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00011 #include "CoinHelperFunctions.hpp"
00012 #include "CglCutGenerator.hpp"
00013 #include "OsiClpSolverInterface.hpp"
00014
00015 #include "CouenneExpression.hpp"
00016 #include "CouenneExprVar.hpp"
00017 #include "CouenneCutGenerator.hpp"
00018 #include "CouenneProblem.hpp"
00019 #include "CouenneInfeasCut.hpp"
00020
00021 using namespace Ipopt;
00022 using namespace Couenne;
00023
00024 #define THRESH_OBBT_AUX 50 // if more than this originals, don't do OBBT on auxs
00025 #define OBBT_EPS 1e-3
00026 #define MAX_OBBT_LP_ITERATION 100
00027 #define MAX_OBBT_ATTEMPTS 1 // number of OBBT iterations at root node
00028
00029
00030
00031
00032 #define THRES_NBD_CHANGED 1
00033
00034
00035 #define MAX_OBBT_ITER 1
00036
00037
00038 void sparse2dense (int ncols, t_chg_bounds *chg_bds, int *&changed, int &nchanged);
00039
00040
00041
00042 int CouenneProblem::call_iter (OsiSolverInterface *csi,
00043 t_chg_bounds *chg_bds,
00044 const CoinWarmStart *warmstart,
00045 Bonmin::BabInfo *babInfo,
00046 double *objcoe,
00047 enum nodeType type,
00048 int sense) const {
00049
00050 int ncols = csi -> getNumCols (),
00051 nimprov = 0;
00052
00053 for (int ii=0; ii<ncols; ii++) {
00054
00055 if (CoinCpuTime () > maxCpuTime_)
00056 break;
00057
00058 int i = evalOrder (ii);
00059
00060 enum expression::auxSign aSign = Var (i) -> sign ();
00061
00062 if ((Var (i) -> Type () == type) &&
00063 (Var (i) -> Multiplicity () > 0) &&
00064 ((type == VAR) ||
00065 (aSign == expression::AUX_EQ) ||
00066 ((aSign == expression::AUX_LEQ) && (sense > 0)) ||
00067 ((aSign == expression::AUX_GEQ) && (sense < 0)))) {
00068
00069 int ni = obbt_iter (csi, chg_bds, warmstart, babInfo, objcoe, sense, i);
00070
00071
00072
00073
00074
00075
00076
00077
00078
00079
00080
00081
00082
00083
00084
00085
00086
00087 if (ni < 0) return ni;
00088 nimprov += ni;
00089 }
00090 }
00091
00092 return nimprov;
00093 }
00094
00095
00097
00098 int CouenneProblem::obbtInner (OsiSolverInterface *csi,
00099 OsiCuts &cs,
00100 t_chg_bounds *chg_bds,
00101 Bonmin::BabInfo * babInfo) const {
00102
00103
00104
00105 int ncols = csi -> getNumCols ();
00106 const double *lb = csi -> getColLower (),
00107 *ub = csi -> getColUpper ();
00108
00109 double inf = csi -> getInfinity ();
00110
00111 for (int i=ncols; i--;) {
00112 if (lb [i] < - COUENNE_INFINITY) csi -> setColLower (i, -inf);
00113 if (ub [i] > COUENNE_INFINITY) csi -> setColUpper (i, inf);
00114 }
00115
00116
00117
00118
00119 csi -> setObjSense (1);
00120 csi -> setIntParam (OsiMaxNumIteration, MAX_OBBT_LP_ITERATION);
00121 csi -> applyCuts (cs);
00122 csi -> initialSolve ();
00123
00124 const CoinWarmStart *warmstart = csi -> getWarmStart ();
00125
00126
00127
00128 double *objcoe = (double *) malloc (ncols * sizeof (double));
00129
00130
00131 for (int i=ncols; i--;)
00132 *objcoe++ = 0.;
00133 objcoe -= ncols;
00134
00135 csi -> setObjective (objcoe);
00136 csi -> setObjSense (1);
00137
00138 int nimprov = 0;
00139
00140 const int Infeasible = 1;
00141
00142 try {
00143
00144 int ni;
00145
00146 if ((ni = call_iter (csi, chg_bds, warmstart, babInfo, objcoe, VAR, 1)) < 0) throw Infeasible;
