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authorHarpreet2016-08-04 15:25:44 +0530
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+/* $Id: CbcHeuristicFPump.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 CbcHeuristicFeasibilityPump_H
+#define CbcHeuristicFeasibilityPump_H
+
+#include "CbcHeuristic.hpp"
+#include "OsiClpSolverInterface.hpp"
+
+/** Feasibility Pump class
+ */
+
+class CbcHeuristicFPump : public CbcHeuristic {
+public:
+
+ // Default Constructor
+ CbcHeuristicFPump ();
+
+ // Constructor with model - assumed before cuts
+ CbcHeuristicFPump (CbcModel & model,
+ double downValue = 0.5, bool roundExpensive = false);
+
+ // Copy constructor
+ CbcHeuristicFPump ( const CbcHeuristicFPump &);
+
+ // Destructor
+ ~CbcHeuristicFPump ();
+
+ /// Assignment operator
+ CbcHeuristicFPump & operator=(const CbcHeuristicFPump& rhs);
+ /// Clone
+ virtual CbcHeuristic * clone() const;
+ /// Create C++ lines to get to current state
+ virtual void generateCpp( FILE * fp) ;
+
+ /// 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);
+
+ 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.
+
+ It may make sense for user to call this outside Branch and Cut to
+ get solution. Or normally is just at root node.
+
+ * new meanings for when_ - on first try then set back to 1
+ 11 - at end fix all integers at same bound throughout
+ 12 - also fix all integers staying at same internal integral value throughout
+ 13 - also fix all continuous variables staying at same bound throughout
+ 14 - also fix all continuous variables staying at same internal value throughout
+ 15 - as 13 but no internal integers
+ And beyond that, it's apparently possible for the range to be between 21
+ and 25, in which case it's reduced on entry to solution() to be between
+ 11 and 15 and allSlack is set to true. Then, if we're not processing
+ general integers, we'll use an all-slack basis to solve ... what? Don't
+ see that yet.
+ */
+ virtual int solution(double & objectiveValue,
+ double * newSolution);
+
+ /// Set maximum Time (default off) - also sets starttime to current
+ void setMaximumTime(double value);
+ /// Get maximum Time (default 0.0 == time limit off)
+ inline double maximumTime() const {
+ return maximumTime_;
+ }
+ /// Set fake cutoff (default COIN_DBL_MAX == off)
+ inline void setFakeCutoff(double value) {
+ fakeCutoff_ = value;
+ }
+ /// Get fake cutoff (default 0.0 == off)
+ inline double fakeCutoff() const {
+ return fakeCutoff_;
+ }
+ /// Set absolute increment (default 0.0 == off)
+ inline void setAbsoluteIncrement(double value) {
+ absoluteIncrement_ = value;
+ }
+ /// Get absolute increment (default 0.0 == off)
+ inline double absoluteIncrement() const {
+ return absoluteIncrement_;
+ }
+ /// Set relative increment (default 0.0 == off)
+ inline void setRelativeIncrement(double value) {
+ relativeIncrement_ = value;
+ }
+ /// Get relative increment (default 0.0 == off)
+ inline double relativeIncrement() const {
+ return relativeIncrement_;
+ }
+ /// Set default rounding (default 0.5)
+ inline void setDefaultRounding(double value) {
+ defaultRounding_ = value;
+ }
+ /// Get default rounding (default 0.5)
+ inline double defaultRounding() const {
+ return defaultRounding_;
+ }
+ /// Set initial weight (default 0.0 == off)
+ inline void setInitialWeight(double value) {
+ initialWeight_ = value;
+ }
+ /// Get initial weight (default 0.0 == off)
+ inline double initialWeight() const {
+ return initialWeight_;
+ }
+ /// Set weight factor (default 0.1)
+ inline void setWeightFactor(double value) {
+ weightFactor_ = value;
+ }
+ /// Get weight factor (default 0.1)
+ inline double weightFactor() const {
+ return weightFactor_;
+ }
+ /// Set threshold cost for using original cost - even on continuous (default infinity)
+ inline void setArtificialCost(double value) {
+ artificialCost_ = value;
+ }
+ /// Get threshold cost for using original cost - even on continuous (default infinity)
+ inline double artificialCost() const {
+ return artificialCost_;
+ }
+ /// Get iteration to size ratio
+ inline double iterationRatio() const {
+ return iterationRatio_;
+ }
+ /// Set iteration to size ratio
+ inline void setIterationRatio(double value) {
+ iterationRatio_ = value;
+ }
+ /// Set maximum passes (default 100)
+ inline void setMaximumPasses(int value) {
+ maximumPasses_ = value;
+ }
+ /// Get maximum passes (default 100)
+ inline int maximumPasses() const {
+ return maximumPasses_;
+ }
+ /// Set maximum retries (default 1)
+ inline void setMaximumRetries(int value) {
+ maximumRetries_ = value;
+ }
+ /// Get maximum retries (default 1)
+ inline int maximumRetries() const {
+ return maximumRetries_;
+ }
+ /** Set use of multiple solutions and solves
+ 0 - do not reuse solves, do not accumulate integer solutions for local search
+ 1 - do not reuse solves, accumulate integer solutions for local search
+ 2 - reuse solves, do not accumulate integer solutions for local search
+ 3 - reuse solves, accumulate integer solutions for local search
+ If we add 4 then use second form of problem (with extra rows and variables for general integers)
+ At some point (date?), I added
+
+ And then there are a few bit fields:
+ 4 - something about general integers
+ So my (lh) guess for 4 was at least in the ballpark, but I'll have to
+ rethink 8 entirely (and it may well not mean the same thing as it did
+ when I added that comment.
