// $Id: CglProbing.hpp 1201 2014-03-07 17:24:04Z 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 CglProbing_H
#define CglProbing_H
#include <string>
#include "CglCutGenerator.hpp"
/** Only useful type of disaggregation is most normal
For now just done for 0-1 variables
Can be used for building cliques
*/
typedef struct {
//unsigned int zeroOne:1; // nonzero if affected variable is 0-1
//unsigned int whenAtUB:1; // nonzero if fixing happens when this variable at 1
//unsigned int affectedToUB:1; // nonzero if affected variable fixed to UB
//unsigned int affected:29; // If 0-1 then 0-1 sequence, otherwise true
unsigned int affected;
} disaggregationAction;
/** Probing Cut Generator Class */
class CglProbing : public CglCutGenerator {
friend void CglProbingUnitTest(const OsiSolverInterface * siP,
const std::string mpdDir );
public:
/**@name Generate Cuts */
//@{
/** Generate probing/disaggregation cuts for the model of the
solver interface, si.
This is a simplification of probing ideas put into OSL about
ten years ago. The only known documentation is a copy of a
talk handout - we think Robin Lougee-Heimer has a copy!
For selected integer variables (e.g. unsatisfied ones) the effect of
setting them up or down is investigated. Setting a variable up
may in turn set other variables (continuous as well as integer).
There are various possible results:
1) It is shown that problem is infeasible (this may also be
because objective function or reduced costs show worse than
best solution). If the other way is feasible we can generate
a column cut (and continue probing), if not feasible we can
say problem infeasible.
2) If both ways are feasible, it can happen that x to 0 implies y to 1
** and x to 1 implies y to 1 (again a column cut). More common
is that x to 0 implies y to 1 and x to 1 implies y to 0 so we could
substitute for y which might lead later to more powerful cuts.
** This is not done in this code as there is no mechanism for
returning information.
3) When x to 1 a constraint went slack by c. We can tighten the
constraint ax + .... <= b (where a may be zero) to
(a+c)x + .... <= b. If this cut is violated then it is
generated.
4) Similarly we can generate implied disaggregation cuts
Note - differences to cuts in OSL.
a) OSL had structures intended to make this faster.
b) The "chaining" in 2) was done
c) Row cuts modified original constraint rather than adding cut
b) This code can cope with general integer variables.
Insert the generated cuts into OsiCut, cs.
If a "snapshot" of a matrix exists then this will be used.
Presumably this will give global cuts and will be faster.
No check is done to see if cuts will be global.
Otherwise use current matrix.
Both row cuts and column cuts may be returned
The mode options are:
0) Only unsatisfied integer variables will be looked at.
If no information exists for that variable then
probing will be done so as a by-product you "may" get a fixing
or infeasibility. This will be fast and is only available
if a snapshot exists (otherwise as 1).
The bounds in the snapshot are the ones used.
1) Look at unsatisfied integer variables, using current bounds.
Probing will be done on all looked at.
2) Look at all integer variables, using current bounds.
Probing will be done on all
** If generateCutsAndModify is used then new relaxed
row bounds and tightened column bounds are generated
Returns number of infeasibilities
*/
virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
const CglTreeInfo info = CglTreeInfo());
int generateCutsAndModify( const OsiSolverInterface & si, OsiCuts & cs,
CglTreeInfo * info);
//@}
/**@name snapshot etc */
//@{
/** Create a copy of matrix which is to be used
this is to speed up process and to give global cuts
Can give an array with 1 set to select, 0 to ignore
column bounds are tightened
If array given then values of 1 will be set to 0 if redundant.
Objective may be added as constraint
Returns 1 if infeasible otherwise 0
*/
int snapshot ( const OsiSolverInterface & si,
char * possible=NULL,
bool withObjective=true);
/// Deletes snapshot
void deleteSnapshot ( );
/** Creates cliques for use by probing.
Only cliques >= minimumSize and < maximumSize created
Can also try and extend cliques as a result of probing (root node).
Returns number of cliques found.
