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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   int ncol,        /* number of columns in LP */
00042     nrow,        /* number of constaints in LP */
00043     ninteger;    /* number of integer variables in LP */
00044 
00045   int nbasic_col,  /* number of basic columns in the LP */
00046     nbasic_row;  /* number of basic rows in the LP */
00047 
00048   /* the following arrays are all of size (ncol+nrow) */
00049   int *info;       /* description of each variable (see below) */
00050   double *lb;      /* specifies the lower bound (if any) of each variable */
00051   double *ub;      /* specifies the upper bound (if any) of each variable */
00052   double *x;       /* current solution */
00053   double *rc;      /* current reduced cost */
00054   double *opt_x;
00055 
00056   cutParams cparams;
00057 } DGG_data_t;
00058 
00059 /* the following macros allow us to decode the info of the DGG_data
00060    type. The encoding is as follows,
00061    bit 1 : if the variable is basic or not (non-basic).
00062    bit 2 : if the variable is integer or or not (rational).
00063    bit 3 : if the variable is structural or not (artifical). 
00064    bit 4 : if the variable is non-basic and at its upper bound 
00065    (else if non-basic at lower bound). */
00066 
00067 #define DGG_isBasic(data,idx) ((data->info[idx])&1)
00068 #define DGG_isInteger(data,idx) ((data->info[idx] >> 1)&1)
00069 #define DGG_isStructural(data,idx) ((data->info[idx] >> 2)&1)
00070 #define DGG_isEqualityConstraint(data,idx) ((data->info[idx] >> 3)&1)
00071 #define DGG_isNonBasicAtUB(data,idx) ((data->info[idx] >> 4)&1)
00072 #define DGG_isNonBasicAtLB(data,idx) ((data->info[idx] >> 5)&1)
00073 #define DGG_isConstraintBoundedAbove(data,idx) ((data->info[idx] >> 6)&1)
00074 #define DGG_isConstraintBoundedBelow(data,idx) ((data->info[idx] >> 7)&1)
00075 
00076 #define DGG_setIsBasic(data,idx) ((data->info[idx]) |= 1)
00077 #define DGG_setIsInteger(data,idx) ((data->info[idx]) |= (1<<1))
00078 #define DGG_setIsStructural(data,idx) ((data->info[idx]) |= (1<<2))
00079 #define DGG_setEqualityConstraint(data,idx) ((data->info[idx]) |= (1<<3))
00080 #define DGG_setIsNonBasicAtUB(data,idx) ((data->info[idx]) |= (1<<4))
00081 #define DGG_setIsNonBasicAtLB(data,idx) ((data->info[idx]) |= (1<<5))
00082 #define DGG_setIsConstraintBoundedAbove(data,idx) ((data->info[idx]) |= (1<<6))
00083 #define DGG_setIsConstraintBoundedBelow(data,idx) ((data->info[idx]) |= (1<<7))
00084 
00085 class CoinWarmStartBasis;
00087 class CglTwomir : public CglCutGenerator {
00088 
00089   friend void CglTwomirUnitTest(const OsiSolverInterface * siP,
00090                                           const std::string mpdDir );
00091 
00092 
00093 public:
00094 
00096   mutable std::string probname_;
00097     
00103   virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs, 
00104                              const CglTreeInfo info = CglTreeInfo()) const;
00106   virtual bool needsOptimalBasis() const;
00107 
00110 
00111   void setMirScale (int tmin, int tmax) {t_min_ = tmin; t_max_ = tmax;}
00112   void setTwomirScale (int qmin, int qmax) {q_min_ = qmin; q_max_ = qmax;}
00113   void setAMax (int a) {a_max_ = a;}
00114   void setMaxElements (int n) {max_elements_ = n;}
00115   void setMaxElementsRoot (int n) {max_elements_root_ = n;}
00116   void setCutTypes (bool mir, bool twomir, bool tab, bool form)
00117   { do_mir_ = mir; do_2mir_ = twomir; do_tab_ = tab; do_form_ = form;}
00118   void setFormulationRows (int n) {form_nrows_ = n;}
00119 
00121   int getTmin() const {return t_min_;}
00122   int getTmax() const {return t_max_;}
00123   int getQmin() const {return q_min_;}
00124   int getQmax() const {return q_max_;}
00125   int getAmax() const {return a_max_;}
00126   int getMaxElements() const {return max_elements_;}
