RhodeCode

SET(COIN_ROOT_DIR "" CACHE PATH "COIN root directory")

FIND_PATH(COIN_INCLUDE_DIR coin/CoinUtilsConfig.h

  HINTS ${COIN_ROOT_DIR}/include

)

FIND_LIBRARY(COIN_CBC_LIBRARY

  NAMES Cbc libCbc

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

FIND_LIBRARY(COIN_CBC_SOLVER_LIBRARY

  NAMES CbcSolver libCbcSolver

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

FIND_LIBRARY(COIN_CGL_LIBRARY

  NAMES Cgl libCgl

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

FIND_LIBRARY(COIN_CLP_LIBRARY

  NAMES Clp libClp

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

FIND_LIBRARY(COIN_COIN_UTILS_LIBRARY

  NAMES CoinUtils libCoinUtils

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

FIND_LIBRARY(COIN_OSI_LIBRARY

  NAMES Osi libOsi

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

FIND_LIBRARY(COIN_OSI_CBC_LIBRARY

  NAMES OsiCbc libOsiCbc

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

FIND_LIBRARY(COIN_OSI_CLP_LIBRARY

  NAMES OsiClp libOsiClp

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

FIND_LIBRARY(COIN_OSI_VOL_LIBRARY

  NAMES OsiVol libOsiVol

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

FIND_LIBRARY(COIN_VOL_LIBRARY

  NAMES Vol libVol

  HINTS ${COIN_ROOT_DIR}/lib/coin

  HINTS ${COIN_ROOT_DIR}/lib

)

INCLUDE(FindPackageHandleStandardArgs)

FIND_PACKAGE_HANDLE_STANDARD_ARGS(COIN DEFAULT_MSG

  COIN_INCLUDE_DIR

  COIN_CBC_LIBRARY

  COIN_CBC_SOLVER_LIBRARY

  COIN_CGL_LIBRARY

  COIN_CLP_LIBRARY

  COIN_COIN_UTILS_LIBRARY

  COIN_OSI_LIBRARY

  COIN_OSI_CBC_LIBRARY

  COIN_OSI_CLP_LIBRARY

  # COIN_OSI_VOL_LIBRARY

  # COIN_VOL_LIBRARY

)

IF(COIN_FOUND)

  SET(COIN_INCLUDE_DIRS ${COIN_INCLUDE_DIR})

ENDIF(COIN_FOUND)

MARK_AS_ADVANCED(

  COIN_INCLUDE_DIR

  COIN_CBC_LIBRARY

  COIN_CBC_SOLVER_LIBRARY

  COIN_CGL_LIBRARY

  COIN_CLP_LIBRARY

  COIN_COIN_UTILS_LIBRARY

  COIN_OSI_LIBRARY

  COIN_OSI_CBC_LIBRARY

  COIN_OSI_CLP_LIBRARY

  COIN_OSI_VOL_LIBRARY

  COIN_VOL_LIBRARY

)

IF(COIN_FOUND)

  SET(LEMON_HAVE_LP TRUE)

  SET(LEMON_HAVE_MIP TRUE)

  SET(LEMON_HAVE_CLP TRUE)

  SET(LEMON_HAVE_CBC TRUE)

ENDIF(COIN_FOUND)

/* -*- mode: C++; indent-tabs-mode: nil; -*-

 *

 * This file is a part of LEMON, a generic C++ optimization library.

 *

 * Copyright (C) 2003-2009

 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport

 * (Egervary Research Group on Combinatorial Optimization, EGRES).

 *

 * Permission to use, modify and distribute this software is granted

 * provided that this copyright notice appears in all copies. For

 * precise terms see the accompanying LICENSE file.

 *

 * This software is provided "AS IS" with no warranty of any kind,

 * express or implied, and with no claim as to its suitability for any

 * purpose.

 *

 */

///\file

///\brief Implementation of the CBC MIP solver interface.

#include "cbc.h"

#include <coin/CoinModel.hpp>

#include <coin/CbcModel.hpp>

#include <coin/OsiSolverInterface.hpp>

#include "coin/OsiClpSolverInterface.hpp"

#include "coin/CbcCutGenerator.hpp"

#include "coin/CbcHeuristicLocal.hpp"

#include "coin/CbcHeuristicGreedy.hpp"

#include "coin/CbcHeuristicFPump.hpp"

#include "coin/CbcHeuristicRINS.hpp"

#include "coin/CglGomory.hpp"

#include "coin/CglProbing.hpp"

#include "coin/CglKnapsackCover.hpp"

#include "coin/CglOddHole.hpp"

#include "coin/CglClique.hpp"

#include "coin/CglFlowCover.hpp"

#include "coin/CglMixedIntegerRounding.hpp"

#include "coin/CbcHeuristic.hpp"

namespace lemon {

  CbcMip::CbcMip() {

    _prob = new CoinModel();

