00001
00002
00003 #ifndef CglTwomir_H
00004 #define CglTwomir_H
00005 #include <string>
00006
00007 #include "CglCutGenerator.hpp"
00008 #include "CoinFactorization.hpp"
00009
00010 typedef struct
00011 {
00012
00013 int nz;
00014 int max_nz;
00015 double *coeff;
00016 int *index;
00017 double rhs;
00018 char sense;
00019
00020 } DGG_constraint_t;
00021
00022 typedef struct{
00023 int n;
00024 DGG_constraint_t **c;
00025 int *ctype;
00026 double *alpha;
00027 } DGG_list_t;
00028
00029
00030 typedef struct{
00031 int q_min;
00032 int q_max;
00033 int t_min;
00034 int t_max;
00035 int a_max;
00036 int max_elements;
00037 } cutParams;
00038
00039 typedef struct
00040 {
00041 double gomory_threshold;
00042 int ncol,
00043 nrow,
00044 ninteger;
00045
00046 int nbasic_col,
00047 nbasic_row;
00048
00049
00050 int *info;
00051 double *lb;
00052 double *ub;
00053 double *x;
00054 double *rc;
00055 double *opt_x;
00056
00057 cutParams cparams;
00058 } DGG_data_t;
00059
00060
00061
00062
00063
00064
00065
00066
00067
00068 #define DGG_isBasic(data,idx) ((data->info[idx])&1)
00069 #define DGG_isInteger(data,idx) ((data->info[idx] >> 1)&1)
00070 #define DGG_isStructural(data,idx) ((data->info[idx] >> 2)&1)
00071 #define DGG_isEqualityConstraint(data,idx) ((data->info[idx] >> 3)&1)
00072 #define DGG_isNonBasicAtUB(data,idx) ((data->info[idx] >> 4)&1)
00073 #define DGG_isNonBasicAtLB(data,idx) ((data->info[idx] >> 5)&1)
00074 #define DGG_isConstraintBoundedAbove(data,idx) ((data->info[idx] >> 6)&1)
00075 #define DGG_isConstraintBoundedBelow(data,idx) ((data->info[idx] >> 7)&1)
00076
00077 #define DGG_setIsBasic(data,idx) ((data->info[idx]) |= 1)
00078 #define DGG_setIsInteger(data,idx) ((data->info[idx]) |= (1<<1))
00079 #define DGG_setIsStructural(data,idx) ((data->info[idx]) |= (1<<2))
00080 #define DGG_setEqualityConstraint(data,idx) ((data->info[idx]) |= (1<<3))
00081 #define DGG_setIsNonBasicAtUB(data,idx) ((data->info[idx]) |= (1<<4))
00082 #define DGG_setIsNonBasicAtLB(data,idx) ((data->info[idx]) |= (1<<5))
00083 #define DGG_setIsConstraintBoundedAbove(data,idx) ((data->info[idx]) |= (1<<6))
00084 #define DGG_setIsConstraintBoundedBelow(data,idx) ((data->info[idx]) |= (1<<7))
00085
00086 class CoinWarmStartBasis;
00088 class CglTwomir : public CglCutGenerator {
00089
00090 friend void CglTwomirUnitTest(const OsiSolverInterface * siP,
00091 const std::string mpdDir );
00092
00093
00094 public:
00095
00097 mutable std::string probname_;
00098
00104 virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
00105 const CglTreeInfo info = CglTreeInfo()) const;
00107 virtual bool needsOptimalBasis() const;
00108
00111
00112 void setMirScale (int tmin, int tmax) {t_min_ = tmin; t_max_ = tmax;}
00113 void setTwomirScale (int qmin, int qmax) {q_min_ = qmin; q_max_ = qmax;}
00114 void setAMax (int a) {a_max_ = a;}
00115 void setMaxElements (int n) {max_elements_ = n;}
00116 void setMaxElementsRoot (int n) {max_elements_root_ = n;}
00117 void setCutTypes (bool mir, bool twomir, bool tab, bool form)
00118 { do_mir_ = mir; do_2mir_ = twomir; do_tab_ = tab; do_form_ = form;}
00119 void setFormulationRows (int n) {form_nrows_ = n;}
00120
00122 int getTmin() const {return t_min_;}
