| 1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | * |
| 3 | * This file is a part of LEMON, a generic C++ optimization library. |
| 4 | * |
| 5 | * Copyright (C) 2003-2009 |
| 6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | * |
| 9 | * Permission to use, modify and distribute this software is granted |
| 10 | * provided that this copyright notice appears in all copies. For |
| 11 | * precise terms see the accompanying LICENSE file. |
| 12 | * |
| 13 | * This software is provided "AS IS" with no warranty of any kind, |
| 14 | * express or implied, and with no claim as to its suitability for any |
| 15 | * purpose. |
| 16 | * |
| 17 | */ |
| 18 | |
| 19 | ///\file |
| 20 | ///\brief Implementation of the CBC MIP solver interface. |
| 21 | |
| 22 | #include "cbc.h" |
| 23 | |
| 24 | #include <coin/CoinModel.hpp> |
| 25 | #include <coin/CbcModel.hpp> |
| 26 | #include <coin/OsiSolverInterface.hpp> |
| 27 | |
| 28 | #ifdef COIN_HAS_CLP |
| 29 | #include "coin/OsiClpSolverInterface.hpp" |
| 30 | #endif |
| 31 | #ifdef COIN_HAS_OSL |
| 32 | #include "coin/OsiOslSolverInterface.hpp" |
| 33 | #endif |
| 34 | |
| 35 | #include "coin/CbcCutGenerator.hpp" |
| 36 | #include "coin/CbcHeuristicLocal.hpp" |
| 37 | #include "coin/CbcHeuristicGreedy.hpp" |
| 38 | #include "coin/CbcHeuristicFPump.hpp" |
| 39 | #include "coin/CbcHeuristicRINS.hpp" |
| 40 | |
| 41 | #include "coin/CglGomory.hpp" |
| 42 | #include "coin/CglProbing.hpp" |
| 43 | #include "coin/CglKnapsackCover.hpp" |
| 44 | #include "coin/CglOddHole.hpp" |
| 45 | #include "coin/CglClique.hpp" |
| 46 | #include "coin/CglFlowCover.hpp" |
| 47 | #include "coin/CglMixedIntegerRounding.hpp" |
| 48 | |
| 49 | #include "coin/CbcHeuristic.hpp" |
| 50 | |
| 51 | namespace lemon { |
| 52 | |
| 53 | CbcMip::CbcMip() { |
| 54 | _prob = new CoinModel(); |
| 55 | _prob->setProblemName("LEMON"); |
| 56 | _osi_solver = 0; |
| 57 | _cbc_model = 0; |
| 58 | } |
| 59 | |
| 60 | CbcMip::CbcMip(const CbcMip& other) { |
| 61 | _prob = new CoinModel(*other._prob); |
| 62 | _osi_solver = 0; |
| 63 | _cbc_model = 0; |
| 64 | } |
| 65 | |
| 66 | CbcMip::~CbcMip() { |
| 67 | delete _prob; |
| 68 | if (_osi_solver) delete _osi_solver; |
| 69 | if (_cbc_model) delete _cbc_model; |
| 70 | } |
| 71 | |
| 72 | const char* CbcMip::_solverName() const { return "CbcMip"; } |
| 73 | |
| 74 | int CbcMip::_addCol() { |
| 75 | _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false); |
| 76 | return _prob->numberColumns() - 1; |
| 77 | } |
| 78 | |
| 79 | CbcMip* CbcMip::newSolver() const { |
| 80 | CbcMip* newlp = new CbcMip; |
| 81 | return newlp; |
| 82 | } |
| 83 | |
| 84 | CbcMip* CbcMip::cloneSolver() const { |
| 85 | CbcMip* copylp = new CbcMip(*this); |
| 86 | return copylp; |
| 87 | } |
| 88 | |
| 89 | int CbcMip::_addRow() { |
| 90 | _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
| 91 | return _prob->numberRows() - 1; |
| 92 | } |
| 93 | |
| 94 | |
| 95 | void CbcMip::_eraseCol(int i) { |
| 96 | _prob->deleteColumn(i); |
