/* $Id: CbcHeuristicDive.hpp 2093 2014-11-06 16:17:38Z forrest $ */ // Copyright (C) 2008, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). #ifndef CbcHeuristicDive_H #define CbcHeuristicDive_H #include "CbcHeuristic.hpp" class CbcSubProblem; class OsiRowCut; struct PseudoReducedCost { int var; double pseudoRedCost; }; /** Dive class */ class CbcHeuristicDive : public CbcHeuristic { public: // Default Constructor CbcHeuristicDive (); // Constructor with model - assumed before cuts CbcHeuristicDive (CbcModel & model); // Copy constructor CbcHeuristicDive ( const CbcHeuristicDive &); // Destructor ~CbcHeuristicDive (); /// Clone virtual CbcHeuristicDive * clone() const = 0; /// Assignment operator CbcHeuristicDive & operator=(const CbcHeuristicDive& rhs); /// Create C++ lines to get to current state virtual void generateCpp( FILE * ) {} /// Create C++ lines to get to current state - does work for base class void generateCpp( FILE * fp, const char * heuristic); /// Resets stuff if model changes virtual void resetModel(CbcModel * model); /// update model (This is needed if cliques update matrix etc) virtual void setModel(CbcModel * model); // REMLOVE using CbcHeuristic::solution ; /** returns 0 if no solution, 1 if valid solution with better objective value than one passed in Sets solution values if good, sets objective value (only if good) This is called after cuts have been added - so can not add cuts This does Fractional Diving */ virtual int solution(double & objectiveValue, double * newSolution); /// inner part of dive int solution(double & objectiveValue, int & numberNodes, int & numberCuts, OsiRowCut ** cuts, CbcSubProblem ** & nodes, double * newSolution); /** returns 0 if no solution, 1 if valid solution with better objective value than one passed in also returns list of nodes This does Fractional Diving */ int fathom(CbcModel * model, int & numberNodes,CbcSubProblem ** & nodes); /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) virtual void validate(); /// Sets priorities if any void setPriorities(); /// Select candidate binary variables for fixing void selectBinaryVariables(); /// Set percentage of integer variables to fix at bounds void setPercentageToFix(double value) { percentageToFix_ = value; } /// Set maximum number of iterations void setMaxIterations(int value) { maxIterations_ = value; } /// Set maximum number of simplex iterations void setMaxSimplexIterations(int value) { maxSimplexIterations_ = value; } /// Get maximum number of simplex iterations inline int maxSimplexIterations() const { return maxSimplexIterations_; } /// Set maximum number of simplex iterations at root node void setMaxSimplexIterationsAtRoot(int value) { maxSimplexIterationsAtRoot_ = value; } /// Set maximum time allowed void setMaxTime(double value) { maxTime_ = value; } /// Tests if the heuristic can run virtual bool canHeuristicRun(); /** Selects the next variable to branch on Returns true if all the fractional variables can be trivially rounded. Returns false, if there is at least one fractional variable that is not trivially roundable. In this case, the bestColumn returned will not be trivially roundable. */ virtual bool selectVariableToBranch(OsiSolverInterface* solver, const double* newSolution, int& bestColumn, int& bestRound) = 0; /** Initializes any data which is going to be used repeatedly in selectVariableToBranch */ virtual void initializeData() {} /// Perform reduced cost fixing on integer variables int reducedCostFix (OsiSolverInterface* solver); /// Fix other variables at bounds virtual int fixOtherVariables(OsiSolverInterface * solver, const double * solution, PseudoReducedCost * candidate, const double * random); protected: // Data // Original matrix by column CoinPackedMatrix matrix_; // Original matrix by CoinPackedMatrix matrixByRow_; // Down locks unsigned short * downLocks_; // Up locks unsigned short * upLocks_; /// Extra down array (number Integers long) double * downArray_; /// Extra up array (number Integers long) double * upArray_; /// Array of priorities typedef struct { unsigned int direction:3; // 0 bit off, 1 bit (0 down first, 1 up first) 2 bit non zero don't try other way unsigned int priority:29; } PriorityType; PriorityType * priority_; // Indexes of binary variables with 0 objective coefficient // and in variable bound constraints std::vector binVarIndex_; // Indexes of variable bound rows for each binary variable std::vector vbRowIndex_; // Percentage of integer variables to fix at bounds double percentageToFix_; // Maximum time allowed double maxTime_; // Small objective (i.e. treat zero objective as this) double smallObjective_; // Maximum number of major iterations int maxIterations_; // Maximum number of simplex iterations int maxSimplexIterations_; // Maximum number of simplex iterations at root node int maxSimplexIterationsAtRoot_; }; #endif