#include <BM.hpp>
Public Member Functions | |
BM_lp () | |
virtual | ~BM_lp () |
int & | numNlpFailed () |
virtual void | unpack_module_data (BCP_buffer &buf) |
Unpack the initial information sent to the LP process by the Tree Manager. | |
virtual void | process_message (BCP_buffer &buf) |
Process a message that has been sent by another process' user part to this process' user part. | |
virtual OsiSolverInterface * | initialize_solver_interface () |
Create LP solver environment. | |
virtual void | load_problem (OsiSolverInterface &osi, BCP_problem_core *core, BCP_var_set &vars, BCP_cut_set &cuts) |
Load the problem specified by core, vars, and cuts into the solver interface. | |
virtual void | modify_lp_parameters (OsiSolverInterface *lp, bool in_strong_branching) |
virtual BCP_solution * | test_feasibility (const BCP_lp_result &lp_result, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts) |
Evaluate and return MIP feasibility of the current solution. | |
BCP_solution * | test_feasibility_BB (const BCP_lp_result &lp_result, const BCP_vec< BCP_var * > &vars) |
BCP_solution * | test_feasibility_hybrid (const BCP_lp_result &lp_result, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts) |
virtual void | generate_cuts_in_lp (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_cut * > &new_cuts, BCP_vec< BCP_row * > &new_rows) |
Generate cuts within the LP process. | |
virtual void | cuts_to_rows (const BCP_vec< BCP_var * > &vars, BCP_vec< BCP_cut * > &cuts, BCP_vec< BCP_row * > &rows, const BCP_lp_result &lpres, BCP_object_origin origin, bool allow_multiple) |
Convert (and possibly lift) a set of cuts into corresponding rows for the current LP relaxation. | |
virtual double | compute_lower_bound (const double old_lower_bound, const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts) |
Compute a true lower bound for the subproblem. | |
virtual void | initialize_new_search_tree_node (const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const BCP_vec< BCP_obj_status > &vs, const BCP_vec< BCP_obj_status > &cs, BCP_vec< int > &var_changed_pos, BCP_vec< double > &var_new_bd, BCP_vec< int > &cut_changed_pos, BCP_vec< double > &cut_new_bd) |
Initializing a new search tree node. | |
virtual BCP_branching_decision | select_branching_candidates (const BCP_lp_result &lpres, const BCP_vec< BCP_var * > &vars, const BCP_vec< BCP_cut * > &cuts, const BCP_lp_var_pool &local_var_pool, const BCP_lp_cut_pool &local_cut_pool, BCP_vec< BCP_lp_branching_object * > &cans, bool force_branch=false) |
Decide whether to branch or not and select a set of branching candidates if branching is decided upon. | |
BCP_branching_decision | bbBranch (OsiBranchingInformation &brInfo, BCP_vec< BCP_lp_branching_object * > &cands) |
BCP_branching_decision | hybridBranch () |
void | send_pseudo_cost_update (OsiBranchingInformation &branchInfo) |
Methods invoked from bbBranch(). | |
void | unpack_pseudo_costs (BCP_buffer &buf) |
int | sort_objects (OsiBranchingInformation &branchInfo, Bonmin::BonChooseVariable *choose, int &branchNum) |
void | clear_SB_results () |
void | collect_branch_data (OsiBranchingInformation &branchInfo, OsiSolverInterface *solver, const int branchNum, BM_BranchData *branchData) |
void | do_distributed_SB (OsiBranchingInformation &branchInfo, OsiSolverInterface *solver, const CoinWarmStart *cws, const int branchNum, const int *pids, const int pidNum) |
bool | isBranchFathomable (int status, double obj) |
int | process_SB_results (OsiBranchingInformation &branchInfo, OsiSolverInterface *solver, Bonmin::BonChooseVariable *choose, OsiBranchingObject *&branchObject) |
int | try_to_branch (OsiBranchingInformation &branchInfo, OsiSolverInterface *solver, Bonmin::BonChooseVariable *choose, OsiBranchingObject *&branchObject, bool allowVarFix) |
virtual void | set_user_data_for_children (BCP_presolved_lp_brobj *best, const int selected) |
