Cbc  2.9.9
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CbcHeuristicFPump Class Reference

Feasibility Pump class. More...

#include <CbcHeuristicFPump.hpp>

+ Inheritance diagram for CbcHeuristicFPump:
+ Collaboration diagram for CbcHeuristicFPump:

Public Member Functions

 CbcHeuristicFPump ()
 
 CbcHeuristicFPump (CbcModel &model, double downValue=0.5, bool roundExpensive=false)
 
 CbcHeuristicFPump (const CbcHeuristicFPump &)
 
 ~CbcHeuristicFPump ()
 
CbcHeuristicFPumpoperator= (const CbcHeuristicFPump &rhs)
 Assignment operator. More...
 
virtual CbcHeuristicclone () const
 Clone. More...
 
virtual void generateCpp (FILE *fp)
 Create C++ lines to get to current state. More...
 
virtual void resetModel (CbcModel *model)
 Resets stuff if model changes. More...
 
virtual void setModel (CbcModel *model)
 update model (This is needed if cliques update matrix etc) More...
 
virtual int solution (double &objectiveValue, double *newSolution)
 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 (only if good) This is called after cuts have been added - so can not add cuts. More...
 
void setMaximumTime (double value)
 Set maximum Time (default off) - also sets starttime to current. More...
 
double maximumTime () const
 Get maximum Time (default 0.0 == time limit off) More...
 
void setFakeCutoff (double value)
 Set fake cutoff (default COIN_DBL_MAX == off) More...
 
double fakeCutoff () const
 Get fake cutoff (default 0.0 == off) More...
 
void setAbsoluteIncrement (double value)
 Set absolute increment (default 0.0 == off) More...
 
double absoluteIncrement () const
 Get absolute increment (default 0.0 == off) More...
 
void setRelativeIncrement (double value)
 Set relative increment (default 0.0 == off) More...
 
double relativeIncrement () const
 Get relative increment (default 0.0 == off) More...
 
void setDefaultRounding (double value)
 Set default rounding (default 0.5) More...
 
double defaultRounding () const
 Get default rounding (default 0.5) More...
 
void setInitialWeight (double value)
 Set initial weight (default 0.0 == off) More...
 
double initialWeight () const
 Get initial weight (default 0.0 == off) More...
 
void setWeightFactor (double value)
 Set weight factor (default 0.1) More...
 
double weightFactor () const
 Get weight factor (default 0.1) More...
 
void setArtificialCost (double value)
 Set threshold cost for using original cost - even on continuous (default infinity) More...
 
double artificialCost () const
 Get threshold cost for using original cost - even on continuous (default infinity) More...
 
double iterationRatio () const
 Get iteration to size ratio. More...
 
void setIterationRatio (double value)
 Set iteration to size ratio. More...
 
void setMaximumPasses (int value)
 Set maximum passes (default 100) More...
 
int maximumPasses () const
 Get maximum passes (default 100) More...
 
void setMaximumRetries (int value)
 Set maximum retries (default 1) More...
 
int maximumRetries () const
 Get maximum retries (default 1) More...
 
void setAccumulate (int value)
 Set use of multiple solutions and solves 0 - do not reuse solves, do not accumulate integer solutions for local search 1 - do not reuse solves, accumulate integer solutions for local search 2 - reuse solves, do not accumulate integer solutions for local search 3 - reuse solves, accumulate integer solutions for local search If we add 4 then use second form of problem (with extra rows and variables for general integers) At some point (date?), I added. More...
 
int accumulate () const
 Get accumulation option. More...
 
void setFixOnReducedCosts (int value)
 Set whether to fix variables on known solution 0 - do not fix 1 - fix integers on reduced costs 2 - fix integers on reduced costs but only on entry. More...
 
int fixOnReducedCosts () const
 Get reduced cost option. More...
 
void setReducedCostMultiplier (double value)
 Set reduced cost multiplier 1.0 as normal <1.0 (x) - pretend gap is x* actual gap - just for fixing. More...
 
double reducedCostMultiplier () const
 Get reduced cost multiplier. More...
 
