COIN-OR::LEMON - Graph Library

source: lemon-1.2/lemon/cbc.cc @ 814:0643a9c2c3ae

Last change on this file since 814:0643a9c2c3ae was 746:e4554cd6b2bf, checked in by Balazs Dezso <deba@…>, 10 years ago

Faster add row operation (#203)

One virtual function call instead of more

File size: 12.2 KB
Line 
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
51namespace lemon {
52
53  CbcMip::CbcMip() {
54    _prob = new CoinModel();
55    _prob->setProblemName("LEMON");
56    _osi_solver = 0;
57    _cbc_model = 0;
58    messageLevel(MESSAGE_NOTHING);
59  }
60
61  CbcMip::CbcMip(const CbcMip& other) {
62    _prob = new CoinModel(*other._prob);
63    _prob->setProblemName("LEMON");
64    _osi_solver = 0;
65    _cbc_model = 0;
66    messageLevel(MESSAGE_NOTHING);
67  }
68
69  CbcMip::~CbcMip() {
70    delete _prob;
71    if (_osi_solver) delete _osi_solver;
72    if (_cbc_model) delete _cbc_model;
73  }
74
75  const char* CbcMip::_solverName() const { return "CbcMip"; }
76
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;
80  }
81
82  CbcMip* CbcMip::newSolver() const {
83    CbcMip* newlp = new CbcMip;
84    return newlp;
85  }
86
87  CbcMip* CbcMip::cloneSolver() const {
88    CbcMip* copylp = new CbcMip(*this);
89    return copylp;
90  }
91
92  int CbcMip::_addRow() {
93    _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
94    return _prob->numberRows() - 1;
95  }
96
97  int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
98    std::vector<int> indexes;
99    std::vector<Value> values;
100
101    for(ExprIterator it = b; it != e; ++it) {
102      indexes.push_back(it->first);
103      values.push_back(it->second);
104    }
105
106    _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);
107    return _prob->numberRows() - 1;
108  }
109
110  void CbcMip::_eraseCol(int i) {
111    _prob->deleteColumn(i);
112  }
113
114  void CbcMip::_eraseRow(int i) {
115    _prob->deleteRow(i);
116  }
117
118  void CbcMip::_eraseColId(int i) {
119    cols.eraseIndex(i);
120  }
121
122  void CbcMip::_eraseRowId(int i) {
123    rows.eraseIndex(i);
124  }
125
126  void CbcMip::_getColName(int c, std::string& name) const {
127    name = _prob->getColumnName(c);
128  }
129
130  void CbcMip::_setColName(int c, const std::string& name) {
131    _prob->setColumnName(c, name.c_str());
132  }
133
134  int CbcMip::_colByName(const std::string& name) const {
135    return _prob->column(name.c_str());
136  }
137
138  void CbcMip::_getRowName(int r, std::string& name) const {
139    name = _prob->getRowName(r);
140  }
141
142  void CbcMip::_setRowName(int r, const std::string& name) {
143    _prob->setRowName(r, name.c_str());
144  }
145
146  int CbcMip::_rowByName(const std::string& name) const {
147    return _prob->row(name.c_str());
148  }
149
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);
153    }
154  }
155
156  void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
157    int length = _prob->numberRows();
158
159    std::vector<int> indices(length);
160    std::vector<Value> values(length);
161
162    length = _prob->getRow(ix, &indices[0], &values[0]);
163
164    for (int i = 0; i < length; ++i) {
165      *b = std::make_pair(indices[i], values[i]);
166      ++b;
167    }
168  }
169
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);
173    }
174  }
175
176  void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
177    int length = _prob->numberColumns();
178
179    std::vector<int> indices(length);
180    std::vector<Value> values(length);
181
182    length = _prob->getColumn(ix, &indices[0], &values[0]);
183
184    for (int i = 0; i < length; ++i) {
185      *b = std::make_pair(indices[i], values[i]);
186      ++b;
187    }
188  }
189
190  void CbcMip::_setCoeff(int ix, int jx, Value value) {