00147 nimprov += ni;
00148
00149 if ((ni = call_iter (csi, chg_bds, warmstart, babInfo, objcoe, VAR, -1)) < 0) throw Infeasible;
00150 nimprov += ni;
00151
00152 if (nVars () < THRESH_OBBT_AUX) {
00153
00154 if ((ni = call_iter (csi, chg_bds, warmstart, babInfo, objcoe, AUX, 1)) < 0) throw Infeasible;
00155 nimprov += ni;
00156
00157 if ((ni = call_iter (csi, chg_bds, warmstart, babInfo, objcoe, AUX, -1)) < 0) throw Infeasible;
00158 nimprov += ni;
00159 }
00160 }
00161
00162 catch (int exception) {
00163
00164 if (exception == Infeasible)
00165 nimprov = -1;
00166 }
00167
00168 free (objcoe);
00169 delete warmstart;
00170
00171 return (nimprov);
00172 }
00173
00174
00175
00176 int CouenneProblem::obbt (const CouenneCutGenerator *cg,
00177 const OsiSolverInterface &si,
00178 OsiCuts &cs,
00179 const CglTreeInfo &info,
00180 Bonmin::BabInfo * babInfo,
00181 t_chg_bounds *chg_bds) {
00182
00183
00184
00185
00186
00187
00188
00189
00190
00191 if (isWiped (cs) || info.pass >= MAX_OBBT_ATTEMPTS)
00192 return 0;
00193
00194 int nTotImproved = 0;
00195
00196
00197 if (doOBBT_ &&
00198 ((logObbtLev_ != 0) ||
00199 (info.level == 0)) &&
00200 (info.pass == 0) &&
00201 ((logObbtLev_ < 0) ||
00202 (info.level <= logObbtLev_) ||
00203
00204 (CoinDrand48 () < pow (2., (double) logObbtLev_ - (info.level + 1))))) {
00205
00206 if ((info.level <= 0 && !(info.inTree)) ||
00207 jnlst_ -> ProduceOutput (J_STRONGWARNING, J_COUENNE)) {
00208
00209 jnlst_ -> Printf (J_ERROR, J_COUENNE, "Optimality Based BT: ");
00210
00211 fflush (stdout);
00212 }
00213
00214 jnlst_ -> Printf (J_ITERSUMMARY, J_BOUNDTIGHTENING, "----- OBBT\n");
00215
00216
00217
00218
00219
00220 OsiSolverInterface *csi = si.clone (true);
00221
00222 csi -> messageHandler () -> setLogLevel (0);
00223
00224
00225 OsiClpSolverInterface *clpcsi = dynamic_cast <OsiClpSolverInterface *> (csi);
00226
00227 if (clpcsi)
00228 clpcsi -> setupForRepeatedUse ();
00229
00230
00231
00232
00233 int nImprov, nIter = 0;
00234
00235 bool notImproved = false;
00236
00237 while (!notImproved &&
00238 (nIter++ < MAX_OBBT_ITER) &&
00239 ((nImprov = obbtInner (csi, cs, chg_bds, babInfo)) > 0) &&
00240 (CoinCpuTime () < maxCpuTime_)) {
00241
00242 int nchanged, *changed = NULL;
00243
00245 sparse2dense (nVars (), chg_bds, changed, nchanged);
00246 cg -> genColCuts (*csi, cs, nchanged, changed);
00247
00248 nTotImproved += nImprov;
00249
00250 if ((nIter < MAX_OBBT_ITER) &&
00251 (nImprov >= THRES_NBD_CHANGED)) {
00252
00253
00254 int nCurCuts = cs.sizeRowCuts ();
00255 cg -> genRowCuts (*csi, cs, nchanged, changed, chg_bds);
00256
00257 if (nCurCuts == cs.sizeRowCuts ())
00258 notImproved = true;
00259
00260 } else notImproved = true;
00261
00262 if (changed)
00263 free (changed);
00264 }
00265
00266
00267
00268 delete csi;
00269
00270 if ((info.level <= 0 && !(info.inTree)) ||
00271 jnlst_ -> ProduceOutput (J_STRONGWARNING, J_COUENNE))
00272 jnlst_ -> Printf (J_ERROR, J_COUENNE, "%d improved bounds\n", nTotImproved);
00273
00274 if (nImprov < 0) {
00275 jnlst_->Printf(J_ITERSUMMARY, J_BOUNDTIGHTENING, " Couenne: infeasible node after OBBT\n");
00276 return -1;
00277 }
00278 }
00279
00280 return 0;
00281 }