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-// Copyright (C) 2006, International Business Machines
-// Corporation and others. All Rights Reserved.
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-
-#ifndef OsiBranchingObject_H
-#define OsiBranchingObject_H
-
-#include <cassert>
-#include <string>
-#include <vector>
-
-#include "CoinError.hpp"
-#include "CoinTypes.hpp"
-
-class OsiSolverInterface;
-class OsiSolverBranch;
-
-class OsiBranchingObject;
-class OsiBranchingInformation;
-
-//#############################################################################
-//This contains the abstract base class for an object and for branching.
-//It also contains a simple integer class
-//#############################################################################
-
-/** Abstract base class for `objects'.
-
- The branching model used in Osi is based on the idea of an <i>object</i>.
- In the abstract, an object is something that has a feasible region, can be
- evaluated for infeasibility, can be branched on (<i>i.e.</i>, there's some
- constructive action to be taken to move toward feasibility), and allows
- comparison of the effect of branching.
-
- This class (OsiObject) is the base class for an object. To round out the
- branching model, the class OsiBranchingObject describes how to perform a
- branch, and the class OsiBranchDecision describes how to compare two
- OsiBranchingObjects.
-
- To create a new type of object you need to provide three methods:
- #infeasibility(), #feasibleRegion(), and #createBranch(), described below.
-
- This base class is primarily virtual to allow for any form of structure.
- Any form of discontinuity is allowed.
-
- As there is an overhead in getting information from solvers and because
- other useful information is available there is also an OsiBranchingInformation
- class which can contain pointers to information.
- If used it must at minimum contain pointers to current value of objective,
- maximum allowed objective and pointers to arrays for bounds and solution
- and direction of optimization. Also integer and primal tolerance.
-
- Classes which inherit might have other information such as depth, number of
- solutions, pseudo-shadow prices etc etc.
- May be easier just to throw in here - as I keep doing
-*/
-class OsiObject {
-
-public:
-
- /// Default Constructor
- OsiObject ();
-
- /// Copy constructor
- OsiObject ( const OsiObject &);
-
- /// Assignment operator
- OsiObject & operator=( const OsiObject& rhs);
-
- /// Clone
- virtual OsiObject * clone() const=0;
-
- /// Destructor
- virtual ~OsiObject ();
-
- /** Infeasibility of the object
-
- This is some measure of the infeasibility of the object. 0.0
- indicates that the object is satisfied.
-
- The preferred branching direction is returned in whichWay, where for
- normal two-way branching 0 is down, 1 is up
-
- This is used to prepare for strong branching but should also think of
- case when no strong branching
-
- The object may also compute an estimate of cost of going "up" or "down".
- This will probably be based on pseudo-cost ideas
-
- This should also set mutable infeasibility_ and whichWay_
- This is for instant re-use for speed
-
- Default for this just calls infeasibility with OsiBranchingInformation
- NOTE - Convention says that an infeasibility of COIN_DBL_MAX means
- object has worked out it can't be satisfied!
- */
- double infeasibility(const OsiSolverInterface * solver,int &whichWay) const ;
- // Faster version when more information available
- virtual double infeasibility(const OsiBranchingInformation * info, int &whichWay) const =0;
- // This does NOT set mutable stuff
- virtual double checkInfeasibility(const OsiBranchingInformation * info) const;
-
- /** For the variable(s) referenced by the object,
- look at the current solution and set bounds to match the solution.
- Returns measure of how much it had to move solution to make feasible
- */
- virtual double feasibleRegion(OsiSolverInterface * solver) const ;
- /** For the variable(s) referenced by the object,
- look at the current solution and set bounds to match the solution.
- Returns measure of how much it had to move solution to make feasible
- Faster version
- */
- virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const =0;
-
- /** Create a branching object and indicate which way to branch first.
-
- The branching object has to know how to create branches (fix
- variables, etc.)
