[614] | 1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
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| 2 | * |
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| 3 | * This file is a part of LEMON, a generic C++ optimization library. |
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| 4 | * |
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| 5 | * Copyright (C) 2003-2009 |
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| 6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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| 7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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| 8 | * |
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| 9 | * Permission to use, modify and distribute this software is granted |
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| 10 | * provided that this copyright notice appears in all copies. For |
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| 11 | * precise terms see the accompanying LICENSE file. |
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| 12 | * |
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| 13 | * This software is provided "AS IS" with no warranty of any kind, |
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| 14 | * express or implied, and with no claim as to its suitability for any |
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| 15 | * purpose. |
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| 16 | * |
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| 17 | */ |
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| 18 | |
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| 19 | ///\file |
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| 20 | ///\brief Implementation of the CBC MIP solver interface. |
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| 21 | |
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| 22 | #include "cbc.h" |
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| 23 | |
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| 24 | #include <coin/CoinModel.hpp> |
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| 25 | #include <coin/CbcModel.hpp> |
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| 26 | #include <coin/OsiSolverInterface.hpp> |
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| 27 | |
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| 28 | #include "coin/OsiClpSolverInterface.hpp" |
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| 29 | |
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| 30 | #include "coin/CbcCutGenerator.hpp" |
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| 31 | #include "coin/CbcHeuristicLocal.hpp" |
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| 32 | #include "coin/CbcHeuristicGreedy.hpp" |
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| 33 | #include "coin/CbcHeuristicFPump.hpp" |
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| 34 | #include "coin/CbcHeuristicRINS.hpp" |
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| 35 | |
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| 36 | #include "coin/CglGomory.hpp" |
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| 37 | #include "coin/CglProbing.hpp" |
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| 38 | #include "coin/CglKnapsackCover.hpp" |
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| 39 | #include "coin/CglOddHole.hpp" |
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| 40 | #include "coin/CglClique.hpp" |
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| 41 | #include "coin/CglFlowCover.hpp" |
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| 42 | #include "coin/CglMixedIntegerRounding.hpp" |
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| 43 | |
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| 44 | #include "coin/CbcHeuristic.hpp" |
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| 45 | |
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| 46 | namespace lemon { |
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| 47 | |
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| 48 | CbcMip::CbcMip() { |
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| 49 | _prob = new CoinModel(); |
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| 50 | _prob->setProblemName("LEMON"); |
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| 51 | _osi_solver = 0; |
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| 52 | _cbc_model = 0; |
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[623] | 53 | messageLevel(MESSAGE_NOTHING); |
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[614] | 54 | } |
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| 55 | |
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| 56 | CbcMip::CbcMip(const CbcMip& other) { |
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| 57 | _prob = new CoinModel(*other._prob); |
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[623] | 58 | _prob->setProblemName("LEMON"); |
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[614] | 59 | _osi_solver = 0; |
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| 60 | _cbc_model = 0; |
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[623] | 61 | messageLevel(MESSAGE_NOTHING); |
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[614] | 62 | } |
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| 63 | |
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| 64 | CbcMip::~CbcMip() { |
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| 65 | delete _prob; |
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| 66 | if (_osi_solver) delete _osi_solver; |
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| 67 | if (_cbc_model) delete _cbc_model; |
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| 68 | } |
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| 69 | |
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| 70 | const char* CbcMip::_solverName() const { return "CbcMip"; } |
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| 71 | |
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| 72 | int CbcMip::_addCol() { |
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| 73 | _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false); |
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| 74 | return _prob->numberColumns() - 1; |
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| 75 | } |
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| 76 | |
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| 77 | CbcMip* CbcMip::newSolver() const { |
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| 78 | CbcMip* newlp = new CbcMip; |
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| 79 | return newlp; |
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| 80 | } |
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| 81 | |
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| 82 | CbcMip* CbcMip::cloneSolver() const { |
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| 83 | CbcMip* copylp = new CbcMip(*this); |
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| 84 | return copylp; |
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| 85 | } |
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| 86 | |
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| 87 | int CbcMip::_addRow() { |
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| 88 | _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
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| 89 | return _prob->numberRows() - 1; |
