/* $Id: CbcHeuristic.hpp 2094 2014-11-18 11:15:36Z forrest $ */ // Copyright (C) 2002, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). #ifndef CbcHeuristic_H #define CbcHeuristic_H #include #include #include "CoinPackedMatrix.hpp" #include "OsiCuts.hpp" #include "CoinHelperFunctions.hpp" #include "OsiBranchingObject.hpp" class OsiSolverInterface; class CbcModel; //############################################################################# class CbcHeuristicNodeList; class CbcBranchingObject; /** A class describing the branching decisions that were made to get to the node where a heuristic was invoked from */ class CbcHeuristicNode { private: void gutsOfConstructor(CbcModel& model); CbcHeuristicNode(); CbcHeuristicNode& operator=(const CbcHeuristicNode&); private: /// The number of branching decisions made int numObjects_; /** The indices of the branching objects. Note: an index may be listed multiple times. E.g., a general integer variable that has been branched on multiple times. */ CbcBranchingObject** brObj_; public: CbcHeuristicNode(CbcModel& model); CbcHeuristicNode(const CbcHeuristicNode& rhs); ~CbcHeuristicNode(); double distance(const CbcHeuristicNode* node) const; double minDistance(const CbcHeuristicNodeList& nodeList) const; bool minDistanceIsSmall(const CbcHeuristicNodeList& nodeList, const double threshold) const; double avgDistance(const CbcHeuristicNodeList& nodeList) const; }; class CbcHeuristicNodeList { private: void gutsOfDelete(); void gutsOfCopy(const CbcHeuristicNodeList& rhs); private: std::vector nodes_; public: CbcHeuristicNodeList() {} CbcHeuristicNodeList(const CbcHeuristicNodeList& rhs); CbcHeuristicNodeList& operator=(const CbcHeuristicNodeList& rhs); ~CbcHeuristicNodeList(); void append(CbcHeuristicNode*& node); void append(const CbcHeuristicNodeList& nodes); inline const CbcHeuristicNode* node(int i) const { return nodes_[i]; } inline int size() const { return static_cast(nodes_.size()); } }; //############################################################################# /** Heuristic base class */ class CbcHeuristic { private: void gutsOfDelete() {} void gutsOfCopy(const CbcHeuristic & rhs); public: // Default Constructor CbcHeuristic (); // Constructor with model - assumed before cuts CbcHeuristic (CbcModel & model); // Copy constructor CbcHeuristic ( const CbcHeuristic &); virtual ~CbcHeuristic(); /// Clone virtual CbcHeuristic * clone() const = 0; /// Assignment operator CbcHeuristic & operator=(const CbcHeuristic& rhs); /// update model (This is needed if cliques update matrix etc) virtual void setModel(CbcModel * model); /// Resets stuff if model changes virtual void resetModel(CbcModel * model) = 0; /** 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 This is called after cuts have been added - so can not add cuts */ virtual int solution(double & objectiveValue, double * newSolution) = 0; /** returns 0 if no solution, 1 if valid solution, -1 if just returning an estimate of best possible solution with better objective value than one passed in Sets solution values if good, sets objective value (only if nonzero code) This is called at same time as cut generators - so can add cuts Default is do nothing */ virtual int solution2(double & /*objectiveValue*/, double * /*newSolution*/, OsiCuts & /*cs*/) { return 0; } /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) virtual void validate() {} /** Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always. If 10 added then don't worry if validate says there are funny objects as user knows it will be fine */ inline void setWhen(int value) { when_ = value; } /// Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always inline int when() const { return when_; } /// Sets number of nodes in subtree (default 200) inline void setNumberNodes(int value) { numberNodes_ = value; } /// Gets number of nodes in a subtree (default 200) inline int numberNodes() const { return numberNodes_; } /** Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time */ inline void setSwitches(int value) { switches_ = value; } /** Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time 65536 bit and above used for temporary communication */ inline int switches() const { return switches_; } /// Whether to exit at once on gap bool exitNow(double bestObjective) const; /// Sets feasibility pump options (-1 is off) inline void setFeasibilityPumpOptions(int value) { feasibilityPumpOptions_ = value; } /// Gets feasibility pump options (-1 is off) inline int feasibilityPumpOptions() const { return feasibilityPumpOptions_; } /// Just set model - do not do anything else inline void setModelOnly(CbcModel * model) { model_ = model; } /// Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) inline void setFractionSmall(double value) { fractionSmall_ = value; } /// Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) inline double fractionSmall() const { return fractionSmall_; } /// Get how many solutions the heuristic thought it got inline int numberSolutionsFound() const { return numberSolutionsFound_; } /// Increment how many solutions the heuristic thought it got inline void incrementNumberSolutionsFound() { numberSolutionsFound_++; } /** Do mini branch and bound - return 0 not finished - no solution 1 not finished - solution 2 finished - no solution 3 finished - solution (could add global cut if finished) -1 returned on size -2 