CbcModel.hpp

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00001 /* $Id: CbcModel.hpp 1732 2011-09-25 15:25:22Z stefan $ */
00002 // Copyright (C) 2002, International Business Machines
00003 // Corporation and others.  All Rights Reserved.
00004 // This code is licensed under the terms of the Eclipse Public License (EPL).
00005 
00006 #ifndef CbcModel_H
00007 #define CbcModel_H
00008 #include <string>
00009 #include <vector>
00010 #include "CoinMessageHandler.hpp"
00011 #include "OsiSolverInterface.hpp"
00012 #include "OsiBranchingObject.hpp"
00013 #include "OsiCuts.hpp"
00014 #include "CoinWarmStartBasis.hpp"
00015 #include "CbcCompareBase.hpp"
00016 #include "CbcMessage.hpp"
00017 #include "CbcEventHandler.hpp"
00018 #include "ClpDualRowPivot.hpp"
00019 
00020 
00021 class CbcCutGenerator;
00022 class CbcBaseModel;
00023 class OsiRowCut;
00024 class OsiBabSolver;
00025 class OsiRowCutDebugger;
00026 class CglCutGenerator;
00027 class CglStored;
00028 class CbcCutModifier;
00029 class CglTreeProbingInfo;
00030 class CbcHeuristic;
00031 class OsiObject;
00032 class CbcThread;
00033 class CbcTree;
00034 class CbcStrategy;
00035 class CbcFeasibilityBase;
00036 class CbcStatistics;
00037 class CbcEventHandler ;
00038 class CglPreProcess;
00039 # ifdef COIN_HAS_CLP
00040 class OsiClpSolverInterface;
00041 class ClpNodeStuff;
00042 #endif
00043 // #define CBC_CHECK_BASIS 1
00044 
00045 //#############################################################################
00046 
00099 class CbcModel  {
00100 
00101 public:
00102 
00103     enum CbcIntParam {
00105         CbcMaxNumNode = 0,
00107         CbcMaxNumSol,
00117         CbcFathomDiscipline,
00121         CbcPrinting,
00124         CbcNumberBranches,
00126         CbcLastIntParam
00127     };
00128 
00129     enum CbcDblParam {
00132         CbcIntegerTolerance = 0,
00135         CbcInfeasibilityWeight,
00138         CbcCutoffIncrement,
00145         CbcAllowableGap,
00152         CbcAllowableFractionGap,
00155         CbcMaximumSeconds,
00157         CbcCurrentCutoff,
00159         CbcOptimizationDirection,
00161         CbcCurrentObjectiveValue,
00163         CbcCurrentMinimizationObjectiveValue,
00166         CbcStartSeconds,
00174         CbcHeuristicGap,
00182         CbcHeuristicFractionGap,
00184         CbcSmallestChange,
00186         CbcSumChange,
00188         CbcLargestChange,
00190         CbcSmallChange,
00192         CbcLastDblParam
00193     };
00194 
00195     //---------------------------------------------------------------------------
00196 
00197 public:
00199 
00200 
00204     void initialSolve();
00205 
00216     void branchAndBound(int doStatistics = 0);
00217 private:
00218 
00226     bool solveWithCuts(OsiCuts & cuts, int numberTries, CbcNode * node);
00234     int serialCuts(OsiCuts & cuts, CbcNode * node, OsiCuts & slackCuts, int lastNumberCuts);
00242     int parallelCuts(CbcBaseModel * master, OsiCuts & cuts, CbcNode * node, OsiCuts & slackCuts, int lastNumberCuts);
00249     CbcNode ** solveOneNode(int whichSolver, CbcNode * node,
00250                             int & numberNodesOutput, int & status) ;
00252     void resizeWhichGenerator(int numberNow, int numberAfter);
00253 public:
00254 #ifdef CBC_KEEP_DEPRECATED
00255     // See if anyone is using these any more!!
00260     CbcModel *  cleanModel(const double * lower, const double * upper);
00277     int subBranchAndBound(CbcModel * model2,
00278                           CbcModel * presolvedModel,
00279                           int maximumNodes);
00295     int subBranchAndBound(const double * lower, const double * upper,
00296                           int maximumNodes);
00297 
00304     OsiSolverInterface *  strengthenedModel();
00314     CglPreProcess * preProcess( int makeEquality = 0, int numberPasses = 5,
00315                                 int tuning = 5);
00318     void postProcess(CglPreProcess * process);
00319 #endif
00321     void addUpdateInformation(const CbcObjectUpdateData & data);
00322 
00328     int doOneNode(CbcModel * baseModel, CbcNode * & node, CbcNode * & newNode);
00329 
00330 public:
00344     int resolve(CbcNodeInfo * parent, int whereFrom,
00345                 double * saveSolution = NULL,
00346                 double * saveLower = NULL,
00347                 double * saveUpper = NULL);
00349     void makeGlobalCuts(int numberRows, const int * which);
00351     void makeGlobalCut(const OsiRowCut * cut);
00353     void makeGlobalCut(const OsiRowCut & cut);
00355     void makeGlobalCut(const OsiColCut * cut);
00357     void makeGlobalCut(const OsiColCut & cut);
00359 
00362 
00374     CbcModel * findCliques(bool makeEquality, int atLeastThisMany,
00375                            int lessThanThis, int defaultValue = 1000);
00376 
00385     CbcModel * integerPresolve(bool weak = false);
00386 
00391     bool integerPresolveThisModel(OsiSolverInterface * originalSolver, bool weak = false);
00392 
00393 
00395     void originalModel(CbcModel * presolvedModel, bool weak);
00396 
00417     bool tightenVubs(int type, bool allowMultipleBinary = false,
00418                      double useCutoff = 1.0e50);
00419 
00425     bool tightenVubs(int numberVubs, const int * which,
00426                      double useCutoff = 1.0e50);
00430     void analyzeObjective();
00431 
00435     void AddIntegers();
00436 
00440     void saveModel(OsiSolverInterface * saveSolver, double * checkCutoffForRestart, bool * feasible);
00441 
00443 
00449 
00451     inline int numberObjects() const {
00452         return numberObjects_;
00453     }
00455     inline void setNumberObjects(int number) {
00456         numberObjects_ = number;
00457     }
00458 
00460     inline OsiObject ** objects() const {
00461         return object_;
00462     }
00463 
00465     const inline OsiObject * object(int which) const {
00466         return object_[which];
00467     }
00469     inline OsiObject * modifiableObject(int which) const {
00470         return object_[which];
00471     }
00472 
00473     void setOptionalInteger(int index);