| 97 | } |
| 98 | |
| 99 | void CbcMip::_eraseRow(int i) { |
| 100 | _prob->deleteRow(i); |
| 101 | } |
| 102 | |
| 103 | void CbcMip::_eraseColId(int i) { |
| 104 | cols.eraseIndex(i); |
| 105 | } |
| 106 | |
| 107 | void CbcMip::_eraseRowId(int i) { |
| 108 | rows.eraseIndex(i); |
| 109 | } |
| 110 | |
| 111 | void CbcMip::_getColName(int c, std::string& name) const { |
| 112 | name = _prob->getColumnName(c); |
| 113 | } |
| 114 | |
| 115 | void CbcMip::_setColName(int c, const std::string& name) { |
| 116 | _prob->setColumnName(c, name.c_str()); |
| 117 | } |
| 118 | |
| 119 | int CbcMip::_colByName(const std::string& name) const { |
| 120 | return _prob->column(name.c_str()); |
| 121 | } |
| 122 | |
| 123 | void CbcMip::_getRowName(int r, std::string& name) const { |
| 124 | name = _prob->getRowName(r); |
| 125 | } |
| 126 | |
| 127 | void CbcMip::_setRowName(int r, const std::string& name) { |
| 128 | _prob->setRowName(r, name.c_str()); |
| 129 | } |
| 130 | |
| 131 | int CbcMip::_rowByName(const std::string& name) const { |
| 132 | return _prob->row(name.c_str()); |
| 133 | } |
| 134 | |
| 135 | void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
| 136 | for (ExprIterator it = b; it != e; ++it) { |
| 137 | _prob->setElement(i, it->first, it->second); |
| 138 | } |
| 139 | } |
| 140 | |
| 141 | void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const { |
| 142 | int length = _prob->numberRows(); |
| 143 | |
| 144 | std::vector<int> indices(length); |
| 145 | std::vector<Value> values(length); |
| 146 | |
| 147 | length = _prob->getRow(ix, &indices[0], &values[0]); |
| 148 | |
| 149 | for (int i = 0; i < length; ++i) { |
| 150 | *b = std::make_pair(indices[i], values[i]); |
| 151 | ++b; |
| 152 | } |
| 153 | } |
| 154 | |
| 155 | void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { |
| 156 | for (ExprIterator it = b; it != e; ++it) { |
| 157 | _prob->setElement(it->first, ix, it->second); |
| 158 | } |
| 159 | } |
| 160 | |
| 161 | void CbcMip::_getColCoeffs(int ix, InsertIterator b) const { |
| 162 | int length = _prob->numberColumns(); |
| 163 | |
| 164 | std::vector<int> indices(length); |
| 165 | std::vector<Value> values(length); |
| 166 | |
| 167 | length = _prob->getColumn(ix, &indices[0], &values[0]); |
| 168 | |
| 169 | for (int i = 0; i < length; ++i) { |
| 170 | *b = std::make_pair(indices[i], values[i]); |
| 171 | ++b; |
| 172 | } |
| 173 | } |
| 174 | |
| 175 | void CbcMip::_setCoeff(int ix, int jx, Value value) { |
| 176 | _prob->setElement(ix, jx, value); |
| 177 | } |
| 178 | |
| 179 | CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const { |
| 180 | return _prob->getElement(ix, jx); |
| 181 | } |
| 182 | |
| 183 | |
| 184 | void CbcMip::_setColLowerBound(int i, Value lo) { |
| 185 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
| 186 | _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
| 187 | } |
| 188 | |
| 189 | CbcMip::Value CbcMip::_getColLowerBound(int i) const { |
