7 #ifndef __OSITESTSOLVER_HPP__
8 #define __OSITESTSOLVER_HPP__
23 template <
class T>
static inline T
24 VolMax(
register const T x,
register const T y) {
25 return ((x) > (y)) ? (x) : (y);
28 template <
class T>
static inline T
30 return ((x) > 0) ? (x) : -(x);
35 #if defined(VOL_DEBUG) && (VOL_DEBUG != 0)
36 #define VOL_TEST_INDEX(i, size) \
38 if ((i) < 0 || (i) >= (size)) { \
39 printf("bad VOL_?vector index\n"); \
43 #define VOL_TEST_SIZE(size) \
46 printf("bad VOL_?vector size\n"); \
51 #define VOL_TEST_INDEX(i, size)
52 #define VOL_TEST_SIZE(size)
161 v =
new double[
sz = s];
170 std::copy(x.
v, x.
v +
sz,
v);
202 printf(
"bad VOL_dvector sizes\n");
205 double * p_v =
v - 1;
206 const double * p_w = w.
v - 1;
207 const double *
const p_e =
v +
sz;
208 const double one_gamma = 1.0 - gamma;
209 while ( ++p_v != p_e ){
210 *p_v = one_gamma * (*p_v) + gamma * (*++p_w);
219 v =
new double[
sz = s];
263 std::copy(x.
v, x.
v +
sz,
v);
379 void step(
const double target,
const double lambda,
409 const double lcost,
const double ascent,
const int iter) {
412 if (ascent > 0.0 && lcost > dual.
lcost + eps) {
418 if (ascent <= 0 && lcost > dual.
lcost) {
434 double lambdafactor = 1.0;
442 printf(
" G: Consecutive Gs = %3d\n\n", cons);
447 printf(
"\n ---- increasing lamda to %g ----\n\n",
448 lambda * lambdafactor);
455 printf(
" Y: Consecutive Ys = %3d\n\n", cons);
460 printf(
"\n **** increasing lamda to %g *****\n\n",
461 lambda * lambdafactor);
468 printf(
" R: Consecutive Rs = %3d\n\n", cons);
473 printf(
"\n **** decreasing lamda to %g *****\n\n",
474 lambda * lambdafactor);
483 printf(
"**** G= %i, Y= %i, R= %i ****\n",
ngs,
nys,
nrs);
502 const double alpha) {
505 register const double ll =
VolAbs(lcost);
527 VOL_vh(
const double alpha,
706 double readjust_target(
const double oldtarget,
const double lcost)
const;
int size() const
Return the size of the vector.
void swap(VOL_dvector &w)
swaps the vector with w.
double & operator[](const int i)
Return a reference to the i-th entry.
#define VOL_TEST_INDEX(i, size)
char * temp_dualfile
name of file for saving dual solution
VOL_dvector viol
violations (b-Ax) for the relaxed constraints
void print_info(const int iter, const VOL_primal &primal, const VOL_primal &pstar, const VOL_dual &dual)
print volume info every parm.printinvl iterations
VOL_dvector dual_ub
upper bounds for the duals (if 0 length, then filled with +inf) (INPUT)
int iter_
iteration number
int * v
The array holding the vector.
VOL_indc & operator=(const VOL_indc &)
VOL_ivector(const int s)
Construct a vector of size s.
VOL_dual(const int dsize)
void cond(const VOL_dual &dual, const double lcost, const double ascent, const int iter)
double alpha_
value of alpha
double power_heur(const VOL_primal &primal, const VOL_primal &pstar, const VOL_dual &dual) const
Here we decide the value of alpha1 to be used in the convex combination.
int sz
The size of the vector.
VOL_dvector(const VOL_dvector &x)
Copy constructor makes a replica of x.
double alphafactor
when little progress is being done, we multiply alpha by alphafactor
double * v
The array holding the vector.
virtual int heuristics(const VOL_problem &p, const VOL_dvector &x, double &heur_val)=0
Starting from the primal vector x, run a heuristic to produce an integer solution.
double lfactor(const VOL_parms &parm, const double lambda, const int iter)
VOL_dvector psol
final primal solution (OUTPUT)
virtual ~VOL_user_hooks()
int & operator[](const int i)
Return a reference to the i-th entry.
void find_max_viol(const VOL_dvector &dual_lb, const VOL_dvector &dual_ub)
VOL_dual(const VOL_dual &dual)
double gap_rel_precision
accept if rel gap is less than this
VOL_dvector & operator=(const VOL_dvector &w)
Copy w into the vector.