+ 8 - determines whether we process general integers
+
+ And on 090831, John added
+
+ If we add 4 then use second form of problem (with extra rows and
+ variables for general integers)
+ If we add 8 then can run after initial cuts (if no solution)
+ */
+ inline void setAccumulate(int value) {
+ accumulate_ = value;
+ }
+ /// Get accumulation option
+ inline int accumulate() const {
+ return accumulate_;
+ }
+ /** Set whether to fix variables on known solution
+ 0 - do not fix
+ 1 - fix integers on reduced costs
+ 2 - fix integers on reduced costs but only on entry
+ */
+ inline void setFixOnReducedCosts(int value) {
+ fixOnReducedCosts_ = value;
+ }
+ /// Get reduced cost option
+ inline int fixOnReducedCosts() const {
+ return fixOnReducedCosts_;
+ }
+ /** Set reduced cost multiplier
+ 1.0 as normal
+ <1.0 (x) - pretend gap is x* actual gap - just for fixing
+ */
+ inline void setReducedCostMultiplier(double value) {
+ reducedCostMultiplier_ = value;
+ }
+ /// Get reduced cost multiplier
+ inline double reducedCostMultiplier() const {
+ return reducedCostMultiplier_;
+ }
+
+protected:
+ // Data
+ /// Start time
+ double startTime_;
+ /// Maximum Cpu seconds
+ double maximumTime_;
+ /** Fake cutoff value.
+ If set then better of real cutoff and this used to add a constraint
+ */
+ double fakeCutoff_;
+ /// If positive carry on after solution expecting gain of at least this
+ double absoluteIncrement_;
+ /// If positive carry on after solution expecting gain of at least this times objective
+ double relativeIncrement_;
+ /// Default is round up if > this
+ double defaultRounding_;
+ /// Initial weight for true objective
+ double initialWeight_;
+ /// Factor for decreasing weight
+ double weightFactor_;
+ /// Threshold cost for using original cost - even on continuous
+ double artificialCost_;
+ /** If iterationRatio >0 use instead of maximumPasses_
+ test is iterations > ratio*(2*nrow+ncol) */
+ double iterationRatio_;
+ /** Reduced cost multiplier
+ 1.0 as normal
+ <1.0 (x) - pretend gap is x* actual gap - just for fixing
+ */
+ double reducedCostMultiplier_;
+ /// Maximum number of passes
+ int maximumPasses_;
+ /** Maximum number of retries if we find a solution.
+ If negative we clean out used array
+ */
+ int maximumRetries_;
+ /** Set use of multiple solutions and solves
+ 0 - do not reuse solves, do not accumulate integer solutions for local search
+ 1 - do not reuse solves, accumulate integer solutions for local search
+ 2 - reuse solves, do not accumulate integer solutions for local search
+ 3 - reuse solves, accumulate integer solutions for local search
+ If we add 4 then use second form of problem (with extra rows and variables for general integers)
+ If we do not accumulate solutions then no mini branch and bounds will be done
+ reuse - refers to initial solve after adding in new "cut"
+ If we add 8 then can run after initial cuts (if no solution)
+ */
+ int accumulate_;
+ /** Set whether to fix variables on known solution
+ 0 - do not fix
+ 1 - fix integers on reduced costs
+ 2 - fix integers on reduced costs but only on entry
+ */
+ int fixOnReducedCosts_;
+ /// If true round to expensive
+ bool roundExpensive_;
+
+private:
+ /** Rounds solution - down if < downValue
+ If roundExpensive then always to more expnsive.
+ returns 0 if current is solution
+ */
+ int rounds(OsiSolverInterface * solver, double * solution,
+ /*const double * objective, */
+ int numberIntegers, const int * integerVariable,
+ /*char * pumpPrint,*/int passNumber,
+ /*bool roundExpensive=false,*/
+ double downValue = 0.5, int *flip = 0);
+ /* note for eagle eyed readers.
+ when_ can now be exotic -
+ <=10 normal
+ */
+};
+
+# ifdef COIN_HAS_CLP
+
+class CbcDisasterHandler : public OsiClpDisasterHandler {
+public:
+ /**@name Virtual methods that the derived classe should provide.
+ */
+ //@{
+#ifdef JJF_ZERO
+ /// Into simplex
+ virtual void intoSimplex();
+ /// Checks if disaster
+ virtual bool check() const ;
+ /// saves information for next attempt
+ virtual void saveInfo();
+#endif
+ /// Type of disaster 0 can fix, 1 abort
+ virtual int typeOfDisaster();
+ //@}
+
+
+ /**@name Constructors, destructor */
+
+ //@{
+ /** Default constructor. */
+ CbcDisasterHandler(CbcModel * model = NULL);
+ /** Destructor */
+ virtual ~CbcDisasterHandler();
+ // Copy
+ CbcDisasterHandler(const CbcDisasterHandler&);
+ // Assignment
+ CbcDisasterHandler& operator=(const CbcDisasterHandler&);
+ /// Clone
+ virtual ClpDisasterHandler * clone() const;
+
+ //@}
+
+ /**@name Sets/gets */
+
+ //@{
+ /** set model. */
+ void setCbcModel(CbcModel * model);
+ /// Get model
+ inline CbcModel * cbcModel() const {
+ return cbcModel_;
+ }
+
+ //@}
+
+
+protected:
+ /**@name Data members
+ The data members are protected to allow access for derived classes. */
+ //@{
+ /// Pointer to model
+ CbcModel * cbcModel_;
+
+ //@}
+};
+#endif
+
+#endif
+