- */
- virtual OsiBranchingObject * createBranch(OsiSolverInterface * /*solver*/,
- const OsiBranchingInformation * /*info*/,
- int /*way*/) const {throw CoinError("Need code","createBranch","OsiBranchingObject"); return NULL; }
-
- /** \brief Return true if object can take part in normal heuristics
- */
- virtual bool canDoHeuristics() const
- {return true;}
- /** \brief Return true if object can take part in move to nearest heuristic
- */
- virtual bool canMoveToNearest() const
- {return false;}
- /** Column number if single column object -1 otherwise,
- Used by heuristics
- */
- virtual int columnNumber() const;
- /// Return Priority - note 1 is highest priority
- inline int priority() const
- { return priority_;}
- /// Set priority
- inline void setPriority(int priority)
- { priority_ = priority;}
- /** \brief Return true if branch should only bound variables
- */
- virtual bool boundBranch() const
- {return true;}
- /// Return true if knows how to deal with Pseudo Shadow Prices
- virtual bool canHandleShadowPrices() const
- { return false;}
- /// Return maximum number of ways branch may have
- inline int numberWays() const
- { return numberWays_;}
- /// Set maximum number of ways branch may have
- inline void setNumberWays(int numberWays)
- { numberWays_ = static_cast<short int>(numberWays) ; }
- /** Return preferred way to branch. If two
- then way=0 means down and 1 means up, otherwise
- way points to preferred branch
- */
- inline void setWhichWay(int way)
- { whichWay_ = static_cast<short int>(way) ; }
- /** Return current preferred way to branch. If two
- then way=0 means down and 1 means up, otherwise
- way points to preferred branch
- */
- inline int whichWay() const
- { return whichWay_;}
- /// Get pre-emptive preferred way of branching - -1 off, 0 down, 1 up (for 2-way)
- virtual int preferredWay() const
- { return -1;}
- /// Return infeasibility
- inline double infeasibility() const
- { return infeasibility_;}
- /// Return "up" estimate (default 1.0e-5)
- virtual double upEstimate() const;
- /// Return "down" estimate (default 1.0e-5)
- virtual double downEstimate() const;
- /** Reset variable bounds to their original values.
- Bounds may be tightened, so it may be good to be able to reset them to
- their original values.
- */
- virtual void resetBounds(const OsiSolverInterface * ) {}
- /** Change column numbers after preprocessing
- */
- virtual void resetSequenceEtc(int , const int * ) {}
- /// Updates stuff like pseudocosts before threads
- virtual void updateBefore(const OsiObject * ) {}
- /// Updates stuff like pseudocosts after threads finished
- virtual void updateAfter(const OsiObject * , const OsiObject * ) {}
-
-protected:
- /// data
-
- /// Computed infeasibility
- mutable double infeasibility_;
- /// Computed preferred way to branch
- mutable short whichWay_;
- /// Maximum number of ways on branch
- short numberWays_;
- /// Priority
- int priority_;
-
-};
-/// Define a class to add a bit of complexity to OsiObject
-/// This assumes 2 way branching
-
-
-class OsiObject2 : public OsiObject {
-
-public:
-
- /// Default Constructor
- OsiObject2 ();
-
- /// Copy constructor
- OsiObject2 ( const OsiObject2 &);
-
- /// Assignment operator
- OsiObject2 & operator=( const OsiObject2& rhs);
-
- /// Destructor
- virtual ~OsiObject2 ();
-
- /// Set preferred way of branching - -1 off, 0 down, 1 up (for 2-way)
- inline void setPreferredWay(int value)
- {preferredWay_=value;}
-
- /// Get preferred way of branching - -1 off, 0 down, 1 up (for 2-way)
- virtual int preferredWay() const
- { return preferredWay_;}
-protected:
- /// Preferred way of branching - -1 off, 0 down, 1 up (for 2-way)
- int preferredWay_;
- /// "Infeasibility" on other way
- mutable double otherInfeasibility_;
-
-};
-
-/** \brief Abstract branching object base class
-
- In the abstract, an OsiBranchingObject contains instructions for how to
- branch. We want an abstract class so that we can describe how to branch on
- simple objects (<i>e.g.</i>, integers) and more exotic objects
- (<i>e.g.</i>, cliques or hyperplanes).