*/
int createCliques( OsiSolverInterface & si,
int minimumSize=2, int maximumSize=100);
/// Delete all clique information
void deleteCliques();
/** Create a fake model by adding cliques
if type&4 then delete rest of model first,
if 1 then add proper cliques, 2 add fake cliques */
OsiSolverInterface * cliqueModel(const OsiSolverInterface * model,
int type);
//@}
/**@name Get tighter column bounds */
//@{
/// Lower
const double * tightLower() const;
/// Upper
const double * tightUpper() const;
/// Array which says tighten continuous
const char * tightenBounds() const
{ return tightenBounds_;}
//@}
/**@name Get possible freed up row bounds - only valid after mode==3 */
//@{
/// Lower
const double * relaxedRowLower() const;
/// Upper
const double * relaxedRowUpper() const;
//@}
/**@name Change mode */
//@{
/// Set
void setMode(int mode);
/// Get
int getMode() const;
//@}
/**@name Change maxima */
//@{
/// Set maximum number of passes per node
void setMaxPass(int value);
/// Get maximum number of passes per node
int getMaxPass() const;
/// Set log level - 0 none, 1 - a bit, 2 - more details
void setLogLevel(int value);
/// Get log level
int getLogLevel() const;
/// Set maximum number of unsatisfied variables to look at
void setMaxProbe(int value);
/// Get maximum number of unsatisfied variables to look at
int getMaxProbe() const;
/// Set maximum number of variables to look at in one probe
void setMaxLook(int value);
/// Get maximum number of variables to look at in one probe
int getMaxLook() const;
/// Set maximum number of elements in row for it to be considered
void setMaxElements(int value);
/// Get maximum number of elements in row for it to be considered
int getMaxElements() const;
/// Set maximum number of passes per node (root node)
void setMaxPassRoot(int value);
/// Get maximum number of passes per node (root node)
int getMaxPassRoot() const;
/// Set maximum number of unsatisfied variables to look at (root node)
void setMaxProbeRoot(int value);
/// Get maximum number of unsatisfied variables to look at (root node)
int getMaxProbeRoot() const;
/// Set maximum number of variables to look at in one probe (root node)
void setMaxLookRoot(int value);
/// Get maximum number of variables to look at in one probe (root node)
int getMaxLookRoot() const;
/// Set maximum number of elements in row for it to be considered (root node)
void setMaxElementsRoot(int value);
/// Get maximum number of elements in row for it to be considered (root node)
int getMaxElementsRoot() const;
/**
Returns true if may generate Row cuts in tree (rather than root node).
Used so know if matrix will change in tree. Really
meant so column cut generators can still be active
without worrying code.
Default is true
*/
virtual bool mayGenerateRowCutsInTree() const;
//@}
/**@name Get information back from probing */
//@{
/// Number looked at this time
inline int numberThisTime() const
{ return numberThisTime_;}
/// Which ones looked at this time
inline const int * lookedAt() const
{ return lookedAt_;}
//@}
/**@name Stop or restart row cuts (otherwise just fixing from probing) */
//@{
/// Set
/// 0 no cuts, 1 just disaggregation type, 2 coefficient ( 3 both)
void setRowCuts(int type);
/// Get
int rowCuts() const;
//@}
/// Clique type
typedef struct {
unsigned int equality:1; // nonzero if clique is ==
} CliqueType;
/**@name Information on cliques */
//@{
/// Number of cliques
inline int numberCliques() const
{ return numberCliques_;}
/// Clique type
inline CliqueType * cliqueType() const
{ return cliqueType_;}
/// Start of each clique
inline int * cliqueStart() const
{ return cliqueStart_;}
/// Entries for clique
inline CliqueEntry * cliqueEntry() const
{ return cliqueEntry_;}
//@}
/**@name Whether use objective as constraint */
//@{
/** Set
0 don't
1 do
-1 don't even think about it
