// Copyright (C) 2002, International Business Machines // Corporation and others. All Rights Reserved. #ifndef CbcModel_H #define CbcModel_H #include #include #include "CoinFinite.hpp" #include "CoinMessageHandler.hpp" #include "OsiSolverInterface.hpp" #include "OsiBranchingObject.hpp" #include "OsiCuts.hpp" #include "CoinWarmStartBasis.hpp" #include "CbcCompareBase.hpp" #include "CbcMessage.hpp" //class OsiSolverInterface; class CbcCutGenerator; class OsiRowCut; class OsiBabSolver; class OsiRowCutDebugger; class CglCutGenerator; class CbcCutModifier; class CglTreeProbingInfo; class CbcHeuristic; class OsiObject; class CbcTree; class CbcStrategy; class CbcFeasibilityBase; class CbcStatistics; class CbcEventHandler ; class CglPreProcess; # ifdef COIN_HAS_CLP class ClpNodeStuff; #endif // #define CBC_CHECK_BASIS 1 //############################################################################# /** Simple Branch and bound class The initialSolve() method solves the initial LP relaxation of the MIP problem. The branchAndBound() method can then be called to finish using a branch and cut algorithm.

Search Tree Traversal

Subproblems (aka nodes) requiring additional evaluation are stored using the CbcNode and CbcNodeInfo objects. Ancestry linkage is maintained in the CbcNodeInfo object. Evaluation of a subproblem within branchAndBound() proceeds as follows: Note that there is never a node representing the active subproblem; the model and solver represent the active subproblem.

Row (Constraint) Cut Handling

For a typical subproblem, the sequence of events is as follows: See CbcCountRowCut for details of the bookkeeping associated with cut management. */ class CbcModel { public: enum CbcIntParam { /** The maximum number of nodes before terminating */ CbcMaxNumNode=0, /** The maximum number of solutions before terminating */ CbcMaxNumSol, /** Fathoming discipline Controls objective function comparisons for purposes of fathoming by bound or determining monotonic variables. If 1, action is taken only when the current objective is strictly worse than the target. Implementation is handled by adding a small tolerance to the target. */ CbcFathomDiscipline, /** Adjusts printout 1 does different node message with number unsatisfied on last branch */ CbcPrinting, /** Just a marker, so that a static sized array can store parameters. */ CbcLastIntParam }; enum CbcDblParam { /** The maximum amount the value of an integer variable can vary from integer and still be considered feasible. */ CbcIntegerTolerance=0, /** The objective is assumed to worsen by this amount for each integer infeasibility. */ CbcInfeasibilityWeight, /** The amount by which to tighten the objective function cutoff when a new solution is discovered. */ CbcCutoffIncrement, /** Stop when the gap between the objective value of the best known solution and the best bound on the objective of any solution is less than this. This is an absolute value. Conversion from a percentage is left to the client. */ CbcAllowableGap, /** Stop when the gap between the objective value of the best known solution and the best bound on the objective of any solution is less than this fraction of of the absolute value of best known solution. Code stops if either this test or CbcAllowableGap test succeeds */ CbcAllowableFractionGap, /** \brief The maximum number of seconds before terminating. A double should be adequate! */ CbcMaximumSeconds, /// Cutoff - stored for speed CbcCurrentCutoff, /// Optimization direction - stored for speed CbcOptimizationDirection, /// Current objective value CbcCurrentObjectiveValue, /// Current minimization objective value CbcCurrentMinimizationObjectiveValue, /** \brief The time at start of model. So that other pieces of code can access */ CbcStartSeconds, /** Just a marker, so that a static sized array can store parameters. */ CbcLastDblParam }; //--------------------------------------------------------------------------- public: ///@name Solve methods //@{ /** \brief Solve the initial LP relaxation Invoke the solver's %initialSolve() method. */ void initialSolve(); /** \brief Invoke the branch \& cut algorithm The method assumes that initialSolve() has been called to solve the LP relaxation. It processes the root node, then proceeds to explore the branch & cut search tree. The search ends when the tree is exhausted or one of several execution limits is reached. If doStatistics is 1 summary statistics are printed if 2 then also the path to best solution (if found by branching) if 3 then also one line per node */ void branchAndBound(int doStatistics=0); /** \brief create a clean model from partially fixed problem The method creates a new model with given bounds and with no tree. */ CbcModel * cleanModel(const double * lower, const double * upper); /** \brief Invoke the branch \& cut algorithm on partially fixed problem The method presolves the given model and does branch and cut. The search ends when the tree is exhausted or maximum nodes is reached. If better solution found then it is saved. Returns 0 if search completed and solution, 1 if not completed and solution, 2 if completed and no solution, 3 if not completed and no solution. Normally okay to do cleanModel immediately followed by subBranchandBound (== other form of subBranchAndBound) but may need to get at model for advanced features. Deletes model2 */ int subBranchAndBound(CbcModel * model2, CbcModel * presolvedModel, int maximumNodes); /** \brief Invoke the branch \& cut algorithm on partially fixed problem The method creates a new model with given bounds, presolves it then proceeds to explore the branch & cut search tree. The search ends when the tree is exhausted or maximum nodes is reached. If better solution found then it is saved. Returns 0 if search completed and solution, 1 if not completed and solution, 2 if completed and no solution, 3 if not completed and no solution. This is just subModel immediately followed by other version of subBranchandBound. */ int subBranchAndBound(const double * lower, const double * upper, int maximumNodes); /** \brief Process root node and return a strengthened model The method assumes that initialSolve() has been called to solve the LP relaxation. It processes the root node and then returns a pointer to the strengthened model (or NULL if infeasible) */ OsiSolverInterface * strengthenedModel(); /** preProcess problem - replacing solver If makeEquality true then <= cliques converted to ==. Presolve will be done numberPasses times. Returns NULL if infeasible If makeEquality is 1 add slacks to get cliques, if 2 add slacks to get sos (but only if looks plausible) and keep sos info */ CglPreProcess * preProcess( int makeEquality=0, int numberPasses=5, int tuning=5); /** Does postprocessing - original solver back. User has to delete process */ void postProcess(CglPreProcess * process); private: /** \brief Evaluate a subproblem using cutting planes and heuristics The method invokes a main loop which generates cuts, applies heuristics, and reoptimises using the solver's native %resolve() method. It returns true if the subproblem remains feasible at the end of the evaluation. */ bool solveWithCuts(OsiCuts & cuts, int numberTries,CbcNode * node); /** Input one node output N nodes to put on tree and optional solution update This should be able to operate in parallel so is given a solver and is const(ish) However we will need to keep an array of solver_ and bases and more status is 0 for normal, 1 if solution Calling code should always push nodes back on tree */ CbcNode ** solveOneNode(int whichSolver,CbcNode * node, int & numberNodesOutput, int & status) ; /// Update size of whichGenerator void resizeWhichGenerator(int numberNow, int numberAfter); public: #ifndef CBC_THREAD #define NEW_UPDATE_OBJECT 2 #else #define NEW_UPDATE_OBJECT 2 #endif #if NEW_UPDATE_OBJECT>1 /// Adds an update information object void addUpdateInformation(const CbcObjectUpdateData & data); #endif /** Do one node - broken out for clarity? also for parallel (when baseModel!