0
5
3
460
150
21
5
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 |
#ifdef COIN_HAS_CLP |
|
29 |
#include "coin/OsiClpSolverInterface.hpp" |
|
30 |
#endif |
|
31 |
#ifdef COIN_HAS_OSL |
|
32 |
#include "coin/OsiOslSolverInterface.hpp" |
|
33 |
#endif |
|
34 |
|
|
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" |
|
40 |
|
|
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" |
|
48 |
|
|
49 |
#include "coin/CbcHeuristic.hpp" |
|
50 |
|
|
51 |
namespace lemon { |
|
52 |
|
|
53 |
CbcMip::CbcMip() { |
|
54 |
_prob = new CoinModel(); |
|
55 |
_prob->setProblemName("LEMON"); |
|
56 |
_osi_solver = 0; |
|
57 |
_cbc_model = 0; |
|
58 |
} |
|
59 |
|
|
60 |
CbcMip::CbcMip(const CbcMip& other) { |
|
61 |
_prob = new CoinModel(*other._prob); |
|
62 |
_osi_solver = 0; |
|
63 |
_cbc_model = 0; |
|
64 |
} |
|
65 |
|
|
66 |
CbcMip::~CbcMip() { |
|
67 |
delete _prob; |
|
68 |
if (_osi_solver) delete _osi_solver; |
|
69 |
if (_cbc_model) delete _cbc_model; |
|
70 |
} |
|
71 |
|
|
72 |
const char* CbcMip::_solverName() const { return "CbcMip"; } |
|
73 |
|
|
74 |
int CbcMip::_addCol() { |
|
75 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false); |
|
76 |
return _prob->numberColumns() - 1; |
|
77 |
} |
|
78 |
|
|
79 |
CbcMip* CbcMip::newSolver() const { |
|
80 |
CbcMip* newlp = new CbcMip; |
|
81 |
return newlp; |
|
82 |
} |
|
83 |
|
|
84 |
CbcMip* CbcMip::cloneSolver() const { |
|
85 |
CbcMip* copylp = new CbcMip(*this); |
|
86 |
return copylp; |
|
87 |
} |
|
88 |
|
|
89 |
int CbcMip::_addRow() { |
|
90 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
|
91 |
return _prob->numberRows() - 1; |
|
92 |
} |
|
93 |
|
|
94 |
|
|
95 |
void CbcMip::_eraseCol(int i) { |
|
96 |
_prob->deleteColumn(i); |
|
97 |
} |
|
98 |
|
|
99 |
void CbcMip::_eraseRow(int i) { |
|
100 |
_prob->deleteRow(i); |
|
101 |
} |
|
102 |
|
|
103 |
void CbcMip::_eraseColId(int i) { |
|
104 |
cols.eraseIndex(i); |
|
105 |
} |
|
106 |
|
|
107 |
void CbcMip::_eraseRowId(int i) { |
|
108 |
rows.eraseIndex(i); |
|
109 |
} |
|
110 |
|
|
111 |
void CbcMip::_getColName(int c, std::string& name) const { |
|
112 |
name = _prob->getColumnName(c); |
|
113 |
} |
|
114 |
|
|
115 |
void CbcMip::_setColName(int c, const std::string& name) { |
|
116 |
_prob->setColumnName(c, name.c_str()); |
|
117 |
} |
|
118 |
|
|
119 |
int CbcMip::_colByName(const std::string& name) const { |
|
120 |
return _prob->column(name.c_str()); |
|
121 |
} |
|
122 |
|
|
123 |
void CbcMip::_getRowName(int r, std::string& name) const { |
|
124 |
name = _prob->getRowName(r); |
|
125 |
} |
|
126 |
|
|
127 |
void CbcMip::_setRowName(int r, const std::string& name) { |
|
128 |
_prob->setRowName(r, name.c_str()); |
|
129 |
} |
|
130 |
|
|
131 |
int CbcMip::_rowByName(const std::string& name) const { |
|
132 |
return _prob->row(name.c_str()); |
|
133 |
} |
|
134 |
|
|
135 |
void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
|
136 |
for (ExprIterator it = b; it != e; ++it) { |
|
137 |
_prob->setElement(i, it->first, it->second); |
|
138 |
} |
