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# /home/coin/SVN-release/Cgl-0.53.1/Clp/src/Idiot.hpp

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    00001 // Copyright (C) 2002, International Business Machines
    00002 // Corporation and others.  All Rights Reserved.
    00003 // "Idiot" as the name of this algorithm is copylefted.  If you want to change
    00004 // the name then it should be something equally stupid (but not "Stupid") or
    00005 // even better something witty.
    00006
    00007 #ifndef Idiot_H
    00008 #define Idiot_H
    00009 #ifndef OSI_IDIOT
    00010 #include "ClpSimplex.hpp"
    00011 #define OsiSolverInterface ClpSimplex
    00012 #else
    00013 #include "OsiSolverInterface.hpp"
    00014 typedef int CoinBigIndex;
    00015 #endif
    00016 class CoinMessageHandler;
    00017 class CoinMessages;
    00019 typedef struct {
    00020   double infeas;
    00021   double objval;
    00022   double dropThis;
    00023   double weighted;
    00024   double sumSquared;
    00025   double djAtBeginning;
    00026   double djAtEnd;
    00027   int iteration;
    00028 } IdiotResult;
    00045 class Idiot {
    00046
    00047 public:
    00048
    00053
    00054     Idiot (  );
    00056     Idiot ( OsiSolverInterface & model );
    00057
    00059     Idiot(const Idiot &);
    00061     Idiot & operator=(const Idiot & rhs);
    00063     ~Idiot (  );
    00065
    00066
    00070
    00071   void solve();
    00073   void crash(int numberPass,CoinMessageHandler * handler ,const CoinMessages * messages);
    00083   void crossOver(int mode);
    00085
    00086
    00092   inline double getStartingWeight() const
    00093   { return mu_;}
    00094   inline void setStartingWeight(double value)
    00095   { mu_ = value;}
    00098   inline double getWeightFactor() const
    00099   { return muFactor_;}
    00100   inline void setWeightFactor(double value)
    00101   { muFactor_ = value;}
    00105   inline double getFeasibilityTolerance() const
    00106   { return smallInfeas_;}
    00107   inline void setFeasibilityTolerance(double value)
    00108   { smallInfeas_ = value;}
    00112   inline double getReasonablyFeasible() const
    00113   { return reasonableInfeas_;}
    00114   inline void setReasonablyFeasible(double value)
    00115   { reasonableInfeas_ = value;}
    00118   inline double getExitInfeasibility() const
    00119   { return exitFeasibility_;}
    00120   inline void setExitInfeasibility(double value)
    00121   { exitFeasibility_ = value;}
    00124   inline int getMajorIterations() const
    00125   { return majorIterations_;}
    00126   inline void setMajorIterations(int value)
    00127   { majorIterations_ = value;}
    00134   inline int getMinorIterations() const
    00135   { return maxIts2_;}
    00136   inline void setMinorIterations(int value)
    00137   { maxIts2_ = value;}
    00138   // minor iterations for first time
    00139   inline int getMinorIterations0() const
    00140   { return maxIts_;}
    00141   inline void setMinorIterations0(int value)
    00142   { maxIts_ = value;}
    00146   inline int getReduceIterations() const
    00147   { return maxBigIts_;}
    00148   inline void setReduceIterations(int value)
    00149   { maxBigIts_ = value;}
    00151   inline int getLogLevel() const
    00152   { return logLevel_;}
    00153   inline void setLogLevel(int value)
    00154   { logLevel_ = value;}
    00156   inline int getLightweight() const
    00157   { return lightWeight_;}
    00158   inline void setLightweight(int value)
    00159   { lightWeight_ = value;}
    00161   inline int getStrategy() const
    00162   { return strategy_;}
    00163   inline void setStrategy(int value)
    00164   { strategy_ = value;}
    00166   inline double getDropEnoughFeasibility() const
    00167   { return dropEnoughFeasibility_;}
    00168   inline void setDropEnoughFeasibility(double value)
    00169   { dropEnoughFeasibility_=value;}
    00171   inline double getDropEnoughWeighted() const
    00172   { return dropEnoughWeighted_;}
    00173   inline void setDropEnoughWeighted(double value)
    00174   { dropEnoughWeighted_=value;}
    00176
    00177
    00179 private:
    00180
    00182   // allow public!
