| 1 | // Copyright (C) 2000, International Business Machines |
| 2 | // Corporation and others. All Rights Reserved. |
| 3 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
| 4 | |
| 5 | #ifndef OsiColCut_H |
| 6 | #define OsiColCut_H |
| 7 | |
| 8 | #include <string> |
| 9 | |
| 10 | #include "CoinPackedVector.hpp" |
| 11 | |
| 12 | #include "OsiCollections.hpp" |
| 13 | #include "OsiCut.hpp" |
| 14 | |
| 15 | /** Column Cut Class |
| 16 | |
| 17 | Column Cut Class has: |
| 18 | <ul> |
| 19 | <li>a sparse vector of column lower bounds |
| 20 | <li>a sparse vector of column upper bounds |
| 21 | </ul> |
| 22 | */ |
| 23 | class OsiColCut : public OsiCut { |
| 24 | friend void OsiColCutUnitTest(const OsiSolverInterface * baseSiP, |
| 25 | const std::string & mpsDir); |
| 26 | |
| 27 | public: |
| 28 | |
| 29 | //---------------------------------------------------------------- |
| 30 | |
| 31 | /**@name Setting column bounds */ |
| 32 | //@{ |
| 33 | /// Set column lower bounds |
| 34 | inline void setLbs( |
| 35 | int nElements, |
| 36 | const int * colIndices, |
| 37 | const double * lbElements ); |
| 38 | |
| 39 | /// Set column lower bounds from a packed vector |
| 40 | inline void setLbs( const CoinPackedVector & lbs ); |
| 41 | |
| 42 | /// Set column upper bounds |
| 43 | inline void setUbs( |
| 44 | int nElements, |
| 45 | const int * colIndices, |
| 46 | const double * ubElements ); |
| 47 | |
| 48 | /// Set column upper bounds from a packed vector |
| 49 | inline void setUbs( const CoinPackedVector & ubs ); |
| 50 | //@} |
| 51 | |
| 52 | //---------------------------------------------------------------- |
| 53 | |
| 54 | /**@name Getting column bounds */ |
| 55 | //@{ |
| 56 | /// Get column lower bounds |
| 57 | inline const CoinPackedVector & lbs() const; |
| 58 | /// Get column upper bounds |
| 59 | inline const CoinPackedVector & ubs() const; |
| 60 | //@} |
| 61 | |
| 62 | /**@name Comparison operators */ |
| 63 | //@{ |
| 64 | #if __GNUC__ != 2 |
| 65 | using OsiCut::operator== ; |
| 66 | #endif |
| 67 | /** equal - true if lower bounds, upper bounds, |
| 68 | and OsiCut are equal. |
| 69 | */ |
| 70 | inline virtual bool operator==(const OsiColCut& rhs) const; |
| 71 | |
| 72 | #if __GNUC__ != 2 |
| 73 | using OsiCut::operator!= ; |
| 74 | #endif |
| 75 | /// not equal |
| 76 | inline virtual bool operator!=(const OsiColCut& rhs) const; |
| 77 | //@} |
| 78 | |
| 79 | |
| 80 | //---------------------------------------------------------------- |
| 81 | |
| 82 | /**@name Sanity checks on cut */ |
| 83 | //@{ |
| 84 | /** Returns true if the cut is consistent with respect to itself. |
| 85 | This checks to ensure that: |
| 86 | <ul> |
| 87 | <li>The bound vectors do not have duplicate indices, |
| 88 | <li>The bound vectors indices are >=0 |
| 89 | </ul> |
| 90 | */ |
| 91 | inline virtual bool consistent() const override; |
| 92 | |
| 93 | /** Returns true if cut is consistent with respect to the solver |
| 94 | interface's model. This checks to ensure that |
| 95 | the lower & upperbound packed vectors: |
| 96 | <ul> |
| 97 | <li>do not have an index >= the number of column is the model. |
| 98 | </ul> |
| 99 | */ |
| 100 | inline virtual bool consistent(const OsiSolverInterface& im) const override; |
| 101 | |
| 102 | /** Returns true if the cut is infeasible with respect to its bounds and the |
| 103 | column bounds in the solver interface's models. |
| 104 | This checks whether: |
| 105 | <ul> |
| 106 | <li>the maximum of the new and existing lower bounds is strictly |
| 107 | greater than the minimum of the new and existing upper bounds. |
