Heuristic base class. More...

#include <CbcHeuristic.hpp>

Inheritance diagram for CbcHeuristic:

Collaboration diagram for CbcHeuristic:

Public Member Functions
	CbcHeuristic ()

	CbcHeuristic (CbcModel &model)

	CbcHeuristic (const CbcHeuristic &)

virtual	~CbcHeuristic ()

virtual CbcHeuristic *	clone () const =0
	Clone. More...

CbcHeuristic &	operator= (const CbcHeuristic &rhs)
	Assignment operator. More...

virtual void	setModel (CbcModel *model)
	update model (This is needed if cliques update matrix etc) More...

virtual void	resetModel (CbcModel *model)=0
	Resets stuff if model changes. More...

virtual int	solution (double &objectiveValue, double *newSolution)=0
	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 This is called after cuts have been added - so can not add cuts More...

virtual int	solution2 (double &, double *, OsiCuts &)
	returns 0 if no solution, 1 if valid solution, -1 if just returning an estimate of best possible solution with better objective value than one passed in Sets solution values if good, sets objective value (only if nonzero code) This is called at same time as cut generators - so can add cuts Default is do nothing More...

virtual void	validate ()
	Validate model i.e. sets when_ to 0 if necessary (may be NULL) More...

void	setWhen (int value)
	Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always. More...

int	when () const
	Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always. More...

void	setNumberNodes (int value)
	Sets number of nodes in subtree (default 200) More...

int	numberNodes () const
	Gets number of nodes in a subtree (default 200) More...

void	setSwitches (int value)
	Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time. More...

int	switches () const
	Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time 65536 bit and above used for temporary communication. More...

bool	exitNow (double bestObjective) const
	Whether to exit at once on gap. More...

void	setFeasibilityPumpOptions (int value)
	Sets feasibility pump options (-1 is off) More...

int	feasibilityPumpOptions () const
	Gets feasibility pump options (-1 is off) More...

void	setModelOnly (CbcModel *model)
	Just set model - do not do anything else. More...

void	setFractionSmall (double value)
	Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) More...

double	fractionSmall () const
	Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) More...

int	numberSolutionsFound () const
	Get how many solutions the heuristic thought it got. More...

void	incrementNumberSolutionsFound ()
	Increment how many solutions the heuristic thought it got. More...

int	smallBranchAndBound (OsiSolverInterface solver, int numberNodes, double newSolution, double &newSolutionValue, double cutoff, std::string name) const
	Do mini branch and bound - return 0 not finished - no solution 1 not finished - solution 2 finished - no solution 3 finished - solution (could add global cut if finished) -1 returned on size -2 time or user event. More...

virtual void	generateCpp (FILE *)
	Create C++ lines to get to current state. More...

void	generateCpp (FILE fp, const char heuristic)
	Create C++ lines to get to current state - does work for base class. More...

virtual bool	canDealWithOdd () const
	Returns true if can deal with "odd" problems e.g. sos type 2. More...

const char *	heuristicName () const
	return name of heuristic More...

void	setHeuristicName (const char *name)
	set name of heuristic More...

void	setSeed (int value)
	Set random number generator seed. More...

int	getSeed () const
	Get random number generator seed. More...

void	setDecayFactor (double value)
	Sets decay factor (for howOften) on failure. More...

void	setInputSolution (const double *solution, double objValue)
	Set input solution. More...

void	setWhereFrom (int value)

int	whereFrom () const

void	setShallowDepth (int value)
	Upto this depth we call the tree shallow and the heuristic can be called multiple times. More...

void	setHowOftenShallow (int value)
	How often to invoke the heuristics in the shallow part of the tree. More...

void	setMinDistanceToRun (int value)
	How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too. More...

virtual bool	shouldHeurRun (int whereFrom)
	Check whether the heuristic should run at all 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution. More...

bool	shouldHeurRun_randomChoice ()
	Check whether the heuristic should run this time. More...

void	debugNodes ()

void	printDistanceToNodes ()

int	numRuns () const
	how many times the heuristic has actually run More...

int	numCouldRun () const
	How many times the heuristic could run. More...

bool	isHeuristicInteger (const OsiSolverInterface *solver, int iColumn)
	Is it integer for heuristics? More...