For each child create a user data object and put it into the appropriate entry in best->user_data() . | |
Private Attributes | |
int | in_strong |
BCP_string | ipopt_file_content |
BCP_string | nl_file_content |
BCP_parameter_set< BM_par > | par |
BCP_buffer | bm_buf |
Bonmin::BonminAmplSetup | bonmin_ |
This contains the setup for running Bonmin in particular nlp solver, continuous solver, cut generators,. | |
double | integerTolerance_ |
int | numNlpFailed_ |
A counter for how many times in a row did the NLP code fail. | |
OsiCuts | cuts_ |
int * | objInd_ |
These are the indices of the integral (i.e., things that can be branched on) objects in the solver, sorted based on the priority of the corresponding objects. | |
int | objNum_ |
int * | infInd_ |
Every time when branching decisions are to be made, we create 6 arrays, 3 for those objects that are infeasible and 3 for those that are feasible. | |
double * | infUseful_ |
int | infNum_ |
int * | feasInd_ |
double * | feasUseful_ |
int | feasNum_ |
BM_SB_result * | sbResult_ |
This is where we keep the results in case of distributed strong branching. | |
BM_SB_result * | bestSbResult_ |
A pointer to the entry that got selected. | |
double | node_start_time |
The time when we started to process the node. | |
BM_stats | bm_stats |
Class for collecting statistics. |
Definition at line 273 of file BM.hpp.
void BM_lp::unpack_module_data | ( | BCP_buffer & | buf | ) | [virtual] |
Unpack the initial information sent to the LP process by the Tree Manager.
This information was packed by the method BCP_tm_user::pack_module_data() invoked with BCP_ProcessType_LP
as the third (target process type) argument.
Default: empty method.
update getting options directly from setup and store them in vars local to the BM_lp object
Reimplemented from BCP_lp_user.
Definition at line 35 of file BM_pack.cpp.
void BM_lp::process_message | ( | BCP_buffer & | buf | ) | [virtual] |
Process a message that has been sent by another process' user part to this process' user part.
Reimplemented from BCP_lp_user.
Definition at line 1008 of file BM_lp_branch.cpp.
OsiSolverInterface * BM_lp::initialize_solver_interface | ( | ) | [virtual] |
Create LP solver environment.
Create the LP solver class that will be used for solving the LP relaxations. The default implementation picks up which COIN_USE_XXX
is defined and initializes an lp solver of that type. This is probably OK for most users. The only reason to override this method is to be able to choose at runtime which lp solver to instantiate (maybe even different solvers on different processors). In this case she should probably also override the pack_warmstart() and unpack_warmstart() methods in this class and in the BCP_tm_user class.
Reimplemented from BCP_lp_user.
void BM_lp::load_problem | ( | OsiSolverInterface & | osi, | |
BCP_problem_core * | core, | |||
BCP_var_set & | vars, | |||
BCP_cut_set & | cuts | |||
) | [virtual] |
Load the problem specified by core, vars, and cuts into the solver interface.
If the solver is an LP solver then the default is fine. If it's an NLP then the user has to do this herself.
Reimplemented from BCP_lp_user.
void BM_lp::modify_lp_parameters | ( | OsiSolverInterface * | lp, | |
bool | in_strong_branching | |||
) | [virtual] |
BCP_solution * BM_lp::test_feasibility | ( | const BCP_lp_result & | lp_result, | |
const BCP_vec< BCP_var * > & | vars, | |||
const BCP_vec< BCP_cut * > & | cuts | |||
) | [virtual] |
Evaluate and return MIP feasibility of the current solution.
If the solution is MIP feasible, return a solution object otherwise return a NULL pointer. The useris also welcome to heuristically generate a solution and return a pointer to that solution (although the user will have another chance (after cuts and variables are generated) to return/create heuristically generated solutions. (After all, it's quite possible that solutions are generated during cut/variable generation.)
