// Copyright (C) 2000, International Business Machines // Corporation and others. All Rights Reserved. #if defined(_MSC_VER) // Turn off compiler warning about long names # pragma warning(disable:4786) #endif #include #include "OsiOslSolverInterface.hpp" #include "OsiCuts.hpp" #include "OsiRowCut.hpp" #include "OsiColCut.hpp" #include "CoinMessage.hpp" // below needed for pathetic branch and bound code #include #include #ifndef _MSC_VER using std::max; using std::min; #endif // Trivial class for Branch and Bound class OsiNodeSimple { public: // Default Constructor OsiNodeSimple (); // Constructor from current state (and list of integers) // Also chooses branching variable (if none set to -1) OsiNodeSimple (OsiSolverInterface &model, int numberIntegers, int * integer); // Copy constructor OsiNodeSimple ( const OsiNodeSimple &); // Assignment operator OsiNodeSimple & operator=( const OsiNodeSimple& rhs); // Destructor ~OsiNodeSimple (); // Public data // Basis (should use tree, but not as wasteful as bounds!) CoinWarmStartBasis basis_; // Objective value double objectiveValue_; // Branching variable (0 is first integer) int variable_; // Way to branch - -1 down (first), 1 up, -2 down (second), 2 up (second) int way_; // Number of integers (for length of arrays) int numberIntegers_; // Current value double value_; // Now I must use tree // Bounds stored in full (for integers) int * lower_; int * upper_; }; OsiNodeSimple::OsiNodeSimple() : basis_(CoinWarmStartBasis()), objectiveValue_(1.0e100), variable_(-100), way_(-1), numberIntegers_(0), value_(0.5), lower_(NULL), upper_(NULL) { } OsiNodeSimple::OsiNodeSimple(OsiSolverInterface & model, int numberIntegers, int * integer) { const CoinWarmStartBasis* ws = dynamic_cast(model.getWarmStart()); assert (ws!=NULL); // make sure not volume basis_ = CoinWarmStartBasis(*ws); variable_=-1; way_=-1; numberIntegers_=numberIntegers; value_=0.0; if (model.isProvenOptimal()&&!model.isDualObjectiveLimitReached()) { objectiveValue_ = model.getObjSense()*model.getObjValue(); } else { objectiveValue_ = 1.0e100; lower_ = NULL; upper_ = NULL; return; // node cutoff } lower_ = new int [numberIntegers_]; upper_ = new int [numberIntegers_]; assert (upper_!=NULL); const double * lower = model.getColLower(); const double * upper = model.getColUpper(); const double * solution = model.getColSolution(); int i; // Hard coded integer tolerance #define INTEGER_TOLERANCE 1.0e-6 // Number of strong branching candidates #define STRONG_BRANCHING 5 #ifdef STRONG_BRANCHING double upMovement[STRONG_BRANCHING]; double downMovement[STRONG_BRANCHING]; double solutionValue[STRONG_BRANCHING]; int chosen[STRONG_BRANCHING]; int iSmallest=0; // initialize distance from integer for (i=0;imostAway) { #ifdef STRONG_BRANCHING double away = fabs(value-nearest); if (away>upMovement[iSmallest]) { //add to list upMovement[iSmallest]=away; solutionValue[iSmallest]=value; chosen[iSmallest]=i; int j; iSmallest=-1; double smallest = 1.0; for (j=0;j=0) { numberStrong ++; variable_ = chosen[i]; } } if (numberStrong==1) { // just one - makes it easy int iColumn = integer[variable_]; double value = solution[iColumn]; value = max(value,(double) lower_[variable_]); value = min(value,(double) upper_[variable_]); double nearest = floor(value+0.5); value_=value; if (value<=nearest) way_=1; // up else way_=-1; // down } else if (numberStrong) { // more than one - choose bool chooseOne=true; model.markHotStart(); for (i=0;i=0) { int