// $Id: CglTwomir.hpp 1119 2013-04-06 20:24:18Z stefan $
// 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 CglTwomir_H
#define CglTwomir_H
#include <string>
#include "CglCutGenerator.hpp"
#include "CoinFactorization.hpp"
typedef struct
{
int nz; /* current length of arrays index[] and coeff[] */
int max_nz; /* max length of arrays index[] and coeff[] */
double *coeff; /* coefficient of each variable in the constraint */
int *index; /* index of the variable (value in 0 ... nrow+ncol) */
double rhs; /* rhs of the constraint */
char sense; /* ?? is it necessary */
} DGG_constraint_t;
typedef struct{
int n;
DGG_constraint_t **c;
int *ctype;
double *alpha;
} DGG_list_t;
/******************** BASIS INFORMATION ADTs **********************************/
typedef struct{
int q_min;
int q_max;
int t_min;
int t_max;
int a_max;
int max_elements;
} cutParams;
typedef struct
{
double gomory_threshold; /* factional variable must be this away from int */
int ncol, /* number of columns in LP */
nrow, /* number of constaints in LP */
ninteger; /* number of integer variables in LP */
int nbasic_col, /* number of basic columns in the LP */
nbasic_row; /* number of basic rows in the LP */
/* the following arrays are all of size (ncol+nrow) */
int *info; /* description of each variable (see below) */
double *lb; /* specifies the lower bound (if any) of each variable */
double *ub; /* specifies the upper bound (if any) of each variable */
double *x; /* current solution */
double *rc; /* current reduced cost */
double *opt_x;
cutParams cparams;
} DGG_data_t;
/* the following macros allow us to decode the info of the DGG_data
type. The encoding is as follows,
bit 1 : if the variable is basic or not (non-basic).
bit 2 : if the variable is integer or or not (rational).
bit 3 : if the variable is structural or not (artifical).
bit 4 : if the variable is non-basic and at its upper bound
(else if non-basic at lower bound). */
#define DGG_isBasic(data,idx) ((data->info[idx])&1)
#define DGG_isInteger(data,idx) ((data->info[idx] >> 1)&1)
#define DGG_isStructural(data,idx) ((data->info[idx] >> 2)&1)
#define DGG_isEqualityConstraint(data,idx) ((data->info[idx] >> 3)&1)
#define DGG_isNonBasicAtUB(data,idx) ((data->info[idx] >> 4)&1)
#define DGG_isNonBasicAtLB(data,idx) ((data->info[idx] >> 5)&1)
#define DGG_isConstraintBoundedAbove(data,idx) ((data->info[idx] >> 6)&1)
#define DGG_isConstraintBoundedBelow(data,idx) ((data->info[idx] >> 7)&1)
#define DGG_setIsBasic(data,idx) ((data->info[idx]) |= 1)
#define DGG_setIsInteger(data,idx) ((data->info[idx]) |= (1<<1))
#define DGG_setIsStructural(data,idx) ((data->info[idx]) |= (1<<2))
#define DGG_setEqualityConstraint(data,idx) ((data->info[idx]) |= (1<<3))
#define DGG_setIsNonBasicAtUB(data,idx) ((data->info[idx]) |= (1<<4))
#define DGG_setIsNonBasicAtLB(data,idx) ((data->info[idx]) |= (1<<5))
#define DGG_setIsConstraintBoundedAbove(data,idx) ((data->info[idx]) |= (1<<6))
#define DGG_setIsConstraintBoundedBelow(data,idx) ((data->info[idx]) |= (1<<7))
class CoinWarmStartBasis;
/** Twostep MIR Cut Generator Class */
class CglTwomir : public CglCutGenerator {
friend void CglTwomirUnitTest(const OsiSolverInterface * siP,
const std::string mpdDir );
public:
/// Problem name
std::string probname_;
/**@name Generate Cuts */
//@{
/** Generate Two step MIR cuts either from the tableau rows or from the
