BonHeuristicDiveFractional.cpp

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// Copyright (C) 2007, International Business Machines Corporation and others. 
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors :
// Joao P. Goncalves, International Business Machines Corporation
//
// Date : November 12, 2007

#include "CoinPragma.hpp"
#include "BonHeuristicDiveFractional.hpp"
#include "CbcModel.hpp"

namespace Bonmin
{
  HeuristicDiveFractional::HeuristicDiveFractional() 
    :
    HeuristicDive()
  {}

  HeuristicDiveFractional::HeuristicDiveFractional(BonminSetup * setup)
    :
    HeuristicDive(setup)
  {
    Initialize(setup->options());    
  }

  HeuristicDiveFractional::HeuristicDiveFractional(const HeuristicDiveFractional &copy)
    :
    HeuristicDive(copy)
  {}

  HeuristicDiveFractional & 
  HeuristicDiveFractional::operator=( const HeuristicDiveFractional& rhs)
  {
    if (this!=&rhs) {
      HeuristicDive::operator=(rhs);
    }
    return *this;
  }

  CbcHeuristic *
  HeuristicDiveFractional::clone() const
  {
    return new HeuristicDiveFractional(*this);
  }

  void
  HeuristicDiveFractional::setInternalVariables(TMINLP2TNLP* minlp)
  {
    // no variables to set
  }

  void
  HeuristicDiveFractional::selectVariableToBranch(TMINLP2TNLP* minlp,
                                                  const vector<int> & integerColumns,
                                                  const double* newSolution,
                                                  int& bestColumn,
                                                  int& bestRound)
  {
    double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance);
    
    const double* x_l = minlp->x_l();
    const double* x_u = minlp->x_u();

    // select a fractional variable to bound
    double smallestFraction = COIN_DBL_MAX;
    bestColumn = -1;
    bestRound = -1; // -1 rounds down, +1 rounds up
    for(int iIntCol=0; iIntCol<(int)integerColumns.size(); iIntCol++) {
      int iColumn = integerColumns[iIntCol];
      double value=newSolution[iColumn];
      if (fabs(floor(value+0.5)-value)>integerTolerance) {
        double below = floor(value);
        double downFraction = COIN_DBL_MAX;
        if(below >= x_l[iColumn])
          downFraction = value-below;
        double above = ceil(value);
        double upFraction = COIN_DBL_MAX;
        if(above <= x_u[iColumn])
          upFraction = ceil(value)-value;
        double fraction = 0;
        int round = 0;
        if(downFraction < upFraction) {
          fraction = downFraction;
          round = -1;
        } else if(downFraction > upFraction) {
          fraction = upFraction;
          round = 1;
        } else {
          double randomNumber = CoinDrand48();
          if(randomNumber<0.5) {
            fraction = downFraction;
            round = -1;
          } else {
            fraction = upFraction;
            round = 1;
          }       
        }
        if(fraction<smallestFraction) {
          smallestFraction = fraction;
          bestColumn = iColumn;
          bestRound = round;
        }
      }
    }

  }

  void
  HeuristicDiveFractional::registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions){
    roptions->SetRegisteringCategory("Primal Heuristics", RegisteredOptions::BonminCategory);
   roptions->AddStringOption2(
     "heuristic_dive_fractional",
     "if yes runs the Dive Fractional heuristic",
     "no",
     "no", "",
     "yes", "",
     "");
   roptions->setOptionExtraInfo("heuristic_dive_fractional", 63);
  }

  void 
  HeuristicDiveFractional::Initialize(Ipopt::SmartPtr<Ipopt::OptionsList> options){
  }

}