00127   int getMaxElementsRoot() const {return max_elements_root_;}
00128   int getIfMir() const { return do_mir_;}
00129   int getIfTwomir() const { return do_2mir_;}
00130   int getIfTableau() const { return do_tab_;}
00131   int getIfFormulation() const { return do_form_;}
00133 
00136 
00137   CglTwomir ();
00138 
00140   CglTwomir (const CglTwomir &);
00141 
00143   virtual CglCutGenerator * clone() const;
00144 
00146   CglTwomir & operator=(const CglTwomir& rhs);
00147   
00149   virtual  ~CglTwomir ();
00151   virtual std::string generateCpp( FILE * fp);
00153       
00154 private:
00155   // Private member data
00158   bool do_mir_;
00159   bool do_2mir_;
00160   bool do_tab_;
00161   bool do_form_;
00162 
00163   int t_min_;  
00164   int t_max_;  
00165   int q_min_;  
00166   int q_max_;  
00167   int a_max_;  
00168   int max_elements_; 
00169   int max_elements_root_; 
00170   int form_nrows_; //number of rows on which formulation cuts will be generated
00172 };
00173 
00174 //#############################################################################
00175 
00176 /*
00177 #include <stdlib.h>
00178 #include <stdio.h>
00179 #include <stdarg.h>
00180 #include <math.h>
00181 #include <float.h>
00182 #include <assert.h>
00183 #include <iostream.h>
00184 */
00185 
00186 /******************** DEBUG DEFINITIONS ***************************************/
00187 
00188 #define DGG_DEBUG_DGG 1
00189 #define DGG_TRACE_ERRORS 0
00190 #define DGG_DISPLAY   0
00191 #define DGG_AUTO_CHECK_CUT_OFF_OPTIMAL 1
00192 
00193 /******************** CONFIGURATION DEFAULTS **********************************/
00194 
00195 #define DGG_DEFAULT_METHOD 2
00196 #define DGG_DEFAULT_TMIN 1
00197 #define DGG_DEFAULT_TMAX 1
00198 #define DGG_DEFAULT_TAUMIN 2
00199 #define DGG_DEFAULT_TAUMAX 6
00200 #define DGG_DEFAULT_MAX_CUTS 500
00201 #define DGG_DEFAULT_IMPROVEMENT_THRESH 0.001
00202 #define DGG_DEFAULT_NBELOW_THRESH INT_MAX 
00203 #define DGG_DEFAULT_NROOT_ROUNDS 2
00204 #define DGG_DEFAULT_NEGATIVE_SCALED_TWOSTEPS 0
00205 #define DGG_DEFAULT_ALPHA_RULE 0
00206 #define DGG_DEFAULT_CUT_INC 250
00207 #define DGG_DEFAULT_CUT_FORM 0
00208 #define DGG_DEFAULT_NICEFY 0
00209 #define DGG_DEFAULT_ONLY_DELAYED 0
00210 #define DGG_DEFAULT_DELAYED_FREQ 9999999 
00211 #define DGG_DEFAULT_LPROWS_FREQ 9999999
00212 #define DGG_DEFAULT_WHICH_FORMULATION_CUTS 2
00213 
00214 /******************** SOLVER CONFIGURATION DEFINITIONS ************************/
00215 
00216 #define DGG_OSI 0
00217 #define DGG_CPX 1
00218 #define DGG_QSO 2
00219 
00220 /* determines the solver to be used */
00221 #define DGG_SOLVER DGG_OSI
00222 
00223 /* adds checking routines to make sure solver works as expected */
00224 #define DGG_DEBUG_SOLVER 0
00225 
00226 /* turn off screen output from solver */
00227 #define DGG_SOLVER_SCREEN_FLAG 0
00228 
00229 /******************** CUT DEFINITIONS *****************************************/
00230 
00231 /* internal names for cut types */
00232 #define DGG_TMIR_CUT 1
00233 #define DGG_2STEP_CUT 2
00234 
00235 /* internal names for alpha-selection rules */
00236 #define DGG_ALPHA_MIN_SUM 0
00237 #define DGG_ALPHA_RANDOM_01 1
00238 #define DGG_ALPHA_RANDOM_COEFF 2
00239 #define DGG_ALPHA_ALL 3
00240 #define DGG_ALPHA_MAX_STEEP 5
00241 
00242 /******************** PRECISION & NUMERICAL ISSUES DEFINITIONS ****************/
00243 
00244 /* how steep a cut must be before adding it to the lp */
00245 #define DGG_MIN_STEEPNESS 1.0e-4
00246 #define DGG_MAX_L2NORM 1.0e7
00247 
00248 /* 0 = min steepness, 1 = max norm */
00249 #define DGG_NORM_CRITERIA 1
00250 
00251 /* internal representations of +infinity and -infinity */
00252 #define UB_MAX DBL_MAX
00253 #define LB_MIN DBL_MIN
00254 
00255 /* used to define how fractional a basic-integer variable must be
00256    before choosing to use it to generate a TMIR cut on.
