summaryrefslogtreecommitdiff
path: root/build/Bonmin/include/coin/CbcHeuristicDive.hpp
diff options
context:
space:
mode:
authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
commit9fd2976931c088dc523974afb901e96bad20f73c (patch)
tree22502de6e6988d5cd595290d11266f8432ad825b /build/Bonmin/include/coin/CbcHeuristicDive.hpp
downloadFOSSEE-Optim-toolbox-development-9fd2976931c088dc523974afb901e96bad20f73c.tar.gz
FOSSEE-Optim-toolbox-development-9fd2976931c088dc523974afb901e96bad20f73c.tar.bz2
FOSSEE-Optim-toolbox-development-9fd2976931c088dc523974afb901e96bad20f73c.zip
initial add
Diffstat (limited to 'build/Bonmin/include/coin/CbcHeuristicDive.hpp')
-rw-r--r--build/Bonmin/include/coin/CbcHeuristicDive.hpp192
1 files changed, 192 insertions, 0 deletions
diff --git a/build/Bonmin/include/coin/CbcHeuristicDive.hpp b/build/Bonmin/include/coin/CbcHeuristicDive.hpp
new file mode 100644
index 0000000..ea583db
--- /dev/null
+++ b/build/Bonmin/include/coin/CbcHeuristicDive.hpp
@@ -0,0 +1,192 @@
+/* $Id: CbcHeuristicDive.hpp 2093 2014-11-06 16:17:38Z forrest $ */
+// Copyright (C) 2008, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CbcHeuristicDive_H
+#define CbcHeuristicDive_H
+
+#include "CbcHeuristic.hpp"
+class CbcSubProblem;
+class OsiRowCut;
+struct PseudoReducedCost {
+ int var;
+ double pseudoRedCost;
+};
+
+
+/** Dive class
+ */
+
+class CbcHeuristicDive : public CbcHeuristic {
+public:
+
+ // Default Constructor
+ CbcHeuristicDive ();
+
+ // Constructor with model - assumed before cuts
+ CbcHeuristicDive (CbcModel & model);
+
+ // Copy constructor
+ CbcHeuristicDive ( const CbcHeuristicDive &);
+
+ // Destructor
+ ~CbcHeuristicDive ();
+
+ /// Clone
+ virtual CbcHeuristicDive * clone() const = 0;
+
+ /// Assignment operator
+ CbcHeuristicDive & operator=(const CbcHeuristicDive& rhs);
+
+ /// Create C++ lines to get to current state
+ virtual void generateCpp( FILE * ) {}
+
+ /// Create C++ lines to get to current state - does work for base class
+ void generateCpp( FILE * fp, const char * heuristic);
+
+ /// Resets stuff if model changes
+ virtual void resetModel(CbcModel * model);
+
+ /// update model (This is needed if cliques update matrix etc)
+ virtual void setModel(CbcModel * model);
+
+ // REMLOVE using CbcHeuristic::solution ;
+ /** returns 0 if no solution, 1 if valid solution
+ with better objective value than one passed in
+ Sets solution values if good, sets objective value (only if good)
+ This is called after cuts have been added - so can not add cuts
+ This does Fractional Diving
+ */
+ virtual int solution(double & objectiveValue,
+ double * newSolution);
+ /// inner part of dive
+ int solution(double & objectiveValue, int & numberNodes,
+ int & numberCuts, OsiRowCut ** cuts,
+ CbcSubProblem ** & nodes,
+ double * newSolution);
+ /** returns 0 if no solution, 1 if valid solution
+ with better objective value than one passed in
+ also returns list of nodes
+ This does Fractional Diving
+ */
+ int fathom(CbcModel * model, int & numberNodes,CbcSubProblem ** & nodes);
+
+ /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
+ virtual void validate();
+
+ /// Sets priorities if any
+ void setPriorities();
+
+ /// Select candidate binary variables for fixing
+ void selectBinaryVariables();
+
+ /// Set percentage of integer variables to fix at bounds
+ void setPercentageToFix(double value) {
+ percentageToFix_ = value;
+ }
+
+ /// Set maximum number of iterations
+ void setMaxIterations(int value) {
+ maxIterations_ = value;
+ }
+
+ /// Set maximum number of simplex iterations
+ void setMaxSimplexIterations(int value) {
+ maxSimplexIterations_ = value;
+ }
+ /// Get maximum number of simplex iterations
+ inline int maxSimplexIterations() const {
+ return maxSimplexIterations_;
+ }
+
+ /// Set maximum number of simplex iterations at root node
+ void setMaxSimplexIterationsAtRoot(int value) {
+ maxSimplexIterationsAtRoot_ = value;
+ }
+
+ /// Set maximum time allowed
+ void setMaxTime(double value) {
+ maxTime_ = value;
+ }
+
+ /// Tests if the heuristic can run
+ virtual bool canHeuristicRun();
+
+ /** Selects the next variable to branch on
+ Returns true if all the fractional variables can be trivially
+ rounded. Returns false, if there is at least one fractional variable
+ that is not trivially roundable. In this case, the bestColumn
+ returned will not be trivially roundable.
+ */
+ virtual bool selectVariableToBranch(OsiSolverInterface* solver,
+ const double* newSolution,
+ int& bestColumn,
+ int& bestRound) = 0;
+ /** Initializes any data which is going to be used repeatedly
+ in selectVariableToBranch */
+ virtual void initializeData() {}
+
+ /// Perform reduced cost fixing on integer variables
+ int reducedCostFix (OsiSolverInterface* solver);
+ /// Fix other variables at bounds
+ virtual int fixOtherVariables(OsiSolverInterface * solver,
+ const double * solution,
+ PseudoReducedCost * candidate,
+ const double * random);
+
+protected:
+ // Data
+
+ // Original matrix by column
+ CoinPackedMatrix matrix_;
+
+ // Original matrix by
+ CoinPackedMatrix matrixByRow_;
+
+ // Down locks
+ unsigned short * downLocks_;
+
+ // Up locks
+ unsigned short * upLocks_;
+
+ /// Extra down array (number Integers long)
+ double * downArray_;
+
+ /// Extra up array (number Integers long)
+ double * upArray_;
+
+ /// Array of priorities
+ typedef struct {
+ unsigned int direction:3; // 0 bit off, 1 bit (0 down first, 1 up first) 2 bit non zero don't try other way
+ unsigned int priority:29;
+ } PriorityType;
+ PriorityType * priority_;
+ // Indexes of binary variables with 0 objective coefficient
+ // and in variable bound constraints
+ std::vector<int> binVarIndex_;
+
+ // Indexes of variable bound rows for each binary variable
+ std::vector<int> vbRowIndex_;
+
+ // Percentage of integer variables to fix at bounds
+ double percentageToFix_;
+
+ // Maximum time allowed
+ double maxTime_;
+
+ // Small objective (i.e. treat zero objective as this)
+ double smallObjective_;
+
+ // Maximum number of major iterations
+ int maxIterations_;
+
+ // Maximum number of simplex iterations
+ int maxSimplexIterations_;
+
+ // Maximum number of simplex iterations at root node
+ int maxSimplexIterationsAtRoot_;
+
+};
+#endif
+