191    _prob->setElement(ix, jx, value);
192  }
193
194  CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
195    return _prob->getElement(ix, jx);
196  }
197
198
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);
202  }
203
204  CbcMip::Value CbcMip::_getColLowerBound(int i) const {
205    double val = _prob->getColumnLower(i);
206    return val == - COIN_DBL_MAX ? - INF : val;
207  }
208
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);
212  }
213
214  CbcMip::Value CbcMip::_getColUpperBound(int i) const {
215    double val = _prob->getColumnUpper(i);
216    return val == COIN_DBL_MAX ? INF : val;
217  }
218
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);
222  }
223
224  CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
225    double val = _prob->getRowLower(i);
226    return val == - COIN_DBL_MAX ? - INF : val;
227  }
228
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);
232  }
233
234  CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
235    double val = _prob->getRowUpper(i);
236    return val == COIN_DBL_MAX ? INF : val;
237  }
238
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);
243    }
244    for (ExprIterator it = b; it != e; ++it) {
245      _prob->setColumnObjective(it->first, it->second);
246    }
247  }
248
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);
253      if (coef != 0.0) {
254        *b = std::make_pair(i, coef);
255        ++b;
256      }
257    }
258  }
259
260  void CbcMip::_setObjCoeff(int i, Value obj_coef) {
261    _prob->setColumnObjective(i, obj_coef);
262  }
263
264  CbcMip::Value CbcMip::_getObjCoeff(int i) const {
265    return _prob->getColumnObjective(i);
266  }
267
268  CbcMip::SolveExitStatus CbcMip::_solve() {
269
270    if (_osi_solver) {
271      delete _osi_solver;
272    }
273#ifdef COIN_HAS_CLP
274    _osi_solver = new OsiClpSolverInterface();
275#elif COIN_HAS_OSL
276    _osi_solver = new OsiOslSolverInterface();
277#else
278#error Cannot instantiate Osi solver
279#endif
280
281    _osi_solver->loadFromCoinModel(*_prob);
282
283    if (_cbc_model) {
284      delete _cbc_model;
285    }
286    _cbc_model= new CbcModel(*_osi_solver);
287
288    _osi_solver->messageHandler()->setLogLevel(_message_level);
289    _cbc_model->setLogLevel(_message_level);
290
291    _cbc_model->initialSolve();
292    _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
293
294    if (!_cbc_model->isInitialSolveAbandoned() &&
295        _cbc_model->isInitialSolveProvenOptimal() &&
296        !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
297        !_cbc_model->isInitialSolveProvenDualInfeasible()) {
298
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");
306
307      CglGomory generator2;
308      generator2.setLimit(300);
309      _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
310
311      CglKnapsackCover generator3;
312      _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
313
314      CglOddHole generator4;
315      generator4.setMinimumViolation(0.005);
316      generator4.setMinimumViolationPer(0.00002);
317      generator4.setMaximumEntries(200);
318      _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
319
320      CglClique generator5;
321      generator5.setStarCliqueReport(false);
322      generator5.setRowCliqueReport(false);
323      _cbc_model->addCutGenerator(&generator5, -1, "Clique");
324
325      CglMixedIntegerRounding mixedGen;
326      _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
327
328      CglFlowCover flowGen;
329      _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
330
331#ifdef COIN_HAS_CLP
332      OsiClpSolverInterface* osiclp =
333        dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
334      if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
