Cbc
2.10.5
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Heuristic base class. More...
#include <CbcHeuristic.hpp>
Public Member Functions | |
CbcHeuristic () | |
CbcHeuristic (CbcModel &model) | |
CbcHeuristic (const CbcHeuristic &) | |
virtual | ~CbcHeuristic () |
virtual CbcHeuristic * | clone () const =0 |
Clone. More... | |
CbcHeuristic & | operator= (const CbcHeuristic &rhs) |
Assignment operator. More... | |
virtual void | setModel (CbcModel *model) |
update model (This is needed if cliques update matrix etc) More... | |
virtual void | resetModel (CbcModel *model)=0 |
Resets stuff if model changes. More... | |
virtual int | solution (double &objectiveValue, double *newSolution)=0 |
returns 0 if no solution, 1 if valid solution with better objective value than one passed in Sets solution values if good, sets objective value This is called after cuts have been added - so can not add cuts More... | |
virtual int | solution2 (double &, double *, OsiCuts &) |
returns 0 if no solution, 1 if valid solution, -1 if just returning an estimate of best possible solution with better objective value than one passed in Sets solution values if good, sets objective value (only if nonzero code) This is called at same time as cut generators - so can add cuts Default is do nothing More... | |
virtual void | validate () |
Validate model i.e. sets when_ to 0 if necessary (may be NULL) More... | |
void | setWhen (int value) |
Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always. More... | |
int | when () const |
Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always. More... | |
void | setNumberNodes (int value) |
Sets number of nodes in subtree (default 200) More... | |
int | numberNodes () const |
Gets number of nodes in a subtree (default 200) More... | |
void | setSwitches (int value) |
Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time. More... | |
int | switches () const |
Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time 65536 bit and above used for temporary communication. More... | |
bool | exitNow (double bestObjective) const |
Whether to exit at once on gap. More... | |
void | setFeasibilityPumpOptions (int value) |
Sets feasibility pump options (-1 is off) More... | |
int | feasibilityPumpOptions () const |
Gets feasibility pump options (-1 is off) More... | |
void | setModelOnly (CbcModel *model) |
Just set model - do not do anything else. More... | |
void | setFractionSmall (double value) |
Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) More... | |
double | fractionSmall () const |
Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) More... | |
int | numberSolutionsFound () const |
Get how many solutions the heuristic thought it got. More... | |
void | incrementNumberSolutionsFound () |
Increment how many solutions the heuristic thought it got. More... | |
int | smallBranchAndBound (OsiSolverInterface *solver, int numberNodes, double *newSolution, double &newSolutionValue, double cutoff, std::string name) const |
Do mini branch and bound - return 0 not finished - no solution 1 not finished - solution 2 finished - no solution 3 finished - solution (could add global cut if finished) -1 returned on size -2 time or user event. More... | |
virtual void | generateCpp (FILE *) |
Create C++ lines to get to current state. More... | |
void | generateCpp (FILE *fp, const char *heuristic) |
Create C++ lines to get to current state - does work for base class. More... | |
virtual bool | canDealWithOdd () const |
Returns true if can deal with "odd" problems e.g. sos type 2. More... | |
const char * | heuristicName () const |
return name of heuristic More... | |
void | setHeuristicName (const char *name) |
set name of heuristic More... | |
void | setSeed (int value) |
Set random number generator seed. More... | |
int | getSeed () const |
Get random number generator seed. More... | |
void | setDecayFactor (double value) |
Sets decay factor (for howOften) on failure. More... | |
void | setInputSolution (const double *solution, double objValue) |
Set input solution. More... | |
void | setWhereFrom (int value) |
int | whereFrom () const |
void | setShallowDepth (int value) |
Upto this depth we call the tree shallow and the heuristic can be called multiple times. More... | |
void | setHowOftenShallow (int value) |
How often to invoke the heuristics in the shallow part of the tree. More... | |
void | setMinDistanceToRun (int value) |
How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too. More... | |
virtual bool | shouldHeurRun (int whereFrom) |
Check whether the heuristic should run at all 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution. More... | |
bool | shouldHeurRun_randomChoice () |
