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Idiot.hpp
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1 /* $Id: Idiot.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2 // Copyright (C) 2002, International Business Machines
3 // Corporation and others. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5
6 // "Idiot" as the name of this algorithm is copylefted. If you want to change
7 // the name then it should be something equally stupid (but not "Stupid") or
8 // even better something witty.
9
10 #ifndef Idiot_H
11 #define Idiot_H
12 #ifndef OSI_IDIOT
13 #include "ClpSimplex.hpp"
14 #define OsiSolverInterface ClpSimplex
15 #else
16 #include "OsiSolverInterface.hpp"
17 typedef int CoinBigIndex;
18 #endif
19 class CoinMessageHandler;
20 class CoinMessages;
22 typedef struct {
23 double infeas;
24 double objval;
25 double dropThis;
26 double weighted;
27 double sumSquared;
28 double djAtBeginning;
29 double djAtEnd;
30 int iteration;
31 } IdiotResult;
48 class Idiot {
49
50 public:
55 Idiot();
58 Idiot(OsiSolverInterface &model);
59
61 Idiot(const Idiot &);
63 Idiot &operator=(const Idiot &rhs);
65 ~Idiot();
67
71 void solve();
74 void crash(int numberPass, CoinMessageHandler *handler,
75 const CoinMessages *messages, bool doCrossover = true);
85 void crossOver(int mode);
87
93 inline double getStartingWeight() const
94 {
95 return mu_;
96 }
97 inline void setStartingWeight(double value)
98 {
99 mu_ = value;
100 }
103 inline double getWeightFactor() const
104 {
105 return muFactor_;
106 }
107 inline void setWeightFactor(double value)
108 {
109 muFactor_ = value;
110 }
114 inline double getFeasibilityTolerance() const
115 {
116 return smallInfeas_;
117 }
118 inline void setFeasibilityTolerance(double value)
119 {
120 smallInfeas_ = value;
121 }
125 inline double getReasonablyFeasible() const
126 {
127 return reasonableInfeas_;
128 }
129 inline void setReasonablyFeasible(double value)
130 {
131 reasonableInfeas_ = value;
132 }
135 inline double getExitInfeasibility() const
136 {
137 return exitFeasibility_;
138 }
139 inline void setExitInfeasibility(double value)
140 {
141 exitFeasibility_ = value;
142 }
145 inline int getMajorIterations() const
146 {
147 return majorIterations_;
148 }
149 inline void setMajorIterations(int value)
150 {
151 majorIterations_ = value;
152 }
159 inline int getMinorIterations() const
160 {
161 return maxIts2_;
162 }
163 inline void setMinorIterations(int value)
164 {
165 maxIts2_ = value;
166 }
167 // minor iterations for first time
168 inline int getMinorIterations0() const
169 {
170 return maxIts_;
171 }
172 inline void setMinorIterations0(int value)
173 {
174 maxIts_ = value;
175 }
179 inline int getReduceIterations() const
180 {
181 return maxBigIts_;
182 }
183 inline void setReduceIterations(int value)
184 {
185 maxBigIts_ = value;
186 }
188 inline int getLogLevel() const
189 {
190 return logLevel_;
191 }
192 inline void setLogLevel(int value)
193 {
194 logLevel_ = value;
195 }
197 inline int getLightweight() const
198 {
199 return lightWeight_;
200 }
201 inline void setLightweight(int value)
202 {
203 lightWeight_ = value;
204 }
206 inline int getStrategy() const
207 {
208 return strategy_;
209 }
210 inline void setStrategy(int value)
211 {
212 strategy_ = value;
213 }
215 inline double getDropEnoughFeasibility() const
216 {
217 return dropEnoughFeasibility_;
218 }
219 inline void setDropEnoughFeasibility(double value)
220 {
221 dropEnoughFeasibility_ = value;
222 }
224 inline double getDropEnoughWeighted() const
225 {
226 return dropEnoughWeighted_;
227 }
228 inline void setDropEnoughWeighted(double value)
229 {
230 dropEnoughWeighted_ = value;
231 }
233 inline void setModel(OsiSolverInterface *model)
234 {
235 model_ = model;
236 };
238
240 private:
242 // allow public!