335        osiclp->setupForRepeatedUse(2, 0);
336      }
337#endif
338
339      CbcRounding heuristic1(*_cbc_model);
340      heuristic1.setWhen(3);
341      _cbc_model->addHeuristic(&heuristic1);
342
343      CbcHeuristicLocal heuristic2(*_cbc_model);
344      heuristic2.setWhen(3);
345      _cbc_model->addHeuristic(&heuristic2);
346
347      CbcHeuristicGreedyCover heuristic3(*_cbc_model);
348      heuristic3.setAlgorithm(11);
349      heuristic3.setWhen(3);
350      _cbc_model->addHeuristic(&heuristic3);
351
352      CbcHeuristicFPump heuristic4(*_cbc_model);
353      heuristic4.setWhen(3);
354      _cbc_model->addHeuristic(&heuristic4);
355
356      CbcHeuristicRINS heuristic5(*_cbc_model);
357      heuristic5.setWhen(3);
358      _cbc_model->addHeuristic(&heuristic5);
359
360      if (_cbc_model->getNumCols() < 500) {
361        _cbc_model->setMaximumCutPassesAtRoot(-100);
362      } else if (_cbc_model->getNumCols() < 5000) {
363        _cbc_model->setMaximumCutPassesAtRoot(100);
364      } else {
365        _cbc_model->setMaximumCutPassesAtRoot(20);
366      }
367
368      if (_cbc_model->getNumCols() < 5000) {
369        _cbc_model->setNumberStrong(10);
370      }
371
372      _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
373      _cbc_model->branchAndBound();
374    }
375
376    if (_cbc_model->isAbandoned()) {
377      return UNSOLVED;
378    } else {
379      return SOLVED;
380    }
381  }
382
383  CbcMip::Value CbcMip::_getSol(int i) const {
384    return _cbc_model->getColSolution()[i];
385  }
386
387  CbcMip::Value CbcMip::_getSolValue() const {
388    return _cbc_model->getObjValue();
389  }
390
391  CbcMip::ProblemType CbcMip::_getType() const {
392    if (_cbc_model->isProvenOptimal()) {
393      return OPTIMAL;
394    } else if (_cbc_model->isContinuousUnbounded()) {
395      return UNBOUNDED;
396    }
397    return FEASIBLE;
398  }
399
400  void CbcMip::_setSense(Sense sense) {
401    switch (sense) {
402    case MIN:
403      _prob->setOptimizationDirection(1.0);
404      break;
405    case MAX:
406      _prob->setOptimizationDirection(- 1.0);
407      break;
408    }
409  }
410
411  CbcMip::Sense CbcMip::_getSense() const {
412    if (_prob->optimizationDirection() > 0.0) {
413      return MIN;
414    } else if (_prob->optimizationDirection() < 0.0) {
415      return MAX;
416    } else {
417      LEMON_ASSERT(false, "Wrong sense");
418      return CbcMip::Sense();
419    }
420  }
421
422  void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
423    switch (col_type){
424    case INTEGER:
425      _prob->setInteger(i);
426      break;
427    case REAL:
428      _prob->setContinuous(i);
429      break;
430    default:;
431      LEMON_ASSERT(false, "Wrong sense");
432    }
433  }
434
435  CbcMip::ColTypes CbcMip::_getColType(int i) const {
436    return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
437  }
438
439  void CbcMip::_clear() {
440    delete _prob;
441    if (_osi_solver) {
442      delete _osi_solver;
443      _osi_solver = 0;
444    }
445    if (_cbc_model) {
446      delete _cbc_model;
447      _cbc_model = 0;
448    }
449
450    _prob = new CoinModel();
451    rows.clear();
452    cols.clear();
453  }
454
455  void CbcMip::_messageLevel(MessageLevel level) {
456    switch (level) {
457    case MESSAGE_NOTHING:
458      _message_level = 0;
459      break;
460    case MESSAGE_ERROR:
461      _message_level = 1;
462      break;
463    case MESSAGE_WARNING:
464      _message_level = 1;
465      break;
466    case MESSAGE_NORMAL:
467      _message_level = 2;
468      break;
469    case MESSAGE_VERBOSE:
470      _message_level = 3;
471      break;
472    }
473  }
474
475} //END OF NAMESPACE LEMON
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