// (C) Copyright International Business Machines Corporation 2007 // All Rights Reserved. // This code is published under the Common Public License. // // Authors : // Pierre Bonami, International Business Machines Corporation // // Date : 04/12/2007 #ifndef BabSetupBase_H #define BabSetupBase_H #include #include #include "CglCutGenerator.hpp" #include "CbcHeuristic.hpp" #include "OsiChooseVariable.hpp" #include "BonOsiTMINLPInterface.hpp" namespace Bonmin { /** A class to have all elements necessary to setup a branch-and-bound.*/ class BabSetupBase { public: /** Type for cut generation method with its frequency and string identification. */ struct CuttingMethod { int frequency; std::string id; CglCutGenerator * cgl; bool atSolution; bool normal; CuttingMethod(): atSolution(false), normal(true) {} CuttingMethod(const CuttingMethod & other): frequency(other.frequency), id(other.id), cgl(other.cgl), atSolution(other.atSolution), normal(other.normal) {} }; /** Type for heuristic method with its string identification. */ struct HeuristicMethod { std::string id; CbcHeuristic* heuristic; HeuristicMethod() {} HeuristicMethod(const HeuristicMethod & other): id(other.id), heuristic(other.heuristic) {} }; typedef std::list CuttingMethods; typedef std::list HeuristicMethods; /** Strategies for comparing the nodes on the heap. */ enum NodeComparison { bestBound = 0 /** Best bound*/, DFS /** Depth First Search*/, BFS /** Best First Search */, dynamic /** Dynamic strategy, see CbcBranchActual.hpp for explanations.*/, bestGuess /** Best guessed integer solution is subtree below, based on pseudo costs */ }; /** Strategies for traversing the tree.*/ enum TreeTraversal { HeapOnly=0 /** Only using the heap, uses CbcTree.*/, DiveFromBest /** dive from top node of the heap untill it gets to a leaf of the tree. Uses Bonmin::CbcDiver.*/, ProbedDive /** Eplore two kids before following on dive.*/, DfsDiveFromBest /** dive from top node of the heap with more elaborate strategy (see options doc). Uses Bonmin::CbcDfsDiver.*/, DfsDiveDynamic /** Same as DfsDiveFromBest, but after a prescribed number of integer solution are found switch to best-bound and if too many node switches to depth-first. Uses Bonmin::CbcDfsDiver.*/ }; /** @name Enums for optionslist parameters */ enum VarSelectStra_Enum { MOST_FRACTIONAL=0, STRONG_BRANCHING, RELIABILITY_BRANCHING, CURVATURE_ESTIMATOR, QP_STRONG_BRANCHING, LP_STRONG_BRANCHING, NLP_STRONG_BRANCHING, OSI_SIMPLE, OSI_STRONG, RANDOM }; /** Parameters represented by an integer. */ enum IntParameter{ BabLogLevel = 0 /** Log level of main branch-and-bound*/, BabLogInterval/** Display information every logIntervval nodes.*/, MaxFailures /** Max number of failures in a branch.*/, FailureBehavior /** Behavior of the algorithm in the case of a failure.*/, MaxInfeasible /** Max number of consecutive infeasible problem in a branch before fathoming.*/, NumberStrong /** Number of candidates for strong branching.*/, MinReliability /** Minimum reliability before trust pseudo-costs.*/, MaxNodes /** Global node limit.*/, MaxSolutions /** limit on number of integer feasible solution.*/, MaxIterations /** Global iteration limit. */, SpecialOption /** Spetial option in particular for Cbc. */, DisableSos /** Consider or not SOS constraints.*/, NumCutPasses/** Number of cut passes at nodes.*/, NumCutPassesAtRoot/** Number of cut passes at nodes.*/, NumberIntParam /** Dummy end to size table*/ }; /** Parameters represented by a double.*/ enum DoubleParameter{ CutoffDecr = 0 /** Amount by which cutoff is incremented */, Cutoff /** cutoff value */, AllowableGap /** Stop if absolute gap is less than this. */, AllowableFractionGap /** Stop if relative gap is less than this.*/, IntTol /** Integer tolerance.*/, MaxTime /** Global time limit. */, NumberDoubleParam /** Dummy end to size table*/ }; /** Default constructor. */ BabSetupBase(); /** Construct from existing tminlp. */ BabSetupBase(Ipopt::SmartPtr tminlp); /** Construct from existing application.*/ BabSetupBase(Ipopt::SmartPtr app); /** Construct from existing TMINLP interface.*/ BabSetupBase(const OsiTMINLPInterface& nlp); /** Copy but uses an other nlp.*/ BabSetupBase(const BabSetupBase &setup, OsiTMINLPInterface &nlp); /** Copy constructor. */ BabSetupBase(const BabSetupBase & other); /** virtual copy constructor. */ virtual BabSetupBase * clone() const = 0; /** Make a copy with solver replace by one passed .*/ virtual BabSetupBase *clone(OsiTMINLPInterface&nlp)const; /** Virtual destructor. */ virtual ~BabSetupBase(); /** @name Methods to initialize algorithm with various inputs. */ /** @{ */ /** use existing TMINLP interface (containing the options).*/ void use(const OsiTMINLPInterface& nlp); /** Read options (if not done before) and create interface using tminlp.*/ void use(Ipopt::SmartPtr tminlp ); /** use specific instanciation of a TMINLP2TNLP.