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Idiot Class Reference

This class implements a very silly algorithm. More...

#include <Idiot.hpp>

+ Collaboration diagram for Idiot:

Public Member Functions

void solve2 (CoinMessageHandler *handler, const CoinMessages *messages)
 Stuff for internal use. More...
 
Constructors and destructor

Just a pointer to model is kept

 Idiot ()
 Default constructor. More...
 
 Idiot (OsiSolverInterface &model)
 Constructor with model. More...
 
 Idiot (const Idiot &)
 Copy constructor. More...
 
Idiotoperator= (const Idiot &rhs)
 Assignment operator. This copies the data. More...
 
 ~Idiot ()
 Destructor. More...
 
Algorithmic calls
void solve ()
 Get an approximate solution with the idiot code. More...
 
void crash (int numberPass, CoinMessageHandler *handler, const CoinMessages *messages, bool doCrossover=true)
 Lightweight "crash". More...
 
void crossOver (int mode)
 Use simplex to get an optimal solution mode is how many steps the simplex crossover should take to arrive to an extreme point: 0 - chosen,all ever used, all 1 - chosen, all 2 - all 3 - do not do anything - maybe basis. More...
 
Gets and sets of most useful data
double getStartingWeight () const
 Starting weight - small emphasizes feasibility, default 1.0e-4. More...
 
void setStartingWeight (double value)
 
double getWeightFactor () const
 Weight factor - weight multiplied by this when changes, default 0.333. More...
 
void setWeightFactor (double value)
 
double getFeasibilityTolerance () const
 Feasibility tolerance - problem essentially feasible if individual infeasibilities less than this. More...
 
void setFeasibilityTolerance (double value)
 
double getReasonablyFeasible () const
 Reasonably feasible. More...
 
void setReasonablyFeasible (double value)
 
double getExitInfeasibility () const
 Exit infeasibility - exit if sum of infeasibilities less than this. More...
 
void setExitInfeasibility (double value)
 
int getMajorIterations () const
 Major iterations. More...
 
void setMajorIterations (int value)
 
int getMinorIterations () const
 Minor iterations. More...
 
void setMinorIterations (int value)
 
int getMinorIterations0 () const
 
void setMinorIterations0 (int value)
 
int getReduceIterations () const
 Reduce weight after this many major iterations. More...
 
void setReduceIterations (int value)
 
int getLogLevel () const
 Amount of information - default of 1 should be okay. More...
 
void setLogLevel (int value)
 
int getLightweight () const
 How lightweight - 0 not, 1 yes, 2 very lightweight. More...
 
void setLightweight (int value)
 
int getStrategy () const
 strategy More...
 
void setStrategy (int value)
 
double getDropEnoughFeasibility () const
 Fine tuning - okay if feasibility drop this factor. More...
 
void setDropEnoughFeasibility (double value)
 
double getDropEnoughWeighted () const
 Fine tuning - okay if weighted obj drop this factor. More...
 
void setDropEnoughWeighted (double value)
 
void setModel (OsiSolverInterface *model)
 Set model. More...
 

Private Member Functions

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)
 
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 Attributes

OsiSolverInterfacemodel_
 Underlying model. More...
 
double djTolerance_
 
double mu_
 
double drop_
 
double muFactor_
 
double stopMu_
 
double smallInfeas_
 
double reasonableInfeas_
 
double exitDrop_
 
double muAtExit_
 
double exitFeasibility_
 
double dropEnoughFeasibility_
 
double dropEnoughWeighted_
 
int * whenUsed_
 
int maxBigIts_
 
int maxIts_
 
int majorIterations_
 
int logLevel_
 
int logFreq_
 
int checkFrequency_
 
int lambdaIterations_
 
int maxIts2_
 
int strategy_
 
int lightWeight_
 

Detailed Description

This class implements a very silly algorithm.

It has no merit apart from the fact that it gets an approximate solution to some classes of problems. Better if vaguely homogeneous. It works on problems where volume algorithm works and often gets a better primal solution but it has no dual solution.

It can also be used as a "crash" to get a problem started. This is probably its most useful function.

It is based on the idea that algorithms with terrible convergence properties may be okay at first. Throw in some random dubious tricks and the resulting code may be worth keeping as long as you don't look at it.

Definition at line 48 of file Idiot.hpp.

Constructor & Destructor Documentation

Idiot::Idiot ( )

Default constructor.

Idiot::Idiot ( OsiSolverInterface model)

Constructor with model.

Idiot::Idiot ( const Idiot )

Copy constructor.

Idiot::~Idiot ( )

Destructor.

Member Function Documentation

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

Assignment operator. This copies the data.

void Idiot::solve ( )

Get an approximate solution with the idiot code.

void Idiot::crash ( int  numberPass,
CoinMessageHandler handler,
const CoinMessages messages,
bool  doCrossover = true 
)

Lightweight "crash".

void Idiot::crossOver ( int  mode)

Use simplex to get an optimal solution mode is how many steps the simplex crossover should take to arrive to an extreme point: 0 - chosen,all ever used, all 1 - chosen, all 2 - all 3 - do not do anything - maybe basis.

  • 16 do presolves
double Idiot::getStartingWeight ( ) const
inline

Starting weight - small emphasizes feasibility, default 1.0e-4.

Definition at line 96 of file Idiot.hpp.

void Idiot::setStartingWeight ( double  value)
inline

Definition at line 99 of file Idiot.hpp.

double Idiot::getWeightFactor ( ) const
inline

Weight factor - weight multiplied by this when changes, default 0.333.

Definition at line 104 of file Idiot.hpp.

void Idiot::setWeightFactor ( double  value)
inline

Definition at line 107 of file Idiot.hpp.

double Idiot::getFeasibilityTolerance ( ) const
inline

Feasibility tolerance - problem essentially feasible if individual infeasibilities less than this.

default 0.1

Definition at line 113 of file Idiot.hpp.

void Idiot::setFeasibilityTolerance ( double  value)
inline

Definition at line 116 of file Idiot.hpp.

double Idiot::getReasonablyFeasible ( ) const
inline

Reasonably feasible.

Dubious method concentrates more on objective when sum of infeasibilities less than this. Very dubious default value of (Number of rows)/20

Definition at line 122 of file Idiot.hpp.

void Idiot::setReasonablyFeasible ( double  value)
inline

Definition at line 125 of file Idiot.hpp.

double Idiot::getExitInfeasibility ( ) const
inline

Exit infeasibility - exit if sum of infeasibilities less than this.

Default -1.0 (i.e. switched off)

Definition at line 130 of file Idiot.hpp.

void Idiot::setExitInfeasibility ( double  value)
inline

Definition at line 133 of file Idiot.hpp.

int Idiot::getMajorIterations ( ) const
inline

Major iterations.

stop after this number. Default 30. Use 2-5 for "crash" 50-100 for serious crunching

Definition at line 138 of file Idiot.hpp.

void Idiot::setMajorIterations ( int  value)
inline

Definition at line 141 of file Idiot.hpp.

int Idiot::getMinorIterations ( ) const
inline

Minor iterations.

Do this number of tiny steps before deciding whether to change weights etc. Default - dubious sqrt(Number of Rows). Good numbers 105 to 405 say (5 is dubious method of making sure idiot is not trying to be clever which it may do every 10 minor iterations)

Definition at line 150 of file Idiot.hpp.

void Idiot::setMinorIterations ( int  value)
inline

Definition at line 153 of file Idiot.hpp.

int Idiot::getMinorIterations0 ( ) const
inline

Definition at line 157 of file Idiot.hpp.

void Idiot::setMinorIterations0 ( int  value)
inline

Definition at line 160 of file Idiot.hpp.

int Idiot::getReduceIterations ( ) const
inline

Reduce weight after this many major iterations.

It may get reduced before this but this is a maximum. Default 3. 3-10 plausible.

Definition at line 166 of file Idiot.hpp.

void Idiot::setReduceIterations ( int  value)
inline

Definition at line 169 of file Idiot.hpp.

int Idiot::getLogLevel ( ) const
inline

Amount of information - default of 1 should be okay.

Definition at line 173 of file Idiot.hpp.

void Idiot::setLogLevel ( int  value)
inline

Definition at line 176 of file Idiot.hpp.

int Idiot::getLightweight ( ) const
inline

How lightweight - 0 not, 1 yes, 2 very lightweight.

Definition at line 180 of file Idiot.hpp.

void Idiot::setLightweight ( int  value)
inline

Definition at line 183 of file Idiot.hpp.

int Idiot::getStrategy ( ) const
inline

strategy

Definition at line 187 of file Idiot.hpp.

void Idiot::setStrategy ( int  value)
inline

Definition at line 190 of file Idiot.hpp.

double Idiot::getDropEnoughFeasibility ( ) const
inline

Fine tuning - okay if feasibility drop this factor.

Definition at line 194 of file Idiot.hpp.

void Idiot::setDropEnoughFeasibility ( double  value)
inline

Definition at line 197 of file Idiot.hpp.

double Idiot::getDropEnoughWeighted ( ) const
inline

Fine tuning - okay if weighted obj drop this factor.

Definition at line 201 of file Idiot.hpp.

void Idiot::setDropEnoughWeighted ( double  value)
inline

Definition at line 204 of file Idiot.hpp.

void Idiot::setModel ( OsiSolverInterface model)
inline

Set model.

Definition at line 208 of file Idiot.hpp.

void Idiot::solve2 ( CoinMessageHandler handler,
const CoinMessages messages 
)

Stuff for internal use.

Does actual work

IdiotResult Idiot::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 
)
private
int Idiot::dropping ( IdiotResult  result,
double  tolerance,
double  small,
int *  nbad 
)
private
IdiotResult Idiot::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 
)
private
int Idiot::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

Member Data Documentation

OsiSolverInterface* Idiot::model_
private

Underlying model.

Definition at line 255 of file Idiot.hpp.

double Idiot::djTolerance_
private

Definition at line 257 of file Idiot.hpp.

double Idiot::mu_
private

Definition at line 258 of file Idiot.hpp.

double Idiot::drop_
private

Definition at line 259 of file Idiot.hpp.

double Idiot::muFactor_
private

Definition at line 260 of file Idiot.hpp.

double Idiot::stopMu_
private

Definition at line 261 of file Idiot.hpp.

double Idiot::smallInfeas_
private

Definition at line 262 of file Idiot.hpp.

double Idiot::reasonableInfeas_
private

Definition at line 263 of file Idiot.hpp.

double Idiot::exitDrop_
private

Definition at line 264 of file Idiot.hpp.

double Idiot::muAtExit_
private

Definition at line 265 of file Idiot.hpp.

double Idiot::exitFeasibility_
private

Definition at line 266 of file Idiot.hpp.

double Idiot::dropEnoughFeasibility_
private

Definition at line 267 of file Idiot.hpp.

double Idiot::dropEnoughWeighted_
private

Definition at line 268 of file Idiot.hpp.

int* Idiot::whenUsed_
private

Definition at line 269 of file Idiot.hpp.

int Idiot::maxBigIts_
private

Definition at line 270 of file Idiot.hpp.

int Idiot::maxIts_
private

Definition at line 271 of file Idiot.hpp.

int Idiot::majorIterations_
private

Definition at line 272 of file Idiot.hpp.

int Idiot::logLevel_
private

Definition at line 273 of file Idiot.hpp.

int Idiot::logFreq_
private

Definition at line 274 of file Idiot.hpp.

int Idiot::checkFrequency_
private

Definition at line 275 of file Idiot.hpp.

int Idiot::lambdaIterations_
private

Definition at line 276 of file Idiot.hpp.

int Idiot::maxIts2_
private

Definition at line 277 of file Idiot.hpp.

int Idiot::strategy_
private

Definition at line 278 of file Idiot.hpp.

int Idiot::lightWeight_
private

Definition at line 296 of file Idiot.hpp.


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