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authorHarpreet2016-09-03 00:36:51 +0530
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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 OsiChooseVariable_H
+#define OsiChooseVariable_H
+
+#include <string>
+#include <vector>
+
+#include "CoinWarmStartBasis.hpp"
+#include "OsiBranchingObject.hpp"
+
+class OsiSolverInterface;
+class OsiHotInfo;
+
+/** This class chooses a variable to branch on
+
+ The base class just chooses the variable and direction without strong branching but it
+ has information which would normally be used by strong branching e.g. to re-enter
+ having fixed a variable but using same candidates for strong branching.
+
+ The flow is :
+ a) initialize the process. This decides on strong branching list
+ and stores indices of all infeasible objects
+ b) do strong branching on list. If list is empty then just
+ choose one candidate and return without strong branching. If not empty then
+ go through list and return best. However we may find that the node is infeasible
+ or that we can fix a variable. If so we return and it is up to user to call
+ again (after fixing a variable).
+*/
+
+class OsiChooseVariable {
+
+public:
+
+ /// Default Constructor
+ OsiChooseVariable ();
+
+ /// Constructor from solver (so we can set up arrays etc)
+ OsiChooseVariable (const OsiSolverInterface * solver);
+
+ /// Copy constructor
+ OsiChooseVariable (const OsiChooseVariable &);
+
+ /// Assignment operator
+ OsiChooseVariable & operator= (const OsiChooseVariable& rhs);
+
+ /// Clone
+ virtual OsiChooseVariable * clone() const;
+
+ /// Destructor
+ virtual ~OsiChooseVariable ();
+
+ /** Sets up strong list and clears all if initialize is true.
+ Returns number of infeasibilities.
+ If returns -1 then has worked out node is infeasible!
+ */
+ virtual int setupList ( OsiBranchingInformation *info, bool initialize);
+ /** Choose a variable
+ Returns -
+ -1 Node is infeasible
+ 0 Normal termination - we have a candidate
+ 1 All looks satisfied - no candidate
+ 2 We can change the bound on a variable - but we also have a strong branching candidate
+ 3 We can change the bound on a variable - but we have a non-strong branching candidate
+ 4 We can change the bound on a variable - no other candidates
+ We can pick up branch from bestObjectIndex() and bestWhichWay()
+ We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay()
+ If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
+ If fixVariables is true then 2,3,4 are all really same as problem changed
+ */
+ virtual int chooseVariable( OsiSolverInterface * solver, OsiBranchingInformation *info, bool fixVariables);
+ /// Returns true if solution looks feasible against given objects
+ virtual bool feasibleSolution(const OsiBranchingInformation * info,
+ const double * solution,
+ int numberObjects,
+ const OsiObject ** objects);
+ /// Saves a good solution
+ void saveSolution(const OsiSolverInterface * solver);
+ /// Clears out good solution after use
+ void clearGoodSolution();
+ /// Given a candidate fill in useful information e.g. estimates
+ virtual void updateInformation( const OsiBranchingInformation *info,
+ int branch, OsiHotInfo * hotInfo);
+#if 1
+ /// Given a branch fill in useful information e.g. estimates
+ virtual void updateInformation( int whichObject, int branch,
+ double changeInObjective, double changeInValue,
+ int status);
+#endif
+ /// Objective value for feasible solution
+ inline double goodObjectiveValue() const
+ { return goodObjectiveValue_;}
+ /// Estimate of up change or change on chosen if n-way
+ inline double upChange() const
+ { return upChange_;}
+ /// Estimate of down change or max change on other possibilities if n-way
+ inline double downChange() const
+ { return downChange_;}
+ /// Good solution - deleted by finalize
+ inline const double * goodSolution() const
+ { return goodSolution_;}
+ /// Index of chosen object
+ inline int bestObjectIndex() const
+ { return bestObjectIndex_;}
+ /// Set index of chosen object
+ inline void setBestObjectIndex(int value)
+ { bestObjectIndex_ = value;}