243 public:
244 void solve2(CoinMessageHandler *handler, const CoinMessages *messages);
245
246 private:
247 IdiotResult IdiSolve(
248 int nrows, int ncols, double *rowsol, double *colsol,
249 double *pi, double *djs, const double *origcost,
250 double *rowlower,
251 double *rowupper, const double *lower,
252 const double *upper, const double *element,
253 const int *row, const CoinBigIndex *colcc,
254 const int *length, double *lambda,
255 int maxIts, double mu, double drop,
256 double maxmin, double offset,
257 int strategy, double djTol, double djExit, double djFlag,
258 CoinThreadRandom *randomNumberGenerator);
259 int dropping(IdiotResult result,
260 double tolerance,
261 double small,
262 int *nbad);
263 IdiotResult objval(int nrows, int ncols, double *rowsol, double *colsol,
264 double *pi, double *djs, const double *cost,
265 const double *rowlower,
266 const double *rowupper, const double *lower,
267 const double *upper, const double *elemnt,
268 const int *row, const CoinBigIndex *columnStart,
269 const int *length, int extraBlock, int *rowExtra,
270 double *solExtra, double *elemExtra, double *upperExtra,
271 double *costExtra, double weight);
272 // Deals with whenUsed and slacks
273 int cleanIteration(int iteration, int ordinaryStart, int ordinaryEnd,
274 double *colsol, const double *lower, const double *upper,
275 const double *rowLower, const double *rowUpper,
276 const double *cost, const double *element, double fixTolerance, double &objChange,
277 double &infChange, double &maxInfeasibility);
278
279 private:
281 OsiSolverInterface *model_;
282
283 double djTolerance_;
284 double mu_; /* starting mu */
285 double drop_; /* exit if drop over 5 checks less than this */
286 double muFactor_; /* reduce mu by this */
287 double stopMu_; /* exit if mu gets smaller than this */
288 double smallInfeas_; /* feasibility tolerance */
289 double reasonableInfeas_; /* use lambdas if feasibility less than this */
290 double exitDrop_; /* candidate for stopping after a major iteration */
291 double muAtExit_; /* mu on exit */
292 double exitFeasibility_; /* exit if infeasibility less than this */
293 double dropEnoughFeasibility_; /* okay if feasibility drop this factor */
294 double dropEnoughWeighted_; /* okay if weighted obj drop this factor */
295 int *whenUsed_; /* array to say what was used */
296 int maxBigIts_; /* always reduce mu after this */
297 int maxIts_; /* do this many iterations on first go */
298 int majorIterations_;
299 int logLevel_;
300 int logFreq_;
301 int checkFrequency_; /* can exit after 5 * this iterations (on drop) */
302 int lambdaIterations_; /* do at least this many lambda iterations */
303 int maxIts2_; /* do this many iterations on subsequent goes */
304 int strategy_; /* 0 - default strategy
305 1 - do accelerator step but be cautious
306 2 - do not do accelerator step
307 4 - drop, exitDrop and djTolerance all relative
308 8 - keep accelerator step to theta=10.0
309
310 32 - Scale
311 512 - crossover
312 2048 - keep lambda across mu change
313 4096 - return best solution (not last found)
314 8192 - always do a presolve in crossover
315 16384 - costed slacks found - so whenUsed_ longer
316 32768 - experimental 1
317 65536 - experimental 2
318 131072 - experimental 3
319 262144 - just values pass etc
320 524288 - don't treat structural slacks as slacks */
321
322 int lightWeight_; // 0 - normal, 1 lightweight
323 };
324 #endif
325
326 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
327 */
Idiot::drop_
double drop_
Definition: Idiot.hpp:285
Idiot::solve
void solve()
Get an approximate solution with the idiot code.