=this) Returns 1 if solution found node NULL on return if no branches left newNode NULL if no new node created */ int doOneNode(CbcModel * baseModel, CbcNode * & node, CbcNode * & newNode); /// Returns true if locked bool isLocked() const; /// Main loop (without threads but when subtrees) 1 if finished, 0 if stopped #if 0 int whileIterating(bool & locked, threadId, threadInfo,condition_mutex,condition_main, timeWaiting,threadModel,threadStats,totalTime,cutoff, eventHandler,saveCompare,lastDepth,lastUnsatisfied,createdNode); #else int whileIterating(int numberIterations); #endif #ifdef CBC_THREAD /** Locks a thread if parallel so that stuff like cut pool can be updated and/or used. */ void lockThread(); /** Unlocks a thread if parallel to say cut pool stuff not needed */ void unlockThread(); #else inline void lockThread() {} inline void unlockThread() {} #endif private: /** Move/copy information from one model to another -1 - initialization 0 - from base model 1 - to base model (and reset) 2 - add in final statistics etc (and reset so can do clean destruction) */ void moveToModel(CbcModel * baseModel,int mode); public: /** \brief Reoptimise an LP relaxation Invoke the solver's %resolve() method. whereFrom - 0 - initial continuous 1 - resolve on branch (before new cuts) 2 - after new cuts 3 - obsolete code or something modified problem in unexpected way 10 - after strong branching has fixed variables at root 11 - after strong branching has fixed variables in tree returns 1 feasible, 0 infeasible, -1 feasible but skip cuts */ int resolve(CbcNodeInfo * parent, int whereFrom); /// Make given rows (L or G) into global cuts and remove from lp void makeGlobalCuts(int numberRows,const int * which); /// Make given cut into a global cut void makeGlobalCut(const OsiRowCut * cut); /// Make given cut into a global cut void makeGlobalCut(const OsiRowCut & cut); //@} /** \name Presolve methods */ //@{ /** Identify cliques and construct corresponding objects. Find cliques with size in the range [\p atLeastThisMany, \p lessThanThis] and construct corresponding CbcClique objects. If \p makeEquality is true then a new model may be returned if modifications had to be made, otherwise \c this is returned. If the problem is infeasible #numberObjects_ is set to -1. A client must use deleteObjects() before a second call to findCliques(). If priorities exist, clique priority is set to the default. */ CbcModel * findCliques(bool makeEquality, int atLeastThisMany, int lessThanThis, int defaultValue=1000); /** Do integer presolve, creating a new (presolved) model. Returns the new model, or NULL if feasibility is lost. If weak is true then just does a normal presolve \todo It remains to work out the cleanest way of getting a solution to the original problem at the end. So this is very preliminary. */ CbcModel * integerPresolve(bool weak=false); /** Do integer presolve, modifying the current model. Returns true if the model remains feasible after presolve. */ bool integerPresolveThisModel(OsiSolverInterface * originalSolver,bool weak=false); /// Put back information into the original model after integer presolve. void originalModel(CbcModel * presolvedModel,bool weak); /** \brief For variables involved in VUB constraints, see if we can tighten bounds by solving lp's Returns false if feasibility is lost. If CglProbing is available, it will be tried as well to see if it can tighten bounds. This routine is just a front end for tightenVubs(int,const int*,double). If type = -1 all variables are processed (could be very slow). If type = 0 only variables involved in VUBs are processed. If type = n > 0, only the n most expensive VUB variables are processed, where it is assumed that x is at its maximum so delta would have to go to 1 (if x not at bound). If \p allowMultipleBinary is true, then a VUB constraint is a row with one continuous variable and any number of binary variables. If useCutoff < 1.0e30, the original objective is installed as a constraint with \p useCutoff as a bound. */ bool tightenVubs(int type,bool allowMultipleBinary=false, double useCutoff=1.0e50); /** \brief For variables involved in VUB constraints, see if we can tighten bounds by solving lp's This version is just handed a list of variables to be processed. */ bool tightenVubs(int numberVubs, const int * which, double useCutoff=1.0e50); /** Analyze problem to find a minimum change in the objective function. */ void analyzeObjective(); //@} /** \name Object manipulation routines See OsiObject for an explanation of `object' in the context of CbcModel. */ //@{ /// Get the number of objects inline int numberObjects() const { return numberObjects_;} /// Set the number of objects inline void setNumberObjects(int number) { numberObjects_=number;} /// Get the array of objects inline OsiObject ** objects() const { return object_;} /// Get the specified object const inline OsiObject * object(int which) const { return object_[which];} /// Get the specified object inline OsiObject * modifiableObject(int which) const { return object_[which];} /// Delete all object information (and just back to integers if true) void deleteObjects(bool findIntegers=true); /** Add in object information. Objects are cloned; the owner can delete the originals. */ void addObjects(int numberObjects, OsiObject ** objects); /** Add in object information. Objects are cloned; the owner can delete the originals. */ void addObjects(int numberObjects, CbcObject ** objects); /// Ensure attached objects point to this model. void synchronizeModel() ; /** \brief Identify integer variables and create corresponding objects. Record integer variables and create an CbcSimpleInteger object for each one. If \p startAgain is true, a new scan is forced, overwriting any existing integer variable information. If type > 0 then 1==PseudoCost */ void findIntegers(bool startAgain,int type=0); //@} //--------------------------------------------------------------------------- /**@name Parameter set/get methods The set methods return true if the parameter was set to the given value, false if the value of the parameter is out of range. The get methods return the value of the parameter. */ //@{ /// Set an integer parameter inline bool setIntParam(CbcIntParam key, int value) { intParam_[key] = value; return true; } /// Set a double parameter inline bool setDblParam(CbcDblParam key, double value) { dblParam_[key] = value; return true; } /// Get an integer parameter inline int getIntParam(CbcIntParam key) const { return intParam_[key]; } /// Get a double parameter inline double getDblParam(CbcDblParam key) const { return dblParam_[key]; } /*! \brief Set cutoff bound on the objective function. When using strict comparison, the bound is adjusted by a tolerance to avoid accidentally cutting off the optimal solution. */ void setCutoff(double value) ; /// Get the cutoff bound on the objective function - always as minimize inline double getCutoff() const { //double value ; //solver_->getDblParam(OsiDualObjectiveLimit,value) ; //assert( dblParam_[CbcCurrentCutoff]== value * solver_->getObjSense()); return dblParam_[CbcCurrentCutoff]; } /// Set the \link CbcModel::CbcMaxNumNode maximum node limit \endlink inline bool setMaximumNodes( int value) { return setIntParam(CbcMaxNumNode,value); } /// Get the \link CbcModel::CbcMaxNumNode maximum node limit \endlink inline int getMaximumNodes() const { return getIntParam(CbcMaxNumNode); } /** Set the \link CbcModel::CbcMaxNumSol maximum number of solutions \endlink desired. */ inline bool setMaximumSolutions( int value) { return setIntParam(CbcMaxNumSol,value); } /** Get the \link CbcModel::CbcMaxNumSol maximum number of solutions \endlink desired. */ inline int getMaximumSolutions() const { return getIntParam(CbcMaxNumSol); } /// Set the printing mode inline bool setPrintingMode( int value) { return setIntParam(CbcPrinting,value); } /// Get the printing mode inline int getPrintingMode() const { return getIntParam(CbcPrinting); } /** Set the \link CbcModel::CbcMaximumSeconds maximum number of seconds \endlink desired. */ inline bool setMaximumSeconds( double value) { return setDblParam(CbcMaximumSeconds,value); } /** Get the \link CbcModel::CbcMaximumSeconds maximum number of seconds \endlink desired. */ inline double getMaximumSeconds() const { return getDblParam(CbcMaximumSeconds); } /// Current time since start of branchAndbound double getCurrentSeconds() const ; /** Set the \link CbcModel::CbcIntegerTolerance integrality tolerance \endlink */ inline bool setIntegerTolerance( double value) { return setDblParam(CbcIntegerTolerance,value); } /** Get the \link CbcModel::CbcIntegerTolerance integrality tolerance \endlink */ inline double getIntegerTolerance() const { return getDblParam(CbcIntegerTolerance); } /** Set the \link CbcModel::CbcInfeasibilityWeight weight per integer infeasibility \endlink */ inline bool setInfeasibilityWeight( double value) { return setDblParam(CbcInfeasibilityWeight,value); } /** Get the \link CbcModel::CbcInfeasibilityWeight weight per integer infeasibility \endlink */ inline double getInfeasibilityWeight() const { return getDblParam(CbcInfeasibilityWeight); } /** Set the \link CbcModel::CbcAllowableGap allowable gap \endlink between the best known solution and the best possible solution. */ inline bool setAllowableGap( double value) { return setDblParam(CbcAllowableGap,value); } /** Get the \link CbcModel::CbcAllowableGap allowable gap \endlink between the best known solution and the best possible solution. */ inline double getAllowableGap() const { return getDblParam(CbcAllowableGap); } /** Set the \link CbcModel::CbcAllowableFractionGap fraction allowable gap \endlink between the best known solution and the best possible solution. */ inline bool setAllowableFractionGap( double value) { return setDblParam(CbcAllowableFractionGap,value); } /** Get the \link CbcModel::CbcAllowableFractionGap fraction allowable gap \endlink between the best known solution and the best possible solution. */ inline double getAllowableFractionGap() const { return getDblParam(CbcAllowableFractionGap); } /** Set the \link CbcModel::CbcAllowableFractionGap percentage allowable gap \endlink between the best known solution and the best possible solution. */ inline bool setAllowablePercentageGap( double value) { return setDblParam(CbcAllowableFractionGap,value*0.01); } /** Get the \link