Feasibility Pump class. More...
#include <CbcHeuristicFPump.hpp>
Public Member Functions | |
CbcHeuristicFPump () | |
CbcHeuristicFPump (CbcModel &model, double downValue=0.5, bool roundExpensive=false) | |
CbcHeuristicFPump (const CbcHeuristicFPump &) | |
~CbcHeuristicFPump () | |
CbcHeuristicFPump & | operator= (const CbcHeuristicFPump &rhs) |
Assignment operator. | |
virtual CbcHeuristic * | clone () const |
Clone. | |
virtual void | generateCpp (FILE *fp) |
Create C++ lines to get to current state. | |
virtual void | resetModel (CbcModel *model) |
Resets stuff if model changes. | |
virtual void | setModel (CbcModel *model) |
update model (This is needed if cliques update matrix etc) | |
virtual int | solution (double &objectiveValue, double *newSolution) |
returns 0 if no solution, 1 if valid solution with better objective value than one passed in Sets solution values if good, sets objective value (only if good) This is called after cuts have been added - so can not add cuts. | |
void | setMaximumTime (double value) |
Set maximum Time (default off) - also sets starttime to current. | |
double | maximumTime () const |
Get maximum Time (default 0.0 == time limit off). | |
void | setFakeCutoff (double value) |
Set fake cutoff (default COIN_DBL_MAX == off). | |
double | fakeCutoff () const |
Get fake cutoff (default 0.0 == off). | |
void | setAbsoluteIncrement (double value) |
Set absolute increment (default 0.0 == off). | |
double | absoluteIncrement () const |
Get absolute increment (default 0.0 == off). | |
void | setRelativeIncrement (double value) |
Set relative increment (default 0.0 == off). | |
double | relativeIncrement () const |
Get relative increment (default 0.0 == off). | |
void | setDefaultRounding (double value) |
Set default rounding (default 0.5). | |
double | defaultRounding () const |
Get default rounding (default 0.5). | |
void | setInitialWeight (double value) |
Set initial weight (default 0.0 == off). | |
double | initialWeight () const |
Get initial weight (default 0.0 == off). | |
void | setWeightFactor (double value) |
Set weight factor (default 0.1). | |
double | weightFactor () const |
Get weight factor (default 0.1). | |
void | setArtificialCost (double value) |
Set threshold cost for using original cost - even on continuous (default infinity). | |
double | artificialCost () const |
Get threshold cost for using original cost - even on continuous (default infinity). | |
double | iterationRatio () const |
Get iteration to size ratio. | |
void | setIterationRatio (double value) |
Set iteration to size ratio. | |
void | setMaximumPasses (int value) |
Set maximum passes (default 100). | |
int | maximumPasses () const |
Get maximum passes (default 100). | |
void | setMaximumRetries (int value) |
Set maximum retries (default 1). | |
int | maximumRetries () const |
Get maximum retries (default 1). | |
void | setAccumulate (int value) |
Set use of multiple solutions and solves 0 - do not reuse solves, do not accumulate integer solutions for local search 1 - do not reuse solves, accumulate integer solutions for local search 2 - reuse solves, do not accumulate integer solutions for local search 3 - reuse solves, accumulate integer solutions for local search If we add 4 then use second form of problem (with extra rows and variables for general integers) If we add 8 then can run after initial cuts (if no solution). | |
int | accumulate () const |
Get accumulation option. | |
void | setFixOnReducedCosts (int value) |
Set whether to fix variables on known solution 0 - do not fix 1 - fix integers on reduced costs 2 - fix integers on reduced costs but only on entry. | |
int | fixOnReducedCosts () const |
Get reduced cost option. | |
void | setReducedCostMultiplier (double value) |
