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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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+/* $Id: CbcCutGenerator.hpp 2081 2014-09-25 11:31:17Z forrest $ */
+// Copyright (C) 2003, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CbcCutGenerator_H
+#define CbcCutGenerator_H
+
+#include "OsiSolverInterface.hpp"
+#include "OsiCuts.hpp"
+#include "CglCutGenerator.hpp"
+#include "CbcCutModifier.hpp"
+
+class CbcModel;
+class OsiRowCut;
+class OsiRowCutDebugger;
+
+//#############################################################################
+
+/** Interface between Cbc and Cut Generation Library.
+
+ \c CbcCutGenerator is intended to provide an intelligent interface between
+ Cbc and the cutting plane algorithms in the CGL. A \c CbcCutGenerator is
+ bound to a \c CglCutGenerator and to an \c CbcModel. It contains parameters
+ which control when and how the \c generateCuts method of the
+ \c CglCutGenerator will be called.
+
+ The builtin decision criteria available to use when deciding whether to
+ generate cuts are limited: every <i>X</i> nodes, when a solution is found,
+ and when a subproblem is found to be infeasible. The idea is that the class
+ will grow more intelligent with time.
+
+ \todo Add a pointer to function member which will allow a client to install
+ their own decision algorithm to decide whether or not to call the CGL
+ \p generateCuts method. Create a default decision method that looks
+ at the builtin criteria.
+
+ \todo It strikes me as not good that generateCuts contains code specific to
+ individual CGL algorithms. Another set of pointer to function members,
+ so that the client can specify the cut generation method as well as
+ pre- and post-generation methods? Taken a bit further, should this
+ class contain a bunch of pointer to function members, one for each
+ of the places where the cut generator might be referenced?
+ Initialization, root node, search tree node, discovery of solution,
+ and termination all come to mind. Initialization and termination would
+ also be useful for instrumenting cbc.
+*/
+
+class CbcCutGenerator {
+
+public:
+
+ /** \name Generate Cuts */
+ //@{
+ /** Generate cuts for the client model.
+
+ Evaluate the state of the client model and decide whether to generate cuts.
+ The generated cuts are inserted into and returned in the collection of cuts
+ \p cs.
+
+ If \p fullScan is !=0, the generator is obliged to call the CGL
+ \c generateCuts routine. Otherwise, it is free to make a local decision.
+ Negative fullScan says things like at integer solution
+ The current implementation uses \c whenCutGenerator_ to decide.
+
+ The routine returns true if reoptimisation is needed (because the state of
+ the solver interface has been modified).
+
+ If node then can find out depth
+ */
+ bool generateCuts( OsiCuts &cs, int fullScan, OsiSolverInterface * solver,
+ CbcNode * node);
+ //@}
+
+
+ /**@name Constructors and destructors */
+ //@{
+ /// Default constructor
+ CbcCutGenerator ();
+
+ /// Normal constructor
+ CbcCutGenerator(CbcModel * model, CglCutGenerator * generator,
+ int howOften = 1, const char * name = NULL,
+ bool normal = true, bool atSolution = false,
+ bool infeasible = false, int howOftenInsub = -100,
+ int whatDepth = -1, int whatDepthInSub = -1, int switchOffIfLessThan = 0);
+
+ /// Copy constructor
+ CbcCutGenerator (const CbcCutGenerator &);
+
+ /// Assignment operator
+ CbcCutGenerator & operator=(const CbcCutGenerator& rhs);
+
+ /// Destructor
+ ~CbcCutGenerator ();
+ //@}
+
+ /**@name Gets and sets */
+ //@{
+ /** Set the client model.
+
+ In addition to setting the client model, refreshModel also calls
+ the \c refreshSolver method of the CglCutGenerator object.
+ */
+ void refreshModel(CbcModel * model);
+
+ /// return name of generator
+ inline const char * cutGeneratorName() const {
+ return generatorName_;
+ }
+
+ /// Create C++ lines to show how to tune
+ void generateTuning( FILE * fp);
+ /** Set the cut generation interval
+
+ Set the number of nodes evaluated between calls to the Cgl object's
+ \p generateCuts routine.
+
+ If \p value is positive, cuts will always be generated at the specified
+ interval.
