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# /home/coin/svn-release/Alps-1.4.8/Clp/src/Idiot.hpp

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    00001 /* $Id: Idiot.hpp 1665 2011-01-04 17:55:54Z lou $ */
    00002 // Copyright (C) 2002, International Business Machines
    00003 // Corporation and others.  All Rights Reserved.
    00004 // This code is licensed under the terms of the Eclipse Public License (EPL).
    00005
    00006 // "Idiot" as the name of this algorithm is copylefted.  If you want to change
    00007 // the name then it should be something equally stupid (but not "Stupid") or
    00008 // even better something witty.
    00009
    00010 #ifndef Idiot_H
    00011 #define Idiot_H
    00012 #ifndef OSI_IDIOT
    00013 #include "ClpSimplex.hpp"
    00014 #define OsiSolverInterface ClpSimplex
    00015 #else
    00016 #include "OsiSolverInterface.hpp"
    00017 typedef int CoinBigIndex;
    00018 #endif
    00019 class CoinMessageHandler;
    00020 class CoinMessages;
    00022 typedef struct {
    00023      double infeas;
    00024      double objval;
    00025      double dropThis;
    00026      double weighted;
    00027      double sumSquared;
    00028      double djAtBeginning;
    00029      double djAtEnd;
    00030      int iteration;
    00031 } IdiotResult;
    00048 class Idiot {
    00049
    00050 public:
    00051
    00056
    00057      Idiot (  );
    00059      Idiot ( OsiSolverInterface & model );
    00060
    00062      Idiot(const Idiot &);
    00064      Idiot & operator=(const Idiot & rhs);
    00066      ~Idiot (  );
    00068
    00069
    00073
    00074      void solve();
    00076      void crash(int numberPass, CoinMessageHandler * handler,
    00077                 const CoinMessages * messages, bool doCrossover = true);
    00087      void crossOver(int mode);
    00089
    00090
    00096      inline double getStartingWeight() const {
    00097           return mu_;
    00098      }
    00099      inline void setStartingWeight(double value) {
    00100           mu_ = value;
    00101      }
    00104      inline double getWeightFactor() const {
    00105           return muFactor_;
    00106      }
    00107      inline void setWeightFactor(double value) {
    00108           muFactor_ = value;
    00109      }
    00113      inline double getFeasibilityTolerance() const {
    00114           return smallInfeas_;
    00115      }
    00116      inline void setFeasibilityTolerance(double value) {
    00117           smallInfeas_ = value;
    00118      }
    00122      inline double getReasonablyFeasible() const {
    00123           return reasonableInfeas_;
    00124      }
    00125      inline void setReasonablyFeasible(double value) {
    00126           reasonableInfeas_ = value;
    00127      }
    00130      inline double getExitInfeasibility() const {
    00131           return exitFeasibility_;
    00132      }
    00133      inline void setExitInfeasibility(double value) {
    00134           exitFeasibility_ = value;
    00135      }
    00138      inline int getMajorIterations() const {
    00139           return majorIterations_;
    00140      }
    00141      inline void setMajorIterations(int value) {
    00142           majorIterations_ = value;
    00143      }
    00150      inline int getMinorIterations() const {
    00151           return maxIts2_;
    00152      }
    00153      inline void setMinorIterations(int value) {
    00154           maxIts2_ = value;
    00155      }
    00156      // minor iterations for first time
    00157      inline int getMinorIterations0() const {
    00158           return maxIts_;
    00159      }
    00160      inline void setMinorIterations0(int value) {
    00161           maxIts_ = value;
    00162      }
    00166      inline int getReduceIterations() const {
    00167           return maxBigIts_;
    00168      }
    00169      inline void setReduceIterations(int value) {
    00170           maxBigIts_ = value;
    00171      }
    00173      inline int getLogLevel() const {
    00174           return logLevel_;
    00175      }
    00176      inline void setLogLevel(int value) {
    00177           logLevel_ = value;
    00178      }
    00180      inline int getLightweight() const {
    00181           return lightWeight_;
    00182      }
    00183      inline void setLightweight(int value) {
    00184           lightWeight_ = value;
    00185      }
    00187      inline int getStrategy() const {
    00188           return strategy_;
    00189      }
    00190      inline void setStrategy(int value) {
    00191           strategy_ = value;
    00192      }
    00194      inline double getDropEnoughFeasibility() const {
    00195           return dropEnoughFeasibility_;
    00196      }
    00197      inline void setDropEnoughFeasibility(double value) {
    00198           dropEnoughFeasibility_ = value;
    00199      }
    00201      inline double getDropEnoughWeighted() const {
    00202           return dropEnoughWeighted_;
    00203      }
    00204      inline void setDropEnoughWeighted(double value) {
    00205           dropEnoughWeighted_ = value;
    00206      }
    00208
    00209
    00211 private:
    00212
    00214      // allow public!
