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authorHarpreet2016-08-04 15:25:44 +0530
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+/* $Id: CbcTreeLocal.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 CbcTreeLocal_H
+#define CbcTreeLocal_H
+
+//#############################################################################
+/* This implements (approximately) local branching as in the 2002 paper by
+ Matteo Fischetti and Andrea Lodi.
+
+ The very simple version of the algorithm for problems with
+ 0-1 variables and continuous is as follows:
+
+ Obtain a feasible solution (one can be passed in).
+
+ Add a cut which limits search to a k neighborhood of this solution.
+ (At most k 0-1 variables may change value)
+ Do branch and bound on this problem.
+
+ If finished search and proven optimal then we can reverse cut so
+ any solutions must be at least k+1 away from solution and we can
+ add a new cut limiting search to a k neighborhood of new solution
+ repeat.
+
+ If finished search and no new solution then the simplest version
+ would reverse last cut and complete search. The version implemented
+ here can use time and node limits and can widen search (increase effective k)
+ .... and more
+
+*/
+
+#include "CbcTree.hpp"
+#include "CbcNode.hpp"
+#include "OsiRowCut.hpp"
+class CbcModel;
+
+
+class CbcTreeLocal : public CbcTree {
+
+public:
+
+ // Default Constructor
+ CbcTreeLocal ();
+
+ /* Constructor with solution.
+ If solution NULL no solution, otherwise must be integer
+ range is initial upper bound (k) on difference from given solution.
+ typeCuts -
+ 0 means just 0-1 cuts and will need to refine 0-1 solution
+ 1 uses weaker cuts on all integer variables
+ maxDiversification is maximum number of range widenings to try
+ timeLimit is seconds in subTree
+ nodeLimit is nodes in subTree
+ refine is whether to see if we can prove current solution is optimal
+ when we fix all 0-1 (in case typeCuts==0 and there are general integer variables)
+ if false then no refinement but reverse cuts weaker
+ */
+ CbcTreeLocal (CbcModel * model, const double * solution , int range = 10,
+ int typeCuts = 0, int maxDiversification = 0,
+ int timeLimit = 1000000, int nodeLimit = 1000000, bool refine = true);
+ // Copy constructor
+ CbcTreeLocal ( const CbcTreeLocal & rhs);
+
+ // = operator
+ CbcTreeLocal & operator=(const CbcTreeLocal & rhs);
+
+ virtual ~CbcTreeLocal();
+
+ /// Clone
+ virtual CbcTree * clone() const;
+ /// Create C++ lines to get to current state
+ virtual void generateCpp( FILE * fp) ;
+
+ /*! \name Heap access and maintenance methods */
+//@{
+
+ /// Return the top node of the heap
+ virtual CbcNode * top() const;
+
+ /// Add a node to the heap
+ virtual void push(CbcNode * x);
+
+ /// Remove the top node from the heap
+ virtual void pop() ;
+
+//@}
+ /*! \name Other stuff */
+//@{
+
+ /// Create cut - return -1 if bad, 0 if okay and 1 if cut is everything
+ int createCut(const double * solution, OsiRowCut & cut);
+
+ /// Test if empty *** note may be overridden
+ virtual bool empty() ;
+
