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...

Idiot &	operator= (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)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

double	getWeightFactor () const
	Weight factor - weight multiplied by this when changes, default 0.333. More...

void	setWeightFactor (double value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

double	getFeasibilityTolerance () const
	Feasibility tolerance - problem essentially feasible if individual infeasibilities less than this. More...

void	setFeasibilityTolerance (double value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

double	getReasonablyFeasible () const
	Reasonably feasible. More...

void	setReasonablyFeasible (double value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

double	getExitInfeasibility () const
	Exit infeasibility - exit if sum of infeasibilities less than this. More...

void	setExitInfeasibility (double value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

int	getMajorIterations () const
	Major iterations. More...

void	setMajorIterations (int value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

int	getMinorIterations () const
	Minor iterations. More...

void	setMinorIterations (int value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

int	getMinorIterations0 () const
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

void	setMinorIterations0 (int value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

int	getReduceIterations () const
	Reduce weight after this many major iterations. More...

void	setReduceIterations (int value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

int	getLogLevel () const
	Amount of information - default of 1 should be okay. More...

void	setLogLevel (int value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

int	getLightweight () const
	How lightweight - 0 not, 1 yes, 2 very lightweight. More...

void	setLightweight (int value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

int	getStrategy () const
	strategy More...

void	setStrategy (int value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

double	getDropEnoughFeasibility () const
	Fine tuning - okay if feasibility drop this factor. More...

void	setDropEnoughFeasibility (double value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

double	getDropEnoughWeighted () const
	Fine tuning - okay if weighted obj drop this factor. More...

void	setDropEnoughWeighted (double value)
	Starting weight - small emphasizes feasibility, default 1.0e-4. More...

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
OsiSolverInterface *	model_
	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 93 of file Idiot.hpp.

References mu_.

void Idiot::setStartingWeight ( double value )

inline

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

Definition at line 97 of file Idiot.hpp.

References mu_.

double Idiot::getWeightFactor ( ) const

inline

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

Definition at line 103 of file Idiot.hpp.

References muFactor_.

void Idiot::setWeightFactor ( double value )

inline

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

Definition at line 107 of file Idiot.hpp.

References muFactor_.

double Idiot::getFeasibilityTolerance ( ) const

inline

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

default 0.1

Definition at line 114 of file Idiot.hpp.

References smallInfeas_.

void Idiot::setFeasibilityTolerance ( double value )

inline

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

Definition at line 118 of file Idiot.hpp.

References smallInfeas_.

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 125 of file Idiot.hpp.

References reasonableInfeas_.

void Idiot::setReasonablyFeasible ( double value )

inline

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

Definition at line 129 of file Idiot.hpp.

References reasonableInfeas_.

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 135 of file Idiot.hpp.

References exitFeasibility_.

void Idiot::setExitInfeasibility ( double value )

inline

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

Definition at line 139 of file Idiot.hpp.

References exitFeasibility_.

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 145 of file Idiot.hpp.

References majorIterations_.

void Idiot::setMajorIterations ( int value )

inline

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

Definition at line 149 of file Idiot.hpp.

References majorIterations_.

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 159 of file Idiot.hpp.

References maxIts2_.

void Idiot::setMinorIterations ( int value )

inline

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

Definition at line 163 of file Idiot.hpp.

References maxIts2_.

int Idiot::getMinorIterations0 ( ) const

inline

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

Definition at line 168 of file Idiot.hpp.

References maxIts_.

void Idiot::setMinorIterations0 ( int value )

inline

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

Definition at line 172 of file Idiot.hpp.

References maxIts_.

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 179 of file Idiot.hpp.

References maxBigIts_.

void Idiot::setReduceIterations ( int value )

inline

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

Definition at line 183 of file Idiot.hpp.

References maxBigIts_.

int Idiot::getLogLevel ( ) const

inline

Amount of information - default of 1 should be okay.

Definition at line 188 of file Idiot.hpp.

References logLevel_.

void Idiot::setLogLevel ( int value )

inline

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

Definition at line 192 of file Idiot.hpp.

References logLevel_.

int Idiot::getLightweight ( ) const

inline

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

Definition at line 197 of file Idiot.hpp.

References lightWeight_.

void Idiot::setLightweight ( int value )

inline

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

Definition at line 201 of file Idiot.hpp.

References lightWeight_.

int Idiot::getStrategy ( ) const

inline

strategy

Definition at line 206 of file Idiot.hpp.

References strategy_.

void Idiot::setStrategy ( int value )

inline

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

Definition at line 210 of file Idiot.hpp.

References strategy_.

double Idiot::getDropEnoughFeasibility ( ) const

inline

Fine tuning - okay if feasibility drop this factor.

Definition at line 215 of file Idiot.hpp.

References dropEnoughFeasibility_.

void Idiot::setDropEnoughFeasibility ( double value )

inline

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

Definition at line 219 of file Idiot.hpp.

References dropEnoughFeasibility_.

double Idiot::getDropEnoughWeighted ( ) const

inline

Fine tuning - okay if weighted obj drop this factor.

Definition at line 224 of file Idiot.hpp.

References dropEnoughWeighted_.

void Idiot::setDropEnoughWeighted ( double value )

inline

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

Definition at line 228 of file Idiot.hpp.

References dropEnoughWeighted_.

void Idiot::setModel ( OsiSolverInterface * model )

inline

Set model.

Definition at line 233 of file Idiot.hpp.

References model_.

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
	)