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CglLandPSimplex.hpp
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1 // Copyright (C) 2005-2009 Pierre Bonami and others. All Rights Reserved.
2 // Author: Pierre Bonami
3 // Tepper School of Business
4 // Carnegie Mellon University, Pittsburgh, PA 15213
5 // Date: 21/07/05
6 //
7 // $Id: CglLandPSimplex.hpp 1122 2013-04-06 20:39:53Z stefan $
8 //
9 // This code is licensed under the terms of the Eclipse Public License (EPL).
10 //---------------------------------------------------------------------------
11 #ifndef CglLandPSimplex_H
12 #define CglLandPSimplex_H
13 
14 #include <iostream>
15 #include <vector>
16 
17 #include "CglConfig.h"
18 #include "CglLandP.hpp"
19 
20 #include "OsiSolverInterface.hpp"
21 #include "CoinMessage.hpp"
22 #include "CoinMessageHandler.hpp"
23 #include "CoinWarmStartBasis.hpp"
24 #include "CoinPackedMatrix.hpp"
25 
26 #ifdef COIN_HAS_OSICLP
28 #endif
29 
30 #include "CglLandPTabRow.hpp"
31 #include "CglLandPUtils.hpp"
32 #include "CglLandPMessages.hpp"
33 
34 //#define APPEND_ROW
35 #define OLD_COMPUTATION
36 
37 namespace LAP
38 {
40 class DebugData;
41 
43 {
44 public:
47  const CglLandP::CachedData &cached,
48  const CglLandP::Parameters &params,
49  Validator &validator);
53  void cacheUpdate(const CglLandP::CachedData &cached, bool reducedSpace = 0);
55  bool resetSolver(const CoinWarmStartBasis * basis);
57  bool optimize(int var, OsiRowCut & cut, const CglLandP::CachedData &cached, const CglLandP::Parameters & params);
59  bool generateMig(int row, OsiRowCut &cut, const CglLandP::Parameters & params);
60 
62  int generateExtraCuts(const CglLandP::CachedData &cached, const CglLandP::Parameters & params);
64  int generateExtraCut(int i, const CglLandP::CachedData & cached,
65  const CglLandP::Parameters& params);
66 
67  void genThisBasisMigs(const CglLandP::CachedData &cached,
68  const CglLandP::Parameters & params) ;
69 
71  int insertAllExtr(OsiCuts & cs, CoinRelFltEq eq);
72 
73  void setLogLevel(int level)
74  {
75  handler_->setLogLevel(level);
76  }
77 
78 
80  {
81  si_ = si;
82 #ifdef COIN_HAS_OSICLP
83  OsiClpSolverInterface * clpSi = dynamic_cast<OsiClpSolverInterface *>(si_);
84  if (clpSi)
85  {
86  clp_ = clpSi;
87  }
88 #endif
89  }
90  void freeSi()
91  {
92  assert(si_ != NULL);
93  delete si_;
94  si_ = NULL;
95 #ifdef COIN_HAS_OSICLP
96  clp_ = NULL;
97 #endif
98  }
99 
101  {
102  return cuts_;
103  }
104  void loadBasis(const OsiSolverInterface &si,
105  std::vector<int> &M1, std::vector<int> &M2,
106  int k);
107 
108 
109  int getNumCols() const
110  {
111  return ncols_;
112  }
113 
114  int getNumRows() const
115  {
116  return nrows_;
117  }
118 
119  const CoinWarmStartBasis * getBasis() const
120  {
121  return basis_;
122  }
123  const int * getNonBasics() const
124  {
125  return nonBasics_;
126  }
127 
128  const int * getBasics() const
129  {
130  return basics_;
131  }
132 
133  void outPivInfo(int ncuts)
134  {
138  }
139 #ifdef APPEND_ROW
140 
141  void append_row(int row_num, bool modularize) ;
143  void update_row(TabRow &row);
144 
145  void check_mod_row(TabRow &row);
146 #endif
147 protected:
149  bool changeBasis(int incoming, int leaving, int direction,
150 #ifndef OLD_COMPUTATION
151  bool recompute_source_row,
152 #endif
153  bool modularize);
157  int fastFindCutImprovingPivotRow( int &direction, int &gammaSign, double tolerance, bool flagPositiveRows);
159  int rescanReducedCosts( int &direction, int &gammaSign, double tolerance);
161  int fastFindBestPivotColumn(int direction, int gammaSign,