00123 int getTmax() const {return t_max_;}
00124 int getQmin() const {return q_min_;}
00125 int getQmax() const {return q_max_;}
00126 int getAmax() const {return a_max_;}
00127 int getMaxElements() const {return max_elements_;}
00128 int getMaxElementsRoot() const {return max_elements_root_;}
00129 int getIfMir() const { return do_mir_;}
00130 int getIfTwomir() const { return do_2mir_;}
00131 int getIfTableau() const { return do_tab_;}
00132 int getIfFormulation() const { return do_form_;}
00134
00139
00140 void setAway(double value);
00142 double getAway() const;
00144 void setAwayAtRoot(double value);
00146 double getAwayAtRoot() const;
00148 virtual int maximumLengthOfCutInTree() const
00149 { return max_elements_;}
00151
00154
00155 CglTwomir ();
00156
00158 CglTwomir (const CglTwomir &);
00159
00161 virtual CglCutGenerator * clone() const;
00162
00164 CglTwomir & operator=(const CglTwomir& rhs);
00165
00167 virtual ~CglTwomir ();
00169 virtual std::string generateCpp( FILE * fp);
00171
00172 private:
00173
00176
00177 mutable CoinThreadRandom randomNumberGenerator_;
00179 double away_;
00181 double awayAtRoot_;
00182 bool do_mir_;
00183 bool do_2mir_;
00184 bool do_tab_;
00185 bool do_form_;
00186
00187 int t_min_;
00188 int t_max_;
00189 int q_min_;
00190 int q_max_;
00191 int a_max_;
00192 int max_elements_;
00193 int max_elements_root_;
00194 int form_nrows_;
00196 };
00197
00198
00199
00200
00201
00202
00203
00204
00205
00206
00207
00208
00209
00210
00211
00212 #define DGG_DEBUG_DGG 1
00213 #define DGG_TRACE_ERRORS 0
00214 #define DGG_DISPLAY 0
00215 #define DGG_AUTO_CHECK_CUT_OFF_OPTIMAL 1
00216
00217
00218
00219 #define DGG_DEFAULT_METHOD 2
00220 #define DGG_DEFAULT_TMIN 1
00221 #define DGG_DEFAULT_TMAX 1
00222 #define DGG_DEFAULT_TAUMIN 2
00223 #define DGG_DEFAULT_TAUMAX 6
00224 #define DGG_DEFAULT_MAX_CUTS 500
00225 #define DGG_DEFAULT_IMPROVEMENT_THRESH 0.001
00226 #define DGG_DEFAULT_NBELOW_THRESH INT_MAX
00227 #define DGG_DEFAULT_NROOT_ROUNDS 2
00228 #define DGG_DEFAULT_NEGATIVE_SCALED_TWOSTEPS 0
00229 #define DGG_DEFAULT_ALPHA_RULE 0
00230 #define DGG_DEFAULT_CUT_INC 250
00231 #define DGG_DEFAULT_CUT_FORM 0
00232 #define DGG_DEFAULT_NICEFY 0
00233 #define DGG_DEFAULT_ONLY_DELAYED 0
00234 #define DGG_DEFAULT_DELAYED_FREQ 9999999
00235 #define DGG_DEFAULT_LPROWS_FREQ 9999999
00236 #define DGG_DEFAULT_WHICH_FORMULATION_CUTS 2
00237
00238
00239
00240 #define DGG_OSI 0
00241 #define DGG_CPX 1
00242 #define DGG_QSO 2
00243
00244
00245 #define DGG_SOLVER DGG_OSI
00246
00247
00248 #define DGG_DEBUG_SOLVER 0
00249
00250
00251 #define DGG_SOLVER_SCREEN_FLAG 0
00252
00253
00254
00255
00256 #define DGG_TMIR_CUT 1
00257 #define DGG_2STEP_CUT 2
00258
00259
00260 #define DGG_ALPHA_MIN_SUM 0
00261 #define DGG_ALPHA_RANDOM_01 1
00262 #define DGG_ALPHA_RANDOM_COEFF 2
00263 #define DGG_ALPHA_ALL 3
00264 #define DGG_ALPHA_MAX_STEEP 5
00265
00266
00267
00268
00269 #define DGG_MIN_STEEPNESS 1.0e-4
00270 #define DGG_MAX_L2NORM 1.0e7
00271
00272
00273 #define DGG_NORM_CRITERIA 1
00274
00275
00276 #define UB_MAX DBL_MAX
00277 #define LB_MIN DBL_MIN
00278
00279
00280
00281
00282 #define DGG_GOMORY_THRESH 0.005
00283
00284 #define DGG_RHS_THRESH 0.005
00285
00286
00287
