lemon/cbc.cc
author Alpar Juttner <alpar@cs.elte.hu>
Wed, 11 Jan 2012 14:01:21 +0100
branch1.2
changeset 1122 0976225b5cae
parent 793 e4554cd6b2bf
parent 1120 ee581a0ecfbf
child 1142 4764031c082c
permissions -rw-r--r--
Merge LP interface updates to branch 1.2
     1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
     2  *
     3  * This file is a part of LEMON, a generic C++ optimization library.
     4  *
     5  * Copyright (C) 2003-2009
     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
     8  *
     9  * Permission to use, modify and distribute this software is granted
    10  * provided that this copyright notice appears in all copies. For
    11  * precise terms see the accompanying LICENSE file.
    12  *
    13  * This software is provided "AS IS" with no warranty of any kind,
    14  * express or implied, and with no claim as to its suitability for any
    15  * purpose.
    16  *
    17  */
    18 
    19 ///\file
    20 ///\brief Implementation of the CBC MIP solver interface.
    21 
    22 #include "cbc.h"
    23 
    24 #include <coin/CoinModel.hpp>
    25 #include <coin/CbcModel.hpp>
    26 #include <coin/OsiSolverInterface.hpp>
    27 
    28 #include "coin/OsiClpSolverInterface.hpp"
    29 
    30 #include "coin/CbcCutGenerator.hpp"
    31 #include "coin/CbcHeuristicLocal.hpp"
    32 #include "coin/CbcHeuristicGreedy.hpp"
    33 #include "coin/CbcHeuristicFPump.hpp"
    34 #include "coin/CbcHeuristicRINS.hpp"
    35 
    36 #include "coin/CglGomory.hpp"
    37 #include "coin/CglProbing.hpp"
    38 #include "coin/CglKnapsackCover.hpp"
    39 #include "coin/CglOddHole.hpp"
    40 #include "coin/CglClique.hpp"
    41 #include "coin/CglFlowCover.hpp"
    42 #include "coin/CglMixedIntegerRounding.hpp"
    43 
    44 #include "coin/CbcHeuristic.hpp"
    45 
    46 namespace lemon {
    47 
    48   CbcMip::CbcMip() {
    49     _prob = new CoinModel();
    50     _prob->setProblemName("LEMON");
    51     _osi_solver = 0;
    52     _cbc_model = 0;
    53     messageLevel(MESSAGE_NOTHING);
    54   }
    55 
    56   CbcMip::CbcMip(const CbcMip& other) {
    57     _prob = new CoinModel(*other._prob);
    58     _prob->setProblemName("LEMON");
    59     _osi_solver = 0;
    60     _cbc_model = 0;
    61     messageLevel(MESSAGE_NOTHING);
    62   }
    63 
    64   CbcMip::~CbcMip() {
    65     delete _prob;
    66     if (_osi_solver) delete _osi_solver;
    67     if (_cbc_model) delete _cbc_model;
    68   }
    69 
    70   const char* CbcMip::_solverName() const { return "CbcMip"; }
    71 
    72   int CbcMip::_addCol() {
    73     _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);
    74     return _prob->numberColumns() - 1;
    75   }
    76 
    77   CbcMip* CbcMip::newSolver() const {
    78     CbcMip* newlp = new CbcMip;
    79     return newlp;
    80   }
    81 
    82   CbcMip* CbcMip::cloneSolver() const {
    83     CbcMip* copylp = new CbcMip(*this);
    84     return copylp;
    85   }
    86 
    87   int CbcMip::_addRow() {
    88     _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
    89     return _prob->numberRows() - 1;
    90   }
    91 
    92   int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
    93     std::vector<int> indexes;
    94     std::vector<Value> values;
    95 
    96     for(ExprIterator it = b; it != e; ++it) {
    97       indexes.push_back(it->first);
    98       values.push_back(it->second);
    99     }
   100 
   101     _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);
   102     return _prob->numberRows() - 1;
   103   }
   104 
   105   void CbcMip::_eraseCol(int i) {
   106     _prob->deleteColumn(i);
   107   }
   108 
   109   void CbcMip::_eraseRow(int i) {
   110     _prob->deleteRow(i);
   111   }
   112 
   113   void CbcMip::_eraseColId(int i) {
   114     cols.eraseIndex(i);
   115   }