    00215 public:
    00216      void solve2(CoinMessageHandler * handler, const CoinMessages *messages);
    00217 private:
    00218      IdiotResult IdiSolve(
    00219           int nrows, int ncols, double * rowsol , double * colsol,
    00220           double * pi, double * djs, const double * origcost ,
    00221           double * rowlower,
    00222           double * rowupper, const double * lower,
    00223           const double * upper, const double * element,
    00224           const int * row, const CoinBigIndex * colcc,
    00225           const int * length, double * lambda,
    00226           int maxIts, double mu, double drop,
    00227           double maxmin, double offset,
    00228           int strategy, double djTol, double djExit, double djFlag,
    00229           CoinThreadRandom * randomNumberGenerator);
    00230      int dropping(IdiotResult result,
    00231                   double tolerance,
    00232                   double small,
    00233                   int *nbad);
    00234      IdiotResult objval(int nrows, int ncols, double * rowsol , double * colsol,
    00235                         double * pi, double * djs, const double * cost ,
    00236                         const double * rowlower,
    00237                         const double * rowupper, const double * lower,
    00238                         const double * upper, const double * elemnt,
    00239                         const int * row, const CoinBigIndex * columnStart,
    00240                         const int * length, int extraBlock, int * rowExtra,
    00241                         double * solExtra, double * elemExtra, double * upperExtra,
    00242                         double * costExtra, double weight);
    00243      // Deals with whenUsed and slacks
    00244      int cleanIteration(int iteration, int ordinaryStart, int ordinaryEnd,
    00245                         double * colsol, const double * lower, const double * upper,
    00246                         const double * rowLower, const double * rowUpper,
    00247                         const double * cost, const double * element, double fixTolerance, double & objChange,
    00248                         double & infChange);
    00249 private:
    00251      OsiSolverInterface * model_;
    00252
    00253      double djTolerance_;
    00254      double mu_;  /* starting mu */
    00255      double drop_; /* exit if drop over 5 checks less than this */
    00256      double muFactor_; /* reduce mu by this */
    00257      double stopMu_; /* exit if mu gets smaller than this */
    00258      double smallInfeas_; /* feasibility tolerance */
    00259      double reasonableInfeas_; /* use lambdas if feasibility less than this */
    00260      double exitDrop_; /* candidate for stopping after a major iteration */
    00261      double muAtExit_; /* mu on exit */
    00262      double exitFeasibility_; /* exit if infeasibility less than this */
    00263      double dropEnoughFeasibility_; /* okay if feasibility drop this factor */
    00264      double dropEnoughWeighted_; /* okay if weighted obj drop this factor */
    00265      int * whenUsed_; /* array to say what was used */
    00266      int maxBigIts_; /* always reduce mu after this */
    00267      int maxIts_; /* do this many iterations on first go */
    00268      int majorIterations_;
    00269      int logLevel_;
    00270      int logFreq_;
    00271      int checkFrequency_; /* can exit after 5 * this iterations (on drop) */
    00272      int lambdaIterations_; /* do at least this many lambda iterations */
    00273      int maxIts2_; /* do this many iterations on subsequent goes */
    00274      int strategy_;   /* 0 - default strategy
    00275                      1 - do accelerator step but be cautious
    00276                      2 - do not do accelerator step
    00277                      4 - drop, exitDrop and djTolerance all relative
    00278                      8 - keep accelerator step to theta=10.0
    00279
    00280                     32 - Scale
    00281                    512 - crossover
    00282                   2048 - keep lambda across mu change
    00283                   4096 - return best solution (not last found)
    00284                   8192 - always do a presolve in crossover
    00285                  16384 - costed slacks found - so whenUsed_ longer */
    00286      int lightWeight_; // 0 - normal, 1 lightweight
    00287 };
    00288 #endif