    00183 public:
    00184   void solve2(CoinMessageHandler * handler,const CoinMessages *messages);
    00185 private:
    00186 IdiotResult IdiSolve(
    00187                      int nrows, int ncols, double * rowsol , double * colsol,
    00188                      double * pi, double * djs, const double * origcost ,
    00189                      double * rowlower,
    00190                      double * rowupper, const double * lower,
    00191                      const double * upper, const double * element,
    00192                      const int * row, const CoinBigIndex * colcc,
    00193                      const int * length, double * lambda,
    00194                      int maxIts,double mu,double drop,
    00195                      double maxmin, double offset,
    00196                      int strategy,double djTol,double djExit,double djFlag,
    00197                      CoinThreadRandom * randomNumberGenerator);
    00198 int dropping(IdiotResult result,
    00199              double tolerance,
    00200              double small,
    00201              int *nbad);
    00202 IdiotResult objval(int nrows, int ncols, double * rowsol , double * colsol,
    00203                    double * pi, double * djs, const double * cost ,
    00204                    const double * rowlower,
    00205                    const double * rowupper, const double * lower,
    00206                    const double * upper, const double * elemnt,
    00207                    const int * row, const CoinBigIndex * columnStart,
    00208                    const int * length, int extraBlock, int * rowExtra,
    00209                    double * solExtra, double * elemExtra, double * upperExtra,
    00210                    double * costExtra,double weight);
    00211   // Deals with whenUsed and slacks
    00212   int cleanIteration(int iteration, int ordinaryStart, int ordinaryEnd,
    00213                      double * colsol, const double * lower, const double * upper,
    00214                      const double * rowLower, const double * rowUpper,
    00215                      const double * cost, const double * element, double fixTolerance,double & objChange,
    00216                      double & infChange);
    00217 private:
    00219   OsiSolverInterface * model_;
    00220
    00221   double djTolerance_;
    00222   double mu_;  /* starting mu */
    00223   double drop_; /* exit if drop over 5 checks less than this */
    00224   double muFactor_; /* reduce mu by this */
    00225   double stopMu_; /* exit if mu gets smaller than this */
    00226   double smallInfeas_; /* feasibility tolerance */
    00227   double reasonableInfeas_; /* use lambdas if feasibility less than this */
    00228   double exitDrop_; /* candidate for stopping after a major iteration */
    00229   double muAtExit_; /* mu on exit */
    00230   double exitFeasibility_; /* exit if infeasibility less than this */
    00231   double dropEnoughFeasibility_; /* okay if feasibility drop this factor */
    00232   double dropEnoughWeighted_; /* okay if weighted obj drop this factor */
    00233   int * whenUsed_; /* array to say what was used */
    00234   int maxBigIts_; /* always reduce mu after this */
    00235   int maxIts_; /* do this many iterations on first go */
    00236   int majorIterations_;
    00237   int logLevel_;
    00238   int logFreq_;
    00239   int checkFrequency_; /* can exit after 5 * this iterations (on drop) */
    00240   int lambdaIterations_; /* do at least this many lambda iterations */
    00241   int maxIts2_; /* do this many iterations on subsequent goes */
    00242   int strategy_;   /* 0 - default strategy
    00243                      1 - do accelerator step but be cautious
    00244                      2 - do not do accelerator step
    00245                      4 - drop, exitDrop and djTolerance all relative
    00246                      8 - keep accelerator step to theta=10.0
    00247
    00248                     32 - Scale
    00249                    512 - crossover
    00250                   2048 - keep lambda across mu change
    00251                   4096 - return best solution (not last found)
    00252                   8192 - always do a presolve in crossover
    00253                  16384 - costed slacks found - so whenUsed_ longer */
    00254   int lightWeight_; // 0 - normal, 1 lightweight
    00255 };
    00256 #endif