00288
00289
00290 #define DGG_BOUND_THRESH 1.0e-6
00291
00292
00293
00294 #define DGG_EQUALITY_THRESH 1.0e-5
00295
00296
00297
00298 #define DGG_SHIFT_THRESH 1.0e-6
00299
00300
00301
00302
00303 #define DGG_INTEGRALITY_THRESH 1.0e-10
00304
00305
00306
00307 #define CBC_CHECK_CUT
00308 #ifndef CBC_CHECK_CUT
00309 #define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-8
00310 #else
00311 #define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-12
00312 #endif
00313
00314
00315
00316 #define DGG_MIN_RHO 1.0e-7
00317 #define DGG_MIN_ALPHA 1.0e-7
00318
00319
00320 #define DGG_NULL_SLACK 1.0e-5
00321
00322
00323 #define DGG_NICEFY_MIN_ABSVALUE 1.0e-13
00324 #define DGG_NICEFY_MIN_FIX 1.0e-7
00325 #define DGG_NICEFY_MAX_PADDING 1.0e-6
00326 #define DGG_NICEFY_MAX_RATIO 1.0e9
00327
00328
00329
00330 #if DGG_TRACE_ERRORS > 0
00331
00332 #define __DGG_PRINT_LOC__(F) fprintf(((F==0)?stdout:F), " in %s (%s:%d)\n", __func__, __FILE__, __LINE__)
00333
00334 #define DGG_THROW(A,REST...) {\
00335 fprintf(stdout, ##REST); \
00336 __DGG_PRINT_LOC__(stdout); \
00337 return (A);}
00338
00339 #define DGG_IF_EXIT(A,B,REST...) {\
00340 if(A) {\
00341 fprintf(stdout, ##REST); \
00342 __DGG_PRINT_LOC__(stdout); \
00343 exit(B);}}
00344
00345 #define DGG_CHECKRVAL(A,B) {\
00346 if(A) {\
00347 __DGG_PRINT_LOC__(stdout); \
00348 return B; } }
00349
00350 #define DGG_CHECKRVAL1(A,B) {\
00351 if(A) {\
00352 __DGG_PRINT_LOC__(stdout); \
00353 rval = B; goto CLEANUP; } }
00354
00355 #define DGG_WARNING(A, REST...) {\
00356 if(A) {\
00357 fprintf(stdout, ##REST); \
00358 __DGG_PRINT_LOC__(stdout); \
00359 }}
00360
00361 #define DGG_TEST(A,B,REST...) {\
00362 if(A) DGG_THROW(B,##REST) }
00363
00364 #define DGG_TEST2(A,B,C,REST) {DGG_TEST(A,B,C,REST) }
00365 #define DGG_TEST3(A,B,C,D,REST) {DGG_TEST(A,B,C,D,REST) }
00366
00367 #else
00368
00369 #define DGG_IF_EXIT(A,B,REST) {if(A) {fprintf(stdout, REST);exit(B);}}
00370
00371 #define DGG_THROW(A,B) return(A)
00372
00373 #define DGG_CHECKRVAL(A,B) { if(A) return(B); }
00374 #define DGG_CHECKRVAL1(A,B){ if(A) { rval = B; goto CLEANUP; } }
00375
00376 #define DGG_TEST(A,B,REST) { if(A) return(B);}
00377 #define DGG_TEST2(A,B,REST,C) { DGG_TEST(A,B,REST) }
00378 #define DGG_TEST3(A,B,REST,C,D) { DGG_TEST(A,B,REST) }
00379
00380 #endif
00381
00382
00383
00384 #define DGG_MIN(a,b) ( (a<b)?a:b )
00385 #define DGG_MAX(a,b) ( (a>b)?a:b )
00386 #define KREM(vht,alpha,tau) (DGG_MIN( ceil(vht / alpha), tau ) - 1)
00387 #define LMIN(vht, d, bht) (DGG_MIN( floor(d*bht/bht), d))
00388 #define ABOV(v) (v - floor(v))
00389 #define QINT(vht,bht,tau) ( (int)floor( (vht*(tau-1))/bht ) )
00390 #define V2I(bht,tau,i) ( ((i+1)*bht / tau) )
00391
00392 int DGG_is_even(double vht, double bht, int tau, int q);
00393 double frac_part(double value);
00394 int DGG_is_a_multiple_of_b(double a, double b);
00395
00396
00397
00398 int DGG_freeData( DGG_data_t *data );
00399
00400
00401 DGG_constraint_t* DGG_newConstraint(int max_arrays);
00402 void DGG_freeConstraint(DGG_constraint_t *c);
00403 DGG_constraint_t *DGG_copyConstraint(DGG_constraint_t *c);
00404 void DGG_scaleConstraint(DGG_constraint_t *c, int t);
00405
00406
00407 void DGG_list_init (DGG_list_t *l);
00408 int DGG_list_addcut (DGG_list_t *l, DGG_constraint_t *cut, int ctype, double alpha);
00409 void DGG_list_delcut (DGG_list_t *l, int i);
00410 void DGG_list_free(DGG_list_t *l);
00411
00412
00413 DGG_data_t *DGG_getData(const void *solver_ptr);
00414
00415
00416
00417
00418
00419
00420
00421
00422
00423
00424
00425
00426
00427 int DGG_transformConstraint( DGG_data_t *data,
00428 double **x_out,
00429 double **rc_out,
00430 char **isint_out,
00431 DGG_constraint_t *constraint );
00432
00433
00434
00435
00436
00437
00438 int DGG_unTransformConstraint( DGG_data_t *data,
00439 DGG_constraint_t *constraint );
00440
00441
00442
00443
00444 int DGG_substituteSlacks( const void *solver_ptr,
00445 DGG_data_t *data,
00446 DGG_constraint_t *cut );
00447
00448 int DGG_nicefyConstraint( const void *solver_ptr,
00449 DGG_data_t *data,
00450 DGG_constraint_t *cut);
00451
00452
00453 int DGG_getFormulaConstraint( int row_idx,
00454 const void *solver_ptr,
00455 DGG_data_t *data,
00456 DGG_constraint_t* row );
00457
00458 int DGG_getTableauConstraint( int index,
00459 const void *solver_ptr,
00460 DGG_data_t *data,
00461 DGG_constraint_t* tabrow,
00462 const int * colIsBasic,
00463 const int * rowIsBasic,
00464 CoinFactorization & factorization,
00465 int mode );
00466
00467 DGG_constraint_t* DGG_getSlackExpression(const void *solver_ptr, DGG_data_t* data, int row_index);
00468
00469 int DGG_generateTabRowCuts( DGG_list_t *list,
00470 DGG_data_t *data,
00471 const void *solver_ptr );
00472
00473 int DGG_generateFormulationCuts( DGG_list_t *list,
00474 DGG_data_t *data,
00475 const void *solver_ptr,
00476 int nrows,
00477 CoinThreadRandom & generator);
00478
00479
00480 int DGG_generateFormulationCutsFromBase( DGG_constraint_t *base,
00481 double slack,
00482 DGG_list_t *list,
00483 DGG_data_t *data,
00484 const void *solver_ptr,
00485 CoinThreadRandom & generator);
00486
00487 int DGG_generateCutsFromBase( DGG_constraint_t *base,
00488 DGG_list_t *list,
00489 DGG_data_t *data,
00490 const void *solver_ptr );
00491
00492 int DGG_buildMir( char *isint,
00493 DGG_constraint_t *base,
00494 DGG_constraint_t **cut_out );
00495
00496 int DGG_build2step( double alpha,
00497 char *isint,
00498 DGG_constraint_t *base,
00499 DGG_constraint_t **cut_out );
00500
00501 int DGG_addMirToList ( DGG_constraint_t *base,
00502 char *isint,
00503 double *x,
00504 DGG_list_t *list,
00505 DGG_data_t *data,
00506 DGG_constraint_t *orig_base );
00507
00508 int DGG_add2stepToList ( DGG_constraint_t *base,
00509 char *isint,
00510 double *x,
00511 double *rc,
00512 DGG_list_t *list,
00513 DGG_data_t *data,
00514 DGG_constraint_t *orig_base );
00515
00516
00517
00518 double DGG_cutLHS(DGG_constraint_t *c, double *x);
00519 int DGG_isCutDesirable(DGG_constraint_t *c, DGG_data_t *d);
00520
00521
00522
00523 int DGG_isConstraintViolated(DGG_data_t *d, DGG_constraint_t *c);
00524
00525 int DGG_isBaseTrivial(DGG_data_t *d, DGG_constraint_t* c);
00526 int DGG_is2stepValid(double alpha, double bht);
00527
00528 int DGG_cutsOffPoint(double *x, DGG_constraint_t *cut);
00529
00530
00536 void CglTwomirUnitTest(const OsiSolverInterface * siP,
00537 const std::string mpdDir);
00538
00539
00540 #endif
00541
00542