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+// LAST EDIT:
+//-----------------------------------------------------------------------------
+// name: Mixed Integer Rounding Cut Generator
+// authors: Joao Goncalves (jog7@lehigh.edu)
+// Laszlo Ladanyi (ladanyi@us.ibm.com)
+// date: August 11, 2004
+//-----------------------------------------------------------------------------
+// Copyright (C) 2004, International Business Machines Corporation and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+
+#ifndef CglMixedIntegerRounding_H
+#define CglMixedIntegerRounding_H
+
+#include <iostream>
+#include <fstream>
+//#include <vector>
+
+#include "CoinError.hpp"
+
+#include "CglCutGenerator.hpp"
+
+//=============================================================================
+
+#ifndef CGL_DEBUG
+#define CGL_DEBUG 0
+#endif
+
+//=============================================================================
+
+// Class to store variable upper bounds (VUB)
+class CglMixIntRoundVUB
+{
+ // Variable upper bounds have the form x_j <= a y_j, where x_j is
+ // a continuous variable and y_j is an integer variable
+
+protected:
+ int var_; // The index of y_j
+ double val_; // The value of a
+
+public:
+ // Default constructor
+ CglMixIntRoundVUB() : var_(-1), val_(-1) {}
+
+ // Copy constructor
+ CglMixIntRoundVUB(const CglMixIntRoundVUB& source) {
+ var_ = source.var_;
+ val_ = source.val_;
+ }
+
+ // Assignment operator
+ CglMixIntRoundVUB& operator=(const CglMixIntRoundVUB& rhs) {
+ if (this != &rhs) {
+ var_ = rhs.var_;
+ val_ = rhs.val_;
+ }
+ return *this;
+ }
+
+ // Destructor
+ ~CglMixIntRoundVUB() {}
+
+ // Query and set functions
+ int getVar() const { return var_; }
+ double getVal() const { return val_; }
+ void setVar(const int v) { var_ = v; }
+ void setVal(const double v) { val_ = v; }
+};
+
+//=============================================================================
+
+// Class to store variable lower bounds (VLB).
+// It is the same as the class to store variable upper bounds
+typedef CglMixIntRoundVUB CglMixIntRoundVLB;
+
+//=============================================================================
+
+/** Mixed Integer Rounding Cut Generator Class */
+
+// Reference:
+// Hugues Marchand and Laurence A. Wolsey
+// Aggregation and Mixed Integer Rounding to Solve MIPs
+// Operations Research, 49(3), May-June 2001.
+// Also published as CORE Dicusion Paper 9839, June 1998.
+
+class CglMixedIntegerRounding : public CglCutGenerator {
+
+ friend void CglMixedIntegerRoundingUnitTest(const OsiSolverInterface * siP,
+ const std::string mpdDir);
+
+
+private:
+ //---------------------------------------------------------------------------
+ // Enumeration constants that describe the various types of rows
+ enum RowType {
+ // The row type of this row is NOT defined yet.
+ ROW_UNDEFINED,
+ /** After the row is flipped to 'L', the row has exactly two variables:
+ one is negative binary and the other is a continous,
+ and the RHS is zero.*/
+ ROW_VARUB,
+ /** After the row is flipped to 'L', the row has exactly two variables:
+ one is positive binary and the other is a continous,
+ and the RHS is zero.*/
+ ROW_VARLB,
+ /** The row sense is 'E', the row has exactly two variables:
+ one is binary and the other is a continous, and the RHS is zero.*/
+ ROW_VAREQ,
+ // The row contains continuous and integer variables;
+ // the total number of variables is at least 2
+ ROW_MIX,
+ // The row contains only continuous variables
+ ROW_CONT,
+ // The row contains only integer variables
+ ROW_INT,
+ // The row contains other types of rows
+ ROW_OTHER
+ };
+
+
+public:
+
+ /**@name Generate Cuts */
+ //@{
+ /** Generate Mixed Integer Rounding cuts for the model data
+ contained in si. The generated cuts are inserted
+ in the collection of cuts cs.