iColumn = integer[iInt]; double value = solutionValue[i]; // value of variable in original double objectiveChange; value = max(value,(double) lower_[iInt]); value = min(value,(double) upper_[iInt]); // try down model.setColUpper(iColumn,floor(value)); model.solveFromHotStart(); model.setColUpper(iColumn,upper_[iInt]); if (model.isProvenOptimal()&&!model.isDualObjectiveLimitReached()) { objectiveChange = model.getObjSense()*model.getObjValue() - objectiveValue_; } else { objectiveChange = 1.0e100; } downMovement[i]=objectiveChange; // try up model.setColLower(iColumn,ceil(value)); model.solveFromHotStart(); model.setColLower(iColumn,lower_[iInt]); if (model.isProvenOptimal()&&!model.isDualObjectiveLimitReached()) { objectiveChange = model.getObjSense()*model.getObjValue() - objectiveValue_; } else { objectiveChange = 1.0e100; } upMovement[i]=objectiveChange; /* Possibilities are: Both sides feasible - store Neither side feasible - set objective high and exit One side feasible - change bounds and resolve */ bool solveAgain=false; if (upMovement[i]<1.0e100) { if(downMovement[i]<1.0e100) { // feasible - no action } else { // up feasible, down infeasible solveAgain = true; model.setColLower(iColumn,ceil(value)); } } else { if(downMovement[i]<1.0e100) { // down feasible, up infeasible solveAgain = true; model.setColUpper(iColumn,floor(value)); } else { // neither side feasible objectiveValue_=1.0e100; chooseOne=false; break; } } if (solveAgain) { // need to solve problem again - signal this variable_ = numberIntegers; chooseOne=false; break; } } } if (chooseOne) { // choose the one that makes most difference both ways double best = -1.0; double best2 = -1.0; for (i=0;i=0) { std::cout<<"Strong branching on " <best) { // smaller is better better=true; } else if (min(upMovement[i],downMovement[i])>best-1.0e-5) { if (max(upMovement[i],downMovement[i])>best2+1.0e-5) { // smaller is about same, but larger is better better=true; } } if (better) { best = min(upMovement[i],downMovement[i]); best2 = max(upMovement[i],downMovement[i]); variable_ = iInt; double value = solutionValue[i]; value = max(value,(double) lower_[variable_]); value = min(value,(double) upper_[variable_]); value_=value; if (upMovement[i]<=downMovement[i]) way_=1; // up else way_=-1; // down } } } } // Delete the snapshot model.unmarkHotStart(); } #endif } OsiNodeSimple::OsiNodeSimple(const OsiNodeSimple & rhs) { basis_=rhs.basis_; objectiveValue_=rhs.objectiveValue_; variable_=rhs.variable_; way_=rhs.way_; numberIntegers_=rhs.numberIntegers_; value_=rhs.value_; lower_=NULL; upper_=NULL; if (rhs.lower_!=NULL) { lower_ = new int [numberIntegers_]; upper_ = new int [numberIntegers_]; assert (upper_!=NULL); memcpy(lower_,rhs.lower_,numberIntegers_*sizeof(int)); memcpy(upper_,rhs.upper_,numberIntegers_*sizeof(int)); } } OsiNodeSimple & OsiNodeSimple::operator=(const OsiNodeSimple & rhs) { if (this != &rhs) { basis_=rhs.basis_; objectiveValue_=rhs.objectiveValue_; variable_=rhs.variable_; way_=rhs.way_; numberIntegers_=rhs.numberIntegers_; value_=rhs.value_; delete [] lower_; delete [] upper_; lower_=NULL; upper_=NULL; if (rhs.lower_!=NULL) { lower_ = new int [numberIntegers_]; upper_ = new int [numberIntegers_]; assert (upper_!