Default: test feasibility based on the FeeasibilityTest
parameter in BCP_lp_par which defults to BCP_FullTest_Feasible
.
lp_result | the result of the most recent LP optimization | |
vars | variables currently in the formulation | |
cuts | variables currently in the formulation |
Reimplemented from BCP_lp_user.
BCP_solution * BM_lp::test_feasibility_BB | ( | const BCP_lp_result & | lp_result, | |
const BCP_vec< BCP_var * > & | vars | |||
) |
BCP_solution * BM_lp::test_feasibility_hybrid | ( | const BCP_lp_result & | lp_result, | |
const BCP_vec< BCP_var * > & | vars, | |||
const BCP_vec< BCP_cut * > & | cuts | |||
) |
void BM_lp::generate_cuts_in_lp | ( | const BCP_lp_result & | lpres, | |
const BCP_vec< BCP_var * > & | vars, | |||
const BCP_vec< BCP_cut * > & | cuts, | |||
BCP_vec< BCP_cut * > & | new_cuts, | |||
BCP_vec< BCP_row * > & | new_rows | |||
) | [virtual] |
Generate cuts within the LP process.
Sometimes too much information would need to be transmitted for cut generation (e.g., the full tableau for Gomory cuts) or the cut generation is so fast that transmitting the info would take longer than generating the cuts. In such cases it might better to generate the cuts locally. This routine provides the opportunity.
Default: empty for now. To be interfaced to Cgl.
lpres | solution to the current LP relaxation (IN) | |
vars | the variabless currently in the relaxation (IN) | |
cuts | the cuts currently in the relaxation (IN) | |
new_cuts | the vector of generated cuts (OUT) | |
new_rows | the correspontding rows(OUT) |
Reimplemented from BCP_lp_user.
void BM_lp::cuts_to_rows | ( | const BCP_vec< BCP_var * > & | vars, | |
BCP_vec< BCP_cut * > & | cuts, | |||
BCP_vec< BCP_row * > & | rows, | |||
const BCP_lp_result & | lpres, | |||
BCP_object_origin | origin, | |||
bool | allow_multiple | |||
) | [virtual] |
Convert (and possibly lift) a set of cuts into corresponding rows for the current LP relaxation.
Converting means computing for each cut the coefficients corresponding to each variable and creating BCP_row objects that can be added to the formulation.
This method has different purposes depending on the value of the last argument. If multiple expansion is not allowed then the user must generate a unique row for each cut. This unique row must always be the same for any given cut. This kind of operation is needed so that an LP relaxation can be exactly recreated.
On the other hand if multiple expansion is allowed then the user has (almost) free reign over what she returns. She can delete some of the cuts
or append new ones (e.g., lifted ones) to the end. The result of the LP relaxation and the origin of the cuts are there to help her to make a decision about what to do. For example, she might want to lift cuts coming from the Cut Generator, but not those coming from the Cut Pool. The only requirement is that when this method returns the number of cuts and rows must be the same and the i-th row must be the unique row corresponding to the i-th cut.
vars | the variables currently in the relaxation (IN) | |
cuts | the cuts to be converted (IN/OUT) | |
rows | the rows into which the cuts are converted (OUT) | |
lpres | solution to the current LP relaxation (IN) | |
origin | where the cuts come from (IN) | |
allow_multiple | whether multiple expansion, i.e., lifting, is allowed (IN) |
Default: throw an exception (if this method is invoked then the user must have generated cuts and BCP has no way to know how to convert them).
Reimplemented from BCP_lp_user.
double BM_lp::compute_lower_bound | ( | const double | old_lower_bound, | |
const BCP_lp_result & | lpres, | |||
const BCP_vec< BCP_var * > & | vars, | |||
const BCP_vec< BCP_cut * > & | cuts | |||
) | [virtual] |
Compute a true lower bound for the subproblem.
In case column generation is done the lower bound for the subproblem might not be the same as the objective value of the current LP relaxation. Here the user has an option to return a true lower bound.
The default implementation returns the objective value of the current LP relaxation if no column generation is done, otherwise returns the current (somehow previously computed) true lower bound.
