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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +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