lemon/cbc.cc
author Alpar Juttner <alpar@cs.elte.hu>
Tue, 08 Apr 2014 15:41:56 +0200
changeset 1107 e937009e4c5f
parent 1000 404b98971e1f
child 1130 0759d974de81
permissions -rw-r--r--
Require CMAKE 2.8 (#484)
deba@567
     1
/* -*- mode: C++; indent-tabs-mode: nil; -*-
deba@567
     2
 *
deba@567
     3
 * This file is a part of LEMON, a generic C++ optimization library.
deba@567
     4
 *
alpar@1092
     5
 * Copyright (C) 2003-2013
deba@567
     6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
deba@567
     7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
deba@567
     8
 *
deba@567
     9
 * Permission to use, modify and distribute this software is granted
deba@567
    10
 * provided that this copyright notice appears in all copies. For
deba@567
    11
 * precise terms see the accompanying LICENSE file.
deba@567
    12
 *
deba@567
    13
 * This software is provided "AS IS" with no warranty of any kind,
deba@567
    14
 * express or implied, and with no claim as to its suitability for any
deba@567
    15
 * purpose.
deba@567
    16
 *
deba@567
    17
 */
deba@567
    18
deba@567
    19
///\file
deba@567
    20
///\brief Implementation of the CBC MIP solver interface.
deba@567
    21
deba@567
    22
#include "cbc.h"
deba@567
    23
deba@567
    24
#include <coin/CoinModel.hpp>
deba@567
    25
#include <coin/CbcModel.hpp>
deba@567
    26
#include <coin/OsiSolverInterface.hpp>
deba@567
    27
deba@567
    28
#include "coin/OsiClpSolverInterface.hpp"
deba@567
    29
deba@567
    30
#include "coin/CbcCutGenerator.hpp"
deba@567
    31
#include "coin/CbcHeuristicLocal.hpp"
deba@567
    32
#include "coin/CbcHeuristicGreedy.hpp"
deba@567
    33
#include "coin/CbcHeuristicFPump.hpp"
deba@567
    34
#include "coin/CbcHeuristicRINS.hpp"
deba@567
    35
deba@567
    36
#include "coin/CglGomory.hpp"
deba@567
    37
#include "coin/CglProbing.hpp"
deba@567
    38
#include "coin/CglKnapsackCover.hpp"
deba@567
    39
#include "coin/CglOddHole.hpp"
deba@567
    40
#include "coin/CglClique.hpp"
deba@567
    41
#include "coin/CglFlowCover.hpp"
deba@567
    42
#include "coin/CglMixedIntegerRounding.hpp"
deba@567
    43
deba@567
    44
#include "coin/CbcHeuristic.hpp"
deba@567
    45
deba@567
    46
namespace lemon {
deba@567
    47
deba@567
    48
  CbcMip::CbcMip() {
deba@567
    49
    _prob = new CoinModel();
deba@567
    50
    _prob->setProblemName("LEMON");
deba@567
    51
    _osi_solver = 0;
deba@567
    52
    _cbc_model = 0;
deba@576
    53
    messageLevel(MESSAGE_NOTHING);
deba@567
    54
  }
deba@567
    55
deba@567
    56
  CbcMip::CbcMip(const CbcMip& other) {
deba@567
    57
    _prob = new CoinModel(*other._prob);
deba@576
    58
    _prob->setProblemName("LEMON");
deba@567
    59
    _osi_solver = 0;
deba@567
    60
    _cbc_model = 0;
deba@576
    61
    messageLevel(MESSAGE_NOTHING);
deba@567
    62
  }
deba@567
    63
deba@567
    64
  CbcMip::~CbcMip() {
deba@567
    65
    delete _prob;
deba@567
    66
    if (_osi_solver) delete _osi_solver;
deba@567
    67
    if (_cbc_model) delete _cbc_model;
deba@567
    68
  }
deba@567
    69
deba@567
    70
  const char* CbcMip::_solverName() const { return "CbcMip"; }
deba@567
    71
deba@567
    72
  int CbcMip::_addCol() {
deba@567
    73
    _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);
deba@567
    74
    return _prob->numberColumns() - 1;
deba@567
    75
  }
deba@567
    76
deba@567
    77
  CbcMip* CbcMip::newSolver() const {
deba@567
    78
    CbcMip* newlp = new CbcMip;
deba@567
    79
    return newlp;
deba@567
    80
  }
deba@567
    81
deba@567
    82
  CbcMip* CbcMip::cloneSolver() const {
deba@567
    83
    CbcMip* copylp = new CbcMip(*this);
deba@567
    84
    return copylp;
deba@567
    85
  }
deba@567
    86
deba@567
    87
  int CbcMip::_addRow() {
deba@567
    88
    _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
deba@567
    89