-
- The #branch() method is the crucial routine: it is expected to be able to
- step through a set of branch arms, executing the actions required to create
- each subproblem in turn. The base class is primarily virtual to allow for
- a wide range of problem modifications.
-
- See OsiObject for an overview of the two classes (OsiObject and
- OsiBranchingObject) which make up Osi's branching
- model.
-*/
-
-class OsiBranchingObject {
-
-public:
-
- /// Default Constructor
- OsiBranchingObject ();
-
- /// Constructor
- OsiBranchingObject (OsiSolverInterface * solver, double value);
-
- /// Copy constructor
- OsiBranchingObject ( const OsiBranchingObject &);
-
- /// Assignment operator
- OsiBranchingObject & operator=( const OsiBranchingObject& rhs);
-
- /// Clone
- virtual OsiBranchingObject * clone() const=0;
-
- /// Destructor
- virtual ~OsiBranchingObject ();
-
- /// The number of branch arms created for this branching object
- inline int numberBranches() const
- {return numberBranches_;}
-
- /// The number of branch arms left for this branching object
- inline int numberBranchesLeft() const
- {return numberBranches_-branchIndex_;}
-
- /// Increment the number of branch arms left for this branching object
- inline void incrementNumberBranchesLeft()
- { numberBranches_ ++;}
-
- /** Set the number of branch arms left for this branching object
- Just for forcing
- */
- inline void setNumberBranchesLeft(int /*value*/)
- {/*assert (value==1&&!branchIndex_);*/ numberBranches_=1;}
-
- /// Decrement the number of branch arms left for this branching object
- inline void decrementNumberBranchesLeft()
- {branchIndex_++;}
-
- /** \brief Execute the actions required to branch, as specified by the
- current state of the branching object, and advance the object's
- state.
- Returns change in guessed objective on next branch
- */
- virtual double branch(OsiSolverInterface * solver)=0;
- /** \brief Execute the actions required to branch, as specified by the
- current state of the branching object, and advance the object's
- state.
- Returns change in guessed objective on next branch
- */
- virtual double branch() {return branch(NULL);}
- /** \brief Return true if branch should fix variables
- */
- virtual bool boundBranch() const
- {return true;}
- /** Get the state of the branching object
- This is just the branch index
- */
- inline int branchIndex() const
- {return branchIndex_;}
-
- /** Set the state of the branching object.
- */
- inline void setBranchingIndex(int branchIndex)
- { branchIndex_ = static_cast<short int>(branchIndex) ; }
-
- /// Current value
- inline double value() const
- {return value_;}
-
- /// Return pointer back to object which created
- inline const OsiObject * originalObject() const
- {return originalObject_;}
- /// Set pointer back to object which created
- inline void setOriginalObject(const OsiObject * object)
- {originalObject_=object;}
- /** Double checks in case node can change its mind!