=NULL); memcpy(lower_,rhs.lower_,numberIntegers_*sizeof(int)); memcpy(upper_,rhs.upper_,numberIntegers_*sizeof(int)); } } return *this; } OsiNodeSimple::~OsiNodeSimple () { delete [] lower_; delete [] upper_; } #include // Vector of OsiNodeSimples typedef std::vector OsiVectorNode; //############################################################################# #ifdef NDEBUG #undef NDEBUG #endif class OsiOslMessageTest : public CoinMessageHandler { public: virtual int print() ; }; int OsiOslMessageTest::print() { static int numberOptimal=0,numberInfeasible=0; if (currentSource()=="Osl") { if (currentMessage().externalNumber()==1) { numberOptimal++; if (numberOptimal%100==0) return CoinMessageHandler::print(); // print } else if (currentMessage().externalNumber()==3000) { numberInfeasible++; } } else if (currentSource()=="Osi") { if (currentMessage().externalNumber()==5) std::cout<<"End of search trapped, " < // OSL function to trap messages extern "C" void trapMessages(EKKModel * model, int msgno, int nreal, double * rvec, int nint, int * ivec, int nchar, char * cvec) { // break out message (assumes prefix there) char severity = cvec[nchar*128+8]; char mainPart[153]; strncpy(mainPart,cvec+nchar*128+9,152); mainPart[152]='\0'; int length = strlen(mainPart); int i; for (i=length-1;i>=0;i--) { if (mainPart[i]!=' '&&mainPart[i]!='\t') break; } if (i>=0) { mainPart[i+1]='\0'; CoinMessageHandler * handler = (CoinMessageHandler *) ekk_userData(model); handler->message(msgno,"Osl",mainPart,severity); for (i=0;ifinish(); } return; } //-------------------------------------------------------------------------- // test EKKsolution methods. void OsiOslSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir) { // Test default constructor { assert( OsiOslSolverInterface::getNumInstances()==0 ); OsiOslSolverInterface m; assert( m.modelPtr_==NULL ); assert( m.rowsense_==NULL ); assert( m.rhs_==NULL ); assert( m.rowrange_==NULL ); assert( m.matrixByRow_==NULL ); assert( m.matrixByColumn_==NULL ); assert( OsiOslSolverInterface::getNumInstances()==1 ); assert( m.getApplicationData() == NULL ); int i=2346; m.setApplicationData(&i); assert( *((int *)(m.getApplicationData())) == i ); } assert( OsiOslSolverInterface::getNumInstances()==0 ); { CoinRelFltEq eq; OsiOslSolverInterface m; assert( OsiOslSolverInterface::getNumInstances()==1 ); std::string fn = mpsDir+"exmip1"; m.readMps(fn.c_str(),"mps"); int ad = 13579; m.setApplicationData(&ad); assert( *((int *)(m.getApplicationData())) == ad ); { OsiOslSolverInterface im; assert( im.modelPtr_==NULL ); assert( im.getNumCols() == 0 ); assert( im.getModelPtr()!=NULL ); assert( im.getMutableModelPtr()!=NULL ); assert( im.getModelPtr() == im.getMutableModelPtr() ); } // Test copy constructor and assignment operator { OsiOslSolverInterface lhs; { assert( *((int *)(m.getApplicationData())) == ad ); OsiOslSolverInterface im(m); assert( *((int *)(im.getApplicationData())) == ad ); OsiOslSolverInterface imC1(im); assert( imC1.getMutableModelPtr()!=im.getMutableModelPtr() ); assert( imC1.getModelPtr()!=im.getModelPtr() ); assert( imC1.getNumCols() == im.getNumCols() ); assert( imC1.getNumRows() == im.getNumRows() ); assert( *((int *)(imC1.getApplicationData())) == ad ); //im.setModelPtr(m); OsiOslSolverInterface imC2(im); assert( imC2.getMutableModelPtr()!=im.getMutableModelPtr() ); assert( imC2.getModelPtr()!=im.getModelPtr() ); assert( imC2.getNumCols() == im.getNumCols() ); assert( imC2.getNumRows() == im.getNumRows() ); assert( *((int *)(imC2.getApplicationData())) == ad ); assert( imC2.getMutableModelPtr()!=imC1.getMutableModelPtr() ); assert( imC2.getModelPtr()!