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| 90 | } |
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| 91 | |
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| 92 | |
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| 93 | void CbcMip::_eraseCol(int i) { |
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| 94 | _prob->deleteColumn(i); |
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| 95 | } |
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| 96 | |
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| 97 | void CbcMip::_eraseRow(int i) { |
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| 98 | _prob->deleteRow(i); |
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| 99 | } |
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| 100 | |
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| 101 | void CbcMip::_eraseColId(int i) { |
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| 102 | cols.eraseIndex(i); |
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| 103 | } |
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| 104 | |
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| 105 | void CbcMip::_eraseRowId(int i) { |
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| 106 | rows.eraseIndex(i); |
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| 107 | } |
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| 108 | |
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| 109 | void CbcMip::_getColName(int c, std::string& name) const { |
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| 110 | name = _prob->getColumnName(c); |
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| 111 | } |
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| 112 | |
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| 113 | void CbcMip::_setColName(int c, const std::string& name) { |
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| 114 | _prob->setColumnName(c, name.c_str()); |
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| 115 | } |
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| 116 | |
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| 117 | int CbcMip::_colByName(const std::string& name) const { |
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| 118 | return _prob->column(name.c_str()); |
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| 119 | } |
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| 120 | |
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| 121 | void CbcMip::_getRowName(int r, std::string& name) const { |
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| 122 | name = _prob->getRowName(r); |
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| 123 | } |
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| 124 | |
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| 125 | void CbcMip::_setRowName(int r, const std::string& name) { |
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| 126 | _prob->setRowName(r, name.c_str()); |
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| 127 | } |
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| 128 | |
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| 129 | int CbcMip::_rowByName(const std::string& name) const { |
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| 130 | return _prob->row(name.c_str()); |
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| 131 | } |
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| 132 | |
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| 133 | void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
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| 134 | for (ExprIterator it = b; it != e; ++it) { |
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| 135 | _prob->setElement(i, it->first, it->second); |
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| 136 | } |
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| 137 | } |
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| 138 | |
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| 139 | void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const { |
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| 140 | int length = _prob->numberRows(); |
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| 141 | |
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| 142 | std::vector<int> indices(length); |
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| 143 | std::vector<Value> values(length); |
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| 144 | |
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| 145 | length = _prob->getRow(ix, &indices[0], &values[0]); |
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| 146 | |
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| 147 | for (int i = 0; i < length; ++i) { |
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| 148 | *b = std::make_pair(indices[i], values[i]); |
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| 149 | ++b; |
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| 150 | } |
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| 151 | } |
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| 152 | |
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| 153 | void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { |
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| 154 | for (ExprIterator it = b; it != e; ++it) { |
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| 155 | _prob->setElement(it->first, ix, it->second); |
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| 156 | } |
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| 157 | } |
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| 158 | |
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| 159 | void CbcMip::_getColCoeffs(int ix, InsertIterator b) const { |
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| 160 | int length = _prob->numberColumns(); |
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| 161 | |
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| 162 | std::vector<int> indices(length); |
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| 163 | std::vector<Value> values(length); |
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| 164 | |
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| 165 | length = _prob->getColumn(ix, &indices[0], &values[0]); |
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| 166 | |
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| 167 | for (int i = 0; i < length; ++i) { |
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| 168 | *b = std::make_pair(indices[i], values[i]); |
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| 169 | ++b; |
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| 170 | } |
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| 171 | } |
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| 172 | |
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| 173 | void CbcMip::_setCoeff(int ix, int jx, Value value) { |
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| 174 | _prob->setElement(ix, jx, value); |
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| 175 | } |
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| 176 | |
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| 177 | CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const { |
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| 178 | return _prob->getElement(ix, jx); |
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| 179 | } |
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| 180 | |
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| 181 | |