    return _prob->numberRows() - 1;
deba@567
    90
  }
deba@567
    91
deba@746
    92
  int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
deba@746
    93
    std::vector<int> indexes;
deba@746
    94
    std::vector<Value> values;
deba@746
    95
deba@746
    96
    for(ExprIterator it = b; it != e; ++it) {
deba@746
    97
      indexes.push_back(it->first);
deba@746
    98
      values.push_back(it->second);
deba@746
    99
    }
deba@746
   100
deba@746
   101
    _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);
deba@746
   102
    return _prob->numberRows() - 1;
deba@746
   103
  }
deba@567
   104
deba@567
   105
  void CbcMip::_eraseCol(int i) {
deba@567
   106
    _prob->deleteColumn(i);
deba@567
   107
  }
deba@567
   108
deba@567
   109
  void CbcMip::_eraseRow(int i) {
deba@567
   110
    _prob->deleteRow(i);
deba@567
   111
  }
deba@567
   112
deba@567
   113
  void CbcMip::_eraseColId(int i) {
deba@567
   114
    cols.eraseIndex(i);
deba@567
   115
  }
deba@567
   116
deba@567
   117
  void CbcMip::_eraseRowId(int i) {
deba@567
   118
    rows.eraseIndex(i);
deba@567
   119
  }
deba@567
   120
deba@567
   121
  void CbcMip::_getColName(int c, std::string& name) const {
deba@567
   122
    name = _prob->getColumnName(c);
deba@567
   123
  }
deba@567
   124
deba@567
   125
  void CbcMip::_setColName(int c, const std::string& name) {
deba@567
   126
    _prob->setColumnName(c, name.c_str());
deba@567
   127
  }
deba@567
   128
deba@567
   129
  int CbcMip::_colByName(const std::string& name) const {
deba@567
   130
    return _prob->column(name.c_str());
deba@567
   131
  }
deba@567
   132
deba@567
   133
  void CbcMip::_getRowName(int r, std::string& name) const {
deba@567
   134
    name = _prob->getRowName(r);
deba@567
   135
  }
deba@567
   136
deba@567
   137
  void CbcMip::_setRowName(int r, const std::string& name) {
deba@567
   138
    _prob->setRowName(r, name.c_str());
deba@567
   139
  }
deba@567
   140
deba@567
   141
  int CbcMip::_rowByName(const std::string& name) const {
deba@567
   142
    return _prob->row(name.c_str());
deba@567
   143
  }
deba@567
   144
deba@567
   145
  void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
deba@567
   146
    for (ExprIterator it = b; it != e; ++it) {
deba@567
   147
      _prob->setElement(i, it->first, it->second);
deba@567
   148
    }
deba@567
   149
  }
deba@567
   150
deba@567
   151
  void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
deba@567
   152
    int length = _prob->numberRows();
deba@567
   153
deba@567
   154
    std::vector<int> indices(length);
deba@567
   155
    std::vector<Value> values(length);
deba@567
   156
deba@567
   157
    length = _prob->getRow(ix, &indices[0], &values[0]);
deba@567
   158
deba@567
   159
    for (int i = 0; i < length; ++i) {
deba@567
   160
      *b = std::make_pair(indices[i], values[i]);
deba@567
   161
      ++b;
deba@567
   162
    }
deba@567
   163
  }
deba@567
   164
deba@567
   165
  void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
deba@567
   166
    for (ExprIterator it = b; it != e; ++it) {
deba@567
   167
      _prob->setElement(it->first, ix, it->second);
deba@567
   168
    }
deba@567
   169
  }
deba@567
   170
deba@567
   171
  void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
deba@567
   172
    int length = _prob->numberColumns();
deba@567
   173
deba@567
   174
    std::vector<int> indices(length);
deba@567
   175
    std::vector<Value> values(length);
deba@567
   176
deba@567
   177
    length = _prob->getColumn(ix, &indices[0], &values[0]);
deba@567
   178
deba@567
   179
    for (int i = 0; i < length; ++i) {
deba@567
   180
      *b = std::make_pair(indices[i], values[i]);
deba@567
   181
      ++b;
deba@567
   182
    }
deba@567
   183
  }
deba@567
   184
deba@567
   185
  void CbcMip::_setCoeff(int ix, int jx, Value value) {
deba@567
   186