formulation rows
*/
virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
const CglTreeInfo info = CglTreeInfo());
/// Return true if needs optimal basis to do cuts (will return true)
virtual bool needsOptimalBasis() const;
/**@name Change criterion on which scalings to use (default = 1,1,1,1) */
//@{
/// Set
void setMirScale (int tmin, int tmax) {t_min_ = tmin; t_max_ = tmax;}
void setTwomirScale (int qmin, int qmax) {q_min_ = qmin; q_max_ = qmax;}
void setAMax (int a) {a_max_ = a;}
void setMaxElements (int n) {max_elements_ = n;}
void setMaxElementsRoot (int n) {max_elements_root_ = n;}
void setCutTypes (bool mir, bool twomir, bool tab, bool form)
{ do_mir_ = mir; do_2mir_ = twomir; do_tab_ = tab; do_form_ = form;}
void setFormulationRows (int n) {form_nrows_ = n;}
/// Get
int getTmin() const {return t_min_;}
int getTmax() const {return t_max_;}
int getQmin() const {return q_min_;}
int getQmax() const {return q_max_;}
int getAmax() const {return a_max_;}
int getMaxElements() const {return max_elements_;}
int getMaxElementsRoot() const {return max_elements_root_;}
int getIfMir() const { return do_mir_;}
int getIfTwomir() const { return do_2mir_;}
int getIfTableau() const { return do_tab_;}
int getIfFormulation() const { return do_form_;}
//@}
/**@name Change criterion on which variables to look at. All ones
more than "away" away from integrality will be investigated
(default 0.05) */
//@{
/// Set away
void setAway(double value);
/// Get away
double getAway() const;
/// Set away at root
void setAwayAtRoot(double value);
/// Get away at root
double getAwayAtRoot() const;
/// Return maximum length of cut in tree
virtual int maximumLengthOfCutInTree() const
{ return max_elements_;}
//@}
/**@name Change way TwoMir works */
//@{
/// Pass in a copy of original solver (clone it)
void passInOriginalSolver(OsiSolverInterface * solver);
/// Returns original solver
inline OsiSolverInterface * originalSolver() const
{ return originalSolver_;}
/// Set type - 0 normal, 1 add original matrix one, 2 replace
inline void setTwomirType(int type)
{ twomirType_=type;}
/// Return type
inline int twomirType() const
{ return twomirType_;}
//@}
/**@name Constructors and destructors */
//@{
/// Default constructor
CglTwomir ();
/// Copy constructor
CglTwomir (const CglTwomir &);
/// Clone
virtual CglCutGenerator * clone() const;
/// Assignment operator
CglTwomir & operator=(const CglTwomir& rhs);
/// Destructor
virtual ~CglTwomir ();
/// Create C++ lines to get to current state
virtual std::string generateCpp( FILE * fp);
/// This can be used to refresh any inforamtion
virtual void refreshSolver(OsiSolverInterface * solver);
//@}
private:
// Private member data
/**@name Private member data */
//@{
/// Threadsafe random number generator
CoinThreadRandom randomNumberGenerator_;
/// Original solver
OsiSolverInterface * originalSolver_;
/// Only investigate if more than this away from integrality
double away_;
/// Only investigate if more than this away from integrality (at root)
double awayAtRoot_;
/// Type - 0 normal, 1 add original matrix one, 2 replace
int twomirType_;
bool do_mir_;
bool do_2mir_;
bool do_tab_;
bool do_form_;
int t_min_; /// t_min - first value of t to use for tMIR inequalities
int t_max_; /// t_max - last value of t to use for tMIR inequalities
int q_min_; /// q_min - first value of t to use for 2-Step tMIR inequalities
