coin-Cgl
/build/buildd/coinor-cgl-0.55.0/Cgl/src/CglTwomir/CglTwomir.hpp
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00001 // Copyright (C) 2002, International Business Machines
00002 // Corporation and others.  All Rights Reserved.
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;             /* current length of arrays index[] and coeff[] */
00014   int max_nz;         /* max length of arrays index[] and coeff[] */
00015   double *coeff;      /* coefficient of each variable in the constraint */
00016   int *index;         /* index of the variable (value in 0 ... nrow+ncol) */
00017   double rhs;         /* rhs of the constraint */
00018   char sense;         /* ?? is it necessary */
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 /******************** BASIS INFORMATION ADTs **********************************/
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; /* factional variable must be this away from int */
00042   int ncol,        /* number of columns in LP */
00043     nrow,        /* number of constaints in LP */
00044     ninteger;    /* number of integer variables in LP */
00045 
00046   int nbasic_col,  /* number of basic columns in the LP */
00047     nbasic_row;  /* number of basic rows in the LP */
00048 
00049   /* the following arrays are all of size (ncol+nrow) */
00050   int *info;       /* description of each variable (see below) */
00051   double *lb;      /* specifies the lower bound (if any) of each variable */
00052   double *ub;      /* specifies the upper bound (if any) of each variable */
00053   double *x;       /* current solution */
00054   double *rc;      /* current reduced cost */
00055   double *opt_x;
00056 
00057   cutParams cparams;
00058 } DGG_data_t;
00059 
00060 /* the following macros allow us to decode the info of the DGG_data
00061    type. The encoding is as follows,
00062    bit 1 : if the variable is basic or not (non-basic).
00063    bit 2 : if the variable is integer or or not (rational).
00064    bit 3 : if the variable is structural or not (artifical). 
00065    bit 4 : if the variable is non-basic and at its upper bound 
00066    (else if non-basic at lower bound). */
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   // Private member data
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_; //number of rows on which formulation cuts will be generated
00196 };
00197 
00198 //#############################################################################
00199 
00200 /*
00201 #include <stdlib.h>
00202 #include <stdio.h>
00203 #include <stdarg.h>
00204 #include <math.h>
00205 #include <float.h>
00206 #include <cassert>
00207 #include <iostream.h>
00208 */
00209 
00210 /******************** DEBUG DEFINITIONS ***************************************/
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 /******************** CONFIGURATION DEFAULTS **********************************/
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 /******************** SOLVER CONFIGURATION DEFINITIONS ************************/
00239 
00240 #define DGG_OSI 0
00241 #define DGG_CPX 1
00242 #define DGG_QSO 2
00243 
00244 /* determines the solver to be used */
00245 #define DGG_SOLVER DGG_OSI
00246 
00247 /* adds checking routines to make sure solver works as expected */
00248 #define DGG_DEBUG_SOLVER 0
00249 
00250 /* turn off screen output from solver */
00251 #define DGG_SOLVER_SCREEN_FLAG 0
00252 
00253 /******************** CUT DEFINITIONS *****************************************/
00254 
00255 /* internal names for cut types */
00256 #define DGG_TMIR_CUT 1
00257 #define DGG_2STEP_CUT 2
00258 
00259 /* internal names for alpha-selection rules */
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 /******************** PRECISION & NUMERICAL ISSUES DEFINITIONS ****************/
00267 
00268 /* how steep a cut must be before adding it to the lp */
00269 #define DGG_MIN_STEEPNESS 1.0e-4
00270 #define DGG_MAX_L2NORM 1.0e7
00271 
00272 /* 0 = min steepness, 1 = max norm */
00273 #define DGG_NORM_CRITERIA 1
00274 
00275 /* internal representations of +infinity and -infinity */
00276 #define UB_MAX DBL_MAX
00277 #define LB_MIN DBL_MIN
00278 
00279 /* used to define how fractional a basic-integer variable must be
00280    before choosing to use it to generate a TMIR cut on.
00281    OSI's default is 1.0e-7 */
00282 #define DGG_GOMORY_THRESH 0.005
00283 
00284 #define DGG_RHS_THRESH 0.005
00285 
00286 /* used for comparing variables to their upper bounds.
00287    OSI's default is 1.0e-7.
00288    We set it to 1.0e6 because e-7 seems too sensitive. 
00289    In fact, with e-7 the problem dsbmip.mps complains. */
00290 #define DGG_BOUND_THRESH 1.0e-6
00291 
00292 /* used for comparing the lhs (activity) value of a tableau row
00293    with the rhs. This is only used for debugging purposes. */
00294 #define DGG_EQUALITY_THRESH 1.0e-5
00295 
00296 /* used for comparing a variable's lower bound to 0.0
00297    and determining if we need to shift the variable    */
00298 #define DGG_SHIFT_THRESH 1.0e-6
00299 
00300 /* used for determing how far from an integer is still an integer.
00301    This value is used for comparing coefficients to integers.
00302    OSI's default is 1.0e-10.                               */
00303 #define DGG_INTEGRALITY_THRESH 1.0e-10
00304 
00305 /* the min value that a coeff can have in the tableau row
00306    before being set to zero. */
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 /* smallest value rho is allowed to have for a simple 2-step MIR
00315    (ie: not an extended two-step MIR) */
00316 #define DGG_MIN_RHO 1.0e-7
00317 #define DGG_MIN_ALPHA 1.0e-7
00318 
00319 /* when a slack is null: used to check if a cut is satisfied or not. */
00320 #define DGG_NULL_SLACK 1.0e-5
00321 
00322 /* nicefy constants */
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 /******************** ERROR-CATCHING MACROS ***********************************/
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 /******************** SIMPLE MACROS AND FUNCTIONS *****************************/
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 /* free function for DGG_data_t. Frees internal arrays and data structure */
00398 int DGG_freeData( DGG_data_t *data );
00399 
00400 /******************** CONSTRAINT ADTs *****************************************/
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 /******************** CONFIGURATION *******************************************/
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 /******************* SOLVER SPECIFIC METHODS **********************************/
00413 DGG_data_t *DGG_getData(const void *solver_ptr);
00414 
00415 /******************* CONSTRAINT MANIPULATION **********************************/
00416 
00417 /* DGG_transformConstraint: manipulates a constraint in the following way: 
00418 
00419 packs everything in output
00420 
00421 1 - variables at their upper bounds are substituted for their 
00422 complements. This is done by adjusting the coefficients and 
00423 the right hand side (simple substitution). 
00424 
00425 2 - variables with non-zero lower bounds are shifted.            */
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 /* DGG_unTransformConstraint : 
00434 
00435 1 - Undoes step (1) of DGG_transformConstraint 
00436 2 - Undoes step (2) of DGG_transformConstraint                  */
00437  
00438 int DGG_unTransformConstraint( DGG_data_t *data, 
00439                                DGG_constraint_t *constraint );
00440 
00441 /* substitutes each slack variable by the structural variables which 
00442    define it. This function, hence, changes the constraint 'cut'.    */
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 /******************* CUT GENERATION *******************************************/
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 /******************* CUT INFORMATION ******************************************/
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 /******************* TEST / DEBUGGING ROUTINES ********************************/
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