162  double pivotTol, double rhsTol,
163  bool reducedSpace,
164  bool allowNonImproving,
165  double &bestSigma, bool modularize);
166 
174  int findBestPivot(int &leaving, int & direction,
175  const CglLandP::Parameters & params);
176 
177 
180  double computeCglpObjective(const TabRow & row, bool modularize = false) const;
184  inline double strengthenedIntersectionCutCoef(int i, double alpha_i, double beta) const;
187  inline double newRowCoefficient(int j, double gamma) const;
189  void createIntersectionCut(TabRow & row, OsiRowCut &cut) const;
191  double normalizationFactor(const TabRow & row) const;
193  void scaleCut(OsiRowCut & cut, double factor) const;
195  // void createIntersectionCut(double * row);
197  void createMIG( TabRow & row, OsiRowCut &cut) const;
199  void pullTableauRow(TabRow & row) const;
201  void adjustTableauRow(int var, TabRow & row, int direction);
203  void resetOriginalTableauRow(int var, TabRow & row, int direction);
205  inline double getLoBound(int index) const
206  {
207  return lo_bounds_[original_index_[index]];
208  }
210  inline double getUpBound(int index) const
211  {
212  return up_bounds_[original_index_[index]];
213  }
215  inline double getColsolToCut(int index) const
216  {
217  return colsolToCut_[original_index_[index]];
218  }
219  bool isGtConst(int index) const
220  {
221  return (index >= ncols_ && lo_bounds_[original_index_[index]] < -1e-10 && up_bounds_[original_index_[index]] <= 1e-09);
222  }
224  inline void setColsolToCut(int index, double value)
225  {
226  colsolToCut_[original_index_[index]] = value;
227  }
229  inline CoinWarmStartBasis::Status getStatus(int index) const
230  {
231  if (index < ncols_) return basis_->getStructStatus(index);
232  return basis_->getArtifStatus(index - ncols_);
233  }
235  inline bool isInteger(int index) const
236  {
237  return integers_[original_index_[index]];
238  }
243  double normedCoef(double a, int ii) const
244  {
245  if (norm_weights_.empty())
246  {
247  return a;
248  }
249  else
250  {
251  return a*norm_weights_[ii];
252  }
253  }
255  void printTableau(std::ostream & os);
256 
258  void printEverything();
260  void printTableauLateX(std::ostream & os);
261  void printRowLateX(std::ostream & os, int i);
262  void printCutLateX(std::ostream & os, int i);
263 
265  void printCglpBasis(std::ostream& os = std::cout);
267  void get_M1_M2_M3(const TabRow & row,
268  std::vector<int> &M1,
269  std::vector<int> &M2,
270  std::vector<int> &M3);
272  void eliminate_slacks(double * vec) const;
273 private:
275  CglLandPSimplex();
280 #ifdef COIN_HAS_OSICLP
281 
282  OsiClpSolverInterface * clp_;
283 #endif
284 
286  void updateM1_M2_M3(TabRow & row, double tolerance, bool alwaysComputeCheap);
288  void removeRows(int nDelete, const int * rowsIdx);
289 
290 
291  void compute_p_q_r_s(double gamma, int gammaSign, double &p, double & q, double & r , double &s);
292 
293 
296 
302 #ifndef NDBEUG
304 #endif
305 
308  std::vector<double> rWk1_;
310  std::vector<double> rWk2_;
312  std::vector<double> rWk3_;
314  std::vector<double> rWk4_;
316  std::vector<int> rIntWork_;
318  bool * rowFlags_;
320  std::vector<bool> col_in_subspace;
324  int * basics_;
326  int * nonBasics_;
328  std::vector<int> M1_;
330  std::vector<int> M2_;
332  std::vector<int> M3_;
334  double sigma_;
338  double * colsolToCut_;
340  double * colsol_;
346  int ncols_;
348  int nrows_;
349  // for fast access to lower bounds (both cols and rows)
350  std::vector<double> lo_bounds_;
351  // for fast access to upper bounds (both cols and rows)