+ If \p value is negative, cuts will initially be generated at the specified
+ interval, but Cbc may adjust the value depending on the success of cuts
+ produced by this generator.
+
+ A value of -100 disables the generator, while a value of -99 means
+ just at root.
+ */
+ void setHowOften(int value) ;
+
+ /// Get the cut generation interval.
+ inline int howOften() const {
+ return whenCutGenerator_;
+ }
+ /// Get the cut generation interval.in sub tree
+ inline int howOftenInSub() const {
+ return whenCutGeneratorInSub_;
+ }
+ /// Get level of cut inaccuracy (0 means exact e.g. cliques)
+ inline int inaccuracy() const {
+ return inaccuracy_;
+ }
+ /// Set level of cut inaccuracy (0 means exact e.g. cliques)
+ inline void setInaccuracy(int level) {
+ inaccuracy_ = level;
+ }
+
+ /** Set the cut generation depth
+
+ Set the depth criterion for calls to the Cgl object's
+ \p generateCuts routine. Only active if > 0.
+
+ If whenCutGenerator is positive and this is positive then this overrides.
+ If whenCutGenerator is -1 then this is used as criterion if any cuts
+ were generated at root node.
+ If whenCutGenerator is anything else this is ignored.
+ */
+ void setWhatDepth(int value) ;
+ /// Set the cut generation depth in sub tree
+ void setWhatDepthInSub(int value) ;
+ /// Get the cut generation depth criterion.
+ inline int whatDepth() const {
+ return depthCutGenerator_;
+ }
+ /// Get the cut generation depth criterion.in sub tree
+ inline int whatDepthInSub() const {
+ return depthCutGeneratorInSub_;
+ }
+ /// Set maximum number of times to enter
+ inline void setMaximumTries(int value)
+ { maximumTries_ = value;}
+ /// Get maximum number of times to enter
+ inline int maximumTries() const
+ { return maximumTries_;}
+
+ /// Get switches
+ inline int switches() const {
+ return switches_;
+ }
+ /// Set switches (for copying from virgin state)
+ inline void setSwitches(int value) {
+ switches_ = value;
+ }
+ /// Get whether the cut generator should be called in the normal place
+ inline bool normal() const {
+ return (switches_&1) != 0;
+ }
+ /// Set whether the cut generator should be called in the normal place
+ inline void setNormal(bool value) {
+ switches_ &= ~1;
+ switches_ |= value ? 1 : 0;
+ }
+ /// Get whether the cut generator should be called when a solution is found
+ inline bool atSolution() const {
+ return (switches_&2) != 0;
+ }
+ /// Set whether the cut generator should be called when a solution is found
+ inline void setAtSolution(bool value) {
+ switches_ &= ~2;
+ switches_ |= value ? 2 : 0;
+ }
+ /** Get whether the cut generator should be called when the subproblem is
+ found to be infeasible.
+ */
+ inline bool whenInfeasible() const {
+ return (switches_&4) != 0;
+ }
+ /** Set whether the cut generator should be called when the subproblem is
+ found to be infeasible.
+ */
+ inline void setWhenInfeasible(bool value) {
+ switches_ &= ~4;
+ switches_ |= value ? 4 : 0;
+ }
+ /// Get whether the cut generator is being timed
+ inline bool timing() const {
+ return (switches_&64) != 0;
+ }
+ /// Set whether the cut generator is being timed
+ inline void setTiming(bool value) {
+ switches_ &= ~64;
+ switches_ |= value ? 64 : 0;
+ timeInCutGenerator_ = 0.0;
+ }
+ /// Return time taken in cut generator
+ inline double timeInCutGenerator() const {
+ return timeInCutGenerator_;
+ }
+ inline void incrementTimeInCutGenerator(double value) {
+ timeInCutGenerator_ += value;
+ }
+ /// Get the \c CglCutGenerator corresponding to this \c CbcCutGenerator.