    _prob->setProblemName("LEMON");

    _osi_solver = 0;

    _cbc_model = 0;

    messageLevel(MESSAGE_NOTHING);

  }

  CbcMip::CbcMip(const CbcMip& other) {

    _prob = new CoinModel(*other._prob);

    _prob->setProblemName("LEMON");

    _osi_solver = 0;

    _cbc_model = 0;

    messageLevel(MESSAGE_NOTHING);

  }

  CbcMip::~CbcMip() {

    delete _prob;

    if (_osi_solver) delete _osi_solver;

    if (_cbc_model) delete _cbc_model;

  }

  const char* CbcMip::_solverName() const { return "CbcMip"; }

  int CbcMip::_addCol() {

    _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);

    return _prob->numberColumns() - 1;

  }

  CbcMip* CbcMip::newSolver() const {

    CbcMip* newlp = new CbcMip;

    return newlp;

  }

  CbcMip* CbcMip::cloneSolver() const {

    CbcMip* copylp = new CbcMip(*this);

    return copylp;

  }

  int CbcMip::_addRow() {

    _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);

    return _prob->numberRows() - 1;

  }

  void CbcMip::_eraseCol(int i) {

    _prob->deleteColumn(i);

  }

  void CbcMip::_eraseRow(int i) {

    _prob->deleteRow(i);

  }

  void CbcMip::_eraseColId(int i) {

    cols.eraseIndex(i);

  }

  void CbcMip::_eraseRowId(int i) {

    rows.eraseIndex(i);

  }

  void CbcMip::_getColName(int c, std::string& name) const {

    name = _prob->getColumnName(c);

  }

  void CbcMip::_setColName(int c, const std::string& name) {

    _prob->setColumnName(c, name.c_str());

  }

  int CbcMip::_colByName(const std::string& name) const {

    return _prob->column(name.c_str());

  }

  void CbcMip::_getRowName(int r, std::string& name) const {

    name = _prob->getRowName(r);

  }

    int length = _prob->numberColumns();

    std::vector<int> indices(length);

    std::vector<Value> values(length);

    length = _prob->getColumn(ix, &indices[0], &values[0]);

    for (int i = 0; i < length; ++i) {

      *b = std::make_pair(indices[i], values[i]);

      ++b;

    }

  }

  void CbcMip::_setCoeff(int ix, int jx, Value value) {

    _prob->setElement(ix, jx, value);

  }

  CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {

    return _prob->getElement(ix, jx);

  }

  void CbcMip::_setColLowerBound(int i, Value lo) {

    LEMON_ASSERT(lo != INF, "Invalid bound");

    _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);

  }

  CbcMip::Value CbcMip::_getColLowerBound(int i) const {

    double val = _prob->getColumnLower(i);

    return val == - COIN_DBL_MAX ? - INF : val;

  }

  void CbcMip::_setColUpperBound(int i, Value up) {

    LEMON_ASSERT(up != -INF, "Invalid bound");

    _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);

  }

  CbcMip::Value CbcMip::_getColUpperBound(int i) const {

    double val = _prob->getColumnUpper(i);

    return val == COIN_DBL_MAX ? INF : val;

  }

  void CbcMip::_setRowLowerBound(int i, Value lo) {

    LEMON_ASSERT(lo != INF, "Invalid bound");

    _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);

  }

  CbcMip::Value CbcMip::_getRowLowerBound(int i) const {

    double val = _prob->getRowLower(i);

    return val == - COIN_DBL_MAX ? - INF : val;

  }

  void CbcMip::_setRowUpperBound(int i, Value up) {

    LEMON_ASSERT(up != -INF, "Invalid bound");

    _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);

  }

  CbcMip::Value CbcMip::_getRowUpperBound(int i) const {

    double val = _prob->getRowUpper(i);

    return val == COIN_DBL_MAX ? INF : val;

  }

  void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {

    int num = _prob->numberColumns();

    for (int i = 0; i < num; ++i) {

      _prob->setColumnObjective(i, 0.0);

    }

    for (ExprIterator it = b; it != e; ++it) {

      _prob->setColumnObjective(it->first, it->second);

    }

  }

  void CbcMip::_getObjCoeffs(InsertIterator b) const {

    int num = _prob->numberColumns();

    for (int i = 0; i < num; ++i) {

      Value coef = _prob->getColumnObjective(i);

      if (coef != 0.0) {

        *b = std::make_pair(i, coef);

        ++b;

      }

    }

  }

  void CbcMip::_setObjCoeff(int i, Value obj_coef) {

    _prob->setColumnObjective(i, obj_coef);

  }

  CbcMip::Value CbcMip::_getObjCoeff(int i) const {

    return _prob->getColumnObjective(i);