Reimplemented from BCP_lp_user.
void BM_lp::initialize_new_search_tree_node | ( | const BCP_vec< BCP_var * > & | vars, | |
const BCP_vec< BCP_cut * > & | cuts, | |||
const BCP_vec< BCP_obj_status > & | var_status, | |||
const BCP_vec< BCP_obj_status > & | cut_status, | |||
BCP_vec< int > & | var_changed_pos, | |||
BCP_vec< double > & | var_new_bd, | |||
BCP_vec< int > & | cut_changed_pos, | |||
BCP_vec< double > & | cut_new_bd | |||
) | [virtual] |
Initializing a new search tree node.
This method serves as hook for the user to do some preprocessing on a search tree node before the node is processed. Also, logical fixing results can be returned in the last four parameters. This might be very useful if the branching implies significant tightening.
Default: empty method.
vars | (IN) The variables in the current formulation | |
cuts | (IN) The cuts in the current formulation | |
var_status | (IN) The stati of the variables | |
cut_status | (IN) The stati of the cuts | |
var_changed_pos | (OUT) The positions of the variables whose bounds should be tightened | |
var_new_bd | (OUT) The new lb/ub of those variables | |
cut_changed_pos | (OUT) The positions of the cuts whose bounds should be tightened | |
cut_new_bd | (OUT) The new lb/ub of those cuts |
Reimplemented from BCP_lp_user.
BCP_branching_decision BM_lp::select_branching_candidates | ( | const BCP_lp_result & | lpres, | |
const BCP_vec< BCP_var * > & | vars, | |||
const BCP_vec< BCP_cut * > & | cuts, | |||
const BCP_lp_var_pool & | local_var_pool, | |||
const BCP_lp_cut_pool & | local_cut_pool, | |||
BCP_vec< BCP_lp_branching_object * > & | cands, | |||
bool | force_branch = false | |||
) | [virtual] |
Decide whether to branch or not and select a set of branching candidates if branching is decided upon.
The return value indicates what should be done: branching, continuing with the same node or abandoning the node completely.
Default: Branch if both local pools are empty. If branching is done then several (based on the StrongBranch_CloseToHalfNum
and StrongBranch_CloseToOneNum
parameters in BCP_lp_par) variables are selected for strong branching.
"Close-to-half" variables are those that should be integer and are at a fractional level. The measure of their fractionality is their distance from the closest integer. The most fractional variables will be selected, i.e., those that are close to half. If there are too many such variables then those with higher objective value have priority.
"Close-to-on" is interpreted in a more literal sense. It should be used only if the integer variables are binary as it select those fractional variables which are away from 1 but are still close. If there are too many such variables then those with lower objective value have priority.
lpres | the result of the most recent LP optimization. | |
vars | the variables in the current formulation. | |
cuts | the cuts in the current formulation. | |
local_var_pool | the local pool that holds variables with negative reduced cost. In case of continuing with the node the best so many variables will be added to the formulation (those with the most negative reduced cost). | |
local_cut_pool | the local pool that holds violated cuts. In case of continuing with the node the best so many cuts will be added to the formulation (the most violated ones). | |
cands | the generated branching candidates. | |
force_branch | indicate whether to force branching regardless of the size of the local cut/var pools |
Pseudo Shadow Price mode 0 - off 1 - use and multiply by strong info 2 - use
Reimplemented from BCP_lp_user.
Definition at line 31 of file BM_lp_branch.cpp.
BCP_branching_decision BM_lp::bbBranch | ( | OsiBranchingInformation & | brInfo, | |
BCP_vec< BCP_lp_branching_object * > & | cands | |||
) |
Definition at line 824 of file BM_lp_branch.cpp.
BCP_branching_decision BM_lp::hybridBranch | ( | ) |
Definition at line 93 of file BM_lp_branch.cpp.
void BM_lp::send_pseudo_cost_update | ( | OsiBranchingInformation & | branchInfo | ) |
Methods invoked from bbBranch().
