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authorHarpreet2016-08-04 15:25:44 +0530
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+// 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).
+
+#ifndef CglPreProcess_H
+#define CglPreProcess_H
+
+#include <string>
+#include <vector>
+
+#include "CoinMessageHandler.hpp"
+#include "OsiSolverInterface.hpp"
+#include "CglStored.hpp"
+#include "OsiPresolve.hpp"
+#include "CglCutGenerator.hpp"
+
+//#############################################################################
+
+/** Class for preProcessing and postProcessing.
+
+ While cuts can be added at any time in the tree, some cuts are actually just
+ stronger versions of existing constraints. In this case they can replace those
+ constraints rather than being added as new constraints. This is awkward in the
+ tree but reasonable at the root node.
+
+ This is a general process class which uses other cut generators to strengthen
+ constraints, establish that constraints are redundant, fix variables and
+ find relationships such as x + y == 1.
+
+ Presolve will also be done.
+
+ If row names existed they may be replaced by R0000000 etc
+
+*/
+
+class CglPreProcess {
+
+public:
+
+ ///@name Main methods
+ //@{
+ /** preProcess problem - returning new problem.
+ If makeEquality true then <= cliques converted to ==.
+ Presolve will be done numberPasses times.
+
+ Returns NULL if infeasible
+
+ This version uses default strategy. For more control copy and edit
+ code from this function i.e. call preProcessNonDefault
+ */
+ OsiSolverInterface * preProcess(OsiSolverInterface & model,
+ bool makeEquality=false, int numberPasses=5);
+ /** preProcess problem - returning new problem.
+ If makeEquality true then <= cliques converted to ==.
+ Presolve will be done numberPasses times.
+
+ Returns NULL if infeasible
+
+ This version assumes user has added cut generators to CglPreProcess object
+ before calling it. As an example use coding in preProcess
+ If makeEquality is 1 add slacks to get cliques,
+ if 2 add slacks to get sos (but only if looks plausible) and keep sos info
+ */
+ OsiSolverInterface * preProcessNonDefault(OsiSolverInterface & model,
+ int makeEquality=0, int numberPasses=5,
+ int tuning=0);
+ /// Creates solution in original model
+ void postProcess(OsiSolverInterface &model
+ ,bool deleteStuff=true);
+ /** Tightens primal bounds to make dual and branch and cutfaster. Unless
+ fixed or integral, bounds are slightly looser than they could be.
+ Returns non-zero if problem infeasible
+ Fudge for branch and bound - put bounds on columns of factor *
+ largest value (at continuous) - should improve stability
+ in branch and bound on infeasible branches (0.0 is off)
+ */
+ int tightenPrimalBounds(OsiSolverInterface & model,double factor=0.0);
+ /** Fix some of problem - returning new problem.
+ Uses reduced costs.
+ Optional signed character array
+ 1 always keep, -1 always discard, 0 use djs
+
+ */
+ OsiSolverInterface * someFixed(OsiSolverInterface & model,
+ double fractionToKeep=0.25,
+ bool fixContinuousAsWell=false,
+ char * keep=NULL) const;
+ /** Replace cliques by more maximal cliques
+ Returns NULL if rows not reduced by greater than cliquesNeeded*rows
+
+ */
+ OsiSolverInterface * cliqueIt(OsiSolverInterface & model,
+ double cliquesNeeded=0.0) const;
+ /// If we have a cutoff - fix variables
+ int reducedCostFix(OsiSolverInterface & model);
+ //@}
+
+ //---------------------------------------------------------------------------
+
+ /**@name Parameter set/get methods
+
+ The set methods return true if the parameter was set to the given value,
+ false if the value of the parameter is out of range.
+
+ The get methods return the value of the parameter.
+
+ */
+ //@{
+ /** Set cutoff bound on the objective function.
+
+ When using strict comparison, the bound is adjusted by a tolerance to
+ avoid accidentally cutting off the optimal solution.
+ */
+ void setCutoff(double value) ;
+
+ /// Get the cutoff bound on the objective function - always as minimize
+ double getCutoff() const;
+ /// The original solver associated with this model.