Check whether the heuristic should run this time. More... | |
void | debugNodes () |
void | printDistanceToNodes () |
int | numRuns () const |
how many times the heuristic has actually run More... | |
int | numCouldRun () const |
How many times the heuristic could run. More... | |
bool | isHeuristicInteger (const OsiSolverInterface *solver, int iColumn) |
Is it integer for heuristics? More... | |
OsiSolverInterface * | cloneBut (int type) |
Clone, but ... More... | |
Protected Attributes | |
CbcModel * | model_ |
Model. More... | |
int | when_ |
When flag - 0 off, 1 at root, 2 other than root, 3 always. More... | |
int | numberNodes_ |
Number of nodes in any sub tree. More... | |
int | feasibilityPumpOptions_ |
Feasibility pump options , -1 is off >=0 for feasibility pump itself -2 quick proximity search -3 longer proximity search. More... | |
double | fractionSmall_ |
Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound. More... | |
CoinThreadRandom | randomNumberGenerator_ |
Thread specific random number generator. More... | |
std::string | heuristicName_ |
Name for printing. More... | |
int | howOften_ |
How often to do (code can change) More... | |
double | decayFactor_ |
How much to increase how often. More... | |
int | switches_ |
Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time. More... | |
int | whereFrom_ |
int | shallowDepth_ |
Upto this depth we call the tree shallow and the heuristic can be called multiple times. More... | |
int | howOftenShallow_ |
How often to invoke the heuristics in the shallow part of the tree. More... | |
int | numInvocationsInShallow_ |
How many invocations happened within the same node when in a shallow part of the tree. More... | |
int | numInvocationsInDeep_ |
How many invocations happened when in the deep part of the tree. More... | |
int | lastRunDeep_ |
After how many deep invocations was the heuristic run last time. More... | |
int | numRuns_ |
how many times the heuristic has actually run More... | |
int | minDistanceToRun_ |
How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too. More... | |
CbcHeuristicNodeList | runNodes_ |
The description of the nodes where this heuristic has been applied. More... | |
int | numCouldRun_ |
How many times the heuristic could run. More... | |
int | numberSolutionsFound_ |
How many solutions the heuristic thought it got. More... | |
int | numberNodesDone_ |
How many nodes the heuristic did this go. More... | |
double * | inputSolution_ |
Private Member Functions | |
void | gutsOfDelete () |
void | gutsOfCopy (const CbcHeuristic &rhs) |
Heuristic base class.
Definition at line 85 of file CbcHeuristic.hpp.
CbcHeuristic::CbcHeuristic | ( | ) |
CbcHeuristic::CbcHeuristic | ( | CbcModel & | model | ) |
CbcHeuristic::CbcHeuristic | ( | const CbcHeuristic & | ) |
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Definition at line 87 of file CbcHeuristic.hpp.
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Clone.
Implemented in CbcHeuristicJustOne, CbcSerendipity, CbcHeuristicPartial, CbcRounding, CbcHeuristicDynamic3, CbcHeuristicCrossover, CbcHeuristicGreedySOS, CbcHeuristicNaive, CbcHeuristicGreedyEquality, CbcHeuristicProximity, CbcHeuristicDW, CbcHeuristicDive, CbcHeuristicRINS, CbcHeuristicFPump, CbcHeuristicRENS, CbcHeuristicVND, CbcHeuristicDINS, CbcHeuristicGreedyCover, CbcHeuristicLocal, CbcHeuristicPivotAndFix, CbcHeuristicRandRound, CbcHeuristicDiveCoefficient, CbcHeuristicDiveFractional, CbcHeuristicDiveGuided, CbcHeuristicDiveLineSearch, CbcHeuristicDivePseudoCost, and CbcHeuristicDiveVectorLength.
CbcHeuristic& CbcHeuristic::operator= | ( | const CbcHeuristic & | rhs | ) |
Assignment operator.
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update model (This is needed if cliques update matrix etc)
Reimplemented in CbcHeuristicJustOne, CbcSerendipity, CbcHeuristicPartial, CbcRounding, CbcHeuristicDynamic3, CbcHeuristicCrossover, CbcHeuristicGreedySOS, CbcHeuristicNaive, CbcHeuristicGreedyEquality, CbcHeuristicProximity, CbcHeuristicDW, CbcHeuristicDive, CbcHeuristicRINS, CbcHeuristicVND, CbcHeuristicDINS, CbcHeuristicLocal, CbcHeuristicPivotAndFix, CbcHeuristicRandRound, CbcHeuristicRENS, CbcHeuristicFPump, and CbcHeuristicGreedyCover.
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Resets stuff if model changes.
Implemented in CbcHeuristicJustOne, CbcSerendipity, CbcHeuristicPartial, CbcRounding, CbcHeuristicDynamic3, CbcHeuristicGreedySOS, CbcHeuristicCrossover, CbcHeuristicNaive, CbcHeuristicGreedyEquality, CbcHeuristicProximity, CbcHeuristicGreedyCover, CbcHeuristicDW, CbcHeuristicDive, CbcHeuristicRINS, CbcHeuristicVND, CbcHeuristicDINS, CbcHeuristicLocal, CbcHeuristicPivotAndFix, CbcHeuristicRandRound, CbcHeuristicRENS, and CbcHeuristicFPump.