+ /// Preferred way of chosen object
+ inline int bestWhichWay() const
+ { return bestWhichWay_;}
+ /// Set preferred way of chosen object
+ inline void setBestWhichWay(int value)
+ { bestWhichWay_ = value;}
+ /// Index of forced object
+ inline int firstForcedObjectIndex() const
+ { return firstForcedObjectIndex_;}
+ /// Set index of forced object
+ inline void setFirstForcedObjectIndex(int value)
+ { firstForcedObjectIndex_ = value;}
+ /// Preferred way of forced object
+ inline int firstForcedWhichWay() const
+ { return firstForcedWhichWay_;}
+ /// Set preferred way of forced object
+ inline void setFirstForcedWhichWay(int value)
+ { firstForcedWhichWay_ = value;}
+ /// Get the number of objects unsatisfied at this node - accurate on first pass
+ inline int numberUnsatisfied() const
+ {return numberUnsatisfied_;}
+ /// Number of objects to choose for strong branching
+ inline int numberStrong() const
+ { return numberStrong_;}
+ /// Set number of objects to choose for strong branching
+ inline void setNumberStrong(int value)
+ { numberStrong_ = value;}
+ /// Number left on strong list
+ inline int numberOnList() const
+ { return numberOnList_;}
+ /// Number of strong branches actually done
+ inline int numberStrongDone() const
+ { return numberStrongDone_;}
+ /// Number of strong iterations actually done
+ inline int numberStrongIterations() const
+ { return numberStrongIterations_;}
+ /// Number of strong branches which changed bounds
+ inline int numberStrongFixed() const
+ { return numberStrongFixed_;}
+ /// List of candidates
+ inline const int * candidates() const
+ { return list_;}
+ /// Trust results from strong branching for changing bounds
+ inline bool trustStrongForBound() const
+ { return trustStrongForBound_;}
+ /// Set trust results from strong branching for changing bounds
+ inline void setTrustStrongForBound(bool yesNo)
+ { trustStrongForBound_ = yesNo;}
+ /// Trust results from strong branching for valid solution
+ inline bool trustStrongForSolution() const
+ { return trustStrongForSolution_;}
+ /// Set trust results from strong branching for valid solution
+ inline void setTrustStrongForSolution(bool yesNo)
+ { trustStrongForSolution_ = yesNo;}
+ /// Set solver and redo arrays
+ void setSolver (const OsiSolverInterface * solver);
+ /** Return status -
+ -1 Node is infeasible
+ 0 Normal termination - we have a candidate
+ 1 All looks satisfied - no candidate
+ 2 We can change the bound on a variable - but we also have a strong branching candidate
+ 3 We can change the bound on a variable - but we have a non-strong branching candidate
+ 4 We can change the bound on a variable - no other candidates
+ We can pick up branch from bestObjectIndex() and bestWhichWay()
+ We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay()
+ If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
+ */
+ inline int status() const
+ { return status_;}
+ inline void setStatus(int value)
+ { status_ = value;}
+
+
+protected:
+ // Data
+ /// Objective value for feasible solution
+ double goodObjectiveValue_;
+ /// Estimate of up change or change on chosen if n-way
+ double upChange_;
+ /// Estimate of down change or max change on other possibilities if n-way
+ double downChange_;
+ /// Good solution - deleted by finalize
+ double * goodSolution_;
+ /// List of candidates
+ int * list_;
+ /// Useful array (for sorting etc)
+ double * useful_;
+ /// Pointer to solver
+ const OsiSolverInterface * solver_;
+ /* Status -
+ -1 Node is infeasible
+ 0 Normal termination - we have a candidate
+ 1 All looks satisfied - no candidate
+ 2 We can change the bound on a variable - but we also have a strong branching candidate
+ 3 We can change the bound on a variable - but we have a non-strong branching candidate
+ 4 We can change the bound on a variable - no other candidates
+ */
+ int status_;
+ /// Index of chosen object
+ int bestObjectIndex_;
+ /// Preferred way of chosen object
+ int bestWhichWay_;
+ /// Index of forced object
+ int firstForcedObjectIndex_;
+ /// Preferred way of forced object
+ int firstForcedWhichWay_;
+ /// The number of objects unsatisfied at this node.