OsiSolverInterface *	cloneBut (int type)
	Clone, but ... More...

Protected Attributes
CbcModel *	model_
	Model. More...

int	when_
	When flag - 0 off, 1 at root, 2 other than root, 3 always. More...

int	numberNodes_
	Number of nodes in any sub tree. More...

int	feasibilityPumpOptions_
	Feasibility pump options , -1 is off >=0 for feasibility pump itself -2 quick proximity search -3 longer proximity search. More...

double	fractionSmall_
	Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound. More...

CoinThreadRandom	randomNumberGenerator_
	Thread specific random number generator. More...

std::string	heuristicName_
	Name for printing. More...

int	howOften_
	How often to do (code can change) More...

double	decayFactor_
	How much to increase how often. More...

int	switches_
	Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time. More...

int	whereFrom_

int	shallowDepth_
	Upto this depth we call the tree shallow and the heuristic can be called multiple times. More...

int	howOftenShallow_
	How often to invoke the heuristics in the shallow part of the tree. More...

int	numInvocationsInShallow_
	How many invocations happened within the same node when in a shallow part of the tree. More...

int	numInvocationsInDeep_
	How many invocations happened when in the deep part of the tree. More...

int	lastRunDeep_
	After how many deep invocations was the heuristic run last time. More...

int	numRuns_
	how many times the heuristic has actually run More...

int	minDistanceToRun_
	How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too. More...

CbcHeuristicNodeList	runNodes_
	The description of the nodes where this heuristic has been applied. More...

int	numCouldRun_
	How many times the heuristic could run. More...

int	numberSolutionsFound_
	How many solutions the heuristic thought it got. More...

int	numberNodesDone_
	How many nodes the heuristic did this go. More...

double *	inputSolution_

Private Member Functions
void	gutsOfDelete ()

void	gutsOfCopy (const CbcHeuristic &rhs)

Detailed Description

Heuristic base class.

Definition at line 85 of file CbcHeuristic.hpp.

Constructor & Destructor Documentation

CbcHeuristic::CbcHeuristic ( )

CbcHeuristic::CbcHeuristic ( CbcModel & model )

CbcHeuristic::CbcHeuristic ( const CbcHeuristic & )

virtual CbcHeuristic::~CbcHeuristic ( )

virtual

Member Function Documentation

void CbcHeuristic::gutsOfDelete ( )

inlineprivate

Definition at line 87 of file CbcHeuristic.hpp.

void CbcHeuristic::gutsOfCopy ( const CbcHeuristic & rhs )

private

CbcHeuristic& CbcHeuristic::operator= ( const CbcHeuristic & rhs )

Assignment operator.

virtual void CbcHeuristic::setModel ( CbcModel * model )

virtual

update model (This is needed if cliques update matrix etc)

Reimplemented in CbcHeuristicJustOne, CbcSerendipity, CbcHeuristicPartial, CbcRounding, CbcHeuristicDynamic3, CbcHeuristicCrossover, CbcHeuristicGreedySOS, CbcHeuristicNaive, CbcHeuristicGreedyEquality, CbcHeuristicProximity, CbcHeuristicDW, CbcHeuristicDive, CbcHeuristicRINS, CbcHeuristicVND, CbcHeuristicDINS, CbcHeuristicLocal, CbcHeuristicPivotAndFix, CbcHeuristicRandRound, CbcHeuristicRENS, CbcHeuristicFPump, and CbcHeuristicGreedyCover.

virtual void CbcHeuristic::resetModel ( CbcModel * model )

pure virtual

virtual int CbcHeuristic::solution	(	double &	objectiveValue,
		double *	newSolution
	)

pure 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 This is called after cuts have been added - so can not add cuts

Implemented in CbcHeuristicJustOne, CbcSerendipity, CbcHeuristicPartial, CbcRounding, CbcHeuristicDynamic3, CbcHeuristicCrossover, CbcHeuristicGreedySOS, CbcHeuristicNaive, CbcHeuristicGreedyEquality, CbcHeuristicProximity, CbcHeuristicFPump, CbcHeuristicDive, CbcHeuristicDW, CbcHeuristicLocal, CbcHeuristicRINS, CbcHeuristicVND, CbcHeuristicGreedyCover, CbcHeuristicRENS, CbcHeuristicDINS, CbcHeuristicPivotAndFix, and CbcHeuristicRandRound.