352  std::vector<double> up_bounds_;
358  const bool * integers_;
360  std::vector<int> original_index_;
366 
370  bool own_;
374  std::vector<double> norm_weights_;
376  double rhs_weight_;
377 
381  bool checkBasis();
382 
389 
394 #ifndef NDEBUG
395  double bestSigma_;
396 #endif
397 
398 protected:
402  double computeCglpRedCost(int direction, int gammaSign, double tau);
406  double computeCglpObjective(double gamma, bool strengthen, TabRow &row);
408  double computeCglpObjective(double gamma, bool strengthen);
411  int findCutImprovingPivotRow( int &direction, int &gammaSign, double tolerance);
413  int findBestPivotColumn(int direction,
414  double pivotTol, bool reducedSpace, bool allowDegeneratePivot,
415  bool modularize);
416 #if 1
417  int plotCGLPobj(int direction, double gammaTolerance,
418  double pivotTol, bool reducedSpace, bool allowDegenerate, bool modularize);
419 #endif
420 
422 };
423 
424 
426 double CglLandPSimplex::strengthenedIntersectionCutCoef(int i, double alpha_i, double beta) const
427 {
428  // double ratio = beta/(1-beta);
429  if ( (!integers_[i]))
430  return intersectionCutCoef(alpha_i, beta);
431  else
432  {
433  double f_i = alpha_i - floor(alpha_i);
434  if (f_i < beta)
435  return f_i*(1- beta);
436  else
437  return (1 - f_i)*beta;//(1-beta);
438  }
439 }
440 
443 double
444 CglLandPSimplex::newRowCoefficient(int j, double gamma) const
445 {
446  return row_k_[j] + gamma * row_i_[j];
447 }
448 
449 }
450 #endif
CoinWarmStartBasis * basis_
Keep track of basis status.
TabRow original_row_k_
Original version of source row (without modularization).
int insertAllExtr(OsiCuts &cs, CoinRelFltEq eq)
insert all extra cuts in cs.
Normalization
Normalization.
Definition: CglLandP.hpp:82
CglLandPSimplex()
No default constructor.
int * nonBasics_
Stores the nonBasicVariables.
std::vector< double > lo_bounds_
bool optimize(int var, OsiRowCut &cut, const CglLandP::CachedData &cached, const CglLandP::Parameters &params)
Perfom pivots to find the best cuts.
int ncols_orig_
cached numcols in original problem
bool * colCandidateToLeave_
Flag columns which have to be considered for leaving the basis.
bool resetSolver(const CoinWarmStartBasis *basis)
reset the solver to optimal basis
bool * rowFlags_
Flag rows which we don&#39;t want to try anymore.
std::vector< double > rWk1_
first work vector in row space.
void printTableau(std::ostream &os)
print the tableau of current basis.
Class storing parameters.
Definition: CglLandP.hpp:107
Status getStructStatus(int i) const
Return the status of the specified structural variable.
std::vector< int > M2_
Stores the variables which are always in M2 for a given k.
std::vector< int > original_index_
Original index of variable before deletions.
CoinMessageHandler * handler_
Message handler.
void setColsolToCut(int index, double value)
Access to value in solution to cut (indexed in reduced problem)
std::vector< double > rWk3_
third work vector in row space.
CglLandPSimplex & operator=(const CglLandPSimplex &)
No assignment operator.
bool inDegenerateSequence_
Say if we are in a sequence of degenerate pivots.
double normalizationFactor(const TabRow &row) const
Compute the normalization factor of the cut.
double rhs_weight_
Weight for rhs of normalization constraint.*/.
void computeWeights(CglLandP::LHSnorm norm, CglLandP::Normalization type, CglLandP::RhsWeightType rhs)
Compute normalization weights.
int nrows_orig_
cached numrows in original problem
CoinWarmStartBasis::Status getStatus(int index) const
Get the basic status of a variable (structural or slack).