*/
void setUsingObjective(int yesNo);
/// Get
int getUsingObjective() const;
//@}
/**@name Mark which continuous variables are to be tightened */
//@{
/// Mark variables to be tightened
void tightenThese(const OsiSolverInterface & solver, int number, const int * which);
//@}
/**@name Constructors and destructors */
//@{
/// Default constructor
CglProbing ();
/// Copy constructor
CglProbing (
const CglProbing &);
/// Clone
virtual CglCutGenerator * clone() const;
/// Assignment operator
CglProbing &
operator=(
const CglProbing& rhs);
/// Destructor
virtual
~CglProbing ();
/// This can be used to refresh any inforamtion
virtual void refreshSolver(OsiSolverInterface * solver);
/// Create C++ lines to get to current state
virtual std::string generateCpp( FILE * fp);
//@}
private:
// Private member methods
/**@name probe */
//@{
/// Does probing and adding cuts (without cliques and mode_!=0)
int probe( const OsiSolverInterface & si,
const OsiRowCutDebugger * debugger,
OsiCuts & cs,
double * colLower, double * colUpper, CoinPackedMatrix *rowCopy,
CoinPackedMatrix *columnCopy,const CoinBigIndex * rowStartPos,
const int * realRow, const double * rowLower, const double * rowUpper,
const char * intVar, double * minR, double * maxR, int * markR,
CglTreeInfo * info);
/// Does probing and adding cuts (with cliques)
int probeCliques( const OsiSolverInterface & si,
const OsiRowCutDebugger * debugger,
OsiCuts & cs,
double * colLower, double * colUpper, CoinPackedMatrix *rowCopy,
CoinPackedMatrix *columnCopy, const int * realRow,
double * rowLower, double * rowUpper,
char * intVar, double * minR, double * maxR, int * markR,
CglTreeInfo * info);
/// Does probing and adding cuts for clique slacks
int probeSlacks( const OsiSolverInterface & si,
const OsiRowCutDebugger * debugger,
OsiCuts & cs,
double * colLower, double * colUpper, CoinPackedMatrix *rowCopy,
CoinPackedMatrix *columnCopy,
double * rowLower, double * rowUpper,
char * intVar, double * minR, double * maxR,int * markR,
CglTreeInfo * info);
/** Does most of work of generateCuts
Returns number of infeasibilities */
int gutsOfGenerateCuts( const OsiSolverInterface & si,
OsiCuts & cs,
double * rowLower, double * rowUpper,
double * colLower, double * colUpper,
CglTreeInfo * info);
/// Sets up clique information for each row
void setupRowCliqueInformation(const OsiSolverInterface & si);
/** This tightens column bounds (and can declare infeasibility)
It may also declare rows to be redundant */
int tighten(double *colLower, double * colUpper,
const int *column, const double *rowElements,
const CoinBigIndex *rowStart,const CoinBigIndex * rowStartPos,
const int * rowLength,
double *rowLower, double *rowUpper,
int nRows,int nCols,char * intVar,int maxpass,
double tolerance);
/// This just sets minima and maxima on rows
void tighten2(double *colLower, double * colUpper,
const int *column, const double *rowElements,
const CoinBigIndex *rowStart,
const int * rowLength,
double *rowLower, double *rowUpper,
double * minR, double * maxR, int * markR,
int nRows);
//@}
// Private member data
struct disaggregation_struct_tag ;
friend struct CglProbing::disaggregation_struct_tag ;
/**@name Private member data */
//@{
/// Row copy (only if snapshot)
CoinPackedMatrix * rowCopy_;
/// Column copy (only if snapshot)
CoinPackedMatrix * columnCopy_;
/// Lower bounds on rows
double * rowLower_;
/// Upper bounds on rows
double * rowUpper_;
/// Lower bounds on columns
double * colLower_;
/// Upper bounds on columns
double * colUpper_;
/// Number of rows in snapshot (or when cliqueRow stuff computed)
int numberRows_;
/// Number of columns in problem ( must == current)
int numberColumns_;
/// Tolerance to see if infeasible
double primalTolerance_;
/** Mode - 0 lazy using snapshot, 1 just unsatisfied, 2 all.
