path: root/build/Bonmin/include/coin/BonBabSetupBase.hpp

// (C) Copyright International Business Machines Corporation 2007
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors :
// Pierre Bonami, International Business Machines Corporation
//
// Date : 04/12/2007

#ifndef BabSetupBase_H
#define BabSetupBase_H

#include <string>
#include <list>
#include "CglCutGenerator.hpp"
#include "CbcHeuristic.hpp"
#include "OsiChooseVariable.hpp"
#include "BonOsiTMINLPInterface.hpp"
#include "IpSmartPtr.hpp"
#include "BonTMINLP2OsiLP.hpp"

namespace Bonmin
{
  /** A class to have all elements necessary to setup a branch-and-bound.*/
  class BabSetupBase
  {
  public:
    /** Type for cut generation method with its frequency and string identification. */
    struct CuttingMethod 
    {
      int frequency;
      std::string id;
      CglCutGenerator * cgl;
      bool atSolution;
      bool normal;
      bool always;
      CuttingMethod():
          atSolution(false),
          normal(true),
          always(false)
      {}

      CuttingMethod(const CuttingMethod & other):
          frequency(other.frequency),
          id(other.id),
          cgl(other.cgl),
          atSolution(other.atSolution),
          normal(other.normal),
          always(other.always)
      {}
    };
    /** Type for heuristic method with its string identification. */
    struct HeuristicMethod
    {
      std::string id;
      CbcHeuristic* heuristic;
      HeuristicMethod()
      {}

      HeuristicMethod(const HeuristicMethod & other):
          id(other.id),
          heuristic(other.heuristic)
      {}
    };
    typedef std::list<CuttingMethod> CuttingMethods;
    typedef std::list<HeuristicMethod  > HeuristicMethods;

    /** Strategies for comparing the nodes on the heap. */
    enum NodeComparison {
      bestBound = 0 /** Best bound*/,
      DFS /** Depth First Search*/,
      BFS /** Best First Search */,
      dynamic /** Dynamic strategy, see <a href="http://www.coin-or.org/Doxygen/Cbc/class_cbc_branch_dynamic_decision.html">
      		  CbcBranchActual.hpp </a> for explanations.*/,
      bestGuess /** Best guessed integer solution is subtree below, based on pseudo costs */
    };

    /** Strategies for traversing the tree.*/
    enum TreeTraversal {
      HeapOnly=0 /** Only using the heap, uses CbcTree.*/,
      DiveFromBest /** dive from top node of the heap untill it gets to a leaf of the tree. Uses Bonmin::CbcDiver.*/,
      ProbedDive /** Eplore two kids before following on dive.*/,
      DfsDiveFromBest /** dive from top node of the heap with more elaborate strategy (see options doc). Uses Bonmin::CbcDfsDiver.*/,
      DfsDiveDynamic /** Same as DfsDiveFromBest, but after a prescribed number of integer solution are found switch to best-bound and if too many node switches to depth-first. Uses Bonmin::CbcDfsDiver.*/
    };


    /** @name Enums for optionslist parameters */
    enum VarSelectStra_Enum {
      MOST_FRACTIONAL=0,
      STRONG_BRANCHING,
      RELIABILITY_BRANCHING,
#ifdef BONMIN_CURVATURE_BRANCHING
      CURVATURE_ESTIMATOR,
#endif
      QP_STRONG_BRANCHING,
      LP_STRONG_BRANCHING,
      NLP_STRONG_BRANCHING,
      OSI_SIMPLE,
      OSI_STRONG,
      RANDOM
    };

    /** Parameters represented by an integer. */
    enum IntParameter{
      BabLogLevel = 0 /** Log level of main branch-and-bound*/,
      BabLogInterval/** Display information every logIntervval nodes.*/,
      MaxFailures /** Max number of failures in a branch.*/,
      FailureBehavior /** Behavior of the algorithm in the case of a failure.*/,
      MaxInfeasible /** Max number of consecutive infeasible problem in a branch
            before fathoming.*/,
      NumberStrong /** Number of candidates for strong branching.*/,
      MinReliability /** Minimum reliability before trust pseudo-costs.*/,
      MaxNodes /** Global node limit.*/,
      MaxSolutions /** limit on number of integer feasible solution.*/,
      MaxIterations /** Global iteration limit. */,
      SpecialOption /** Spetial option in particular for Cbc. */,
      DisableSos /** Consider or not SOS constraints.*/,
      NumCutPasses/** Number of cut passes at nodes.*/,
      NumCutPassesAtRoot/** Number of cut passes at nodes.*/,
      RootLogLevel/** Log level for root relaxation.*/,
      NumberIntParam /** Dummy end to size table*/
    };


