BonHeuristicRINS.cpp

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// (C) Copyright CNRS and International Business Machines Corporation
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors :
// Pierre Bonami, LIF Université de la Méditérannée-CNRS
// Joao Goncalves, International Business Machines Corporation
//
// Date : 06/18/2008

#include "BonHeuristicRINS.hpp"
#include "CbcModel.hpp"
#include "OsiBranchingObject.hpp"

//#define DEBUG_BON_HEURISTIC_RINS

namespace Bonmin {

  HeuristicRINS::HeuristicRINS():
    LocalSolverBasedHeuristic(),
    howOften_(10),
    numberSolutions_(0)
  {}
  HeuristicRINS::HeuristicRINS(BonminSetup * setup):
    LocalSolverBasedHeuristic(setup),
    howOften_(10),
    numberSolutions_(0){
  }

  HeuristicRINS::HeuristicRINS
  (const HeuristicRINS &other):
    LocalSolverBasedHeuristic(other),
    howOften_(other.howOften_),
    numberSolutions_(other.numberSolutions_)
  {}

  HeuristicRINS::~HeuristicRINS(){
  }

  int
  HeuristicRINS::solution(double & objectiveValue,
                          double * newSolution)
  {
    if(!howOften_ || model_->getNodeCount() % howOften_ != 0) return 0;
    numberSolutions_=model_->getSolutionCount();

    const double * bestSolution = model_->bestSolution();
    if (!bestSolution){
#ifdef DEBUG_BON_HEURISTIC_RINS
    std::cout<<"exited RINS b"<<std::endl;
#endif
      return 0; // No solution found yet
    }
    OsiTMINLPInterface * nlp = dynamic_cast<OsiTMINLPInterface *>
                               (model_->solver());
    if(nlp == NULL){
       nlp = dynamic_cast<OsiTMINLPInterface *>
                         (setup_->nonlinearSolver()->clone());
     }
     else {
       nlp = dynamic_cast<OsiTMINLPInterface *>(nlp->clone());
    }

    int numberIntegers = model_->numberIntegers();
    const int * integerVariable = model_->integerVariable();

    const double * currentSolution = model_->getColSolution();

    double primalTolerance;
    nlp->getDblParam(OsiPrimalTolerance,primalTolerance);

    int nFix=0;
    for (int i=0; i<numberIntegers; i++) {
      int iColumn=integerVariable[i];
      const OsiObject * object = model_->object(i);
      // get original bounds
      double originalLower;
      double originalUpper;
      getIntegerInformation(object, originalLower, originalUpper); 
      double valueInt=bestSolution[iColumn];
      if (valueInt<originalLower) {
        valueInt=originalLower;
      } else if (valueInt>originalUpper) {
        valueInt=originalUpper;
      }
      if (fabs(currentSolution[iColumn]-valueInt)<10.0*primalTolerance) {
        double nearest=floor(valueInt+0.5);
        nlp->setColLower(iColumn,nearest);
        nlp->setColUpper(iColumn,nearest);
        nFix++;
      }
    }

    int r_val = 0;
    if(nFix > numberIntegers/10) {
#ifdef DEBUG_BON_HEURISTIC_RINS
      std::cout<<"cutoff = "<<model_->getCutoff()<<std::endl;
#endif
      r_val = doLocalSearch(nlp, newSolution, objectiveValue, model_->getCutoff(), "rins.");
#ifdef DEBUG_BON_HEURISTIC_RINS
      std::cout<<"executed RINS "<<r_val<<std::endl;
#endif
    }
    else {numberSolutions_ --;}

    if(r_val > 0) {
      numberSolutions_ = model_->getSolutionCount() + 1;
      howOften_ = std::max(10, howOften_ / 2);
    }
    else
      howOften_ = std::min(10000,2*howOften_);
    return r_val;
  }

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

   void 
   HeuristicRINS::Initialize(Ipopt::SmartPtr<Ipopt::OptionsList> options){
   }
}/* ends bonmin namespace*/