    _prob->setElement(ix, jx, value);
deba@567
   187
  }
deba@567
   188
deba@567
   189
  CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
deba@567
   190
    return _prob->getElement(ix, jx);
deba@567
   191
  }
deba@567
   192
deba@567
   193
deba@567
   194
  void CbcMip::_setColLowerBound(int i, Value lo) {
deba@567
   195
    LEMON_ASSERT(lo != INF, "Invalid bound");
deba@567
   196
    _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
deba@567
   197
  }
deba@567
   198
deba@567
   199
  CbcMip::Value CbcMip::_getColLowerBound(int i) const {
deba@567
   200
    double val = _prob->getColumnLower(i);
deba@567
   201
    return val == - COIN_DBL_MAX ? - INF : val;
deba@567
   202
  }
deba@567
   203
deba@567
   204
  void CbcMip::_setColUpperBound(int i, Value up) {
deba@567
   205
    LEMON_ASSERT(up != -INF, "Invalid bound");
deba@567
   206
    _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
deba@567
   207
  }
deba@567
   208
deba@567
   209
  CbcMip::Value CbcMip::_getColUpperBound(int i) const {
deba@567
   210
    double val = _prob->getColumnUpper(i);
deba@567
   211
    return val == COIN_DBL_MAX ? INF : val;
deba@567
   212
  }
deba@567
   213
deba@567
   214
  void CbcMip::_setRowLowerBound(int i, Value lo) {
deba@567
   215
    LEMON_ASSERT(lo != INF, "Invalid bound");
deba@567
   216
    _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
deba@567
   217
  }
deba@567
   218
deba@567
   219
  CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
deba@567
   220
    double val = _prob->getRowLower(i);
deba@567
   221
    return val == - COIN_DBL_MAX ? - INF : val;
deba@567
   222
  }
deba@567
   223
deba@567
   224
  void CbcMip::_setRowUpperBound(int i, Value up) {
deba@567
   225
    LEMON_ASSERT(up != -INF, "Invalid bound");
deba@567
   226
    _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
deba@567
   227
  }
deba@567
   228
deba@567
   229
  CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
deba@567
   230
    double val = _prob->getRowUpper(i);
deba@567
   231
    return val == COIN_DBL_MAX ? INF : val;
deba@567
   232
  }
deba@567
   233
deba@567
   234
  void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
deba@567
   235
    int num = _prob->numberColumns();
deba@567
   236
    for (int i = 0; i < num; ++i) {
deba@567
   237
      _prob->setColumnObjective(i, 0.0);
deba@567
   238
    }
deba@567
   239
    for (ExprIterator it = b; it != e; ++it) {
deba@567
   240
      _prob->setColumnObjective(it->first, it->second);
deba@567
   241
    }
deba@567
   242
  }
deba@567
   243
deba@567
   244
  void CbcMip::_getObjCoeffs(InsertIterator b) const {
deba@567
   245
    int num = _prob->numberColumns();
deba@567
   246
    for (int i = 0; i < num; ++i) {
deba@567
   247
      Value coef = _prob->getColumnObjective(i);
deba@567
   248
      if (coef != 0.0) {
deba@567
   249
        *b = std::make_pair(i, coef);
deba@567
   250
        ++b;
deba@567
   251
      }
deba@567
   252
    }
deba@567
   253
  }
deba@567
   254
deba@567
   255
  void CbcMip::_setObjCoeff(int i, Value obj_coef) {
deba@567
   256
    _prob->setColumnObjective(i, obj_coef);
deba@567
   257
  }
deba@567
   258
deba@567
   259
  CbcMip::Value CbcMip::_getObjCoeff(int i) const {
deba@567
   260
    return _prob->getColumnObjective(i);
deba@567
   261
  }
deba@567
   262
deba@567
   263
  CbcMip::SolveExitStatus CbcMip::_solve() {
deba@567
   264
deba@567
   265
    if (_osi_solver) {
deba@567
   266
      delete _osi_solver;
deba@567
   267
    }
deba@567
   268
    _osi_solver = new OsiClpSolverInterface();
deba@567
   269
deba@567
   270
    _osi_solver->loadFromCoinModel(*_prob);
deba@567
   271
deba@567
   272
    if (_cbc_model) {
deba@567
   273
      delete _cbc_model;
deba@567
   274
    }
deba@567
   275
    _cbc_model= new CbcModel(*_osi_solver);
deba@567
   276
deba@576
   277