00257    OSI's default is 1.0e-7 */
00258 #define DGG_GOMORY_THRESH 0.005
00259 
00260 #define DGG_RHS_THRESH 0.005
00261 
00262 /* used for comparing variables to their upper bounds.
00263    OSI's default is 1.0e-7.
00264    We set it to 1.0e6 because e-7 seems too sensitive. 
00265    In fact, with e-7 the problem dsbmip.mps complains. */
00266 #define DGG_BOUND_THRESH 1.0e-6
00267 
00268 /* used for comparing the lhs (activity) value of a tableau row
00269    with the rhs. This is only used for debugging purposes. */
00270 #define DGG_EQUALITY_THRESH 1.0e-5
00271 
00272 /* used for comparing a variable's lower bound to 0.0
00273    and determining if we need to shift the variable    */
00274 #define DGG_SHIFT_THRESH 1.0e-6
00275 
00276 /* used for determing how far from an integer is still an integer.
00277    This value is used for comparing coefficients to integers.
00278    OSI's default is 1.0e-10.                               */
00279 #define DGG_INTEGRALITY_THRESH 1.0e-10
00280 
00281 /* the min value that a coeff can have in the tableau row
00282    before being set to zero. */
00283 #define CBC_CHECK_CUT
00284 #ifndef CBC_CHECK_CUT
00285 #define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-8
00286 #else
00287 #define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-12
00288 #endif
00289 
00290 /* smallest value rho is allowed to have for a simple 2-step MIR
00291    (ie: not an extended two-step MIR) */
00292 #define DGG_MIN_RHO 1.0e-7
00293 #define DGG_MIN_ALPHA 1.0e-7
00294 
00295 /* when a slack is null: used to check if a cut is satisfied or not. */
00296 #define DGG_NULL_SLACK 1.0e-5
00297 
00298 /* nicefy constants */
00299 #define DGG_NICEFY_MIN_ABSVALUE 1.0e-13
00300 #define DGG_NICEFY_MIN_FIX 1.0e-7
00301 #define DGG_NICEFY_MAX_PADDING 1.0e-6
00302 #define DGG_NICEFY_MAX_RATIO 1.0e9
00303 
00304 
00305 /******************** ERROR-CATCHING MACROS ***********************************/
00306 #if DGG_TRACE_ERRORS > 0
00307 
00308 #define __DGG_PRINT_LOC__(F) fprintf(((F==0)?stdout:F), " in %s (%s:%d)\n", __func__, __FILE__, __LINE__)
00309 
00310 #define DGG_THROW(A,REST...) {\
00311  fprintf(stdout, ##REST); \
00312  __DGG_PRINT_LOC__(stdout); \
00313  return (A);}
00314 
00315 #define DGG_IF_EXIT(A,B,REST...) {\
00316  if(A) {\
00317  fprintf(stdout, ##REST); \
00318  __DGG_PRINT_LOC__(stdout); \
00319  exit(B);}}
00320 
00321 #define DGG_CHECKRVAL(A,B) {\
00322  if(A) {\
00323    __DGG_PRINT_LOC__(stdout); \
00324    return B; } }
00325 
00326 #define DGG_CHECKRVAL1(A,B) {\
00327  if(A) {\
00328    __DGG_PRINT_LOC__(stdout); \
00329    rval = B; goto CLEANUP; } }
00330 
00331 #define DGG_WARNING(A, REST...) {\
00332   if(A) {\
00333           fprintf(stdout, ##REST); \