+ inline CglCutGenerator * generator() const {
+ return generator_;
+ }
+ /// Number times cut generator entered
+ inline int numberTimesEntered() const {
+ return numberTimes_;
+ }
+ inline void setNumberTimesEntered(int value) {
+ numberTimes_ = value;
+ }
+ inline void incrementNumberTimesEntered(int value = 1) {
+ numberTimes_ += value;
+ }
+ /// Total number of cuts added
+ inline int numberCutsInTotal() const {
+ return numberCuts_;
+ }
+ inline void setNumberCutsInTotal(int value) {
+ numberCuts_ = value;
+ }
+ inline void incrementNumberCutsInTotal(int value = 1) {
+ numberCuts_ += value;
+ }
+ /// Total number of elements added
+ inline int numberElementsInTotal() const {
+ return numberElements_;
+ }
+ inline void setNumberElementsInTotal(int value) {
+ numberElements_ = value;
+ }
+ inline void incrementNumberElementsInTotal(int value = 1) {
+ numberElements_ += value;
+ }
+ /// Total number of column cuts
+ inline int numberColumnCuts() const {
+ return numberColumnCuts_;
+ }
+ inline void setNumberColumnCuts(int value) {
+ numberColumnCuts_ = value;
+ }
+ inline void incrementNumberColumnCuts(int value = 1) {
+ numberColumnCuts_ += value;
+ }
+ /// Total number of cuts active after (at end of n cut passes at each node)
+ inline int numberCutsActive() const {
+ return numberCutsActive_;
+ }
+ inline void setNumberCutsActive(int value) {
+ numberCutsActive_ = value;
+ }
+ inline void incrementNumberCutsActive(int value = 1) {
+ numberCutsActive_ += value;
+ }
+ inline void setSwitchOffIfLessThan(int value) {
+ switchOffIfLessThan_ = value;
+ }
+ inline int switchOffIfLessThan() const {
+ return switchOffIfLessThan_;
+ }
+ /// Say if optimal basis needed
+ inline bool needsOptimalBasis() const {
+ return (switches_&128) != 0;
+ }
+ /// Set if optimal basis needed
+ inline void setNeedsOptimalBasis(bool yesNo) {
+ switches_ &= ~128;
+ switches_ |= yesNo ? 128 : 0;
+ }
+ /// Whether generator MUST be called again if any cuts (i.e. ignore break from loop)
+ inline bool mustCallAgain() const {
+ return (switches_&8) != 0;
+ }
+ /// Set whether generator MUST be called again if any cuts (i.e. ignore break from loop)
+ inline void setMustCallAgain(bool yesNo) {
+ switches_ &= ~8;
+ switches_ |= yesNo ? 8 : 0;
+ }
+ /// Whether generator switched off for moment
+ inline bool switchedOff() const {
+ return (switches_&16) != 0;
+ }
+ /// Set whether generator switched off for moment
+ inline void setSwitchedOff(bool yesNo) {
+ switches_ &= ~16;
+ switches_ |= yesNo ? 16 : 0;
+ }
+ /// Whether last round of cuts did little
+ inline bool ineffectualCuts() const {
+ return (switches_&512) != 0;
+ }
+ /// Set whether last round of cuts did little
+ inline void setIneffectualCuts(bool yesNo) {
+ switches_ &= ~512;
+ switches_ |= yesNo ? 512 : 0;
+ }
+ /// Whether to use if any cuts generated
+ inline bool whetherToUse() const {
+ return (switches_&1024) != 0;
+ }
+ /// Set whether to use if any cuts generated
+ inline void setWhetherToUse(bool yesNo) {
+ switches_ &= ~1024;
+ switches_ |= yesNo ? 1024 : 0;
+ }
+ /// Whether in must call again mode (or after others)
+ inline bool whetherInMustCallAgainMode() const {
+ return (switches_&2048) != 0;
+ }
+ /// Set whether in must call again mode (or after others)
+ inline void setWhetherInMustCallAgainMode(bool yesNo) {
+ switches_ &= ~2048;
+ switches_ |= yesNo ? 2048 : 0;
+ }
+ /// Whether to call at end
+ inline bool whetherCallAtEnd() const {
+ return (switches_&4096) != 0;
+ }
+ /// Set whether to call at end
+ inline void setWhetherCallAtEnd(bool yesNo) {
+ switches_ &= ~4096;