+ inline OsiSolverInterface * originalModel() const
+ { return originalModel_;}
+ /// Solver after making clique equalities (may == original)
+ inline OsiSolverInterface * startModel() const
+ { return startModel_;}
+ /// Copies of solver at various stages after presolve
+ inline OsiSolverInterface * modelAtPass(int iPass) const
+ { if (iPass>=0&&iPass<numberSolvers_) return model_[iPass]; else return NULL;}
+ /// Copies of solver at various stages after presolve after modifications
+ inline OsiSolverInterface * modifiedModel(int iPass) const
+ { if (iPass>=0&&iPass<numberSolvers_) return modifiedModel_[iPass]; else return NULL;}
+ /// Matching presolve information
+ inline OsiPresolve * presolve(int iPass) const
+ { if (iPass>=0&&iPass<numberSolvers_) return presolve_[iPass]; else return NULL;}
+ /** Return a pointer to the original columns (with possible clique slacks)
+ MUST be called before postProcess otherwise you just get 0,1,2.. */
+ const int * originalColumns();
+ /** Return a pointer to the original rows
+ MUST be called before postProcess otherwise you just get 0,1,2.. */
+ const int * originalRows();
+ /// Number of SOS if found
+ inline int numberSOS() const
+ { return numberSOS_;}
+ /// Type of each SOS
+ inline const int * typeSOS() const
+ { return typeSOS_;}
+ /// Start of each SOS
+ inline const int * startSOS() const
+ { return startSOS_;}
+ /// Columns in SOS
+ inline const int * whichSOS() const
+ { return whichSOS_;}
+ /// Weights for each SOS column
+ inline const double * weightSOS() const
+ { return weightSOS_;}
+ /// Pass in prohibited columns
+ void passInProhibited(const char * prohibited,int numberColumns);
+ /// Updated prohibited columns
+ inline const char * prohibited()
+ { return prohibited_;}
+ /// Number of iterations PreProcessing
+ inline int numberIterationsPre() const
+ { return numberIterationsPre_;}
+ /// Number of iterations PostProcessing
+ inline int numberIterationsPost() const
+ { return numberIterationsPost_;}
+ /** Pass in row types
+ 0 normal
+ 1 cut rows - will be dropped if remain in
+ At end of preprocess cut rows will be dropped
+ and put into cuts
+ */
+ void passInRowTypes(const char * rowTypes,int numberRows);
+ /** Updated row types - may be NULL
+ Carried around and corresponds to existing rows
+ -1 added by preprocess e.g. x+y=1
+ 0 normal
+ 1 cut rows - can be dropped if wanted
+ */
+ inline const char * rowTypes()
+ { return rowType_;}
+ /// Return cuts from dropped rows
+ inline const CglStored & cuts() const
+ { return cuts_;}
+ /// Return pointer to cuts from dropped rows
+ inline const CglStored * cutsPointer() const
+ { return &cuts_;}
+ /// Update prohibited and rowType
+ void update(const OsiPresolve * pinfo,const OsiSolverInterface * solver);
+ /// Set options
+ inline void setOptions(int value)
+ { options_=value;}
+ //@}
+
+ ///@name Cut generator methods
+ //@{
+ /// Get the number of cut generators
+ inline int numberCutGenerators() const
+ { return numberCutGenerators_;}
+ /// Get the list of cut generators
+ inline CglCutGenerator ** cutGenerators() const
+ { return generator_;}
+ ///Get the specified cut generator
+ inline CglCutGenerator * cutGenerator(int i) const
+ { return generator_[i];}
+ /** Add one generator - up to user to delete generators.
+ */
+ void addCutGenerator(CglCutGenerator * generator);
+//@}
+
+ /**@name Setting/Accessing application data */
+ //@{
+ /** Set application data.
+
+ This is a pointer that the application can store into and
+ retrieve.
+ This field is available for the application to optionally
+ define and use.