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returns 0 if no solution, 1 if valid solution with better objective value than one passed in Sets solution values if good, sets objective value This is called after cuts have been added - so can not add cuts
Implemented in CbcHeuristicJustOne, CbcSerendipity, CbcHeuristicPartial, CbcRounding, CbcHeuristicDynamic3, CbcHeuristicCrossover, CbcHeuristicGreedySOS, CbcHeuristicNaive, CbcHeuristicGreedyEquality, CbcHeuristicProximity, CbcHeuristicFPump, CbcHeuristicDive, CbcHeuristicDW, CbcHeuristicLocal, CbcHeuristicRINS, CbcHeuristicVND, CbcHeuristicGreedyCover, CbcHeuristicRENS, CbcHeuristicDINS, CbcHeuristicPivotAndFix, and CbcHeuristicRandRound.
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returns 0 if no solution, 1 if valid solution, -1 if just returning an estimate of best possible solution with better objective value than one passed in Sets solution values if good, sets objective value (only if nonzero code) This is called at same time as cut generators - so can add cuts Default is do nothing
Definition at line 130 of file CbcHeuristic.hpp.
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Validate model i.e. sets when_ to 0 if necessary (may be NULL)
Reimplemented in CbcHeuristicJustOne, CbcHeuristicPartial, CbcRounding, CbcHeuristicGreedySOS, CbcHeuristicGreedyEquality, CbcHeuristicDive, and CbcHeuristicGreedyCover.
Definition at line 138 of file CbcHeuristic.hpp.
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Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always.
If 10 added then don't worry if validate says there are funny objects as user knows it will be fine
Definition at line 144 of file CbcHeuristic.hpp.
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Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always.
Definition at line 149 of file CbcHeuristic.hpp.
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Sets number of nodes in subtree (default 200)
Definition at line 155 of file CbcHeuristic.hpp.
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Gets number of nodes in a subtree (default 200)
Definition at line 160 of file CbcHeuristic.hpp.
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Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.
Definition at line 174 of file CbcHeuristic.hpp.
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Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time 65536 bit and above used for temporary communication.
Definition at line 189 of file CbcHeuristic.hpp.
bool CbcHeuristic::exitNow | ( | double | bestObjective | ) | const |
Whether to exit at once on gap.
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Sets feasibility pump options (-1 is off)
Definition at line 196 of file CbcHeuristic.hpp.
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Gets feasibility pump options (-1 is off)
Definition at line 201 of file CbcHeuristic.hpp.
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Just set model - do not do anything else.
Definition at line 206 of file CbcHeuristic.hpp.
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Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)
Definition at line 212 of file CbcHeuristic.hpp.
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Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)
Definition at line 217 of file CbcHeuristic.hpp.
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Get how many solutions the heuristic thought it got.
Definition at line 222 of file CbcHeuristic.hpp.
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Increment how many solutions the heuristic thought it got.
Definition at line 227 of file CbcHeuristic.hpp.
int CbcHeuristic::smallBranchAndBound | ( | OsiSolverInterface * | solver, |
int | numberNodes, | ||
double * | newSolution, | ||
double & | newSolutionValue, | ||
double | cutoff, | ||
std::string | name | ||
) | const |
Do mini branch and bound - return 0 not finished - no solution 1 not finished - solution 2 finished - no solution 3 finished - solution (could add global cut if finished) -1 returned on size -2 time or user event.
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Create C++ lines to get to current state.
Reimplemented in CbcHeuristicJustOne, CbcSerendipity, CbcHeuristicPartial, CbcRounding, CbcHeuristicCrossover, CbcHeuristicGreedySOS, CbcHeuristicNaive, CbcHeuristicGreedyEquality, CbcHeuristicProximity, CbcHeuristicDW, CbcHeuristicDive, CbcHeuristicRINS, CbcHeuristicVND, CbcHeuristicDINS, CbcHeuristicLocal, CbcHeuristicPivotAndFix, CbcHeuristicRandRound, CbcHeuristicDiveCoefficient, CbcHeuristicDiveFractional, CbcHeuristicDiveGuided, CbcHeuristicDiveLineSearch, CbcHeuristicDivePseudoCost, CbcHeuristicDiveVectorLength, CbcHeuristicFPump, and CbcHeuristicGreedyCover.
Definition at line 245 of file CbcHeuristic.hpp.
void CbcHeuristic::generateCpp | ( | FILE * | fp, |
const char * | heuristic | ||
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Create C++ lines to get to current state - does work for base class.
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Returns true if can deal with "odd" problems e.g. sos type 2.
Reimplemented in CbcHeuristicDynamic3.
Definition at line 249 of file CbcHeuristic.hpp.
