 LEMON_ASSERT(lo != INF, "Invalid bound");
201 _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
204 CbcMip::Value CbcMip::_getColLowerBound(int i) const {
205 double val = _prob->getColumnLower(i);
206 return val == - COIN_DBL_MAX ? - INF : val;
209 void CbcMip::_setColUpperBound(int i, Value up) {
210 LEMON_ASSERT(up != -INF, "Invalid bound");
211 _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
214 CbcMip::Value CbcMip::_getColUpperBound(int i) const {
215 double val = _prob->getColumnUpper(i);
216 return val == COIN_DBL_MAX ? INF : val;
219 void CbcMip::_setRowLowerBound(int i, Value lo) {
220 LEMON_ASSERT(lo != INF, "Invalid bound");
221 _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
224 CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
225 double val = _prob->getRowLower(i);
226 return val == - COIN_DBL_MAX ? - INF : val;
229 void CbcMip::_setRowUpperBound(int i, Value up) {
230 LEMON_ASSERT(up != -INF, "Invalid bound");
231 _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
234 CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
235 double val = _prob->getRowUpper(i);
236 return val == COIN_DBL_MAX ? INF : val;
239 void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
240 int num = _prob->numberColumns();
241 for (int i = 0; i < num; ++i) {
242 _prob->setColumnObjective(i, 0.0);
244 for (ExprIterator it = b; it != e; ++it) {
245 _prob->setColumnObjective(it->first, it->second);
249 void CbcMip::_getObjCoeffs(InsertIterator b) const {
250 int num = _prob->numberColumns();
251 for (int i = 0; i < num; ++i) {
252 Value coef = _prob->getColumnObjective(i);
254 *b = std::make_pair(i, coef);
260 void CbcMip::_setObjCoeff(int i, Value obj_coef) {
261 _prob->setColumnObjective(i, obj_coef);
264 CbcMip::Value CbcMip::_getObjCoeff(int i) const {
265 return _prob->getColumnObjective(i);
268 CbcMip::SolveExitStatus CbcMip::_solve() {
274 _osi_solver = new OsiClpSolverInterface();
276 _osi_solver = new OsiOslSolverInterface();
278 #error Cannot instantiate Osi solver
281 _osi_solver->loadFromCoinModel(*_prob);
286 _cbc_model= new CbcModel(*_osi_solver);
288 _osi_solver->messageHandler()->setLogLevel(_message_level);
289 _cbc_model->setLogLevel(_message_level);
291 _cbc_model->initialSolve();
292 _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
294 if (!_cbc_model->isInitialSolveAbandoned() &&
295 _cbc_model->isInitialSolveProvenOptimal() &&
296 !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
297 !_cbc_model->isInitialSolveProvenDualInfeasible()) {
299 CglProbing generator1;
300 generator1.setUsingObjective(true);
301 generator1.setMaxPass(3);
302 generator1.setMaxProbe(100);
303 generator1.setMaxLook(50);
304 generator1.setRowCuts(3);
305 _cbc_model->addCutGenerator(&generator1, -1, "Probing");
307 CglGomory generator2;
308 generator2.setLimit(300);
309 _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
311 CglKnapsackCover generator3;
312 _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
314 CglOddHole generator4;
315 generator4.setMinimumViolation(0.005);
316 generator4.setMinimumViolationPer(0.00002);
317 generator4.setMaximumEntries(200);
318 _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
320 CglClique generator5;
321 generator5.setStarCliqueReport(false);
322 generator5.setRowCliqueReport(false);
323 _cbc_model->addCutGenerator(&generator5, -1, "Clique");
325 CglMixedIntegerRounding mixedGen;
326 _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
328 CglFlowCover flowGen;
329 _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
332 OsiClpSolverInterface* osiclp =
333 dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
334 if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
335 osiclp->setupForRepeatedUse(2, 0);
339 CbcRounding heuristic1(*_cbc_model);
340 heuristic1.setWhen(3);
341 _cbc_model->addHeuristic(&heuristic1);
343 CbcHeuristicLocal heuristic2(*_cbc_model);
344 heuristic2.setWhen(3);
345 _cbc_model->addHeuristic(&heuristic2);
347 CbcHeuristicGreedyCover heuristic3(*_cbc_model);
348 heuristic3.setAlgorithm(11);
349 heuristic3.setWhen(3);
350 _cbc_model->addHeuristic(&heuristic3);
352 CbcHeuristicFPump heuristic4(*_cbc_model);
353 heuristic4.setWhen(3);
354 _cbc_model->addHeuristic(&heuristic4);
356 CbcHeuristicRINS heuristic5(*_cbc_model);
357 heuristic5.setWhen(3);
358 _cbc_model->addHeuristic(&heuristic5);
360 if (_cbc_model->getNumCols() < 500) {
361 _cbc_model->setMaximumCutPassesAtRoot(-100);
362 } else if (_cbc_model->getNumCols() < 5000) {
363 _cbc_model->setMaximumCutPassesAtRoot(100);
365 _cbc_model->setMaximumCutPassesAtRoot(20);
368 if (_cbc_model->getNumCols() < 5000) {
369 _cbc_model->setNumberStrong(10);
372 _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
373 _cbc_model->branchAndBound();
376 if (_cbc_model->isAbandoned()) {
383 CbcMip::Value CbcMip::_getSol(int i) const {
384 return _cbc_model->getColSolution()[i];
387 CbcMip::Value CbcMip::_getSolValue() const {
388 return _cbc_model->getObjValue();
391 CbcMip::ProblemType CbcMip::_getType() const {
392 if (_cbc_model->isProvenOptimal()) {
394 } else if (_cbc_model->isContinuousUnbounded()) {
400 void CbcMip::_setSense(Sense sense) {
403 _prob->setOptimizationDirection(1.0);
406 _prob->setOptimizationDirection(- 1.0);
411 CbcMip::Sense CbcMip::_getSense() const {
412 if (_prob->optimizationDirection() > 0.0) {
414 } else if (_prob->optimizationDirection() < 0.0) {
417 LEMON_ASSERT(false, "Wrong sense");
418 return CbcMip::Sense();
422 void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
425 _prob->setInteger(i);
428 _prob->setContinuous(i);
431 LEMON_ASSERT(false, "Wrong sense");
435 CbcMip::ColTypes CbcMip::_getColType(int i) const {
436 return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
439 void CbcMip::_clear() {
450 _prob = new CoinModel();
455 void CbcMip::_messageLevel(MessageLevel level) {
457 case MESSAGE_NOTHING:
463 case MESSAGE_WARNING:
469 case MESSAGE_VERBOSE:
475 } //END OF NAMESPACE LEMON