This class implements a very silly algorithm. More...
#include <Idiot.hpp>
Public Member Functions | |
void | solve2 (CoinMessageHandler *handler, const CoinMessages *messages) |
Stuff for internal use. | |
Constructors and destructor | |
Idiot () | |
Default constructor. | |
Idiot (OsiSolverInterface &model) | |
Constructor with model. | |
Idiot (const Idiot &) | |
Copy constructor. | |
Idiot & | operator= (const Idiot &rhs) |
Assignment operator. This copies the data. | |
~Idiot () | |
Destructor. | |
Algorithmic calls | |
void | solve () |
Get an approximate solution with the idiot code. | |
void | crash (int numberPass, CoinMessageHandler *handler, const CoinMessages *messages, bool doCrossover=true) |
Lightweight "crash". | |
void | crossOver (int mode) |
Use simplex to get an optimal solution mode is how many steps the simplex crossover should take to arrive to an extreme point: 0 - chosen,all ever used, all 1 - chosen, all 2 - all 3 - do not do anything - maybe basis + 16 do presolves. | |
Gets and sets of most useful data | |
double | getStartingWeight () const |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
void | setStartingWeight (double value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
double | getWeightFactor () const |
Weight factor - weight multiplied by this when changes, default 0.333. | |
void | setWeightFactor (double value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
double | getFeasibilityTolerance () const |
Feasibility tolerance - problem essentially feasible if individual infeasibilities less than this. | |
void | setFeasibilityTolerance (double value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
double | getReasonablyFeasible () const |
Reasonably feasible. | |
void | setReasonablyFeasible (double value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
double | getExitInfeasibility () const |
Exit infeasibility - exit if sum of infeasibilities less than this. | |
void | setExitInfeasibility (double value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
int | getMajorIterations () const |
Major iterations. | |
void | setMajorIterations (int value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
int | getMinorIterations () const |
Minor iterations. | |
void | setMinorIterations (int value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
int | getMinorIterations0 () const |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
void | setMinorIterations0 (int value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
int | getReduceIterations () const |
Reduce weight after this many major iterations. | |
void | setReduceIterations (int value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
int | getLogLevel () const |
Amount of information - default of 1 should be okay. | |
void | setLogLevel (int value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
int | getLightweight () const |
How lightweight - 0 not, 1 yes, 2 very lightweight. | |
void | setLightweight (int value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
int | getStrategy () const |
strategy | |
void | setStrategy (int value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
double | getDropEnoughFeasibility () const |
Fine tuning - okay if feasibility drop this factor. | |
void | setDropEnoughFeasibility (double value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
double | getDropEnoughWeighted () const |
Fine tuning - okay if weighted obj drop this factor. | |
void | setDropEnoughWeighted (double value) |
Starting weight - small emphasizes feasibility, default 1.0e-4. | |
Private Member Functions | |
IdiotResult | IdiSolve (int nrows, int ncols, double *rowsol, double *colsol, double *pi, double *djs, const double *origcost, double *rowlower, double *rowupper, const double *lower, const double *upper, const double *element, const int *row, const CoinBigIndex *colcc, const int *length, double *lambda, int maxIts, double mu, double drop, double maxmin, double offset, int strategy, double djTol, double djExit, double djFlag, CoinThreadRandom *randomNumberGenerator) |
int | dropping (IdiotResult result, double tolerance, double small, int *nbad) |
IdiotResult | objval (int nrows, int ncols, double *rowsol, double *colsol, double *pi, double *djs, const double *cost, const double *rowlower, const double *rowupper, const double *lower, const double *upper, const double *elemnt, const int *row, const CoinBigIndex *columnStart, const int *length, int extraBlock, int *rowExtra, double *solExtra, double *elemExtra, double *upperExtra, double *costExtra, double weight) |
int | cleanIteration (int iteration, int ordinaryStart, int ordinaryEnd, double *colsol, const double *lower, const double *upper, const double *rowLower, const double *rowUpper, const double *cost, const double *element, double fixTolerance, double &objChange, double &infChange) |
Private Attributes | |
OsiSolverInterface * | model_ |
Underlying model. | |
double | djTolerance_ |
double | mu_ |
double | drop_ |
double | muFactor_ |
double | stopMu_ |
double | smallInfeas_ |
double | reasonableInfeas_ |
double | exitDrop_ |
double | muAtExit_ |
double | exitFeasibility_ |
double | dropEnoughFeasibility_ |
double | dropEnoughWeighted_ |
int * | whenUsed_ |
int | maxBigIts_ |
int | maxIts_ |
int | majorIterations_ |
int | logLevel_ |
int | logFreq_ |
int | checkFrequency_ |
int | lambdaIterations_ |
int | maxIts2_ |
int | strategy_ |
int | lightWeight_ |
This class implements a very silly algorithm.