   116 
   117   void CbcMip::_eraseRowId(int i) {
   118     rows.eraseIndex(i);
   119   }
   120 
   121   void CbcMip::_getColName(int c, std::string& name) const {
   122     name = _prob->getColumnName(c);
   123   }
   124 
   125   void CbcMip::_setColName(int c, const std::string& name) {
   126     _prob->setColumnName(c, name.c_str());
   127   }
   128 
   129   int CbcMip::_colByName(const std::string& name) const {
   130     return _prob->column(name.c_str());
   131   }
   132 
   133   void CbcMip::_getRowName(int r, std::string& name) const {
   134     name = _prob->getRowName(r);
   135   }
   136 
   137   void CbcMip::_setRowName(int r, const std::string& name) {
   138     _prob->setRowName(r, name.c_str());
   139   }
   140 
   141   int CbcMip::_rowByName(const std::string& name) const {
   142     return _prob->row(name.c_str());
   143   }
   144 
   145   void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
   146     for (ExprIterator it = b; it != e; ++it) {
   147       _prob->setElement(i, it->first, it->second);
   148     }
   149   }
   150 
   151   void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
   152     int length = _prob->numberRows();
   153 
   154     std::vector<int> indices(length);
   155     std::vector<Value> values(length);
   156 
   157     length = _prob->getRow(ix, &indices[0], &values[0]);
   158 
   159     for (int i = 0; i < length; ++i) {
   160       *b = std::make_pair(indices[i], values[i]);
   161       ++b;
   162     }
   163   }
   164 
   165   void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
   166     for (ExprIterator it = b; it != e; ++it) {
   167       _prob->setElement(it->first, ix, it->second);
   168     }
   169   }
   170 
   171   void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
   172     int length = _prob->numberColumns();
   173 
   174     std::vector<int> indices(length);
   175     std::vector<Value> values(length);
   176 
   177     length = _prob->getColumn(ix, &indices[0], &values[0]);
   178 
   179     for (int i = 0; i < length; ++i) {
   180       *b = std::make_pair(indices[i], values[i]);
   181       ++b;
   182     }
   183   }
   184 
   185   void CbcMip::_setCoeff(int ix, int jx, Value value) {
   186     _prob->setElement(ix, jx, value);
   187   }
   188 
   189   CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
   190     return _prob->getElement(ix, jx);
   191   }
   192 
   193 
   194   void CbcMip::_setColLowerBound(int i, Value lo) {
   195     LEMON_ASSERT(lo != INF, "Invalid bound");
   196     _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
   197   }
   198 
   199   CbcMip::Value CbcMip::_getColLowerBound(int i) const {
   200     double val = _prob->getColumnLower(i);
   201     return val == - COIN_DBL_MAX ? - INF : val;
   202   }
   203 
   204   void CbcMip::_setColUpperBound(int i, Value up) {
   205     LEMON_ASSERT(up != -INF, "Invalid bound");
   206     _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
   207   }
   208 
   209   CbcMip::Value CbcMip::_getColUpperBound(int i) const {
   210     double val = _prob->getColumnUpper(i);
   211     return val == COIN_DBL_MAX ? INF : val;
   212   }
   213 
   214   void CbcMip::_setRowLowerBound(int i, Value lo) {
   215     LEMON_ASSERT(lo != INF, "Invalid bound");
   216     _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
   217   }
   218 
   219   CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
   220     double val = _prob->getRowLower(i);
   221     return val == - COIN_DBL_MAX ? - INF : val;
   222   }
   223 
   224   void CbcMip::_setRowUpperBound(int i, Value up) {
   225     LEMON_ASSERT(up != -INF, "Invalid bound");
   226     _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
   227   }
   228 
   229   CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