- Returns objective value
- Can change objective etc */
- virtual void checkIsCutoff(double ) {}
- /// For debug
- int columnNumber() const;
- /** \brief Print something about branch - only if log level high
- */
- virtual void print(const OsiSolverInterface * =NULL) const {}
-
-protected:
-
- /// Current value - has some meaning about branch
- double value_;
-
- /// Pointer back to object which created
- const OsiObject * originalObject_;
-
- /** Number of branches
- */
- int numberBranches_;
-
- /** The state of the branching object. i.e. branch index
- This starts at 0 when created
- */
- short branchIndex_;
-
-};
-/* This contains information
- This could also contain pseudo shadow prices
- or information for dealing with computing and trusting pseudo-costs
-*/
-class OsiBranchingInformation {
-
-public:
-
- /// Default Constructor
- OsiBranchingInformation ();
-
- /** Useful Constructor
- (normalSolver true if has matrix etc etc)
- copySolution true if constructot should make a copy
- */
- OsiBranchingInformation (const OsiSolverInterface * solver, bool normalSolver,bool copySolution=false);
-
- /// Copy constructor
- OsiBranchingInformation ( const OsiBranchingInformation &);
-
- /// Assignment operator
- OsiBranchingInformation & operator=( const OsiBranchingInformation& rhs);
-
- /// Clone
- virtual OsiBranchingInformation * clone() const;
-
- /// Destructor
- virtual ~OsiBranchingInformation ();
-
- // Note public
-public:
- /// data
-
- /** State of search
- 0 - no solution
- 1 - only heuristic solutions
- 2 - branched to a solution
- 3 - no solution but many nodes
- */
- int stateOfSearch_;
- /// Value of objective function (in minimization sense)
- double objectiveValue_;
- /// Value of objective cutoff (in minimization sense)
- double cutoff_;
- /// Direction 1.0 for minimization, -1.0 for maximization
- double direction_;
- /// Integer tolerance
- double integerTolerance_;
- /// Primal tolerance
- double primalTolerance_;
- /// Maximum time remaining before stopping on time
- double timeRemaining_;
- /// Dual to use if row bound violated (if negative then pseudoShadowPrices off)
- double defaultDual_;
- /// Pointer to solver
- mutable const OsiSolverInterface * solver_;
- /// The number of columns
- int numberColumns_;
- /// Pointer to current lower bounds on columns
- mutable const double * lower_;
- /// Pointer to current solution
- mutable const double * solution_;
- /// Pointer to current upper bounds on columns
- mutable const double * upper_;
- /// Highly optional target (hot start) solution
- const double * hotstartSolution_;
- /// Pointer to duals
- const double * pi_;
- /// Pointer to row activity
- const double * rowActivity_;
- /// Objective
- const double * objective_;
- /// Pointer to current lower bounds on rows
- const double * rowLower_;
- /// Pointer to current upper bounds on rows
- const double * rowUpper_;
- /// Elements in column copy of matrix
- const double * elementByColumn_;
- /// Column starts
- const CoinBigIndex * columnStart_;
- /// Column lengths
- const int * columnLength_;
- /// Row indices
- const int * row_;
- /** Useful region of length CoinMax(numberColumns,2*numberRows)
- This is allocated and deleted before OsiObject::infeasibility
- It is zeroed on entry and should be so on exit
- It only exists if defaultDual_>=0.0
- */
- double * usefulRegion_;
- /// Useful index region to go with usefulRegion_
- int * indexRegion_;
- /// Number of solutions found
- int numberSolutions_;
- /// Number of branching solutions found (i.e. exclude heuristics)
- int numberBranchingSolutions_;
- /// Depth in tree
- int depth_;
- /// TEMP
- bool owningSolution_;
-};
-
-/// This just adds two-wayness to a branching object
-
-class OsiTwoWayBranchingObject : public OsiBranchingObject {
-
-public:
-
- /// Default constructor
- OsiTwoWayBranchingObject ();
-
- /** Create a standard tw0-way branch object
-
- Specifies a simple two-way branch.
- Specify way = -1 to set the object state to perform the down arm first,
- way = 1 for the up arm.
- */
- OsiTwoWayBranchingObject (OsiSolverInterface *solver,const OsiObject * originalObject,
- int way , double value) ;
-
- /// Copy constructor
- OsiTwoWayBranchingObject ( const OsiTwoWayBranchingObject &);
-
- /// Assignment operator
- OsiTwoWayBranchingObject & operator= (const OsiTwoWayBranchingObject& rhs);
-
- /// Destructor
- virtual ~OsiTwoWayBranchingObject ();
-
- using OsiBranchingObject::branch ;
- /** \brief Sets the bounds for the variable according to the current arm
- of the branch and advances the object state to the next arm.