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| 182 | void CbcMip::_setColLowerBound(int i, Value lo) { |
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| 183 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
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| 184 | _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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| 185 | } |
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| 186 | |
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| 187 | CbcMip::Value CbcMip::_getColLowerBound(int i) const { |
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| 188 | double val = _prob->getColumnLower(i); |
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| 189 | return val == - COIN_DBL_MAX ? - INF : val; |
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| 190 | } |
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| 191 | |
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| 192 | void CbcMip::_setColUpperBound(int i, Value up) { |
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| 193 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
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| 194 | _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
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| 195 | } |
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| 196 | |
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| 197 | CbcMip::Value CbcMip::_getColUpperBound(int i) const { |
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| 198 | double val = _prob->getColumnUpper(i); |
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| 199 | return val == COIN_DBL_MAX ? INF : val; |
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| 200 | } |
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| 201 | |
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| 202 | void CbcMip::_setRowLowerBound(int i, Value lo) { |
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| 203 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
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| 204 | _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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| 205 | } |
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| 206 | |
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| 207 | CbcMip::Value CbcMip::_getRowLowerBound(int i) const { |
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| 208 | double val = _prob->getRowLower(i); |
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| 209 | return val == - COIN_DBL_MAX ? - INF : val; |
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| 210 | } |
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| 211 | |
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| 212 | void CbcMip::_setRowUpperBound(int i, Value up) { |
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| 213 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
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| 214 | _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
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| 215 | } |
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| 216 | |
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| 217 | CbcMip::Value CbcMip::_getRowUpperBound(int i) const { |
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| 218 | double val = _prob->getRowUpper(i); |
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| 219 | return val == COIN_DBL_MAX ? INF : val; |
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| 220 | } |
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| 221 | |
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| 222 | void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
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| 223 | int num = _prob->numberColumns(); |
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| 224 | for (int i = 0; i < num; ++i) { |
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| 225 | _prob->setColumnObjective(i, 0.0); |
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| 226 | } |
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| 227 | for (ExprIterator it = b; it != e; ++it) { |
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| 228 | _prob->setColumnObjective(it->first, it->second); |
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| 229 | } |
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| 230 | } |
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| 231 | |
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| 232 | void CbcMip::_getObjCoeffs(InsertIterator b) const { |
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| 233 | int num = _prob->numberColumns(); |
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| 234 | for (int i = 0; i < num; ++i) { |
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| 235 | Value coef = _prob->getColumnObjective(i); |
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| 236 | if (coef != 0.0) { |
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| 237 | *b = std::make_pair(i, coef); |
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| 238 | ++b; |
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| 239 | } |
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| 240 | } |
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| 241 | } |
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| 242 | |
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| 243 | void CbcMip::_setObjCoeff(int i, Value obj_coef) { |
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| 244 | _prob->setColumnObjective(i, obj_coef); |
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| 245 | } |
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| 246 | |
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| 247 | CbcMip::Value CbcMip::_getObjCoeff(int i) const { |
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| 248 | return _prob->getColumnObjective(i); |
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| 249 | } |
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| 250 | |
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| 251 | CbcMip::SolveExitStatus CbcMip::_solve() { |
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| 252 | |
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| 253 | if (_osi_solver) { |
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| 254 | delete _osi_solver; |
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| 255 | } |
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| 256 | _osi_solver = new OsiClpSolverInterface(); |
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| 257 | |
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| 258 | _osi_solver->loadFromCoinModel(*_prob); |
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| 259 | |
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| 260 | if (_cbc_model) { |
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| 261 | delete _cbc_model; |
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| 262 | } |
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| 263 | _cbc_model= new CbcModel(*_osi_solver); |
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| 264 | |
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[623] | 265 | _osi_solver->messageHandler()->setLogLevel(_message_level); |
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| 266 | _cbc_model->setLogLevel(_message_level); |
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[614] | 267 | |
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| 268 | _cbc_model->initialSolve(); |