Definition at line 123 of file BM_lp_branch.cpp.
void BM_lp::unpack_pseudo_costs | ( | BCP_buffer & | buf | ) |
Definition at line 102 of file BM_lp_branch.cpp.
int BM_lp::sort_objects | ( | OsiBranchingInformation & | branchInfo, | |
Bonmin::BonChooseVariable * | choose, | |||
int & | branchNum | |||
) |
Definition at line 171 of file BM_lp_branch.cpp.
void BM_lp::clear_SB_results | ( | ) |
Definition at line 312 of file BM_lp_branch.cpp.
void BM_lp::collect_branch_data | ( | OsiBranchingInformation & | branchInfo, | |
OsiSolverInterface * | solver, | |||
const int | branchNum, | |||
BM_BranchData * | branchData | |||
) |
Definition at line 323 of file BM_lp_branch.cpp.
void BM_lp::do_distributed_SB | ( | OsiBranchingInformation & | branchInfo, | |
OsiSolverInterface * | solver, | |||
const CoinWarmStart * | cws, | |||
const int | branchNum, | |||
const int * | pids, | |||
const int | pidNum | |||
) |
Definition at line 445 of file BM_lp_branch.cpp.
bool BM_lp::isBranchFathomable | ( | int | status, | |
double | obj | |||
) |
Definition at line 537 of file BM_lp_branch.cpp.
int BM_lp::process_SB_results | ( | OsiBranchingInformation & | branchInfo, | |
OsiSolverInterface * | solver, | |||
Bonmin::BonChooseVariable * | choose, | |||
OsiBranchingObject *& | branchObject | |||
) |
Definition at line 546 of file BM_lp_branch.cpp.
int BM_lp::try_to_branch | ( | OsiBranchingInformation & | branchInfo, | |
OsiSolverInterface * | solver, | |||
Bonmin::BonChooseVariable * | choose, | |||
OsiBranchingObject *& | branchObject, | |||
bool | allowVarFix | |||
) |
Definition at line 746 of file BM_lp_branch.cpp.
void BM_lp::set_user_data_for_children | ( | BCP_presolved_lp_brobj * | best, | |
const int | selected | |||
) | [virtual] |
For each child create a user data object and put it into the appropriate entry in best->user_data()
.
When this function is called the best->user_data()
vector is already the right size and is filled will 0 pointers. The second argument is usefule if strong branching was done. It is the index of the branching candidate that was selected for branching (the one that's the source of best
.
Reimplemented from BCP_lp_user.
Definition at line 993 of file BM_lp_branch.cpp.
int BM_lp::in_strong [private] |
BCP_string BM_lp::ipopt_file_content [private] |
BCP_string BM_lp::nl_file_content [private] |
BCP_parameter_set<BM_par> BM_lp::par [private] |
BCP_buffer BM_lp::bm_buf [private] |
Bonmin::BonminAmplSetup BM_lp::bonmin_ [private] |
double BM_lp::integerTolerance_ [private] |
int BM_lp::numNlpFailed_ [private] |
OsiCuts BM_lp::cuts_ [private] |
int* BM_lp::objInd_ [private] |
int BM_lp::objNum_ [private] |
int* BM_lp::infInd_ [private] |
Every time when branching decisions are to be made, we create 6 arrays, 3 for those objects that are infeasible and 3 for those that are feasible.
infInd_ contains the indices of the objects (into the objects_ array of objects) that are not feasible, infUseful_ cointains their usefulness and infNum_ their number. They are ordered by their priority and within that by their usefulness (that depends on their pseudocosts, etc.). feasXXX_ contains the same for objects that are feasible, except that SOS objects are not listed there, nor variables that are fixed.
double* BM_lp::infUseful_ [private] |
int BM_lp::infNum_ [private] |
int* BM_lp::feasInd_ [private] |
double* BM_lp::feasUseful_ [private] |
int BM_lp::feasNum_ [private] |
BM_SB_result* BM_lp::sbResult_ [private] |
BM_SB_result* BM_lp::bestSbResult_ [private] |
double BM_lp::node_start_time [private] |
BM_stats BM_lp::bm_stats [private] |