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authorHarpreet2016-09-03 00:36:51 +0530
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-// $Id: CglProbing.hpp 1201 2014-03-07 17:24:04Z forrest $
-// Copyright (C) 2002, International Business Machines
-// Corporation and others. All Rights Reserved.
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-
-#ifndef CglProbing_H
-#define CglProbing_H
-
-#include <string>
-
-#include "CglCutGenerator.hpp"
- /** Only useful type of disaggregation is most normal
- For now just done for 0-1 variables
- Can be used for building cliques
- */
- typedef struct {
- //unsigned int zeroOne:1; // nonzero if affected variable is 0-1
- //unsigned int whenAtUB:1; // nonzero if fixing happens when this variable at 1
- //unsigned int affectedToUB:1; // nonzero if affected variable fixed to UB
- //unsigned int affected:29; // If 0-1 then 0-1 sequence, otherwise true
- unsigned int affected;
- } disaggregationAction;
-
-/** Probing Cut Generator Class */
-class CglProbing : public CglCutGenerator {
- friend void CglProbingUnitTest(const OsiSolverInterface * siP,
- const std::string mpdDir );
-
-public:
-
-
- /**@name Generate Cuts */
- //@{
- /** Generate probing/disaggregation cuts for the model of the
- solver interface, si.
-
- This is a simplification of probing ideas put into OSL about
- ten years ago. The only known documentation is a copy of a
- talk handout - we think Robin Lougee-Heimer has a copy!
-
- For selected integer variables (e.g. unsatisfied ones) the effect of
- setting them up or down is investigated. Setting a variable up
- may in turn set other variables (continuous as well as integer).
- There are various possible results:
-
- 1) It is shown that problem is infeasible (this may also be
- because objective function or reduced costs show worse than
- best solution). If the other way is feasible we can generate
- a column cut (and continue probing), if not feasible we can
- say problem infeasible.
-
- 2) If both ways are feasible, it can happen that x to 0 implies y to 1
- ** and x to 1 implies y to 1 (again a column cut). More common
- is that x to 0 implies y to 1 and x to 1 implies y to 0 so we could
- substitute for y which might lead later to more powerful cuts.
- ** This is not done in this code as there is no mechanism for
- returning information.
-
- 3) When x to 1 a constraint went slack by c. We can tighten the
- constraint ax + .... <= b (where a may be zero) to
- (a+c)x + .... <= b. If this cut is violated then it is
- generated.
-
- 4) Similarly we can generate implied disaggregation cuts
-
- Note - differences to cuts in OSL.
-
- a) OSL had structures intended to make this faster.
- b) The "chaining" in 2) was done
- c) Row cuts modified original constraint rather than adding cut
- b) This code can cope with general integer variables.
-
- Insert the generated cuts into OsiCut, cs.
-
- If a "snapshot" of a matrix exists then this will be used.
- Presumably this will give global cuts and will be faster.
- No check is done to see if cuts will be global.
-
- Otherwise use current matrix.
-
- Both row cuts and column cuts may be returned
-
- The mode options are:
- 0) Only unsatisfied integer variables will be looked at.
- If no information exists for that variable then
- probing will be done so as a by-product you "may" get a fixing
- or infeasibility. This will be fast and is only available
- if a snapshot exists (otherwise as 1).
- The bounds in the snapshot are the ones used.
- 1) Look at unsatisfied integer variables, using current bounds.
- Probing will be done on all looked at.
- 2) Look at all integer variables, using current bounds.
- Probing will be done on all
-
- ** If generateCutsAndModify is used then new relaxed
- row bounds and tightened column bounds are generated
- Returns number of infeasibilities
- */
- virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
- const CglTreeInfo info = CglTreeInfo());
- int generateCutsAndModify( const OsiSolverInterface & si, OsiCuts & cs,
- CglTreeInfo * info);
- //@}
-
- /**@name snapshot etc */
- //@{
- /** Create a copy of matrix which is to be used
- this is to speed up process and to give global cuts
- Can give an array with 1 set to select, 0 to ignore
- column bounds are tightened
- If array given then values of 1 will be set to 0 if redundant.
- Objective may be added as constraint
- Returns 1 if infeasible otherwise 0
- */
- int snapshot ( const OsiSolverInterface & si,
- char * possible=NULL,
- bool withObjective=true);
- /// Deletes snapshot
- void deleteSnapshot ( );
- /** Creates cliques for use by probing.
- Only cliques >= minimumSize and < maximumSize created
- Can also try and extend cliques as a result of probing (root node).
- Returns number of cliques found.