- state.
- Returns change in guessed objective on next branch
- */
- virtual double branch(OsiSolverInterface * solver)=0;
-
- inline int firstBranch() const { return firstBranch_; }
- /// Way returns -1 on down +1 on up
- inline int way() const
- { return !branchIndex_ ? firstBranch_ : -firstBranch_;}
-protected:
- /// Which way was first branch -1 = down, +1 = up
- int firstBranch_;
-};
-/// Define a single integer class
-
-
-class OsiSimpleInteger : public OsiObject2 {
-
-public:
-
- /// Default Constructor
- OsiSimpleInteger ();
-
- /// Useful constructor - passed solver index
- OsiSimpleInteger (const OsiSolverInterface * solver, int iColumn);
-
- /// Useful constructor - passed solver index and original bounds
- OsiSimpleInteger (int iColumn, double lower, double upper);
-
- /// Copy constructor
- OsiSimpleInteger ( const OsiSimpleInteger &);
-
- /// Clone
- virtual OsiObject * clone() const;
-
- /// Assignment operator
- OsiSimpleInteger & operator=( const OsiSimpleInteger& rhs);
-
- /// Destructor
- virtual ~OsiSimpleInteger ();
-
- using OsiObject::infeasibility ;
- /// Infeasibility - large is 0.5
- virtual double infeasibility(const OsiBranchingInformation * info, int & whichWay) const;
-
- using OsiObject::feasibleRegion ;
- /** Set bounds to fix the variable at the current (integer) value.
-
- Given an integer value, set the lower and upper bounds to fix the
- variable. Returns amount it had to move variable.
- */
- virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const;
-
- /** Creates a branching object
-
- The preferred direction is set by \p way, 0 for down, 1 for up.
- */
- virtual OsiBranchingObject * createBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) const;
-
-
- /// Set solver column number
- inline void setColumnNumber(int value)
- {columnNumber_=value;}
-
- /** Column number if single column object -1 otherwise,
- so returns >= 0
- Used by heuristics
- */
- virtual int columnNumber() const;
-
- /// Original bounds
- inline double originalLowerBound() const
- { return originalLower_;}
- inline void setOriginalLowerBound(double value)
- { originalLower_=value;}
- inline double originalUpperBound() const
- { return originalUpper_;}
- inline void setOriginalUpperBound(double value)
- { originalUpper_=value;}
- /** Reset variable bounds to their original values.
- Bounds may be tightened, so it may be good to be able to reset them to
- their original values.
- */
- virtual void resetBounds(const OsiSolverInterface * solver) ;
- /** Change column numbers after preprocessing
- */
- virtual void resetSequenceEtc(int numberColumns, const int * originalColumns);
-
- /// Return "up" estimate (default 1.0e-5)
- virtual double upEstimate() const;
- /// Return "down" estimate (default 1.0e-5)
- virtual double downEstimate() const;
- /// Return true if knows how to deal with Pseudo Shadow Prices
- virtual bool canHandleShadowPrices() const
- { return false;}
-protected:
- /// data
- /// Original lower bound
- double originalLower_;
- /// Original upper bound
- double originalUpper_;
- /// Column number in solver
- int columnNumber_;
-
-};
-/** Simple branching object for an integer variable
-
- This object can specify a two-way branch on an integer variable. For each
- arm of the branch, the upper and lower bounds on the variable can be
- independently specified. 0 -> down, 1-> up.
-*/
-
-class OsiIntegerBranchingObject : public OsiTwoWayBranchingObject {
-
-public:
-
- /// Default constructor
- OsiIntegerBranchingObject ();
-
- /** Create a standard floor/ceiling branch object
-
- Specifies a simple two-way branch. Let \p value = x*. One arm of the
- branch will be lb <= x <= floor(x*), the other ceil(x*) <= x <= ub.