It has no merit apart from the fact that it gets an approximate solution to some classes of problems. Better if vaguely homogeneous. It works on problems where volume algorithm works and often gets a better primal solution but it has no dual solution.
It can also be used as a "crash" to get a problem started. This is probably its most useful function.
It is based on the idea that algorithms with terrible convergence properties may be okay at first. Throw in some random dubious tricks and the resulting code may be worth keeping as long as you don't look at it.
Definition at line 48 of file Idiot.hpp.
Idiot::Idiot | ( | ) |
Default constructor.
Idiot::Idiot | ( | OsiSolverInterface & | model | ) |
Constructor with model.
Idiot::Idiot | ( | const Idiot & | ) |
Copy constructor.
Idiot::~Idiot | ( | ) |
Destructor.
void Idiot::solve | ( | ) |
Get an approximate solution with the idiot code.
void Idiot::crash | ( | int | numberPass, | |
CoinMessageHandler * | handler, | |||
const CoinMessages * | messages, | |||
bool | doCrossover = true | |||
) |
Lightweight "crash".
void Idiot::crossOver | ( | int | mode | ) |
Use simplex to get an optimal solution mode is how many steps the simplex crossover should take to arrive to an extreme point: 0 - chosen,all ever used, all 1 - chosen, all 2 - all 3 - do not do anything - maybe basis + 16 do presolves.
double Idiot::getStartingWeight | ( | ) | const [inline] |
void Idiot::setStartingWeight | ( | double | value | ) | [inline] |
double Idiot::getWeightFactor | ( | ) | const [inline] |
void Idiot::setWeightFactor | ( | double | value | ) | [inline] |
double Idiot::getFeasibilityTolerance | ( | ) | const [inline] |
Feasibility tolerance - problem essentially feasible if individual infeasibilities less than this.
default 0.1
Definition at line 113 of file Idiot.hpp.
References smallInfeas_.
void Idiot::setFeasibilityTolerance | ( | double | value | ) | [inline] |
Starting weight - small emphasizes feasibility, default 1.0e-4.
Definition at line 116 of file Idiot.hpp.
References smallInfeas_.
double Idiot::getReasonablyFeasible | ( | ) | const [inline] |
Reasonably feasible.
Dubious method concentrates more on objective when sum of infeasibilities less than this. Very dubious default value of (Number of rows)/20
Definition at line 122 of file Idiot.hpp.
References reasonableInfeas_.
void Idiot::setReasonablyFeasible | ( | double | value | ) | [inline] |
Starting weight - small emphasizes feasibility, default 1.0e-4.
Definition at line 125 of file Idiot.hpp.
References reasonableInfeas_.
double Idiot::getExitInfeasibility | ( | ) | const [inline] |
Exit infeasibility - exit if sum of infeasibilities less than this.
Default -1.0 (i.e. switched off)
Definition at line 130 of file Idiot.hpp.
References exitFeasibility_.
void Idiot::setExitInfeasibility | ( | double | value | ) | [inline] |
Starting weight - small emphasizes feasibility, default 1.0e-4.
Definition at line 133 of file Idiot.hpp.
References exitFeasibility_.
int Idiot::getMajorIterations | ( | ) | const [inline] |
Major iterations.
stop after this number. Default 30. Use 2-5 for "crash" 50-100 for serious crunching
Definition at line 138 of file Idiot.hpp.