00474 
00476     void deleteObjects(bool findIntegers = true);
00477 
00482     void addObjects(int numberObjects, OsiObject ** objects);
00483 
00488     void addObjects(int numberObjects, CbcObject ** objects);
00489 
00491     void synchronizeModel() ;
00492 
00502     void findIntegers(bool startAgain, int type = 0);
00503 
00505 
00506     //---------------------------------------------------------------------------
00507 
00517 
00518     inline bool setIntParam(CbcIntParam key, int value) {
00519         intParam_[key] = value;
00520         return true;
00521     }
00523     inline bool setDblParam(CbcDblParam key, double value) {
00524         dblParam_[key] = value;
00525         return true;
00526     }
00528     inline int getIntParam(CbcIntParam key) const {
00529         return intParam_[key];
00530     }
00532     inline double getDblParam(CbcDblParam key) const {
00533         return dblParam_[key];
00534     }
00540     void setCutoff(double value) ;
00541 
00543     inline double getCutoff() const { //double value ;
00544         //solver_->getDblParam(OsiDualObjectiveLimit,value) ;
00545         //assert( dblParam_[CbcCurrentCutoff]== value * solver_->getObjSense());
00546         return dblParam_[CbcCurrentCutoff];
00547     }
00548 
00550     inline bool setMaximumNodes( int value) {
00551         return setIntParam(CbcMaxNumNode, value);
00552     }
00553 
00555     inline int getMaximumNodes() const {
00556         return getIntParam(CbcMaxNumNode);
00557     }
00558 
00563     inline bool setMaximumSolutions( int value) {
00564         return setIntParam(CbcMaxNumSol, value);
00565     }
00570     inline int getMaximumSolutions() const {
00571         return getIntParam(CbcMaxNumSol);
00572     }
00574     inline bool setPrintingMode( int value) {
00575         return setIntParam(CbcPrinting, value);
00576     }
00577 
00579     inline int getPrintingMode() const {
00580         return getIntParam(CbcPrinting);
00581     }
00582 
00587     inline bool setMaximumSeconds( double value) {
00588         return setDblParam(CbcMaximumSeconds, value);
00589     }
00594     inline double getMaximumSeconds() const {
00595         return getDblParam(CbcMaximumSeconds);
00596     }
00598     double getCurrentSeconds() const ;
00599 
00601     bool maximumSecondsReached() const ;
00602 
00606     inline bool setIntegerTolerance( double value) {
00607         return setDblParam(CbcIntegerTolerance, value);
00608     }
00612     inline double getIntegerTolerance() const {
00613         return getDblParam(CbcIntegerTolerance);
00614     }
00615 
00620     inline bool setInfeasibilityWeight( double value) {
00621         return setDblParam(CbcInfeasibilityWeight, value);
00622     }
00627     inline double getInfeasibilityWeight() const {
00628         return getDblParam(CbcInfeasibilityWeight);
00629     }
00630 
00634     inline bool setAllowableGap( double value) {
00635         return setDblParam(CbcAllowableGap, value);
00636     }
00640     inline double getAllowableGap() const {
00641         return getDblParam(CbcAllowableGap);
00642     }
00643 
00647     inline bool setAllowableFractionGap( double value) {
00648         return setDblParam(CbcAllowableFractionGap, value);
00649     }
00653     inline double getAllowableFractionGap() const {
00654         return getDblParam(CbcAllowableFractionGap);
00655     }
00659     inline bool setAllowablePercentageGap( double value) {
00660         return setDblParam(CbcAllowableFractionGap, value*0.01);
00661     }
00665     inline double getAllowablePercentageGap() const {
00666         return 100.0*getDblParam(CbcAllowableFractionGap);
00667     }
00671     inline bool setHeuristicGap( double value) {
00672         return setDblParam(CbcHeuristicGap, value);
00673     }
00677     inline double getHeuristicGap() const {
00678         return getDblParam(CbcHeuristicGap);
00679     }
00680 
00684     inline bool setHeuristicFractionGap( double value) {
00685         return setDblParam(CbcHeuristicFractionGap, value);
00686     }
00690     inline double getHeuristicFractionGap() const {
00691         return getDblParam(CbcHeuristicFractionGap);
00692     }
00697     inline bool setCutoffIncrement( double value) {
00698         return setDblParam(CbcCutoffIncrement, value);
00699     }
00704     inline double getCutoffIncrement() const {
00705         return getDblParam(CbcCutoffIncrement);
00706     }
00707 
00712     void setHotstartSolution(const double * solution, const int * priorities = NULL) ;
00713 
00715     inline void setMinimumDrop(double value) {
00716         minimumDrop_ = value;
00717     }
00719     inline double getMinimumDrop() const {
00720         return minimumDrop_;
00721     }
00722 
00725     inline void setMaximumCutPassesAtRoot(int value) {
00726         maximumCutPassesAtRoot_ = value;
00727     }
00729     inline int getMaximumCutPassesAtRoot() const {
00730         return maximumCutPassesAtRoot_;
00731     }
00732 
00735     inline void setMaximumCutPasses(int value) {
00736         maximumCutPasses_ = value;
00737     }
00739     inline int getMaximumCutPasses() const {
00740         return maximumCutPasses_;
00741     }
00744     inline int getCurrentPassNumber() const {
00745         return currentPassNumber_;
00746     }
00747 
00753     void setNumberStrong(int number);
00757     inline int numberStrong() const {
00758         return numberStrong_;
00759     }
00762     inline void setPreferredWay(int value) {
00763         preferredWay_ = value;
00764     }
00766     inline int getPreferredWay() const {
00767         return preferredWay_;
00768     }
00770     inline int whenCuts() const {
00771         return whenCuts_;
00772     }
00774     inline void setWhenCuts(int value) {
00775         whenCuts_ = value;
00776     }
00782     bool doCutsNow(int allowForTopOfTree) const;
00783 
00789     void setNumberBeforeTrust(int number);
00792     inline int numberBeforeTrust() const {
00793         return numberBeforeTrust_;
00794     }
00800     void setNumberPenalties(int number);
