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author | Harpreet | 2016-09-03 00:34:27 +0530 |
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committer | Harpreet | 2016-09-03 00:34:27 +0530 |
commit | 4b64cf486f5c999fd8167758cae27839f3b50848 (patch) | |
tree | d9d06639fb7fa61aef59be0363655e4747105ec7 /build/Bonmin/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp | |
parent | d19794fb80a271a4c885ed90f97cfc12baa012f2 (diff) | |
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Structure updated and intqpipopt files added
Diffstat (limited to 'build/Bonmin/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp')
-rw-r--r-- | build/Bonmin/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp | 564 |
1 files changed, 0 insertions, 564 deletions
diff --git a/build/Bonmin/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp b/build/Bonmin/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp deleted file mode 100644 index 7952d57..0000000 --- a/build/Bonmin/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +++ /dev/null @@ -1,564 +0,0 @@ -// $Id: CbcSimpleIntegerDynamicPseudoCost.hpp 2094 2014-11-18 11:15:36Z forrest $ -// Copyright (C) 2005, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -// Edwin 11/17/2009 - carved out of CbcBranchDynamic - -#ifndef CbcSimpleIntegerDynamicPseudoCost_H -#define CbcSimpleIntegerDynamicPseudoCost_H - -#include "CbcSimpleInteger.hpp" - -#define TYPERATIO 0.9 -#define MINIMUM_MOVEMENT 0.1 -#define TYPE2 0 -// was 1 - but that looks flakey -#define INFEAS 1 -#define MOD_SHADOW 1 -// weight at 1.0 is max min -#define WEIGHT_AFTER 0.8 -#define WEIGHT_BEFORE 0.1 -//Stolen from Constraint Integer Programming book (with epsilon change) -#define WEIGHT_PRODUCT - - -/** Define a single integer class but with dynamic pseudo costs. - Based on work by Achterberg, Koch and Martin. - - It is wild overkill but to keep design all twiddly things are in each. - This could be used for fine tuning. - - */ - - -class CbcSimpleIntegerDynamicPseudoCost : public CbcSimpleInteger { - -public: - - // Default Constructor - CbcSimpleIntegerDynamicPseudoCost (); - - // Useful constructor - passed model index - CbcSimpleIntegerDynamicPseudoCost (CbcModel * model, int iColumn, double breakEven = 0.5); - - // Useful constructor - passed model index and pseudo costs - CbcSimpleIntegerDynamicPseudoCost (CbcModel * model, int iColumn, - double downDynamicPseudoCost, double upDynamicPseudoCost); - - // Useful constructor - passed model index and pseudo costs - CbcSimpleIntegerDynamicPseudoCost (CbcModel * model, int dummy, int iColumn, - double downDynamicPseudoCost, double upDynamicPseudoCost); - - // Copy constructor - CbcSimpleIntegerDynamicPseudoCost ( const CbcSimpleIntegerDynamicPseudoCost &); - - /// Clone - virtual CbcObject * clone() const; - - // Assignment operator - CbcSimpleIntegerDynamicPseudoCost & operator=( const CbcSimpleIntegerDynamicPseudoCost& rhs); - - // Destructor - virtual ~CbcSimpleIntegerDynamicPseudoCost (); - - /// Infeasibility - large is 0.5 - virtual double infeasibility(const OsiBranchingInformation * info, - int &preferredWay) const; - - /// Creates a branching object - virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ; - - - /// Fills in a created branching object - // void fillCreateBranch(CbcIntegerBranchingObject * branching, const OsiBranchingInformation * info, int way) ; - - - /** Pass in information on branch just done and create CbcObjectUpdateData instance. - If object does not need data then backward pointer will be NULL. - Assumes can get information from solver */ - virtual CbcObjectUpdateData createUpdateInformation(const OsiSolverInterface * solver, - const CbcNode * node, - const CbcBranchingObject * branchingObject); - /// Update object by CbcObjectUpdateData - virtual void updateInformation(const CbcObjectUpdateData & data) ; - /// Copy some information i.e. just variable stuff - void copySome(const CbcSimpleIntegerDynamicPseudoCost * otherObject); - /// Updates stuff like pseudocosts before threads - virtual void updateBefore(const OsiObject * rhs) ; - /// Updates stuff like pseudocosts after threads finished - virtual void updateAfter(const OsiObject * rhs, const OsiObject * baseObject) ; - /// Updates stuff like pseudocosts after mini branch and bound - void updateAfterMini(int numberDown, int numberDownInfeasible, double