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| 269 | _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry); |
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| 270 | |
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| 271 | if (!_cbc_model->isInitialSolveAbandoned() && |
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| 272 | _cbc_model->isInitialSolveProvenOptimal() && |
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| 273 | !_cbc_model->isInitialSolveProvenPrimalInfeasible() && |
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| 274 | !_cbc_model->isInitialSolveProvenDualInfeasible()) { |
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| 275 | |
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| 276 | CglProbing generator1; |
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| 277 | generator1.setUsingObjective(true); |
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| 278 | generator1.setMaxPass(3); |
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| 279 | generator1.setMaxProbe(100); |
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| 280 | generator1.setMaxLook(50); |
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| 281 | generator1.setRowCuts(3); |
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| 282 | _cbc_model->addCutGenerator(&generator1, -1, "Probing"); |
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| 283 | |
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| 284 | CglGomory generator2; |
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| 285 | generator2.setLimit(300); |
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| 286 | _cbc_model->addCutGenerator(&generator2, -1, "Gomory"); |
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| 287 | |
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| 288 | CglKnapsackCover generator3; |
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| 289 | _cbc_model->addCutGenerator(&generator3, -1, "Knapsack"); |
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| 290 | |
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| 291 | CglOddHole generator4; |
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| 292 | generator4.setMinimumViolation(0.005); |
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| 293 | generator4.setMinimumViolationPer(0.00002); |
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| 294 | generator4.setMaximumEntries(200); |
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| 295 | _cbc_model->addCutGenerator(&generator4, -1, "OddHole"); |
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| 296 | |
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| 297 | CglClique generator5; |
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| 298 | generator5.setStarCliqueReport(false); |
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| 299 | generator5.setRowCliqueReport(false); |
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| 300 | _cbc_model->addCutGenerator(&generator5, -1, "Clique"); |
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| 301 | |
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| 302 | CglMixedIntegerRounding mixedGen; |
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| 303 | _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding"); |
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| 304 | |
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| 305 | CglFlowCover flowGen; |
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| 306 | _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover"); |
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| 307 | |
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| 308 | OsiClpSolverInterface* osiclp = |
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| 309 | dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver()); |
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| 310 | if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) { |
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| 311 | osiclp->setupForRepeatedUse(2, 0); |
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| 312 | } |
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| 313 | |
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| 314 | CbcRounding heuristic1(*_cbc_model); |
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| 315 | heuristic1.setWhen(3); |
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| 316 | _cbc_model->addHeuristic(&heuristic1); |
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| 317 | |
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| 318 | CbcHeuristicLocal heuristic2(*_cbc_model); |
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| 319 | heuristic2.setWhen(3); |
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| 320 | _cbc_model->addHeuristic(&heuristic2); |
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| 321 | |
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| 322 | CbcHeuristicGreedyCover heuristic3(*_cbc_model); |
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| 323 | heuristic3.setAlgorithm(11); |
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| 324 | heuristic3.setWhen(3); |
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| 325 | _cbc_model->addHeuristic(&heuristic3); |
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| 326 | |
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| 327 | CbcHeuristicFPump heuristic4(*_cbc_model); |
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| 328 | heuristic4.setWhen(3); |
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| 329 | _cbc_model->addHeuristic(&heuristic4); |
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| 330 | |
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| 331 | CbcHeuristicRINS heuristic5(*_cbc_model); |
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| 332 | heuristic5.setWhen(3); |
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| 333 | _cbc_model->addHeuristic(&heuristic5); |
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| 334 | |
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| 335 | if (_cbc_model->getNumCols() < 500) { |
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| 336 | _cbc_model->setMaximumCutPassesAtRoot(-100); |
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| 337 | } else if (_cbc_model->getNumCols() < 5000) { |
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| 338 | _cbc_model->setMaximumCutPassesAtRoot(100); |
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| 339 | } else { |
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| 340 | _cbc_model->setMaximumCutPassesAtRoot(20); |
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| 341 | } |
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| 342 | |
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| 343 | if (_cbc_model->getNumCols() < 5000) { |
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| 344 | _cbc_model->setNumberStrong(10); |
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| 345 | } |
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| 346 | |
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| 347 | _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100); |
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| 348 | _cbc_model->branchAndBound(); |
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| 349 | } |
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| 350 | |
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| 351 | if (_cbc_model->isAbandoned()) { |
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| 352 | return UNSOLVED; |
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| 353 | } else { |