00803     inline int numberPenalties() const {
00804         return numberPenalties_;
00805     }
00807     inline void setNumberAnalyzeIterations(int number) {
00808         numberAnalyzeIterations_ = number;
00809     }
00810     inline int numberAnalyzeIterations() const {
00811         return numberAnalyzeIterations_;
00812     }
00815     inline double penaltyScaleFactor() const {
00816         return penaltyScaleFactor_;
00817     }
00820     void setPenaltyScaleFactor(double value);
00828     void inline setProblemType(int number) {
00829         problemType_ = number;
00830     }
00831     inline int problemType() const {
00832         return problemType_;
00833     }
00835     inline int currentDepth() const {
00836         return currentDepth_;
00837     }
00838 
00840     void setHowOftenGlobalScan(int number);
00842     inline int howOftenGlobalScan() const {
00843         return howOftenGlobalScan_;
00844     }
00846     inline int * originalColumns() const {
00847         return originalColumns_;
00848     }
00850     void setOriginalColumns(const int * originalColumns) ;
00851 
00859     inline void setPrintFrequency(int number) {
00860         printFrequency_ = number;
00861     }
00863     inline int printFrequency() const {
00864         return printFrequency_;
00865     }
00867 
00868     //---------------------------------------------------------------------------
00870 
00871 
00872     bool isAbandoned() const;
00874     bool isProvenOptimal() const;
00876     bool isProvenInfeasible() const;
00878     bool isContinuousUnbounded() const;
00880     bool isProvenDualInfeasible() const;
00882     bool isNodeLimitReached() const;
00884     bool isSecondsLimitReached() const;
00886     bool isSolutionLimitReached() const;
00888     inline int getIterationCount() const {
00889         return numberIterations_;
00890     }
00892     inline void incrementIterationCount(int value) {
00893         numberIterations_ += value;
00894     }
00896     inline int getNodeCount() const {
00897         return numberNodes_;
00898     }
00900     inline void incrementNodeCount(int value) {
00901         numberNodes_ += value;
00902     }
00904     inline int getExtraNodeCount() const {
00905        return numberExtraNodes_;
00906     }
00916     inline int status() const {
00917         return status_;
00918     }
00919     inline void setProblemStatus(int value) {
00920         status_ = value;
00921     }
00933     inline int secondaryStatus() const {
00934         return secondaryStatus_;
00935     }
00936     inline void setSecondaryStatus(int value) {
00937         secondaryStatus_ = value;
00938     }
00940     bool isInitialSolveAbandoned() const ;
00942     bool isInitialSolveProvenOptimal() const ;
00944     bool isInitialSolveProvenPrimalInfeasible() const ;
00946     bool isInitialSolveProvenDualInfeasible() const ;
00947 
00949 
00950     //---------------------------------------------------------------------------
00963 
00964     inline int numberRowsAtContinuous() const {
00965         return numberRowsAtContinuous_;
00966     }
00967 
00969     inline int getNumCols() const {
00970         return solver_->getNumCols();
00971     }
00972 
00974     inline int getNumRows() const {
00975         return solver_->getNumRows();
00976     }
00977 
00979     inline CoinBigIndex getNumElements() const {
00980         return solver_->getNumElements();
00981     }
00982 
00984     inline int numberIntegers() const {
00985         return numberIntegers_;
00986     }
00987     // Integer variables
00988     inline const int * integerVariable() const {
00989         return integerVariable_;
00990     }
00992     inline char integerType(int i) const {
00993         assert (integerInfo_);
00994         assert (integerInfo_[i] == 0 || integerInfo_[i] == 1);
00995         return integerInfo_[i];
00996     }
00998     inline const char * integerType() const {
00999         return integerInfo_;
01000     }
01001 
01003     inline const double * getColLower() const {
01004         return solver_->getColLower();
01005     }
01006 
01008     inline const double * getColUpper() const {
01009         return solver_->getColUpper();
01010     }
01011 
01021     inline const char * getRowSense() const {
01022         return solver_->getRowSense();
01023     }
01024 
01033     inline const double * getRightHandSide() const {
01034         return solver_->getRightHandSide();
01035     }
01036 
01045     inline const double * getRowRange() const {
01046         return solver_->getRowRange();
01047     }
01048 
01050     inline const double * getRowLower() const {
01051         return solver_->getRowLower();
01052     }
01053 
01055     inline const double * getRowUpper() const {
01056         return solver_->getRowUpper();
01057     }
01058 
01060     inline const double * getObjCoefficients() const {
01061         return solver_->getObjCoefficients();
01062     }
01063 
01065     inline double getObjSense() const {
01066         //assert (dblParam_[CbcOptimizationDirection]== solver_->getObjSense());
01067         return dblParam_[CbcOptimizationDirection];
01068     }
01069 
01071     inline bool isContinuous(int colIndex) const {
01072         return solver_->isContinuous(colIndex);
01073     }
01074 
01076     inline bool isBinary(int colIndex) const {
01077         return solver_->isBinary(colIndex);
01078     }
01079 
01084     inline bool isInteger(int colIndex) const {
01085         return solver_->isInteger(colIndex);
01086     }
01087 
01089     inline bool isIntegerNonBinary(int colIndex) const {
01090         return solver_->isIntegerNonBinary(colIndex);
01091     }
01092 
01094     inline bool isFreeBinary(int colIndex) const {
01095         return solver_->isFreeBinary(colIndex) ;
01096     }
01097 
01099     inline const CoinPackedMatrix * getMatrixByRow() const {
01100         return solver_->getMatrixByRow();
01101     }
01102 
01104     inline const CoinPackedMatrix * getMatrixByCol() const {
01105         return solver_->getMatrixByCol();
01106     }
01107 