virtual int CbcHeuristic::solution2	(	double &	,
		double *	,
		OsiCuts &
	)

inlinevirtual

returns 0 if no solution, 1 if valid solution, -1 if just returning an estimate of best possible solution with better objective value than one passed in Sets solution values if good, sets objective value (only if nonzero code) This is called at same time as cut generators - so can add cuts Default is do nothing

Definition at line 130 of file CbcHeuristic.hpp.

virtual void CbcHeuristic::validate ( )

inlinevirtual

Validate model i.e. sets when_ to 0 if necessary (may be NULL)

Reimplemented in CbcHeuristicJustOne, CbcHeuristicPartial, CbcRounding, CbcHeuristicGreedySOS, CbcHeuristicGreedyEquality, CbcHeuristicDive, and CbcHeuristicGreedyCover.

Definition at line 138 of file CbcHeuristic.hpp.

void CbcHeuristic::setWhen ( int value )

inline

Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always.

If 10 added then don't worry if validate says there are funny objects as user knows it will be fine

Definition at line 144 of file CbcHeuristic.hpp.

int CbcHeuristic::when ( ) const

inline

Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always.

Definition at line 149 of file CbcHeuristic.hpp.

void CbcHeuristic::setNumberNodes ( int value )

inline

Sets number of nodes in subtree (default 200)

Definition at line 155 of file CbcHeuristic.hpp.

int CbcHeuristic::numberNodes ( ) const

inline

Gets number of nodes in a subtree (default 200)

Definition at line 160 of file CbcHeuristic.hpp.

void CbcHeuristic::setSwitches ( int value )

inline

Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.

Definition at line 174 of file CbcHeuristic.hpp.

int CbcHeuristic::switches ( ) const

inline

Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time 65536 bit and above used for temporary communication.

Definition at line 189 of file CbcHeuristic.hpp.

bool CbcHeuristic::exitNow ( double bestObjective ) const

Whether to exit at once on gap.

void CbcHeuristic::setFeasibilityPumpOptions ( int value )

inline

Sets feasibility pump options (-1 is off)

Definition at line 196 of file CbcHeuristic.hpp.

int CbcHeuristic::feasibilityPumpOptions ( ) const

inline

Gets feasibility pump options (-1 is off)

Definition at line 201 of file CbcHeuristic.hpp.

void CbcHeuristic::setModelOnly ( CbcModel * model )

inline

Just set model - do not do anything else.

Definition at line 206 of file CbcHeuristic.hpp.

void CbcHeuristic::setFractionSmall ( double value )

inline

Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)

Definition at line 212 of file CbcHeuristic.hpp.

double CbcHeuristic::fractionSmall ( ) const

inline

Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)

Definition at line 217 of file CbcHeuristic.hpp.

int CbcHeuristic::numberSolutionsFound ( ) const

inline

Get how many solutions the heuristic thought it got.

Definition at line 222 of file CbcHeuristic.hpp.

void CbcHeuristic::incrementNumberSolutionsFound ( )

inline

Increment how many solutions the heuristic thought it got.

Definition at line 227 of file CbcHeuristic.hpp.

int CbcHeuristic::smallBranchAndBound	(	OsiSolverInterface *	solver,
		int	numberNodes,
		double *	newSolution,
		double &	newSolutionValue,
		double	cutoff,
		std::string	name
	)		const

Do mini branch and bound - return 0 not finished - no solution 1 not finished - solution 2 finished - no solution 3 finished - solution (could add global cut if finished) -1 returned on size -2 time or user event.

virtual void CbcHeuristic::generateCpp ( FILE * )

inlinevirtual

Create C++ lines to get to current state.