References majorIterations_.
void Idiot::setMajorIterations | ( | int | value | ) | [inline] |
Starting weight - small emphasizes feasibility, default 1.0e-4.
Definition at line 141 of file Idiot.hpp.
References majorIterations_.
int Idiot::getMinorIterations | ( | ) | const [inline] |
Minor iterations.
Do this number of tiny steps before deciding whether to change weights etc. Default - dubious sqrt(Number of Rows). Good numbers 105 to 405 say (5 is dubious method of making sure idiot is not trying to be clever which it may do every 10 minor iterations)
Definition at line 150 of file Idiot.hpp.
References maxIts2_.
void Idiot::setMinorIterations | ( | int | value | ) | [inline] |
int Idiot::getMinorIterations0 | ( | ) | const [inline] |
void Idiot::setMinorIterations0 | ( | int | value | ) | [inline] |
int Idiot::getReduceIterations | ( | ) | const [inline] |
Reduce weight after this many major iterations.
It may get reduced before this but this is a maximum. Default 3. 3-10 plausible.
Definition at line 166 of file Idiot.hpp.
References maxBigIts_.
void Idiot::setReduceIterations | ( | int | value | ) | [inline] |
Starting weight - small emphasizes feasibility, default 1.0e-4.
Definition at line 169 of file Idiot.hpp.
References maxBigIts_.
int Idiot::getLogLevel | ( | ) | const [inline] |
void Idiot::setLogLevel | ( | int | value | ) | [inline] |
int Idiot::getLightweight | ( | ) | const [inline] |
How lightweight - 0 not, 1 yes, 2 very lightweight.
Definition at line 180 of file Idiot.hpp.
References lightWeight_.
void Idiot::setLightweight | ( | int | value | ) | [inline] |
Starting weight - small emphasizes feasibility, default 1.0e-4.
Definition at line 183 of file Idiot.hpp.
References lightWeight_.
int Idiot::getStrategy | ( | ) | const [inline] |
void Idiot::setStrategy | ( | int | value | ) | [inline] |
double Idiot::getDropEnoughFeasibility | ( | ) | const [inline] |
Fine tuning - okay if feasibility drop this factor.
Definition at line 194 of file Idiot.hpp.
References dropEnoughFeasibility_.
void Idiot::setDropEnoughFeasibility | ( | double | value | ) | [inline] |
Starting weight - small emphasizes feasibility, default 1.0e-4.
Definition at line 197 of file Idiot.hpp.
References dropEnoughFeasibility_.
double Idiot::getDropEnoughWeighted | ( | ) | const [inline] |
Fine tuning - okay if weighted obj drop this factor.
Definition at line 201 of file Idiot.hpp.
References dropEnoughWeighted_.
void Idiot::setDropEnoughWeighted | ( | double | value | ) | [inline] |
Starting weight - small emphasizes feasibility, default 1.0e-4.
Definition at line 204 of file Idiot.hpp.
References dropEnoughWeighted_.
void Idiot::solve2 | ( | CoinMessageHandler * | handler, | |
const CoinMessages * | messages | |||
) |
Stuff for internal use.