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return name of heuristic
Definition at line 254 of file CbcHeuristic.hpp.
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set name of heuristic
Definition at line 259 of file CbcHeuristic.hpp.
void CbcHeuristic::setSeed | ( | int | value | ) |
Set random number generator seed.
int CbcHeuristic::getSeed | ( | ) | const |
Get random number generator seed.
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Sets decay factor (for howOften) on failure.
Definition at line 268 of file CbcHeuristic.hpp.
void CbcHeuristic::setInputSolution | ( | const double * | solution, |
double | objValue | ||
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Set input solution.
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Definition at line 282 of file CbcHeuristic.hpp.
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Definition at line 286 of file CbcHeuristic.hpp.
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Upto this depth we call the tree shallow and the heuristic can be called multiple times.
That is, the test whether the current node is far from the others where the jeuristic was invoked will not be done, only the frequency will be tested. After that depth the heuristic will can be invoked only once per node, right before branching. That's when it'll be tested whether the heur should run at all.
Definition at line 296 of file CbcHeuristic.hpp.
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How often to invoke the heuristics in the shallow part of the tree.
Definition at line 301 of file CbcHeuristic.hpp.
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How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too.
Currently this is tested, but we may switch to avgDistanceToRun_ in the future.
Definition at line 308 of file CbcHeuristic.hpp.
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Check whether the heuristic should run at all 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution.
Reimplemented in CbcHeuristicPartial, and CbcRounding.
bool CbcHeuristic::shouldHeurRun_randomChoice | ( | ) |
Check whether the heuristic should run this time.
void CbcHeuristic::debugNodes | ( | ) |
void CbcHeuristic::printDistanceToNodes | ( | ) |
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how many times the heuristic has actually run
Definition at line 327 of file CbcHeuristic.hpp.
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How many times the heuristic could run.
Definition at line 333 of file CbcHeuristic.hpp.
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Is it integer for heuristics?
Definition at line 349 of file CbcHeuristic.hpp.
OsiSolverInterface* CbcHeuristic::cloneBut | ( | int | type | ) |
Clone, but ...
If type is
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Model.
Definition at line 366 of file CbcHeuristic.hpp.
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When flag - 0 off, 1 at root, 2 other than root, 3 always.
Definition at line 368 of file CbcHeuristic.hpp.
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Number of nodes in any sub tree.
Definition at line 370 of file CbcHeuristic.hpp.
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Feasibility pump options , -1 is off >=0 for feasibility pump itself -2 quick proximity search -3 longer proximity search.
Definition at line 376 of file CbcHeuristic.hpp.
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Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound.
Definition at line 378 of file CbcHeuristic.hpp.
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Thread specific random number generator.
Definition at line 380 of file CbcHeuristic.hpp.
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Name for printing.
Definition at line 382 of file CbcHeuristic.hpp.
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How often to do (code can change)
Definition at line 385 of file CbcHeuristic.hpp.
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How much to increase how often.
Definition at line 387 of file CbcHeuristic.hpp.
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Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.
Definition at line 398 of file CbcHeuristic.hpp.
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Definition at line 407 of file CbcHeuristic.hpp.
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Upto this depth we call the tree shallow and the heuristic can be called multiple times.
That is, the test whether the current node is far from the others where the jeuristic was invoked will not be done, only the frequency will be tested. After that depth the heuristic will can be invoked only once per node, right before branching. That's when it'll be tested whether the heur should run at all.
Definition at line 414 of file CbcHeuristic.hpp.
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How often to invoke the heuristics in the shallow part of the tree.
Definition at line 416 of file CbcHeuristic.hpp.
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How many invocations happened within the same node when in a shallow part of the tree.
Definition at line 419 of file CbcHeuristic.hpp.
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How many invocations happened when in the deep part of the tree.
For every node we count only one invocation.
Definition at line 422 of file CbcHeuristic.hpp.
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After how many deep invocations was the heuristic run last time.
Definition at line 424 of file CbcHeuristic.hpp.
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how many times the heuristic has actually run
Definition at line 426 of file CbcHeuristic.hpp.
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How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too.
Currently this is tested, but we may switch to avgDistanceToRun_ in the future.
Definition at line 430 of file CbcHeuristic.hpp.
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The description of the nodes where this heuristic has been applied.
Definition at line 433 of file CbcHeuristic.hpp.
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How many times the heuristic could run.
Definition at line 436 of file CbcHeuristic.hpp.
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How many solutions the heuristic thought it got.
Definition at line 439 of file CbcHeuristic.hpp.
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How many nodes the heuristic did this go.
Definition at line 442 of file CbcHeuristic.hpp.
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Definition at line 445 of file CbcHeuristic.hpp.