- Specify way = -1 to set the object state to perform the down arm first,
- way = 1 for the up arm.
- */
- OsiIntegerBranchingObject (OsiSolverInterface *solver,const OsiSimpleInteger * originalObject,
- int way , double value) ;
- /** Create a standard floor/ceiling branch object
-
- Specifies a simple two-way branch in a more flexible way. One arm of the
- branch will be lb <= x <= downUpperBound, the other upLowerBound <= x <= ub.
- Specify way = -1 to set the object state to perform the down arm first,
- way = 1 for the up arm.
- */
- OsiIntegerBranchingObject (OsiSolverInterface *solver,const OsiSimpleInteger * originalObject,
- int way , double value, double downUpperBound, double upLowerBound) ;
-
- /// Copy constructor
- OsiIntegerBranchingObject ( const OsiIntegerBranchingObject &);
-
- /// Assignment operator
- OsiIntegerBranchingObject & operator= (const OsiIntegerBranchingObject& rhs);
-
- /// Clone
- virtual OsiBranchingObject * clone() const;
-
- /// Destructor
- virtual ~OsiIntegerBranchingObject ();
-
- using OsiBranchingObject::branch ;
- /** \brief Sets the bounds for the variable according to the current arm
- of the branch and advances the object state to the next arm.
- state.
- Returns change in guessed objective on next branch
- */
- virtual double branch(OsiSolverInterface * solver);
-
- using OsiBranchingObject::print ;
- /** \brief Print something about branch - only if log level high
- */
- virtual void print(const OsiSolverInterface * solver=NULL);
-
-protected:
- // Probably could get away with just value which is already stored
- /// Lower [0] and upper [1] bounds for the down arm (way_ = -1)
- double down_[2];
- /// Lower [0] and upper [1] bounds for the up arm (way_ = 1)
- double up_[2];
-};
-
-
-/** Define Special Ordered Sets of type 1 and 2. These do not have to be
- integer - so do not appear in lists of integers.
-
- which_ points columns of matrix
-*/
-
-
-class OsiSOS : public OsiObject2 {
-
-public:
-
- // Default Constructor
- OsiSOS ();
-
- /** Useful constructor - which are indices
- and weights are also given. If null then 0,1,2..
- type is SOS type
- */
- OsiSOS (const OsiSolverInterface * solver, int numberMembers,
- const int * which, const double * weights, int type=1);
-
- // Copy constructor
- OsiSOS ( const OsiSOS &);
-
- /// Clone
- virtual OsiObject * clone() const;
-
- // Assignment operator
- OsiSOS & operator=( const OsiSOS& rhs);
-
- // Destructor
- virtual ~OsiSOS ();
-
- using OsiObject::infeasibility ;
- /// Infeasibility - large is 0.5
- virtual double infeasibility(const OsiBranchingInformation * info,int & whichWay) const;
-
- using OsiObject::feasibleRegion ;
- /** Set bounds to fix the variable at the current (integer) value.
-
- Given an integer value, set the lower and upper bounds to fix the
- variable. Returns amount it had to move variable.
- */
- virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const;
-
- /** Creates a branching object
-
- The preferred direction is set by \p way, 0 for down, 1 for up.