CbcModel::CbcAllowableFractionGap percentage allowable gap \endlink between the best known solution and the best possible solution. */ inline double getAllowablePercentageGap() const { return 100.0*getDblParam(CbcAllowableFractionGap); } /** Set the \link CbcModel::CbcCutoffIncrement \endlink desired. */ inline bool setCutoffIncrement( double value) { return setDblParam(CbcCutoffIncrement,value); } /** Get the \link CbcModel::CbcCutoffIncrement \endlink desired. */ inline double getCutoffIncrement() const { return getDblParam(CbcCutoffIncrement); } /** Pass in target solution and optional priorities. If priorities then >0 means only branch if incorrect while <0 means branch even if correct. +1 or -1 are highest priority */ void setHotstartSolution(const double * solution, const int * priorities=NULL) ; /// Set the minimum drop to continue cuts inline void setMinimumDrop(double value) {minimumDrop_=value;} /// Get the minimum drop to continue cuts inline double getMinimumDrop() const { return minimumDrop_;} /** Set the maximum number of cut passes at root node (default 20) Minimum drop can also be used for fine tuning */ inline void setMaximumCutPassesAtRoot(int value) {maximumCutPassesAtRoot_=value;} /** Get the maximum number of cut passes at root node */ inline int getMaximumCutPassesAtRoot() const { return maximumCutPassesAtRoot_;} /** Set the maximum number of cut passes at other nodes (default 10) Minimum drop can also be used for fine tuning */ inline void setMaximumCutPasses(int value) {maximumCutPasses_=value;} /** Get the maximum number of cut passes at other nodes (default 10) */ inline int getMaximumCutPasses() const { return maximumCutPasses_;} /** Get current cut pass number in this round of cuts. (1 is first pass) */ inline int getCurrentPassNumber() const { return currentPassNumber_;} /** Set the maximum number of candidates to be evaluated for strong branching. A value of 0 disables strong branching. */ void setNumberStrong(int number); /** Get the maximum number of candidates to be evaluated for strong branching. */ inline int numberStrong() const { return numberStrong_;} /** Set global preferred way to branch -1 down, +1 up, 0 no preference */ inline void setPreferredWay(int value) {preferredWay_=value;} /** Get the preferred way to branch (default 0) */ inline int getPreferredWay() const { return preferredWay_;} /// Get at which depths to do cuts inline int whenCuts() const { return whenCuts_;} /// Set at which depths to do cuts inline void setWhenCuts(int value) { whenCuts_ = value;} /** Return true if we want to do cuts If allowForTopOfTree zero then just does on multiples of depth if 1 then allows for doing at top of tree if 2 then says if cuts allowed anywhere apart from root */ bool doCutsNow(int allowForTopOfTree) const; /** Set size of mini - tree. If > 1 then does total enumeration of tree given by this best variables to branch on */ inline void setSizeMiniTree(int value) { sizeMiniTree_=value;} inline int sizeMiniTree() const { return sizeMiniTree_;} /** Set the number of branches before pseudo costs believed in dynamic strong branching. A value of 0 disables dynamic strong branching. */ void setNumberBeforeTrust(int number); /** get the number of branches before pseudo costs believed in dynamic strong branching. */ inline int numberBeforeTrust() const { return numberBeforeTrust_;} /** Set the number of variables for which to compute penalties in dynamic strong branching. A value of 0 disables penalties. */ void setNumberPenalties(int number); /** get the number of variables for which to compute penalties in dynamic strong branching. */ inline int numberPenalties() const { return numberPenalties_;} /// Number of analyze iterations to do inline void setNumberAnalyzeIterations(int number) { numberAnalyzeIterations_=number;} inline int numberAnalyzeIterations() const { return numberAnalyzeIterations_;} /** Get scale factor to make penalties match strong. Should/will be computed */ inline double penaltyScaleFactor() const { return penaltyScaleFactor_;} /** Set scale factor to make penalties match strong. Should/will be computed */ void setPenaltyScaleFactor(double value); /** Problem type as set by user or found by analysis. This will be extended 0 - not known 1 - Set partitioning <= 2 - Set partitioning == 3 - Set covering 4 - all +- 1 or all +1 and odd */ void inline setProblemType(int number) { problemType_=number;} inline int problemType() const { return problemType_;} /// Current depth inline int currentDepth() const { return currentDepth_;} /// Set how often to scan global cuts void setHowOftenGlobalScan(int number); /// Get how often to scan global cuts inline int howOftenGlobalScan() const { return howOftenGlobalScan_;} /// Original columns as created by integerPresolve or preprocessing inline int * originalColumns() const { return originalColumns_;} /// Set original columns as created by preprocessing void setOriginalColumns(const int * originalColumns) ; /** Set the print frequency. Controls the number of nodes evaluated between status prints. If number <=0 the print frequency is set to 100 nodes for large problems, 1000 for small problems. Print frequency has very slight overhead if small. */ inline void setPrintFrequency(int number) { printFrequency_=number;} /// Get the print frequency inline int printFrequency() const { return printFrequency_;} //@} //--------------------------------------------------------------------------- ///@name Methods returning info on how the solution process terminated //@{ /// Are there a numerical difficulties? bool isAbandoned() const; /// Is optimality proven? bool isProvenOptimal() const; /// Is infeasiblity proven (or none better than cutoff)? bool isProvenInfeasible() const; /// Was continuous solution unbounded bool isContinuousUnbounded() const; /// Was continuous solution unbounded bool isProvenDualInfeasible() const; /// Node limit reached? bool isNodeLimitReached() const; /// Time limit reached? bool isSecondsLimitReached() const; /// Solution limit reached? bool isSolutionLimitReached() const; /// Get how many iterations it took to solve the problem. inline int getIterationCount() const { return numberIterations_;} /// Increment how many iterations it took to solve the problem. inline void incrementIterationCount(int value) { numberIterations_ += value;} /// Get how many Nodes it took to solve the problem. inline int getNodeCount() const { return numberNodes_;} /// Increment how many nodes it took to solve the problem. inline void incrementNodeCount(int value) { numberNodes_ += value;} /** Final status of problem Some of these can be found out by is...... functions -1 before branchAndBound 0 finished - check isProvenOptimal or isProvenInfeasible to see if solution found (or check value of best solution) 1 stopped - on maxnodes, maxsols, maxtime 2 difficulties so run was abandoned (5 event user programmed event occurred) */ inline int status() const { return status_;} inline void setProblemStatus(int value) { status_=value;} /** Secondary status of problem -1 unset (status_ will also be -1) 0 search completed with solution 1 linear relaxation not feasible (or worse than cutoff) 2 stopped on gap 3 stopped on nodes 4 stopped on time 5 stopped on user event 6 stopped on solutions 7 linear relaxation unbounded */ inline int secondaryStatus() const { return secondaryStatus_;} inline void setSecondaryStatus(int value) { secondaryStatus_=value;} /// Are there numerical difficulties (for initialSolve) ? bool isInitialSolveAbandoned() const ; /// Is optimality proven (for initialSolve) ? bool isInitialSolveProvenOptimal() const ; /// Is primal infeasiblity proven (for initialSolve) ? bool isInitialSolveProvenPrimalInfeasible() const ; /// Is dual infeasiblity proven (for initialSolve) ? bool isInitialSolveProvenDualInfeasible() const ; //@} //--------------------------------------------------------------------------- /**@name Problem information methods These methods call the solver's query routines to return information about the problem referred to by the current object. Querying a problem that has no data associated with it result in zeros for the number of rows and columns, and NULL pointers from the methods that return vectors. Const pointers returned from any data-query method are valid as long as the data is unchanged and the solver is not called. */ //@{ /// Number of rows in continuous (root) problem. inline int numberRowsAtContinuous() const { return numberRowsAtContinuous_;} /// Get number of columns inline int getNumCols() const { return solver_->getNumCols();} /// Get number of rows inline int getNumRows() const { return solver_->getNumRows();} /// Get number of nonzero elements inline CoinBigIndex getNumElements() const { return solver_->getNumElements();} /// Number of integers in problem inline int numberIntegers() const { return numberIntegers_;} // Integer variables inline const int * integerVariable() const { return integerVariable_;} /// Whether or not integer inline char integerType(int i) const { return integerInfo_[i];} /// Whether or not integer inline const char * integerType() const { return integerInfo_;} /// Get pointer to array[getNumCols()] of column lower bounds