sumDown, - int numberUp, int numberUpInfeasible, double sumUp); - - using CbcSimpleInteger::solverBranch ; - /** Create an OsiSolverBranch object - - This returns NULL if branch not represented by bound changes - */ - virtual OsiSolverBranch * solverBranch() const; - - /// Down pseudo cost - inline double downDynamicPseudoCost() const { - return downDynamicPseudoCost_; - } - /// Set down pseudo cost - void setDownDynamicPseudoCost(double value) ; - /// Modify down pseudo cost in a slightly different way - void updateDownDynamicPseudoCost(double value); - - /// Up pseudo cost - inline double upDynamicPseudoCost() const { - return upDynamicPseudoCost_; - } - /// Set up pseudo cost - void setUpDynamicPseudoCost(double value); - /// Modify up pseudo cost in a slightly different way - void updateUpDynamicPseudoCost(double value); - - /// Down pseudo shadow price cost - inline double downShadowPrice() const { - return downShadowPrice_; - } - /// Set down pseudo shadow price cost - inline void setDownShadowPrice(double value) { - downShadowPrice_ = value; - } - /// Up pseudo shadow price cost - inline double upShadowPrice() const { - return upShadowPrice_; - } - /// Set up pseudo shadow price cost - inline void setUpShadowPrice(double value) { - upShadowPrice_ = value; - } - - /// Up down separator - inline double upDownSeparator() const { - return upDownSeparator_; - } - /// Set up down separator - inline void setUpDownSeparator(double value) { - upDownSeparator_ = value; - } - - /// Down sum cost - inline double sumDownCost() const { - return sumDownCost_; - } - /// Set down sum cost - inline void setSumDownCost(double value) { - sumDownCost_ = value; - } - /// Add to down sum cost and set last and square - inline void addToSumDownCost(double value) { - sumDownCost_ += value; - lastDownCost_ = value; - } - - /// Up sum cost - inline double sumUpCost() const { - return sumUpCost_; - } - /// Set up sum cost - inline void setSumUpCost(double value) { - sumUpCost_ = value; - } - /// Add to up sum cost and set last and square - inline void addToSumUpCost(double value) { - sumUpCost_ += value; - lastUpCost_ = value; - } - - /// Down sum change - inline double sumDownChange() const { - return sumDownChange_; - } - /// Set down sum change - inline void setSumDownChange(double value) { - sumDownChange_ = value; - } - /// Add to down sum change - inline void addToSumDownChange(double value) { - sumDownChange_ += value; - } - - /// Up sum change - inline double sumUpChange() const { - return sumUpChange_; - } - /// Set up sum change - inline void setSumUpChange(double value) { - sumUpChange_ = value; - } - /// Add to up sum change and set last and square - inline void addToSumUpChange(double value) { - sumUpChange_ += value; - } - - /// Sum down decrease number infeasibilities from strong or actual - inline double sumDownDecrease() const { - return sumDownDecrease_; - } - /// Set sum down decrease number infeasibilities from strong or actual - inline void setSumDownDecrease(double value) { - sumDownDecrease_ = value; - } - /// Add to sum down decrease number infeasibilities from strong or actual - inline void addToSumDownDecrease(double value) { - sumDownDecrease_ += value;/*lastDownDecrease_ = (int) value;*/ - } - - /// Sum up decrease number infeasibilities from strong or actual - inline double sumUpDecrease() const { - return sumUpDecrease_; - } - /// Set sum up decrease number infeasibilities from strong or actual - inline void setSumUpDecrease(double value) { - sumUpDecrease_ = value; - } - /// Add to sum up decrease number infeasibilities from strong or actual - inline void addToSumUpDecrease(double value) { - sumUpDecrease_ += value;/*lastUpDecrease_ = (int) value;*/ - } - - /// Down number times - inline int numberTimesDown() const { - return numberTimesDown_; - } - /// Set down number times - inline void setNumberTimesDown(int value) { - numberTimesDown_ = value; - } - /// Increment down number times - inline void incrementNumberTimesDown() { - numberTimesDown_++; - } - - /// Up number times - inline int numberTimesUp() const { - return numberTimesUp_; - } - /// Set up number times - inline void setNumberTimesUp(int value) { - numberTimesUp_ = value; - } - /// Increment up number times - inline void incrementNumberTimesUp() { - numberTimesUp_++; - } - - /// Number times branched - inline int numberTimesBranched() const { - return