+ switches_ |= yesNo ? 4096 : 0;
+ }
+ /// Whether needs refresh on copy
+ inline bool needsRefresh() const {
+ return (switches_&8192) != 0;
+ }
+ /// Set whether needs refresh on copy
+ inline void setNeedsRefresh(bool yesNo) {
+ switches_ &= ~8192;
+ switches_ |= yesNo ? 8192 : 0;
+ }
+ /// Number of cuts generated at root
+ inline int numberCutsAtRoot() const {
+ return numberCutsAtRoot_;
+ }
+ inline void setNumberCutsAtRoot(int value) {
+ numberCutsAtRoot_ = value;
+ }
+ /// Number of cuts active at root
+ inline int numberActiveCutsAtRoot() const {
+ return numberActiveCutsAtRoot_;
+ }
+ inline void setNumberActiveCutsAtRoot(int value) {
+ numberActiveCutsAtRoot_ = value;
+ }
+ /// Number of short cuts at root
+ inline int numberShortCutsAtRoot() const {
+ return numberShortCutsAtRoot_;
+ }
+ inline void setNumberShortCutsAtRoot(int value) {
+ numberShortCutsAtRoot_ = value;
+ }
+ /// Set model
+ inline void setModel(CbcModel * model) {
+ model_ = model;
+ }
+ /// Whether global cuts at root
+ inline bool globalCutsAtRoot() const {
+ return (switches_&32) != 0;
+ }
+ /// Set whether global cuts at root
+ inline void setGlobalCutsAtRoot(bool yesNo) {
+ switches_ &= ~32;
+ switches_ |= yesNo ? 32 : 0;
+ }
+ /// Whether global cuts
+ inline bool globalCuts() const {
+ return (switches_&256) != 0;
+ }
+ /// Set whether global cuts
+ inline void setGlobalCuts(bool yesNo) {
+ switches_ &= ~256;
+ switches_ |= yesNo ? 256 : 0;
+ }
+ /// Add in statistics from other
+ void addStatistics(const CbcCutGenerator * other);
+ /// Scale back statistics by factor
+ void scaleBackStatistics(int factor);
+ //@}
+
+private:
+ /**@name Private gets and sets */
+ //@{
+ //@}
+ /// Saved cuts
+ OsiCuts savedCuts_;
+ /// Time in cut generator
+ double timeInCutGenerator_;
+ /// The client model
+ CbcModel *model_;
+
+ // The CglCutGenerator object
+ CglCutGenerator * generator_;
+
+ /// Name of generator
+ char * generatorName_;
+
+ /** Number of nodes between calls to the CglCutGenerator::generateCuts
+ routine.
+ */
+ int whenCutGenerator_;
+ /** Number of nodes between calls to the CglCutGenerator::generateCuts
+ routine in sub tree.
+ */
+ int whenCutGeneratorInSub_;
+ /** If first pass at root produces fewer than this cuts then switch off
+ */
+ int switchOffIfLessThan_;
+
+ /** Depth at which to call the CglCutGenerator::generateCuts
+ routine (If >0 then overrides when and is called if depth%depthCutGenerator==0).
+ */
+ int depthCutGenerator_;
+
+ /** Depth at which to call the CglCutGenerator::generateCuts
+ routine (If >0 then overrides when and is called if depth%depthCutGenerator==0).
+ In sub tree.
+ */
+ int depthCutGeneratorInSub_;
+
+ /// Level of cut inaccuracy (0 means exact e.g. cliques)
+ int inaccuracy_;
+ /// Number times cut generator entered
+ int numberTimes_;
+ /// Total number of cuts added
+ int numberCuts_;
+ /// Total number of elements added
+ int numberElements_;
+ /// Total number of column cuts added
+ int numberColumnCuts_;
+ /// Total number of cuts active after (at end of n cut passes at each node)
+ int numberCutsActive_;
+ /// Number of cuts generated at root
+ int numberCutsAtRoot_;
+ /// Number of cuts active at root
+ int numberActiveCutsAtRoot_;
+ /// Number of short cuts at root
+ int numberShortCutsAtRoot_;
+ /// Switches - see gets and sets
+ int switches_;
+ /// Maximum number of times to enter
+ int maximumTries_;
+};
+
+// How often to do if mostly switched off (A)
+# define SCANCUTS 1000
+// How often to do if mostly switched off (probing B)
+# define SCANCUTS_PROBING 1000
+
+#endif
+