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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
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+/* $Id: CbcBranchLotsize.hpp 1573 2011-01-05 01:12:36Z lou $ */
+// Copyright (C) 2004, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CbcBranchLotsize_H
+#define CbcBranchLotsize_H
+
+#include "CbcBranchBase.hpp"
+/** Lotsize class */
+
+
+class CbcLotsize : public CbcObject {
+
+public:
+
+ // Default Constructor
+ CbcLotsize ();
+
+ /* Useful constructor - passed model index.
+ Also passed valid values - if range then pairs
+ */
+ CbcLotsize (CbcModel * model, int iColumn,
+ int numberPoints, const double * points, bool range = false);
+
+ // Copy constructor
+ CbcLotsize ( const CbcLotsize &);
+
+ /// Clone
+ virtual CbcObject * clone() const;
+
+ // Assignment operator
+ CbcLotsize & operator=( const CbcLotsize& rhs);
+
+ // Destructor
+ ~CbcLotsize ();
+
+ /// Infeasibility - large is 0.5
+ virtual double infeasibility(const OsiBranchingInformation * info,
+ int &preferredWay) const;
+
+ using CbcObject::feasibleRegion ;
+ /** Set bounds to contain the current solution.
+
+ More precisely, for the variable associated with this object, take the
+ value given in the current solution, force it within the current bounds
+ if required, then set the bounds to fix the variable at the integer
+ nearest the solution value.
+ */
+ virtual void feasibleRegion();
+
+ /// Creates a branching object
+ virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ;
+
+ /** \brief Given a valid solution (with reduced costs, etc.),
+ return a branching object which would give a new feasible
+ point in the good direction.
+
+ The preferred branching object will force the variable to be +/-1 from
+ its current value, depending on the reduced cost and objective sense. If
+ movement in the direction which improves the objective is impossible due
+ to bounds on the variable, the branching object will move in the other
+ direction. If no movement is possible, the method returns NULL.
+
+ Only the bounds on this variable are considered when determining if the new
+ point is feasible.
+ */
+ virtual CbcBranchingObject * preferredNewFeasible() const;
+
+ /** \brief Given a valid solution (with reduced costs, etc.),
+ return a branching object which would give a new feasible
+ point in a bad direction.
+
+ As for preferredNewFeasible(), but the preferred branching object will
+ force movement in a direction that degrades the objective.
+ */
+ virtual CbcBranchingObject * notPreferredNewFeasible() const ;
+
+ /** Reset original upper and lower bound values from the solver.
+
+ Handy for updating bounds held in this object after bounds held in the
+ solver have been tightened.
+ */
+ virtual void resetBounds(const OsiSolverInterface * solver);
+
+ /** Finds range of interest so value is feasible in range range_ or infeasible
+ between hi[range_] and lo[range_+1]. Returns true if feasible.
+ */
+ bool findRange(double value) const;
+
+ /** Returns floor and ceiling
+ */
+ virtual void floorCeiling(double & floorLotsize, double & ceilingLotsize, double value,
+ double tolerance) const;
+
+ /// Model column number
+ inline int modelSequence() const {
+ return columnNumber_;
+ }
+ /// Set model column number
+ inline void setModelSequence(int value) {
+ columnNumber_ = value;
+ }
+
+ /** Column number if single column object -1 otherwise,
+ so returns >= 0
+ Used by heuristics
+ */
+ virtual int columnNumber() const;
+ /// Original variable bounds
+ inline double originalLowerBound() const {
+ return bound_[0];
+ }
+ inline double originalUpperBound() const {
+ return bound_[rangeType_*numberRanges_-1];
+ }
+ /// Type - 1 points, 2 ranges
+ inline int rangeType() const {
+ return rangeType_;
+ }
+ /// Number of points
+ inline int numberRanges() const {
+ return numberRanges_;
+ }
+ /// Ranges
+ inline double * bound() const {
+ return bound_;
+ }
+ /** \brief Return true if object can take part in normal heuristics
+ */
+ virtual bool canDoHeuristics() const {
+ return false;
+ }
+
+private:
+ /// Just for debug (CBC_PRINT defined in CbcBranchLotsize.cpp)
+ void printLotsize(double value, bool condition, int type) const;
+
+private:
+ /// data
+
+ /// Column number in model
+ int columnNumber_;
+ /// Type - 1 points, 2 ranges
+ int rangeType_;
+ /// Number of points
+ int numberRanges_;
+ // largest gap
+ double largestGap_;
+ /// Ranges
+ double * bound_;
+ /// Current range
+ mutable int range_;
+};
+
+/** Lotsize branching object
+
+ This object can specify a two-way branch on an integer variable. For each
+ arm of the branch, the upper and lower bounds on the variable can be
+ independently specified.
+
+ Variable_ holds the index of the integer variable in the integerVariable_
+ array of the model.
+*/
+
+class CbcLotsizeBranchingObject : public CbcBranchingObject {
+
+public:
+
+ /// Default constructor
+ CbcLotsizeBranchingObject ();
+
+ /** Create a lotsize floor/ceiling branch object
+
+ Specifies a simple two-way branch. Let \p value = x*. One arm of the
+ branch will be is lb <= x <= valid range below(x*), the other valid range above(x*) <= x <= ub.
+ Specify way = -1 to set the object state to perform the down arm first,
+ way = 1 for the up arm.
+ */
+ CbcLotsizeBranchingObject (CbcModel *model, int variable,
+ int way , double value, const CbcLotsize * lotsize) ;
+
+ /** Create a degenerate branch object
+
+ Specifies a `one-way branch'. Calling branch() for this object will
+ always result in lowerValue <= x <= upperValue. Used to fix in valid range
+ */
+
+ CbcLotsizeBranchingObject (CbcModel *model, int variable, int way,
+ double lowerValue, double upperValue) ;
+
+ /// Copy constructor
+ CbcLotsizeBranchingObject ( const CbcLotsizeBranchingObject &);
+
+ /// Assignment operator
+ CbcLotsizeBranchingObject & operator= (const CbcLotsizeBranchingObject& rhs);
+
+ /// Clone
+ virtual CbcBranchingObject * clone() const;
+
+ /// Destructor
+ virtual ~CbcLotsizeBranchingObject ();
+
+ using CbcBranchingObject::branch ;
+ /** \brief Sets the bounds for the variable according to the current arm
+ of the branch and advances the object state to the next arm.
+ */
+ virtual double branch();
+
+ using CbcBranchingObject::print ;
+ /** \brief Print something about branch - only if log level high
+ */
+ virtual void print();
+
+ /** Return the type (an integer identifier) of \c this */
+ virtual CbcBranchObjType type() const {
+ return LotsizeBranchObj;
+ }
+
+ // LL: compareOriginalObject can be inherited from the CbcBranchingObject
+ // since variable_ uniquely defines the lot sizing object.
+
+ /** Compare the \c this with \c brObj. \c this and \c brObj must be os the
+ same type and must have the same original object, but they may have
+ different feasible regions.
+ Return the appropriate CbcRangeCompare value (first argument being the
+ sub/superset if that's the case). In case of overlap (and if \c
+ replaceIfOverlap is true) replace the current branching object with one
+ whose feasible region is the overlap.
+ */
+ virtual CbcRangeCompare compareBranchingObject
+ (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false);
+
+protected:
+ /// Lower [0] and upper [1] bounds for the down arm (way_ = -1)
+ double down_[2];
+ /// Lower [0] and upper [1] bounds for the up arm (way_ = 1)
+ double up_[2];
+};
+
+#endif
+