    _osi_solver->messageHandler()->setLogLevel(_message_level);
deba@576
   278
    _cbc_model->setLogLevel(_message_level);
deba@567
   279
deba@567
   280
    _cbc_model->initialSolve();
deba@567
   281
    _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
deba@567
   282
deba@567
   283
    if (!_cbc_model->isInitialSolveAbandoned() &&
deba@567
   284
        _cbc_model->isInitialSolveProvenOptimal() &&
deba@567
   285
        !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
deba@567
   286
        !_cbc_model->isInitialSolveProvenDualInfeasible()) {
deba@567
   287
deba@567
   288
      CglProbing generator1;
deba@567
   289
      generator1.setUsingObjective(true);
deba@567
   290
      generator1.setMaxPass(3);
deba@567
   291
      generator1.setMaxProbe(100);
deba@567
   292
      generator1.setMaxLook(50);
deba@567
   293
      generator1.setRowCuts(3);
deba@567
   294
      _cbc_model->addCutGenerator(&generator1, -1, "Probing");
deba@567
   295
deba@567
   296
      CglGomory generator2;
deba@567
   297
      generator2.setLimit(300);
deba@567
   298
      _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
deba@567
   299
deba@567
   300
      CglKnapsackCover generator3;
deba@567
   301
      _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
deba@567
   302
deba@567
   303
      CglOddHole generator4;
deba@567
   304
      generator4.setMinimumViolation(0.005);
deba@567
   305
      generator4.setMinimumViolationPer(0.00002);
deba@567
   306
      generator4.setMaximumEntries(200);
deba@567
   307
      _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
deba@567
   308
deba@567
   309
      CglClique generator5;
deba@567
   310
      generator5.setStarCliqueReport(false);
deba@567
   311
      generator5.setRowCliqueReport(false);
deba@567
   312
      _cbc_model->addCutGenerator(&generator5, -1, "Clique");
deba@567
   313
deba@567
   314
      CglMixedIntegerRounding mixedGen;
deba@567
   315
      _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
deba@567
   316
deba@567
   317
      CglFlowCover flowGen;
deba@567
   318
      _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
deba@567
   319
deba@567
   320
      OsiClpSolverInterface* osiclp =
deba@567
   321
        dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
deba@567
   322
      if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
deba@567
   323
        osiclp->setupForRepeatedUse(2, 0);
deba@567
   324
      }
deba@567
   325
deba@567
   326
      CbcRounding heuristic1(*_cbc_model);
deba@567
   327
      heuristic1.setWhen(3);
deba@567
   328
      _cbc_model->addHeuristic(&heuristic1);
deba@567
   329
deba@567
   330
      CbcHeuristicLocal heuristic2(*_cbc_model);
deba@567
   331
      heuristic2.setWhen(3);
deba@567
   332
      _cbc_model->addHeuristic(&heuristic2);
deba@567
   333
deba@567
   334
      CbcHeuristicGreedyCover heuristic3(*_cbc_model);
deba@567
   335
      heuristic3.setAlgorithm(11);
deba@567
   336
      heuristic3.setWhen(3);
deba@567
   337
      _cbc_model->addHeuristic(&heuristic3);
deba@567
   338
deba@567
   339
      CbcHeuristicFPump heuristic4(*_cbc_model);
deba@567
   340
      heuristic4.setWhen(3);
deba@567
   341
      _cbc_model->addHeuristic(&heuristic4);
deba@567
   342
deba@567
   343
      CbcHeuristicRINS heuristic5(*_cbc_model);
deba@567
   344
      heuristic5.setWhen(3);
deba@567
   345
      _cbc_model->addHeuristic(&heuristic5);
deba@567
   346
deba@567
   347
      if (_cbc_model->getNumCols() < 500) {
deba@567
   348
        _cbc_model->setMaximumCutPassesAtRoot(-100);
deba@567
   349
      } else if (_cbc_model->getNumCols() < 5000) {
deba@567
   350
        _cbc_model->setMaximumCutPassesAtRoot(100);
deba@567
   351
      } else {
deba@567
   352
        _cbc_model->setMaximumCutPassesAtRoot(20);
deba@567
   353
      }
deba@567
   354
deba@567
   355
      if (_cbc_model->getNumCols() < 5000) {
