Bonmin  1.8.8
BonChooseVariable.hpp
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1 // Copyright (C) 2006, 2008 International Business Machines
2 // Corporation and others. All Rights Reserved.
3 #ifndef BonChooseVariable_H
4 #define BonChooseVariable_H
5 
6 #include "OsiChooseVariable.hpp"
7 #ifdef BONMIN_CURVATURE_BRANCHING
9 #endif
11 #include "CoinMessageHandler.hpp"
12 #include "BonBabSetupBase.hpp"
13 // Forward declaration
14 class CbcModel;
15 
16 #define OLD_USEFULLNESS
17 
18 namespace Bonmin
19 {
20 
21  class HotInfo : public OsiHotInfo {
22  public:
24  HotInfo();
25 
27  HotInfo( OsiSolverInterface * solver,
28  const OsiBranchingInformation *info,
29  const OsiObject * const * objects, int whichObject);
30 
32  HotInfo(const HotInfo & other);
33 
35  HotInfo & operator=(const HotInfo & rhs);
36 
38  virtual OsiHotInfo * clone() const;
39 
41  virtual ~HotInfo();
42 
44  int updateInformation( const OsiSolverInterface * solver, const OsiBranchingInformation * info,
45  OsiChooseVariable * choose);
46 
48  double upInfeasibility() const{
49  return infeasibilities_[1];
50  }
51 
53  double downInfeasibility() const{
54  return infeasibilities_[0];
55  }
56 
57 
59  void setUpInfeasibility(double x){
60  assert(branchingObject_->numberBranches()==2);
61  infeasibilities_[1] = x;
62  }
63 
65  void setDownInfeasibility(double x){
66  assert(branchingObject_->numberBranches()==2);
67  infeasibilities_[0] = x;
68  }
69  private:
72  };
73 
81  class BonChooseVariable : public OsiChooseVariable
82  {
83  protected:
96  virtual int doStrongBranching( OsiSolverInterface * solver,
97  OsiBranchingInformation *info,
98  int numberToDo, int returnCriterion);
99 #ifndef OLD_USEFULLNESS
100 
101  enum CandidateSortCriterion {
102  DecrPs = 0,
103  IncrPs,
104  DecrInfeas,
105  IncrInfeas};
106 #endif
107 
114  public:
131  };
132 
133  class Messages : public CoinMessages
134  {
135  public:
136  Messages();
137  };
138 
139  void passInMessageHandler(CoinMessageHandler * handler) {
140  int logLevel = handler_->logLevel();
141  delete handler_;
142  handler_ = handler->clone();
143  handler_->setLogLevel(logLevel);
144  }
145 
146  CoinMessageHandler& message(Messages_Types type) const {
147  return handler_->message(type, messages_);
148  }
159 
168  };
170  BonChooseVariable (BabSetupBase& b, const OsiSolverInterface* solver);
171 
174 
177 
179  virtual OsiChooseVariable * clone() const;
180 
182  virtual ~BonChooseVariable ();
183 
184  static void registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions);
185 
187  double maxminCrit(const OsiBranchingInformation* info) const;
188  void computeMultipliers(double& upMult, double& downMult) const;
189  double computeUsefulness(const double MAXMIN_CRITERION,
190  const double upMult, const double dowMult,
191  const double value,
192  const OsiObject* object, int i,
193  double& value2) const;
194 
197  virtual int setupList ( OsiBranchingInformation *info, bool initialize);
198 
212  virtual int chooseVariable( OsiSolverInterface * solver, OsiBranchingInformation *info, bool fixVariables);
226  virtual void updateInformation(const OsiBranchingInformation *info,
228  int branch, OsiHotInfo * hotInfo);
229 #if 1
230  virtual void updateInformation( int whichObject, int branch,
232  double changeInObjective, double changeInValue,
233  int status);
234 #endif
235 
237  void setCbcModel(CbcModel* cbc_model)
238  {
239  cbc_model_ = cbc_model;
240  }
241 
242  void setOnlyPseudoWhenTrusted(bool only_pseudo_when_trusted)
243  {
244  only_pseudo_when_trusted_ = only_pseudo_when_trusted;
245  }
246 
247 
249  const OsiPseudoCosts & pseudoCosts() const{
250  return pseudoCosts_;}
251 
253  OsiPseudoCosts & pseudoCosts() {
254  return pseudoCosts_;}
255  protected:
256 
258  Ipopt::SmartPtr<Ipopt::Journalist> jnlst_;
259 
262 
265 
267  int determineStatus(OsiSolverInterface * solver) const {
268  if (solver->isProvenOptimal())
269  return 0; // optimal
270  else if (solver->isIterationLimitReached()
271  &&!solver->isDualObjectiveLimitReached())
272  return 2; // unknown
273  else
274  return 1; // infeasible
275  }
276 
277  private:
280 
282  double time_limit_;
283 
285  double start_time_;
286  protected:
288  CbcModel* cbc_model_;
289 
294 
298 
300  CoinMessageHandler * handler_;
301 
304  // ToDo: Make this options
324 #ifndef OLD_USEFULLNESS
325 
326  CandidateSortCriterion sortCrit_;
327 #endif
328 
331  OsiPseudoCosts pseudoCosts_;
334 
336 
338  bool isRootNode(const OsiBranchingInformation *info) const;
339 
341  static const std::string CNAME;
342  };
343 
344 }
345 #endif
Normal termination, found a variable to branch on.
chooseVariableReturnStatuses
Return statuses for chooseVariable.