- Public Member Functions inherited from CbcHeuristic
 CbcHeuristic ()
 
 CbcHeuristic (CbcModel &model)
 
 CbcHeuristic (const CbcHeuristic &)
 
virtual ~CbcHeuristic ()
 
CbcHeuristicoperator= (const CbcHeuristic &rhs)
 Assignment operator. 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...
 
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...
 
OsiSolverInterfacecloneBut (int type)
 Clone, but ... More...
 

Protected Attributes

double startTime_
 Start time. More...
 
double maximumTime_
 Maximum Cpu seconds. More...
 
double fakeCutoff_
 Fake cutoff value. More...
 
double absoluteIncrement_
 If positive carry on after solution expecting gain of at least this. More...
 
double relativeIncrement_
 If positive carry on after solution expecting gain of at least this times objective. More...
 
double defaultRounding_
 Default is round up if > this. More...
 
double initialWeight_
 Initial weight for true objective. More...
 
double weightFactor_
 Factor for decreasing weight. More...
 
double artificialCost_
 Threshold cost for using original cost - even on continuous. More...
 
double iterationRatio_
 If iterationRatio >0 use instead of maximumPasses_ test is iterations > ratio*(2*nrow+ncol) More...
 
double reducedCostMultiplier_
 Reduced cost multiplier 1.0 as normal <1.0 (x) - pretend gap is x* actual gap - just for fixing. More...
 
int maximumPasses_
 Maximum number of passes. More...
 
int maximumRetries_
 Maximum number of retries if we find a solution. More...
 
int accumulate_
 Set use of multiple solutions and solves 0 - do not reuse solves, do not accumulate integer solutions for local search 1 - do not reuse solves, accumulate integer solutions for local search 2 - reuse solves, do not accumulate integer solutions for local search 3 - reuse solves, accumulate integer solutions for local search If we add 4 then use second form of problem (with extra rows and variables for general integers) If we do not accumulate solutions then no mini branch and bounds will be done reuse - refers to initial solve after adding in new "cut" If we add 8 then can run after initial cuts (if no solution) More...
 
int fixOnReducedCosts_
 Set whether to fix variables on known solution 0 - do not fix 1 - fix integers on reduced costs 2 - fix integers on reduced costs but only on entry. More...
 
bool roundExpensive_
 If true round to expensive. More...
 
- Protected Attributes inherited from CbcHeuristic
CbcModelmodel_
 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

int rounds (OsiSolverInterface *solver, double *solution, int numberIntegers, const int *integerVariable, int passNumber, double downValue=0.5, int *flip=0)
 Rounds solution - down if < downValue If roundExpensive then always to more expnsive. More...
 

Detailed Description

Feasibility Pump class.

Definition at line 15 of file CbcHeuristicFPump.hpp.

Constructor & Destructor Documentation

CbcHeuristicFPump::CbcHeuristicFPump ( )
CbcHeuristicFPump::CbcHeuristicFPump ( CbcModel model,
double  downValue = 0.5,
bool  roundExpensive = false 
)
CbcHeuristicFPump::CbcHeuristicFPump ( const CbcHeuristicFPump )
CbcHeuristicFPump::~CbcHeuristicFPump ( )

Member Function Documentation

CbcHeuristicFPump& CbcHeuristicFPump::operator= ( const CbcHeuristicFPump rhs)

Assignment operator.

virtual CbcHeuristic* CbcHeuristicFPump::clone ( ) const
virtual

Clone.

Implements CbcHeuristic.

virtual void CbcHeuristicFPump::generateCpp ( FILE *  fp)
virtual

Create C++ lines to get to current state.

Reimplemented from CbcHeuristic.

virtual void CbcHeuristicFPump::resetModel ( CbcModel model)
virtual

Resets stuff if model changes.

Implements CbcHeuristic.

virtual void CbcHeuristicFPump::setModel ( CbcModel model)
virtual

update model (This is needed if cliques update matrix etc)

Reimplemented from CbcHeuristic.

virtual int CbcHeuristicFPump::solution ( double &  objectiveValue,
double *  newSolution 
)
virtual

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 (only if good) This is called after cuts have been added - so can not add cuts.

It may make sense for user to call this outside Branch and Cut to get solution. Or normally is just at root node.

new meanings for when_ - on first try then set back to 1 11 - at end fix all integers at same bound throughout 12 - also fix all integers staying at same internal integral value throughout 13 - also fix all continuous variables staying at same bound throughout 14 - also fix all continuous variables staying at same internal value throughout 15 - as 13 but no internal integers And beyond that, it's apparently possible for the range to be between 21 and 25, in which case it's reduced on entry to solution() to be between 11 and 15 and allSlack is set to true. Then, if we're not processing general integers, we'll use an all-slack basis to solve ... what? Don't see that yet.

Implements CbcHeuristic.

void CbcHeuristicFPump::setMaximumTime ( double  value)

Set maximum Time (default off) - also sets starttime to current.

double CbcHeuristicFPump::maximumTime ( ) const
inline

Get maximum Time (default 0.0 == time limit off)

Definition at line 71 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setFakeCutoff ( double  value)
inline

Set fake cutoff (default COIN_DBL_MAX == off)

Definition at line 75 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::fakeCutoff ( ) const
inline

Get fake cutoff (default 0.0 == off)

Definition at line 79 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setAbsoluteIncrement ( double  value)
inline

Set absolute increment (default 0.0 == off)

Definition at line 83 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::absoluteIncrement ( ) const
inline

Get absolute increment (default 0.0 == off)

Definition at line 87 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setRelativeIncrement ( double  value)
inline

Set relative increment (default 0.0 == off)

Definition at line 91 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::relativeIncrement ( ) const
inline

Get relative increment (default 0.0 == off)

Definition at line 95 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setDefaultRounding ( double  value)
inline

Set default rounding (default 0.5)

Definition at line 99 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::defaultRounding ( ) const
inline

Get default rounding (default 0.5)

Definition at line 103 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setInitialWeight ( double  value)
inline

Set initial weight (default 0.0 == off)

Definition at line 107 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::initialWeight ( ) const
inline

Get initial weight (default 0.0 == off)

Definition at line 111 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setWeightFactor ( double  value)
inline

Set weight factor (default 0.1)

Definition at line 115 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::weightFactor ( ) const
inline

Get weight factor (default 0.1)

Definition at line 119 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setArtificialCost ( double  value)
inline

Set threshold cost for using original cost - even on continuous (default infinity)

Definition at line 123 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::artificialCost ( ) const
inline

Get threshold cost for using original cost - even on continuous (default infinity)

Definition at line 127 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::iterationRatio ( ) const
inline

Get iteration to size ratio.

Definition at line 131 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setIterationRatio ( double  value)
inline

Set iteration to size ratio.

Definition at line 135 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setMaximumPasses ( int  value)
inline

Set maximum passes (default 100)

Definition at line 139 of file CbcHeuristicFPump.hpp.

int CbcHeuristicFPump::maximumPasses ( ) const
inline

Get maximum passes (default 100)

Definition at line 143 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setMaximumRetries ( int  value)
inline

Set maximum retries (default 1)

Definition at line 147 of file CbcHeuristicFPump.hpp.

int CbcHeuristicFPump::maximumRetries ( ) const
inline

Get maximum retries (default 1)

Definition at line 151 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setAccumulate ( int  value)
inline

Set use of multiple solutions and solves 0 - do not reuse solves, do not accumulate integer solutions for local search 1 - do not reuse solves, accumulate integer solutions for local search 2 - reuse solves, do not accumulate integer solutions for local search 3 - reuse solves, accumulate integer solutions for local search If we add 4 then use second form of problem (with extra rows and variables for general integers) At some point (date?), I added.

And then there are a few bit fields: 4 - something about general integers So my (lh) guess for 4 was at least in the ballpark, but I'll have to rethink 8 entirely (and it may well not mean the same thing as it did when I added that comment. 8 - determines whether we process general integers

And on 090831, John added

If we add 4 then use second form of problem (with extra rows and variables for general integers) If we add 8 then can run after initial cuts (if no solution)

Definition at line 175 of file CbcHeuristicFPump.hpp.

int CbcHeuristicFPump::accumulate ( ) const
inline

Get accumulation option.

Definition at line 179 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setFixOnReducedCosts ( int  value)
inline

Set whether to fix variables on known solution 0 - do not fix 1 - fix integers on reduced costs 2 - fix integers on reduced costs but only on entry.

Definition at line 187 of file CbcHeuristicFPump.hpp.

int CbcHeuristicFPump::fixOnReducedCosts ( ) const
inline

Get reduced cost option.

Definition at line 191 of file CbcHeuristicFPump.hpp.

void CbcHeuristicFPump::setReducedCostMultiplier ( double  value)
inline

Set reduced cost multiplier 1.0 as normal <1.0 (x) - pretend gap is x* actual gap - just for fixing.

Definition at line 198 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::reducedCostMultiplier ( ) const
inline

Get reduced cost multiplier.

Definition at line 202 of file CbcHeuristicFPump.hpp.

int CbcHeuristicFPump::rounds ( OsiSolverInterface solver,
double *  solution,
int  numberIntegers,
const int *  integerVariable,
int  passNumber,
double  downValue = 0.5,
int *  flip = 0 
)
private

Rounds solution - down if < downValue If roundExpensive then always to more expnsive.

returns 0 if current is solution

Member Data Documentation

double CbcHeuristicFPump::startTime_
protected

Start time.

Definition at line 209 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::maximumTime_
protected

Maximum Cpu seconds.

Definition at line 211 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::fakeCutoff_
protected

Fake cutoff value.

If set then better of real cutoff and this used to add a constraint

Definition at line 215 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::absoluteIncrement_
protected

If positive carry on after solution expecting gain of at least this.

Definition at line 217 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::relativeIncrement_
protected

If positive carry on after solution expecting gain of at least this times objective.

Definition at line 219 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::defaultRounding_
protected

Default is round up if > this.

Definition at line 221 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::initialWeight_
protected

Initial weight for true objective.

Definition at line 223 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::weightFactor_
protected

Factor for decreasing weight.

Definition at line 225 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::artificialCost_
protected

Threshold cost for using original cost - even on continuous.

Definition at line 227 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::iterationRatio_
protected

If iterationRatio >0 use instead of maximumPasses_ test is iterations > ratio*(2*nrow+ncol)

Definition at line 230 of file CbcHeuristicFPump.hpp.

double CbcHeuristicFPump::reducedCostMultiplier_
protected

Reduced cost multiplier 1.0 as normal <1.0 (x) - pretend gap is x* actual gap - just for fixing.

Definition at line 235 of file CbcHeuristicFPump.hpp.

int CbcHeuristicFPump::maximumPasses_
protected

Maximum number of passes.

Definition at line 237 of file CbcHeuristicFPump.hpp.

int CbcHeuristicFPump::maximumRetries_
protected

Maximum number of retries if we find a solution.

If negative we clean out used array

Definition at line 241 of file CbcHeuristicFPump.hpp.

int CbcHeuristicFPump::accumulate_
protected

Set use of multiple solutions and solves 0 - do not reuse solves, do not accumulate integer solutions for local search 1 - do not reuse solves, accumulate integer solutions for local search 2 - reuse solves, do not accumulate integer solutions for local search 3 - reuse solves, accumulate integer solutions for local search If we add 4 then use second form of problem (with extra rows and variables for general integers) If we do not accumulate solutions then no mini branch and bounds will be done reuse - refers to initial solve after adding in new "cut" If we add 8 then can run after initial cuts (if no solution)

Definition at line 252 of file CbcHeuristicFPump.hpp.

int CbcHeuristicFPump::fixOnReducedCosts_
protected

Set whether to fix variables on known solution 0 - do not fix 1 - fix integers on reduced costs 2 - fix integers on reduced costs but only on entry.

Definition at line 258 of file CbcHeuristicFPump.hpp.

bool CbcHeuristicFPump::roundExpensive_
protected

If true round to expensive.

Definition at line 260 of file CbcHeuristicFPump.hpp.


The documentation for this class was generated from the following file: