461 lines
12 KiB
C++
Executable File
461 lines
12 KiB
C++
Executable File
/* -*- mode: C++; indent-tabs-mode: nil; -*-
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*
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* This file is a part of LEMON, a generic C++ optimization library.
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*
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* Copyright (C) 2003-2013
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* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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* (Egervary Research Group on Combinatorial Optimization, EGRES).
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*
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* Permission to use, modify and distribute this software is granted
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* provided that this copyright notice appears in all copies. For
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* precise terms see the accompanying LICENSE file.
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*
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* This software is provided "AS IS" with no warranty of any kind,
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* express or implied, and with no claim as to its suitability for any
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* purpose.
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*
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*/
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///\file
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///\brief Implementation of the CBC MIP solver interface.
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#include "cbc.h"
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#include <coin/CoinModel.hpp>
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#include <coin/CbcModel.hpp>
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#include <coin/OsiSolverInterface.hpp>
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#include "coin/OsiClpSolverInterface.hpp"
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#include "coin/CbcCutGenerator.hpp"
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#include "coin/CbcHeuristicLocal.hpp"
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#include "coin/CbcHeuristicGreedy.hpp"
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#include "coin/CbcHeuristicFPump.hpp"
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#include "coin/CbcHeuristicRINS.hpp"
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#include "coin/CglGomory.hpp"
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#include "coin/CglProbing.hpp"
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#include "coin/CglKnapsackCover.hpp"
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#include "coin/CglOddHole.hpp"
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#include "coin/CglClique.hpp"
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#include "coin/CglFlowCover.hpp"
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#include "coin/CglMixedIntegerRounding.hpp"
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#include "coin/CbcHeuristic.hpp"
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namespace lemon {
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CbcMip::CbcMip() {
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_prob = new CoinModel();
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_prob->setProblemName("LEMON");
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_osi_solver = 0;
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_cbc_model = 0;
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messageLevel(MESSAGE_NOTHING);
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}
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CbcMip::CbcMip(const CbcMip& other) {
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_prob = new CoinModel(*other._prob);
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_prob->setProblemName("LEMON");
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_osi_solver = 0;
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_cbc_model = 0;
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messageLevel(MESSAGE_NOTHING);
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}
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CbcMip::~CbcMip() {
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delete _prob;
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if (_osi_solver) delete _osi_solver;
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if (_cbc_model) delete _cbc_model;
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}
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const char* CbcMip::_solverName() const { return "CbcMip"; }
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int CbcMip::_addCol() {
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_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);
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return _prob->numberColumns() - 1;
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}
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CbcMip* CbcMip::newSolver() const {
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CbcMip* newlp = new CbcMip;
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return newlp;
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}
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CbcMip* CbcMip::cloneSolver() const {
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CbcMip* copylp = new CbcMip(*this);
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return copylp;
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}
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int CbcMip::_addRow() {
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_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
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return _prob->numberRows() - 1;
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}
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int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
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std::vector<int> indexes;
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std::vector<Value> values;
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for(ExprIterator it = b; it != e; ++it) {
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indexes.push_back(it->first);
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values.push_back(it->second);
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}
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_prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);
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return _prob->numberRows() - 1;
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}
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void CbcMip::_eraseCol(int i) {
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_prob->deleteColumn(i);
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}
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void CbcMip::_eraseRow(int i) {
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_prob->deleteRow(i);
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}
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void CbcMip::_eraseColId(int i) {
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cols.eraseIndex(i);
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}
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void CbcMip::_eraseRowId(int i) {
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rows.eraseIndex(i);
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}
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void CbcMip::_getColName(int c, std::string& name) const {
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name = _prob->getColumnName(c);
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}
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void CbcMip::_setColName(int c, const std::string& name) {
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_prob->setColumnName(c, name.c_str());
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}
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int CbcMip::_colByName(const std::string& name) const {
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return _prob->column(name.c_str());
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}
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void CbcMip::_getRowName(int r, std::string& name) const {
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name = _prob->getRowName(r);
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}
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void CbcMip::_setRowName(int r, const std::string& name) {
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_prob->setRowName(r, name.c_str());
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}
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int CbcMip::_rowByName(const std::string& name) const {
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return _prob->row(name.c_str());
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}
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void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
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for (ExprIterator it = b; it != e; ++it) {
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_prob->setElement(i, it->first, it->second);
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}
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}
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void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
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int length = _prob->numberRows();
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std::vector<int> indices(length);
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std::vector<Value> values(length);
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length = _prob->getRow(ix, &indices[0], &values[0]);
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for (int i = 0; i < length; ++i) {
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*b = std::make_pair(indices[i], values[i]);
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++b;
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}
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}
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void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
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for (ExprIterator it = b; it != e; ++it) {
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_prob->setElement(it->first, ix, it->second);
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}
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}
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void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
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int length = _prob->numberColumns();
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std::vector<int> indices(length);
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std::vector<Value> values(length);
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length = _prob->getColumn(ix, &indices[0], &values[0]);
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for (int i = 0; i < length; ++i) {
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*b = std::make_pair(indices[i], values[i]);
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++b;
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}
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}
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void CbcMip::_setCoeff(int ix, int jx, Value value) {
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_prob->setElement(ix, jx, value);
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}
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CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
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return _prob->getElement(ix, jx);
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}
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void CbcMip::_setColLowerBound(int i, Value lo) {
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LEMON_ASSERT(lo != INF, "Invalid bound");
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_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
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}
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CbcMip::Value CbcMip::_getColLowerBound(int i) const {
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double val = _prob->getColumnLower(i);
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return val == - COIN_DBL_MAX ? - INF : val;
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}
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void CbcMip::_setColUpperBound(int i, Value up) {
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LEMON_ASSERT(up != -INF, "Invalid bound");
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_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
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}
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CbcMip::Value CbcMip::_getColUpperBound(int i) const {
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double val = _prob->getColumnUpper(i);
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return val == COIN_DBL_MAX ? INF : val;
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}
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void CbcMip::_setRowLowerBound(int i, Value lo) {
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LEMON_ASSERT(lo != INF, "Invalid bound");
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_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
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}
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CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
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double val = _prob->getRowLower(i);
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return val == - COIN_DBL_MAX ? - INF : val;
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}
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void CbcMip::_setRowUpperBound(int i, Value up) {
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LEMON_ASSERT(up != -INF, "Invalid bound");
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_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
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}
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CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
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double val = _prob->getRowUpper(i);
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return val == COIN_DBL_MAX ? INF : val;
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}
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void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
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int num = _prob->numberColumns();
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for (int i = 0; i < num; ++i) {
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_prob->setColumnObjective(i, 0.0);
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}
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for (ExprIterator it = b; it != e; ++it) {
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_prob->setColumnObjective(it->first, it->second);
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}
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}
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void CbcMip::_getObjCoeffs(InsertIterator b) const {
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int num = _prob->numberColumns();
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for (int i = 0; i < num; ++i) {
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Value coef = _prob->getColumnObjective(i);
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if (coef != 0.0) {
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*b = std::make_pair(i, coef);
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++b;
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}
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}
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}
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void CbcMip::_setObjCoeff(int i, Value obj_coef) {
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_prob->setColumnObjective(i, obj_coef);
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}
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CbcMip::Value CbcMip::_getObjCoeff(int i) const {
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return _prob->getColumnObjective(i);
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}
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CbcMip::SolveExitStatus CbcMip::_solve() {
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if (_osi_solver) {
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delete _osi_solver;
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}
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_osi_solver = new OsiClpSolverInterface();
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_osi_solver->loadFromCoinModel(*_prob);
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if (_cbc_model) {
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delete _cbc_model;
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}
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_cbc_model= new CbcModel(*_osi_solver);
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_osi_solver->messageHandler()->setLogLevel(_message_level);
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_cbc_model->setLogLevel(_message_level);
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_cbc_model->initialSolve();
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_cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
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if (!_cbc_model->isInitialSolveAbandoned() &&
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_cbc_model->isInitialSolveProvenOptimal() &&
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!_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
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!_cbc_model->isInitialSolveProvenDualInfeasible()) {
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CglProbing generator1;
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generator1.setUsingObjective(true);
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generator1.setMaxPass(3);
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generator1.setMaxProbe(100);
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generator1.setMaxLook(50);
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generator1.setRowCuts(3);
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_cbc_model->addCutGenerator(&generator1, -1, "Probing");
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CglGomory generator2;
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generator2.setLimit(300);
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_cbc_model->addCutGenerator(&generator2, -1, "Gomory");
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CglKnapsackCover generator3;
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_cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
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CglOddHole generator4;
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generator4.setMinimumViolation(0.005);
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generator4.setMinimumViolationPer(0.00002);
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generator4.setMaximumEntries(200);