   230     double val = _prob->getRowUpper(i);
   231     return val == COIN_DBL_MAX ? INF : val;
   232   }
   233 
   234   void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
   235     int num = _prob->numberColumns();
   236     for (int i = 0; i < num; ++i) {
   237       _prob->setColumnObjective(i, 0.0);
   238     }
   239     for (ExprIterator it = b; it != e; ++it) {
   240       _prob->setColumnObjective(it->first, it->second);
   241     }
   242   }
   243 
   244   void CbcMip::_getObjCoeffs(InsertIterator b) const {
   245     int num = _prob->numberColumns();
   246     for (int i = 0; i < num; ++i) {
   247       Value coef = _prob->getColumnObjective(i);
   248       if (coef != 0.0) {
   249         *b = std::make_pair(i, coef);
   250         ++b;
   251       }
   252     }
   253   }
   254 
   255   void CbcMip::_setObjCoeff(int i, Value obj_coef) {
   256     _prob->setColumnObjective(i, obj_coef);
   257   }
   258 
   259   CbcMip::Value CbcMip::_getObjCoeff(int i) const {
   260     return _prob->getColumnObjective(i);
   261   }
   262 
   263   CbcMip::SolveExitStatus CbcMip::_solve() {
   264 
   265     if (_osi_solver) {
   266       delete _osi_solver;
   267     }
   268     _osi_solver = new OsiClpSolverInterface();
   269 
   270     _osi_solver->loadFromCoinModel(*_prob);
   271 
   272     if (_cbc_model) {
   273       delete _cbc_model;
   274     }
   275     _cbc_model= new CbcModel(*_osi_solver);
   276 
   277     _osi_solver->messageHandler()->setLogLevel(_message_level);
   278     _cbc_model->setLogLevel(_message_level);
   279 
   280     _cbc_model->initialSolve();
   281     _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
   282 
   283     if (!_cbc_model->isInitialSolveAbandoned() &&
   284         _cbc_model->isInitialSolveProvenOptimal() &&
   285         !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
   286         !_cbc_model->isInitialSolveProvenDualInfeasible()) {
   287 
   288       CglProbing generator1;
   289       generator1.setUsingObjective(true);
   290       generator1.setMaxPass(3);
   291       generator1.setMaxProbe(100);
   292       generator1.setMaxLook(50);
   293       generator1.setRowCuts(3);
   294       _cbc_model->addCutGenerator(&generator1, -1, "Probing");
   295 
   296       CglGomory generator2;
   297       generator2.setLimit(300);
   298       _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
   299 
   300       CglKnapsackCover generator3;
   301       _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
   302 
   303       CglOddHole generator4;
   304       generator4.setMinimumViolation(0.005);
   305       generator4.setMinimumViolationPer(0.00002);
   306       generator4.setMaximumEntries(200);
   307       _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
   308 
   309       CglClique generator5;
   310       generator5.setStarCliqueReport(false);
   311       generator5.setRowCliqueReport(false);
   312       _cbc_model->addCutGenerator(&generator5, -1, "Clique");
   313 
   314       CglMixedIntegerRounding mixedGen;
   315       _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
   316 
   317       CglFlowCover flowGen;
   318       _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
   319 
   320       OsiClpSolverInterface* osiclp =
   321         dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
   322       if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
   323         osiclp->setupForRepeatedUse(2, 0);
   324       }
   325 
   326       CbcRounding heuristic1(*_cbc_model);
   327       heuristic1.setWhen(3);
   328       _cbc_model->addHeuristic(&heuristic1);
   329 
   330       CbcHeuristicLocal heuristic2(*_cbc_model);
   331       heuristic2.setWhen(3);
   332       _cbc_model->addHeuristic(&heuristic2);
   333 