numberTimesDown_ + numberTimesUp_; - } - /// Down number times infeasible - inline int numberTimesDownInfeasible() const { - return numberTimesDownInfeasible_; - } - /// Set down number times infeasible - inline void setNumberTimesDownInfeasible(int value) { - numberTimesDownInfeasible_ = value; - } - /// Increment down number times infeasible - inline void incrementNumberTimesDownInfeasible() { - numberTimesDownInfeasible_++; - } - - /// Up number times infeasible - inline int numberTimesUpInfeasible() const { - return numberTimesUpInfeasible_; - } - /// Set up number times infeasible - inline void setNumberTimesUpInfeasible(int value) { - numberTimesUpInfeasible_ = value; - } - /// Increment up number times infeasible - inline void incrementNumberTimesUpInfeasible() { - numberTimesUpInfeasible_++; - } - - /// Number of times before trusted - inline int numberBeforeTrust() const { - return numberBeforeTrust_; - } - /// Set number of times before trusted - inline void setNumberBeforeTrust(int value) { - numberBeforeTrust_ = value; - } - /// Increment number of times before trusted - inline void incrementNumberBeforeTrust() { - numberBeforeTrust_++; - } - - /// Return "up" estimate - virtual double upEstimate() const; - /// Return "down" estimate (default 1.0e-5) - virtual double downEstimate() const; - - /// method - see below for details - inline int method() const { - return method_; - } - /// Set method - inline void setMethod(int value) { - method_ = value; - } - - /// Pass in information on a down branch - void setDownInformation(double changeObjectiveDown, int changeInfeasibilityDown); - /// Pass in information on a up branch - void setUpInformation(double changeObjectiveUp, int changeInfeasibilityUp); - /// Pass in probing information - void setProbingInformation(int fixedDown, int fixedUp); - - /// Print - 0 -summary, 1 just before strong - void print(int type = 0, double value = 0.0) const; - /// Same - returns true if contents match(ish) - bool same(const CbcSimpleIntegerDynamicPseudoCost * obj) const; -protected: - /// data - - /// Down pseudo cost - double downDynamicPseudoCost_; - /// Up pseudo cost - double upDynamicPseudoCost_; - /** Up/down separator - If >0.0 then do first branch up if value-floor(value) - >= this value - */ - double upDownSeparator_; - /// Sum down cost from strong or actual - double sumDownCost_; - /// Sum up cost from strong or actual - double sumUpCost_; - /// Sum of all changes to x when going down - double sumDownChange_; - /// Sum of all changes to x when going up - double sumUpChange_; - /// Current pseudo-shadow price estimate down - mutable double downShadowPrice_; - /// Current pseudo-shadow price estimate up - mutable double upShadowPrice_; - /// Sum down decrease number infeasibilities from strong or actual - double sumDownDecrease_; - /// Sum up decrease number infeasibilities from strong or actual - double sumUpDecrease_; - /// Last down cost from strong (i.e. as computed by last strong) - double lastDownCost_; - /// Last up cost from strong (i.e. as computed by last strong) - double lastUpCost_; - /// Last down decrease number infeasibilities from strong (i.e. as computed by last strong) - mutable int lastDownDecrease_; - /// Last up decrease number infeasibilities from strong (i.e. as computed by last strong) - mutable int lastUpDecrease_; - /// Number of times we have gone down - int numberTimesDown_; - /// Number of times we have gone up - int numberTimesUp_; - /// Number of times we have been infeasible going down - int numberTimesDownInfeasible_; - /// Number of times we have been infeasible going up - int numberTimesUpInfeasible_; - /// Number of branches before we trust - int numberBeforeTrust_; - /// Number of local probing fixings going down - int numberTimesDownLocalFixed_; - /// Number of local probing fixings going up - int numberTimesUpLocalFixed_; - /// Number of total probing fixings going down - double numberTimesDownTotalFixed_; - /// Number of total probing fixings going up - double numberTimesUpTotalFixed_; - /// Number of times probing done - int numberTimesProbingTotal_; - /// Number of times infeasible when tested - /** Method - - 0 - pseudo costs - 1 - probing - */ - int method_; -}; -/** Simple branching object for an integer variable with pseudo costs - - 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 CbcIntegerPseudoCostBranchingObject : public CbcIntegerBranchingObject { - -public: - - /// Default constructor - CbcIntegerPseudoCostBranchingObject (); - - /** Create a standard floor/ceiling branch object - - Specifies a simple two-way branch. Let \p value = x*. One arm of the - branch will be is lb <= x <= floor(x*), the other ceil(x*) <= x <= ub. - Specify way = -1 to set the object state to perform the down arm first, - way = 1 for the up arm. - */ - CbcIntegerPseudoCostBranchingObject (CbcModel *model, int variable, - int way , double value) ; - - /** 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 a variable - when lowerValue = upperValue. - */ - - CbcIntegerPseudoCostBranchingObject (CbcModel *model, int variable, int way, - double lowerValue, double upperValue) ; - - /// Copy constructor - CbcIntegerPseudoCostBranchingObject ( const CbcIntegerPseudoCostBranchingObject &); - - /// Assignment operator - CbcIntegerPseudoCostBranchingObject & operator= (const CbcIntegerPseudoCostBranchingObject& rhs); - - /// Clone - virtual CbcBranchingObject * clone() const; - - /// Destructor - virtual ~CbcIntegerPseudoCostBranchingObject (); - - 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. - This version also changes guessed objective value - */ - virtual double branch(); - - /// Change in guessed - inline double changeInGuessed() const { - return changeInGuessed_; - } - /// Set change in guessed - inline void setChangeInGuessed(double value) { - changeInGuessed_ = value; - } - - /** Return the type (an integer identifier) of \c this */ - virtual CbcBranchObjType type() const { - return SimpleIntegerDynamicPseudoCostBranchObj; - } - - /** 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: - /// Change in guessed objective value for next branch - double changeInGuessed_; -}; -#ifdef SWITCH_VARIABLES -/** Define a single integer class but with associated switched variable - So Binary variable switches on/off a continuous variable - designed for badly scaled problems - */ - - -class CbcSwitchingBinary : public CbcSimpleIntegerDynamicPseudoCost { - -public: - - // Default Constructor - CbcSwitchingBinary (); - - // Useful constructor - CbcSwitchingBinary (CbcSimpleIntegerDynamicPseudoCost * oldObject, - int nOdd,const int * other, const int * otherRow); - - - // Copy constructor - CbcSwitchingBinary ( const CbcSwitchingBinary &); - - /// Clone - virtual CbcObject * clone() const; - - // Assignment operator - CbcSwitchingBinary & operator=( const CbcSwitchingBinary& rhs); - - // Destructor - virtual ~CbcSwitchingBinary (); - - /// Add in zero switches - void addZeroSwitches(int nAdd,const int * columns); - /// Infeasibility - large is 0.5 - virtual double infeasibility(const OsiBranchingInformation * info, - int &preferredWay) const; - - /// Same - returns true if contents match(ish) - bool same(const CbcSwitchingBinary * obj) const; - /// Set associated bounds - virtual int setAssociatedBounds(OsiSolverInterface * solver=NULL, - int cleanBasis=0) const; - /// Check associated bounds - int checkAssociatedBounds(const OsiSolverInterface * solver,const double * solution, - int printLevel, int state[3], int & nBadFixed) const; - /// Lower bound when binary zero - inline const double * zeroLowerBound() const - { return zeroLowerBound_; } - /// Lower bound when binary one - inline const double * oneLowerBound() const - { return oneLowerBound_; } - /// Upper bound when binary zero - inline const double * zeroUpperBound() const - { return zeroUpperBound_; } - /// Upper bound when binary one - inline const double * oneUpperBound() const - { return oneUpperBound_; } - /** Continuous variable - - */ - inline const int * otherVariable() const - { return otherVariable_;} - /// Number of other variables - inline int numberOther() const - { return numberOther_;} - /** Type - 1 - single switch - 2 - double switch - 3 - both - */ - inline int type() const - { return type_;} -protected: - /// data - - /// Lower bound when binary zero - double * zeroLowerBound_; - /// Lower bound when binary one - double * oneLowerBound_; - /// Upper bound when binary zero - double * zeroUpperBound_; - /// Upper bound when binary one - double * oneUpperBound_; - /** Continuous variable - - */ - int * otherVariable_; - /// Number of other variables - int numberOther_; - /** Type - 1 - single switch - 2 - double switch - 3 - both - */ - int type_; -}; -#endif -#endif - |