00001
00002
00003 #ifndef CglTwomir_H
00004 #define CglTwomir_H
00005
00006 #include <string>
00007
00008 #include "CglCutGenerator.hpp"
00009 #include "CoinFactorization.hpp"
00010
00011 typedef struct
00012 {
00013
00014 int nz;
00015 int max_nz;
00016 double *coeff;
00017 int *index;
00018 double rhs;
00019 char sense;
00020
00021 } DGG_constraint_t;
00022
00023 typedef struct{
00024 int n;
00025 DGG_constraint_t **c;
00026 int *ctype;
00027 double *alpha;
00028 } DGG_list_t;
00029
00030
00031 typedef struct{
00032 int q_min;
00033 int q_max;
00034 int t_min;
00035 int t_max;
00036 int a_max;
00037 int max_elements;
00038 } cutParams;
00039
00040 typedef struct
00041 {
00042 int ncol,
00043 nrow,
00044 ninteger;
00045
00046 int nbasic_col,
00047 nbasic_row;
00048
00049
00050 int *info;
00051 double *lb;
00052 double *ub;
00053 double *x;
00054 double *rc;
00055 double *opt_x;
00056
00057 cutParams cparams;
00058 } DGG_data_t;
00059
00060
00061
00062
00063
00064
00065
00066
00067
00068 #define DGG_isBasic(data,idx) ((data->info[idx])&1)
00069 #define DGG_isInteger(data,idx) ((data->info[idx] >> 1)&1)
00070 #define DGG_isStructural(data,idx) ((data->info[idx] >> 2)&1)
00071 #define DGG_isEqualityConstraint(data,idx) ((data->info[idx] >> 3)&1)
00072 #define DGG_isNonBasicAtUB(data,idx) ((data->info[idx] >> 4)&1)
00073 #define DGG_isNonBasicAtLB(data,idx) ((data->info[idx] >> 5)&1)
00074 #define DGG_isConstraintBoundedAbove(data,idx) ((data->info[idx] >> 6)&1)
00075 #define DGG_isConstraintBoundedBelow(data,idx) ((data->info[idx] >> 7)&1)
00076
00077 #define DGG_setIsBasic(data,idx) ((data->info[idx]) |= 1)
00078 #define DGG_setIsInteger(data,idx) ((data->info[idx]) |= (1<<1))
00079 #define DGG_setIsStructural(data,idx) ((data->info[idx]) |= (1<<2))
00080 #define DGG_setEqualityConstraint(data,idx) ((data->info[idx]) |= (1<<3))
00081 #define DGG_setIsNonBasicAtUB(data,idx) ((data->info[idx]) |= (1<<4))
00082 #define DGG_setIsNonBasicAtLB(data,idx) ((data->info[idx]) |= (1<<5))
00083 #define DGG_setIsConstraintBoundedAbove(data,idx) ((data->info[idx]) |= (1<<6))
00084 #define DGG_setIsConstraintBoundedBelow(data,idx) ((data->info[idx]) |= (1<<7))
00085
00086 class CoinWarmStartBasis;
00088 class CglTwomir : public CglCutGenerator {
00089
00090 friend void CglTwomirUnitTest(const OsiSolverInterface * siP,
00091 const std::string mpdDir );
00092
00093
00094 public:
00095
00097 mutable std::string probname_;
00098
00104 virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
00105 const CglTreeInfo info = CglTreeInfo()) const;
00107 virtual bool needsOptimalBasis() const;
00108
00111
00112 void setMirScale (int tmin, int tmax) {t_min_ = tmin; t_max_ = tmax;}
00113 void setTwomirScale (int qmin, int qmax) {q_min_ = qmin; q_max_ = qmax;}
00114 void setAMax (int a) {a_max_ = a;}
00115 void setMaxElements (int n) {max_elements_ = n;}
00116 void setCutTypes (bool mir, bool twomir, bool tab, bool form)
00117 { do_mir_ = mir; do_2mir_ = twomir; do_tab_ = tab; do_form_ = form;}