01109     inline double getInfinity() const {
01110         return solver_->getInfinity();
01111     }
01113     inline const double * getCbcColLower() const {
01114         return cbcColLower_;
01115     }
01117     inline const double * getCbcColUpper() const {
01118         return cbcColUpper_;
01119     }
01121     inline const double * getCbcRowLower() const {
01122         return cbcRowLower_;
01123     }
01125     inline const double * getCbcRowUpper() const {
01126         return cbcRowUpper_;
01127     }
01129     inline const double * getCbcColSolution() const {
01130         return cbcColSolution_;
01131     }
01133     inline const double * getCbcRowPrice() const {
01134         return cbcRowPrice_;
01135     }
01137     inline const double * getCbcReducedCost() const {
01138         return cbcReducedCost_;
01139     }
01141     inline const double * getCbcRowActivity() const {
01142         return cbcRowActivity_;
01143     }
01145 
01146 
01149 
01150     inline double * continuousSolution() const {
01151         return continuousSolution_;
01152     }
01157     inline int * usedInSolution() const {
01158         return usedInSolution_;
01159     }
01161     void incrementUsed(const double * solution);
01163     void setBestSolution(CBC_Message how,
01164                          double & objectiveValue, const double *solution,
01165                          int fixVariables = 0);
01167     void setBestObjectiveValue( double objectiveValue);
01169     CbcEventHandler::CbcAction dealWithEventHandler(CbcEventHandler::CbcEvent event,
01170             double objValue,
01171             const double * solution);
01172 
01179     double checkSolution(double cutoff, double * solution,
01180                          int fixVariables, double originalObjValue);
01187     bool feasibleSolution(int & numberIntegerInfeasibilities,
01188                           int & numberObjectInfeasibilities) const;
01189 
01195     inline double * currentSolution() const {
01196         return currentSolution_;
01197     }
01201     inline const double * testSolution() const {
01202         return testSolution_;
01203     }
01204     inline void setTestSolution(const double * solution) {
01205         testSolution_ = solution;
01206     }
01208     void reserveCurrentSolution(const double * solution = NULL);
01209 
01211     inline const double * getColSolution() const {
01212         return solver_->getColSolution();
01213     }
01214 
01216     inline const double * getRowPrice() const {
01217         return solver_->getRowPrice();
01218     }
01219 
01221     inline const double * getReducedCost() const {
01222         return solver_->getReducedCost();
01223     }
01224 
01226     inline const double * getRowActivity() const {
01227         return solver_->getRowActivity();
01228     }
01229 
01231     inline double getCurrentObjValue() const {
01232         return dblParam_[CbcCurrentObjectiveValue];
01233     }
01235     inline double getCurrentMinimizationObjValue() const {
01236         return dblParam_[CbcCurrentMinimizationObjectiveValue];
01237     }
01238 
01240     inline double getMinimizationObjValue() const {
01241         return bestObjective_;
01242     }
01244     inline void setMinimizationObjValue(double value) {
01245         bestObjective_ = value;
01246     }
01247 
01249     inline double getObjValue() const {
01250         return bestObjective_ * solver_->getObjSense() ;
01251     }
01257     double getBestPossibleObjValue() const;
01259     inline void setObjValue(double value) {
01260         bestObjective_ = value * solver_->getObjSense() ;
01261     }
01263     inline double getSolverObjValue() const {
01264         return solver_->getObjValue() * solver_->getObjSense() ;
01265     }
01266 
01273     inline double * bestSolution() const {
01274         return bestSolution_;
01275     }
01282     void setBestSolution(const double * solution, int numberColumns,
01283                          double objectiveValue, bool check = false);
01284 
01286     inline int getSolutionCount() const {
01287         return numberSolutions_;
01288     }
01289 
01291     inline void setSolutionCount(int value) {
01292         numberSolutions_ = value;
01293     }
01295     int numberSavedSolutions() const;
01297     inline int maximumSavedSolutions() const {
01298         return maximumSavedSolutions_;
01299     }
01301     void setMaximumSavedSolutions(int value);
01303     const double * savedSolution(int which) const;
01305     double savedSolutionObjective(int which) const;
01306 
01315     inline int phase() const {
01316         return phase_;
01317     }
01318 
01320     inline int getNumberHeuristicSolutions() const {
01321         return numberHeuristicSolutions_;
01322     }
01324     inline void setNumberHeuristicSolutions(int value) {
01325         numberHeuristicSolutions_ = value;
01326     }
01327 
01329     inline void setObjSense(double s) {
01330         dblParam_[CbcOptimizationDirection] = s;
01331         solver_->setObjSense(s);
01332     }
01333 
01335     inline double getContinuousObjective() const {
01336         return originalContinuousObjective_;
01337     }
01338     inline void setContinuousObjective(double value) {
01339         originalContinuousObjective_ = value;
01340     }
01342     inline int getContinuousInfeasibilities() const {
01343         return continuousInfeasibilities_;
01344     }
01345     inline void setContinuousInfeasibilities(int value) {
01346         continuousInfeasibilities_ = value;
01347     }
01349     inline double rootObjectiveAfterCuts() const {
01350         return continuousObjective_;
01351     }
01353     inline double sumChangeObjective() const {
01354         return sumChangeObjective1_;
01355     }
01358     inline int numberGlobalViolations() const {
01359         return numberGlobalViolations_;
01360     }
01361     inline void clearNumberGlobalViolations() {
01362         numberGlobalViolations_ = 0;
01363     }
01365     inline bool resolveAfterTakeOffCuts() const {