| 108 | </ul> |
| 109 | */ |
| 110 | inline virtual bool infeasible(const OsiSolverInterface &im) const override; |
| 111 | /** Returns infeasibility of the cut with respect to solution |
| 112 | passed in i.e. is positive if cuts off that solution. |
| 113 | solution is getNumCols() long.. |
| 114 | */ |
| 115 | virtual double violated(const double * solution) const override; |
| 116 | //@} |
| 117 | |
| 118 | //---------------------------------------------------------------- |
| 119 | |
| 120 | /**@name Constructors and destructors */ |
| 121 | //@{ |
| 122 | /// Assignment operator |
| 123 | OsiColCut & operator=( const OsiColCut& rhs); |
| 124 | |
| 125 | /// Copy constructor |
| 126 | OsiColCut ( const OsiColCut &); |
| 127 | |
| 128 | /// Default Constructor |
| 129 | OsiColCut (); |
| 130 | |
| 131 | /// Clone |
| 132 | virtual OsiColCut * clone() const; |
| 133 | |
| 134 | /// Destructor |
| 135 | virtual ~OsiColCut (); |
| 136 | //@} |
| 137 | |
| 138 | /**@name Debug stuff */ |
| 139 | //@{ |
| 140 | /// Print cuts in collection |
| 141 | virtual void print() const override; |
| 142 | //@} |
| 143 | |
| 144 | private: |
| 145 | |
| 146 | /**@name Private member data */ |
| 147 | //@{ |
| 148 | /// Lower bounds |
| 149 | CoinPackedVector lbs_; |
| 150 | /// Upper bounds |
| 151 | CoinPackedVector ubs_; |
| 152 | //@} |
| 153 | |
| 154 | }; |
| 155 | |
| 156 | |
| 157 | |
| 158 | //------------------------------------------------------------------- |
| 159 | // Set lower & upper bound vectors |
| 160 | //------------------------------------------------------------------- |
| 161 | void OsiColCut::setLbs( |
| 162 | int size, |
| 163 | const int * colIndices, |
| 164 | const double * lbElements ) |
| 165 | { |
| 166 | lbs_.setVector(size,colIndices,lbElements); |
| 167 | } |
| 168 | // |
| 169 | void OsiColCut::setUbs( |
| 170 | int size, |
| 171 | const int * colIndices, |
| 172 | const double * ubElements ) |
| 173 | { |
| 174 | ubs_.setVector(size,colIndices,ubElements); |
| 175 | } |
| 176 | // |
| 177 | void OsiColCut::setLbs( const CoinPackedVector & lbs ) |
| 178 | { |
| 179 | lbs_ = lbs; |
| 180 | } |
| 181 | // |
| 182 | void OsiColCut::setUbs( const CoinPackedVector & ubs ) |
| 183 | { |
| 184 | ubs_ = ubs; |
| 185 | } |
| 186 | |
| 187 | //------------------------------------------------------------------- |
| 188 | // Get Column Lower Bounds and Column Upper Bounds |
| 189 | //------------------------------------------------------------------- |
| 190 | const CoinPackedVector & OsiColCut::lbs() const |
| 191 | { |
| 192 | return lbs_; |
| 193 | } |
| 194 | // |
| 195 | const CoinPackedVector & OsiColCut::ubs() const |
| 196 | { |
| 197 | return ubs_; |
| 198 | } |
| 199 | |
| 200 | //---------------------------------------------------------------- |
| 201 | // == operator |
| 202 | //------------------------------------------------------------------- |
| 203 | bool |
| 204 | OsiColCut::operator==( |
| 205 | const OsiColCut& rhs) const |
| 206 | { |
| 207 | if ( this->OsiCut::operator!=(rhs) ) |
| 208 | return false; |
| 209 | if ( lbs() != rhs.lbs() ) |
| 210 | return false; |
| 211 | if ( ubs() != rhs.ubs() ) |
| 212 | return false; |
| 213 | return true; |
| 214 | } |
| 215 | // |
| 216 | bool |
| 217 | OsiColCut::operator!=( |
| 218 | const OsiColCut& rhs) const |
| 219 | { |
| 220 | return !( (*this)==rhs ); |
| 221 | } |
| 222 | |
| 223 | //---------------------------------------------------------------- |
| 224 | // consistent & infeasible |
| 225 | //------------------------------------------------------------------- |