    /** Parameters represented by a double.*/
    enum DoubleParameter{
      CutoffDecr = 0 /** Amount by which cutoff is incremented */,
      Cutoff /** cutoff value */,
      AllowableGap /** Stop if absolute gap is less than this. */,
      AllowableFractionGap /** Stop if relative gap is less than this.*/,
      IntTol /** Integer tolerance.*/,
      MaxTime /** Global time limit. */,
      NumberDoubleParam /** Dummy end to size table*/
    };

    /** Default constructor. */
    BabSetupBase(const CoinMessageHandler * handler = NULL);

    /** Construct from existing tminlp. */
    BabSetupBase(Ipopt::SmartPtr<TMINLP> tminlp, const CoinMessageHandler * handler = NULL);
    /** Construct from existing application.*/
    BabSetupBase(Ipopt::SmartPtr<TNLPSolver> app);
    /** Construct from existing TMINLP interface.*/
    BabSetupBase(const OsiTMINLPInterface& nlp);
    /** Copy but uses an other nlp.*/
    BabSetupBase(const BabSetupBase &setup,
                 OsiTMINLPInterface &nlp);

    /** Copy but uses an other nlp.*/
    BabSetupBase(const BabSetupBase &setup,
                 OsiTMINLPInterface &nlp,
                 const std::string &prefix);

    /** Copy constructor. */
    BabSetupBase(const BabSetupBase & other);

    /** virtual copy constructor. */
    virtual BabSetupBase * clone() const = 0;

    /** Make a copy with solver replace by one passed .*/
    virtual BabSetupBase *clone(OsiTMINLPInterface&nlp)const;
    /** Virtual destructor. */
    virtual ~BabSetupBase();

    /** @name Methods to initialize algorithm with various inputs. */
    /** @{ */
    /** use existing TMINLP interface (containing the options).*/
    void use(const OsiTMINLPInterface& nlp);
    /** Read options (if not done before) and create interface using tminlp.*/
    void use(Ipopt::SmartPtr<TMINLP> tminlp );
    /** use specific instanciation of a TMINLP2TNLP.*/
    void use(Ipopt::SmartPtr<TMINLP2TNLP> prob);
    /** Set the non-linear solver used */
    void setNonlinearSolver(OsiTMINLPInterface * s)
    {
      nonlinearSolver_ = s;
    }
    /** @} */

    /** @name Methods to manipulate options. */
    /** @{ */
    /** Register all the options for this algorithm instance.*/
    virtual void registerOptions();
    /** Setup the defaults options for this algorithm. */
    virtual void setBabDefaultOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions)
    {}
    /** Register all the options for this algorithm instance.*/
    static void registerAllOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions);

    /** Get the options from default text file (bonmin.opt) if don't already have them.*/
    virtual void readOptionsFile()
    {
      if (readOptions_) return;
      readOptionsFile("bonmin.opt");
    }

    /** Get the options from given fileName */
    void readOptionsFile(std::string fileName);

    /** Get the options from long string containing all.*/
    void readOptionsString(std::string opt_string);

    /** Get the options from stream.*/
    void readOptionsStream(std::istream& is);

    /** May print documentation of options if options print_options_documentation is set to yes.*/
    void mayPrintDoc();


    /** Get prefix to use for options.*/
    const char * prefix() const {
      return prefix_.c_str();
    }

    /** Set the value for options, output...*/
    void setOptionsAndJournalist(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
        Ipopt::SmartPtr<Ipopt::OptionsList> options,
        Ipopt::SmartPtr<Ipopt::Journalist> journalist)
    {
      options_ = options;
      roptions_ = roptions;
      journalist_ = journalist;
    }

    /** Initialize the options and the journalist.*/
    void initializeOptionsAndJournalist();
    /** @} */