*/ void use(Ipopt::SmartPtr prob); /** Set the non-linear solver used */ void setNonlinearSolver(OsiTMINLPInterface * s) { nonlinearSolver_ = s; } /** @} */ /** @name Methods to manipulate options. */ /** @{ */ /** Register all the options for this algorithm instance.*/ virtual void registerOptions(); /** Setup the defaults options for this algorithm. */ virtual void setBabDefaultOptions(Ipopt::SmartPtr roptions) {} /** Register all the options for this algorithm instance.*/ static void registerAllOptions(Ipopt::SmartPtr roptions); /** Get the options from default text file (bonmin.opt) if don't already have them.*/ virtual void readOptionsFile() { if (readOptions_) return; readOptionsFile("bonmin.opt"); } /** Get the options from given fileName */ void readOptionsFile(std::string fileName); /** Get the options from long string containing all.*/ void readOptionsString(std::string opt_string); /** Get the options from stream.*/ void readOptionsStream(std::istream& is); /** May print documentation of options if options print_options_documentation is set to yes.*/ void mayPrintDoc(); /** Set the value for options, output...*/ void setOptionsAndJournalist(Ipopt::SmartPtr roptions, Ipopt::SmartPtr options, Ipopt::SmartPtr journalist) { options_ = options; roptions_ = roptions; journalist_ = journalist; } /** Initialize the options and the journalist.*/ void initializeOptionsAndJournalist(); /** @} */ /** @name Elements of the branch-and-bound setup.*/ /** @{ */ /** Pointer to the non-linear solver used.*/ OsiTMINLPInterface * nonlinearSolver() { return nonlinearSolver_; } /** Pointer to the continuous solver to use for relaxations. */ OsiSolverInterface * continuousSolver() { return continuousSolver_; } /** list of cutting planes methods to apply with their frequencies. */ CuttingMethods& cutGenerators() { return cutGenerators_; } /** list of Heuristic methods to use. */ HeuristicMethods& heuristics() { return heuristics_; } /** branching method to use. */ OsiChooseVariable * branchingMethod() { return branchingMethod_; } /** Method used to compare nodes. */ NodeComparison nodeComparisonMethod() { return nodeComparisonMethod_; } /** Method used to traverse tree.*/ TreeTraversal treeTraversalMethod() { return treeTraversalMethod_; } /** Return value of integer parameter. */ int getIntParameter(const IntParameter &p) const { return intParam_[p]; } /** Return value of double parameter.*/ double getDoubleParameter(const DoubleParameter &p) const { return doubleParam_[p]; } /** Return value of integer parameter. */ void setIntParameter(const IntParameter &p, const int v) { intParam_[p] = v; } /** Return value of double parameter.*/ void setDoubleParameter(const DoubleParameter &p, const double v) { doubleParam_[p] = v; } /** @} */ /** Get the values of base parameters from the options stored.*/ void gatherParametersValues() { gatherParametersValues(options_); } /** Get the values of the base parameters from the passed options.*/ void gatherParametersValues(Ipopt::SmartPtr options); /** Acces storage of Journalist for output */ Ipopt::SmartPtr journalist() { return journalist_; } /** Acces list of Options */ Ipopt::SmartPtr options() { return options_; } /** Access registered Options */ Ipopt::SmartPtr roptions() { return roptions_; } /** Access to extra objects.*/ const vector& objects() const { return objects_; } /** Access to extra objects.*/ vector& objects() { return objects_; } protected: /** Set the priorities into OsiTMINLPInterface when needed.*/ void setPriorities(); /** Add SOS constraints to OsiTMINLPInterface when needed.*/ void addSos(); /** storage of integer parameters.*/ int intParam_[NumberIntParam]; /** default values for int parameters.*/ static int defaultIntParam_[NumberIntParam]; /** storage of double parameters. */ double doubleParam_[NumberDoubleParam]; /** default values for double parameters. */ static double defaultDoubleParam_[NumberDoubleParam]; /** Storage of the non-linear solver used.*/ OsiTMINLPInterface * nonlinearSolver_; /** Storage of continuous solver.*/ OsiSolverInterface * continuousSolver_; /** Cut generation methods. */ CuttingMethods cutGenerators_; /** Heuristic methods. */ HeuristicMethods heuristics_; /** Branching method.*/ OsiChooseVariable * branchingMethod_; /** Node comparison method.*/ NodeComparison nodeComparisonMethod_; /** Tree traversal method.*/ TreeTraversal treeTraversalMethod_; /** Extra object to add to Cbc (not OsiObjects).*/ vector objects_; /** Storage of Journalist for output */ Ipopt::SmartPtr journalist_; /** List of Options */ Ipopt::SmartPtr options_; /** Registered Options */ Ipopt::SmartPtr roptions_; /** flag to say if option file was read.*/ bool readOptions_; /** separate message handler if continuousSolver_!= nonlinearSolver.*/ CoinMessageHandler * lpMessageHandler_; }; }/* End namespace Bonmin. */ #endif