00334                 __DGG_PRINT_LOC__(stdout); \
00335                 }}
00336 
00337 #define DGG_TEST(A,B,REST...) {\
00338  if(A) DGG_THROW(B,##REST) }
00339 
00340 #define DGG_TEST2(A,B,C,REST)   {DGG_TEST(A,B,C,REST) }
00341 #define DGG_TEST3(A,B,C,D,REST) {DGG_TEST(A,B,C,D,REST) }
00342 
00343 #else
00344 
00345 #define DGG_IF_EXIT(A,B,REST) {if(A) {fprintf(stdout, REST);exit(B);}}
00346 
00347 #define DGG_THROW(A,B) return(A)
00348 
00349 #define DGG_CHECKRVAL(A,B) {  if(A) return(B); }
00350 #define DGG_CHECKRVAL1(A,B){ if(A) { rval = B; goto CLEANUP; } }
00351 
00352 #define DGG_TEST(A,B,REST) { if(A) return(B);}
00353 #define DGG_TEST2(A,B,REST,C) { DGG_TEST(A,B,REST) }
00354 #define DGG_TEST3(A,B,REST,C,D) { DGG_TEST(A,B,REST) }
00355 
00356 #endif
00357 
00358 /******************** SIMPLE MACROS AND FUNCTIONS *****************************/
00359 
00360 #define DGG_MIN(a,b) ( (a<b)?a:b )
00361 #define DGG_MAX(a,b) ( (a>b)?a:b )
00362 #define KREM(vht,alpha,tau)  (DGG_MIN( ceil(vht / alpha), tau ) - 1)
00363 #define LMIN(vht, d, bht) (DGG_MIN( floor(d*bht/bht), d))
00364 #define ABOV(v) (v - floor(v))
00365 #define QINT(vht,bht,tau) ( (int)floor( (vht*(tau-1))/bht ) )
00366 #define V2I(bht,tau,i) ( ((i+1)*bht / tau) )
00367 
00368 int DGG_is_even(double vht, double bht, int tau, int q);
00369 double frac_part(double value);
00370 int DGG_is_a_multiple_of_b(double a, double b);
00371 
00372 
00373 /* free function for DGG_data_t. Frees internal arrays and data structure */
00374 int DGG_freeData( DGG_data_t *data );
00375 
00376 /******************** CONSTRAINT ADTs *****************************************/
00377 DGG_constraint_t* DGG_newConstraint(int max_arrays);
00378 void DGG_freeConstraint(DGG_constraint_t *c);
00379 DGG_constraint_t *DGG_copyConstraint(DGG_constraint_t *c);
00380 void DGG_scaleConstraint(DGG_constraint_t *c, int t);
00381 
00382 /******************** CONFIGURATION *******************************************/
00383 void DGG_list_init (DGG_list_t *l);
00384 int DGG_list_addcut (DGG_list_t *l, DGG_constraint_t *cut, int ctype, double alpha);
00385 void DGG_list_delcut (DGG_list_t *l, int i);
00386 void DGG_list_free(DGG_list_t *l);
00387 
00388 /******************* SOLVER SPECIFIC METHODS **********************************/
00389 DGG_data_t *DGG_getData(const void *solver_ptr);
00390 
00391 /******************* CONSTRAINT MANIPULATION **********************************/
00392 
00393 /* DGG_transformConstraint: manipulates a constraint in the following way: 
00394 
00395 packs everything in output
00396 
00397 1 - variables at their upper bounds are substituted for their 
00398 complements. This is done by adjusting the coefficients and 
00399 the right hand side (simple substitution). 
