| | 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 |