- */
- int createCliques( OsiSolverInterface & si,
- int minimumSize=2, int maximumSize=100);
- /// Delete all clique information
- void deleteCliques();
- /** Create a fake model by adding cliques
- if type&4 then delete rest of model first,
- if 1 then add proper cliques, 2 add fake cliques */
- OsiSolverInterface * cliqueModel(const OsiSolverInterface * model,
- int type);
- //@}
-
- /**@name Get tighter column bounds */
- //@{
- /// Lower
- const double * tightLower() const;
- /// Upper
- const double * tightUpper() const;
- /// Array which says tighten continuous
- const char * tightenBounds() const
- { return tightenBounds_;}
- //@}
-
- /**@name Get possible freed up row bounds - only valid after mode==3 */
- //@{
- /// Lower
- const double * relaxedRowLower() const;
- /// Upper
- const double * relaxedRowUpper() const;
- //@}
-
- /**@name Change mode */
- //@{
- /// Set
- void setMode(int mode);
- /// Get
- int getMode() const;
- //@}
-
- /**@name Change maxima */
- //@{
- /// Set maximum number of passes per node
- void setMaxPass(int value);
- /// Get maximum number of passes per node
- int getMaxPass() const;
- /// Set log level - 0 none, 1 - a bit, 2 - more details
- void setLogLevel(int value);
- /// Get log level
- int getLogLevel() const;
- /// Set maximum number of unsatisfied variables to look at
- void setMaxProbe(int value);
- /// Get maximum number of unsatisfied variables to look at
- int getMaxProbe() const;
- /// Set maximum number of variables to look at in one probe
- void setMaxLook(int value);
- /// Get maximum number of variables to look at in one probe
- int getMaxLook() const;
- /// Set maximum number of elements in row for it to be considered
- void setMaxElements(int value);
- /// Get maximum number of elements in row for it to be considered
- int getMaxElements() const;
- /// Set maximum number of passes per node (root node)
- void setMaxPassRoot(int value);
- /// Get maximum number of passes per node (root node)
- int getMaxPassRoot() const;
- /// Set maximum number of unsatisfied variables to look at (root node)
- void setMaxProbeRoot(int value);
- /// Get maximum number of unsatisfied variables to look at (root node)
- int getMaxProbeRoot() const;
- /// Set maximum number of variables to look at in one probe (root node)
- void setMaxLookRoot(int value);
- /// Get maximum number of variables to look at in one probe (root node)
- int getMaxLookRoot() const;
- /// Set maximum number of elements in row for it to be considered (root node)
- void setMaxElementsRoot(int value);
- /// Get maximum number of elements in row for it to be considered (root node)
- int getMaxElementsRoot() const;
- /**
- Returns true if may generate Row cuts in tree (rather than root node).
- Used so know if matrix will change in tree. Really
- meant so column cut generators can still be active
- without worrying code.
- Default is true
- */
- virtual bool mayGenerateRowCutsInTree() const;
- //@}
-
- /**@name Get information back from probing */
- //@{
- /// Number looked at this time
- inline int numberThisTime() const
- { return numberThisTime_;}
- /// Which ones looked at this time
- inline const int * lookedAt() const
- { return lookedAt_;}
- //@}
-
- /**@name Stop or restart row cuts (otherwise just fixing from probing) */
- //@{
- /// Set
- /// 0 no cuts, 1 just disaggregation type, 2 coefficient ( 3 both)
- void setRowCuts(int type);
- /// Get
- int rowCuts() const;
- //@}
- /// Clique type
- typedef struct {
- unsigned int equality:1; // nonzero if clique is ==
- } CliqueType;
-
- /**@name Information on cliques */
- //@{
- /// Number of cliques
- inline int numberCliques() const
- { return numberCliques_;}
- /// Clique type
- inline CliqueType * cliqueType() const
- { return cliqueType_;}
- /// Start of each clique
- inline int * cliqueStart() const
- { return cliqueStart_;}
- /// Entries for clique
- inline CliqueEntry * cliqueEntry() const
- { return cliqueEntry_;}
- //@}
-
