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-// $Id: CbcSimpleIntegerDynamicPseudoCost.hpp 2094 2014-11-18 11:15:36Z forrest $
-// 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).
-
-// Edwin 11/17/2009 - carved out of CbcBranchDynamic
-
-#ifndef CbcSimpleIntegerDynamicPseudoCost_H
-#define CbcSimpleIntegerDynamicPseudoCost_H
-
-#include "CbcSimpleInteger.hpp"
-
-#define TYPERATIO 0.9
-#define MINIMUM_MOVEMENT 0.1
-#define TYPE2 0
-// was 1 - but that looks flakey
-#define INFEAS 1
-#define MOD_SHADOW 1
-// weight at 1.0 is max min
-#define WEIGHT_AFTER 0.8
-#define WEIGHT_BEFORE 0.1
-//Stolen from Constraint Integer Programming book (with epsilon change)
-#define WEIGHT_PRODUCT
-
-
-/** Define a single integer class but with dynamic pseudo costs.
- Based on work by Achterberg, Koch and Martin.
-
- It is wild overkill but to keep design all twiddly things are in each.
- This could be used for fine tuning.
-
- */
-
-
-class CbcSimpleIntegerDynamicPseudoCost : public CbcSimpleInteger {
-
-public:
-
- // Default Constructor
- CbcSimpleIntegerDynamicPseudoCost ();
-
- // Useful constructor - passed model index
- CbcSimpleIntegerDynamicPseudoCost (CbcModel * model, int iColumn, double breakEven = 0.5);
-
- // Useful constructor - passed model index and pseudo costs
- CbcSimpleIntegerDynamicPseudoCost (CbcModel * model, int iColumn,
- double downDynamicPseudoCost, double upDynamicPseudoCost);
-
- // Useful constructor - passed model index and pseudo costs
- CbcSimpleIntegerDynamicPseudoCost (CbcModel * model, int dummy, int iColumn,
- double downDynamicPseudoCost, double upDynamicPseudoCost);
-
- // Copy constructor
- CbcSimpleIntegerDynamicPseudoCost ( const CbcSimpleIntegerDynamicPseudoCost &);
-
- /// Clone
- virtual CbcObject * clone() const;
-
- // Assignment operator
- CbcSimpleIntegerDynamicPseudoCost & operator=( const CbcSimpleIntegerDynamicPseudoCost& rhs);
-
- // Destructor
- virtual ~CbcSimpleIntegerDynamicPseudoCost ();
-
- /// Infeasibility - large is 0.5
- virtual double infeasibility(const OsiBranchingInformation * info,
- int &preferredWay) const;
-
- /// Creates a branching object
- virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ;
-
-
- /// Fills in a created branching object
- // void fillCreateBranch(CbcIntegerBranchingObject * branching, const OsiBranchingInformation * info, int way) ;
-
-
- /** Pass in information on branch just done and create CbcObjectUpdateData instance.
- If object does not need data then backward pointer will be NULL.
- Assumes can get information from solver */
- virtual CbcObjectUpdateData createUpdateInformation(const OsiSolverInterface * solver,
- const CbcNode * node,
- const CbcBranchingObject * branchingObject);
- /// Update object by CbcObjectUpdateData
- virtual void updateInformation(const CbcObjectUpdateData & data) ;
- /// Copy some information i.e. just variable stuff
- void copySome(const CbcSimpleIntegerDynamicPseudoCost * otherObject);
- /// Updates stuff like pseudocosts before threads
- virtual void updateBefore(const OsiObject * rhs) ;
- /// Updates stuff like pseudocosts after threads finished
- virtual void updateAfter(const OsiObject * rhs, const OsiObject * baseObject) ;
- /// Updates stuff like pseudocosts after mini branch and bound
- void updateAfterMini(int numberDown, int numberDownInfeasible, double sumDown,
- int numberUp, int numberUpInfeasible, double sumUp);
-
- using CbcSimpleInteger::solverBranch ;
- /** Create an OsiSolverBranch object
-
- This returns NULL if branch not represented by bound changes
- */
- virtual OsiSolverBranch * solverBranch() const;
-
- /// Down pseudo cost
- inline double downDynamicPseudoCost() const {
- return downDynamicPseudoCost_;
- }
- /// Set down pseudo cost
- void setDownDynamicPseudoCost(double value) ;
- /// Modify down pseudo cost in a slightly different way
- void updateDownDynamicPseudoCost(double value);
-
- /// Up pseudo cost
- inline double upDynamicPseudoCost() const {
- return upDynamicPseudoCost_;
- }
- /// Set up pseudo cost
- void setUpDynamicPseudoCost(double value);
- /// Modify up pseudo cost in a slightly different way
- void updateUpDynamicPseudoCost(double value);
-
- /// Down pseudo shadow price cost
- inline double downShadowPrice() const {
- return downShadowPrice_;
- }
- /// Set down pseudo shadow price cost
- inline void setDownShadowPrice(double value) {
- downShadowPrice_ = value;
- }
- /// Up pseudo shadow price cost
- inline double upShadowPrice() const {
- return upShadowPrice_;
- }
- /// Set up pseudo shadow price cost
- inline void setUpShadowPrice(double value) {
- upShadowPrice_ = value;
- }
-
- /// Up down separator
- inline double upDownSeparator() const {
- return upDownSeparator_;
- }
- /// Set up down separator
- inline void setUpDownSeparator(double value) {
- upDownSeparator_ = value;
- }
-
- /// Down sum cost
- inline double sumDownCost() const {
- return sumDownCost_;
- }
- /// Set down sum cost
- inline void setSumDownCost(double value) {
- sumDownCost_ = value;
- }
- /// Add to down sum cost and set last and square
- inline void addToSumDownCost(double value) {
- sumDownCost_ += value;
- lastDownCost_ = value;
- }
-
- /// Up sum cost
- inline double sumUpCost() const {
- return sumUpCost_;
- }
- /// Set up sum cost
- inline void setSumUpCost(double value) {
- sumUpCost_ = value;
- }
- /// Add to up sum cost and set last and square
- inline void addToSumUpCost(double value) {
- sumUpCost_ += value;
- lastUpCost_ = value;
- }
-
- /// Down sum change
- inline double sumDownChange() const {
- return sumDownChange_;
- }
- /// Set down sum change
- inline void setSumDownChange(double value) {
- sumDownChange_ = value;
- }
- /// Add to down sum change
- inline void addToSumDownChange(double value) {
- sumDownChange_ += value;
- }
-
- /// Up sum change
- inline double sumUpChange() const {
- return sumUpChange_;
- }
- /// Set up sum change
- inline void setSumUpChange(double value) {
- sumUpChange_ = value;
- }
- /// Add to up sum change and set last and square
- inline void addToSumUpChange(double value) {
- sumUpChange_ += value;
- }
-
- /// Sum down decrease number infeasibilities from strong or actual
- inline double sumDownDecrease() const {
- return sumDownDecrease_;
- }
- /// Set sum down decrease number infeasibilities from strong or actual
- inline void setSumDownDecrease(double value) {
- sumDownDecrease_ = value;
- }
- /// Add to sum down decrease number infeasibilities from strong or actual
- inline void addToSumDownDecrease(double value) {
- sumDownDecrease_ += value;/*lastDownDecrease_ = (int) value;*/
- }
-
- /// Sum up decrease number infeasibilities from strong or actual
- inline double sumUpDecrease() const {
- return sumUpDecrease_;
- }
- /// Set sum up decrease number infeasibilities from strong or actual
- inline void setSumUpDecrease(double value) {
- sumUpDecrease_ = value;
- }
- /// Add to sum up decrease number infeasibilities from strong or actual
- inline void addToSumUpDecrease(double value) {
- sumUpDecrease_ += value;/*lastUpDecrease_ = (int) value;*/
- }
-
- /// Down number times
- inline int numberTimesDown() const {
- return numberTimesDown_;
- }
- /// Set down number times
- inline void setNumberTimesDown(int value) {
- numberTimesDown_ = value;
- }
- /// Increment down number times
- inline void incrementNumberTimesDown() {
- numberTimesDown_++;
- }
-
- /// Up number times
- inline int numberTimesUp() const {
- return numberTimesUp_;
- }
- /// Set up number times
- inline void setNumberTimesUp(int value) {
- numberTimesUp_ = value;
- }
- /// Increment up number times
- inline void incrementNumberTimesUp() {
- numberTimesUp_++;
- }
-
- /// Number times branched
- inline int numberTimesBranched() const {
- return numberTimesDown_ + numberTimesUp_;
- }
- /// Down number times infeasible
- inline int numberTimesDownInfeasible() const {
- return numberTimesDownInfeasible_;
- }
- /// Set down number times infeasible
- inline void setNumberTimesDownInfeasible(int value) {
- numberTimesDownInfeasible_ = value;
- }
- /// Increment down number times infeasible
- inline void incrementNumberTimesDownInfeasible() {
- numberTimesDownInfeasible_++;
- }
-
- /// Up number times infeasible
- inline int numberTimesUpInfeasible() const {
- return numberTimesUpInfeasible_;
- }
- /// Set up number times infeasible
- inline void setNumberTimesUpInfeasible(int value) {
- numberTimesUpInfeasible_ = value;
- }
- /// Increment up number times infeasible
- inline void incrementNumberTimesUpInfeasible() {
