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diff --git a/build/Bonmin/include/coin/OsiBranchingObject.hpp b/build/Bonmin/include/coin/OsiBranchingObject.hpp new file mode 100644 index 0000000..78b6984 --- /dev/null +++ b/build/Bonmin/include/coin/OsiBranchingObject.hpp @@ -0,0 +1,1005 @@ +// 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 |