VOL_dual & operator=(const VOL_dual &p)
double alpha() const
returns the value of alpha
VOL_dvector dual_lb
lower bounds for the duals (if 0 length, then filled with -inf) (INPUT)
VOL_ivector()
Default constructor creates a vector of size 0.
int size() const
Return the size of the vector.
VOL_ivector(const VOL_ivector &x)
Copy constructor makes a replica of x.
~VOL_dvector()
The destructor deletes the data array.
double lambda() const
returns the value of lambda
int ascent_first_check
when to check for sufficient relative ascent the first time
VOL_primal(const VOL_primal &primal)
double value
final lagrangian value (OUTPUT)
VOL_ivector & operator=(const VOL_ivector &v)
Copy w into the vector.
double alphainit
initial value of alpha
void clear()
Delete the content of the vector and replace it with a vector of length 0.
double gap_abs_precision
accept if abs gap is less than this
double primal_abs_precision
accept if max abs viol is less than this
int solve(VOL_user_hooks &hooks, const bool use_preset_dual=false)
Solve the problem using the hooks.
VOL_problem()
Default constructor.
double lambdainit
initial value of lambda
void clear()
Delete the content of the vector and replace it with a vector of length 0.
This class holds every data for the Volume Algorithm and its solve method must be invoked to solve th...
virtual int solve_subproblem(const VOL_dvector &dual, const VOL_dvector &rc, double &lcost, VOL_dvector &x, VOL_dvector &v, double &pcost)=0
Solve the subproblem for the subgradient step.
static T VolAbs(register const T x)
double minimum_rel_ascent
terminate if the relative increase in lcost through ascent_check_invl steps is less than this ...
VOL_vh & operator=(const VOL_vh &)
void cc(const double alpha, const VOL_primal &p)
int initialize(const bool use_preset_dual)
initializes duals, bounds for the duals, alpha, lambda
VOL_problem & operator=(const VOL_problem &)
void read_params(const char *filename)
Read in the parameters from the file filename.
~VOL_problem()
Destruct the object.
int psize
length of primal solution (INPUT)
int redtestinvl
how many consecutive red iterations are allowed before changing lambda
void allocate(const int s)
delete the current vector and allocate space for a vector of size s.
VOL_alpha_factor & operator=(const VOL_alpha_factor &)
VOL_primal(const int psize, const int dsize)
int yellowtestinvl
how many consecutive yellow iterations are allowed before changing lambda
const double COIN_DBL_MAX
int dsize
length of dual solution (INPUT)
double lambda_
value of lambda
VOL_indc(const VOL_indc &)
double ubinit
initial upper bound of the value of an integer solution
This class contains the parameters controlling the Volume Algorithm.
double readjust_target(const double oldtarget, const double lcost) const
Checks if lcost is close to the target, if so it increases the target.
int greentestinvl
how many consecutive green iterations are allowed before changing lambda
VOL_primal & operator=(const VOL_primal &p)
double granularity
terminate if best_ub - lcost < granularity
double ascent(const VOL_dvector &v, const VOL_dvector &last_u) const
virtual int compute_rc(const VOL_dvector &u, VOL_dvector &rc)=0
compute reduced costs
int ascent_check_invl
through how many iterations does the relative ascent have to reach a minimum
#define VOL_TEST_SIZE(size)
int heurinvl
controls how often we run the primal heuristic
VOL_dvector(const int s)
Construct a vector of size s.
void step(const double target, const double lambda, const VOL_dvector &dual_lb, const VOL_dvector &dual_ub, const VOL_dvector &v)
int iter() const
returns the iteration number
VOL_parms parm
The parameters controlling the Volume Algorithm (INPUT)
double factor(const VOL_parms &parm, const double lcost, const double alpha)
~VOL_ivector()
The destructor deletes the data array.
void swap(VOL_ivector &w)
swaps the vector with w.
VOL_swing & operator=(const VOL_swing &)
void cc(const double gamma, const VOL_dvector &w)
Convex combination.
VOL_dvector dsol
final dual solution (INPUT/OUTPUT)
int printinvl
controls how often do we print
The user hooks should be overridden by the user to provide the problem specific routines for the volu...
enum VOL_swing::condition lastswing
double operator[](const int i) const
Return the i-th entry.
int sz
The size of the vector.
int operator[](const int i) const
Return the i-th entry.
int alphaint
number of iterations before we check if alpha should be decreased
double alphamin
minimum value for alpha
static T VolMax(register const T x, register const T y)
int printflag
controls the level of printing.
int maxsgriters
maximum number of iterations
void allocate(const int s)
delete the current vector and allocate space for a vector of size s.
void compute_xrc(const VOL_dvector &pstarx, const VOL_dvector &primalx, const VOL_dvector &rc)
VOL_dvector()
Default constructor creates a vector of size 0.