=imC1.getModelPtr() ); lhs=imC2; } // Test that lhs has correct values even though rhs has gone out of scope assert( lhs.getMutableModelPtr() != m.getMutableModelPtr() ); assert( lhs.getModelPtr() != m.getModelPtr() ); assert( lhs.getNumCols() == m.getNumCols() ); assert( lhs.getNumRows() == m.getNumRows() ); assert( *((int *)(lhs.getApplicationData())) == ad ); } // Test clone { OsiOslSolverInterface oslSi(m); OsiSolverInterface * siPtr = &oslSi; OsiSolverInterface * siClone = siPtr->clone(); OsiOslSolverInterface * oslClone = dynamic_cast(siClone); assert( oslClone != NULL ); assert( oslClone->getModelPtr() != oslSi.getModelPtr() ); assert( oslClone->getModelPtr() != m.getModelPtr() ); assert( oslClone->getNumRows() == oslSi.getNumRows() ); assert( oslClone->getNumCols() == m.getNumCols() ); assert( *((int *)(oslClone->getApplicationData())) == ad ); // Test reset siClone->reset(); assert( oslClone->rowsense_==NULL ); assert( oslClone->rhs_==NULL ); assert( oslClone->rowrange_==NULL ); assert( oslClone->matrixByRow_==NULL ); assert( oslClone->ws_==NULL); assert( oslClone->itlimOrig_==9999999); delete siClone; } // test infinity { OsiOslSolverInterface si; assert( eq(si.getInfinity(),OSL_INFINITY)); } //-------------- // Test rowsense, rhs, rowrange, matrixByRow { OsiOslSolverInterface lhs; { assert( m.rowrange_==NULL ); assert( m.rowsense_==NULL ); assert( m.rhs_==NULL ); assert( m.matrixByRow_==NULL ); OsiOslSolverInterface siC1(m); assert( siC1.rowrange_==NULL ); assert( siC1.rowsense_==NULL ); assert( siC1.rhs_==NULL ); assert( siC1.matrixByRow_==NULL ); const char * siC1rs = siC1.getRowSense(); assert( siC1rs[0]=='G' ); assert( siC1rs[1]=='L' ); assert( siC1rs[2]=='E' ); assert( siC1rs[3]=='R' ); assert( siC1rs[4]=='R' ); const double * siC1rhs = siC1.getRightHandSide(); assert( eq(siC1rhs[0],2.5) ); assert( eq(siC1rhs[1],2.1) ); assert( eq(siC1rhs[2],4.0) ); assert( eq(siC1rhs[3],5.0) ); assert( eq(siC1rhs[4],15.) ); const double * siC1rr = siC1.getRowRange(); assert( eq(siC1rr[0],0.0) ); assert( eq(siC1rr[1],0.0) ); assert( eq(siC1rr[2],0.0) ); assert( eq(siC1rr[3],5.0-1.8) ); assert( eq(siC1rr[4],15.0-3.0) ); const CoinPackedMatrix * siC1mbr = siC1.getMatrixByRow(); assert( siC1mbr != NULL ); const double * ev = siC1mbr->getElements(); assert( eq(ev[0], 3.0) ); assert( eq(ev[1], 1.0) ); assert( eq(ev[2], -2.0) ); assert( eq(ev[3], -1.0) ); assert( eq(ev[4], -1.0) ); assert( eq(ev[5], 2.0) ); assert( eq(ev[6], 1.1) ); assert( eq(ev[7], 1.0) ); assert( eq(ev[8], 1.0) ); assert( eq(ev[9], 2.8) ); assert( eq(ev[10], -1.2) ); assert( eq(ev[11], 5.6) ); assert( eq(ev[12], 1.0) ); assert( eq(ev[13], 1.9) ); const int * mi = siC1mbr->getVectorStarts(); assert( mi[0]==0 ); assert( mi[1]==5 ); assert( mi[2]==7 ); assert( mi[3]==9 ); assert( mi[4]==11 ); assert( mi[5]==14 ); const int * ei = siC1mbr->getIndices(); assert( ei[0] == 0 ); assert( ei[1] == 1 ); assert( ei[2] == 3 ); assert( ei[3] == 4 ); assert( ei[4] == 7 ); assert( ei[5] == 1 ); assert( ei[6] == 2 ); assert( ei[7] == 2 ); assert( ei[8] == 5 ); assert( ei[9] == 3 ); assert( ei[10] == 6 ); assert( ei[11] == 0 ); assert( ei[12] == 4 ); assert( ei[13] == 7 ); assert( siC1mbr->getMajorDim() == 5 ); assert( siC1mbr->getNumElements() == 14 ); assert( siC1rs == siC1.getRowSense() ); assert( siC1rhs == siC1.getRightHandSide() ); assert( siC1rr == siC1.getRowRange() ); // Change OSL Model by adding free row OsiRowCut rc; rc.setLb(-DBL_MAX); rc.setUb( DBL_MAX); OsiCuts cuts; cuts.insert(rc); siC1.applyCuts(cuts); // Since