deba@567
   356
        _cbc_model->setNumberStrong(10);
deba@567
   357
      }
deba@567
   358
deba@567
   359
      _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
deba@567
   360
      _cbc_model->branchAndBound();
deba@567
   361
    }
deba@567
   362
deba@567
   363
    if (_cbc_model->isAbandoned()) {
deba@567
   364
      return UNSOLVED;
deba@567
   365
    } else {
deba@567
   366
      return SOLVED;
deba@567
   367
    }
deba@567
   368
  }
deba@567
   369
deba@567
   370
  CbcMip::Value CbcMip::_getSol(int i) const {
deba@567
   371
    return _cbc_model->getColSolution()[i];
deba@567
   372
  }
deba@567
   373
deba@567
   374
  CbcMip::Value CbcMip::_getSolValue() const {
deba@567
   375
    return _cbc_model->getObjValue();
deba@567
   376
  }
deba@567
   377
deba@567
   378
  CbcMip::ProblemType CbcMip::_getType() const {
deba@567
   379
    if (_cbc_model->isProvenOptimal()) {
deba@567
   380
      return OPTIMAL;
deba@567
   381
    } else if (_cbc_model->isContinuousUnbounded()) {
deba@567
   382
      return UNBOUNDED;
deba@567
   383
    }
deba@567
   384
    return FEASIBLE;
deba@567
   385
  }
deba@567
   386
deba@567
   387
  void CbcMip::_setSense(Sense sense) {
deba@567
   388
    switch (sense) {
deba@567
   389
    case MIN:
deba@567
   390
      _prob->setOptimizationDirection(1.0);
deba@567
   391
      break;
deba@567
   392
    case MAX:
deba@567
   393
      _prob->setOptimizationDirection(- 1.0);
deba@567
   394
      break;
deba@567
   395
    }
deba@567
   396
  }
deba@567
   397
deba@567
   398
  CbcMip::Sense CbcMip::_getSense() const {
deba@567
   399
    if (_prob->optimizationDirection() > 0.0) {
deba@567
   400
      return MIN;
deba@567
   401
    } else if (_prob->optimizationDirection() < 0.0) {
deba@567
   402
      return MAX;
deba@567
   403
    } else {
deba@567
   404
      LEMON_ASSERT(false, "Wrong sense");
deba@567
   405
      return CbcMip::Sense();
deba@567
   406
    }
deba@567
   407
  }
deba@567
   408
deba@567
   409
  void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
deba@567
   410
    switch (col_type){
deba@567
   411
    case INTEGER:
deba@567
   412
      _prob->setInteger(i);
deba@567
   413
      break;
deba@567
   414
    case REAL:
deba@567
   415
      _prob->setContinuous(i);
deba@567
   416
      break;
deba@567
   417
    default:;
deba@567
   418
      LEMON_ASSERT(false, "Wrong sense");
deba@567
   419
    }
deba@567
   420
  }
deba@567
   421
deba@567
   422
  CbcMip::ColTypes CbcMip::_getColType(int i) const {
deba@567
   423
    return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
deba@567
   424
  }
deba@567
   425
deba@567
   426
  void CbcMip::_clear() {
deba@567
   427
    delete _prob;
deba@567
   428
    if (_osi_solver) {
deba@567
   429
      delete _osi_solver;
deba@567
   430
      _osi_solver = 0;
deba@567
   431
    }
deba@567
   432
    if (_cbc_model) {
deba@567
   433
      delete _cbc_model;
deba@567
   434
      _cbc_model = 0;
deba@567
   435
    }
deba@567
   436
deba@567
   437
    _prob = new CoinModel();
deba@567
   438
  }
deba@567
   439
deba@576
   440
  void CbcMip::_messageLevel(MessageLevel level) {
deba@576
   441
    switch (level) {
deba@576
   442
    case MESSAGE_NOTHING:
deba@576
   443
      _message_level = 0;
deba@576
   444
      break;
deba@576
   445
    case MESSAGE_ERROR:
deba@576
   446
      _message_level = 1;
deba@576
   447
      break;
deba@576
   448
    case MESSAGE_WARNING:
deba@576
   449
      _message_level = 1;
deba@576
   450
      break;
deba@576
   451
    case MESSAGE_NORMAL:
deba@576
   452
      _message_level = 2;
deba@576
   453
      break;
deba@576
   454
    case MESSAGE_VERBOSE:
deba@576
   455
      _message_level = 3;
deba@576
   456
      break;
deba@576
   457
    }
deba@567
   458
  }
deba@567
   459
deba@567
   460
} //END OF NAMESPACE LEMON