- /**@name Whether use objective as constraint */
- //@{
- /** Set
- 0 don't
- 1 do
- -1 don't even think about it
- */
- void setUsingObjective(int yesNo);
- /// Get
- int getUsingObjective() const;
- //@}
-
- /**@name Mark which continuous variables are to be tightened */
- //@{
- /// Mark variables to be tightened
- void tightenThese(const OsiSolverInterface & solver, int number, const int * which);
- //@}
-
- /**@name Constructors and destructors */
- //@{
- /// Default constructor
- CglProbing ();
-
- /// Copy constructor
- CglProbing (
- const CglProbing &);
-
- /// Clone
- virtual CglCutGenerator * clone() const;
-
- /// Assignment operator
- CglProbing &
- operator=(
- const CglProbing& rhs);
-
- /// Destructor
- virtual
- ~CglProbing ();
-
- /// 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);
- //@}
-
-private:
-
- // Private member methods
- /**@name probe */
- //@{
- /// Does probing and adding cuts (without cliques and mode_!=0)
- int probe( const OsiSolverInterface & si,
- const OsiRowCutDebugger * debugger,
- OsiCuts & cs,
- double * colLower, double * colUpper, CoinPackedMatrix *rowCopy,
- CoinPackedMatrix *columnCopy,const CoinBigIndex * rowStartPos,
- const int * realRow, const double * rowLower, const double * rowUpper,
- const char * intVar, double * minR, double * maxR, int * markR,
- CglTreeInfo * info);
- /// Does probing and adding cuts (with cliques)
- int probeCliques( const OsiSolverInterface & si,
- const OsiRowCutDebugger * debugger,
- OsiCuts & cs,
- double * colLower, double * colUpper, CoinPackedMatrix *rowCopy,
- CoinPackedMatrix *columnCopy, const int * realRow,
- double * rowLower, double * rowUpper,
- char * intVar, double * minR, double * maxR, int * markR,
- CglTreeInfo * info);
- /// Does probing and adding cuts for clique slacks
- int probeSlacks( const OsiSolverInterface & si,
- const OsiRowCutDebugger * debugger,
- OsiCuts & cs,
- double * colLower, double * colUpper, CoinPackedMatrix *rowCopy,
- CoinPackedMatrix *columnCopy,
- double * rowLower, double * rowUpper,
- char * intVar, double * minR, double * maxR,int * markR,
- CglTreeInfo * info);
- /** Does most of work of generateCuts
- Returns number of infeasibilities */
- int gutsOfGenerateCuts( const OsiSolverInterface & si,
- OsiCuts & cs,
- double * rowLower, double * rowUpper,
- double * colLower, double * colUpper,
- CglTreeInfo * info);
- /// Sets up clique information for each row
- void setupRowCliqueInformation(const OsiSolverInterface & si);
- /** This tightens column bounds (and can declare infeasibility)
- It may also declare rows to be redundant */
- int tighten(double *colLower, double * colUpper,
- const int *column, const double *rowElements,
- const CoinBigIndex *rowStart,const CoinBigIndex * rowStartPos,
- const int * rowLength,
- double *rowLower, double *rowUpper,
- int nRows,int nCols,char * intVar,int maxpass,
- double tolerance);
- /// This just sets minima and maxima on rows
- void tighten2(double *colLower, double * colUpper,
- const int *column, const double *rowElements,
- const CoinBigIndex *rowStart,
- const int * rowLength,
- double *rowLower, double *rowUpper,
- double * minR, double * maxR, int * markR,
- int nRows);
- //@}
-
- // Private member data
-
- struct disaggregation_struct_tag ;
- friend struct CglProbing::disaggregation_struct_tag ;
-
- /**@name Private member data */
- //@{
- /// Row copy (only if snapshot)
- CoinPackedMatrix * rowCopy_;
- /// Column copy (only if snapshot)
- CoinPackedMatrix * columnCopy_;
- /// Lower bounds on rows
- double * rowLower_;
- /// Upper bounds on rows
- double * rowUpper_;
- /// Lower bounds on columns
- double * colLower_;
- /// Upper bounds on columns
- double * colUpper_;
- /// Number of rows in snapshot (or when cliqueRow stuff computed)
- int numberRows_;
- /// Number of columns in problem ( must == current)
- int numberColumns_;
- /// Tolerance to see if infeasible
- double primalTolerance_;
- /** Mode - 0 lazy using snapshot, 1 just unsatisfied, 2 all.