Set reduced cost multiplier 1.0 as normal <1.0 (x) - pretend gap is x* actual gap - just for fixing. | |
double | reducedCostMultiplier () const |
Get reduced cost multiplier. | |
Protected Attributes | |
double | startTime_ |
Start time. | |
double | maximumTime_ |
Maximum Cpu seconds. | |
double | fakeCutoff_ |
Fake cutoff value. | |
double | absoluteIncrement_ |
If positive carry on after solution expecting gain of at least this. | |
double | relativeIncrement_ |
If positive carry on after solution expecting gain of at least this times objective. | |
double | defaultRounding_ |
Default is round up if > this. | |
double | initialWeight_ |
Initial weight for true objective. | |
double | weightFactor_ |
Factor for decreasing weight. | |
double | artificialCost_ |
Threshold cost for using original cost - even on continuous. | |
double | iterationRatio_ |
If iterationRatio >0 use instead of maximumPasses_ test is iterations > ratio*(2*nrow+ncol). | |
double | reducedCostMultiplier_ |
Reduced cost multiplier 1.0 as normal <1.0 (x) - pretend gap is x* actual gap - just for fixing. | |
int | maximumPasses_ |
Maximum number of passes. | |
int | maximumRetries_ |
Maximum number of retries if we find a solution. | |
int | accumulate_ |
Set use of multiple solutions and solves 0 - do not reuse solves, do not accumulate integer solutions for local search 1 - do not reuse solves, accumulate integer solutions for local search 2 - reuse solves, do not accumulate integer solutions for local search 3 - reuse solves, accumulate integer solutions for local search If we add 4 then use second form of problem (with extra rows and variables for general integers) If we do not accumulate solutions then no mini branch and bounds will be done reuse - refers to initial solve after adding in new "cut" If we add 8 then can run after initial cuts (if no solution). | |
int | fixOnReducedCosts_ |
Set whether to fix variables on known solution 0 - do not fix 1 - fix integers on reduced costs 2 - fix integers on reduced costs but only on entry. | |
bool | roundExpensive_ |
If true round to expensive. | |
Private Member Functions | |
int | rounds (OsiSolverInterface *solver, double *solution, int numberIntegers, const int *integerVariable, int passNumber, double downValue=0.5, int *flip=0) |
Rounds solution - down if < downValue If roundExpensive then always to more expnsive. |
Feasibility Pump class.
Definition at line 13 of file CbcHeuristicFPump.hpp.
CbcHeuristicFPump::CbcHeuristicFPump | ( | ) |
CbcHeuristicFPump::CbcHeuristicFPump | ( | CbcModel & | model, | |
double | downValue = 0.5 , |
|||
bool | roundExpensive = false | |||
) |
CbcHeuristicFPump::CbcHeuristicFPump | ( | const CbcHeuristicFPump & | ) |
CbcHeuristicFPump::~CbcHeuristicFPump | ( | ) |
CbcHeuristicFPump& CbcHeuristicFPump::operator= | ( | const CbcHeuristicFPump & | rhs | ) |
Assignment operator.
virtual CbcHeuristic* CbcHeuristicFPump::clone | ( | ) | const [virtual] |
Clone.
Implements CbcHeuristic.
virtual void CbcHeuristicFPump::generateCpp | ( | FILE * | fp | ) | [virtual] |
Create C++ lines to get to current state.
Reimplemented from CbcHeuristic.
virtual void CbcHeuristicFPump::resetModel | ( | CbcModel * | model | ) | [virtual] |
Resets stuff if model changes.
Implements CbcHeuristic.
virtual void CbcHeuristicFPump::setModel | ( | CbcModel * | model | ) | [virtual] |
update model (This is needed if cliques update matrix etc)
Reimplemented from CbcHeuristic.
virtual int CbcHeuristicFPump::solution | ( | double & | objectiveValue, | |
double * | newSolution | |||
) | [virtual] |
returns 0 if no solution, 1 if valid solution with better objective value than one passed in Sets solution values if good, sets objective value (only if good) This is called after cuts have been added - so can not add cuts.