+ int numberUnsatisfied_;
+ /// Number of objects to choose for strong branching
+ int numberStrong_;
+ /// Number left on strong list
+ int numberOnList_;
+ /// Number of strong branches actually done
+ int numberStrongDone_;
+ /// Number of strong iterations actually done
+ int numberStrongIterations_;
+ /// Number of bound changes due to strong branching
+ int numberStrongFixed_;
+ /// List of unsatisfied objects - first numberOnList_ for strong branching
+ /// Trust results from strong branching for changing bounds
+ bool trustStrongForBound_;
+ /// Trust results from strong branching for valid solution
+ bool trustStrongForSolution_;
+};
+
+/** This class is the placeholder for the pseudocosts used by OsiChooseStrong.
+ It can also be used by any other pseudocost based strong branching
+ algorithm.
+*/
+
+class OsiPseudoCosts {
+protected:
+ // Data
+ /// Total of all changes up
+ double * upTotalChange_;
+ /// Total of all changes down
+ double * downTotalChange_;
+ /// Number of times up
+ int * upNumber_;
+ /// Number of times down
+ int * downNumber_;
+ /// Number of objects (could be found from solver)
+ int numberObjects_;
+ /// Number before we trust
+ int numberBeforeTrusted_;
+
+private:
+ void gutsOfDelete();
+ void gutsOfCopy(const OsiPseudoCosts& rhs);
+
+public:
+ OsiPseudoCosts();
+ virtual ~OsiPseudoCosts();
+ OsiPseudoCosts(const OsiPseudoCosts& rhs);
+ OsiPseudoCosts& operator=(const OsiPseudoCosts& rhs);
+
+ /// Number of times before trusted
+ inline int numberBeforeTrusted() const
+ { return numberBeforeTrusted_; }
+ /// Set number of times before trusted
+ inline void setNumberBeforeTrusted(int value)
+ { numberBeforeTrusted_ = value; }
+ /// Initialize the pseudocosts with n entries
+ void initialize(int n);
+ /// Give the number of objects for which pseudo costs are stored
+ inline int numberObjects() const
+ { return numberObjects_; }
+
+ /** @name Accessor methods to pseudo costs data */
+ //@{
+ inline double* upTotalChange() { return upTotalChange_; }
+ inline const double* upTotalChange() const { return upTotalChange_; }
+
+ inline double* downTotalChange() { return downTotalChange_; }
+ inline const double* downTotalChange() const { return downTotalChange_; }
+
+ inline int* upNumber() { return upNumber_; }
+ inline const int* upNumber() const { return upNumber_; }
+
+ inline int* downNumber() { return downNumber_; }
+ inline const int* downNumber() const { return downNumber_; }
+ //@}
+
+ /// Given a candidate fill in useful information e.g. estimates
+ virtual void updateInformation(const OsiBranchingInformation *info,
+ int branch, OsiHotInfo * hotInfo);
+#if 1
+ /// Given a branch fill in useful information e.g. estimates
+ virtual void updateInformation( int whichObject, int branch,
+ double changeInObjective, double changeInValue,
+ int status);
+#endif
+};
+
+/** This class chooses a variable to branch on
+
+ This chooses the variable and direction with reliability strong branching.
+
+ The flow is :
+ a) initialize the process. This decides on strong branching list
+ and stores indices of all infeasible objects
+ b) do strong branching on list. If list is empty then just
+ choose one candidate and return without strong branching. If not empty then
+ go through list and return best. However we may find that the node is infeasible
+ or that we can fix a variable. If so we return and it is up to user to call
+ again (after fixing a variable).