inline const double * getColLower() const { return solver_->getColLower();} /// Get pointer to array[getNumCols()] of column upper bounds inline const double * getColUpper() const { return solver_->getColUpper();} /** Get pointer to array[getNumRows()] of row constraint senses. */ inline const char * getRowSense() const { return solver_->getRowSense();} /** Get pointer to array[getNumRows()] of rows right-hand sides */ inline const double * getRightHandSide() const { return solver_->getRightHandSide();} /** Get pointer to array[getNumRows()] of row ranges. */ inline const double * getRowRange() const { return solver_->getRowRange();} /// Get pointer to array[getNumRows()] of row lower bounds inline const double * getRowLower() const { return solver_->getRowLower();} /// Get pointer to array[getNumRows()] of row upper bounds inline const double * getRowUpper() const { return solver_->getRowUpper();} /// Get pointer to array[getNumCols()] of objective function coefficients inline const double * getObjCoefficients() const { return solver_->getObjCoefficients();} /// Get objective function sense (1 for min (default), -1 for max) inline double getObjSense() const { //assert (dblParam_[CbcOptimizationDirection]== solver_->getObjSense()); return dblParam_[CbcOptimizationDirection];} /// Return true if variable is continuous inline bool isContinuous(int colIndex) const { return solver_->isContinuous(colIndex);} /// Return true if variable is binary inline bool isBinary(int colIndex) const { return solver_->isBinary(colIndex);} /** Return true if column is integer. Note: This function returns true if the the column is binary or a general integer. */ inline bool isInteger(int colIndex) const { return solver_->isInteger(colIndex);} /// Return true if variable is general integer inline bool isIntegerNonBinary(int colIndex) const { return solver_->isIntegerNonBinary(colIndex);} /// Return true if variable is binary and not fixed at either bound inline bool isFreeBinary(int colIndex) const { return solver_->isFreeBinary(colIndex) ;} /// Get pointer to row-wise copy of matrix inline const CoinPackedMatrix * getMatrixByRow() const { return solver_->getMatrixByRow();} /// Get pointer to column-wise copy of matrix inline const CoinPackedMatrix * getMatrixByCol() const { return solver_->getMatrixByCol();} /// Get solver's value for infinity inline double getInfinity() const { return solver_->getInfinity();} /// Get pointer to array[getNumCols()] (for speed) of column lower bounds inline const double * getCbcColLower() const { return cbcColLower_;} /// Get pointer to array[getNumCols()] (for speed) of column upper bounds inline const double * getCbcColUpper() const { return cbcColUpper_;} /// Get pointer to array[getNumRows()] (for speed) of row lower bounds inline const double * getCbcRowLower() const { return cbcRowLower_;} /// Get pointer to array[getNumRows()] (for speed) of row upper bounds inline const double * getCbcRowUpper() const { return cbcRowUpper_;} /// Get pointer to array[getNumCols()] (for speed) of primal solution vector inline const double * getCbcColSolution() const { return cbcColSolution_;} /// Get pointer to array[getNumRows()] (for speed) of dual prices inline const double * getCbcRowPrice() const { return cbcRowPrice_;} /// Get a pointer to array[getNumCols()] (for speed) of reduced costs inline const double * getCbcReducedCost() const { return cbcReducedCost_;} /// Get pointer to array[getNumRows()] (for speed) of row activity levels. inline const double * getCbcRowActivity() const { return cbcRowActivity_;} //@} /**@name Methods related to querying the solution */ //@{ /// Holds solution at continuous (after cuts if branchAndBound called) inline double * continuousSolution() const { return continuousSolution_;} /** Array marked whenever a solution is found if non-zero. Code marks if heuristic returns better so heuristic need only mark if it wants to on solutions which are worse than current */ inline int * usedInSolution() const { return usedInSolution_;} /// Increases usedInSolution for nonzeros void incrementUsed(const double * solution); /// Record a new incumbent solution and update objectiveValue void setBestSolution(CBC_Message how, double & objectiveValue, const double *solution, int fixVariables=0); /// Just update objectiveValue void setBestObjectiveValue( double objectiveValue); /** Call this to really test if a valid solution can be feasible Solution is number columns in size. If fixVariables true then bounds of continuous solver updated. Returns objective value (worse than cutoff if not feasible) Previously computed objective value is now passed in (in case user does not do solve) */ double checkSolution(double cutoff, double * solution, int fixVariables, double originalObjValue); /** Test the current solution for feasiblility. Scan all objects for indications of infeasibility. This is broken down into simple integer infeasibility (\p numberIntegerInfeasibilities) and all other reports of infeasibility (\p numberObjectInfeasibilities). */ bool feasibleSolution(int & numberIntegerInfeasibilities, int & numberObjectInfeasibilities) const; /** Solution to the most recent lp relaxation. The solver's solution to the most recent lp relaxation. */ inline double * currentSolution() const { return currentSolution_;} /** For testing infeasibilities - will point to currentSolution_ or solver-->getColSolution() */ inline const double * testSolution() const { return testSolution_;} inline void setTestSolution(const double * solution) { testSolution_ = solution;} /// Make sure region there and optionally copy solution void reserveCurrentSolution(const double * solution=NULL); /// Get pointer to array[getNumCols()] of primal solution vector inline const double * getColSolution() const { return solver_->getColSolution();} /// Get pointer to array[getNumRows()] of dual prices inline const double * getRowPrice() const { return solver_->getRowPrice();} /// Get a pointer to array[getNumCols()] of reduced costs inline const double * getReducedCost() const { return solver_->getReducedCost();} /// Get pointer to array[getNumRows()] of row activity levels. inline const double * getRowActivity() const { return solver_->getRowActivity();} /// Get current objective function value inline double getCurrentObjValue() const { return dblParam_[CbcCurrentObjectiveValue]; } /// Get current minimization objective function value inline double getCurrentMinimizationObjValue() const { return dblParam_[CbcCurrentMinimizationObjectiveValue];} /// Get best objective function value as minimization inline double getMinimizationObjValue() const { return bestObjective_;} /// Set best objective function value as minimization inline void setMinimizationObjValue(double value) { bestObjective_=value;} /// Get best objective function value inline double getObjValue() const { return bestObjective_ * solver_->getObjSense() ; } /** Get best possible objective function value. This is better of best possible left on tree and best solution found. If called from within branch and cut may be optimistic. */ double getBestPossibleObjValue() const; /// Set best objective function value inline void setObjValue(double value) { bestObjective_=value * solver_->getObjSense() ;} /** The best solution to the integer programming problem. The best solution to the integer programming problem found during the search. If no solution is found, the method returns null. */ inline double * bestSolution() const { return bestSolution_;} /** User callable setBestSolution. If check false does not check valid If true then sees if feasible and warns if objective value worse than given (so just set to COIN_DBL_MAX if you don't care). If check true then does not save solution if not feasible */ void setBestSolution(const double * solution,int numberColumns, double objectiveValue,bool check=false); /// Get number of solutions inline int getSolutionCount() const { return numberSolutions_;} /// Set number of solutions (so heuristics will be different) inline void setSolutionCount(int value) { numberSolutions_=value;} /** Current phase (so heuristics etc etc can find out). 