+ */
+ void setApplicationData (void * appData);
+
+ /// Get application data
+ void * getApplicationData() const;
+ //@}
+
+ //---------------------------------------------------------------------------
+
+ /**@name Message handling */
+ //@{
+ /// Pass in Message handler (not deleted at end)
+ void passInMessageHandler(CoinMessageHandler * handler);
+ /// Set language
+ void newLanguage(CoinMessages::Language language);
+ inline void setLanguage(CoinMessages::Language language)
+ {newLanguage(language);}
+ /// Return handler
+ inline CoinMessageHandler * messageHandler() const
+ {return handler_;}
+ /// Return messages
+ inline CoinMessages messages()
+ {return messages_;}
+ /// Return pointer to messages
+ inline CoinMessages * messagesPointer()
+ {return &messages_;}
+ //@}
+ //---------------------------------------------------------------------------
+
+
+ ///@name Constructors and destructors etc
+ //@{
+ /// Constructor
+ CglPreProcess();
+
+ /// Copy constructor .
+ CglPreProcess(const CglPreProcess & rhs);
+
+ /// Assignment operator
+ CglPreProcess & operator=(const CglPreProcess& rhs);
+
+ /// Destructor
+ ~CglPreProcess ();
+
+ /// Clears out as much as possible
+ void gutsOfDestructor();
+ //@}
+private:
+
+ ///@name private methods
+ //@{
+ /** Return model with useful modifications.
+ If constraints true then adds any x+y=1 or x-y=0 constraints
+ If NULL infeasible
+ */
+ OsiSolverInterface * modified(OsiSolverInterface * model,
+ bool constraints,
+ int & numberChanges,
+ int iBigPass,
+ int numberPasses);
+ /// create original columns and rows
+ void createOriginalIndices();
+ /// Make continuous variables integer
+ void makeInteger();
+ //@}
+
+//---------------------------------------------------------------------------
+
+private:
+ ///@name Private member data
+ //@{
+
+ /// The original solver associated with this model.
+ OsiSolverInterface * originalModel_;
+ /// Solver after making clique equalities (may == original)
+ OsiSolverInterface * startModel_;
+ /// Number of solvers at various stages
+ int numberSolvers_;
+ /// Copies of solver at various stages after presolve
+ OsiSolverInterface ** model_;
+ /// Copies of solver at various stages after presolve after modifications
+ OsiSolverInterface ** modifiedModel_;
+ /// Matching presolve information
+ OsiPresolve ** presolve_;
+
+ /// Message handler
+ CoinMessageHandler * handler_;
+
+ /** Flag to say if handler_ is the default handler.
+
+ The default handler is deleted when the model is deleted. Other
+ handlers (supplied by the client) will not be deleted.
+ */
+ bool defaultHandler_;
+
+ /// Cgl messages
+ CoinMessages messages_;
+
+ /// Pointer to user-defined data structure
+ void * appData_;
+ /// Original column numbers
+ int * originalColumn_;
+ /// Original row numbers
+ int * originalRow_;
+ /// Number of cut generators
+ int numberCutGenerators_;
+ /// Cut generators
+ CglCutGenerator ** generator_;
+ /// Number of SOS if found
+ int numberSOS_;
+ /// Type of each SOS
+ int * typeSOS_;
+ /// Start of each SOS
+ int * startSOS_;
+ /// Columns in SOS
+ int * whichSOS_;
+ /// Weights for each SOS column
+ double * weightSOS_;
+ /// Number of columns in original prohibition set
+ int numberProhibited_;
+ /// Number of iterations done in PreProcessing
+ int numberIterationsPre_;
+ /// Number of iterations done in PostProcessing
+ int numberIterationsPost_;
+ /// Columns which should not be presolved e.g. SOS
+ char * prohibited_;
+ /// Number of rows in original row types
+ int numberRowType_;
+ /** Options
+ 1 - original model had integer bounds before tightening
+ 2 - don't do probing
+ 4 - don't do duplicate rows
+ 8 - don't do cliques
+ 16 - some heavy probing options
+ 64 - very heavy probing
+ */
+ int options_;
+ /** Row types (may be NULL)
+ Carried around and corresponds to existing rows
+ -1 added by preprocess e.g. x+y=1
+ 0 normal
+ 1 cut rows - can be dropped if wanted
+ */
+ char * rowType_;
+ /// Cuts from dropped rows
+ CglStored cuts_;
+ //@}
+};
+/// For Bron-Kerbosch
+class CglBK {
+
+public:
+
+ ///@name Main methods
+ //@{
+ /// For recursive Bron-Kerbosch
+ void bronKerbosch();
+ /// Creates strengthened smaller model
+ OsiSolverInterface * newSolver(const OsiSolverInterface & model);
+ //@}
+
+ //---------------------------------------------------------------------------
+
+ /**@name Parameter set/get methods
+
+ The set methods return true if the parameter was set to the given value,
+ false if the value of the parameter is out of range.