int q_max_; /// q_max - last value of t to use for 2-Step tMIR inequalities
int a_max_; /// a_max - maximum value of bhat/alpha
int max_elements_; /// Maximum number of elements in cut
int max_elements_root_; /// Maximum number of elements in cut at root
int form_nrows_; //number of rows on which formulation cuts will be generated
//@}
};
//#############################################################################
/*
#include <stdlib.h>
#include <stdio.h>
#include <stdarg.h>
#include <math.h>
#include <float.h>
#include <cassert>
#include <iostream.h>
*/
/******************** DEBUG DEFINITIONS ***************************************/
#define DGG_DEBUG_DGG 1
#define DGG_TRACE_ERRORS 0
#define DGG_DISPLAY 0
#define DGG_AUTO_CHECK_CUT_OFF_OPTIMAL 1
/******************** CONFIGURATION DEFAULTS **********************************/
#define DGG_DEFAULT_METHOD 2
#define DGG_DEFAULT_TMIN 1
#define DGG_DEFAULT_TMAX 1
#define DGG_DEFAULT_TAUMIN 2
#define DGG_DEFAULT_TAUMAX 6
#define DGG_DEFAULT_MAX_CUTS 500
#define DGG_DEFAULT_IMPROVEMENT_THRESH 0.001
#define DGG_DEFAULT_NBELOW_THRESH INT_MAX
#define DGG_DEFAULT_NROOT_ROUNDS 2
#define DGG_DEFAULT_NEGATIVE_SCALED_TWOSTEPS 0
#define DGG_DEFAULT_ALPHA_RULE 0
#define DGG_DEFAULT_CUT_INC 250
#define DGG_DEFAULT_CUT_FORM 0
#define DGG_DEFAULT_NICEFY 0
#define DGG_DEFAULT_ONLY_DELAYED 0
#define DGG_DEFAULT_DELAYED_FREQ 9999999
#define DGG_DEFAULT_LPROWS_FREQ 9999999
#define DGG_DEFAULT_WHICH_FORMULATION_CUTS 2
/******************** SOLVER CONFIGURATION DEFINITIONS ************************/
#define DGG_OSI 0
#define DGG_CPX 1
#define DGG_QSO 2
/* determines the solver to be used */
#define DGG_SOLVER DGG_OSI
/* adds checking routines to make sure solver works as expected */
#define DGG_DEBUG_SOLVER 0
/* turn off screen output from solver */
#define DGG_SOLVER_SCREEN_FLAG 0
/******************** CUT DEFINITIONS *****************************************/
/* internal names for cut types */
#define DGG_TMIR_CUT 1
#define DGG_2STEP_CUT 2
/* internal names for alpha-selection rules */
#define DGG_ALPHA_MIN_SUM 0
#define DGG_ALPHA_RANDOM_01 1
#define DGG_ALPHA_RANDOM_COEFF 2
#define DGG_ALPHA_ALL 3
#define DGG_ALPHA_MAX_STEEP 5
/******************** PRECISION & NUMERICAL ISSUES DEFINITIONS ****************/
/* how steep a cut must be before adding it to the lp */
#define DGG_MIN_STEEPNESS 1.0e-4
#define DGG_MAX_L2NORM 1.0e7
/* 0 = min steepness, 1 = max norm */
#define DGG_NORM_CRITERIA 1
/* internal representation of +infinity */
#define UB_MAX DBL_MAX
/* used to define how fractional a basic-integer variable must be
before choosing to use it to generate a TMIR cut on.
OSI's default is 1.0e-7 */
#define DGG_GOMORY_THRESH 0.005
#define DGG_RHS_THRESH 0.005
/* used for comparing variables to their upper bounds.
OSI's default is 1.0e-7.
We set it to 1.0e6 because e-7 seems too sensitive.
In fact, with e-7 the problem dsbmip.mps complains. */
#define DGG_BOUND_THRESH 1.0e-6
/* used for comparing the lhs (activity) value of a tableau row
with the rhs. This is only used for debugging purposes. */
#define DGG_EQUALITY_THRESH 1.0e-5
/* used for comparing a variable's lower bound to 0.0
and determining if we need to shift the variable */
#define DGG_SHIFT_THRESH 1.0e-6
/* used for determing how far from an integer is still an integer.
This value is used for comparing coefficients to integers.