Idiot::maxBigIts_
int maxBigIts_
Definition: Idiot.hpp:296
Idiot::setStrategy
void setStrategy(int value)
Definition: Idiot.hpp:210
Idiot::getMinorIterations
int getMinorIterations() const
Minor iterations.
Definition: Idiot.hpp:159
ClpSimplex.hpp
Idiot::exitDrop_
double exitDrop_
Definition: Idiot.hpp:290
Idiot::reasonableInfeas_
double reasonableInfeas_
Definition: Idiot.hpp:289
Idiot::muFactor_
double muFactor_
Definition: Idiot.hpp:286
Idiot::maxIts2_
int maxIts2_
Definition: Idiot.hpp:303
Idiot::operator=
Idiot & operator=(const Idiot &rhs)
Assignment operator. This copies the data.
Idiot::getMinorIterations0
int getMinorIterations0() const
Definition: Idiot.hpp:168
Idiot::getDropEnoughWeighted
double getDropEnoughWeighted() const
Fine tuning - okay if weighted obj drop this factor.
Definition: Idiot.hpp:224
Idiot::getExitInfeasibility
double getExitInfeasibility() const
Exit infeasibility - exit if sum of infeasibilities less than this.
Definition: Idiot.hpp:135
Idiot::getDropEnoughFeasibility
double getDropEnoughFeasibility() const
Fine tuning - okay if feasibility drop this factor.
Definition: Idiot.hpp:215
Idiot::setDropEnoughFeasibility
void setDropEnoughFeasibility(double value)
Definition: Idiot.hpp:219
Idiot::setReduceIterations
void setReduceIterations(int value)
Definition: Idiot.hpp:183
Idiot::setMinorIterations0
void setMinorIterations0(int value)
Definition: Idiot.hpp:172
IdiotResult::sumSquared
double sumSquared
Definition: Idiot.hpp:27
Idiot::getMajorIterations
int getMajorIterations() const
Major iterations.
Definition: Idiot.hpp:145
Idiot::exitFeasibility_
double exitFeasibility_
Definition: Idiot.hpp:292
Idiot::getFeasibilityTolerance
double getFeasibilityTolerance() const
Feasibility tolerance - problem essentially feasible if individual infeasibilities less than this...
Definition: Idiot.hpp:114
Idiot::IdiSolve
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)
Idiot::solve2
void solve2(CoinMessageHandler *handler, const CoinMessages *messages)
Stuff for internal use.
CoinMessageHandler
Base class for message handling.
Definition: CoinMessageHandler.hpp:345
Idiot::setDropEnoughWeighted
void setDropEnoughWeighted(double value)
Definition: Idiot.hpp:228
Idiot::setMinorIterations
void setMinorIterations(int value)
Definition: Idiot.hpp:163
Idiot::mu_
double mu_
Definition: Idiot.hpp:284
Idiot::dropEnoughFeasibility_
double dropEnoughFeasibility_
Definition: Idiot.hpp:293
OsiSolverInterface
Abstract Base Class for describing an interface to a solver.
Definition: OsiSolverInterface.hpp:61
Idiot::setWeightFactor
void setWeightFactor(double value)
Definition: Idiot.hpp:107
Idiot::djTolerance_
double djTolerance_
Definition: Idiot.hpp:283
IdiotResult::djAtEnd
double djAtEnd
Definition: Idiot.hpp:29
Idiot::strategy_
int strategy_
Definition: Idiot.hpp:304
IdiotResult::iteration
int iteration
Definition: Idiot.hpp:30
Idiot::objval
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)
Idiot::setReasonablyFeasible
void setReasonablyFeasible(double value)
Definition: Idiot.hpp:129
Idiot::getLogLevel
int getLogLevel() const
Amount of information - default of 1 should be okay.
Definition: Idiot.hpp:188
Idiot::whenUsed_
int * whenUsed_
Definition: Idiot.hpp:295
Idiot::logFreq_
int logFreq_
Definition: Idiot.hpp:300
Idiot::majorIterations_
int majorIterations_
Definition: Idiot.hpp:298
Idiot::model_
OsiSolverInterface * model_
Underlying model.