01366         return resolveAfterTakeOffCuts_;
01367     }
01368     inline void setResolveAfterTakeOffCuts(bool yesNo) {
01369         resolveAfterTakeOffCuts_ = yesNo;
01370     }
01372     inline int maximumRows() const {
01373         return maximumRows_;
01374     }
01376     inline CoinWarmStartBasis & workingBasis() {
01377         return workingBasis_;
01378     }
01380     inline int getStopNumberIterations() const {
01381         return stopNumberIterations_;
01382     }
01384     inline void setStopNumberIterations(int value) {
01385         stopNumberIterations_ = value;
01386     }
01388 
01391     // Comparison functions (which may be overridden by inheritance)
01392     inline CbcCompareBase * nodeComparison() const {
01393         return nodeCompare_;
01394     }
01395     void setNodeComparison(CbcCompareBase * compare);
01396     void setNodeComparison(CbcCompareBase & compare);
01398 
01401     // Feasibility functions (which may be overridden by inheritance)
01402     inline CbcFeasibilityBase * problemFeasibility() const {
01403         return problemFeasibility_;
01404     }
01405     void setProblemFeasibility(CbcFeasibilityBase * feasibility);
01406     void setProblemFeasibility(CbcFeasibilityBase & feasibility);
01408 
01411 
01412     inline CbcTree * tree() const {
01413         return tree_;
01414     }
01416     void passInTreeHandler(CbcTree & tree);
01420     void passInSubTreeModel(CbcModel & model);
01425     CbcModel * subTreeModel(OsiSolverInterface * solver = NULL) const;
01427     inline int numberStoppedSubTrees() const {
01428         return numberStoppedSubTrees_;
01429     }
01431     inline void incrementSubTreeStopped() {
01432         numberStoppedSubTrees_++;
01433     }
01439     inline int typePresolve() const {
01440         return presolve_;
01441     }
01442     inline void setTypePresolve(int value) {
01443         presolve_ = value;
01444     }
01445 
01447 
01453 
01455     inline CbcBranchDecision * branchingMethod() const {
01456         return branchingMethod_;
01457     }
01459     inline void setBranchingMethod(CbcBranchDecision * method) {
01460         delete branchingMethod_;
01461         branchingMethod_ = method->clone();
01462     }
01467     inline void setBranchingMethod(CbcBranchDecision & method) {
01468         delete branchingMethod_;
01469         branchingMethod_ = method.clone();
01470     }
01472     inline CbcCutModifier * cutModifier() const {
01473         return cutModifier_;
01474     }
01476     void setCutModifier(CbcCutModifier * modifier);
01481     void setCutModifier(CbcCutModifier & modifier);
01483 
01486 
01493     inline int stateOfSearch() const {
01494         return stateOfSearch_;
01495     }
01496     inline void setStateOfSearch(int state) {
01497         stateOfSearch_ = state;
01498     }
01500     inline int searchStrategy() const {
01501         return searchStrategy_;
01502     }
01504     inline void setSearchStrategy(int value) {
01505         searchStrategy_ = value;
01506     }
01507 
01509     inline int numberCutGenerators() const {
01510         return numberCutGenerators_;
01511     }
01513     inline CbcCutGenerator ** cutGenerators() const {
01514         return generator_;
01515     }
01517     inline CbcCutGenerator * cutGenerator(int i) const {
01518         return generator_[i];
01519     }
01521     inline CbcCutGenerator * virginCutGenerator(int i) const {
01522         return virginGenerator_[i];
01523     }
01532     void addCutGenerator(CglCutGenerator * generator,
01533                          int howOften = 1, const char * name = NULL,
01534                          bool normal = true, bool atSolution = false,
01535                          bool infeasible = false, int howOftenInSub = -100,
01536                          int whatDepth = -1, int whatDepthInSub = -1);
01538 
01543 
01545     inline CbcStrategy * strategy() const {
01546         return strategy_;
01547     }
01549     void setStrategy(CbcStrategy & strategy);
01551     inline void setStrategy(CbcStrategy * strategy) {
01552         strategy_ = strategy;
01553     }
01555     inline CbcModel * parentModel() const {
01556         return parentModel_;
01557     }
01559     inline void setParentModel(CbcModel & parentModel) {
01560         parentModel_ = &parentModel;
01561     }
01563 
01564 
01571     void addHeuristic(CbcHeuristic * generator, const char *name = NULL,
01572                       int before = -1);
01574     inline CbcHeuristic * heuristic(int i) const {
01575         return heuristic_[i];
01576     }
01578     inline int numberHeuristics() const {
01579         return numberHeuristics_;
01580     }
01582     inline CbcHeuristic * lastHeuristic() const {
01583         return lastHeuristic_;
01584     }
01586     inline void setLastHeuristic(CbcHeuristic * last) {
01587         lastHeuristic_ = last;
01588     }
01589 
01608     void passInPriorities(const int * priorities, bool ifNotSimpleIntegers);
01609 
01611     inline int priority(int sequence) const {
01612         return object_[sequence]->priority();
01613     }
01614 
01619     void passInEventHandler(const CbcEventHandler *eventHandler) ;
01620 
01622     inline CbcEventHandler* getEventHandler() const {
01623         return (eventHandler_) ;
01624     }
01625 
01627 
01637     void setApplicationData (void * appData);
01638 
01640     void * getApplicationData() const;
01653     void passInSolverCharacteristics(OsiBabSolver * solverCharacteristics);
01655     inline const OsiBabSolver * solverCharacteristics() const {
01656         return solverCharacteristics_;
01657     }
01659 
01660     //---------------------------------------------------------------------------
01661 
01664 
01665     void passInMessageHandler(CoinMessageHandler * handler);
01667     void newLanguage(CoinMessages::Language language);
01668     inline void setLanguage(CoinMessages::Language language) {
01669         newLanguage(language);
01670     }
01672     inline CoinMessageHandler * messageHandler() const {
01673         return handler_;
01674     }
