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author | Georgey | 2017-07-05 11:40:43 +0530 |
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committer | Georgey | 2017-07-05 11:40:43 +0530 |
commit | 938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427 (patch) | |
tree | b343c0ee5609433c80e0de1db8b6886c9126dc2d /thirdparty/linux/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp | |
parent | 5b72577efe080c5294b32d804e4d26351fef30bc (diff) | |
download | FOSSEE-Optimization-toolbox-938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427.tar.gz FOSSEE-Optimization-toolbox-938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427.tar.bz2 FOSSEE-Optimization-toolbox-938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427.zip |
Added linux shared libraries and header files for int and ecos functions
Diffstat (limited to 'thirdparty/linux/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp')
-rw-r--r-- | thirdparty/linux/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp | 564 |
1 files changed, 564 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp b/thirdparty/linux/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp new file mode 100644 index 0000000..7952d57 --- /dev/null +++ b/thirdparty/linux/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp @@ -0,0 +1,564 @@ +// $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 + |