00118 void setFormulationRows (int n) {form_nrows_ = n;}
00119
00121 int getTmin() const {return t_min_;}
00122 int getTmax() const {return t_max_;}
00123 int getQmin() const {return q_min_;}
00124 int getQmax() const {return q_max_;}
00125 int getAmax() const {return a_max_;}
00126 int getMaxElements() const {return max_elements_;}
00127 int getIfMir() const { return do_mir_;}
00128 int getIfTwomir() const { return do_2mir_;}
00129 int getIfTableau() const { return do_tab_;}
00130 int getIfFormulation() const { return do_form_;}
00132
00135
00136 CglTwomir ();
00137
00139 CglTwomir (const CglTwomir &);
00140
00142 virtual CglCutGenerator * clone() const;
00143
00145 CglTwomir & operator=(const CglTwomir& rhs);
00146
00148 virtual ~CglTwomir ();
00150 virtual std::string generateCpp( FILE * fp);
00152
00153 private:
00154
00157 bool do_mir_;
00158 bool do_2mir_;
00159 bool do_tab_;
00160 bool do_form_;
00161
00162 int t_min_;
00163 int t_max_;
00164 int q_min_;
00165 int q_max_;
00166 int a_max_;
00167 int max_elements_;
00168
00169 int form_nrows_;
00171 };
00172
00173
00174
00175
00176
00177
00178
00179
00180
00181
00182
00183
00184
00185
00186
00187 #define DGG_DEBUG_DGG 1
00188 #define DGG_TRACE_ERRORS 0
00189 #define DGG_DISPLAY 0
00190 #define DGG_AUTO_CHECK_CUT_OFF_OPTIMAL 1
00191
00192
00193
00194 #define DGG_DEFAULT_METHOD 2
00195 #define DGG_DEFAULT_TMIN 1
00196 #define DGG_DEFAULT_TMAX 1
00197 #define DGG_DEFAULT_TAUMIN 2
00198 #define DGG_DEFAULT_TAUMAX 6
00199 #define DGG_DEFAULT_MAX_CUTS 500
00200 #define DGG_DEFAULT_IMPROVEMENT_THRESH 0.001
00201 #define DGG_DEFAULT_NBELOW_THRESH INT_MAX
00202 #define DGG_DEFAULT_NROOT_ROUNDS 2
00203 #define DGG_DEFAULT_NEGATIVE_SCALED_TWOSTEPS 0
00204 #define DGG_DEFAULT_ALPHA_RULE 0
00205 #define DGG_DEFAULT_CUT_INC 250
00206 #define DGG_DEFAULT_CUT_FORM 0
00207 #define DGG_DEFAULT_NICEFY 0
00208 #define DGG_DEFAULT_ONLY_DELAYED 0
00209 #define DGG_DEFAULT_DELAYED_FREQ 9999999
00210 #define DGG_DEFAULT_LPROWS_FREQ 9999999
00211 #define DGG_DEFAULT_WHICH_FORMULATION_CUTS 2
00212
00213
00214
00215 #define DGG_OSI 0
00216 #define DGG_CPX 1
00217 #define DGG_QSO 2
00218
00219
00220 #define DGG_SOLVER DGG_OSI
00221
00222
00223 #define DGG_DEBUG_SOLVER 0
00224
00225
00226 #define DGG_SOLVER_SCREEN_FLAG 0
00227
00228
00229
00230
00231 #define DGG_TMIR_CUT 1
00232 #define DGG_2STEP_CUT 2
00233
00234
00235 #define DGG_ALPHA_MIN_SUM 0
00236 #define DGG_ALPHA_RANDOM_01 1
00237 #define DGG_ALPHA_RANDOM_COEFF 2
00238 #define DGG_ALPHA_ALL 3
00239 #define DGG_ALPHA_MAX_STEEP 5
00240
00241
00242
00243
00244 #define DGG_MIN_STEEPNESS 1.0e-4
00245 #define DGG_MAX_L2NORM 1.0e7
00246
00247
00248 #define DGG_NORM_CRITERIA 1
00249
00250
00251 #define UB_MAX DBL_MAX
00252 #define LB_MIN DBL_MIN
00253
00254
00255
00256
00257 #define DGG_GOMORY_THRESH 0.005
00258
00259 #define DGG_RHS_THRESH 0.005
00260
00261
00262
00263
00264
00265 #define DGG_BOUND_THRESH 1.0e-6
00266
00267
00268
00269 #define DGG_EQUALITY_THRESH 1.0e-5
00270
00271
00272
00273 #define DGG_SHIFT_THRESH 1.0e-6