01676     inline CoinMessages & messages() {
01677         return messages_;
01678     }
01680     inline CoinMessages * messagesPointer() {
01681         return &messages_;
01682     }
01684     void setLogLevel(int value);
01686     inline int logLevel() const {
01687         return handler_->logLevel();
01688     }
01694     inline void setDefaultHandler(bool yesNo) {
01695         defaultHandler_ = yesNo;
01696     }
01698     //---------------------------------------------------------------------------
01700 
01701 
01726     inline void setSpecialOptions(int value) {
01727         specialOptions_ = value;
01728     }
01730     inline int specialOptions() const {
01731         return specialOptions_;
01732     }
01734     inline bool normalSolver() const {
01735         return (specialOptions_&16) == 0;
01736     }
01741     inline bool waitingForMiniBranchAndBound() const {
01742         return (specialOptions_&1048576) != 0;
01743     }
01758     inline void setMoreSpecialOptions(int value) {
01759         moreSpecialOptions_ = value;
01760     }
01762     inline int moreSpecialOptions() const {
01763         return moreSpecialOptions_;
01764     }
01766     inline void setUseElapsedTime(bool yesNo) {
01767         if (yesNo)
01768           moreSpecialOptions_ |= 131072;
01769         else
01770           moreSpecialOptions_ &= ~131072;
01771     }
01773     inline bool useElapsedTime() const {
01774         return (moreSpecialOptions_&131072)!=0;
01775     }
01777 #ifdef COIN_HAS_CLP
01778     void goToDantzig(int numberNodes, ClpDualRowPivot *& savePivotMethod);
01779 #endif
01781     inline bool ownObjects() const {
01782         return ownObjects_;
01783     }
01785     void checkModel();
01787     //---------------------------------------------------------------------------
01788 
01790 
01791 
01792     CbcModel();
01793 
01795     CbcModel(const OsiSolverInterface &);
01796 
01805     void assignSolver(OsiSolverInterface *&solver, bool deleteSolver = true);
01806 
01818     inline void setModelOwnsSolver (bool ourSolver) {
01819         ownership_ = ourSolver ? (ownership_ | 0x80000000) : (ownership_ & (~0x80000000)) ;
01820     }
01821 
01827     inline bool modelOwnsSolver () {
01828         return ((ownership_&0x80000000) != 0) ;
01829     }
01830 
01834     CbcModel(const CbcModel & rhs, bool cloneHandler = false);
01835 
01837     CbcModel & operator=(const CbcModel& rhs);
01838 
01840     ~CbcModel ();
01841 
01843     inline OsiSolverInterface * solver() const {
01844         return solver_;
01845     }
01846 
01848     inline OsiSolverInterface * swapSolver(OsiSolverInterface * solver) {
01849         OsiSolverInterface * returnSolver = solver_;
01850         solver_ = solver;
01851         return returnSolver;
01852     }
01853 
01855     inline OsiSolverInterface * continuousSolver() const {
01856         return continuousSolver_;
01857     }
01858 
01860     inline void createContinuousSolver() {
01861         continuousSolver_ = solver_->clone();
01862     }
01864     inline void clearContinuousSolver() {
01865         delete continuousSolver_;
01866         continuousSolver_ = NULL;
01867     }
01868 
01870     inline OsiSolverInterface * referenceSolver() const {
01871         return referenceSolver_;
01872     }
01873 
01875     void saveReferenceSolver();
01876 
01882     void resetToReferenceSolver();
01883 
01885     void gutsOfDestructor();
01888     void gutsOfDestructor2();
01891     void resetModel();
01897     void gutsOfCopy(const CbcModel & rhs, int mode = 0);
01899     void moveInfo(const CbcModel & rhs);
01901 
01903 
01904 
01905     static bool haveMultiThreadSupport();
01907     CbcThread * masterThread() const {
01908         return masterThread_;
01909     }
01911     CbcNodeInfo ** walkback() const {
01912         return walkback_;
01913     }
01915     inline int getNumberThreads() const {
01916         return numberThreads_;
01917     }
01919     inline void setNumberThreads(int value) {
01920         numberThreads_ = value;
01921     }
01923     inline int getThreadMode() const {
01924         return threadMode_;
01925     }
01935     inline void setThreadMode(int value) {
01936         threadMode_ = value;
01937     }
01944     inline int parallelMode() const {
01945         if (!numberThreads_) {
01946             if ((threadMode_&1) == 0)
01947                 return 0;
01948             else
01949                 return -1;
01950             return 0;
01951         } else {
01952             if ((threadMode_&1) == 0)
01953                 return 1;
01954             else
01955                 return -2;
01956         }
01957     }
01960     bool isLocked() const;
01961 #ifdef CBC_THREAD
01962 
01966     void lockThread();
01970     void unlockThread();
01971 #else
01972     inline void lockThread() {}
01973     inline void unlockThread() {}
01974 #endif
01975 
01982     void setInfoInChild(int type, CbcThread * info);
01989     void moveToModel(CbcModel * baseModel, int mode);
01991     int splitModel(int numberModels, CbcModel ** model,
01992                    int numberNodes);
01994     void startSplitModel(int numberIterations);
01996     void mergeModels(int numberModel, CbcModel ** model,
01997                      int numberNodes);
01999 
02001 
02002 
02003     int getNodeCount2() const {
02004         return numberNodes2_;
02005     }
02007     void setPointers(const OsiSolverInterface * solver);
02013     int reducedCostFix() ;
02017     void synchronizeHandlers(int makeDefault);
02019     void saveExtraSolution(const double * solution, double objectiveValue);
02021     void saveBestSolution(const double * solution, double objectiveValue);
02023     void deleteSolutions();
02025     int resolve(OsiSolverInterface * solver);
02026 #ifdef CLP_RESOLVE
02028     int resolveClp(OsiClpSolverInterface * solver, int type);
02029 #endif
02030 
02034     int chooseBranch(CbcNode * & newNode, int numberPassesLeft,
02035                      CbcNode * oldNode, OsiCuts & cuts,