0 - initial solve 1 - solve with cuts at root 2 - solve with cuts 3 - other e.g. strong branching 4 - trying to validate a solution 5 - at end of search */ inline int phase() const { return phase_;} /// Get number of heuristic solutions inline int getNumberHeuristicSolutions() const { return numberHeuristicSolutions_;} /// Set number of heuristic solutions inline void setNumberHeuristicSolutions(int value) { numberHeuristicSolutions_=value;} /// Set objective function sense (1 for min (default), -1 for max,) inline void setObjSense(double s) { dblParam_[CbcOptimizationDirection]=s; solver_->setObjSense(s);} /// Value of objective at continuous inline double getContinuousObjective() const { return originalContinuousObjective_;} inline void setContinuousObjective(double value) { originalContinuousObjective_=value;} /// Number of infeasibilities at continuous inline int getContinuousInfeasibilities() const { return continuousInfeasibilities_;} inline void setContinuousInfeasibilities(int value) { continuousInfeasibilities_=value;} /// Value of objective after root node cuts added inline double rootObjectiveAfterCuts() const { return continuousObjective_;} /// Sum of Changes to objective by first solve inline double sumChangeObjective() const { return sumChangeObjective1_;} /** Number of times global cuts violated. When global cut pool then this should be kept for each cut and type of cut */ inline int numberGlobalViolations() const { return numberGlobalViolations_;} inline void clearNumberGlobalViolations() { numberGlobalViolations_=0;} /// Whether to force a resolve after takeOffCuts inline bool resolveAfterTakeOffCuts() const { return resolveAfterTakeOffCuts_;} inline void setResolveAfterTakeOffCuts(bool yesNo) { resolveAfterTakeOffCuts_=yesNo;} /// Maximum number of rows inline int maximumRows() const { return maximumRows_;} /// Work basis for temporary use inline CoinWarmStartBasis & workingBasis() { return workingBasis_;} /// Get number of threads inline int getNumberThreads() const { return numberThreads_;} /// Set number of threads inline void setNumberThreads(int value) { numberThreads_=value;} /// Get thread mode inline int getThreadMode() const { return threadMode_;} /** Set thread mode always use numberThreads for branching 1 set then use numberThreads in root mini branch and bound 2 set then use numberThreads for root cuts default is 0 */ inline void setThreadMode(int value) { threadMode_=value;} /// Get number of "iterations" to stop after inline int getStopNumberIterations() const { return stopNumberIterations_;} /// Set number of "iterations" to stop after inline void setStopNumberIterations(int value) { stopNumberIterations_=value;} //@} /** \name Node selection */ //@{ // Comparison functions (which may be overridden by inheritance) inline CbcCompareBase * nodeComparison() const { return nodeCompare_;} void setNodeComparison(CbcCompareBase * compare); void setNodeComparison(CbcCompareBase & compare); //@} /** \name Problem feasibility checking */ //@{ // Feasibility functions (which may be overridden by inheritance) inline CbcFeasibilityBase * problemFeasibility() const { return problemFeasibility_;} void setProblemFeasibility(CbcFeasibilityBase * feasibility); void setProblemFeasibility(CbcFeasibilityBase & feasibility); //@} /** \name Tree methods and subtree methods */ //@{ /// Tree method e.g. heap (which may be overridden by inheritance) inline CbcTree * tree() const { return tree_;} /// For modifying tree handling (original is cloned) void passInTreeHandler(CbcTree & tree); /** For passing in an CbcModel to do a sub Tree (with derived tree handlers). Passed in model must exist for duration of branch and bound */ void passInSubTreeModel(CbcModel & model); /** For retrieving a copy of subtree model with given OsiSolver. If no subtree model will use self (up to user to reset cutoff etc). If solver NULL uses current */ CbcModel * subTreeModel(OsiSolverInterface * solver=NULL) const; /// Returns number of times any subtree stopped on nodes, time etc inline int numberStoppedSubTrees() const { return numberStoppedSubTrees_;} /// Says a sub tree was stopped inline void incrementSubTreeStopped() { numberStoppedSubTrees_++;} /** Whether to automatically do presolve before branch and bound (subTrees). 0 - no 1 - ordinary presolve 2 - integer presolve (dodgy) */ inline int typePresolve() const { return presolve_;} inline void setTypePresolve(int value) { presolve_=value;} //@} /** \name Branching Decisions See the CbcBranchDecision class for additional information. */ //@{ /// Get the current branching decision method. inline CbcBranchDecision * branchingMethod() const { return branchingMethod_;} /// Set the branching decision method. inline void setBranchingMethod(CbcBranchDecision * method) { delete branchingMethod_; branchingMethod_ = method->clone();} /** Set the branching method \overload */ inline void setBranchingMethod(CbcBranchDecision & method) { delete branchingMethod_; branchingMethod_ = method.clone();} /// Get the current cut modifier method inline CbcCutModifier * cutModifier() const { return cutModifier_;} /// Set the cut modifier method void setCutModifier(CbcCutModifier * modifier); /** Set the cut modifier method \overload */ void setCutModifier(CbcCutModifier & modifier); //@} /** \name Row (constraint) and Column (variable) cut generation */ //@{ /** State of search 0 - no solution 1 - only heuristic solutions 2 - branched to a solution 3 - no solution but many nodes */ inline int stateOfSearch() const { return stateOfSearch_;} inline void setStateOfSearch(int state) { stateOfSearch_=state;} /// Strategy worked out - mainly at root node for use by CbcNode inline int searchStrategy() const { return searchStrategy_;} /// Set strategy worked out - mainly at root node for use by CbcNode inline void setSearchStrategy(int value) { searchStrategy_ = value; } /// Get the number of cut generators inline int numberCutGenerators() const { return numberCutGenerators_;} /// Get the list of cut generators inline CbcCutGenerator ** cutGenerators() const { return generator_;} ///Get the specified cut generator inline CbcCutGenerator * cutGenerator(int i) const { return generator_[i];} ///Get the specified cut generator before any changes inline CbcCutGenerator * virginCutGenerator(int i) const { return virginGenerator_[i];} /** Add one generator - up to user to delete generators. howoften affects how generator is used. 0 or 1 means always, >1 means every that number of nodes. Negative values have same meaning as positive but they may be switched off (-> -100) by code if not many cuts generated at continuous. -99 is just done at root. Name is just for printout. If depth >0 overrides how often generator is called (if howOften==-1 or >0). */ void addCutGenerator(CglCutGenerator * generator, int howOften=1, const char * name=NULL, bool normal=true, bool atSolution=false, bool infeasible=false,int howOftenInSub=-100, int whatDepth=-1, int whatDepthInSub=-1); //@} /** \name Strategy and sub models See the CbcStrategy class for additional information. */ //@{ /// Get the current strategy inline CbcStrategy * strategy() const { return strategy_;} /// Set the strategy. Clones void setStrategy(CbcStrategy & strategy); /// Get the current parent model inline CbcModel * parentModel() const { return parentModel_;} /// Set the parent model inline void setParentModel(CbcModel & parentModel) { parentModel_ = &parentModel;} //@} /** \name Heuristics and priorities */ //@{ /*! \brief Add one heuristic - up to user to delete The name is just used for print messages. */ void addHeuristic(CbcHeuristic * generator, const char *name = NULL, int before=-1); ///Get the specified heuristic inline CbcHeuristic * heuristic(int i) const { return heuristic_[i];} /// Get the number of heuristics inline int numberHeuristics() const { return numberHeuristics_;} /// Pointer to heuristic solver which found last solution (or NULL) inline CbcHeuristic * lastHeuristic() const { return lastHeuristic_;} /// set last heuristic which found a solution inline void setLastHeuristic(CbcHeuristic * last) { lastHeuristic_=last;} /** Pass in branching priorities. If ifClique then priorities are on cliques otherwise priorities are on integer variables. Other type (if exists set to default) 1 is highest priority. (well actually -INT_MAX is but that's ugly) If hotstart > 0 then branches are created to force the variable to the value given by best solution. This enables a sort of hot start. The node choice should be greatest depth and hotstart should normally be switched off after a solution. If ifNotSimpleIntegers true then appended to normal integers This is now deprecated except for simple usage. If user creates Cbcobjects then set priority in them \internal Added for Kurt Spielberg. */ void passInPriorities(const int * priorities, bool ifNotSimpleIntegers); /// Returns priority level for an object (or 1000 if no priorities exist) inline int priority(int sequence) const { return object_[sequence]->priority();} /*! \brief Set an event handler A clone of the handler passed as a parameter is stored in CbcModel. */ void passInEventHandler(const CbcEventHandler *eventHandler) ; /*! \brief Retrieve a pointer to the event handler */ inline CbcEventHandler* getEventHandler() const { return (eventHandler_) ; } //@} /**@name Setting/Accessing application data */ //@{ /** Set application data. This is a pointer that the application can store into and retrieve from the solver interface. This field is available for the application to optionally define and use. */ void setApplicationData (void * appData); /// Get application data void * getApplicationData() const; /** For advanced applications you may wish to modify the behavior of Cbc e.g. if the solver is a NLP solver then you may not have an exact optimum solution at each step. Information could be built into OsiSolverInterface but this is an alternative so that that interface does not have to be changed. If something similar is useful to enough solvers then it could be migrated You can also pass in by using solver->setAuxiliaryInfo. You should do that if solver is odd - if solver is normal simplex then use this. NOTE - characteristics are not cloned */ void passInSolverCharacteristics(OsiBabSolver * solverCharacteristics); /// Get solver characteristics inline const OsiBabSolver * solverCharacteristics() const { return solverCharacteristics_;} //@} //--------------------------------------------------------------------------- /**@name Message handling */ //@{ /// Pass in Message handler (not deleted at end) void passInMessageHandler(CoinMessageHandler * handler); /// Set language void newLanguage(CoinMessages::Language language); inline void setLanguage(CoinMessages::Language language) {newLanguage(language);} /// Return handler inline CoinMessageHandler * messageHandler() const {return handler_;} /// Return messages inline CoinMessages & messages() {return messages_;} /// Return pointer to messages inline CoinMessages * messagesPointer() {return &messages_;} /// Set log level void setLogLevel(int value); /// Get log level inline int logLevel() const { return handler_->logLevel();} //@} //--------------------------------------------------------------------------- ///@name Specialized //@{ /** Set special options 0 bit (1) - check if cuts valid (if on debugger list) 1 bit (2) - use current basis to check integer solution (rather than all slack) 2 bit (4) - don't check integer solution (by solving LP) 3 bit (8) - fast analyze 4 bit (16) - non-linear model - so no well defined CoinPackedMatrix 5 bit (32) - keep names 6 bit (64) - try for dominated columns 7 bit (128) - SOS type 1 but all declared integer 8 bit (256) - Set to say solution just found, unset by doing cuts 9 bit (512) - Try reduced model after 100 nodes 10 bit (1024) - Switch on some heuristics even if seems unlikely */ /// Set special options inline void setSpecialOptions(int value) { specialOptions_=value;} /// Get special options inline int specialOptions() const { return specialOptions_;} /// Says if normal solver i.e. has well defined CoinPackedMatrix inline bool normalSolver() const { return (specialOptions_&16)==0;} /// Now we may not own objects - just point to solver's objects inline bool ownObjects() const { return ownObjects_;} /// Pointer to a mutex inline void * mutex() { return mutex_;} /// Split up nodes int splitModel(int numberModels, CbcModel ** model, int numberNodes); /// Start threads void startSplitModel(int numberIterations); /// Merge models void mergeModels(int numberModel, CbcModel ** model, int numberNodes); //@} //--------------------------------------------------------------------------- ///@name Constructors and destructors etc //@{ /// Default Constructor CbcModel(); /// Constructor from solver CbcModel(const OsiSolverInterface &); /** Assign a solver to the model (model assumes ownership) On return, \p solver will be NULL. If deleteSolver then current solver deleted (if model owned) \note Parameter settings in the outgoing solver are not inherited by the incoming solver. */ void assignSolver(OsiSolverInterface *&solver,bool deleteSolver=true); /** \brief Set ownership of solver A parameter of false tells CbcModel it does not own the solver and should not delete it. Once you claim ownership of the solver, you're responsible for eventually deleting it. Note that CbcModel clones solvers with abandon. Unless you have a deep understanding of the workings of CbcModel, the only time you want to claim ownership is when you're about to delete the CbcModel object but want the solver to continue to exist (as, for example, when branchAndBound has finished and you want to hang on to the answer). */ inline void setModelOwnsSolver (bool ourSolver) { ownership_ = ourSolver ? (ownership_ |0x80000000) : (ownership_ & (~0x80000000)) ; } /*! \brief Get ownership of solver A return value of true means that CbcModel owns the solver and will take responsibility for deleting it when that becomes necessary. */ inline bool modelOwnsSolver () { return ((ownership_&0x80000000)!=0) ; } /** Copy constructor . If cloneHandler is true then message handler is cloned */ CbcModel(const CbcModel & rhs, bool cloneHandler=false); /// Assignment operator CbcModel & operator=(const CbcModel& rhs); /// Destructor ~CbcModel (); /// Returns solver - has current state inline OsiSolverInterface * solver() const { return solver_;} /// Returns current solver - sets new one inline OsiSolverInterface * swapSolver(OsiSolverInterface * solver) { OsiSolverInterface * returnSolver = solver_; solver_ = solver; return returnSolver;} /// Returns solver with continuous state inline OsiSolverInterface * continuousSolver() const { return continuousSolver_;} /// Create solver with continuous state inline void createContinuousSolver() { continuousSolver_ = solver_->clone();} /// Clear solver with continuous state inline void clearContinuousSolver() { delete continuousSolver_; continuousSolver_ = NULL;} /// A copy of the solver, taken at constructor or by saveReferenceSolver inline OsiSolverInterface * referenceSolver() const { return referenceSolver_;} /// Save a copy of the current solver so can be reset to void saveReferenceSolver(); /** Uses a copy of reference solver to be current solver. Because of possible mismatches all exotic integer information is loat (apart from normal information in OsiSolverInterface) so SOS etc and priorities will have to be redone */ void resetToReferenceSolver(); /// Clears out as much as possible (except solver) void gutsOfDestructor(); /** Clears out enough to reset CbcModel as if no branch and bound done */ void gutsOfDestructor2(); /** Clears out enough to reset CbcModel cutoff etc */ void resetModel(); /** Most of copy constructor mode - 0 copy but don't delete before 1 copy and delete before 2 copy and delete before (but use virgin generators) */ void gutsOfCopy(const CbcModel & rhs,int mode=0); /// Move status, nodes etc etc across void moveInfo(const CbcModel & rhs); //@} ///@semi-private i.e. users should not use //@{ /// Get how many Nodes it took to solve the problem. int getNodeCount2() const { return numberNodes2_;} /// Set pointers for speed void setPointers(const OsiSolverInterface * solver); /** Perform reduced cost fixing Fixes integer variables at their current value based on reduced cost penalties. Returns number fixed */ int reducedCostFix() ; /// Encapsulates solver resolve int resolve(OsiSolverInterface * solver); /** Encapsulates choosing a variable - anyAction -2, infeasible (-1 round again), 0 done */ int chooseBranch(CbcNode * newNode, int numberPassesLeft, CbcNode * oldNode, OsiCuts & cuts, bool & resolved, CoinWarmStartBasis *lastws, const double * lowerBefore,const double * upperBefore, OsiSolverBranch * & branches); int chooseBranch(CbcNode * newNode, int numberPassesLeft, bool & resolved); /** Return an empty basis object of the specified size A useful utility when constructing a basis for a subproblem from scratch. The object returned will be of the requested capacity and appropriate for the solver attached to the model. */ CoinWarmStartBasis *getEmptyBasis(int ns = 0, int na = 0) const ; /** Remove inactive cuts from the model An OsiSolverInterface is expected to maintain a valid basis, but not a valid solution, when loose cuts are deleted. Restoring a valid solution requires calling the solver to reoptimise. If it's certain the solution will not be required, set allowResolve to false to suppress reoptimisation. If saveCuts then slack cuts will be saved On input current cuts are cuts and newCuts on exit current cuts will be correct. Returns number dropped */ int takeOffCuts(OsiCuts &cuts, bool allowResolve,OsiCuts * saveCuts, int numberNewCuts=0, const OsiRowCut ** newCuts=NULL) ; /** Determine and install the active cuts that need to be added for the current subproblem The whole truth is a bit more complicated. The first action is a call to addCuts1(). addCuts() then sorts through the list, installs the tight cuts in the model, and does bookkeeping (adjusts reference counts). The basis returned from addCuts1() is adjusted accordingly. If it turns out that the node should really be fathomed by bound, addCuts() simply treats all the cuts as loose as it does the bookkeeping. canFix true if extra information being passed */ int addCuts(CbcNode * node, CoinWarmStartBasis *&lastws,bool canFix); /** Traverse the tree from node to root and prep the model addCuts1() begins the job of prepping the model to match the current subproblem. The model is stripped of all cuts, and the search tree is traversed from node to root to determine the changes required. Appropriate bounds changes are installed, a list of cuts is collected but not installed, and an appropriate basis (minus the cuts, but big enough to accommodate them) is constructed. Returns true if new problem similar to old \todo addCuts1() is called in contexts where it's known in advance that all that's desired is to determine a list of cuts and do the bookkeeping (adjust the reference counts). The work of installing bounds and building a basis goes to waste. */ bool addCuts1(CbcNode * node, CoinWarmStartBasis *&lastws); /** Returns bounds just before where - initially original bounds. Also sets downstream nodes (lower if force 1, upper if 2) */ void previousBounds (CbcNode * node, CbcNodeInfo * where,int iColumn, double & lower, double & upper,int force); /** Set objective value