+ /// We may have got an intelligent tree so give it one more chance
+ virtual void endSearch() ;
+ /// Other side of last cut branch (if bias==rhs_ will be weakest possible)
+ void reverseCut(int state, double bias = 0.0);
+ /// Delete last cut branch
+ void deleteCut(OsiRowCut & cut);
+ /// Pass in solution (so can be used after heuristic)
+ void passInSolution(const double * solution, double solutionValue);
+ // range i.e. k
+ inline int range() const {
+ return range_;
+ }
+ // setrange i.e. k
+ inline void setRange(int value) {
+ range_ = value;
+ }
+ // Type of cuts - 0=just 0-1, 1=all
+ inline int typeCuts() const {
+ return typeCuts_;
+ }
+ // Type of cuts - 0=just 0-1, 1=all
+ inline void setTypeCuts(int value) {
+ typeCuts_ = value;
+ }
+ // maximum number of diversifications
+ inline int maxDiversification() const {
+ return maxDiversification_;
+ }
+ // maximum number of diversifications
+ inline void setMaxDiversification(int value) {
+ maxDiversification_ = value;
+ }
+ // time limit per subtree
+ inline int timeLimit() const {
+ return timeLimit_;
+ }
+ // time limit per subtree
+ inline void setTimeLimit(int value) {
+ timeLimit_ = value;
+ }
+ // node limit for subtree
+ inline int nodeLimit() const {
+ return nodeLimit_;
+ }
+ // node limit for subtree
+ inline void setNodeLimit(int value) {
+ nodeLimit_ = value;
+ }
+ // Whether to do refinement step
+ inline bool refine() const {
+ return refine_;
+ }
+ // Whether to do refinement step
+ inline void setRefine(bool yesNo) {
+ refine_ = yesNo;
+ }
+
+//@}
+private:
+ // Node for local cuts
+ CbcNode * localNode_;
+ // best solution
+ double * bestSolution_;
+ // saved solution
+ double * savedSolution_;
+ // solution number at start of pass
+ int saveNumberSolutions_;
+ /* Cut. If zero size then no solution yet. Otherwise is left hand branch */
+ OsiRowCut cut_;
+ // This cut fixes all 0-1 variables
+ OsiRowCut fixedCut_;
+ // Model
+ CbcModel * model_;
+ // Original lower bounds
+ double * originalLower_;
+ // Original upper bounds
+ double * originalUpper_;
+ // range i.e. k
+ int range_;
+ // Type of cuts - 0=just 0-1, 1=all
+ int typeCuts_;
+ // maximum number of diversifications
+ int maxDiversification_;
+ // current diversification
+ int diversification_;
+ // Whether next will be strong diversification
+ bool nextStrong_;
+ // Current rhs
+ double rhs_;
+ // Save allowable gap
+ double savedGap_;
+ // Best solution
+ double bestCutoff_;
+ // time limit per subtree
+ int timeLimit_;
+ // time when subtree started
+ int startTime_;
+ // node limit for subtree
+ int nodeLimit_;
+ // node count when subtree started
+ int startNode_;
+ // -1 not started, 0 == stop on first solution, 1 don't stop on first, 2 refinement step
+ int searchType_;
+ // Whether to do refinement step
+ bool refine_;
+
+};
+
+class CbcTreeVariable : public CbcTree {
+
+public:
+
+ // Default Constructor
+ CbcTreeVariable ();
+
+ /* Constructor with solution.
+ If solution NULL no solution, otherwise must be integer
+ range is initial upper bound (k) on difference from given solution.