model was changed, test that cached // data is now freed. assert( siC1.rowrange_==NULL ); assert( siC1.rowsense_==NULL ); assert( siC1.rhs_==NULL ); assert( siC1.matrixByRow_==NULL ); siC1rs = siC1.getRowSense(); assert( siC1rs[0]=='G' ); assert( siC1rs[1]=='L' ); assert( siC1rs[2]=='E' ); assert( siC1rs[3]=='R' ); assert( siC1rs[4]=='R' ); assert( siC1rs[5]=='N' ); siC1rhs = siC1.getRightHandSide(); assert( eq(siC1rhs[0],2.5) ); assert( eq(siC1rhs[1],2.1) ); assert( eq(siC1rhs[2],4.0) ); assert( eq(siC1rhs[3],5.0) ); assert( eq(siC1rhs[4],15.) ); assert( eq(siC1rhs[5],0.0 ) ); siC1rr = siC1.getRowRange(); assert( eq(siC1rr[0],0.0) ); assert( eq(siC1rr[1],0.0) ); assert( eq(siC1rr[2],0.0) ); assert( eq(siC1rr[3],5.0-1.8) ); assert( eq(siC1rr[4],15.0-3.0) ); assert( eq(siC1rr[5],0.0) ); lhs=siC1; } // Test that lhs has correct values even though siC1 has gone out of scope assert( lhs.rowrange_==NULL ); assert( lhs.rowsense_==NULL ); assert( lhs.rhs_==NULL ); assert( lhs.matrixByRow_==NULL ); const char * lhsrs = lhs.getRowSense(); assert( lhsrs[0]=='G' ); assert( lhsrs[1]=='L' ); assert( lhsrs[2]=='E' ); assert( lhsrs[3]=='R' ); assert( lhsrs[4]=='R' ); assert( lhsrs[5]=='N' ); const double * lhsrhs = lhs.getRightHandSide(); assert( eq(lhsrhs[0],2.5) ); assert( eq(lhsrhs[1],2.1) ); assert( eq(lhsrhs[2],4.0) ); assert( eq(lhsrhs[3],5.0) ); assert( eq(lhsrhs[4],15.) ); assert( eq(lhsrhs[5],0.0) ); const double *lhsrr = lhs.getRowRange(); assert( eq(lhsrr[0],0.0) ); assert( eq(lhsrr[1],0.0) ); assert( eq(lhsrr[2],0.0) ); assert( eq(lhsrr[3],5.0-1.8) ); assert( eq(lhsrr[4],15.0-3.0) ); assert( eq(lhsrr[5],0.0) ); const CoinPackedMatrix * lhsmbr = lhs.getMatrixByRow(); assert( lhsmbr != NULL ); const double * ev = lhsmbr->getElements(); assert( eq(ev[0], 3.0) ); assert( eq(ev[1], 1.0) ); assert( eq(ev[2], -2.0) ); assert( eq(ev[3], -1.0) ); assert( eq(ev[4], -1.0) ); assert( eq(ev[5], 2.0) ); assert( eq(ev[6], 1.1) ); assert( eq(ev[7], 1.0) ); assert( eq(ev[8], 1.0) ); assert( eq(ev[9], 2.8) ); assert( eq(ev[10], -1.2) ); assert( eq(ev[11], 5.6) ); assert( eq(ev[12], 1.0) ); assert( eq(ev[13], 1.9) ); const int * mi = lhsmbr->getVectorStarts(); assert( mi[0]==0 ); assert( mi[1]==5 ); assert( mi[2]==7 ); assert( mi[3]==9 ); assert( mi[4]==11 ); assert( mi[5]==14 ); const int * ei = lhsmbr->getIndices(); assert( ei[0] == 0 ); assert( ei[1] == 1 ); assert( ei[2] == 3 ); assert( ei[3] == 4 ); assert( ei[4] == 7 ); assert( ei[5] == 1 ); assert( ei[6] == 2 ); assert( ei[7] == 2 ); assert( ei[8] == 5 ); assert( ei[9] == 3 ); assert( ei[10] == 6 ); assert( ei[11] == 0 ); assert( ei[12] == 4 ); assert( ei[13] == 7 ); int md = lhsmbr->getMajorDim(); assert( md == 6 ); assert( lhsmbr->getNumElements() == 14 ); } assert(OsiOslSolverInterface::getNumInstances()==1); } assert(OsiOslSolverInterface::getNumInstances()==0); // Do common solverInterface testing { OsiOslSolverInterface m; OsiSolverInterfaceCommonUnitTest(&m, mpsDir, netlibDir ); } // Do primitive branch and bound // And test message handling /* This could be moved down to OsiSolverInterface by putting in branchAndBound and taking off m. */ int iPass; for (iPass=0;iPass<2;iPass++) { OsiOslSolverInterface m; std::string fn = mpsDir+"p0033"; m.readMps(fn.c_str(),"mps"); // derived message handler (only used on second pass) OsiOslMessageTest messageHandler; if (iPass) { std::cout<<"Testing derived message handler"<=0) { // branch - do bounds for (i=0;i