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| 354 | return SOLVED; |
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| 355 | } |
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| 356 | } |
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| 357 | |
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| 358 | CbcMip::Value CbcMip::_getSol(int i) const { |
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| 359 | return _cbc_model->getColSolution()[i]; |
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| 360 | } |
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| 361 | |
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| 362 | CbcMip::Value CbcMip::_getSolValue() const { |
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| 363 | return _cbc_model->getObjValue(); |
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| 364 | } |
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| 365 | |
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| 366 | CbcMip::ProblemType CbcMip::_getType() const { |
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| 367 | if (_cbc_model->isProvenOptimal()) { |
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| 368 | return OPTIMAL; |
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| 369 | } else if (_cbc_model->isContinuousUnbounded()) { |
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| 370 | return UNBOUNDED; |
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| 371 | } |
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| 372 | return FEASIBLE; |
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| 373 | } |
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| 374 | |
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| 375 | void CbcMip::_setSense(Sense sense) { |
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| 376 | switch (sense) { |
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| 377 | case MIN: |
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| 378 | _prob->setOptimizationDirection(1.0); |
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| 379 | break; |
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| 380 | case MAX: |
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| 381 | _prob->setOptimizationDirection(- 1.0); |
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| 382 | break; |
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| 383 | } |
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| 384 | } |
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| 385 | |
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| 386 | CbcMip::Sense CbcMip::_getSense() const { |
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| 387 | if (_prob->optimizationDirection() > 0.0) { |
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| 388 | return MIN; |
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| 389 | } else if (_prob->optimizationDirection() < 0.0) { |
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| 390 | return MAX; |
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| 391 | } else { |
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| 392 | LEMON_ASSERT(false, "Wrong sense"); |
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| 393 | return CbcMip::Sense(); |
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| 394 | } |
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| 395 | } |
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| 396 | |
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| 397 | void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) { |
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| 398 | switch (col_type){ |
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| 399 | case INTEGER: |
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| 400 | _prob->setInteger(i); |
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| 401 | break; |
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| 402 | case REAL: |
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| 403 | _prob->setContinuous(i); |
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| 404 | break; |
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| 405 | default:; |
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| 406 | LEMON_ASSERT(false, "Wrong sense"); |
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| 407 | } |
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| 408 | } |
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| 409 | |
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| 410 | CbcMip::ColTypes CbcMip::_getColType(int i) const { |
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| 411 | return _prob->getColumnIsInteger(i) ? INTEGER : REAL; |
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| 412 | } |
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| 413 | |
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| 414 | void CbcMip::_clear() { |
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| 415 | delete _prob; |
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| 416 | if (_osi_solver) { |
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| 417 | delete _osi_solver; |
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| 418 | _osi_solver = 0; |
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| 419 | } |
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| 420 | if (_cbc_model) { |
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| 421 | delete _cbc_model; |
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| 422 | _cbc_model = 0; |
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| 423 | } |
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| 424 | |
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| 425 | _prob = new CoinModel(); |
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| 426 | } |
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| 427 | |
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[623] | 428 | void CbcMip::_messageLevel(MessageLevel level) { |
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| 429 | switch (level) { |
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| 430 | case MESSAGE_NOTHING: |
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| 431 | _message_level = 0; |
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| 432 | break; |
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| 433 | case MESSAGE_ERROR: |
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| 434 | _message_level = 1; |
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| 435 | break; |
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| 436 | case MESSAGE_WARNING: |
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| 437 | _message_level = 1; |
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| 438 | break; |
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| 439 | case MESSAGE_NORMAL: |
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| 440 | _message_level = 2; |
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| 441 | break; |
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| 442 | case MESSAGE_VERBOSE: |
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| 443 | _message_level = 3; |
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| 444 | break; |
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| 445 | } |
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[614] | 446 | } |
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| 447 | |
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| 448 | } //END OF NAMESPACE LEMON |
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