  }

  CbcMip::SolveExitStatus CbcMip::_solve() {

    if (_osi_solver) {

      delete _osi_solver;

    }

    _osi_solver = new OsiClpSolverInterface();

    _osi_solver->loadFromCoinModel(*_prob);

    if (_cbc_model) {

      delete _cbc_model;

    }

    _cbc_model= new CbcModel(*_osi_solver);

    _osi_solver->messageHandler()->setLogLevel(_message_level);

    _cbc_model->setLogLevel(_message_level);

    _cbc_model->initialSolve();

    _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);

    if (!_cbc_model->isInitialSolveAbandoned() &&

        _cbc_model->isInitialSolveProvenOptimal() &&

        !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&

        !_cbc_model->isInitialSolveProvenDualInfeasible()) {

      CglProbing generator1;

      generator1.setUsingObjective(true);

      generator1.setMaxPass(3);

      generator1.setMaxProbe(100);

      generator1.setMaxLook(50);

      generator1.setRowCuts(3);

      _cbc_model->addCutGenerator(&generator1, -1, "Probing");

      CglGomory generator2;

      generator2.setLimit(300);

      _cbc_model->addCutGenerator(&generator2, -1, "Gomory");

      CglKnapsackCover generator3;

      _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");

      CglOddHole generator4;

      generator4.setMinimumViolation(0.005);

      generator4.setMinimumViolationPer(0.00002);

      generator4.setMaximumEntries(200);

      _cbc_model->addCutGenerator(&generator4, -1, "OddHole");

      CglClique generator5;

      generator5.setStarCliqueReport(false);

      generator5.setRowCliqueReport(false);

      _cbc_model->addCutGenerator(&generator5, -1, "Clique");

      CglMixedIntegerRounding mixedGen;

      _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");

      CglFlowCover flowGen;

      _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");

      OsiClpSolverInterface* osiclp =

        dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());

      if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {

        osiclp->setupForRepeatedUse(2, 0);

      }

      CbcRounding heuristic1(*_cbc_model);

      heuristic1.setWhen(3);

      _cbc_model->addHeuristic(&heuristic1);

      CbcHeuristicLocal heuristic2(*_cbc_model);

      heuristic2.setWhen(3);

      _cbc_model->addHeuristic(&heuristic2);

      CbcHeuristicGreedyCover heuristic3(*_cbc_model);

      heuristic3.setAlgorithm(11);

      heuristic3.setWhen(3);

      _cbc_model->addHeuristic(&heuristic3);

      CbcHeuristicFPump heuristic4(*_cbc_model);

      heuristic4.setWhen(3);

      _cbc_model->addHeuristic(&heuristic4);

      CbcHeuristicRINS heuristic5(*_cbc_model);

      heuristic5.setWhen(3);

      _cbc_model->addHeuristic(&heuristic5);

      if (_cbc_model->getNumCols() < 500) {

        _cbc_model->setMaximumCutPassesAtRoot(-100);

      } else if (_cbc_model->getNumCols() < 5000) {

        _cbc_model->setMaximumCutPassesAtRoot(100);

      } else {

        _cbc_model->setMaximumCutPassesAtRoot(20);

      }

      if (_cbc_model->getNumCols() < 5000) {

        _cbc_model->setNumberStrong(10);

      }

      _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);

      _cbc_model->branchAndBound();

    }

    if (_cbc_model->isAbandoned()) {

      return UNSOLVED;

    } else {

      return SOLVED;

    }

  }

  CbcMip::Value CbcMip::_getSol(int i) const {

    return _cbc_model->getColSolution()[i];

  }

  CbcMip::Value CbcMip::_getSolValue() const {

    return _cbc_model->getObjValue();

  }

  CbcMip::ProblemType CbcMip::_getType() const {

    if (_cbc_model->isProvenOptimal()) {

      return OPTIMAL;

    } else if (_cbc_model->isContinuousUnbounded()) {

      return UNBOUNDED;

    }

    return FEASIBLE;

  }

  void CbcMip::_setSense(Sense sense) {

    switch (sense) {

    case MIN:

      _prob->setOptimizationDirection(1.0);

      break;

    case MAX:

      _prob->setOptimizationDirection(- 1.0);

      break;

    }

  }

  CbcMip::Sense CbcMip::_getSense() const {

    if (_prob->optimizationDirection() > 0.0) {

      return MIN;

    } else if (_prob->optimizationDirection() < 0.0) {

      return MAX;

    } else {

      LEMON_ASSERT(false, "Wrong sense");

      return CbcMip::Sense();

    }

  }

  void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {

    switch (col_type){

    case INTEGER:

      _prob->setInteger(i);

      break;

    case REAL:

      _prob->setContinuous(i);

      break;

    default:;

      LEMON_ASSERT(false, "Wrong sense");

    }

  }