in a node. This is separated out so that odd solvers can use. It may look at extra information in solverCharacteriscs_ and will also use bound from parent node */ void setObjectiveValue(CbcNode * thisNode, const CbcNode * parentNode) const; /** If numberBeforeTrust >0 then we are going to use CbcBranchDynamic. Scan and convert CbcSimpleInteger objects */ void convertToDynamic(); /// Set numberBeforeTrust in all objects void synchronizeNumberBeforeTrust(int type=0); /// Zap integer information in problem (may leave object info) void zapIntegerInformation(bool leaveObjects=true); /// Use cliques for pseudocost information - return nonzero if infeasible int cliquePseudoCosts(int doStatistics); /// Fill in useful estimates void pseudoShadow(double * down, double * up); /** Return pseudo costs If not all integers or not pseudo costs - returns all zero Length of arrays are numberIntegers() and entries correspond to integerVariable()[i] User must allocate arrays before call */ void fillPseudoCosts(double * downCosts, double * upCosts, int * numberDown=NULL, int * numberUp=NULL, int * numberDownInfeasible=NULL, int * numberUpInfeasible=NULL) const; /** Do heuristics at root. 0 - don't delete 1 - delete 2 - just delete - don't even use */ void doHeuristicsAtRoot(int deleteHeuristicsAfterwards=0); /// Get the hotstart solution inline const double * hotstartSolution() const { return hotstartSolution_;} /// Get the hotstart priorities inline const int * hotstartPriorities() const { return hotstartPriorities_;} /// Return the list of cuts initially collected for this subproblem inline CbcCountRowCut ** addedCuts() const { return addedCuts_;} /// Number of entries in the list returned by #addedCuts() inline int currentNumberCuts() const { return currentNumberCuts_;} /// Global cuts inline OsiCuts * globalCuts() { return &globalCuts_;} /// Copy and set a pointer to a row cut which will be added instead of normal branching. void setNextRowCut(const OsiRowCut & cut); /// Get a pointer to current node (be careful) inline CbcNode * currentNode() const { return currentNode_;} /// Get a pointer to probing info inline CglTreeProbingInfo * probingInfo() const { return probingInfo_;} /// Thread specific random number generator inline CoinThreadRandom * randomNumberGenerator() { return &randomNumberGenerator_;} /// Set the number of iterations done in strong branching. inline void setNumberStrongIterations(int number) { numberStrongIterations_ = number;} /// Get the number of iterations done in strong branching. inline int numberStrongIterations() const { return numberStrongIterations_;} /// Get maximum number of iterations (designed to be used in heuristics) inline int maximumNumberIterations() const { return maximumNumberIterations_;} /// Set maximum number of iterations (designed to be used in heuristics) inline void setMaximumNumberIterations(int value) { maximumNumberIterations_ = value;} # ifdef COIN_HAS_CLP /// Set depth for fast nodes inline void setFastNodeDepth(int value) { fastNodeDepth_ = value;} /// Get depth for fast nodes inline int fastNodeDepth() const { return fastNodeDepth_;} inline void incrementExtra(int nodes, int iterations) { numberExtraNodes_ += nodes; numberExtraIterations_ += iterations;} #endif /// Increment strong info void incrementStrongInfo(int numberTimes, int numberIterations, int numberFixed, bool ifInfeasible); /// Return strong info inline const int * strongInfo() const { return strongInfo_;} /// Return mutable strong info inline int * mutableStrongInfo() { return strongInfo_;} /// Says whether all dynamic integers inline bool allDynamic () const { return ((ownership_&0x40000000)!=0) ; } /// Create C++ lines to get to current state void generateCpp( FILE * fp,int options); /// Generate an OsiBranchingInformation object OsiBranchingInformation usefulInformation() const; /** Warm start object produced by heuristic or strong branching If get a valid integer solution outside branch and bound then it can take a reasonable time to solve LP which produces clean solution. If this object has any size then it will be used in solve. */ inline void setBestSolutionBasis(const CoinWarmStartBasis & bestSolutionBasis) { bestSolutionBasis_ = bestSolutionBasis;} /// Redo walkback arrays void redoWalkBack(); //@} //--------------------------------------------------------------------------- private: ///@name Private member data //@{ /// The solver associated with this model. OsiSolverInterface * solver_; /** Ownership of objects and other stuff 0x80000000 model owns solver 0x40000000 all variables CbcDynamicPseudoCost */ unsigned int ownership_ ; /// A copy of the solver, taken at the continuous (root) node. OsiSolverInterface * continuousSolver_; /// A copy of the solver, taken at constructor or by saveReferenceSolver OsiSolverInterface * referenceSolver_; /// Message handler CoinMessageHandler * handler_; /** Flag to say if handler_ is the default handler. The default handler is deleted when the model is deleted. Other handlers (supplied by the client) will not be deleted. */ bool defaultHandler_; /// Cbc messages CoinMessages messages_; /// Array for integer parameters int intParam_[CbcLastIntParam]; /// Array for double parameters double dblParam_[CbcLastDblParam]; /** Pointer to an empty warm start object It turns out to be useful to have this available as a base from which to build custom warm start objects. This is typed as CoinWarmStart rather than CoinWarmStartBasis to allow for the possibility that a client might want to apply a solver that doesn't use a basis-based warm start. See getEmptyBasis for an example of how this field can be used. */ mutable CoinWarmStart *emptyWarmStart_ ; /// Best objective double bestObjective_; /// Best possible objective double bestPossibleObjective_; /// Sum of Changes to objective by first solve double sumChangeObjective1_; /// Sum of Changes to objective by subsequent solves double sumChangeObjective2_; /// Array holding the incumbent (best) solution. double * bestSolution_; /** Array holding the current solution. This array is used more as a temporary. */ double * currentSolution_; /** For testing infeasibilities - will point to currentSolution_ or solver-->getColSolution() */ mutable const double * testSolution_; /** Warm start object produced by heuristic or strong branching If get a valid integer solution outside branch and bound then it can take a reasonable time to solve LP which produces clean solution. If this object has any size then it will be used in solve. */ CoinWarmStartBasis bestSolutionBasis_ ; /// Global cuts OsiCuts globalCuts_; /// Minimum degradation in objective value to continue cut generation double minimumDrop_; /// Number of solutions int numberSolutions_; /** State of search 0 - no solution 1 - only heuristic solutions 2 - branched to a solution 3 - no solution but many nodes */ int stateOfSearch_; /// At which depths to do cuts int whenCuts_; /// Hotstart solution double * hotstartSolution_; /// Hotstart priorities int * hotstartPriorities_; /// Number of heuristic solutions int numberHeuristicSolutions_; /// Cumulative number of nodes int numberNodes_; /** Cumulative number of nodes for statistics. Must fix to match up */ int numberNodes2_; /// Cumulative number of iterations int numberIterations_; /// Status of problem - 0 finished, 1 stopped, 2 difficulties int status_; /** Secondary status of problem -1 unset (status_ will also be -1) 0 search completed with solution 1 linear relaxation not feasible (or worse than cutoff) 2 stopped on gap 3 stopped on nodes 4 stopped on time 5 stopped on user event 6 stopped on solutions */ int secondaryStatus_; /// Number of integers in problem int numberIntegers_; /// Number of rows at continuous int numberRowsAtContinuous_; /// Maximum number of cuts int maximumNumberCuts_; /** Current phase (so heuristics etc etc can find out). 0 - initial solve 1 - solve with cuts at root 2 - solve with cuts 3 - other e.g. strong branching 4 - trying to validate a solution 5 - at end of search */ int phase_; /// Number of entries in #addedCuts_ int currentNumberCuts_; /** Current limit on search tree depth The allocated size of #walkback_. Increased as needed. */ int maximumDepth_; /** Array used to assemble the path between a node and the search tree root The array is resized when necessary. #maximumDepth_ is the current allocated size. */ CbcNodeInfo ** walkback_; //#define NODE_LAST #ifdef NODE_LAST CbcNodeInfo ** lastNodeInfo_; const OsiRowCut ** lastCut_; int lastDepth_; int lastNumberCuts2_; int maximumCuts_; int * lastNumberCuts_; #endif /** The list of cuts initially collected for this subproblem When the subproblem at this node is rebuilt, a set of cuts is collected for inclusion in the constraint system. If any of these cuts are subsequently removed because they have become loose, the corresponding entry is set to NULL. */ CbcCountRowCut ** addedCuts_; /** A pointer to a row cut which will be added instead of normal branching. After use it should be set to NULL. */ OsiRowCut * nextRowCut_; /// Current node so can be used elsewhere CbcNode * currentNode_; /// Indices of integer variables int * integerVariable_; /// Whether of not integer char * integerInfo_; /// Holds solution at continuous (after cuts) double * continuousSolution_; /// Array marked whenever a solution is found if non-zero int * usedInSolution_; /** 0 bit (1) - check if cuts valid (if on debugger list) 1 bit (2) - use current basis to check integer solution (rather than all slack) 2 bit (4) - don't check integer solution 3 bit (8) - Strong is doing well - keep on */ int specialOptions_; /// User node comparison function CbcCompareBase * nodeCompare_; /// User feasibility function (see CbcFeasibleBase.hpp) CbcFeasibilityBase * problemFeasibility_; /// Tree CbcTree * tree_; /// A pointer to model to be used for subtrees CbcModel * subTreeModel_; /// Number of times any subtree stopped on nodes, time etc int numberStoppedSubTrees_; /// Variable selection function CbcBranchDecision * branchingMethod_; /// Cut modifier function CbcCutModifier * cutModifier_; /// Strategy CbcStrategy * strategy_; /// Parent model CbcModel * parentModel_; /** Whether to automatically do presolve before branch and bound. 