    /** @name Elements of the branch-and-bound setup.*/
    /** @{ */
    /** Pointer to the non-linear solver used.*/
    OsiTMINLPInterface * nonlinearSolver()
    {
      return nonlinearSolver_;
    }
    /** Pointer to the continuous solver to use for relaxations. */
    OsiSolverInterface * continuousSolver()
    {
      return continuousSolver_;
    }
    /** list of cutting planes methods to apply with their frequencies. */
    CuttingMethods& cutGenerators()
    {
      return cutGenerators_;
    }
    /** list of Heuristic methods to use. */
    HeuristicMethods& heuristics()
    {
      return heuristics_;
    }
    /** branching method to use. */
    OsiChooseVariable * branchingMethod()
    {
      return branchingMethod_;
    }
    /** Method used to compare nodes. */
    NodeComparison& nodeComparisonMethod()
    {
      return nodeComparisonMethod_;
    }
    /** Method used to traverse tree.*/
    TreeTraversal treeTraversalMethod()
    {
      return treeTraversalMethod_;
    }
    /** Return value of integer parameter. */
    int getIntParameter(const IntParameter &p) const
    {
      return intParam_[p];
    }
    /** Return value of double parameter.*/
    double getDoubleParameter(const DoubleParameter &p) const
    {
      return doubleParam_[p];
    }
    /** Return value of integer parameter. */
    void setIntParameter(const IntParameter &p, const int v)
    {
      intParam_[p] = v;
    }
    /** Return value of double parameter.*/
    void setDoubleParameter(const DoubleParameter &p, const double v)
    {
      doubleParam_[p] = v;
    }
    /** @} */

    /** Get the values of base parameters from the options stored.*/
    void gatherParametersValues()
    {
      gatherParametersValues(options_);
    }
    /** Get the values of the base parameters from the passed options.*/
    void gatherParametersValues(Ipopt::SmartPtr<Ipopt::OptionsList> options);
    /** Acces storage of Journalist for output */
    Ipopt::SmartPtr<Ipopt::Journalist> journalist()
    {
      return journalist_;
    }

    /** Acces list of Options */
    Ipopt::SmartPtr<Ipopt::OptionsList> options()
    {
      return options_;
    }

    /** Access registered Options */
    Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions()
    {
      return roptions_;
    }

    /** Access to extra objects.*/
    const vector<OsiObject *>& objects() const
    {
      return objects_;
    }

    /** Access to extra objects.*/
    vector<OsiObject *>& objects()
    {
      return objects_;
    }
  
    void addCutGenerator(CuttingMethod & cg){
      cutGenerators_.push_back(cg);
    }

    void set_linearizer(TMINLP2OsiLP * linearizer){
      linearizer_ = linearizer;
    }

  protected:
    /** Set the priorities into OsiTMINLPInterface when needed.*/
    void setPriorities();
    /** Add SOS constraints to OsiTMINLPInterface when needed.*/
    void addSos();

    /** storage of integer parameters.*/
    int intParam_[NumberIntParam];
    /** default values for int parameters.*/
    static int defaultIntParam_[NumberIntParam];
    /** storage of double parameters. */
    double doubleParam_[NumberDoubleParam];
    /** default values for double parameters. */
    static double defaultDoubleParam_[NumberDoubleParam];
    /** Storage of the non-linear solver used.*/
    OsiTMINLPInterface * nonlinearSolver_;
    /** Storage of continuous solver.*/
    OsiSolverInterface * continuousSolver_;
    /** Method to linearize MINLPs */
    Ipopt::SmartPtr<TMINLP2OsiLP> linearizer_;
    /** Cut generation methods. */
    CuttingMethods cutGenerators_;
    /** Heuristic methods. */
    HeuristicMethods heuristics_;
    /** Branching method.*/
    OsiChooseVariable * branchingMethod_;
    /** Node comparison method.*/
    NodeComparison nodeComparisonMethod_;
    /** Tree traversal method.*/
    TreeTraversal treeTraversalMethod_;
    /** Extra object to add to Cbc (not OsiObjects).*/
    vector<OsiObject *> objects_;
    

    /** Storage of Journalist for output */
    Ipopt::SmartPtr<Ipopt::Journalist> journalist_;

    /** List of Options */
    Ipopt::SmartPtr<Ipopt::OptionsList> options_;

    /** Registered Options */
    Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions_;

    /** flag to say if option file was read.*/
    bool readOptions_;
    /** separate message handler.*/
    CoinMessageHandler * messageHandler_;
    /** Prefix to use when reading options.*/
    std::string prefix_;
  };
}/* End namespace Bonmin. */
#endif