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_cbc_model->addCutGenerator(&generator4, -1, "OddHole");
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CglClique generator5;
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generator5.setStarCliqueReport(false);
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generator5.setRowCliqueReport(false);
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_cbc_model->addCutGenerator(&generator5, -1, "Clique");
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CglMixedIntegerRounding mixedGen;
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_cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
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CglFlowCover flowGen;
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_cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
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OsiClpSolverInterface* osiclp =
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dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
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if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
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osiclp->setupForRepeatedUse(2, 0);
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}
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CbcRounding heuristic1(*_cbc_model);
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heuristic1.setWhen(3);
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_cbc_model->addHeuristic(&heuristic1);
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CbcHeuristicLocal heuristic2(*_cbc_model);
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heuristic2.setWhen(3);
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_cbc_model->addHeuristic(&heuristic2);
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CbcHeuristicGreedyCover heuristic3(*_cbc_model);
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heuristic3.setAlgorithm(11);
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heuristic3.setWhen(3);
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_cbc_model->addHeuristic(&heuristic3);
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CbcHeuristicFPump heuristic4(*_cbc_model);
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heuristic4.setWhen(3);
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_cbc_model->addHeuristic(&heuristic4);
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CbcHeuristicRINS heuristic5(*_cbc_model);
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heuristic5.setWhen(3);
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_cbc_model->addHeuristic(&heuristic5);
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if (_cbc_model->getNumCols() < 500) {
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_cbc_model->setMaximumCutPassesAtRoot(-100);
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} else if (_cbc_model->getNumCols() < 5000) {
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_cbc_model->setMaximumCutPassesAtRoot(100);
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} else {
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_cbc_model->setMaximumCutPassesAtRoot(20);
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}
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if (_cbc_model->getNumCols() < 5000) {
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_cbc_model->setNumberStrong(10);
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}
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_cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
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_cbc_model->branchAndBound();
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}
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if (_cbc_model->isAbandoned()) {
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return UNSOLVED;
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} else {
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return SOLVED;
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}
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}
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CbcMip::Value CbcMip::_getSol(int i) const {
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return _cbc_model->getColSolution()[i];
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}
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CbcMip::Value CbcMip::_getSolValue() const {
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return _cbc_model->getObjValue();
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}
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CbcMip::ProblemType CbcMip::_getType() const {
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if (_cbc_model->isProvenOptimal()) {
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return OPTIMAL;
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} else if (_cbc_model->isContinuousUnbounded()) {
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return UNBOUNDED;
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}
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return FEASIBLE;
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}
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void CbcMip::_setSense(Sense sense) {
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switch (sense) {
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case MIN:
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_prob->setOptimizationDirection(1.0);
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break;
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case MAX:
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_prob->setOptimizationDirection(- 1.0);
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break;
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}
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}
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CbcMip::Sense CbcMip::_getSense() const {
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if (_prob->optimizationDirection() > 0.0) {
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return MIN;
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} else if (_prob->optimizationDirection() < 0.0) {
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return MAX;
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} else {
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LEMON_ASSERT(false, "Wrong sense");
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return CbcMip::Sense();
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}
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}
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void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
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switch (col_type){
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case INTEGER:
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_prob->setInteger(i);
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break;
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case REAL:
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_prob->setContinuous(i);
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break;
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default:;
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LEMON_ASSERT(false, "Wrong sense");
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}
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}
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CbcMip::ColTypes CbcMip::_getColType(int i) const {
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return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
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}
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void CbcMip::_clear() {
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delete _prob;
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if (_osi_solver) {
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delete _osi_solver;
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_osi_solver = 0;
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}
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if (_cbc_model) {
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delete _cbc_model;
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_cbc_model = 0;
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}
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_prob = new CoinModel();
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}
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void CbcMip::_messageLevel(MessageLevel level) {
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switch (level) {
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case MESSAGE_NOTHING:
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_message_level = 0;
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break;
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case MESSAGE_ERROR:
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_message_level = 1;
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break;
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case MESSAGE_WARNING:
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_message_level = 1;
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break;
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case MESSAGE_NORMAL:
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_message_level = 2;
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break;
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case MESSAGE_VERBOSE:
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_message_level = 3;
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break;
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}
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}
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} //END OF NAMESPACE LEMON
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