Reimplemented in CbcHeuristicJustOne, CbcSerendipity, CbcHeuristicPartial, CbcRounding, CbcHeuristicCrossover, CbcHeuristicGreedySOS, CbcHeuristicNaive, CbcHeuristicGreedyEquality, CbcHeuristicProximity, CbcHeuristicDW, CbcHeuristicDive, CbcHeuristicRINS, CbcHeuristicVND, CbcHeuristicDINS, CbcHeuristicLocal, CbcHeuristicPivotAndFix, CbcHeuristicRandRound, CbcHeuristicDiveCoefficient, CbcHeuristicDiveFractional, CbcHeuristicDiveGuided, CbcHeuristicDiveLineSearch, CbcHeuristicDivePseudoCost, CbcHeuristicDiveVectorLength, CbcHeuristicFPump, and CbcHeuristicGreedyCover.

Definition at line 245 of file CbcHeuristic.hpp.

void CbcHeuristic::generateCpp	(	FILE *	fp,
		const char *	heuristic
	)

Create C++ lines to get to current state - does work for base class.

virtual bool CbcHeuristic::canDealWithOdd ( ) const

inlinevirtual

Returns true if can deal with "odd" problems e.g. sos type 2.

Reimplemented in CbcHeuristicDynamic3.

Definition at line 249 of file CbcHeuristic.hpp.

const char* CbcHeuristic::heuristicName ( ) const

inline

return name of heuristic

Definition at line 254 of file CbcHeuristic.hpp.

void CbcHeuristic::setHeuristicName ( const char * name )

inline

set name of heuristic

Definition at line 259 of file CbcHeuristic.hpp.

void CbcHeuristic::setSeed ( int value )

Set random number generator seed.

int CbcHeuristic::getSeed ( ) const

Get random number generator seed.

void CbcHeuristic::setDecayFactor ( double value )

inline

Sets decay factor (for howOften) on failure.

Definition at line 268 of file CbcHeuristic.hpp.

void CbcHeuristic::setInputSolution	(	const double *	solution,
		double	objValue
	)

Set input solution.

void CbcHeuristic::setWhereFrom ( int value )

inline

Definition at line 282 of file CbcHeuristic.hpp.

int CbcHeuristic::whereFrom ( ) const

inline

Definition at line 286 of file CbcHeuristic.hpp.

void CbcHeuristic::setShallowDepth ( int value )

inline

Upto this depth we call the tree shallow and the heuristic can be called multiple times.

That is, the test whether the current node is far from the others where the jeuristic was invoked will not be done, only the frequency will be tested. After that depth the heuristic will can be invoked only once per node, right before branching. That's when it'll be tested whether the heur should run at all.

Definition at line 296 of file CbcHeuristic.hpp.

void CbcHeuristic::setHowOftenShallow ( int value )

inline

How often to invoke the heuristics in the shallow part of the tree.

Definition at line 301 of file CbcHeuristic.hpp.

void CbcHeuristic::setMinDistanceToRun ( int value )

inline

How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too.

Currently this is tested, but we may switch to avgDistanceToRun_ in the future.

Definition at line 308 of file CbcHeuristic.hpp.

virtual bool CbcHeuristic::shouldHeurRun ( int whereFrom )

virtual

Check whether the heuristic should run at all 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution.

Reimplemented in CbcHeuristicPartial, and CbcRounding.

bool CbcHeuristic::shouldHeurRun_randomChoice ( )

Check whether the heuristic should run this time.

void CbcHeuristic::debugNodes ( )

void CbcHeuristic::printDistanceToNodes ( )

int CbcHeuristic::numRuns ( ) const

inline

how many times the heuristic has actually run

Definition at line 327 of file CbcHeuristic.hpp.

int CbcHeuristic::numCouldRun ( ) const

inline

How many times the heuristic could run.

Definition at line 333 of file CbcHeuristic.hpp.

bool CbcHeuristic::isHeuristicInteger	(	const OsiSolverInterface *	solver,
		int	iColumn
	)

inline

Is it integer for heuristics?

Definition at line 349 of file CbcHeuristic.hpp.

OsiSolverInterface* CbcHeuristic::cloneBut ( int type )

Clone, but ...

If type is

0 clone the solver for the model,
1 clone the continuous solver for the model
Add 2 to say without integer variables which are at low priority
Add 4 to say quite likely infeasible so give up easily (clp only).