Collections of row cuts and column cuts.
Definition: OsiCuts.hpp:19
double sigma_
stores the cglp value of the normalized cut obtained from row k_
Clp Solver Interface.
TabRow row_i_
Row of leaving candidate.
void cacheUpdate(const CglLandP::CachedData &cached, bool reducedSpace=0)
Update cached information in case of basis change in a round.
double * colsol_
Pointer to the current basic solution.
std::vector< int > M1_
Stores the variables which are always in M1 for a given k.
void pullTableauRow(TabRow &row) const
Get the row i of the tableau.
The default COIN simplex (basis-oriented) warm start class.
int rescanReducedCosts(int &direction, int &gammaSign, double tolerance)
Rescan reduced costs tables.
std::vector< double > rWk4_
fourth work vector in row space.
int generateExtraCut(int i, const CglLandP::CachedData &cached, const CglLandP::Parameters &params)
Generate a constrainte for a row of the tableau different from the source row.
void genThisBasisMigs(const CglLandP::CachedData &cached, const CglLandP::Parameters &params)
void outPivInfo(int ncuts)
RhsWeightType
RHS weight in normalization.
Definition: CglLandP.hpp:100
int nNegativeRcRows_
number of rows with a &lt;0 rc in current iteration
Base class for message handling.
const bool * integers_
pointer to array of integer info for both structural and slacks
bool own_
Own the data or not?
double computeRedCostConstantsInRow()
Compute the value of sigma and thau (which are constants for a row i as defined in Mike Perregaard th...
bool changeBasis(int incoming, int leaving, int direction, bool modularize)
Perform a change in the basis (direction is 1 if leaving variable is going to ub, 0 otherwise) ...
int numPivots_
Record the number of pivots.
Abstract Base Class for describing an interface to a solver.
std::vector< int > M3_
Stores the variables which could be either in M1 or M2.
double normedCoef(double a, int ii) const
Evenutaly multiply a by w if normed_weights_ is not empty.
void createIntersectionCut(TabRow &row, OsiRowCut &cut) const
Create the intersection cut of row k.
Validator & validator_
A pointer to a cut validator.
double getUpBound(int index) const
Get upper bound for variable or constraint.
double strengthenedIntersectionCutCoef(int i, double alpha_i, double beta) const
return the coefficients of the strengthened intersection cut takes one extra argument seens needs to ...
void printEverything()
Print everything .
int fastFindCutImprovingPivotRow(int &direction, int &gammaSign, double tolerance, bool flagPositiveRows)
Find a row which can be used to perform an improving pivot the fast way (i.e., find the leaving varia...
Some informations that will be changed by the pivots and that we want to keep.
Definition: CglLandP.hpp:241
double chosenReducedCostVal_
Value for the reduced cost chosen for pivoting.
#define OLD_COMPUTATION
void get_M1_M2_M3(const TabRow &row, std::vector< int > &M1, std::vector< int > &M2, std::vector< int > &M3)
Put variables in M1 M2 and M3 according to their sign.
This is a first attempt at a message handler.
Equality to a scaled tolerance.
std::vector< int > rIntWork_
integer valued work vector on the rows
CoinPackedVector gammas_
vector to sort the gammas
Status getArtifStatus(int i) const
Return the status of the specified artificial variable.
void eliminate_slacks(double *vec) const
Put a vector in structural sapce.
int findBestPivot(int &leaving, int &direction, const CglLandP::Parameters &params)
Find incoming and leaving variables which lead to the most violated adjacent normalized lift-and-proj...
int findBestPivotColumn(int direction, double pivotTol, bool reducedSpace, bool allowDegeneratePivot, bool modularize)
Find the column which leads to the best cut (i.e., find incoming variable).
double * colsolToCut_
Pointer to the solution to cut (need to be modified after each pivot because we are only considering ...
int fastFindBestPivotColumn(int direction, int gammaSign, double pivotTol, double rhsTol, bool reducedSpace, bool allowNonImproving, double &bestSigma, bool modularize)
Find the column which leads to the best cut (i.e., find incoming variable).