- */
- virtual OsiBranchingObject * createBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) const;
- /// Return "up" estimate (default 1.0e-5)
- virtual double upEstimate() const;
- /// Return "down" estimate (default 1.0e-5)
- virtual double downEstimate() const;
-
- /// Redoes data when sequence numbers change
- virtual void resetSequenceEtc(int numberColumns, const int * originalColumns);
-
- /// Number of members
- inline int numberMembers() const
- {return numberMembers_;}
-
- /// Members (indices in range 0 ... numberColumns-1)
- inline const int * members() const
- {return members_;}
-
- /// SOS type
- inline int sosType() const
- {return sosType_;}
-
- /// SOS type
- inline int setType() const
- {return sosType_;}
-
- /** Array of weights */
- inline const double * weights() const
- { return weights_;}
-
- /** \brief Return true if object can take part in normal heuristics
- */
- virtual bool canDoHeuristics() const
- {return (sosType_==1&&integerValued_);}
- /// Set whether set is integer valued or not
- inline void setIntegerValued(bool yesNo)
- { integerValued_=yesNo;}
- /// Return true if knows how to deal with Pseudo Shadow Prices
- virtual bool canHandleShadowPrices() const
- { return true;}
- /// Set number of members
- inline void setNumberMembers(int value)
- {numberMembers_=value;}
-
- /// Members (indices in range 0 ... numberColumns-1)
- inline int * mutableMembers() const
- {return members_;}
-
- /// Set SOS type
- inline void setSosType(int value)
- {sosType_=value;}
-
- /** Array of weights */
- inline double * mutableWeights() const
- { return weights_;}
-protected:
- /// data
-
- /// Members (indices in range 0 ... numberColumns-1)
- int * members_;
- /// Weights
- double * weights_;
-
- /// Number of members
- int numberMembers_;
- /// SOS type
- int sosType_;
- /// Whether integer valued
- bool integerValued_;
-};
-
-/** Branching object for Special ordered sets
-
- */
-class OsiSOSBranchingObject : public OsiTwoWayBranchingObject {
-
-public:
-
- // Default Constructor
- OsiSOSBranchingObject ();
-
- // Useful constructor
- OsiSOSBranchingObject (OsiSolverInterface * solver, const OsiSOS * originalObject,
- int way,
- double separator);
-
- // Copy constructor
- OsiSOSBranchingObject ( const OsiSOSBranchingObject &);
-
- // Assignment operator
- OsiSOSBranchingObject & operator=( const OsiSOSBranchingObject& rhs);
-
- /// Clone
- virtual OsiBranchingObject * clone() const;
-
- // Destructor
- virtual ~OsiSOSBranchingObject ();
-
- using OsiBranchingObject::branch ;
- /// Does next branch and updates state
- virtual double branch(OsiSolverInterface * solver);
-
- using OsiBranchingObject::print ;
- /** \brief Print something about branch - only if log level high
- */
- virtual void print(const OsiSolverInterface * solver=NULL);
-private:
- /// data
-};
-/** Lotsize class */
-
-
-class OsiLotsize : public OsiObject2 {
-
-public:
-
- // Default Constructor
- OsiLotsize ();
-
- /* Useful constructor - passed model index.
- Also passed valid values - if range then pairs
- */
- OsiLotsize (const OsiSolverInterface * solver, int iColumn,
- int numberPoints, const double * points, bool range=false);
-
- // Copy constructor
- OsiLotsize ( const OsiLotsize &);
-
- /// Clone
- virtual OsiObject * clone() const;
-
- // Assignment operator
- OsiLotsize & operator=( const OsiLotsize& rhs);
-
- // Destructor
- virtual ~OsiLotsize ();
-
- using OsiObject::infeasibility ;
- /// Infeasibility - large is 0.5
- virtual double infeasibility(const OsiBranchingInformation * info, int & whichWay) const;
-
- using OsiObject::feasibleRegion ;
- /** Set bounds to contain the current solution.
-
- More precisely, for the variable associated with this object, take the
- value given in the current solution, force it within the current bounds
- if required, then set the bounds to fix the variable at the integer
- nearest the solution value. Returns amount it had to move variable.
- */
- virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const;
-
- /** Creates a branching object
-
- The preferred direction is set by \p way, 0 for down, 1 for up.
- */
- virtual OsiBranchingObject * createBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) const;
-
-
- /// Set solver column number
- inline void setColumnNumber(int value)
- {columnNumber_=value;}
-
- /** Column number if single column object -1 otherwise,
- so returns >= 0
- Used by heuristics
- */
- virtual int columnNumber() const;
- /** Reset original upper and lower bound values from the solver.