It may make sense for user to call this outside Branch and Cut to get solution. Or normally is just at root node.
new meanings for when_ - on first try then set back to 1 11 - at end fix all integers at same bound throughout 12 - also fix all integers staying at same internal integral value throughout 13 - also fix all continuous variables staying at same bound throughout 14 - also fix all continuous variables staying at same internal value throughout 15 - as 13 but no internal integers
Implements CbcHeuristic.
void CbcHeuristicFPump::setMaximumTime | ( | double | value | ) |
Set maximum Time (default off) - also sets starttime to current.
double CbcHeuristicFPump::maximumTime | ( | ) | const [inline] |
Get maximum Time (default 0.0 == time limit off).
Definition at line 64 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setFakeCutoff | ( | double | value | ) | [inline] |
Set fake cutoff (default COIN_DBL_MAX == off).
Definition at line 67 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::fakeCutoff | ( | ) | const [inline] |
Get fake cutoff (default 0.0 == off).
Definition at line 70 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setAbsoluteIncrement | ( | double | value | ) | [inline] |
Set absolute increment (default 0.0 == off).
Definition at line 73 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::absoluteIncrement | ( | ) | const [inline] |
Get absolute increment (default 0.0 == off).
Definition at line 76 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setRelativeIncrement | ( | double | value | ) | [inline] |
Set relative increment (default 0.0 == off).
Definition at line 79 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::relativeIncrement | ( | ) | const [inline] |
Get relative increment (default 0.0 == off).
Definition at line 82 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setDefaultRounding | ( | double | value | ) | [inline] |
Set default rounding (default 0.5).
Definition at line 85 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::defaultRounding | ( | ) | const [inline] |
Get default rounding (default 0.5).
Definition at line 88 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setInitialWeight | ( | double | value | ) | [inline] |
Set initial weight (default 0.0 == off).
Definition at line 91 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::initialWeight | ( | ) | const [inline] |
Get initial weight (default 0.0 == off).
Definition at line 94 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setWeightFactor | ( | double | value | ) | [inline] |
Set weight factor (default 0.1).
Definition at line 97 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::weightFactor | ( | ) | const [inline] |
Get weight factor (default 0.1).
Definition at line 100 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setArtificialCost | ( | double | value | ) | [inline] |
Set threshold cost for using original cost - even on continuous (default infinity).
Definition at line 103 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::artificialCost | ( | ) | const [inline] |
Get threshold cost for using original cost - even on continuous (default infinity).
Definition at line 106 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::iterationRatio | ( | ) | const [inline] |
Get iteration to size ratio.
Definition at line 109 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setIterationRatio | ( | double | value | ) | [inline] |
Set iteration to size ratio.
Definition at line 112 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setMaximumPasses | ( | int | value | ) | [inline] |
Set maximum passes (default 100).
Definition at line 115 of file CbcHeuristicFPump.hpp.
int CbcHeuristicFPump::maximumPasses | ( | ) | const [inline] |
Get maximum passes (default 100).
Definition at line 118 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setMaximumRetries | ( | int | value | ) | [inline] |
Set maximum retries (default 1).
Definition at line 121 of file CbcHeuristicFPump.hpp.
int CbcHeuristicFPump::maximumRetries | ( | ) | const [inline] |
Get maximum retries (default 1).
Definition at line 124 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setAccumulate | ( | int | value | ) | [inline] |
Set use of multiple solutions and solves 0 - do not reuse solves, do not accumulate integer solutions for local search 1 - do not reuse solves, accumulate integer solutions for local search 2 - reuse solves, do not accumulate integer solutions for local search 3 - reuse solves, accumulate integer solutions for local search If we add 4 then use second form of problem (with extra rows and variables for general integers) If we add 8 then can run after initial cuts (if no solution).
Definition at line 134 of file CbcHeuristicFPump.hpp.
int CbcHeuristicFPump::accumulate | ( | ) | const [inline] |
Get accumulation option.
Definition at line 137 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setFixOnReducedCosts | ( | int | value | ) | [inline] |
Set whether to fix variables on known solution 0 - do not fix 1 - fix integers on reduced costs 2 - fix integers on reduced costs but only on entry.