Definition: Idiot.hpp:281
Idiot::getStrategy
int getStrategy() const
strategy
Definition: Idiot.hpp:206
Idiot::setMajorIterations
void setMajorIterations(int value)
Definition: Idiot.hpp:149
Idiot::crash
void crash(int numberPass, CoinMessageHandler *handler, const CoinMessages *messages, bool doCrossover=true)
Lightweight &quot;crash&quot;.
Idiot::maxIts_
int maxIts_
Definition: Idiot.hpp:297
Idiot::setModel
void setModel(OsiSolverInterface *model)
Set model.
Definition: Idiot.hpp:233
Idiot::dropping
int dropping(IdiotResult result, double tolerance, double small, int *nbad)
Idiot::Idiot
Idiot()
Default constructor.
IdiotResult::dropThis
double dropThis
Definition: Idiot.hpp:25
IdiotResult::weighted
double weighted
Definition: Idiot.hpp:26
Idiot
This class implements a very silly algorithm.
Definition: Idiot.hpp:48
Idiot::getReasonablyFeasible
double getReasonablyFeasible() const
Reasonably feasible.
Definition: Idiot.hpp:125
OsiSolverInterface.hpp
Idiot::dropEnoughWeighted_
double dropEnoughWeighted_
Definition: Idiot.hpp:294
IdiotResult::objval
double objval
Definition: Idiot.hpp:24
CoinBigIndex
int CoinBigIndex
Definition: Coin_C_defines.h:136
Idiot::lambdaIterations_
int lambdaIterations_
Definition: Idiot.hpp:302
Idiot::lightWeight_
int lightWeight_
Definition: Idiot.hpp:322
Idiot::setExitInfeasibility
void setExitInfeasibility(double value)
Definition: Idiot.hpp:139
Idiot::getLightweight
int getLightweight() const
How lightweight - 0 not, 1 yes, 2 very lightweight.
Definition: Idiot.hpp:197
IdiotResult::infeas
double infeas
Definition: Idiot.hpp:23
Idiot::checkFrequency_
int checkFrequency_
Definition: Idiot.hpp:301
Idiot::smallInfeas_
double smallInfeas_
Definition: Idiot.hpp:288
Idiot::crossOver
void crossOver(int mode)
Use simplex to get an optimal solution mode is how many steps the simplex crossover should take to ar...
Idiot::~Idiot
~Idiot()
Destructor.
Idiot::setStartingWeight
void setStartingWeight(double value)
Definition: Idiot.hpp:97
Idiot::logLevel_
int logLevel_
Definition: Idiot.hpp:299
Idiot::getReduceIterations
int getReduceIterations() const
Reduce weight after this many major iterations.
Definition: Idiot.hpp:179
IdiotResult::djAtBeginning
double djAtBeginning
Definition: Idiot.hpp:28
Idiot::setLogLevel
void setLogLevel(int value)
Definition: Idiot.hpp:192
Idiot::cleanIteration
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, double &maxInfeasibility)
Idiot::getWeightFactor
double getWeightFactor() const
Weight factor - weight multiplied by this when changes, default 0.333.
Definition: Idiot.hpp:103
IdiotResult
for use internally
Definition: Idiot.hpp:22
Idiot::getStartingWeight
double getStartingWeight() const
Starting weight - small emphasizes feasibility, default 1.0e-4.
Definition: Idiot.hpp:93
Idiot::muAtExit_
double muAtExit_
Definition: Idiot.hpp:291
Idiot::setLightweight
void setLightweight(int value)
Definition: Idiot.hpp:201
Idiot::setFeasibilityTolerance
void setFeasibilityTolerance(double value)
Definition: Idiot.hpp:118
CoinMessages
Class to hold and manipulate an array of massaged messages.
Definition: CoinMessageHandler.hpp:140
CoinThreadRandom
Class for thread specific random numbers.
Definition: CoinHelperFunctions.hpp:1082
Idiot::stopMu_
double stopMu_
Definition: Idiot.hpp:287