Does actual work
IdiotResult Idiot::IdiSolve | ( | int | nrows, | |
int | ncols, | |||
double * | rowsol, | |||
double * | colsol, | |||
double * | pi, | |||
double * | djs, | |||
const double * | origcost, | |||
double * | rowlower, | |||
double * | rowupper, | |||
const double * | lower, | |||
const double * | upper, | |||
const double * | element, | |||
const int * | row, | |||
const CoinBigIndex * | colcc, | |||
const int * | length, | |||
double * | lambda, | |||
int | maxIts, | |||
double | mu, | |||
double | drop, | |||
double | maxmin, | |||
double | offset, | |||
int | strategy, | |||
double | djTol, | |||
double | djExit, | |||
double | djFlag, | |||
CoinThreadRandom * | randomNumberGenerator | |||
) | [private] |
int Idiot::dropping | ( | IdiotResult | result, | |
double | tolerance, | |||
double | small, | |||
int * | nbad | |||
) | [private] |
IdiotResult Idiot::objval | ( | int | nrows, | |
int | ncols, | |||
double * | rowsol, | |||
double * | colsol, | |||
double * | pi, | |||
double * | djs, | |||
const double * | cost, | |||
const double * | rowlower, | |||
const double * | rowupper, | |||
const double * | lower, | |||
const double * | upper, | |||
const double * | elemnt, | |||
const int * | row, | |||
const CoinBigIndex * | columnStart, | |||
const int * | length, | |||
int | extraBlock, | |||
int * | rowExtra, | |||
double * | solExtra, | |||
double * | elemExtra, | |||
double * | upperExtra, | |||
double * | costExtra, | |||
double | weight | |||
) | [private] |
int Idiot::cleanIteration | ( | int | iteration, | |
int | ordinaryStart, | |||
int | ordinaryEnd, | |||
double * | colsol, | |||
const double * | lower, | |||
const double * | upper, | |||
const double * | rowLower, | |||
const double * | rowUpper, | |||
const double * | cost, | |||
const double * | element, | |||
double | fixTolerance, | |||
double & | objChange, | |||
double & | infChange | |||
) | [private] |
OsiSolverInterface* Idiot::model_ [private] |
double Idiot::djTolerance_ [private] |
double Idiot::mu_ [private] |
Definition at line 254 of file Idiot.hpp.
Referenced by getStartingWeight(), and setStartingWeight().
double Idiot::drop_ [private] |
double Idiot::muFactor_ [private] |
Definition at line 256 of file Idiot.hpp.
Referenced by getWeightFactor(), and setWeightFactor().
double Idiot::stopMu_ [private] |
double Idiot::smallInfeas_ [private] |
Definition at line 258 of file Idiot.hpp.
Referenced by getFeasibilityTolerance(), and setFeasibilityTolerance().
double Idiot::reasonableInfeas_ [private] |
Definition at line 259 of file Idiot.hpp.
Referenced by getReasonablyFeasible(), and setReasonablyFeasible().
double Idiot::exitDrop_ [private] |
double Idiot::muAtExit_ [private] |
double Idiot::exitFeasibility_ [private] |
Definition at line 262 of file Idiot.hpp.
Referenced by getExitInfeasibility(), and setExitInfeasibility().
double Idiot::dropEnoughFeasibility_ [private] |
Definition at line 263 of file Idiot.hpp.
Referenced by getDropEnoughFeasibility(), and setDropEnoughFeasibility().
double Idiot::dropEnoughWeighted_ [private] |
Definition at line 264 of file Idiot.hpp.
Referenced by getDropEnoughWeighted(), and setDropEnoughWeighted().
int* Idiot::whenUsed_ [private] |
int Idiot::maxBigIts_ [private] |
Definition at line 266 of file Idiot.hpp.
Referenced by getReduceIterations(), and setReduceIterations().
int Idiot::maxIts_ [private] |
Definition at line 267 of file Idiot.hpp.
Referenced by getMinorIterations0(), and setMinorIterations0().
int Idiot::majorIterations_ [private] |
Definition at line 268 of file Idiot.hpp.
Referenced by getMajorIterations(), and setMajorIterations().
int Idiot::logLevel_ [private] |
Definition at line 269 of file Idiot.hpp.
Referenced by getLogLevel(), and setLogLevel().
int Idiot::logFreq_ [private] |
int Idiot::checkFrequency_ [private] |
int Idiot::lambdaIterations_ [private] |
int Idiot::maxIts2_ [private] |
Definition at line 273 of file Idiot.hpp.
Referenced by getMinorIterations(), and setMinorIterations().
int Idiot::strategy_ [private] |
Definition at line 274 of file Idiot.hpp.
Referenced by getStrategy(), and setStrategy().
int Idiot::lightWeight_ [private] |
Definition at line 286 of file Idiot.hpp.
Referenced by getLightweight(), and setLightweight().