00274
00275
00276
00277
00278 #define DGG_INTEGRALITY_THRESH 1.0e-10
00279
00280
00281
00282 #define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-8
00283
00284
00285
00286 #define DGG_MIN_RHO 1.0e-7
00287 #define DGG_MIN_ALPHA 1.0e-7
00288
00289
00290 #define DGG_NULL_SLACK 1.0e-5
00291
00292
00293 #define DGG_NICEFY_MIN_ABSVALUE 1.0e-13
00294 #define DGG_NICEFY_MIN_FIX 1.0e-7
00295 #define DGG_NICEFY_MAX_PADDING 1.0e-6
00296 #define DGG_NICEFY_MAX_RATIO 1.0e9
00297
00298
00299
00300 #if DGG_TRACE_ERRORS > 0
00301
00302 #define __DGG_PRINT_LOC__(F) fprintf(((F==0)?stdout:F), " in %s (%s:%d)\n", __func__, __FILE__, __LINE__)
00303
00304 #define DGG_THROW(A,REST...) {\
00305 fprintf(stdout, ##REST); \
00306 __DGG_PRINT_LOC__(stdout); \
00307 return (A);}
00308
00309 #define DGG_IF_EXIT(A,B,REST...) {\
00310 if(A) {\
00311 fprintf(stdout, ##REST); \
00312 __DGG_PRINT_LOC__(stdout); \
00313 exit(B);}}
00314
00315 #define DGG_CHECKRVAL(A,B) {\
00316 if(A) {\
00317 __DGG_PRINT_LOC__(stdout); \
00318 return B; } }
00319
00320 #define DGG_CHECKRVAL1(A,B) {\
00321 if(A) {\
00322 __DGG_PRINT_LOC__(stdout); \
00323 rval = B; goto CLEANUP; } }
00324
00325 #define DGG_WARNING(A, REST...) {\
00326 if(A) {\
00327 fprintf(stdout, ##REST); \
00328 __DGG_PRINT_LOC__(stdout); \
00329 }}
00330
00331 #define DGG_TEST(A,B,REST...) {\
00332 if(A) DGG_THROW(B,##REST) }
00333
00334 #define DGG_TEST2(A,B,C,REST) {DGG_TEST(A,B,C,REST) }
00335 #define DGG_TEST3(A,B,C,D,REST) {DGG_TEST(A,B,C,D,REST) }
00336
00337 #else
00338
00339 #define DGG_IF_EXIT(A,B,REST) {if(A) {fprintf(stdout, REST);exit(B);}}
00340
00341 #define DGG_THROW(A,B) return(A)
00342
00343 #define DGG_CHECKRVAL(A,B) { if(A) return(B); }
00344 #define DGG_CHECKRVAL1(A,B){ if(A) { rval = B; goto CLEANUP; } }
00345
00346 #define DGG_TEST(A,B,REST) { if(A) return(B);}
00347 #define DGG_TEST2(A,B,REST,C) { DGG_TEST(A,B,REST) }
00348 #define DGG_TEST3(A,B,REST,C,D) { DGG_TEST(A,B,REST) }
00349
00350 #endif
00351
00352
00353
00354 #define DGG_MIN(a,b) ( (a<b)?a:b )
00355 #define DGG_MAX(a,b) ( (a>b)?a:b )
00356 #define KREM(vht,alpha,tau) (DGG_MIN( ceil(vht / alpha), tau ) - 1)
00357 #define LMIN(vht, d, bht) (DGG_MIN( floor(d*bht/bht), d))
00358 #define ABOV(v) (v - floor(v))
00359 #define QINT(vht,bht,tau) ( (int)floor( (vht*(tau-1))/bht ) )
00360 #define V2I(bht,tau,i) ( ((i+1)*bht / tau) )
00361
00362 int DGG_is_even(double vht, double bht, int tau, int q);
00363 double frac_part(double value);
00364 int DGG_is_a_multiple_of_b(double a, double b);
00365
00366
00367
00368 int DGG_freeData( DGG_data_t *data );
00369
00370
00371 DGG_constraint_t* DGG_newConstraint(int max_arrays);
00372 void DGG_freeConstraint(DGG_constraint_t *c);
00373 DGG_constraint_t *DGG_copyConstraint(DGG_constraint_t *c);
00374 void DGG_scaleConstraint(DGG_constraint_t *c, int t);
00375
00376
00377 void DGG_list_init (DGG_list_t *l);
00378 int DGG_list_addcut (DGG_list_t *l, DGG_constraint_t *cut, int ctype, double alpha);