02036                      bool & resolved, CoinWarmStartBasis *lastws,
02037                      const double * lowerBefore, const double * upperBefore,
02038                      OsiSolverBranch * & branches);
02039     int chooseBranch(CbcNode * newNode, int numberPassesLeft, bool & resolved);
02040 
02047     CoinWarmStartBasis *getEmptyBasis(int ns = 0, int na = 0) const ;
02048 
02060     int takeOffCuts(OsiCuts &cuts,
02061                     bool allowResolve, OsiCuts * saveCuts,
02062                     int numberNewCuts = 0, const OsiRowCut ** newCuts = NULL) ;
02063 
02077     int addCuts(CbcNode * node, CoinWarmStartBasis *&lastws, bool canFix);
02078 
02095     bool addCuts1(CbcNode * node, CoinWarmStartBasis *&lastws);
02099     void previousBounds (CbcNode * node, CbcNodeInfo * where, int iColumn,
02100                          double & lower, double & upper, int force);
02105     void setObjectiveValue(CbcNode * thisNode, const CbcNode * parentNode) const;
02106 
02110     void convertToDynamic();
02112     void synchronizeNumberBeforeTrust(int type = 0);
02114     void zapIntegerInformation(bool leaveObjects = true);
02116     int cliquePseudoCosts(int doStatistics);
02118     void pseudoShadow(int type);
02125     void fillPseudoCosts(double * downCosts, double * upCosts,
02126                          int * priority = NULL,
02127                          int * numberDown = NULL, int * numberUp = NULL,
02128                          int * numberDownInfeasible = NULL,
02129                          int * numberUpInfeasible = NULL) const;
02135     void doHeuristicsAtRoot(int deleteHeuristicsAfterwards = 0);
02137     void adjustHeuristics();
02139     inline const double * hotstartSolution() const {
02140         return hotstartSolution_;
02141     }
02143     inline const int * hotstartPriorities() const {
02144         return hotstartPriorities_;
02145     }
02146 
02148     inline CbcCountRowCut ** addedCuts() const {
02149         return addedCuts_;
02150     }
02152     inline int currentNumberCuts() const {
02153         return currentNumberCuts_;
02154     }
02156     inline OsiCuts * globalCuts() {
02157         return &globalCuts_;
02158     }
02160     void setNextRowCut(const OsiRowCut & cut);
02162     inline CbcNode * currentNode() const {
02163         return currentNode_;
02164     }
02166     inline CglTreeProbingInfo * probingInfo() const {
02167         return probingInfo_;
02168     }
02170     inline CoinThreadRandom * randomNumberGenerator() {
02171         return &randomNumberGenerator_;
02172     }
02174     inline void setNumberStrongIterations(int number) {
02175         numberStrongIterations_ = number;
02176     }
02178     inline int numberStrongIterations() const {
02179         return numberStrongIterations_;
02180     }
02182     inline int maximumNumberIterations() const {
02183         return maximumNumberIterations_;
02184     }
02186     inline void setMaximumNumberIterations(int value) {
02187         maximumNumberIterations_ = value;
02188     }
02189 # ifdef COIN_HAS_CLP
02191     inline void setFastNodeDepth(int value) {
02192         fastNodeDepth_ = value;
02193     }
02195     inline int fastNodeDepth() const {
02196         return fastNodeDepth_;
02197     }
02199     inline int continuousPriority() const {
02200         return continuousPriority_;
02201     }
02203     inline void setContinuousPriority(int value) {
02204         continuousPriority_ = value;
02205     }
02206     inline void incrementExtra(int nodes, int iterations) {
02207         numberExtraNodes_ += nodes;
02208         numberExtraIterations_ += iterations;
02209     }
02210 #endif
02212     inline int numberExtraIterations() const {
02213         return numberExtraIterations_;
02214     }
02216     void incrementStrongInfo(int numberTimes, int numberIterations,
02217                              int numberFixed, bool ifInfeasible);
02219     inline const int * strongInfo() const {
02220         return strongInfo_;
02221     }
02222 
02224     inline int * mutableStrongInfo() {
02225         return strongInfo_;
02226     }
02228     CglStored * storedRowCuts() const {
02229         return storedRowCuts_;
02230     }
02232     void setStoredRowCuts(CglStored * cuts) {
02233         storedRowCuts_ = cuts;
02234     }
02236     inline bool allDynamic () const {
02237         return ((ownership_&0x40000000) != 0) ;
02238     }
02240     void generateCpp( FILE * fp, int options);
02242     OsiBranchingInformation usefulInformation() const;
02249     inline void setBestSolutionBasis(const CoinWarmStartBasis & bestSolutionBasis) {
02250         bestSolutionBasis_ = bestSolutionBasis;
02251     }
02253     void redoWalkBack();
02255 
02256 //---------------------------------------------------------------------------
02257 
02258 private:
02260 
02261 
02263     OsiSolverInterface * solver_;
02264 
02270     unsigned int ownership_ ;
02271 
02273     OsiSolverInterface * continuousSolver_;
02274 
02276     OsiSolverInterface * referenceSolver_;
02277 
02279     CoinMessageHandler * handler_;
02280 
02286     bool defaultHandler_;
02287 
02289     CoinMessages messages_;
02290 
02292     int intParam_[CbcLastIntParam];
02293 
02295     double dblParam_[CbcLastDblParam];
02296 
02305     mutable CoinWarmStart *emptyWarmStart_ ;
02306 
02308     double bestObjective_;
02310     double bestPossibleObjective_;
02312     double sumChangeObjective1_;
02314     double sumChangeObjective2_;
02315 
02317     double * bestSolution_;
02319     double ** savedSolutions_;
02320 
02325     double * currentSolution_;
02329     mutable const double * testSolution_;
02336     CoinWarmStartBasis bestSolutionBasis_ ;
02338     OsiCuts globalCuts_;
02339 
02341     double minimumDrop_;
02343     int numberSolutions_;
02345     int numberSavedSolutions_;
02347     int maximumSavedSolutions_;
02354     int stateOfSearch_;
02356     int whenCuts_;
02358     double * hotstartSolution_;
02360     int * hotstartPriorities_;
02362     int numberHeuristicSolutions_;
02364     int numberNodes_;