time or user event */ int smallBranchAndBound(OsiSolverInterface * solver, int numberNodes, double * newSolution, double & newSolutionValue, double cutoff , std::string name) const; /// 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) ; /// Returns true if can deal with "odd" problems e.g. sos type 2 virtual bool canDealWithOdd() const { return false; } /// return name of heuristic inline const char *heuristicName() const { return heuristicName_.c_str(); } /// set name of heuristic inline void setHeuristicName(const char *name) { heuristicName_ = name; } /// Set random number generator seed void setSeed(int value); /// Get random number generator seed int getSeed() const; /// Sets decay factor (for howOften) on failure inline void setDecayFactor(double value) { decayFactor_ = value; } /// Set input solution void setInputSolution(const double * solution, double objValue); /* Runs if bit set 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution */ inline void setWhereFrom(int value) { whereFrom_ = value; } inline int whereFrom() const { return whereFrom_; } /** Upto this depth we call the tree shallow and the heuristic can be called multiple times. That is, the test whether the current node is far from the others where the jeuristic was invoked will not be done, only the frequency will be tested. After that depth the heuristic will can be invoked only once per node, right before branching. That's when it'll be tested whether the heur should run at all. */ inline void setShallowDepth(int value) { shallowDepth_ = value; } /** How often to invoke the heuristics in the shallow part of the tree */ inline void setHowOftenShallow(int value) { howOftenShallow_ = value; } /** How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too. Currently this is tested, but we may switch to avgDistanceToRun_ in the future. */ inline void setMinDistanceToRun(int value) { minDistanceToRun_ = value; } /** Check whether the heuristic should run at all 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution */ virtual bool shouldHeurRun(int whereFrom); /** Check whether the heuristic should run this time */ bool shouldHeurRun_randomChoice(); void debugNodes(); void printDistanceToNodes(); /// how many times the heuristic has actually run inline int numRuns() const { return numRuns_; } /// How many times the heuristic could run inline int numCouldRun() const { return numCouldRun_; } /*! \brief Clone, but ... If type is - 0 clone the solver for the model, - 1 clone the continuous solver for the model - Add 2 to say without integer variables which are at low priority - Add 4 to say quite likely infeasible so give up easily (clp only). */ OsiSolverInterface * cloneBut(int type); protected: /// Model CbcModel * model_; /// When flag - 0 off, 1 at root, 2 other than root, 3 always int when_; /// Number of nodes in any sub tree int numberNodes_; /** Feasibility pump options , -1 is off >=0 for feasibility pump itself -2 quick proximity search -3 longer proximity search */ int feasibilityPumpOptions_; /// Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound mutable double fractionSmall_; /// Thread specific random number generator CoinThreadRandom randomNumberGenerator_; /// Name for printing std::string heuristicName_; /// How often to do (code can change) mutable int howOften_; /// How much to increase how often double decayFactor_; /** Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time */ mutable int switches_; /* Runs if bit set 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution */ int whereFrom_; /** Upto this depth we call the tree shallow and the heuristic can be called multiple times. That is, the test whether the current node is far from the others where the jeuristic was invoked will not be done, only the frequency will be tested. After that depth the heuristic will can be invoked only once per node, right before branching. That's when it'll be tested whether the heur should run at all. */ int shallowDepth_; /** How often to invoke the heuristics in the shallow part of the tree */ int howOftenShallow_; /** How many invocations happened within the same node when in a shallow part of the tree. */ int numInvocationsInShallow_; /** How many invocations happened when in the deep part of the tree. For every node we count only one invocation. */ int numInvocationsInDeep_; /** After how many deep invocations was the heuristic run last time */ int lastRunDeep_; /// how many times the heuristic has actually run int numRuns_; /** How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too. Currently this is tested, but we may switch to avgDistanceToRun_ in the future. */ int minDistanceToRun_; /// The description of the nodes where this heuristic has been applied CbcHeuristicNodeList runNodes_; /// How many times the heuristic could run int numCouldRun_; /// How many solutions the heuristic thought it got int numberSolutionsFound_; /// How many nodes the heuristic did this go mutable int numberNodesDone_; // Input solution - so can be used as seed double * inputSolution_; #ifdef JJF_ZERO /// Lower bounds of last node where the heuristic found a solution double * lowerBoundLastNode_; /// Upper bounds of last node where the heuristic found a solution double * upperBoundLastNode_; #endif }; /** Rounding class */ class CbcRounding : public CbcHeuristic { public: // Default Constructor CbcRounding (); // Constructor with model - assumed before cuts CbcRounding (CbcModel & model); // Copy constructor CbcRounding ( const CbcRounding &); // Destructor ~CbcRounding (); /// Assignment operator CbcRounding & operator=(const CbcRounding& rhs); /// Clone virtual CbcHeuristic * clone() const; /// Create C++ lines to get to current state virtual void generateCpp( FILE * fp) ; /// 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); 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 */ virtual int solution(double & objectiveValue, double * newSolution); /** 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 Use solutionValue rather than solvers one */ virtual int solution(double & objectiveValue, double * newSolution, double solutionValue); /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) virtual void validate(); /// Set seed void setSeed(int value) { seed_ = value; } /** Check whether the heuristic should run at all 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution */ virtual bool shouldHeurRun(int whereFrom); protected: // Data // Original matrix by column CoinPackedMatrix matrix_; // Original matrix by CoinPackedMatrix matrixByRow_; // Down locks unsigned short * down_; // Up locks unsigned short * up_; // Equality locks unsigned short * equal_; // Seed for random stuff int seed_; }; /** Partial solution class If user knows a partial solution this tries to get an integer solution it uses hotstart information */ class CbcHeuristicPartial : public CbcHeuristic { public: // Default Constructor CbcHeuristicPartial (); /** Constructor with model - assumed before cuts Fixes all variables with priority <= given and does given number of nodes */ CbcHeuristicPartial (CbcModel & model, int fixPriority = 10000, int numberNodes = 200); // Copy constructor CbcHeuristicPartial ( const CbcHeuristicPartial &); // Destructor ~CbcHeuristicPartial (); /// Assignment operator CbcHeuristicPartial & operator=(const CbcHeuristicPartial& rhs); /// Clone virtual CbcHeuristic * clone() const; /// Create C++ lines to get to current state virtual void generateCpp( FILE * fp) ; /// 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); 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 */ virtual int solution(double & objectiveValue, double * newSolution); /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) virtual void validate(); /// Set priority level void setFixPriority(int value) { fixPriority_ = value; } /** Check whether the heuristic should run at all */ virtual bool shouldHeurRun(int whereFrom); protected: // Data // All variables with abs priority <= this will be fixed int fixPriority_; }; /** heuristic - just picks up any good solution found by solver - see OsiBabSolver */ class CbcSerendipity : public CbcHeuristic { public: // Default Constructor CbcSerendipity (); /* Constructor with model */ CbcSerendipity (CbcModel & model); // Copy constructor CbcSerendipity ( const CbcSerendipity &); // Destructor ~CbcSerendipity (); /// Assignment operator CbcSerendipity & operator=(const CbcSerendipity& rhs); /// Clone virtual CbcHeuristic * clone() const; /// Create C++ lines to get to current state virtual void generateCpp( FILE * fp) ; /// update model virtual void setModel(CbcModel * model); using CbcHeuristic::solution ; /** returns 0 if no solution, 1 if valid solution. Sets solution values if good, sets objective value (only if good) We leave all variables which are at one at this node of the tree to that value and will initially set all others to zero. We then sort all variables in order of their cost divided by the number of entries in rows which are not yet covered. We randomize that value a bit so that ties will be broken in different ways on different runs of the heuristic. We then choose the best one and set it to one and repeat the exercise. */ virtual int solution(double & objectiveValue, double * newSolution); /// Resets stuff if model changes virtual void resetModel(CbcModel * model); protected: }; /** Just One class - this chooses one at random */ class CbcHeuristicJustOne : public CbcHeuristic { public: // Default Constructor CbcHeuristicJustOne (); // Constructor with model - assumed before cuts CbcHeuristicJustOne (CbcModel & model); // Copy constructor CbcHeuristicJustOne ( const CbcHeuristicJustOne &); // Destructor ~CbcHeuristicJustOne (); /// Clone virtual CbcHeuristicJustOne * clone() const; /// Assignment operator CbcHeuristicJustOne & operator=(const CbcHeuristicJustOne& rhs); /// Create C++ lines to get to current state virtual void generateCpp( FILE * fp) ; /** 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); /// 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); /// 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. This is dummy as never called */ virtual bool selectVariableToBranch(OsiSolverInterface* /*solver*/, const double* /*newSolution*/, int& /*bestColumn*/, int& /*bestRound*/) { return true; } /// Validate model i.e. sets when_ to 0 if necessary (may be NULL) virtual void validate(); /// Adds an heuristic with probability void addHeuristic(const CbcHeuristic * heuristic, double probability); /// Normalize probabilities void normalizeProbabilities(); protected: // Data // Probability of running a heuristic double * probabilities_; // Heuristics CbcHeuristic ** heuristic_; // Number of heuristics int numberHeuristics_; }; #endif