HotInfo()
Default constructor.
void setOnlyPseudoWhenTrusted(bool only_pseudo_when_trusted)
void setCbcModel(CbcModel *cbc_model)
Method for setting CbcModel, which is used to get statusOfSearch.
double setup_pseudo_frac_
fraction of branching candidates that are not trusted yet
This class chooses a variable to branch on.
Can fix variables but does not have strong branching candidates.
bool only_pseudo_when_trusted_
Flag indicating whether we don&#39;t want to mix strong branching and pseudo costs during the decision wh...
int trustStrongForPseudoCosts_
Wether or not to trust strong branching results for updating pseudo costs.
double downInfeasibility() const
down infeasibility
bool isRootNode(const OsiBranchingInformation *info) const
detecting if this is root node
virtual OsiHotInfo * clone() const
Clone.
Ipopt::SmartPtr< Ipopt::Journalist > jnlst_
Holding on the a pointer to the journalist.
double maxmin_crit_no_sol_
maxmin weight in branching decision when no solution has been found yet
double computeUsefulness(const double MAXMIN_CRITERION, const double upMult, const double dowMult, const double value, const OsiObject *object, int i, double &value2) const
double maxminCrit(const OsiBranchingInformation *info) const
Helper functions for setupList and chooseVariable.
Found variable to fix and also has remaining candidate for strong branching.
int numberStrongBackup_
backup of numberStrong_ before Root node solve
BonChooseVariable & operator=(const BonChooseVariable &rhs)
Assignment operator.
double maxmin_crit_have_sol_
maxmin weight in branching decision when no solution has been found yet
void passInMessageHandler(CoinMessageHandler *handler)
static const std::string CNAME
Stores the class name for throwing errors.
int minNumberStrongBranch_
Always strong branch that many first candidate in the list regardless of numberTrusted.
HotInfo & operator=(const HotInfo &rhs)
Assignment operator.
vector< HotInfo > results_
Stores strong branching results.
virtual ~BonChooseVariable()
Destructor.
All variable are feasible, the node is feasible.
CoinMessageHandler & message(Messages_Types type) const
All done no variable can be fixed.
virtual void updateInformation(const OsiBranchingInformation *info, int branch, OsiHotInfo *hotInfo)
This is a utility function which does strong branching on a list of objects and stores the results in...
const OsiPseudoCosts & pseudoCosts() const
Access to pseudo costs storage.
OsiPseudoCosts & pseudoCosts()
Access to pseudo costs storage.
void setDownInfeasibility(double x)
Set the down infeasibility.
A class to have all elements necessary to setup a branch-and-bound.
static void registerOptions(Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions)
virtual int chooseVariable(OsiSolverInterface *solver, OsiBranchingInformation *info, bool fixVariables)
Choose a variable Returns - -1 Node is infeasible 0 Normal termination - we have a candidate 1 All lo...
Interupted and found a variable to fix.
StrongStatus
Statuses for strong branching candidates.
int bb_log_level_
verbosity level
Found variable to fix and also has a (non-strong) branching candidate.
CoinMessageHandler * handler_
Message handler.
int number_not_trusted_
Number of variables put into the list because there were not trusted.
int numberLookAhead_
number of look-ahead strong-branching steps
double time_limit_
Global time limit for algorithm.
CbcModel * cbc_model_
CbcModel, used to get status of search.
void computeMultipliers(double &upMult, double &downMult) const
int numberBeforeTrustedList_
number of times a branch has to happen so that it is trusted in setupList
vector< double > infeasibilities_
infeasibilities of children
int updateInformation(const OsiSolverInterface *solver, const OsiBranchingInformation *info, OsiChooseVariable *choose)
Fill in some usefull information after a strong branching is done:
OsiPseudoCosts pseudoCosts_
Stores the pseudo costs.
Several variable can be fixed.
void setUpInfeasibility(double x)
Set the down infeasibility.
virtual int doStrongBranching(OsiSolverInterface *solver, OsiBranchingInformation *info, int numberToDo, int returnCriterion)
This is a utility function which does strong branching on a list of objects and stores the results in...
virtual int setupList(OsiBranchingInformation *info, bool initialize)
Sets up strong list and clears all if initialize is true.
double upInfeasibility() const
up infeasibility
virtual OsiChooseVariable * clone() const
Clone.
BonChooseVariable()
Default Constructor, forbiden for some reason.
virtual ~HotInfo()
Destructor.
int numberStrongRoot_
number of strong branching points at root node
int determineStatus(OsiSolverInterface *solver) const
Determine status of strong branching solution.
Interupted because of time limit.
double start_time_
Starting time of algorithm.