| 226 | bool OsiColCut::consistent() const |
| 227 | { |
| 228 | const CoinPackedVector & lb = lbs(); |
| 229 | const CoinPackedVector & ub = ubs(); |
| 230 | // Test for consistent cut. |
| 231 | // Are packed vectors consistent? |
| 232 | lb.duplicateIndex("consistent" , "OsiColCut" ); |
| 233 | ub.duplicateIndex("consistent" , "OsiColCut" ); |
| 234 | if ( lb.getMinIndex() < 0 ) return false; |
| 235 | if ( ub.getMinIndex() < 0 ) return false; |
| 236 | return true; |
| 237 | } |
| 238 | // |
| 239 | bool OsiColCut::consistent(const OsiSolverInterface& im) const |
| 240 | { |
| 241 | const CoinPackedVector & lb = lbs(); |
| 242 | const CoinPackedVector & ub = ubs(); |
| 243 | |
| 244 | // Test for consistent cut. |
| 245 | if ( lb.getMaxIndex() >= im.getNumCols() ) return false; |
| 246 | if ( ub.getMaxIndex() >= im.getNumCols() ) return false; |
| 247 | |
| 248 | return true; |
| 249 | } |
| 250 | |
| 251 | #if 0 |
| 252 | bool OsiColCut::feasible(const OsiSolverInterface &im) const |
| 253 | { |
| 254 | const double * oldColLb = im.getColLower(); |
| 255 | const double * oldColUb = im.getColUpper(); |
| 256 | const CoinPackedVector & cutLbs = lbs(); |
| 257 | const CoinPackedVector & cutUbs = ubs(); |
| 258 | int i; |
| 259 | |
| 260 | for ( i=0; i<cutLbs.size(); i++ ) { |
| 261 | int colIndx = cutLbs.indices()[i]; |
| 262 | double newLb; |
| 263 | if ( cutLbs.elements()[i] > oldColLb[colIndx] ) |
| 264 | newLb = cutLbs.elements()[i]; |
| 265 | else |
| 266 | newLb = oldColLb[colIndx]; |
| 267 | |
| 268 | double newUb = oldColUb[colIndx]; |
| 269 | if ( cutUbs.indexExists(colIndx) ) |
| 270 | if ( cutUbs[colIndx] < newUb ) newUb = cutUbs[colIndx]; |
| 271 | if ( newLb > newUb ) |
| 272 | return false; |
| 273 | } |
| 274 | |
| 275 | for ( i=0; i<cutUbs.size(); i++ ) { |
| 276 | int colIndx = cutUbs.indices()[i]; |
| 277 | double newUb = cutUbs.elements()[i] < oldColUb[colIndx] ? cutUbs.elements()[i] : oldColUb[colIndx]; |
| 278 | double newLb = oldColLb[colIndx]; |
| 279 | if ( cutLbs.indexExists(colIndx) ) |
| 280 | if ( cutLbs[colIndx] > newLb ) newLb = cutLbs[colIndx]; |
| 281 | if ( newUb < newLb ) |
| 282 | return false; |
| 283 | } |
| 284 | |
| 285 | return true; |
| 286 | } |
| 287 | #endif |
| 288 | |
| 289 | |
| 290 | bool OsiColCut::infeasible(const OsiSolverInterface &im) const |
| 291 | { |
| 292 | const double * oldColLb = im.getColLower(); |
| 293 | const double * oldColUb = im.getColUpper(); |
| 294 | const CoinPackedVector & cutLbs = lbs(); |
| 295 | const CoinPackedVector & cutUbs = ubs(); |
| 296 | int i; |
| 297 | |
| 298 | for ( i=0; i<cutLbs.getNumElements(); i++ ) { |
| 299 | int colIndx = cutLbs.getIndices()[i]; |
| 300 | double newLb= cutLbs.getElements()[i] > oldColLb[colIndx] ? |
| 301 | cutLbs.getElements()[i] : oldColLb[colIndx]; |
| 302 | |
| 303 | double newUb = oldColUb[colIndx]; |
| 304 | if ( cutUbs.isExistingIndex(colIndx) ) |
| 305 | if ( cutUbs[colIndx] < newUb ) newUb = cutUbs[colIndx]; |
| 306 | if ( newLb > newUb ) |
| 307 | return true; |
| 308 | } |
| 309 | |
| 310 | for ( i=0; i<cutUbs.getNumElements(); i++ ) { |
| 311 | int colIndx = cutUbs.getIndices()[i]; |
| 312 | double newUb = cutUbs.getElements()[i] < oldColUb[colIndx] ? |
| 313 | cutUbs.getElements()[i] : oldColUb[colIndx]; |
| 314 | double newLb = oldColLb[colIndx]; |
| 315 | if ( cutLbs.isExistingIndex(colIndx) ) |
| 316 | if ( cutLbs[colIndx] > newLb ) newLb = cutLbs[colIndx]; |
| 317 | if ( newUb < newLb ) |
| 318 | return true; |
| 319 | } |
| 320 | |
| 321 | return false; |
| 322 | } |
| 323 | |
| 324 | #endif |
| 325 | |