16 bit set if want to extend cliques at root node
*/
int mode_;
/** Row cuts flag
0 no cuts, 1 just disaggregation type, 2 coefficient ( 3 both), 4 just column cuts
-n as +n but just fixes variables unless at root
*/
int rowCuts_;
/// Maximum number of passes to do in probing
int maxPass_;
/// Log level - 0 none, 1 - a bit, 2 - more details
int logLevel_;
/// Maximum number of unsatisfied variables to probe
int maxProbe_;
/// Maximum number of variables to look at in one probe
int maxStack_;
/// Maximum number of elements in row for scan
int maxElements_;
/// Maximum number of passes to do in probing at root
int maxPassRoot_;
/// Maximum number of unsatisfied variables to probe at root
int maxProbeRoot_;
/// Maximum number of variables to look at in one probe at root
int maxStackRoot_;
/// Maximum number of elements in row for scan at root
int maxElementsRoot_;
/// Whether to include objective as constraint
int usingObjective_;
/// Number of integer variables
int numberIntegers_;
/// Number of 0-1 integer variables
int number01Integers_;
/// Number looked at this time
int numberThisTime_;
/// Total number of times called
int totalTimesCalled_;
/// Which ones looked at this time
int * lookedAt_;
/// Disaggregation cuts and for building cliques
typedef struct disaggregation_struct_tag {
int sequence; // integer variable
// index will be NULL if no probing done yet
int length; // length of newValue
disaggregationAction * index; // columns whose bounds will be changed
} disaggregation;
disaggregation * cutVector_;
/// Cliques
/// Number of cliques
int numberCliques_;
/// Clique type
CliqueType * cliqueType_;
/// Start of each clique
int * cliqueStart_;
/// Entries for clique
CliqueEntry * cliqueEntry_;
/** Start of oneFixes cliques for a column in matrix or -1 if not
in any clique */
int * oneFixStart_;
/** Start of zeroFixes cliques for a column in matrix or -1 if not
in any clique */
int * zeroFixStart_;
/// End of fixes for a column
int * endFixStart_;
/// Clique numbers for one or zero fixes
int * whichClique_;
/** For each column with nonzero in row copy this gives a clique "number".
So first clique mentioned in row is always 0. If no entries for row
then no cliques. If sequence > numberColumns then not in clique.
*/
CliqueEntry * cliqueRow_;
/// cliqueRow_ starts for each row
int * cliqueRowStart_;
/// If not null and [i] !=0 then also tighten even if continuous
char * tightenBounds_;
//@}
};
inline int affectedInDisaggregation(const disaggregationAction & dis)
{ return dis.affected&0x1fffffff;}
inline void setAffectedInDisaggregation(disaggregationAction & dis,
int affected)
{ dis.affected = affected|(dis.affected&0xe0000000);}
#ifdef NDEBUG
inline bool zeroOneInDisaggregation(const disaggregationAction & )
{ return true;}
#else
inline bool zeroOneInDisaggregation(const disaggregationAction & dis)
//{ return (dis.affected&0x80000000)!=0;}
{ assert ((dis.affected&0x80000000)!=0); return true;}
#endif
inline void setZeroOneInDisaggregation(disaggregationAction & dis,bool zeroOne)
{ dis.affected = (zeroOne ? 0x80000000 : 0)|(dis.affected&0x7fffffff);}
inline bool whenAtUBInDisaggregation(const disaggregationAction & dis)
{ return (dis.affected&0x40000000)!=0;}
inline void setWhenAtUBInDisaggregation(disaggregationAction & dis,bool whenAtUB)
{ dis.affected = (whenAtUB ? 0x40000000 : 0)|(dis.affected&0xbfffffff);}
inline bool affectedToUBInDisaggregation(const disaggregationAction & dis)
{ return (dis.affected&0x20000000)!=0;}
inline void setAffectedToUBInDisaggregation(disaggregationAction & dis,bool affectedToUB)
{ dis.affected = (affectedToUB ? 0x20000000 : 0)|(dis.affected&0xdfffffff);}
//#############################################################################
/** A function that tests the methods in the CglProbing 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 CglProbingUnitTest(const OsiSolverInterface * siP,
const std::string mpdDir );
/// This just uses implication info
class CglImplication : public CglCutGenerator {
public:
/**@name Generate Cuts */
//@{
/** Generate cuts from implication table
Insert generated cuts into the cut set cs.
*/
virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
const CglTreeInfo info = CglTreeInfo());
//@}
/**@name Constructors and destructors */
//@{
/// Default constructor
CglImplication ();
/// Constructor with info
CglImplication (CglTreeProbingInfo * info);
/// Copy constructor
CglImplication (
const CglImplication &);
/// Clone
virtual CglCutGenerator * clone() const;
/// Assignment operator
CglImplication &
operator=(
const CglImplication& rhs);
/// Destructor
virtual
~CglImplication ();
/// Create C++ lines to get to current state
virtual std::string generateCpp( FILE * fp);
//@}
/**@name Set implication */
//@{
/// Set implication
inline void setProbingInfo(CglTreeProbingInfo * info)
{ probingInfo_=info;}
//@}
private:
/**@name Private member data */
//@{
/// Pointer to tree probing info
CglTreeProbingInfo * probingInfo_;
//@}
};
#endif