COIN-OR::LEMON - Graph Library

source: lemon/lemon/cbc.cc @ 620:37216ca5b9c6

Last change on this file since 620:37216ca5b9c6 was 614:3314f58e7b25, checked in by Balazs Dezso <deba@…>, 11 years ago

Add CBC support (#204)

File size: 11.8 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  }
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
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