- 16 bit set if want to extend cliques at root node
- */
- int mode_;
- /** Row cuts flag
- 0 no cuts, 1 just disaggregation type, 2 coefficient ( 3 both), 4 just column cuts
- -n as +n but just fixes variables unless at root
- */
- int rowCuts_;
- /// Maximum number of passes to do in probing
- int maxPass_;
- /// Log level - 0 none, 1 - a bit, 2 - more details
- int logLevel_;
- /// Maximum number of unsatisfied variables to probe
- int maxProbe_;
- /// Maximum number of variables to look at in one probe
- int maxStack_;
- /// Maximum number of elements in row for scan
- int maxElements_;
- /// Maximum number of passes to do in probing at root
- int maxPassRoot_;
- /// Maximum number of unsatisfied variables to probe at root
- int maxProbeRoot_;
- /// Maximum number of variables to look at in one probe at root
- int maxStackRoot_;
- /// Maximum number of elements in row for scan at root
- int maxElementsRoot_;
- /// Whether to include objective as constraint
- int usingObjective_;
- /// Number of integer variables
- int numberIntegers_;
- /// Number of 0-1 integer variables
- int number01Integers_;
- /// Number looked at this time
- int numberThisTime_;
- /// Total number of times called
- int totalTimesCalled_;
- /// Which ones looked at this time
- int * lookedAt_;
- /// Disaggregation cuts and for building cliques
- typedef struct disaggregation_struct_tag {
- int sequence; // integer variable
- // index will be NULL if no probing done yet
- int length; // length of newValue
- disaggregationAction * index; // columns whose bounds will be changed
- } disaggregation;
- disaggregation * cutVector_;
- /// Cliques
- /// Number of cliques
- int numberCliques_;
- /// Clique type
- CliqueType * cliqueType_;
- /// Start of each clique
- int * cliqueStart_;
- /// Entries for clique
- CliqueEntry * cliqueEntry_;
- /** Start of oneFixes cliques for a column in matrix or -1 if not
- in any clique */
- int * oneFixStart_;
- /** Start of zeroFixes cliques for a column in matrix or -1 if not
- in any clique */
- int * zeroFixStart_;
- /// End of fixes for a column
- int * endFixStart_;
- /// Clique numbers for one or zero fixes
- int * whichClique_;
- /** For each column with nonzero in row copy this gives a clique "number".
- So first clique mentioned in row is always 0. If no entries for row
- then no cliques. If sequence > numberColumns then not in clique.
- */
- CliqueEntry * cliqueRow_;
- /// cliqueRow_ starts for each row
- int * cliqueRowStart_;
- /// If not null and [i] !=0 then also tighten even if continuous
- char * tightenBounds_;
- //@}
-};
-inline int affectedInDisaggregation(const disaggregationAction & dis)
-{ return dis.affected&0x1fffffff;}
-inline void setAffectedInDisaggregation(disaggregationAction & dis,
- int affected)
-{ dis.affected = affected|(dis.affected&0xe0000000);}
-#ifdef NDEBUG
-inline bool zeroOneInDisaggregation(const disaggregationAction & )
-{ return true;}
-#else
-inline bool zeroOneInDisaggregation(const disaggregationAction & dis)
-//{ return (dis.affected&0x80000000)!=0;}
-{ assert ((dis.affected&0x80000000)!=0); return true;}
-#endif
-inline void setZeroOneInDisaggregation(disaggregationAction & dis,bool zeroOne)
-{ dis.affected = (zeroOne ? 0x80000000 : 0)|(dis.affected&0x7fffffff);}
-inline bool whenAtUBInDisaggregation(const disaggregationAction & dis)
-{ return (dis.affected&0x40000000)!=0;}
-inline void setWhenAtUBInDisaggregation(disaggregationAction & dis,bool whenAtUB)
-{ dis.affected = (whenAtUB ? 0x40000000 : 0)|(dis.affected&0xbfffffff);}
-inline bool affectedToUBInDisaggregation(const disaggregationAction & dis)
-{ return (dis.affected&0x20000000)!=0;}
-inline void setAffectedToUBInDisaggregation(disaggregationAction & dis,bool affectedToUB)
-{ dis.affected = (affectedToUB ? 0x20000000 : 0)|(dis.affected&0xdfffffff);}
-
-//#############################################################################
-/** A function that tests the methods in the CglProbing 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 CglProbingUnitTest(const OsiSolverInterface * siP,
- const std::string mpdDir );
-/// This just uses implication info
-class CglImplication : public CglCutGenerator {
-
-public:
-
- /**@name Generate Cuts */
- //@{
- /** Generate cuts from implication table
- Insert generated cuts into the cut set cs.
- */
- virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
- const CglTreeInfo info = CglTreeInfo());
- //@}
-
- /**@name Constructors and destructors */
- //@{
- /// Default constructor
- CglImplication ();
-
- /// Constructor with info
- CglImplication (CglTreeProbingInfo * info);
-
- /// Copy constructor
- CglImplication (
- const CglImplication &);
-
- /// Clone
- virtual CglCutGenerator * clone() const;
-
- /// Assignment operator
- CglImplication &
- operator=(
- const CglImplication& rhs);
-
- /// Destructor
- virtual
- ~CglImplication ();
- /// Create C++ lines to get to current state
- virtual std::string generateCpp( FILE * fp);
- //@}
- /**@name Set implication */
- //@{
- /// Set implication
- inline void setProbingInfo(CglTreeProbingInfo * info)
- { probingInfo_=info;}
- //@}
-
-private:
- /**@name Private member data */
- //@{
- /// Pointer to tree probing info
- CglTreeProbingInfo * probingInfo_;
- //@}
-};
-#endif