+*/
+
+class OsiChooseStrong : public OsiChooseVariable {
+
+public:
+
+ /// Default Constructor
+ OsiChooseStrong ();
+
+ /// Constructor from solver (so we can set up arrays etc)
+ OsiChooseStrong (const OsiSolverInterface * solver);
+
+ /// Copy constructor
+ OsiChooseStrong (const OsiChooseStrong &);
+
+ /// Assignment operator
+ OsiChooseStrong & operator= (const OsiChooseStrong& rhs);
+
+ /// Clone
+ virtual OsiChooseVariable * clone() const;
+
+ /// Destructor
+ virtual ~OsiChooseStrong ();
+
+ /** Sets up strong list and clears all if initialize is true.
+ Returns number of infeasibilities.
+ If returns -1 then has worked out node is infeasible!
+ */
+ virtual int setupList ( OsiBranchingInformation *info, bool initialize);
+ /** Choose a variable
+ Returns -
+ -1 Node is infeasible
+ 0 Normal termination - we have a candidate
+ 1 All looks satisfied - no candidate
+ 2 We can change the bound on a variable - but we also have a strong branching candidate
+ 3 We can change the bound on a variable - but we have a non-strong branching candidate
+ 4 We can change the bound on a variable - no other candidates
+ We can pick up branch from bestObjectIndex() and bestWhichWay()
+ We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay()
+ If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
+ If fixVariables is true then 2,3,4 are all really same as problem changed
+ */
+ virtual int chooseVariable( OsiSolverInterface * solver, OsiBranchingInformation *info, bool fixVariables);
+
+ /** Pseudo Shadow Price mode
+ 0 - off
+ 1 - use if no strong info
+ 2 - use if strong not trusted
+ 3 - use even if trusted
+ */
+ inline int shadowPriceMode() const
+ { return shadowPriceMode_;}
+ /// Set Shadow price mode
+ inline void setShadowPriceMode(int value)
+ { shadowPriceMode_ = value;}
+
+ /** Accessor method to pseudo cost object*/
+ const OsiPseudoCosts& pseudoCosts() const
+ { return pseudoCosts_; }
+
+ /** Accessor method to pseudo cost object*/
+ OsiPseudoCosts& pseudoCosts()
+ { return pseudoCosts_; }
+
+ /** A feww pass-through methods to access members of pseudoCosts_ as if they
+ were members of OsiChooseStrong object */
+ inline int numberBeforeTrusted() const {
+ return pseudoCosts_.numberBeforeTrusted(); }
+ inline void setNumberBeforeTrusted(int value) {
+ pseudoCosts_.setNumberBeforeTrusted(value); }
+ inline int numberObjects() const {
+ return pseudoCosts_.numberObjects(); }
+
+protected:
+
+ /** This is a utility function which does strong branching on
+ a list of objects and stores the results in OsiHotInfo.objects.
+ On entry the object sequence is stored in the OsiHotInfo object
+ and maybe more.
+ It returns -
+ -1 - one branch was infeasible both ways
+ 0 - all inspected - nothing can be fixed
+ 1 - all inspected - some can be fixed (returnCriterion==0)
+ 2 - may be returning early - one can be fixed (last one done) (returnCriterion==1)
+ 3 - returning because max time
+
+ */
+ int doStrongBranching( OsiSolverInterface * solver,
+ OsiBranchingInformation *info,
+ int numberToDo, int returnCriterion);
+
+ /** Clear out the results array */
+ void resetResults(int num);
+
+protected:
+ /** Pseudo Shadow Price mode
+ 0 - off
+ 1 - use and multiply by strong info
+ 2 - use
+ */
+ int shadowPriceMode_;
+
+ /** The pseudo costs for the chooser */
+ OsiPseudoCosts pseudoCosts_;
+
+ /** The results of the strong branching done on the candidates where the
+ pseudocosts were not sufficient */
+ OsiHotInfo* results_;
+ /** The number of OsiHotInfo objetcs that contain information */
+ int numResults_;
+};
+
+/** This class contains the result of strong branching on a variable
+ When created it stores enough information for strong branching
+*/
+
+class OsiHotInfo {
+
+public:
+
+ /// Default Constructor
+ OsiHotInfo ();
+
+ /// Constructor from useful information
+ OsiHotInfo ( OsiSolverInterface * solver,
+ const OsiBranchingInformation *info,
+ const OsiObject * const * objects,
+ int whichObject);
+
+ /// Copy constructor
+ OsiHotInfo (const OsiHotInfo &);
+
+ /// Assignment operator
+ OsiHotInfo & operator= (const OsiHotInfo& rhs);
+
+ /// Clone
+ virtual OsiHotInfo * clone() const;
+
+ /// Destructor
+ virtual ~OsiHotInfo ();
+
+ /** Fill in useful information after strong branch.
+ Return status
+ */
+ int updateInformation( const OsiSolverInterface * solver, const OsiBranchingInformation * info,
+ OsiChooseVariable * choose);
+ /// Original objective value
+ inline double originalObjectiveValue() const
+ { return originalObjectiveValue_;}
+ /// Up change - invalid if n-way
+ inline double upChange() const
+ { assert (branchingObject_->numberBranches()==2); return changes_[1];}
+ /// Down change - invalid if n-way
+ inline double downChange() const
+ { assert (branchingObject_->numberBranches()==2); return changes_[0];}
+ /// Set up change - invalid if n-way
+ inline void setUpChange(double value)
+ { assert (branchingObject_->numberBranches()==2); changes_[1] = value;}
+ /// Set down change - invalid if n-way
+ inline void setDownChange(double value)
+ { assert (branchingObject_->numberBranches()==2); changes_[0] = value;}
+ /// Change on way k
+ inline double change(int k) const
+ { return changes_[k];}
+
+ /// Up iteration count - invalid if n-way
+ inline int upIterationCount() const
+ { assert (branchingObject_->numberBranches()==2); return iterationCounts_[1];}
+ /// Down iteration count - invalid if n-way
+ inline int downIterationCount() const
+ { assert (branchingObject_->numberBranches()==2); return iterationCounts_[0];}
+ /// Iteration count on way k
+ inline int iterationCount(int k) const
+ { return iterationCounts_[k];}
+
+ /// Up status - invalid if n-way
+ inline int upStatus() const
+ { assert (branchingObject_->numberBranches()==2); return statuses_[1];}
+ /// Down status - invalid if n-way
+ inline int downStatus() const
+ { assert (branchingObject_->numberBranches()==2); return statuses_[0];}
+ /// Set up status - invalid if n-way
+ inline void setUpStatus(int value)
+ { assert (branchingObject_->numberBranches()==2); statuses_[1] = value;}
+ /// Set down status - invalid if n-way
+ inline void setDownStatus(int value)
+ { assert (branchingObject_->numberBranches()==2); statuses_[0] = value;}
+ /// Status on way k
+ inline int status(int k) const
+ { return statuses_[k];}
+ /// Branching object
+ inline OsiBranchingObject * branchingObject() const
+ { return branchingObject_;}
+ inline int whichObject() const
+ { return whichObject_;}
+
+protected:
+ // Data
+ /// Original objective value
+ double originalObjectiveValue_;
+ /// Objective changes
+ double * changes_;
+ /// Iteration counts
+ int * iterationCounts_;
+ /** Status
+ -1 - not done
+ 0 - feasible and finished
+ 1 - infeasible
+ 2 - not finished
+ */
+ int * statuses_;
+ /// Branching object
+ OsiBranchingObject * branchingObject_;
+ /// Which object on list
+ int whichObject_;
+};
+
+
+#endif