02368     int numberNodes2_;
02370     int numberIterations_;
02372     int numberSolves_;
02374     int status_;
02385     int secondaryStatus_;
02387     int numberIntegers_;
02389     int numberRowsAtContinuous_;
02391     int maximumNumberCuts_;
02400     int phase_;
02401 
02403     int currentNumberCuts_;
02404 
02409     int maximumDepth_;
02415     CbcNodeInfo ** walkback_;
02416     CbcNodeInfo ** lastNodeInfo_;
02417     const OsiRowCut ** lastCut_;
02418     int lastDepth_;
02419     int lastNumberCuts2_;
02420     int maximumCuts_;
02421     int * lastNumberCuts_;
02422 
02430     CbcCountRowCut ** addedCuts_;
02431 
02435     OsiRowCut * nextRowCut_;
02436 
02438     CbcNode * currentNode_;
02439 
02441     int * integerVariable_;
02443     char * integerInfo_;
02445     double * continuousSolution_;
02447     int * usedInSolution_;
02471     int specialOptions_;
02486     int moreSpecialOptions_;
02488     CbcCompareBase * nodeCompare_;
02490     CbcFeasibilityBase * problemFeasibility_;
02492     CbcTree * tree_;
02494     CbcModel * subTreeModel_;
02496     int numberStoppedSubTrees_;
02498     CbcBranchDecision * branchingMethod_;
02500     CbcCutModifier * cutModifier_;
02502     CbcStrategy * strategy_;
02504     CbcModel * parentModel_;
02510 
02511     const double * cbcColLower_;
02513     const double * cbcColUpper_;
02515     const double * cbcRowLower_;
02517     const double * cbcRowUpper_;
02519     const double * cbcColSolution_;
02521     const double * cbcRowPrice_;
02523     const double * cbcReducedCost_;
02525     const double * cbcRowActivity_;
02527     void * appData_;
02529     int presolve_;
02533     int numberStrong_;
02539     int numberBeforeTrust_;
02543     int numberPenalties_;
02545     int stopNumberIterations_;
02548     double penaltyScaleFactor_;
02550     int numberAnalyzeIterations_;
02552     double * analyzeResults_;
02554     int numberInfeasibleNodes_;
02561     int problemType_;
02563     int printFrequency_;
02565     int numberCutGenerators_;
02566     // Cut generators
02567     CbcCutGenerator ** generator_;
02568     // Cut generators before any changes
02569     CbcCutGenerator ** virginGenerator_;
02571     int numberHeuristics_;
02573     CbcHeuristic ** heuristic_;
02575     CbcHeuristic * lastHeuristic_;
02577     int fastNodeDepth_;
02579 # ifdef CBC_ONLY_CLP
02580     ClpEventHandler *eventHandler_ ;
02581 # else
02582     CbcEventHandler *eventHandler_ ;
02583 # endif
02584 
02586     int numberObjects_;
02587 
02598     OsiObject ** object_;
02600     bool ownObjects_;
02601 
02603     int * originalColumns_;
02605     int howOftenGlobalScan_;
02608     int numberGlobalViolations_;
02610     int numberExtraIterations_;
02612     int numberExtraNodes_;
02616     double continuousObjective_;
02619     double originalContinuousObjective_;
02621     int continuousInfeasibilities_;
02623     int maximumCutPassesAtRoot_;
02625     int maximumCutPasses_;
02627     int preferredWay_;
02629     int currentPassNumber_;
02631     int maximumWhich_;
02633     int maximumRows_;
02635     int currentDepth_;
02637     mutable CoinThreadRandom randomNumberGenerator_;
02639     CoinWarmStartBasis workingBasis_;
02641     int * whichGenerator_;
02643     int maximumStatistics_;
02645     CbcStatistics ** statistics_;
02647     int maximumDepthActual_;
02649     double numberDJFixed_;
02651     CglTreeProbingInfo * probingInfo_;
02653     int numberFixedAtRoot_;
02655     int numberFixedNow_;
02657     bool stoppedOnGap_;
02659     mutable bool eventHappened_;
02661     int numberLongStrong_;
02663     int numberOldActiveCuts_;
02665     int numberNewCuts_;
02667     int searchStrategy_;
02669     int numberStrongIterations_;
02672     int strongInfo_[7];
02679     OsiBabSolver * solverCharacteristics_;
02681     bool resolveAfterTakeOffCuts_;
02683     int maximumNumberIterations_;
02685     int continuousPriority_;
02687     int numberUpdateItems_;
02689     int maximumNumberUpdateItems_;
02691     CbcObjectUpdateData * updateItems_;
02693     CglStored * storedRowCuts_;
02701     int numberThreads_;
02709     int threadMode_;
02711     CbcBaseModel * master_;
02713     CbcThread * masterThread_;
02715 };
02717 void getIntegerInformation(const OsiObject * object, double & originalLower,
02718                            double & originalUpper) ;
02719 // So we can call from other programs
02720 // Real main program
02721 class OsiClpSolverInterface;
02722 int CbcMain (int argc, const char *argv[], OsiClpSolverInterface & solver, CbcModel ** babSolver);
02723 int CbcMain (int argc, const char *argv[], CbcModel & babSolver);
02724 // four ways of calling
02725 int callCbc(const char * input2, OsiClpSolverInterface& solver1);
02726 int callCbc(const char * input2);
02727 int callCbc(const std::string input2, OsiClpSolverInterface& solver1);
02728 int callCbc(const std::string input2) ;
02729 // When we want to load up CbcModel with options first
02730 void CbcMain0 (CbcModel & babSolver);
02731 int CbcMain1 (int argc, const char *argv[], CbcModel & babSolver);
02732 // two ways of calling
02733 int callCbc(const char * input2, CbcModel & babSolver);
02734 int callCbc(const std::string input2, CbcModel & babSolver);
02735 // And when CbcMain0 already called to initialize
02736 int callCbc1(const char * input2, CbcModel & babSolver);
02737 int callCbc1(const std::string input2, CbcModel & babSolver);
02738 // And when CbcMain0 already called to initialize (with call back) (see CbcMain1 for whereFrom)
02739 int callCbc1(const char * input2, CbcModel & babSolver, int (CbcModel * currentSolver, int whereFrom));
02740 int callCbc1(const std::string input2, CbcModel & babSolver, int (CbcModel * currentSolver, int whereFrom));
02741 int CbcMain1 (int argc, const char *argv[], CbcModel & babSolver, int (CbcModel * currentSolver, int whereFrom));
02742 // For uniform setting of cut and heuristic options
02743 void setCutAndHeuristicOptions(CbcModel & model);
02744 #endif
02745 

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