Member Data Documentation

CbcModel* CbcHeuristic::model_

protected

Model.

Definition at line 366 of file CbcHeuristic.hpp.

int CbcHeuristic::when_

protected

When flag - 0 off, 1 at root, 2 other than root, 3 always.

Definition at line 368 of file CbcHeuristic.hpp.

int CbcHeuristic::numberNodes_

protected

Number of nodes in any sub tree.

Definition at line 370 of file CbcHeuristic.hpp.

int CbcHeuristic::feasibilityPumpOptions_

protected

Feasibility pump options , -1 is off >=0 for feasibility pump itself -2 quick proximity search -3 longer proximity search.

Definition at line 376 of file CbcHeuristic.hpp.

double CbcHeuristic::fractionSmall_

mutableprotected

Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound.

Definition at line 378 of file CbcHeuristic.hpp.

CoinThreadRandom CbcHeuristic::randomNumberGenerator_

protected

Thread specific random number generator.

Definition at line 380 of file CbcHeuristic.hpp.

std::string CbcHeuristic::heuristicName_

protected

Name for printing.

Definition at line 382 of file CbcHeuristic.hpp.

int CbcHeuristic::howOften_

mutableprotected

How often to do (code can change)

Definition at line 385 of file CbcHeuristic.hpp.

double CbcHeuristic::decayFactor_

protected

How much to increase how often.

Definition at line 387 of file CbcHeuristic.hpp.

int CbcHeuristic::switches_

mutableprotected

Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.

Definition at line 398 of file CbcHeuristic.hpp.

int CbcHeuristic::whereFrom_

protected

Definition at line 407 of file CbcHeuristic.hpp.

int CbcHeuristic::shallowDepth_

protected

Upto this depth we call the tree shallow and the heuristic can be called multiple times.

That is, the test whether the current node is far from the others where the jeuristic was invoked will not be done, only the frequency will be tested. After that depth the heuristic will can be invoked only once per node, right before branching. That's when it'll be tested whether the heur should run at all.

Definition at line 414 of file CbcHeuristic.hpp.

int CbcHeuristic::howOftenShallow_

protected

How often to invoke the heuristics in the shallow part of the tree.

Definition at line 416 of file CbcHeuristic.hpp.

int CbcHeuristic::numInvocationsInShallow_

protected

How many invocations happened within the same node when in a shallow part of the tree.

Definition at line 419 of file CbcHeuristic.hpp.

int CbcHeuristic::numInvocationsInDeep_

protected

How many invocations happened when in the deep part of the tree.

For every node we count only one invocation.

Definition at line 422 of file CbcHeuristic.hpp.

int CbcHeuristic::lastRunDeep_

protected

After how many deep invocations was the heuristic run last time.

Definition at line 424 of file CbcHeuristic.hpp.

int CbcHeuristic::numRuns_

protected

how many times the heuristic has actually run

Definition at line 426 of file CbcHeuristic.hpp.

int CbcHeuristic::minDistanceToRun_

protected

How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too.

Currently this is tested, but we may switch to avgDistanceToRun_ in the future.

Definition at line 430 of file CbcHeuristic.hpp.

CbcHeuristicNodeList CbcHeuristic::runNodes_

protected

The description of the nodes where this heuristic has been applied.

Definition at line 433 of file CbcHeuristic.hpp.

int CbcHeuristic::numCouldRun_

protected

How many times the heuristic could run.

Definition at line 436 of file CbcHeuristic.hpp.

int CbcHeuristic::numberSolutionsFound_

protected

How many solutions the heuristic thought it got.

Definition at line 439 of file CbcHeuristic.hpp.

int CbcHeuristic::numberNodesDone_

mutableprotected

How many nodes the heuristic did this go.

Definition at line 442 of file CbcHeuristic.hpp.

double* CbcHeuristic::inputSolution_

protected

Definition at line 445 of file CbcHeuristic.hpp.

The documentation for this class was generated from the following file:

/tmp/Cbc-2.10.5/Cbc/src/CbcHeuristic.hpp

Public Member Functions

Protected Attributes

Private Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation