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;
static T VolAbs(register const T x)
VOL_alpha_factor & operator=(const VOL_alpha_factor &)
double minimum_rel_ascent
terminate if the relative increase in lcost through ascent_check_invl steps is less than this ...
double lambdainit
initial value of lambda
double lambda() const
returns the value of lambda
The user hooks should be overridden by the user to provide the problem specific routines for the volu...
int solve(VOL_user_hooks &hooks, const bool use_preset_dual=false)
Solve the problem using the hooks.
int iter() const
returns the iteration number
VOL_dvector psol
final primal solution (OUTPUT)
VOL_primal & operator=(const VOL_primal &p)
VOL_primal(const int psize, const int dsize)
VOL_dvector()
Default constructor creates a vector of size 0.
VOL_dvector dsol
final dual solution (INPUT/OUTPUT)
#define VOL_TEST_SIZE(size)
void swap(VOL_dvector &w)
swaps the vector with w.
VOL_dvector dual_ub
upper bounds for the duals (if 0 length, then filled with +inf) (INPUT)
void cc(const double alpha, const VOL_primal &p)
This class holds every data for the Volume Algorithm and its solve method must be invoked to solve th...
double granularity
terminate if best_ub - lcost < granularity
int & operator[](const int i)
Return a reference to the i-th entry.
virtual ~VOL_user_hooks()
int ascent_check_invl
through how many iterations does the relative ascent have to reach a minimum
double ubinit
initial upper bound of the value of an integer solution
VOL_ivector()
Default constructor creates a vector of size 0.
void read_params(const char *filename)
Read in the parameters from the file filename.
~VOL_ivector()
The destructor deletes the data array.
VOL_indc & operator=(const VOL_indc &)
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.
VOL_dvector & operator=(const VOL_dvector &w)
Copy w into the vector.
double alphafactor
when little progress is being done, we multiply alpha by alphafactor
enum VOL_swing::condition lastswing
int maxsgriters
maximum number of iterations
double & operator[](const int i)
Return a reference to the i-th entry.
double ascent(const VOL_dvector &v, const VOL_dvector &last_u) const
void clear()
Delete the content of the vector and replace it with a vector of length 0.
void allocate(const int s)
delete the current vector and allocate space for a vector of size s.
double factor(const VOL_parms &parm, const double lcost, const double alpha)
double value
final lagrangian value (OUTPUT)
double alphainit
initial value of alpha
void find_max_viol(const VOL_dvector &dual_lb, const VOL_dvector &dual_ub)
VOL_problem()
Default constructor.
double alpha_
value of alpha
VOL_ivector(const VOL_ivector &x)
Copy constructor makes a replica of x.
int dsize
length of dual solution (INPUT)
double operator[](const int i) const
Return the i-th entry.
void allocate(const int s)
delete the current vector and allocate space for a vector of size s.
int sz
The size of the vector.
int printflag
controls the level of printing.
int iter_
iteration number
double lambda_
value of lambda
VOL_swing & operator=(const VOL_swing &)
VOL_problem & operator=(const VOL_problem &)
VOL_ivector & operator=(const VOL_ivector &v)
Copy w into the vector.
double gap_abs_precision
accept if abs gap is less than this
VOL_primal(const VOL_primal &primal)
int alphaint
number of iterations before we check if alpha should be decreased
int size() const
Return the size of the vector.
double * v
The array holding the vector.
VOL_dvector(const VOL_dvector &x)
Copy constructor makes a replica of x.
int yellowtestinvl
how many consecutive yellow iterations are allowed before changing lambda
VOL_vh & operator=(const VOL_vh &)
VOL_indc(const VOL_indc &)
This class contains the parameters controlling the Volume Algorithm.
VOL_dvector dual_lb
lower bounds for the duals (if 0 length, then filled with -inf) (INPUT)
void clear()
Delete the content of the vector and replace it with a vector of length 0.
int heurinvl
controls how often we run the primal heuristic
VOL_dual(const VOL_dual &dual)
int greentestinvl
how many consecutive green iterations are allowed before changing lambda
int initialize(const bool use_preset_dual)
initializes duals, bounds for the duals, alpha, lambda
double gap_rel_precision
accept if rel gap is less than this
int psize
length of primal solution (INPUT)
int * v
The array holding the vector.
void swap(VOL_ivector &w)
swaps the vector with w.
int printinvl
controls how often do we print
~VOL_dvector()
The destructor deletes the data array.
char * temp_dualfile
name of file for saving dual solution
~VOL_problem()
Destruct the object.
double alpha() const
returns the value of alpha
const double COIN_DBL_MAX
double alphamin
minimum value for alpha
void compute_xrc(const VOL_dvector &pstarx, const VOL_dvector &primalx, const VOL_dvector &rc)
void cc(const double gamma, const VOL_dvector &w)
Convex combination.
#define VOL_TEST_INDEX(i, size)
virtual int compute_rc(const VOL_dvector &u, VOL_dvector &rc)=0
compute reduced costs
VOL_ivector(const int s)
Construct a vector of size s.
int ascent_first_check
when to check for sufficient relative ascent the first time
VOL_parms parm
The parameters controlling the Volume Algorithm (INPUT)
int redtestinvl
how many consecutive red iterations are allowed before changing lambda
void step(const double target, const double lambda, const VOL_dvector &dual_lb, const VOL_dvector &dual_ub, const VOL_dvector &v)
int size() const
Return the size of the vector.
int sz
The size of the vector.
double lfactor(const VOL_parms &parm, const double lambda, const int iter)
VOL_dvector(const int s)
Construct a vector of size s.
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.
VOL_dvector viol
violations (b-Ax) for the relaxed constraints
VOL_dual(const int dsize)
int operator[](const int i) const
Return the i-th entry.
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 primal_abs_precision
accept if max abs viol is less than this
void cond(const VOL_dual &dual, const double lcost, const double ascent, const int iter)
static T VolMax(register const T x, register const T y)
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_dual & operator=(const VOL_dual &p)
double readjust_target(const double oldtarget, const double lcost) const
Checks if lcost is close to the target, if so it increases the target.