|
139 |
} |
|
140 |
|
|
141 |
void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const { |
|
142 |
int length = _prob->numberRows(); |
|
143 |
|
|
144 |
std::vector<int> indices(length); |
|
145 |
std::vector<Value> values(length); |
|
146 |
|
|
147 |
length = _prob->getRow(ix, &indices[0], &values[0]); |
|
148 |
|
|
149 |
for (int i = 0; i < length; ++i) { |
|
150 |
*b = std::make_pair(indices[i], values[i]); |
|
151 |
++b; |
|
152 |
} |
|
153 |
} |
|
154 |
|
|
155 |
void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { |
|
156 |
for (ExprIterator it = b; it != e; ++it) { |
|
157 |
_prob->setElement(it->first, ix, it->second); |
|
158 |
} |
|
159 |
} |
|
160 |
|
|
161 |
void CbcMip::_getColCoeffs(int ix, InsertIterator b) const { |
|
162 |
int length = _prob->numberColumns(); |
|
163 |
|
|
164 |
std::vector<int> indices(length); |
|
165 |
std::vector<Value> values(length); |
|
166 |
|
|
167 |
length = _prob->getColumn(ix, &indices[0], &values[0]); |
|
168 |
|
|
169 |
for (int i = 0; i < length; ++i) { |
|
170 |
*b = std::make_pair(indices[i], values[i]); |
|
171 |
++b; |
|
172 |
} |
|
173 |
} |
|
174 |
|
|
175 |
void CbcMip::_setCoeff(int ix, int jx, Value value) { |
|
176 |
_prob->setElement(ix, jx, value); |
|
177 |
} |
|
178 |
|
|
179 |
CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const { |
|
180 |
return _prob->getElement(ix, jx); |
|
181 |
} |
|
182 |
|
|
183 |
|
|
184 |
void CbcMip::_setColLowerBound(int i, Value lo) { |
|
185 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
186 |
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
|
187 |
} |
|
188 |
|
|
189 |
CbcMip::Value CbcMip::_getColLowerBound(int i) const { |
|
190 |
double val = _prob->getColumnLower(i); |
|
191 |
return val == - COIN_DBL_MAX ? - INF : val; |
|
192 |
} |
|
193 |
|
|
194 |
void CbcMip::_setColUpperBound(int i, Value up) { |
|
195 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
196 |
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
|
197 |
} |
|
198 |
|
|
199 |
CbcMip::Value CbcMip::_getColUpperBound(int i) const { |
|
200 |
double val = _prob->getColumnUpper(i); |
|
201 |
return val == COIN_DBL_MAX ? INF : val; |
|
202 |
} |
|
203 |
|
|
204 |
void CbcMip::_setRowLowerBound(int i, Value lo) { |
|
205 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
206 |
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
|
207 |
} |
|
208 |
|
|
209 |
CbcMip::Value CbcMip::_getRowLowerBound(int i) const { |
|
210 |
double val = _prob->getRowLower(i); |
|
211 |
return val == - COIN_DBL_MAX ? - INF : val; |
|
212 |
} |
|
213 |
|
|
214 |
void CbcMip::_setRowUpperBound(int i, Value up) { |
|
215 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
216 |
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
|
217 |
} |
|
218 |
|
|
219 |
CbcMip::Value CbcMip::_getRowUpperBound(int i) const { |
|
220 |
double val = _prob->getRowUpper(i); |
|
221 |
return val == COIN_DBL_MAX ? INF : val; |
|
222 |
} |
|
223 |
|
|
224 |
void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
|
225 |
int num = _prob->numberColumns(); |
|
226 |
for (int i = 0; i < num; ++i) { |
|
227 |
_prob->setColumnObjective(i, 0.0); |
|
228 |
} |
|
229 |
for (ExprIterator it = b; it != e; ++it) { |
|
230 |
_prob->setColumnObjective(it->first, it->second); |
|
231 |
} |
|
232 |
} |
|
233 |
|
|
234 |
void CbcMip::_getObjCoeffs(InsertIterator b) const { |
|
235 |
int num = _prob->numberColumns(); |
|
236 |
for (int i = 0; i < num; ++i) { |
|
237 |
Value coef = _prob->getColumnObjective(i); |
|
238 |
if (coef != 0.0) { |
|
239 |
*b = std::make_pair(i, coef); |
|
240 |
++b; |
|
241 |
} |
|
242 |
} |
|
243 |
} |
|
244 |
|
|
245 |
void CbcMip::_setObjCoeff(int i, Value obj_coef) { |
|
246 |
_prob->setColumnObjective(i, obj_coef); |
|
247 |
} |
|
248 |
|
|
249 |
CbcMip::Value CbcMip::_getObjCoeff(int i) const { |
|
250 |
return _prob->getColumnObjective(i); |
|
251 |
} |
|
252 |
|
|
253 |
CbcMip::SolveExitStatus CbcMip::_solve() { |
|
254 |
|
|
255 |
if (_osi_solver) { |
|
256 |
delete _osi_solver; |
|
257 |
} |
|
258 |
#ifdef COIN_HAS_CLP |
|
259 |
_osi_solver = new OsiClpSolverInterface(); |
|
260 |
#elif COIN_HAS_OSL |
|
261 |
_osi_solver = new OsiOslSolverInterface(); |
|
262 |
#else |
|
263 |
#error Cannot instantiate Osi solver |
|
264 |
#endif |
|
265 |
|
|
266 |
_osi_solver->loadFromCoinModel(*_prob); |
|
267 |
|
|
268 |
if (_cbc_model) { |
|
269 |
delete _cbc_model; |
|
270 |
} |
|
271 |
_cbc_model= new CbcModel(*_osi_solver); |
|
272 |
|
|
273 |
switch (_message_level) { |
|
274 |
case MESSAGE_NO_OUTPUT: |
|
275 |
_osi_solver->messageHandler()->setLogLevel(0); |
|
276 |
_cbc_model->setLogLevel(0); |
|
277 |
break; |
|
278 |
case MESSAGE_ERROR_MESSAGE: |
|
279 |
_osi_solver->messageHandler()->setLogLevel(1); |
|
280 |
_cbc_model->setLogLevel(1); |
|
281 |
break; |
|
282 |
case MESSAGE_NORMAL_OUTPUT: |
|
283 |
_osi_solver->messageHandler()->setLogLevel(2); |
|
284 |
_cbc_model->setLogLevel(2); |
|
285 |
break; |
|
286 |
case MESSAGE_FULL_OUTPUT: |
|
287 |
_osi_solver->messageHandler()->setLogLevel(3); |
|
288 |
_cbc_model->setLogLevel(3); |
|
289 |
break; |
|
290 |
} |
|
291 |
|
|
292 |
_cbc_model->initialSolve(); |
|
293 |
_cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry); |
|
294 |
|
|
295 |
if (!_cbc_model->isInitialSolveAbandoned() && |
|
296 |
_cbc_model->isInitialSolveProvenOptimal() && |
|
297 |
!_cbc_model->isInitialSolveProvenPrimalInfeasible() && |
|
298 |
!_cbc_model->isInitialSolveProvenDualInfeasible()) { |
|
299 |
|
|
300 |
CglProbing generator1; |
|
301 |
generator1.setUsingObjective(true); |
|
302 |
generator1.setMaxPass(3); |
|
303 |
generator1.setMaxProbe(100); |
|
304 |
generator1.setMaxLook(50); |
|
305 |
generator1.setRowCuts(3); |
|
306 |
_cbc_model->addCutGenerator(&generator1, -1, "Probing"); |
|
307 |
|
|
308 |
CglGomory generator2; |
|
309 |
generator2.setLimit(300); |
|
310 |
_cbc_model->addCutGenerator(&generator2, -1, "Gomory"); |
|
311 |
|
|
312 |
CglKnapsackCover generator3; |
|
313 |
_cbc_model->addCutGenerator(&generator3, -1, "Knapsack"); |
|
314 |
|
|
315 |
CglOddHole generator4; |
|
316 |
generator4.setMinimumViolation(0.005); |
|
317 |
generator4.setMinimumViolationPer(0.00002); |
|
318 |
generator4.setMaximumEntries(200); |
|
319 |
_cbc_model->addCutGenerator(&generator4, -1, "OddHole"); |
|
320 |
|
|
321 |
CglClique generator5; |
|
322 |
generator5.setStarCliqueReport(false); |
|
323 |
generator5.setRowCliqueReport(false); |
|
324 |
_cbc_model->addCutGenerator(&generator5, -1, "Clique"); |
|
325 |
|
|
326 |
CglMixedIntegerRounding mixedGen; |
|
327 |
_cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding"); |
|
328 |
|
|
329 |
CglFlowCover flowGen; |
|
330 |
_cbc_model->addCutGenerator(&flowGen, -1, "FlowCover"); |
|
331 |
|
|
332 |
#ifdef COIN_HAS_CLP |
|
333 |
OsiClpSolverInterface* osiclp = |
|
334 |
dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver()); |
|
335 |
if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) { |
|
336 |
osiclp->setupForRepeatedUse(2, 0); |
|
337 |
} |
|
338 |
#endif |
|
339 |
|
|
340 |
CbcRounding heuristic1(*_cbc_model); |
|
341 |
heuristic1.setWhen(3); |
|
342 |
_cbc_model->addHeuristic(&heuristic1); |
|
343 |
|
|
344 |
CbcHeuristicLocal heuristic2(*_cbc_model); |
|
345 |
heuristic2.setWhen(3); |
|
346 |
_cbc_model->addHeuristic(&heuristic2); |
|
347 |
|
|
348 |
CbcHeuristicGreedyCover heuristic3(*_cbc_model); |
|
349 |
heuristic3.setAlgorithm(11); |
|
350 |
heuristic3.setWhen(3); |
|
351 |
_cbc_model->addHeuristic(&heuristic3); |
|
352 |
|
|
353 |
CbcHeuristicFPump heuristic4(*_cbc_model); |
|
354 |
heuristic4.setWhen(3); |
|
355 |
_cbc_model->addHeuristic(&heuristic4); |
|
356 |
|
|
357 |
CbcHeuristicRINS heuristic5(*_cbc_model); |
|
358 |
heuristic5.setWhen(3); |
|
359 |
_cbc_model->addHeuristic(&heuristic5); |
|
360 |
|
|
361 |
if (_cbc_model->getNumCols() < 500) { |
|
362 |
_cbc_model->setMaximumCutPassesAtRoot(-100); |
|
363 |
} else if (_cbc_model->getNumCols() < 5000) { |
|
364 |
_cbc_model->setMaximumCutPassesAtRoot(100); |
|
365 |
} else { |
|
366 |
_cbc_model->setMaximumCutPassesAtRoot(20); |
|
367 |
} |
|
368 |
|
|
369 |
if (_cbc_model->getNumCols() < 5000) { |
|
370 |
_cbc_model->setNumberStrong(10); |
|
371 |
} |
|
372 |
|
|
373 |
_cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100); |
|
374 |
_cbc_model->branchAndBound(); |
|
375 |
} |
|
376 |
|
|
377 |
if (_cbc_model->isAbandoned()) { |
|
378 |
return UNSOLVED; |
|
379 |
} else { |
|
380 |
return SOLVED; |
|
381 |
} |
|
382 |
} |
|
383 |
|
|
384 |
CbcMip::Value CbcMip::_getSol(int i) const { |
|
385 |
return _cbc_model->getColSolution()[i]; |
|
386 |
} |
|
387 |
|
|
388 |
CbcMip::Value CbcMip::_getSolValue() const { |
|
389 |
return _cbc_model->getObjValue(); |
|
390 |
} |
|
391 |
|
|
392 |
CbcMip::ProblemType CbcMip::_getType() const { |
|
393 |
if (_cbc_model->isProvenOptimal()) { |
|
394 |
return OPTIMAL; |
|
395 |
} else if (_cbc_model->isContinuousUnbounded()) { |
|
396 |
return UNBOUNDED; |
|
397 |
} |
|
398 |
return FEASIBLE; |
|
399 |
} |
|
400 |
|
|
401 |