+ typeCuts -
+ 0 means just 0-1 cuts and will need to refine 0-1 solution
+ 1 uses weaker cuts on all integer variables
+ maxDiversification is maximum number of range widenings to try
+ timeLimit is seconds in subTree
+ nodeLimit is nodes in subTree
+ refine is whether to see if we can prove current solution is optimal
+ when we fix all 0-1 (in case typeCuts==0 and there are general integer variables)
+ if false then no refinement but reverse cuts weaker
+ */
+ CbcTreeVariable (CbcModel * model, const double * solution , int range = 10,
+ int typeCuts = 0, int maxDiversification = 0,
+ int timeLimit = 1000000, int nodeLimit = 1000000, bool refine = true);
+ // Copy constructor
+ CbcTreeVariable ( const CbcTreeVariable & rhs);
+
+ // = operator
+ CbcTreeVariable & operator=(const CbcTreeVariable & rhs);
+
+ virtual ~CbcTreeVariable();
+
+ /// Clone
+ virtual CbcTree * clone() const;
+ /// Create C++ lines to get to current state
+ virtual void generateCpp( FILE * fp) ;
+
+ /*! \name Heap access and maintenance methods */
+//@{
+
+ /// Return the top node of the heap
+ virtual CbcNode * top() const;
+
+ /// Add a node to the heap
+ virtual void push(CbcNode * x);
+
+ /// Remove the top node from the heap
+ virtual void pop() ;
+
+//@}
+ /*! \name Other stuff */
+//@{
+
+ /// Create cut - return -1 if bad, 0 if okay and 1 if cut is everything
+ int createCut(const double * solution, OsiRowCut & cut);
+
+ /// Test if empty *** note may be overridden
+ virtual bool empty() ;
+
+ /// We may have got an intelligent tree so give it one more chance
+ virtual void endSearch() ;
+ /// Other side of last cut branch (if bias==rhs_ will be weakest possible)
+ void reverseCut(int state, double bias = 0.0);
+ /// Delete last cut branch
+ void deleteCut(OsiRowCut & cut);
+ /// Pass in solution (so can be used after heuristic)
+ void passInSolution(const double * solution, double solutionValue);
+ // range i.e. k
+ inline int range() const {
+ return range_;
+ }
+ // setrange i.e. k
+ inline void setRange(int value) {
+ range_ = value;
+ }
+ // Type of cuts - 0=just 0-1, 1=all
+ inline int typeCuts() const {
+ return typeCuts_;
+ }
+ // Type of cuts - 0=just 0-1, 1=all
+ inline void setTypeCuts(int value) {
+ typeCuts_ = value;
+ }
+ // maximum number of diversifications
+ inline int maxDiversification() const {
+ return maxDiversification_;
+ }
+ // maximum number of diversifications
+ inline void setMaxDiversification(int value) {
+ maxDiversification_ = value;
+ }
+ // time limit per subtree
+ inline int timeLimit() const {
+ return timeLimit_;
+ }
+ // time limit per subtree
+ inline void setTimeLimit(int value) {
+ timeLimit_ = value;
+ }
+ // node limit for subtree
+ inline int nodeLimit() const {
+ return nodeLimit_;
+ }
+ // node limit for subtree
+ inline void setNodeLimit(int value) {
+ nodeLimit_ = value;
+ }
+ // Whether to do refinement step
+ inline bool refine() const {
+ return refine_;
+ }
+ // Whether to do refinement step
+ inline void setRefine(bool yesNo) {
+ refine_ = yesNo;
+ }
+
+//@}
+private:
+ // Node for local cuts
+ CbcNode * localNode_;
+ // best solution
+ double * bestSolution_;
+ // saved solution
+ double * savedSolution_;
+ // solution number at start of pass
+ int saveNumberSolutions_;
+ /* Cut. If zero size then no solution yet. Otherwise is left hand branch */
+ OsiRowCut cut_;
+ // This cut fixes all 0-1 variables
+ OsiRowCut fixedCut_;
+ // Model
+ CbcModel * model_;
+ // Original lower bounds
+ double * originalLower_;
+ // Original upper bounds
+ double * originalUpper_;
+ // range i.e. k
+ int range_;
+ // Type of cuts - 0=just 0-1, 1=all
+ int typeCuts_;
+ // maximum number of diversifications
+ int maxDiversification_;
+ // current diversification
+ int diversification_;
+ // Whether next will be strong diversification
+ bool nextStrong_;
+ // Current rhs
+ double rhs_;
+ // Save allowable gap
+ double savedGap_;
+ // Best solution
+ double bestCutoff_;
+ // time limit per subtree
+ int timeLimit_;
+ // time when subtree started
+ int startTime_;
+ // node limit for subtree
+ int nodeLimit_;
+ // node count when subtree started
+ int startNode_;
+ // -1 not started, 0 == stop on first solution, 1 don't stop on first, 2 refinement step
+ int searchType_;
+ // Whether to do refinement step
+ bool refine_;
+
+};
+#endif
+