| 190 | double val = _prob->getColumnLower(i); |
| 191 | return val == - COIN_DBL_MAX ? - INF : val; |
| 192 | } |
| 193 | |
| 194 | void CbcMip::_setColUpperBound(int i, Value up) { |
| 195 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
| 196 | _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
| 197 | } |
| 198 | |
| 199 | CbcMip::Value CbcMip::_getColUpperBound(int i) const { |
| 200 | double val = _prob->getColumnUpper(i); |
| 201 | return val == COIN_DBL_MAX ? INF : val; |
| 202 | } |
| 203 | |
| 204 | void CbcMip::_setRowLowerBound(int i, Value lo) { |
| 205 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
| 206 | _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
| 207 | } |
| 208 | |
| 209 | CbcMip::Value CbcMip::_getRowLowerBound(int i) const { |
| 210 | double val = _prob->getRowLower(i); |
| 211 | return val == - COIN_DBL_MAX ? - INF : val; |
| 212 | } |
| 213 | |
| 214 | void CbcMip::_setRowUpperBound(int i, Value up) { |
| 215 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
| 216 | _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
| 217 | } |
| 218 | |
| 219 | CbcMip::Value CbcMip::_getRowUpperBound(int i) const { |
| 220 | double val = _prob->getRowUpper(i); |
| 221 | return val == COIN_DBL_MAX ? INF : val; |
| 222 | } |
| 223 | |
| 224 | void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
| 225 | int num = _prob->numberColumns(); |
| 226 | for (int i = 0; i < num; ++i) { |
| 227 | _prob->setColumnObjective(i, 0.0); |
| 228 | } |
| 229 | for (ExprIterator it = b; it != e; ++it) { |
| 230 | _prob->setColumnObjective(it->first, it->second); |
| 231 | } |
| 232 | } |
| 233 | |
| 234 | void CbcMip::_getObjCoeffs(InsertIterator b) const { |
| 235 | int num = _prob->numberColumns(); |
| 236 | for (int i = 0; i < num; ++i) { |
| 237 | Value coef = _prob->getColumnObjective(i); |
| 238 | if (coef != 0.0) { |
| 239 | *b = std::make_pair(i, coef); |
| 240 | ++b; |
| 241 | } |
| 242 | } |
| 243 | } |
| 244 | |
| 245 | void CbcMip::_setObjCoeff(int i, Value obj_coef) { |
| 246 | _prob->setColumnObjective(i, obj_coef); |
| 247 | } |
| 248 | |
| 249 | CbcMip::Value CbcMip::_getObjCoeff(int i) const { |
| 250 | return _prob->getColumnObjective(i); |
| 251 | } |
| 252 | |
| 253 | CbcMip::SolveExitStatus CbcMip::_solve() { |
| 254 | |
| 255 | if (_osi_solver) { |
| 256 | delete _osi_solver; |
| 257 | } |
| 258 | #ifdef COIN_HAS_CLP |
| 259 | _osi_solver = new OsiClpSolverInterface(); |
| 260 | #elif COIN_HAS_OSL |
| 261 | _osi_solver = new OsiOslSolverInterface(); |
| 262 | #else |
| 263 | #error Cannot instantiate Osi solver |
| 264 | #endif |
| 265 | |
| 266 | _osi_solver->loadFromCoinModel(*_prob); |
| 267 | |
| 268 | if (_cbc_model) { |
| 269 | delete _cbc_model; |
| 270 | } |
| 271 | _cbc_model= new CbcModel(*_osi_solver); |
| 272 | |
| 273 | switch (_message_level) { |
| 274 | case MESSAGE_NO_OUTPUT: |
| 275 | _osi_solver->messageHandler()->setLogLevel(0); |
| 276 | _cbc_model->setLogLevel(0); |
| 277 | break; |