+
+ The get methods return the value of the parameter.
+
+ */
+ //@{
+ //@}
+
+ //---------------------------------------------------------------------------
+
+
+ ///@name Constructors and destructors etc
+ //@{
+ /// Default constructor
+ CglBK();
+
+ /// Useful constructor
+ CglBK(const OsiSolverInterface & model, const char * rowType,
+ int numberElements);
+
+ /// Copy constructor .
+ CglBK(const CglBK & rhs);
+
+ /// Assignment operator
+ CglBK & operator=(const CglBK& rhs);
+
+ /// Destructor
+ ~CglBK ();
+
+ //@}
+
+//---------------------------------------------------------------------------
+
+private:
+ ///@name Private member data
+ //@{
+ /// Current candidates (created at each level)
+ int * candidates_;
+ /// Array to mark stuff
+ char * mark_;
+ /// Starts for graph (numberPossible+1)
+ int * start_;
+ /// Other column/node
+ int * otherColumn_;
+ /// Original row (in parallel with otherColumn_)
+ int * originalRow_;
+ /// How many times each original row dominated
+ int * dominated_;
+ /// Clique entries
+ CoinPackedMatrix * cliqueMatrix_;
+ /// points to row types
+ const char * rowType_;
+ /// Number of original columns
+ int numberColumns_;
+ /// Number of original rows
+ int numberRows_;
+ /// Number possible
+ int numberPossible_;
+ /// Current number of candidates
+ int numberCandidates_;
+ /// First not (stored backwards from numberPossible_)
+ int firstNot_;
+ /// Current number in clique
+ int numberIn_;
+ /// For acceleration
+ int left_;
+ int lastColumn_;
+ //@}
+};
+/**
+ Only store unique row cuts
+*/
+// for hashing
+typedef struct {
+ int index, next;
+} CglHashLink;
+class OsiRowCut;
+class CglUniqueRowCuts {
+public:
+
+ CglUniqueRowCuts(int initialMaxSize=0, int hashMultiplier=4 );
+ ~CglUniqueRowCuts();
+ CglUniqueRowCuts(const CglUniqueRowCuts& rhs);
+ CglUniqueRowCuts& operator=(const CglUniqueRowCuts& rhs);
+ inline OsiRowCut * cut(int sequence) const
+ { return rowCut_[sequence];}
+ inline int numberCuts() const
+ { return numberCuts_;}
+ inline int sizeRowCuts() const
+ { return numberCuts_;}
+ inline OsiRowCut * rowCutPtr(int sequence)
+ { return rowCut_[sequence];}
+ void eraseRowCut(int sequence);
+ // insert cut
+ inline void insert(const OsiRowCut & cut)
+ { insertIfNotDuplicate(cut);}
+ // Return 0 if added, 1 if not
+ int insertIfNotDuplicate(const OsiRowCut & cut);
+ // Add in cuts as normal cuts (and delete)
+ void addCuts(OsiCuts & cs);
+private:
+ OsiRowCut ** rowCut_;
+ /// Hash table
+ CglHashLink *hash_;
+ int size_;
+ int hashMultiplier_;
+ int numberCuts_;
+ int lastHash_;
+};
+#endif