- numberTimesUpInfeasible_++;
- }
-
- /// Number of times before trusted
- inline int numberBeforeTrust() const {
- return numberBeforeTrust_;
- }
- /// Set number of times before trusted
- inline void setNumberBeforeTrust(int value) {
- numberBeforeTrust_ = value;
- }
- /// Increment number of times before trusted
- inline void incrementNumberBeforeTrust() {
- numberBeforeTrust_++;
- }
-
- /// Return "up" estimate
- virtual double upEstimate() const;
- /// Return "down" estimate (default 1.0e-5)
- virtual double downEstimate() const;
-
- /// method - see below for details
- inline int method() const {
- return method_;
- }
- /// Set method
- inline void setMethod(int value) {
- method_ = value;
- }
-
- /// Pass in information on a down branch
- void setDownInformation(double changeObjectiveDown, int changeInfeasibilityDown);
- /// Pass in information on a up branch
- void setUpInformation(double changeObjectiveUp, int changeInfeasibilityUp);
- /// Pass in probing information
- void setProbingInformation(int fixedDown, int fixedUp);
-
- /// Print - 0 -summary, 1 just before strong
- void print(int type = 0, double value = 0.0) const;
- /// Same - returns true if contents match(ish)
- bool same(const CbcSimpleIntegerDynamicPseudoCost * obj) const;
-protected:
- /// data
-
- /// Down pseudo cost
- double downDynamicPseudoCost_;
- /// Up pseudo cost
- double upDynamicPseudoCost_;
- /** Up/down separator
- If >0.0 then do first branch up if value-floor(value)
- >= this value
- */
- double upDownSeparator_;
- /// Sum down cost from strong or actual
- double sumDownCost_;
- /// Sum up cost from strong or actual
- double sumUpCost_;
- /// Sum of all changes to x when going down
- double sumDownChange_;
- /// Sum of all changes to x when going up
- double sumUpChange_;
- /// Current pseudo-shadow price estimate down
- mutable double downShadowPrice_;
- /// Current pseudo-shadow price estimate up
- mutable double upShadowPrice_;
- /// Sum down decrease number infeasibilities from strong or actual
- double sumDownDecrease_;
- /// Sum up decrease number infeasibilities from strong or actual
- double sumUpDecrease_;
- /// Last down cost from strong (i.e. as computed by last strong)
- double lastDownCost_;
- /// Last up cost from strong (i.e. as computed by last strong)
- double lastUpCost_;
- /// Last down decrease number infeasibilities from strong (i.e. as computed by last strong)
- mutable int lastDownDecrease_;
- /// Last up decrease number infeasibilities from strong (i.e. as computed by last strong)
- mutable int lastUpDecrease_;
- /// Number of times we have gone down
- int numberTimesDown_;
- /// Number of times we have gone up
- int numberTimesUp_;
- /// Number of times we have been infeasible going down
- int numberTimesDownInfeasible_;
- /// Number of times we have been infeasible going up
- int numberTimesUpInfeasible_;
- /// Number of branches before we trust
- int numberBeforeTrust_;
- /// Number of local probing fixings going down
- int numberTimesDownLocalFixed_;
- /// Number of local probing fixings going up
- int numberTimesUpLocalFixed_;
- /// Number of total probing fixings going down
- double numberTimesDownTotalFixed_;
- /// Number of total probing fixings going up
- double numberTimesUpTotalFixed_;
- /// Number of times probing done
- int numberTimesProbingTotal_;
- /// Number of times infeasible when tested
- /** Method -
- 0 - pseudo costs
- 1 - probing
- */
- int method_;
-};
-/** Simple branching object for an integer variable with pseudo costs
-
- 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 CbcIntegerPseudoCostBranchingObject : public CbcIntegerBranchingObject {
-
-public:
-
- /// Default constructor
- CbcIntegerPseudoCostBranchingObject ();
-
- /** Create a standard floor/ceiling branch object
-
- Specifies a simple two-way branch. Let \p value = x*. One arm of the
- branch will be is 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.
- */
- CbcIntegerPseudoCostBranchingObject (CbcModel *model, int variable,
- int way , double value) ;
-
- /** Create a degenerate branch object
-
- Specifies a `one-way branch'. Calling branch() for this object will
- always result in lowerValue <= x <= upperValue. Used to fix a variable
- when lowerValue = upperValue.