+ */
+ virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
+ const CglTreeInfo info = CglTreeInfo());
+ //@}
+
+ //---------------------------------------------------------------------------
+ /**@name Constructors and destructors */
+ //@{
+ /// Default constructor
+ CglMixedIntegerRounding ();
+
+ /// Alternate Constructor
+ CglMixedIntegerRounding (const int maxaggr,
+ const bool multiply,
+ const int criterion,
+ const int preproc = -1);
+
+ /// Copy constructor
+ CglMixedIntegerRounding (
+ const CglMixedIntegerRounding &);
+
+ /// Clone
+ virtual CglCutGenerator * clone() const;
+
+ /// Assignment operator
+ CglMixedIntegerRounding &
+ operator=(
+ const CglMixedIntegerRounding& rhs);
+
+ /// Destructor
+ virtual
+ ~CglMixedIntegerRounding ();
+ /// This can be used to refresh any inforamtion
+ virtual void refreshSolver(OsiSolverInterface * solver);
+ /// Create C++ lines to get to current state
+ virtual std::string generateCpp( FILE * fp);
+ //@}
+
+ //---------------------------------------------------------------------------
+ /**@name Set and get methods */
+ //@{
+ /// Set MAXAGGR_
+ inline void setMAXAGGR_ (int maxaggr) {
+ if (maxaggr > 0) {
+ MAXAGGR_ = maxaggr;
+ }
+ else {
+ throw CoinError("Unallowable value. maxaggr must be > 0",
+ "gutsOfConstruct","CglMixedIntegerRounding");
+ }
+ }
+
+ /// Get MAXAGGR_
+ inline int getMAXAGGR_ () const { return MAXAGGR_; }
+
+ /// Set MULTIPLY_
+ inline void setMULTIPLY_ (bool multiply) { MULTIPLY_ = multiply; }
+
+ /// Get MULTIPLY_
+ inline bool getMULTIPLY_ () const { return MULTIPLY_; }
+
+ /// Set CRITERION_
+ inline void setCRITERION_ (int criterion) {
+ if ((criterion >= 1) && (criterion <= 3)) {
+ CRITERION_ = criterion;
+ }
+ else {
+ throw CoinError("Unallowable value. criterion must be 1, 2 or 3",
+ "gutsOfConstruct","CglMixedIntegerRounding");
+ }
+ }
+
+ /// Get CRITERION_
+ inline int getCRITERION_ () const { return CRITERION_; }
+
+
+ /// Set doPreproc
+ void setDoPreproc(int value);
+ /// Get doPreproc
+ bool getDoPreproc() const;
+
+ //@}
+
+private:
+ //--------------------------------------------------------------------------
+ // Private member methods
+
+ // Construct
+ void gutsOfConstruct (const int maxaggr,
+ const bool multiply,
+ const int criterion,
+ const int preproc);
+
+ // Delete
+ void gutsOfDelete();
+
+ // Copy
+ void gutsOfCopy (const CglMixedIntegerRounding& rhs);
+
+ // Do preprocessing.
+ // It determines the type of each row. It also identifies the variable
+ // upper bounds and variable lower bounds.
+ // It may change sense and RHS for ranged rows
+ void mixIntRoundPreprocess(const OsiSolverInterface& si);
+
+ // Determine the type of a given row.
+ RowType determineRowType(const OsiSolverInterface& si,
+ const int rowLen, const int* ind,
+ const double* coef, const char sense,
+ const double rhs) const;
+
+ // Generate MIR cuts
+ void generateMirCuts( const OsiSolverInterface& si,
+ const double* xlp,
+ const double* colUpperBound,
+ const double* colLowerBound,
+ const CoinPackedMatrix& matrixByRow,
+ const double* LHS,
+ const double* coefByRow,
+ const int* colInds,
+ const int* rowStarts,
+ const int* rowLengths,
+ //const CoinPackedMatrix& matrixByCol,
+ const double* coefByCol,
+ const int* rowInds,
+ const int* colStarts,
+ const int* colLengths,
+ OsiCuts& cs ) const;
+
+ // Copy row selected to CoinPackedVector
+ void copyRowSelected( const int iAggregate,
+ const int rowSelected,
+ std::set<int>& setRowsAggregated,
+ int* listRowsAggregated,
+ double* xlpExtra,
+ const char sen,
+ const double rhs,
+ const double lhs,
+ const CoinPackedMatrix& matrixByRow,
+ CoinPackedVector& rowToAggregate,
+ double& rhsToAggregate) const;
+
+ // Select a row to aggregate
+ bool selectRowToAggregate( const OsiSolverInterface& si,
+ const CoinPackedVector& rowAggregated,
+ const double* colUpperBound,
+ const double* colLowerBound,
+ const std::set<int>& setRowsAggregated,
+ const double* xlp, const double* coefByCol,
+ const int* rowInds, const int* colStarts,
+ const int* colLengths,
+ int& rowSelected,
+ int& colSelected ) const;
+
+ // Aggregation heuristic.
