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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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tree1a1955c5482ae608fd7f618b06f4ecc6a0d39a23 /newstructure/thirdparty/linux/include/coin/CbcHeuristicDive.hpp
parent4b64cf486f5c999fd8167758cae27839f3b50848 (diff)
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-/* $Id: CbcHeuristicDive.hpp 2093 2014-11-06 16:17:38Z forrest $ */
-// Copyright (C) 2008, International Business Machines
-// Corporation and others. All Rights Reserved.
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-
-#ifndef CbcHeuristicDive_H
-#define CbcHeuristicDive_H
-
-#include "CbcHeuristic.hpp"
-class CbcSubProblem;
-class OsiRowCut;
-struct PseudoReducedCost {
- int var;
- double pseudoRedCost;
-};
-
-
-/** Dive class
- */
-
-class CbcHeuristicDive : public CbcHeuristic {
-public:
-
- // Default Constructor
- CbcHeuristicDive ();
-
- // Constructor with model - assumed before cuts
- CbcHeuristicDive (CbcModel & model);
-
- // Copy constructor
- CbcHeuristicDive ( const CbcHeuristicDive &);
-
- // Destructor
- ~CbcHeuristicDive ();
-
- /// Clone
- virtual CbcHeuristicDive * clone() const = 0;
-
- /// Assignment operator
- CbcHeuristicDive & operator=(const CbcHeuristicDive& rhs);
-
- /// Create C++ lines to get to current state
- virtual void generateCpp( FILE * ) {}
-
- /// Create C++ lines to get to current state - does work for base class
- void generateCpp( FILE * fp, const char * heuristic);
-
- /// 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);
-
- // REMLOVE 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
- This does Fractional Diving
- */
- virtual int solution(double & objectiveValue,
- double * newSolution);
- /// inner part of dive
- int solution(double & objectiveValue, int & numberNodes,
- int & numberCuts, OsiRowCut ** cuts,
- CbcSubProblem ** & nodes,
- double * newSolution);
- /** returns 0 if no solution, 1 if valid solution
- with better objective value than one passed in
- also returns list of nodes
- This does Fractional Diving
- */
- int fathom(CbcModel * model, int & numberNodes,CbcSubProblem ** & nodes);
-
- /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
- virtual void validate();
-
- /// Sets priorities if any
- void setPriorities();
-
- /// Select candidate binary variables for fixing
- void selectBinaryVariables();
-
- /// Set percentage of integer variables to fix at bounds
- void setPercentageToFix(double value) {
- percentageToFix_ = value;
- }
-
- /// Set maximum number of iterations
- void setMaxIterations(int value) {
- maxIterations_ = value;
- }
-
- /// Set maximum number of simplex iterations
- void setMaxSimplexIterations(int value) {
- maxSimplexIterations_ = value;
- }
- /// Get maximum number of simplex iterations
- inline int maxSimplexIterations() const {
- return maxSimplexIterations_;
- }
-
- /// Set maximum number of simplex iterations at root node
- void setMaxSimplexIterationsAtRoot(int value) {
- maxSimplexIterationsAtRoot_ = value;
- }
-
- /// Set maximum time allowed
- void setMaxTime(double value) {
- maxTime_ = value;
- }
-
- /// Tests if the heuristic can run
- virtual bool canHeuristicRun();
-
- /** Selects the next variable to branch on
- Returns true if all the fractional variables can be trivially
- rounded. Returns false, if there is at least one fractional variable
- that is not trivially roundable. In this case, the bestColumn
- returned will not be trivially roundable.
- */
- virtual bool selectVariableToBranch(OsiSolverInterface* solver,
- const double* newSolution,
- int& bestColumn,
- int& bestRound) = 0;
- /** Initializes any data which is going to be used repeatedly
- in selectVariableToBranch */
- virtual void initializeData() {}
-
- /// Perform reduced cost fixing on integer variables
- int reducedCostFix (OsiSolverInterface* solver);
- /// Fix other variables at bounds
- virtual int fixOtherVariables(OsiSolverInterface * solver,
- const double * solution,
- PseudoReducedCost * candidate,
- const double * random);
-
-protected:
- // Data
-
- // Original matrix by column
- CoinPackedMatrix matrix_;
-
- // Original matrix by
- CoinPackedMatrix matrixByRow_;
-
- // Down locks
- unsigned short * downLocks_;
-
- // Up locks
- unsigned short * upLocks_;
-
- /// Extra down array (number Integers long)
- double * downArray_;
-
- /// Extra up array (number Integers long)
- double * upArray_;
-
- /// Array of priorities
- typedef struct {
- unsigned int direction:3; // 0 bit off, 1 bit (0 down first, 1 up first) 2 bit non zero don't try other way
- unsigned int priority:29;
- } PriorityType;
- PriorityType * priority_;
- // Indexes of binary variables with 0 objective coefficient
- // and in variable bound constraints
- std::vector<int> binVarIndex_;
-
- // Indexes of variable bound rows for each binary variable
- std::vector<int> vbRowIndex_;
-
- // Percentage of integer variables to fix at bounds
- double percentageToFix_;
-
- // Maximum time allowed
- double maxTime_;
-
- // Small objective (i.e. treat zero objective as this)
- double smallObjective_;
-
- // Maximum number of major iterations
- int maxIterations_;
-
- // Maximum number of simplex iterations
- int maxSimplexIterations_;
-
- // Maximum number of simplex iterations at root node
- int maxSimplexIterationsAtRoot_;
-
-};
-#endif
-