- */
-
- CbcIntegerPseudoCostBranchingObject (CbcModel *model, int variable, int way,
- double lowerValue, double upperValue) ;
-
- /// Copy constructor
- CbcIntegerPseudoCostBranchingObject ( const CbcIntegerPseudoCostBranchingObject &);
-
- /// Assignment operator
- CbcIntegerPseudoCostBranchingObject & operator= (const CbcIntegerPseudoCostBranchingObject& rhs);
-
- /// Clone
- virtual CbcBranchingObject * clone() const;
-
- /// Destructor
- virtual ~CbcIntegerPseudoCostBranchingObject ();
-
- using CbcBranchingObject::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.
- This version also changes guessed objective value
- */
- virtual double branch();
-
- /// Change in guessed
- inline double changeInGuessed() const {
- return changeInGuessed_;
- }
- /// Set change in guessed
- inline void setChangeInGuessed(double value) {
- changeInGuessed_ = value;
- }
-
- /** Return the type (an integer identifier) of \c this */
- virtual CbcBranchObjType type() const {
- return SimpleIntegerDynamicPseudoCostBranchObj;
- }
-
- /** Compare the \c this with \c brObj. \c this and \c brObj must be os the
- same type and must have the same original object, but they may have
- different feasible regions.
- Return the appropriate CbcRangeCompare value (first argument being the
- sub/superset if that's the case). In case of overlap (and if \c
- replaceIfOverlap is true) replace the current branching object with one
- whose feasible region is the overlap.
- */
- virtual CbcRangeCompare compareBranchingObject
- (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false);
-
-protected:
- /// Change in guessed objective value for next branch
- double changeInGuessed_;
-};
-#ifdef SWITCH_VARIABLES
-/** Define a single integer class but with associated switched variable
- So Binary variable switches on/off a continuous variable
- designed for badly scaled problems
- */
-
-
-class CbcSwitchingBinary : public CbcSimpleIntegerDynamicPseudoCost {
-
-public:
-
- // Default Constructor
- CbcSwitchingBinary ();
-
- // Useful constructor
- CbcSwitchingBinary (CbcSimpleIntegerDynamicPseudoCost * oldObject,
- int nOdd,const int * other, const int * otherRow);
-
-
- // Copy constructor
- CbcSwitchingBinary ( const CbcSwitchingBinary &);
-
- /// Clone
- virtual CbcObject * clone() const;
-
- // Assignment operator
- CbcSwitchingBinary & operator=( const CbcSwitchingBinary& rhs);
-
- // Destructor
- virtual ~CbcSwitchingBinary ();
-
- /// Add in zero switches
- void addZeroSwitches(int nAdd,const int * columns);
- /// Infeasibility - large is 0.5
- virtual double infeasibility(const OsiBranchingInformation * info,
- int &preferredWay) const;
-
- /// Same - returns true if contents match(ish)
- bool same(const CbcSwitchingBinary * obj) const;
- /// Set associated bounds
- virtual int setAssociatedBounds(OsiSolverInterface * solver=NULL,
- int cleanBasis=0) const;
- /// Check associated bounds
- int checkAssociatedBounds(const OsiSolverInterface * solver,const double * solution,
- int printLevel, int state[3], int & nBadFixed) const;
- /// Lower bound when binary zero
- inline const double * zeroLowerBound() const
- { return zeroLowerBound_; }
- /// Lower bound when binary one
- inline const double * oneLowerBound() const
- { return oneLowerBound_; }
- /// Upper bound when binary zero
- inline const double * zeroUpperBound() const
- { return zeroUpperBound_; }
- /// Upper bound when binary one
- inline const double * oneUpperBound() const
- { return oneUpperBound_; }
- /** Continuous variable -
- */
- inline const int * otherVariable() const
- { return otherVariable_;}
- /// Number of other variables
- inline int numberOther() const
- { return numberOther_;}
- /** Type
- 1 - single switch
- 2 - double switch
- 3 - both
- */
- inline int type() const
- { return type_;}
-protected:
- /// data
-
- /// Lower bound when binary zero
- double * zeroLowerBound_;
- /// Lower bound when binary one
- double * oneLowerBound_;
- /// Upper bound when binary zero
- double * zeroUpperBound_;
- /// Upper bound when binary one
- double * oneUpperBound_;
- /** Continuous variable -
- */
- int * otherVariable_;
- /// Number of other variables
- int numberOther_;
- /** Type
- 1 - single switch
- 2 - double switch
- 3 - both
- */
- int type_;
-};
-#endif
-#endif
-
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