OSI's default is 1.0e-10. */
#define DGG_INTEGRALITY_THRESH 1.0e-10
/* the min value that a coeff can have in the tableau row
before being set to zero. */
#define CBC_CHECK_CUT
#ifndef CBC_CHECK_CUT
#define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-8
#else
#define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-12
#endif
/* smallest value rho is allowed to have for a simple 2-step MIR
(ie: not an extended two-step MIR) */
#define DGG_MIN_RHO 1.0e-7
#define DGG_MIN_ALPHA 1.0e-7
/* when a slack is null: used to check if a cut is satisfied or not. */
#define DGG_NULL_SLACK 1.0e-5
/* nicefy constants */
#define DGG_NICEFY_MIN_ABSVALUE 1.0e-13
#define DGG_NICEFY_MIN_FIX 1.0e-7
#define DGG_NICEFY_MAX_PADDING 1.0e-6
#define DGG_NICEFY_MAX_RATIO 1.0e9
/******************** ERROR-CATCHING MACROS ***********************************/
#if DGG_TRACE_ERRORS > 0
#define __DGG_PRINT_LOC__(F) fprintf(((F==0)?stdout:F), " in %s (%s:%d)\n", __func__, __FILE__, __LINE__)
#define DGG_THROW(A,REST...) {\
fprintf(stdout, ##REST); \
__DGG_PRINT_LOC__(stdout); \
return (A);}
#define DGG_IF_EXIT(A,B,REST...) {\
if(A) {\
fprintf(stdout, ##REST); \
__DGG_PRINT_LOC__(stdout); \
exit(B);}}
#define DGG_CHECKRVAL(A,B) {\
if(A) {\
__DGG_PRINT_LOC__(stdout); \
return B; } }
#define DGG_CHECKRVAL1(A,B) {\
if(A) {\
__DGG_PRINT_LOC__(stdout); \
rval = B; goto CLEANUP; } }
#define DGG_WARNING(A, REST...) {\
if(A) {\
fprintf(stdout, ##REST); \
__DGG_PRINT_LOC__(stdout); \
}}
#define DGG_TEST(A,B,REST...) {\
if(A) DGG_THROW(B,##REST) }
#define DGG_TEST2(A,B,C,REST) {DGG_TEST(A,B,C,REST) }
#define DGG_TEST3(A,B,C,D,REST) {DGG_TEST(A,B,C,D,REST) }
#else
#define DGG_IF_EXIT(A,B,REST) {if(A) {fprintf(stdout, REST);exit(B);}}
#define DGG_THROW(A,B) return(A)
#define DGG_CHECKRVAL(A,B) { if(A) return(B); }
#define DGG_CHECKRVAL1(A,B){ if(A) { rval = B; goto CLEANUP; } }
#define DGG_TEST(A,B,REST) { if(A) return(B);}
#define DGG_TEST2(A,B,REST,C) { DGG_TEST(A,B,REST) }
#define DGG_TEST3(A,B,REST,C,D) { DGG_TEST(A,B,REST) }
#endif
/******************** SIMPLE MACROS AND FUNCTIONS *****************************/
#define DGG_MIN(a,b) ( (a<b)?a:b )
#define DGG_MAX(a,b) ( (a>b)?a:b )
#define KREM(vht,alpha,tau) (DGG_MIN( ceil(vht / alpha), tau ) - 1)
#define LMIN(vht, d, bht) (DGG_MIN( floor(d*bht/bht), d))
#define ABOV(v) (v - floor(v))
#define QINT(vht,bht,tau) ( (int)floor( (vht*(tau-1))/bht ) )
#define V2I(bht,tau,i) ( ((i+1)*bht / tau) )
int DGG_is_even(double vht, double bht, int tau, int q);
double frac_part(double value);
int DGG_is_a_multiple_of_b(double a, double b);
/* free function for DGG_data_t. Frees internal arrays and data structure */
int DGG_freeData( DGG_data_t *data );
/******************** CONSTRAINT ADTs *****************************************/
DGG_constraint_t* DGG_newConstraint(int max_arrays);
void DGG_freeConstraint(DGG_constraint_t *c);
DGG_constraint_t *DGG_copyConstraint(DGG_constraint_t *c);
void DGG_scaleConstraint(DGG_constraint_t *c, int t);
/******************** CONFIGURATION *******************************************/
void DGG_list_init (DGG_list_t *l);
int DGG_list_addcut (DGG_list_t *l, DGG_constraint_t *cut, int ctype, double alpha);
void DGG_list_delcut (DGG_list_t *l, int i);
void DGG_list_free(DGG_list_t *l);
/******************* SOLVER SPECIFIC METHODS **********************************/
DGG_data_t *DGG_getData(const void *solver_ptr);
/******************* CONSTRAINT MANIPULATION **********************************/
/* DGG_transformConstraint: manipulates a constraint in the following way:
packs everything in output
1 - variables at their upper bounds are substituted for their
complements. This is done by adjusting the coefficients and
the right hand side (simple substitution).
2 - variables with non-zero lower bounds are shifted. */
int DGG_transformConstraint( DGG_data_t *data,
double **x_out,
double **rc_out,
char **isint_out,
DGG_constraint_t *constraint );
/* DGG_unTransformConstraint :
1 - Undoes step (1) of DGG_transformConstraint
2 - Undoes step (2) of DGG_transformConstraint */
int DGG_unTransformConstraint( DGG_data_t *data,
DGG_constraint_t *constraint );
/* substitutes each slack variable by the structural variables which
define it. This function, hence, changes the constraint 'cut'. */
int DGG_substituteSlacks( const void *solver_ptr,
DGG_data_t *data,
DGG_constraint_t *cut );
int DGG_nicefyConstraint( const void *solver_ptr,
DGG_data_t *data,
DGG_constraint_t *cut);
/******************* CUT GENERATION *******************************************/
int DGG_getFormulaConstraint( int row_idx,
const void *solver_ptr,
DGG_data_t *data,
DGG_constraint_t* row );
int DGG_getTableauConstraint( int index,
const void *solver_ptr,
DGG_data_t *data,
DGG_constraint_t* tabrow,
const int * colIsBasic,
const int * rowIsBasic,
CoinFactorization & factorization,
int mode );
DGG_constraint_t* DGG_getSlackExpression(const void *solver_ptr, DGG_data_t* data, int row_index);
int DGG_generateTabRowCuts( DGG_list_t *list,
DGG_data_t *data,
const void *solver_ptr );
int DGG_generateFormulationCuts( DGG_list_t *list,
DGG_data_t *data,
const void *solver_ptr,
int nrows,
CoinThreadRandom & generator);
int DGG_generateFormulationCutsFromBase( DGG_constraint_t *base,
double slack,
DGG_list_t *list,
DGG_data_t *data,
const void *solver_ptr,
CoinThreadRandom & generator);
int DGG_generateCutsFromBase( DGG_constraint_t *base,
DGG_list_t *list,
DGG_data_t *data,
const void *solver_ptr );
int DGG_buildMir( char *isint,
DGG_constraint_t *base,
DGG_constraint_t **cut_out );
int DGG_build2step( double alpha,
char *isint,
DGG_constraint_t *base,
DGG_constraint_t **cut_out );
int DGG_addMirToList ( DGG_constraint_t *base,
char *isint,
double *x,
DGG_list_t *list,
DGG_data_t *data,
DGG_constraint_t *orig_base );
int DGG_add2stepToList ( DGG_constraint_t *base,
char *isint,
double *x,
double *rc,
DGG_list_t *list,
DGG_data_t *data,
DGG_constraint_t *orig_base );
/******************* CUT INFORMATION ******************************************/
double DGG_cutLHS(DGG_constraint_t *c, double *x);
int DGG_isCutDesirable(DGG_constraint_t *c, DGG_data_t *d);
/******************* TEST / DEBUGGING ROUTINES ********************************/
int DGG_isConstraintViolated(DGG_data_t *d, DGG_constraint_t *c);
int DGG_isBaseTrivial(DGG_data_t *d, DGG_constraint_t* c);
int DGG_is2stepValid(double alpha, double bht);
int DGG_cutsOffPoint(double *x, DGG_constraint_t *cut);
//#############################################################################
/** A function that tests the methods in the CglTwomir class. The
only reason for it not to be a member method is that this way it doesn't
have to be compiled into the library. And that's a gain, because the
library should be compiled with optimization on, but this method should be
compiled with debugging. */
void CglTwomirUnitTest(const OsiSolverInterface * siP,
const std::string mpdDir);
#endif