+ // Combines one or more rows of the original matrix
+ void aggregateRow( const int colSelected,
+ CoinPackedVector& rowToAggregate, double rhs,
+ CoinPackedVector& rowAggregated,
+ double& rhsAggregated ) const;
+
+ // Choose the bound substitution based on the criteria defined by the user
+ inline bool isLowerSubst(const double inf,
+ const double aj,
+ const double xlp,
+ const double LB,
+ const double UB) const;
+
+ // Bound substitution heuristic
+ bool boundSubstitution( const OsiSolverInterface& si,
+ const CoinPackedVector& rowAggregated,
+ const double* xlp,
+ const double* xlpExtra,
+ const double* colUpperBound,
+ const double* colLowerBound,
+ CoinPackedVector& mixedKnapsack,
+ double& rhsMixedKnapsack, double& sStar,
+ CoinPackedVector& contVariablesInS ) const;
+
+ // c-MIR separation heuristic
+ bool cMirSeparation ( const OsiSolverInterface& si,
+ const CoinPackedMatrix& matrixByRow,
+ const CoinPackedVector& rowAggregated,
+ const int* listRowsAggregated,
+ const char* sense, const double* RHS,
+ //const double* coefByRow,
+ //const int* colInds, const int* rowStarts,
+ //const int* rowLengths,
+ const double* xlp, const double sStar,
+ const double* colUpperBound,
+ const double* colLowerBound,
+ const CoinPackedVector& mixedKnapsack,
+ const double& rhsMixedKnapsack,
+ const CoinPackedVector& contVariablesInS,
+ OsiRowCut& flowCut ) const;
+
+ // function to create one c-MIR inequality
+ void cMirInequality( const int numInt,
+ const double delta,
+ const double numeratorBeta,
+ const int *knapsackIndices,
+ const double* knapsackElements,
+ const double* xlp,
+ const double sStar,
+ const double* colUpperBound,
+ const std::set<int>& setC,
+ CoinPackedVector& cMIR,
+ double& rhscMIR,
+ double& sCoef,
+ double& violation) const;
+
+ // function to compute G
+ inline double functionG( const double d, const double f ) const;
+
+ // function to print statistics (used only in debug mode)
+ void printStats(
+ std::ofstream & fout,
+ const bool hasCut,
+ const OsiSolverInterface& si,
+ const CoinPackedVector& rowAggregated,
+ const double& rhsAggregated, const double* xlp,
+ const double* xlpExtra,
+ const int* listRowsAggregated,
+ const int* listColsSelected,
+ const int level,
+ const double* colUpperBound,
+ const double* colLowerBound ) const;
+
+
+private:
+ //---------------------------------------------------------------------------
+ // Private member data
+
+ // Maximum number of rows to aggregate
+ int MAXAGGR_;
+ // Flag that indicates if an aggregated row is also multiplied by -1
+ bool MULTIPLY_;
+ // The criterion to use in the bound substitution
+ int CRITERION_;
+ // Tolerance used for numerical purposes
+ double EPSILON_;
+ /// There is no variable upper bound or variable lower bound defined
+ int UNDEFINED_;
+ // If violation of a cut is greater that this number, the cut is accepted
+ double TOLERANCE_;
+ /** Controls the preprocessing of the matrix to identify rows suitable for
+ cut generation.<UL>
+ <LI> -1: preprocess according to solver settings;
+ <LI> 0: Do preprocessing only if it has not yet been done;
+ <LI> 1: Do preprocessing.
+ </UL>
+ Default value: -1 **/
+ int doPreproc_;
+ // The number of rows of the problem.
+ int numRows_;
+ // The number columns of the problem.
+ int numCols_;
+ // Indicates whether preprocessing has been done.
+ bool doneInitPre_;
+ // The array of CglMixIntRoundVUBs.
+ CglMixIntRoundVUB* vubs_;
+ // The array of CglMixIntRoundVLBs.
+ CglMixIntRoundVLB* vlbs_;
+ // Array with the row types of the rows in the model.
+ RowType* rowTypes_;
+ // The indices of the rows of the initial matrix
+ int* indRows_;
+ // The number of rows of type ROW_MIX
+ int numRowMix_;
+ // The indices of the rows of type ROW_MIX
+ int* indRowMix_;
+ // The number of rows of type ROW_CONT
+ int numRowCont_;
+ // The indices of the rows of type ROW_CONT
+ int* indRowCont_;
+ // The number of rows of type ROW_INT
+ int numRowInt_;
+ // The indices of the rows of type ROW_INT
+ int* indRowInt_;
+ // The number of rows of type ROW_CONT that have at least one variable
+ // with variable upper or lower bound
+ int numRowContVB_;
+ // The indices of the rows of type ROW_CONT that have at least one variable
+ // with variable upper or lower bound
+ int* indRowContVB_;
+ // Sense of rows (modified if ranges)
+ char * sense_;
+ // RHS of rows (modified if ranges)
+ double * RHS_;
+
+};
+
+//#############################################################################
+// A function that tests the methods in the CglMixedIntegerRounding class. The
+// only reason for it not to be a member method is that this way it doesn't
+// have to be compiled into the library. And that's a gain, because the
+// library should be compiled with optimization on, but this method should be
+// compiled with debugging.
+void CglMixedIntegerRoundingUnitTest(const OsiSolverInterface * siP,
+ const std::string mpdDir);
+
+#endif