00400 
00401 2 - variables with non-zero lower bounds are shifted.            */
00402 
00403 int DGG_transformConstraint( DGG_data_t *data,
00404                              double **x_out, 
00405                              double **rc_out,
00406                              char **isint_out,
00407                              DGG_constraint_t *constraint );
00408 
00409 /* DGG_unTransformConstraint : 
00410 
00411 1 - Undoes step (1) of DGG_transformConstraint 
00412 2 - Undoes step (2) of DGG_transformConstraint                  */
00413  
00414 int DGG_unTransformConstraint( DGG_data_t *data, 
00415                                DGG_constraint_t *constraint );
00416 
00417 /* substitutes each slack variable by the structural variables which 
00418    define it. This function, hence, changes the constraint 'cut'.    */
00419 
00420 int DGG_substituteSlacks( const void *solver_ptr, 
00421                           DGG_data_t *data, 
00422                           DGG_constraint_t *cut );
00423 
00424 int DGG_nicefyConstraint( const void *solver_ptr, 
00425                           DGG_data_t *data,
00426                           DGG_constraint_t *cut);
00427 
00428 /******************* CUT GENERATION *******************************************/
00429 int DGG_getFormulaConstraint( int row_idx,  
00430                               const void *solver_ptr,   
00431                               DGG_data_t *data, 
00432                               DGG_constraint_t* row );
00433 
00434 int DGG_getTableauConstraint( int index, 
00435                               const void *solver_ptr, 
00436                               DGG_data_t *data, 
00437                               DGG_constraint_t* tabrow,
00438                               const int * colIsBasic,
00439                               const int * rowIsBasic,
00440                               CoinFactorization & factorization,
00441                               int mode );
00442 
00443 DGG_constraint_t* DGG_getSlackExpression(const void *solver_ptr, DGG_data_t* data, int row_index);
00444 
00445   int DGG_generateTabRowCuts( DGG_list_t *list,
00446                               DGG_data_t *data,
00447                               const void *solver_ptr );
00448 
00449   int DGG_generateFormulationCuts( DGG_list_t *list,
00450                                    DGG_data_t *data,
00451                                    const void *solver_ptr,
00452                                    int nrows);
00453 
00454 
00455   int DGG_generateFormulationCutsFromBase( DGG_constraint_t *base,
00456                                            double slack,
00457                                            DGG_list_t *list,
00458                                            DGG_data_t *data,
00459                                            const void *solver_ptr );
00460 
00461   int DGG_generateCutsFromBase( DGG_constraint_t *base,
00462                                 DGG_list_t *list,
00463                                 DGG_data_t *data,
00464                                 const void *solver_ptr );
00465 
00466 int DGG_buildMir( char *isint,
00467                   DGG_constraint_t *base,
00468                   DGG_constraint_t **cut_out );
00469 
00470 int DGG_build2step( double alpha,
00471                     char *isint,
00472                     DGG_constraint_t *base,
00473                     DGG_constraint_t **cut_out );
00474 
00475   int DGG_addMirToList   ( DGG_constraint_t *base,
00476                            char *isint,
00477                            double *x,
00478                            DGG_list_t *list,
00479                            DGG_data_t *data,
00480                            DGG_constraint_t *orig_base );
00481 
00482   int DGG_add2stepToList ( DGG_constraint_t *base,
00483                            char *isint,
00484                            double *x,
00485                            double *rc,
00486                            DGG_list_t *list,
00487                            DGG_data_t *data,
00488                            DGG_constraint_t *orig_base );
00489 
00490 /******************* CUT INFORMATION ******************************************/
00491 
00492 double DGG_cutLHS(DGG_constraint_t *c, double *x);
00493 int DGG_isCutDesirable(DGG_constraint_t *c, DGG_data_t *d);
00494 
00495 /******************* TEST / DEBUGGING ROUTINES ********************************/
00496 
00497 int DGG_isConstraintViolated(DGG_data_t *d, DGG_constraint_t *c);
00498 
00499 int DGG_isBaseTrivial(DGG_data_t *d, DGG_constraint_t* c);
00500 int DGG_is2stepValid(double alpha, double bht);
00501 
00502 int DGG_cutsOffPoint(double *x, DGG_constraint_t *cut);
00503 
00504 //#############################################################################
00510 void CglTwomirUnitTest(const OsiSolverInterface * siP,
00511                        const std::string mpdDir);
00512 
00513 
00514 #endif
00515 
00516 

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