// $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