   334       CbcHeuristicGreedyCover heuristic3(*_cbc_model);
   335       heuristic3.setAlgorithm(11);
   336       heuristic3.setWhen(3);
   337       _cbc_model->addHeuristic(&heuristic3);
   338 
   339       CbcHeuristicFPump heuristic4(*_cbc_model);
   340       heuristic4.setWhen(3);
   341       _cbc_model->addHeuristic(&heuristic4);
   342 
   343       CbcHeuristicRINS heuristic5(*_cbc_model);
   344       heuristic5.setWhen(3);
   345       _cbc_model->addHeuristic(&heuristic5);
   346 
   347       if (_cbc_model->getNumCols() < 500) {
   348         _cbc_model->setMaximumCutPassesAtRoot(-100);
   349       } else if (_cbc_model->getNumCols() < 5000) {
   350         _cbc_model->setMaximumCutPassesAtRoot(100);
   351       } else {
   352         _cbc_model->setMaximumCutPassesAtRoot(20);
   353       }
   354 
   355       if (_cbc_model->getNumCols() < 5000) {
   356         _cbc_model->setNumberStrong(10);
   357       }
   358 
   359       _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
   360       _cbc_model->branchAndBound();
   361     }
   362 
   363     if (_cbc_model->isAbandoned()) {
   364       return UNSOLVED;
   365     } else {
   366       return SOLVED;
   367     }
   368   }
   369 
   370   CbcMip::Value CbcMip::_getSol(int i) const {
   371     return _cbc_model->getColSolution()[i];
   372   }
   373 
   374   CbcMip::Value CbcMip::_getSolValue() const {
   375     return _cbc_model->getObjValue();
   376   }
   377 
   378   CbcMip::ProblemType CbcMip::_getType() const {
   379     if (_cbc_model->isProvenOptimal()) {
   380       return OPTIMAL;
   381     } else if (_cbc_model->isContinuousUnbounded()) {
   382       return UNBOUNDED;
   383     }
   384     return FEASIBLE;
   385   }
   386 
   387   void CbcMip::_setSense(Sense sense) {
   388     switch (sense) {
   389     case MIN:
   390       _prob->setOptimizationDirection(1.0);
   391       break;
   392     case MAX:
   393       _prob->setOptimizationDirection(- 1.0);
   394       break;
   395     }
   396   }
   397 
   398   CbcMip::Sense CbcMip::_getSense() const {
   399     if (_prob->optimizationDirection() > 0.0) {
   400       return MIN;
   401     } else if (_prob->optimizationDirection() < 0.0) {
   402       return MAX;
   403     } else {
   404       LEMON_ASSERT(false, "Wrong sense");
   405       return CbcMip::Sense();
   406     }
   407   }
   408 
   409   void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
   410     switch (col_type){
   411     case INTEGER:
   412       _prob->setInteger(i);
   413       break;
   414     case REAL:
   415       _prob->setContinuous(i);
   416       break;
   417     default:;
   418       LEMON_ASSERT(false, "Wrong sense");
   419     }
   420   }
   421 
   422   CbcMip::ColTypes CbcMip::_getColType(int i) const {
   423     return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
   424   }
   425 
   426   void CbcMip::_clear() {
   427     delete _prob;
   428     if (_osi_solver) {
   429       delete _osi_solver;
   430       _osi_solver = 0;
   431     }
   432     if (_cbc_model) {
   433       delete _cbc_model;
   434       _cbc_model = 0;
   435     }
   436 
   437     _prob = new CoinModel();
   438     rows.clear();
   439     cols.clear();
   440   }
   441 
   442   void CbcMip::_messageLevel(MessageLevel level) {
   443     switch (level) {
   444     case MESSAGE_NOTHING:
   445       _message_level = 0;
   446       break;
   447     case MESSAGE_ERROR:
   448       _message_level = 1;
   449       break;
   450     case MESSAGE_WARNING:
   451       _message_level = 1;
   452       break;
   453     case MESSAGE_NORMAL:
   454       _message_level = 2;
   455       break;
   456     case MESSAGE_VERBOSE:
   457       _message_level = 3;
   458       break;
   459     }
   460   }
   461 
   462 } //END OF NAMESPACE LEMON