-
- Handy for updating bounds held in this object after bounds held in the
- solver have been tightened.
- */
- virtual void resetBounds(const OsiSolverInterface * solver);
-
- /** Finds range of interest so value is feasible in range range_ or infeasible
- between hi[range_] and lo[range_+1]. Returns true if feasible.
- */
- bool findRange(double value, double integerTolerance) const;
-
- /** Returns floor and ceiling
- */
- virtual void floorCeiling(double & floorLotsize, double & ceilingLotsize, double value,
- double tolerance) const;
-
- /// Original bounds
- inline double originalLowerBound() const
- { return bound_[0];}
- inline double originalUpperBound() const
- { return bound_[rangeType_*numberRanges_-1];}
- /// Type - 1 points, 2 ranges
- inline int rangeType() const
- { return rangeType_;}
- /// Number of points
- inline int numberRanges() const
- { return numberRanges_;}
- /// Ranges
- inline double * bound() const
- { return bound_;}
- /** Change column numbers after preprocessing
- */
- virtual void resetSequenceEtc(int numberColumns, const int * originalColumns);
-
- /// Return "up" estimate (default 1.0e-5)
- virtual double upEstimate() const;
- /// Return "down" estimate (default 1.0e-5)
- virtual double downEstimate() const;
- /// Return true if knows how to deal with Pseudo Shadow Prices
- virtual bool canHandleShadowPrices() const
- { return true;}
- /** \brief Return true if object can take part in normal heuristics
- */
- virtual bool canDoHeuristics() const
- {return false;}
-
-private:
- /// data
-
- /// Column number in model
- int columnNumber_;
- /// Type - 1 points, 2 ranges
- int rangeType_;
- /// Number of points
- int numberRanges_;
- // largest gap
- double largestGap_;
- /// Ranges
- double * bound_;
- /// Current range
- mutable int range_;
-};
-
-
-/** Lotsize branching object
-
- This object can specify a two-way branch on an integer variable. For each
- arm of the branch, the upper and lower bounds on the variable can be
- independently specified.
-
- Variable_ holds the index of the integer variable in the integerVariable_
- array of the model.
-*/
-
-class OsiLotsizeBranchingObject : public OsiTwoWayBranchingObject {
-
-public:
-
- /// Default constructor
- OsiLotsizeBranchingObject ();
-
- /** Create a lotsize floor/ceiling branch object
-
- Specifies a simple two-way branch. Let \p value = x*. One arm of the
- branch will be is lb <= x <= valid range below(x*), the other valid range above(x*) <= x <= ub.
- Specify way = -1 to set the object state to perform the down arm first,
- way = 1 for the up arm.
- */
- OsiLotsizeBranchingObject (OsiSolverInterface *solver,const OsiLotsize * originalObject,
- int way , double value) ;
-
- /// Copy constructor
- OsiLotsizeBranchingObject ( const OsiLotsizeBranchingObject &);
-
- /// Assignment operator
- OsiLotsizeBranchingObject & operator= (const OsiLotsizeBranchingObject& rhs);
-
- /// Clone
- virtual OsiBranchingObject * clone() const;
-
- /// Destructor
- virtual ~OsiLotsizeBranchingObject ();
-
- using OsiBranchingObject::branch ;
- /** \brief Sets the bounds for the variable according to the current arm
- of the branch and advances the object state to the next arm.
- state.
- Returns change in guessed objective on next branch
- */
- virtual double branch(OsiSolverInterface * solver);
-
- using OsiBranchingObject::print ;
- /** \brief Print something about branch - only if log level high
- */
- virtual void print(const OsiSolverInterface * solver=NULL);
-
-protected:
- /// Lower [0] and upper [1] bounds for the down arm (way_ = -1)
- double down_[2];
- /// Lower [0] and upper [1] bounds for the up arm (way_ = 1)
- double up_[2];
-};
-#endif