CouenneFPFindSolution.cpp

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/* $Id: CouenneFPFindSolution.cpp 1071 2014-03-13 01:35:13Z pbelotti $
 *
 * Name:    CouenneFPFindSolution.cpp
 * Authors: Pietro Belotti
 *          Timo Berthold, ZIB Berlin
 * Purpose: Find solution by looping through MILP solvers/heuristics
 * 
 * This file is licensed under the Eclipse Public License (EPL)
 */

#include "CoinTime.hpp"

#include "CouenneFeasPump.hpp"
#include "CouenneFPpool.hpp"
#include "CouenneProblem.hpp"
#include "CouenneExprVar.hpp"

#include "cons_rowcuts.h"

#ifdef COIN_HAS_SCIP
#include "scip/scip.h"
#endif

using namespace Couenne;

double CouenneFeasPump::findSolution (const double *nSol, double* &iSol, int niter, int* nsuciter) {


  // What order should we use? I suggest we use priorities, assigned
  // at the beginning but changeable in the event of multiple failures
  // (or successes) of a given method.
  //
  // Rule of thumb: 
  //
  // 1) Assign all methods i a number p[i] (for instance those in the
  //    list above)
  //
  // 2) Call each in the order defined by p[i], return a solution if
  //    found, otherwise proceed to next method
  //
  // 3) If K consecutive successes at finding new solution (not
  //    necessarily new best feasible), --p[i]
  //
  // 4) if H consecutive failures, ++p[i]

  double obj;


  if (0) {
    static int nSolves = 0;
    char name [40];
    sprintf (name, "fp_milp_%d", nSolves++);
    milp_ -> writeLp (name);
  }

#ifdef COIN_HAS_SCIP

  if (useSCIP_ && problem_ -> nIntVars () > 0) { // if LP, use Clp below

    SCIP_RETCODE retcode = ScipSolve (nSol, iSol, niter, nsuciter, obj);

    if (retcode != SCIP_OKAY) {

      printf ("Couenne Feasibility Pump: SCIP did not return a feasible solution\n");
      obj = COIN_DBL_MAX;
    }
  } else

#endif      
  {

    milp_ -> messageHandler () -> setLogLevel (0);

    if (problem_ -> nIntVars () > 0) milp_ -> branchAndBound ();
    else                             milp_ -> initialSolve ();

    if (!iSol)
      iSol = new CouNumber [problem_ -> nVars ()];

    if (milp_ -> getColSolution ())
      CoinCopyN (milp_ -> getColSolution (), problem_ -> nVars (), iSol);
    else {

      if (iSol)
        delete [] iSol;
      iSol = NULL;
    }

    obj = milp_ -> getObjValue ();
  }

  return obj;
}

void CouenneFeasPump::init_MILP () {}