~CglLandPSimplex()
Destructor.
std::vector< double > rWk2_
scond work vector in row space.
double intersectionCutCoef(double alpha_i, double beta)
return the coefficients of the intersection cut
bool checkBasis()
Check that the basis is correct.
Cuts cuts_
Stores extra cuts which are generated along the procedure.
int * basics_
Store the basics variable.
std::vector< double > norm_weights_
Weights for the normalization constraint.
double getLoBound(int index) const
Get lower bound for variable or constraint.
void printTableauLateX(std::ostream &os)
print the tableau of current basis.
Row Cut Class.
Definition: OsiRowCut.hpp:29
const int * getBasics() const
TabRow row_k_
Source row for cut.
int generateExtraCuts(const CglLandP::CachedData &cached, const CglLandP::Parameters &params)
Find extra constraints in current tableau.
bool isGtConst(int index) const
void setSi(OsiSolverInterface *si)
const CoinWarmStartBasis * getBasis() const
CoinMessageHandler & message(int messageNumber, const CoinMessages &messages)
Start a message.
int ncols_
cached number of columns in reduced size problem
void compute_p_q_r_s(double gamma, int gammaSign, double &p, double &q, double &r, double &s)
void removeRows(int nDelete, const int *rowsIdx)
Remove rows from current tableau.
CoinMessages messages_
Messages.
void loadBasis(const OsiSolverInterface &si, std::vector< int > &M1, std::vector< int > &M2, int k)
Status
Enum for status of variables.
void setLogLevel(int level)
OsiSolverInterface * si_
Pointer to the solver interface.
int findCutImprovingPivotRow(int &direction, int &gammaSign, double tolerance)
Find a row which can be used to perform an improving pivot return index of the cut or -1 if none exis...
std::vector< double > up_bounds_
std::vector< bool > col_in_subspace
Flag columns which are in the subspace (usualy remove nonbasic structurals in subspace) ...
To store extra cuts generated by columns from which they origin.
void scaleCut(OsiRowCut &cut, double factor) const
Scale the cut by factor.
void printCglpBasis(std::ostream &os=std::cout)
Print CGLP basis corresponding to current tableau and source row.
This file contains the enum for the standard set of Coin messages and a class definition whose sole p...
double computeCglpRedCost(int direction, int gammaSign, double tau)
Compute the reduced cost of Cglp.
int numSourceRowEntered_
Record the number of times the source row entered the basis.
int numIncreased_
Record the number of times that sigma increased.
const int * getNonBasics() const
double getColsolToCut(int index) const
Access to value in solution to cut (indexed in reduced problem)
int plotCGLPobj(int direction, double gammaTolerance, double pivotTol, bool reducedSpace, bool allowDegenerate, bool modularize)
void adjustTableauRow(int var, TabRow &row, int direction)
Adjust the row of the tableau to reflect leaving variable direction.
Sparse Vector.
void resetOriginalTableauRow(int var, TabRow &row, int direction)
reset the tableau row after a call to adjustTableauRow
void printRowLateX(std::ostream &os, int i)
bool generateMig(int row, OsiRowCut &cut, const CglLandP::Parameters &params)
Find Gomory cut (i.e.
bool isInteger(int index) const
Say if variable index by i in current tableau is integer.
double computeCglpObjective(const TabRow &row, bool modularize=false) const
Compute the objective value of the Cglp for given row and rhs (if strengthening shall be applied row ...
Class to validate or reject a cut.
void createMIG(TabRow &row, OsiRowCut &cut) const
Create strenghtened row.
Class to hold and manipulate an array of massaged messages.
int nrows_
Cached number of rows in reduced size problem.
void setLogLevel(int value)
Set current log (detail) level.
void printCutLateX(std::ostream &os, int i)
double newRowCoefficient(int j, double gamma) const
return the coefficient of the new row (combining row_k + gamma row_i).
void updateM1_M2_M3(TabRow &row, double tolerance, bool alwaysComputeCheap)
Update values in M1 M2 and M3 before an iteration.