Idiot.hpp

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/* $Id: Idiot.hpp 2143 2015-05-20 15:49:17Z forrest $ */
// Copyright (C) 2002, International Business Machines
// Corporation and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

// "Idiot" as the name of this algorithm is copylefted.  If you want to change
// the name then it should be something equally stupid (but not "Stupid") or
// even better something witty.

#ifndef Idiot_H
#define Idiot_H
#ifndef OSI_IDIOT
#include "ClpSimplex.hpp"
#define OsiSolverInterface ClpSimplex
#else
#include "OsiSolverInterface.hpp"
typedef int CoinBigIndex;
#endif
class CoinMessageHandler;
class CoinMessages;
typedef struct {
     double infeas;
     double objval;
     double dropThis;
     double weighted;
     double sumSquared;
     double djAtBeginning;
     double djAtEnd;
     int iteration;
} IdiotResult;
class Idiot {

public:

     Idiot (  );
     Idiot ( OsiSolverInterface & model );

     Idiot(const Idiot &);
     Idiot & operator=(const Idiot & rhs);
     ~Idiot (  );


     void solve();
     void crash(int numberPass, CoinMessageHandler * handler,
                const CoinMessages * messages, bool doCrossover = true);
     void crossOver(int mode);


     inline double getStartingWeight() const {
          return mu_;
     }
     inline void setStartingWeight(double value) {
          mu_ = value;
     }
     inline double getWeightFactor() const {
          return muFactor_;
     }
     inline void setWeightFactor(double value) {
          muFactor_ = value;
     }
     inline double getFeasibilityTolerance() const {
          return smallInfeas_;
     }
     inline void setFeasibilityTolerance(double value) {
          smallInfeas_ = value;
     }
     inline double getReasonablyFeasible() const {
          return reasonableInfeas_;
     }
     inline void setReasonablyFeasible(double value) {
          reasonableInfeas_ = value;
     }
     inline double getExitInfeasibility() const {
          return exitFeasibility_;
     }
     inline void setExitInfeasibility(double value) {
          exitFeasibility_ = value;
     }
     inline int getMajorIterations() const {
          return majorIterations_;
     }
     inline void setMajorIterations(int value) {
          majorIterations_ = value;
     }
     inline int getMinorIterations() const {
          return maxIts2_;
     }
     inline void setMinorIterations(int value) {
          maxIts2_ = value;
     }
     // minor iterations for first time
     inline int getMinorIterations0() const {
          return maxIts_;
     }
     inline void setMinorIterations0(int value) {
          maxIts_ = value;
     }
     inline int getReduceIterations() const {
          return maxBigIts_;
     }
     inline void setReduceIterations(int value) {
          maxBigIts_ = value;
     }
     inline int getLogLevel() const {
          return logLevel_;
     }
     inline void setLogLevel(int value) {
          logLevel_ = value;
     }
     inline int getLightweight() const {
          return lightWeight_;
     }
     inline void setLightweight(int value) {
          lightWeight_ = value;
     }
     inline int getStrategy() const {
          return strategy_;
     }
     inline void setStrategy(int value) {
          strategy_ = value;
     }
     inline double getDropEnoughFeasibility() const {
          return dropEnoughFeasibility_;
     }
     inline void setDropEnoughFeasibility(double value) {
          dropEnoughFeasibility_ = value;
     }
     inline double getDropEnoughWeighted() const {
          return dropEnoughWeighted_;
     }
     inline void setDropEnoughWeighted(double value) {
          dropEnoughWeighted_ = value;
     }
     inline void setModel(OsiSolverInterface * model) {
       model_ = model;
     };


private:

     // allow public!
public:
     void solve2(CoinMessageHandler * handler, const CoinMessages *messages);
private:
     IdiotResult IdiSolve(
          int nrows, int ncols, double * rowsol , double * colsol,
          double * pi, double * djs, const double * origcost ,
          double * rowlower,
          double * rowupper, const double * lower,
          const double * upper, const double * element,
          const int * row, const CoinBigIndex * colcc,
          const int * length, double * lambda,
          int maxIts, double mu, double drop,
          double maxmin, double offset,
          int strategy, double djTol, double djExit, double djFlag,
          CoinThreadRandom * randomNumberGenerator);
     int dropping(IdiotResult result,
                  double tolerance,
                  double small,
                  int *nbad);
     IdiotResult objval(int nrows, int ncols, double * rowsol , double * colsol,
                        double * pi, double * djs, const double * cost ,
                        const double * rowlower,
                        const double * rowupper, const double * lower,
                        const double * upper, const double * elemnt,
                        const int * row, const CoinBigIndex * columnStart,
                        const int * length, int extraBlock, int * rowExtra,
                        double * solExtra, double * elemExtra, double * upperExtra,
                        double * costExtra, double weight);
     // Deals with whenUsed and slacks
     int cleanIteration(int iteration, int ordinaryStart, int ordinaryEnd,
                        double * colsol, const double * lower, const double * upper,
                        const double * rowLower, const double * rowUpper,
                        const double * cost, const double * element, double fixTolerance, double & objChange,
                        double & infChange, double & maxInfeasibility);
private:
     OsiSolverInterface * model_;

     double djTolerance_;
     double mu_;  /* starting mu */
     double drop_; /* exit if drop over 5 checks less than this */
     double muFactor_; /* reduce mu by this */
     double stopMu_; /* exit if mu gets smaller than this */
     double smallInfeas_; /* feasibility tolerance */
     double reasonableInfeas_; /* use lambdas if feasibility less than this */
     double exitDrop_; /* candidate for stopping after a major iteration */
     double muAtExit_; /* mu on exit */
     double exitFeasibility_; /* exit if infeasibility less than this */
     double dropEnoughFeasibility_; /* okay if feasibility drop this factor */
     double dropEnoughWeighted_; /* okay if weighted obj drop this factor */
     int * whenUsed_; /* array to say what was used */
     int maxBigIts_; /* always reduce mu after this */
     int maxIts_; /* do this many iterations on first go */
     int majorIterations_;
     int logLevel_;
     int logFreq_;
     int checkFrequency_; /* can exit after 5 * this iterations (on drop) */
     int lambdaIterations_; /* do at least this many lambda iterations */
     int maxIts2_; /* do this many iterations on subsequent goes */
     int strategy_;   /* 0 - default strategy
                     1 - do accelerator step but be cautious
                     2 - do not do accelerator step
                     4 - drop, exitDrop and djTolerance all relative
                     8 - keep accelerator step to theta=10.0

                    32 - Scale
                   512 - crossover
                  2048 - keep lambda across mu change
                  4096 - return best solution (not last found)
                  8192 - always do a presolve in crossover
                 16384 - costed slacks found - so whenUsed_ longer 
                 32768 - experimental 1
                 65536 - experimental 2
                 131072 - experimental 3 
                 262144 - just values pass etc 
                 524288 - don't treat structural slacks as slacks */
                 
     int lightWeight_; // 0 - normal, 1 lightweight
};
#endif