| 278 | case MESSAGE_ERROR_MESSAGE: |
| 279 | _osi_solver->messageHandler()->setLogLevel(1); |
| 280 | _cbc_model->setLogLevel(1); |
| 281 | break; |
| 282 | case MESSAGE_NORMAL_OUTPUT: |
| 283 | _osi_solver->messageHandler()->setLogLevel(2); |
| 284 | _cbc_model->setLogLevel(2); |
| 285 | break; |
| 286 | case MESSAGE_FULL_OUTPUT: |
| 287 | _osi_solver->messageHandler()->setLogLevel(3); |
| 288 | _cbc_model->setLogLevel(3); |
| 289 | break; |
| 290 | } |
| 291 | |
| 292 | _cbc_model->initialSolve(); |
| 293 | _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry); |
| 294 | |
| 295 | if (!_cbc_model->isInitialSolveAbandoned() && |
| 296 | _cbc_model->isInitialSolveProvenOptimal() && |
| 297 | !_cbc_model->isInitialSolveProvenPrimalInfeasible() && |
| 298 | !_cbc_model->isInitialSolveProvenDualInfeasible()) { |
| 299 | |
| 300 | CglProbing generator1; |
| 301 | generator1.setUsingObjective(true); |
| 302 | generator1.setMaxPass(3); |
| 303 | generator1.setMaxProbe(100); |
| 304 | generator1.setMaxLook(50); |
| 305 | generator1.setRowCuts(3); |
| 306 | _cbc_model->addCutGenerator(&generator1, -1, "Probing"); |
| 307 | |
| 308 | CglGomory generator2; |
| 309 | generator2.setLimit(300); |
| 310 | _cbc_model->addCutGenerator(&generator2, -1, "Gomory"); |
| 311 | |
| 312 | CglKnapsackCover generator3; |
| 313 | _cbc_model->addCutGenerator(&generator3, -1, "Knapsack"); |
| 314 | |
| 315 | CglOddHole generator4; |
| 316 | generator4.setMinimumViolation(0.005); |
| 317 | generator4.setMinimumViolationPer(0.00002); |
| 318 | generator4.setMaximumEntries(200); |
| 319 | _cbc_model->addCutGenerator(&generator4, -1, "OddHole"); |
| 320 | |
| 321 | CglClique generator5; |
| 322 | generator5.setStarCliqueReport(false); |
| 323 | generator5.setRowCliqueReport(false); |
| 324 | _cbc_model->addCutGenerator(&generator5, -1, "Clique"); |
| 325 | |
| 326 | CglMixedIntegerRounding mixedGen; |
| 327 | _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding"); |
| 328 | |
| 329 | CglFlowCover flowGen; |
| 330 | _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover"); |
| 331 | |
| 332 | #ifdef COIN_HAS_CLP |
| 333 | OsiClpSolverInterface* osiclp = |
| 334 | dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver()); |
| 335 | if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) { |
| 336 | osiclp->setupForRepeatedUse(2, 0); |
| 337 | } |
| 338 | #endif |
| 339 | |
| 340 | CbcRounding heuristic1(*_cbc_model); |
| 341 | heuristic1.setWhen(3); |
| 342 | _cbc_model->addHeuristic(&heuristic1); |
| 343 | |
| 344 | CbcHeuristicLocal heuristic2(*_cbc_model); |
| 345 | heuristic2.setWhen(3); |
| 346 | _cbc_model->addHeuristic(&heuristic2); |
| 347 | |
| 348 | CbcHeuristicGreedyCover heuristic3(*_cbc_model); |
| 349 | heuristic3.setAlgorithm(11); |
| 350 | heuristic3.setWhen(3); |
| 351 | _cbc_model->addHeuristic(&heuristic3); |
| 352 | |
| 353 | CbcHeuristicFPump heuristic4(*_cbc_model); |
| 354 | heuristic4.setWhen(3); |
| 355 | _cbc_model->addHeuristic(&heuristic4); |
