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Diffstat (limited to 'build/Bonmin/include/coin/CglPreProcess.hpp')
| -rw-r--r-- | build/Bonmin/include/coin/CglPreProcess.hpp | 492 |
1 files changed, 0 insertions, 492 deletions
diff --git a/build/Bonmin/include/coin/CglPreProcess.hpp b/build/Bonmin/include/coin/CglPreProcess.hpp deleted file mode 100644 index 65c04ca..0000000 --- a/build/Bonmin/include/coin/CglPreProcess.hpp +++ /dev/null @@ -1,492 +0,0 @@ -// 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 |