Definition at line 144 of file CbcHeuristicFPump.hpp.
int CbcHeuristicFPump::fixOnReducedCosts | ( | ) | const [inline] |
Get reduced cost option.
Definition at line 147 of file CbcHeuristicFPump.hpp.
void CbcHeuristicFPump::setReducedCostMultiplier | ( | double | value | ) | [inline] |
Set reduced cost multiplier 1.0 as normal <1.0 (x) - pretend gap is x* actual gap - just for fixing.
Definition at line 153 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::reducedCostMultiplier | ( | ) | const [inline] |
Get reduced cost multiplier.
Definition at line 156 of file CbcHeuristicFPump.hpp.
int CbcHeuristicFPump::rounds | ( | OsiSolverInterface * | solver, | |
double * | solution, | |||
int | numberIntegers, | |||
const int * | integerVariable, | |||
int | passNumber, | |||
double | downValue = 0.5 , |
|||
int * | flip = 0 | |||
) | [private] |
Rounds solution - down if < downValue If roundExpensive then always to more expnsive.
returns 0 if current is solution
double CbcHeuristicFPump::startTime_ [protected] |
Start time.
Definition at line 162 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::maximumTime_ [protected] |
Maximum Cpu seconds.
Definition at line 164 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::fakeCutoff_ [protected] |
Fake cutoff value.
If set then better of real cutoff and this used to add a constraint
Definition at line 168 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::absoluteIncrement_ [protected] |
If positive carry on after solution expecting gain of at least this.
Definition at line 170 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::relativeIncrement_ [protected] |
If positive carry on after solution expecting gain of at least this times objective.
Definition at line 172 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::defaultRounding_ [protected] |
Default is round up if > this.
Definition at line 174 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::initialWeight_ [protected] |
Initial weight for true objective.
Definition at line 176 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::weightFactor_ [protected] |
Factor for decreasing weight.
Definition at line 178 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::artificialCost_ [protected] |
Threshold cost for using original cost - even on continuous.
Definition at line 180 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::iterationRatio_ [protected] |
If iterationRatio >0 use instead of maximumPasses_ test is iterations > ratio*(2*nrow+ncol).
Definition at line 183 of file CbcHeuristicFPump.hpp.
double CbcHeuristicFPump::reducedCostMultiplier_ [protected] |
Reduced cost multiplier 1.0 as normal <1.0 (x) - pretend gap is x* actual gap - just for fixing.
Definition at line 188 of file CbcHeuristicFPump.hpp.
int CbcHeuristicFPump::maximumPasses_ [protected] |
Maximum number of passes.
Definition at line 190 of file CbcHeuristicFPump.hpp.
int CbcHeuristicFPump::maximumRetries_ [protected] |
Maximum number of retries if we find a solution.
If negative we clean out used array
Definition at line 194 of file CbcHeuristicFPump.hpp.
int CbcHeuristicFPump::accumulate_ [protected] |
Set use of multiple solutions and solves 0 - do not reuse solves, do not accumulate integer solutions for local search 1 - do not reuse solves, accumulate integer solutions for local search 2 - reuse solves, do not accumulate integer solutions for local search 3 - reuse solves, accumulate integer solutions for local search If we add 4 then use second form of problem (with extra rows and variables for general integers) If we do not accumulate solutions then no mini branch and bounds will be done reuse - refers to initial solve after adding in new "cut" If we add 8 then can run after initial cuts (if no solution).
Definition at line 205 of file CbcHeuristicFPump.hpp.
int CbcHeuristicFPump::fixOnReducedCosts_ [protected] |
Set whether to fix variables on known solution 0 - do not fix 1 - fix integers on reduced costs 2 - fix integers on reduced costs but only on entry.
Definition at line 211 of file CbcHeuristicFPump.hpp.
bool CbcHeuristicFPump::roundExpensive_ [protected] |
If true round to expensive.
Definition at line 213 of file CbcHeuristicFPump.hpp.