0 - no 1 - ordinary presolve 2 - integer presolve (dodgy) */ /// Pointer to array[getNumCols()] (for speed) of column lower bounds const double * cbcColLower_; /// Pointer to array[getNumCols()] (for speed) of column upper bounds const double * cbcColUpper_; /// Pointer to array[getNumRows()] (for speed) of row lower bounds const double * cbcRowLower_; /// Pointer to array[getNumRows()] (for speed) of row upper bounds const double * cbcRowUpper_; /// Pointer to array[getNumCols()] (for speed) of primal solution vector const double * cbcColSolution_; /// Pointer to array[getNumRows()] (for speed) of dual prices const double * cbcRowPrice_; /// Get a pointer to array[getNumCols()] (for speed) of reduced costs const double * cbcReducedCost_; /// Pointer to array[getNumRows()] (for speed) of row activity levels. const double * cbcRowActivity_; /// Pointer to user-defined data structure void * appData_; /// Pointer to a mutex void * mutex_; /// Presolve for CbcTreeLocal int presolve_; /** Maximum number of candidates to consider for strong branching. To disable strong branching, set this to 0. */ int numberStrong_; /** \brief The number of branches before pseudo costs believed in dynamic strong branching. A value of 0 is off. */ int numberBeforeTrust_; /** \brief The number of variables for which to compute penalties in dynamic strong branching. */ int numberPenalties_; /// For threads - stop after this many "iterations" int stopNumberIterations_; /** Scale factor to make penalties match strong. Should/will be computed */ double penaltyScaleFactor_; /// Number of analyze iterations to do int numberAnalyzeIterations_; /// Arrays with analysis results double * analyzeResults_; /// Number of nodes infeasible by normal branching (before cuts) int numberInfeasibleNodes_; /** Problem type as set by user or found by analysis. This will be extended 0 - not known 1 - Set partitioning <= 2 - Set partitioning == 3 - Set covering */ int problemType_; /// Print frequency int printFrequency_; /// Number of cut generators int numberCutGenerators_; // Cut generators CbcCutGenerator ** generator_; // Cut generators before any changes CbcCutGenerator ** virginGenerator_; /// Number of heuristics int numberHeuristics_; /// Heuristic solvers CbcHeuristic ** heuristic_; /// Pointer to heuristic solver which found last solution (or NULL) CbcHeuristic * lastHeuristic_; # ifdef COIN_HAS_CLP /// Depth for fast nodes int fastNodeDepth_; #endif /*! Pointer to the event handler */ # ifdef CBC_ONLY_CLP ClpEventHandler *eventHandler_ ; # else CbcEventHandler *eventHandler_ ; # endif /// Total number of objects int numberObjects_; /** \brief Integer and Clique and ... information \note The code assumes that the first objects on the list will be SimpleInteger objects for each integer variable, followed by Clique objects. Portions of the code that understand Clique objects will fail if they do not immediately follow the SimpleIntegers. Large chunks of the code will fail if the first objects are not SimpleInteger. As of 2003.08, SimpleIntegers and Cliques are the only objects. */ OsiObject ** object_; /// Now we may not own objects - just point to solver's objects bool ownObjects_; /// Original columns as created by integerPresolve or preprocessing int * originalColumns_; /// How often to scan global cuts int howOftenGlobalScan_; /** Number of times global cuts violated. When global cut pool then this should be kept for each cut and type of cut */ int numberGlobalViolations_; /// Number of extra iterations in fast lp int numberExtraIterations_; /// Number of extra nodes in fast lp int numberExtraNodes_; /** Value of objective at continuous (Well actually after initial round of cuts) */ double continuousObjective_; /** Value of objective before root node cuts added */ double originalContinuousObjective_; /// Number of infeasibilities at continuous int continuousInfeasibilities_; /// Maximum number of cut passes at root int maximumCutPassesAtRoot_; /// Maximum number of cut passes int maximumCutPasses_; /// Preferred way of branching int preferredWay_; /// Current cut pass number int currentPassNumber_; /// Maximum number of cuts (for whichGenerator_) int maximumWhich_; /// Maximum number of rows int maximumRows_; /// Current depth int currentDepth_; /// Thread specific random number generator mutable CoinThreadRandom randomNumberGenerator_; /// Work basis for temporary use CoinWarmStartBasis workingBasis_; /// Which cut generator generated this cut int * whichGenerator_; /// Maximum number of statistics int maximumStatistics_; /// statistics CbcStatistics ** statistics_; /// Maximum depth reached int maximumDepthActual_; /// Number of reduced cost fixings double numberDJFixed_; /// Probing info CglTreeProbingInfo * probingInfo_; /// Number of fixed by analyze at root int numberFixedAtRoot_; /// Number fixed by analyze so far int numberFixedNow_; /// Whether stopping on gap bool stoppedOnGap_; /// Whether event happened bool eventHappened_; /// Number of long strong goes int numberLongStrong_; /// Number of old active cuts int numberOldActiveCuts_; /// Number of new cuts int numberNewCuts_; /// Size of mini - tree int sizeMiniTree_; /// Strategy worked out - mainly at root node int searchStrategy_; /// Number of iterations in strong branching int numberStrongIterations_; /** 0 - number times strong branching done, 1 - number fixed, 2 - number infeasible Second group of three is a snapshot at node [6] */ int strongInfo_[7]; /** For advanced applications you may wish to modify the behavior of Cbc e.g. if the solver is a NLP solver then you may not have an exact optimum solution at each step. This gives characteristics - just for one BAB. For actually saving/restoring a solution you need the actual solver one. */ OsiBabSolver * solverCharacteristics_; /// Whether to force a resolve after takeOffCuts bool resolveAfterTakeOffCuts_; /// Maximum number of iterations (designed to be used in heuristics) int maximumNumberIterations_; #if NEW_UPDATE_OBJECT>1 /// Number of outstanding update information items int numberUpdateItems_; /// Maximum number of outstanding update information items int maximumNumberUpdateItems_; /// Update items CbcObjectUpdateData * updateItems_; #endif /** Parallel 0 - off 1 - testing 2-99 threads other special meanings */ int numberThreads_; /** thread mode always use numberThreads for branching 1 set then use numberThreads in root mini branch and bound 2 set then use numberThreads for root cuts default is 0 */ int threadMode_; //@} }; /// So we can use osiObject or CbcObject during transition void getIntegerInformation(const OsiObject * object, double & originalLower, double & originalUpper) ; // So we can call from other programs // Real main program class OsiClpSolverInterface; int CbcMain (int argc, const char *argv[],OsiClpSolverInterface & solver,CbcModel ** babSolver); int CbcMain (int argc, const char *argv[],CbcModel & babSolver); // four ways of calling int callCbc(const char * input2, OsiClpSolverInterface& solver1); int callCbc(const char * input2); int callCbc(const std::string input2, OsiClpSolverInterface& solver1); int callCbc(const std::string input2) ; // When we want to load up CbcModel with options first void CbcMain0 (CbcModel & babSolver); int CbcMain1 (int argc, const char *argv[],CbcModel & babSolver); // two ways of calling int callCbc(const char * input2, CbcModel & babSolver); int callCbc(const std::string input2, CbcModel & babSolver); // And when CbcMain0 already called to initialize int callCbc1(const char * input2, CbcModel & babSolver); int callCbc1(const std::string input2, CbcModel & babSolver); // And when CbcMain0 already called to initialize (with call back) (see CbcMain1 for whereFrom) int callCbc1(const char * input2, CbcModel & babSolver, int (CbcModel * currentSolver, int whereFrom)); int callCbc1(const std::string input2, CbcModel & babSolver, int (CbcModel * currentSolver, int whereFrom)); int CbcMain1 (int argc, const char *argv[],CbcModel & babSolver, int (CbcModel * currentSolver, int whereFrom)); // For uniform setting of cut and heuristic options void setCutAndHeuristicOptions(CbcModel & model); #endif