| 356 | |
| 357 | CbcHeuristicRINS heuristic5(*_cbc_model); |
| 358 | heuristic5.setWhen(3); |
| 359 | _cbc_model->addHeuristic(&heuristic5); |
| 360 | |
| 361 | if (_cbc_model->getNumCols() < 500) { |
| 362 | _cbc_model->setMaximumCutPassesAtRoot(-100); |
| 363 | } else if (_cbc_model->getNumCols() < 5000) { |
| 364 | _cbc_model->setMaximumCutPassesAtRoot(100); |
| 365 | } else { |
| 366 | _cbc_model->setMaximumCutPassesAtRoot(20); |
| 367 | } |
| 368 | |
| 369 | if (_cbc_model->getNumCols() < 5000) { |
| 370 | _cbc_model->setNumberStrong(10); |
| 371 | } |
| 372 | |
| 373 | _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100); |
| 374 | _cbc_model->branchAndBound(); |
| 375 | } |
| 376 | |
| 377 | if (_cbc_model->isAbandoned()) { |
| 378 | return UNSOLVED; |
| 379 | } else { |
| 380 | return SOLVED; |
| 381 | } |
| 382 | } |
| 383 | |
| 384 | CbcMip::Value CbcMip::_getSol(int i) const { |
| 385 | return _cbc_model->getColSolution()[i]; |
| 386 | } |
| 387 | |
| 388 | CbcMip::Value CbcMip::_getSolValue() const { |
| 389 | return _cbc_model->getObjValue(); |
| 390 | } |
| 391 | |
| 392 | CbcMip::ProblemType CbcMip::_getType() const { |
| 393 | if (_cbc_model->isProvenOptimal()) { |
| 394 | return OPTIMAL; |
| 395 | } else if (_cbc_model->isContinuousUnbounded()) { |
| 396 | return UNBOUNDED; |
| 397 | } |
| 398 | return FEASIBLE; |
| 399 | } |
| 400 | |
| 401 | void CbcMip::_setSense(Sense sense) { |
| 402 | switch (sense) { |
| 403 | case MIN: |
| 404 | _prob->setOptimizationDirection(1.0); |
| 405 | break; |
| 406 | case MAX: |
| 407 | _prob->setOptimizationDirection(- 1.0); |
| 408 | break; |
| 409 | } |
| 410 | } |
| 411 | |
| 412 | CbcMip::Sense CbcMip::_getSense() const { |
| 413 | if (_prob->optimizationDirection() > 0.0) { |
| 414 | return MIN; |
| 415 | } else if (_prob->optimizationDirection() < 0.0) { |
| 416 | return MAX; |
| 417 | } else { |
| 418 | LEMON_ASSERT(false, "Wrong sense"); |
| 419 | return CbcMip::Sense(); |
| 420 | } |
| 421 | } |
| 422 | |
| 423 | void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) { |
| 424 | switch (col_type){ |
| 425 | case INTEGER: |
| 426 | _prob->setInteger(i); |
| 427 | break; |
| 428 | case REAL: |
| 429 | _prob->setContinuous(i); |
| 430 | break; |
| 431 | default:; |
| 432 | LEMON_ASSERT(false, "Wrong sense"); |
| 433 | } |
| 434 | } |
| 435 | |
| 436 | CbcMip::ColTypes CbcMip::_getColType(int i) const { |
| 437 | return _prob->getColumnIsInteger(i) ? INTEGER : REAL; |
| 438 | } |
| 439 | |
| 440 | void CbcMip::_clear() { |
| 441 | delete _prob; |
| 442 | if (_osi_solver) { |
| 443 | delete _osi_solver; |
| 444 | _osi_solver = 0; |
| 445 | } |
| 446 | if (_cbc_model) { |
| 447 | delete _cbc_model; |
| 448 | _cbc_model = 0; |
| 449 | } |
| 450 | |
| 451 | _prob = new CoinModel(); |
| 452 | rows.clear(); |
| 453 | cols.clear(); |
| 454 | } |
| 455 | |
| 456 | void CbcMip::messageLevel(MessageLevel m) { |
| 457 | _message_level = m; |
| 458 | } |
| 459 | |
| 460 | } //END OF NAMESPACE LEMON |