00379 void DGG_list_delcut (DGG_list_t *l, int i);
00380 void DGG_list_free(DGG_list_t *l);
00381
00382
00383 DGG_data_t *DGG_getData(const void *solver_ptr);
00384
00385
00386
00387
00388
00389
00390
00391
00392
00393
00394
00395
00396
00397 int DGG_transformConstraint( DGG_data_t *data,
00398 double **x_out,
00399 double **rc_out,
00400 char **isint_out,
00401 DGG_constraint_t *constraint );
00402
00403
00404
00405
00406
00407
00408 int DGG_unTransformConstraint( DGG_data_t *data,
00409 DGG_constraint_t *constraint );
00410
00411
00412
00413
00414 int DGG_substituteSlacks( const void *solver_ptr,
00415 DGG_data_t *data,
00416 DGG_constraint_t *cut );
00417
00418 int DGG_nicefyConstraint( const void *solver_ptr,
00419 DGG_data_t *data,
00420 DGG_constraint_t *cut);
00421
00422
00423 int DGG_getFormulaConstraint( int row_idx,
00424 const void *solver_ptr,
00425 DGG_data_t *data,
00426 DGG_constraint_t* row );
00427
00428 int DGG_getTableauConstraint( int index,
00429 const void *solver_ptr,
00430 DGG_data_t *data,
00431 DGG_constraint_t* tabrow,
00432 const int * colIsBasic,
00433 const int * rowIsBasic,
00434 CoinFactorization & factorization,
00435 int mode );
00436
00437 DGG_constraint_t* DGG_getSlackExpression(const void *solver_ptr, DGG_data_t* data, int row_index);
00438
00439 int DGG_generateTabRowCuts( DGG_list_t *list,
00440 DGG_data_t *data,
00441 const void *solver_ptr );
00442
00443 int DGG_generateFormulationCuts( DGG_list_t *list,
00444 DGG_data_t *data,
00445 const void *solver_ptr,
00446 int nrows);
00447
00448
00449 int DGG_generateFormulationCutsFromBase( DGG_constraint_t *base,
00450 double slack,
00451 DGG_list_t *list,
00452 DGG_data_t *data,
00453 const void *solver_ptr );
00454
00455 int DGG_generateCutsFromBase( DGG_constraint_t *base,
00456 DGG_list_t *list,
00457 DGG_data_t *data,
00458 const void *solver_ptr );
00459
00460 int DGG_buildMir( char *isint,
00461 DGG_constraint_t *base,
00462 DGG_constraint_t **cut_out );
00463
00464 int DGG_build2step( double alpha,
00465 char *isint,
00466 DGG_constraint_t *base,
00467 DGG_constraint_t **cut_out );
00468
00469 int DGG_addMirToList ( DGG_constraint_t *base,
00470 char *isint,
00471 double *x,
00472 DGG_list_t *list,
00473 DGG_data_t *data,
00474 DGG_constraint_t *orig_base );
00475
00476 int DGG_add2stepToList ( DGG_constraint_t *base,
00477 char *isint,
00478 double *x,
00479 double *rc,
00480 DGG_list_t *list,
00481 DGG_data_t *data,
00482 DGG_constraint_t *orig_base );
00483
00484
00485
00486 double DGG_cutLHS(DGG_constraint_t *c, double *x);
00487 int DGG_isCutDesirable(DGG_constraint_t *c, DGG_data_t *d);
00488
00489
00490
00491 int DGG_isConstraintViolated(DGG_data_t *d, DGG_constraint_t *c);
00492
00493 int DGG_isBaseTrivial(DGG_data_t *d, DGG_constraint_t* c);
00494 int DGG_is2stepValid(double alpha, double bht);
00495
00496 int DGG_cutsOffPoint(double *x, DGG_constraint_t *cut);
00497
00498
00504 void CglTwomirUnitTest(const OsiSolverInterface * siP,
00505 const std::string mpdDir);
00506
00507
00508 #endif
00509
00510