void CbcMip::_setSense(Sense sense) { |
|
402 |
switch (sense) { |
|
403 |
case MIN: |
|
404 |
_prob->setOptimizationDirection(1.0); |
|
405 |
break; |
|
406 |
case MAX: |
|
407 |
_prob->setOptimizationDirection(- 1.0); |
|
408 |
break; |
|
409 |
} |
|
410 |
} |
|
411 |
|
|
412 |
CbcMip::Sense CbcMip::_getSense() const { |
|
413 |
if (_prob->optimizationDirection() > 0.0) { |
|
414 |
return MIN; |
|
415 |
} else if (_prob->optimizationDirection() < 0.0) { |
|
416 |
return MAX; |
|
417 |
} else { |
|
418 |
LEMON_ASSERT(false, "Wrong sense"); |
|
419 |
return CbcMip::Sense(); |
|
420 |
} |
|
421 |
} |
|
422 |
|
|
423 |
void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) { |
|
424 |
switch (col_type){ |
|
425 |
case INTEGER: |
|
426 |
_prob->setInteger(i); |
|
427 |
break; |
|
428 |
case REAL: |
|
429 |
_prob->setContinuous(i); |
|
430 |
break; |
|
431 |
default:; |
|
432 |
LEMON_ASSERT(false, "Wrong sense"); |
|
433 |
} |
|
434 |
} |
|
435 |
|
|
436 |
CbcMip::ColTypes CbcMip::_getColType(int i) const { |
|
437 |
return _prob->getColumnIsInteger(i) ? INTEGER : REAL; |
|
438 |
} |
|
439 |
|
|
440 |
void CbcMip::_clear() { |
|
441 |
delete _prob; |
|
442 |
if (_osi_solver) { |
|
443 |
delete _osi_solver; |
|
444 |
_osi_solver = 0; |
|
445 |
} |
|
446 |
if (_cbc_model) { |
|
447 |
delete _cbc_model; |
|
448 |
_cbc_model = 0; |
|
449 |
} |
|
450 |
|
|
451 |
_prob = new CoinModel(); |
|
452 |
rows.clear(); |
|
453 |
cols.clear(); |
|
454 |
} |
|
455 |
|
|
456 |
void CbcMip::messageLevel(MessageLevel m) { |
|
457 |
_message_level = m; |
|
458 |
} |
|
459 |
|
|
460 |
} //END OF NAMESPACE LEMON |
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 |
// -*- C++ -*- |
|
20 |
#ifndef LEMON_CBC_H |
|
21 |
#define LEMON_CBC_H |
|
22 |
|
|
23 |
///\file |
|
24 |
///\brief Header of the LEMON-CBC mip solver interface. |
|
25 |
///\ingroup lp_group |
|
26 |
|
|
27 |
#include <lemon/lp_base.h> |
|
28 |
|
|
29 |
class CoinModel; |
|
30 |
class OsiSolverInterface; |
|
31 |
class CbcModel; |
|
32 |
|
|
33 |
namespace lemon { |
|
34 |
|
|
35 |
/// \brief Interface for the CBC MIP solver |
|
36 |
/// |
|
37 |
/// This class implements an interface for the CBC MIP solver. |
|
38 |
///\ingroup lp_group |
|
39 |
class CbcMip : public MipSolver { |
|
40 |
protected: |
|
41 |
|
|
42 |
CoinModel *_prob; |
|
43 |
OsiSolverInterface *_osi_solver; |
|
44 |
CbcModel *_cbc_model; |
|
45 |
|
|
46 |
public: |
|
47 |
|
|
48 |
/// \e |
|
49 |
CbcMip(); |
|
50 |
/// \e |
|
51 |
CbcMip(const CbcMip&); |
|
52 |
/// \e |
|
53 |
~CbcMip(); |
|
54 |
/// \e |
|
55 |
virtual CbcMip* newSolver() const; |
|
56 |
/// \e |
|
57 |
virtual CbcMip* cloneSolver() const; |
|
58 |
|
|
59 |
protected: |
|
60 |
|
|
61 |
virtual const char* _solverName() const; |
|
62 |
|
|
63 |
virtual int _addCol(); |
|
64 |
virtual int _addRow(); |
|
65 |
|
|
66 |
virtual void _eraseCol(int i); |
|
67 |
virtual void _eraseRow(int i); |
|
68 |
|
|
69 |
virtual void _eraseColId(int i); |
|
70 |
virtual void _eraseRowId(int i); |
|
71 |
|
|
72 |
virtual void _getColName(int col, std::string& name) const; |
|
73 |
virtual void _setColName(int col, const std::string& name); |
|
74 |
virtual int _colByName(const std::string& name) const; |
|
75 |
|
|
76 |
virtual void _getRowName(int row, std::string& name) const; |
|
77 |
virtual void _setRowName(int row, const std::string& name); |
|
78 |
virtual int _rowByName(const std::string& name) const; |
|
79 |
|
|
80 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
81 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
82 |
|
|
83 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
84 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
85 |
|
|
86 |
virtual void _setCoeff(int row, int col, Value value); |
|
87 |
virtual Value _getCoeff(int row, int col) const; |
|
88 |
|
|
89 |
virtual void _setColLowerBound(int i, Value value); |
|
90 |
virtual Value _getColLowerBound(int i) const; |
|
91 |
virtual void _setColUpperBound(int i, Value value); |
|
92 |
virtual Value _getColUpperBound(int i) const; |
|
93 |
|
|
94 |
virtual void _setRowLowerBound(int i, Value value); |
|
95 |
virtual Value _getRowLowerBound(int i) const; |
|
96 |
virtual void _setRowUpperBound(int i, Value value); |
|
97 |
virtual Value _getRowUpperBound(int i) const; |
|
98 |
|
|
99 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
100 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
101 |
|
|
102 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
103 |
virtual Value _getObjCoeff(int i) const; |
|
104 |
|
|
105 |
virtual void _setSense(Sense sense); |
|
106 |
virtual Sense _getSense() const; |
|
107 |
|
|
108 |
virtual ColTypes _getColType(int col) const; |
|
109 |
virtual void _setColType(int col, ColTypes col_type); |
|
110 |
|
|
111 |
virtual SolveExitStatus _solve(); |
|
112 |
virtual ProblemType _getType() const; |
|
113 |
virtual Value _getSol(int i) const; |
|
114 |
virtual Value _getSolValue() const; |
|
115 |
|
|
116 |
virtual void _clear(); |
|
117 |
|
|
118 |
public: |
|
119 |
|
|
120 |
///Enum for \c messageLevel() parameter |
|
121 |
enum MessageLevel { |
|
122 |
/// no output (default value) |
|
123 |
MESSAGE_NO_OUTPUT = 0, |
|
124 |
/// error messages only |
|
125 |
MESSAGE_ERROR_MESSAGE = 1, |
|
126 |
/// normal output |
|
127 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
128 |
/// full output (includes informational messages) |
|
129 |
MESSAGE_FULL_OUTPUT = 3 |
|
130 |
}; |
|
131 |
|
|
132 |
private: |
|
133 |
|
|
134 |
MessageLevel _message_level; |
|
135 |
|
|
136 |
public: |
|
137 |
|
|
138 |
///Set the verbosity of the messages |
|
139 |
|
|
140 |
///Set the verbosity of the messages |
|
141 |
/// |
|
142 |
///\param m is the level of the messages output by the solver routines. |
|
143 |
void messageLevel(MessageLevel m); |
|
144 |
|
|
145 |
|
|
146 |
}; |
|
147 |
|
|
148 |
} |
|
149 |
|
|
150 |
#endif |
1 |
AC_DEFUN([LX_CHECK_CBC], |
|
2 |
[ |
|
3 |
AC_ARG_WITH([cbc], |
|
4 |
AS_HELP_STRING([--with-cbc@<:@=PREFIX@:>@], [search for CBC under PREFIX or under the default search paths if PREFIX is not given @<:@default@:>@]) |
|
5 |
AS_HELP_STRING([--without-cbc], [disable checking for CBC]), |
|
6 |
[], [with_cbc=yes]) |
|
7 |
|
|
8 |
AC_ARG_WITH([cbc-includedir], |
|
9 |
AS_HELP_STRING([--with-cbc-includedir=DIR], [search for CBC headers in DIR]), |
|
10 |
[], [with_cbc_includedir=no]) |
|
11 |
|
|
12 |
AC_ARG_WITH([cbc-libdir], |
|
13 |
AS_HELP_STRING([--with-cbc-libdir=DIR], [search for CBC libraries in DIR]), |
|
14 |
[], [with_cbc_libdir=no]) |
|
15 |
|
|
16 |
lx_cbc_found=no |
|
17 |
if test x"$with_cbc" != x"no"; then |
|
18 |
AC_MSG_CHECKING([for CBC]) |
|
19 |
|
|
20 |
if test x"$with_cbc_includedir" != x"no"; then |
|
21 |
CBC_CXXFLAGS="-I$with_cbc_includedir" |
|
22 |
elif test x"$with_cbc" != x"yes"; then |
|
23 |
CBC_CXXFLAGS="-I$with_cbc/include" |
|
24 |
fi |
|
25 |
|
|
26 |
if test x"$with_cbc_libdir" != x"no"; then |
|
27 |
CBC_LDFLAGS="-L$with_cbc_libdir" |
|
28 |
elif test x"$with_cbc" != x"yes"; then |
|
29 |
CBC_LDFLAGS="-L$with_cbc/lib" |
|
30 |
fi |
|
31 |
CBC_LIBS="-lOsi -lCbc -lOsiCbc -lCbcSolver -lClp -lOsiClp -lCoinUtils -lVol -lOsiVol -lCgl -lm -llapack -lblas" |
|
32 |
|
|
33 |
lx_save_cxxflags="$CXXFLAGS" |
|
34 |
lx_save_ldflags="$LDFLAGS" |
|
35 |
lx_save_libs="$LIBS" |
|
36 |
CXXFLAGS="$CBC_CXXFLAGS" |
|
37 |
LDFLAGS="$CBC_LDFLAGS" |
|
38 |
LIBS="$CBC_LIBS" |
|
39 |
|
|
40 |
lx_cbc_test_prog=' |
|
41 |
#include <coin/CbcModel.hpp> |
|
42 |
|
|
43 |
int main(int argc, char** argv) |
|
44 |
{ |
|
45 |
CbcModel cbc; |
|
46 |
return 0; |
|
47 |
}' |
|
48 |
|
|
49 |
AC_LANG_PUSH(C++) |
|
50 |
AC_LINK_IFELSE([$lx_cbc_test_prog], [lx_cbc_found=yes], [lx_cbc_found=no]) |
|
51 |
AC_LANG_POP(C++) |
|
52 |
|
|
53 |
CXXFLAGS="$lx_save_cxxflags" |
|
54 |
LDFLAGS="$lx_save_ldflags" |
|
55 |
LIBS="$lx_save_libs" |
|
56 |
|
|
57 |
if test x"$lx_cbc_found" = x"yes"; then |
|
58 |
AC_DEFINE([HAVE_CBC], [1], [Define to 1 if you have CBC.]) |
|
59 |
lx_lp_found=yes |
|
60 |
AC_DEFINE([HAVE_LP], [1], [Define to 1 if you have any LP solver.]) |
|
61 |
AC_MSG_RESULT([yes]) |
|
62 |
else |
|
63 |
CBC_CXXFLAGS="" |
|
64 |
CBC_LDFLAGS="" |
|
65 |
CBC_LIBS="" |
|
66 |
AC_MSG_RESULT([no]) |
|
67 |
fi |
|
68 |
fi |
|
69 |
CBC_LIBS="$CBC_LDFLAGS $CBC_LIBS" |
|
70 |
AC_SUBST(CBC_CXXFLAGS) |
|
71 |
AC_SUBST(CBC_LIBS) |
|
72 |
AM_CONDITIONAL([HAVE_CBC], [test x"$lx_cbc_found" = x"yes"]) |
|
73 |
]) |
... | ... |
@@ -60,6 +60,7 @@ |
60 | 60 |
LX_CHECK_CPLEX |
61 | 61 |
LX_CHECK_SOPLEX |
62 | 62 |
LX_CHECK_CLP |
63 |
LX_CHECK_CBC |
|
63 | 64 |
|
64 | 65 |
AM_CONDITIONAL([HAVE_LP], [test x"$lx_lp_found" = x"yes"]) |
65 | 66 |
AM_CONDITIONAL([HAVE_MIP], [test x"$lx_mip_found" = x"yes"]) |
... | ... |
@@ -119,6 +120,7 @@ |
119 | 120 |
echo CPLEX support................. : $lx_cplex_found |
120 | 121 |
echo SOPLEX support................ : $lx_soplex_found |
121 | 122 |
echo CLP support................... : $lx_clp_found |
123 |
echo CBC support................... : $lx_cbc_found |
|
122 | 124 |
echo |
123 | 125 |
echo Build additional tools........ : $enable_tools |
124 | 126 |
echo |
... | ... |
@@ -21,13 +21,15 @@ |
21 | 21 |
$(GLPK_CFLAGS) \ |
22 | 22 |
$(CPLEX_CFLAGS) \ |
23 | 23 |
$(SOPLEX_CXXFLAGS) \ |
24 |
$(CLP_CXXFLAGS) |
|
24 |
$(CLP_CXXFLAGS) \ |
|
25 |
$(CBC_CXXFLAGS) |
|
25 | 26 |
|
26 | 27 |
lemon_libemon_la_LDFLAGS = \ |
27 | 28 |
$(GLPK_LIBS) \ |
28 | 29 |
$(CPLEX_LIBS) \ |
29 | 30 |
$(SOPLEX_LIBS) \ |
30 |
$(CLP_LIBS) |
|
31 |
$(CLP_LIBS) \ |
|
32 |
$(CBC_LIBS) |
|
31 | 33 |
|
32 | 34 |
if HAVE_GLPK |
33 | 35 |
lemon_libemon_la_SOURCES += lemon/glpk.cc |
... | ... |
@@ -45,6 +47,10 @@ |
45 | 47 |
lemon_libemon_la_SOURCES += lemon/clp.cc |
46 | 48 |
endif |
47 | 49 |
|
50 |
if HAVE_CBC |
|
51 |
lemon_libemon_la_SOURCES += lemon/cbc.cc |
|
52 |
endif |
|
53 |
|
|
48 | 54 |
lemon_HEADERS += \ |
49 | 55 |
lemon/adaptors.h \ |
50 | 56 |
lemon/arg_parser.h \ |
... | ... |
@@ -18,7 +18,6 @@ |
18 | 18 |
|
19 | 19 |
#include "test_tools.h" |
20 | 20 |
|
21 |
|
|
22 | 21 |
#ifdef HAVE_CONFIG_H |
23 | 22 |
#include <lemon/config.h> |
24 | 23 |
#endif |
... | ... |
@@ -31,6 +30,10 @@ |
31 | 30 |
#include <lemon/glpk.h> |
32 | 31 |
#endif |
33 | 32 |
|
33 |
#ifdef HAVE_CBC |
|
34 |
#include <lemon/cbc.h> |
|
35 |
#endif |
|
36 |
|
|
34 | 37 |
|
35 | 38 |
using namespace lemon; |
36 | 39 |
|
... | ... |
@@ -64,7 +67,6 @@ |
64 | 67 |
typedef MipSolver::Col Col; |
65 | 68 |
|
66 | 69 |
|
67 |
|
|
68 | 70 |
Col x1 = mip.addCol(); |
69 | 71 |
Col x2 = mip.addCol(); |
70 | 72 |
|
... | ... |
@@ -74,23 +76,24 @@ |
74 | 76 |
|
75 | 77 |
mip.max(); |
76 | 78 |
|
77 |
|
|
78 | 79 |
//Unconstrained optimization |
79 | 80 |
mip.solve(); |
80 | 81 |
//Check it out! |
81 | 82 |
|
82 | 83 |
//Constraints |
83 | 84 |
mip.addRow(2*x1+x2 <=2); |
84 |
mip.addRow(x1-2*x2 <=0); |
|
85 |
Row y2 = mip.addRow(x1 - 2 * x2 <= 0); |
|
85 | 86 |
|
86 | 87 |
//Nonnegativity of the variable x1 |
87 | 88 |
mip.colLowerBound(x1, 0); |
88 | 89 |
|
90 |
|
|
89 | 91 |
//Maximization of x1 |
90 | 92 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
91 | 93 |
double expected_opt=4.0/5.0; |
92 | 94 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
93 | 95 |
|
96 |
|
|
94 | 97 |
//Restrict x2 to integer |
95 | 98 |
mip.colType(x2,MipSolver::INTEGER); |
96 | 99 |
expected_opt=1.0/2.0; |
... | ... |
@@ -102,10 +105,15 @@ |
102 | 105 |
expected_opt=0; |
103 | 106 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
104 | 107 |
|
105 |
|
|
108 |
//Erase a variable |
|
109 |
mip.erase(x2); |
|
110 |
mip.rowUpperBound(y2, 8); |
|
111 |
expected_opt=1; |
|
112 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
|
106 | 113 |
|
107 | 114 |
} |
108 | 115 |
|
116 |
|
|
109 | 117 |
template<class MIP> |
110 | 118 |
void cloneTest() |
111 | 119 |
{ |
... | ... |
@@ -144,6 +152,14 @@ |
144 | 152 |
} |
145 | 153 |
#endif |
146 | 154 |
|
155 |
#ifdef HAVE_CBC |
|
156 |
{ |
|
157 |
CbcMip mip1; |
|
158 |
aTest(mip1); |
|
159 |
cloneTest<CbcMip>(); |
|
160 |
} |
|
161 |
#endif |
|
162 |
|
|
147 | 163 |
return 0; |
148 | 164 |
|
149 | 165 |
} |
0 comments (0 inline)