| 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 OsiRowCutDebugger_H |
| 6 | #define OsiRowCutDebugger_H |
| 7 | |
| 8 | /*! \file OsiRowCutDebugger.hpp |
| 9 | |
| 10 | \brief Provides a facility to validate cut constraints to ensure that they |
| 11 | do not cut off a given solution. |
| 12 | */ |
| 13 | |
| 14 | #include <string> |
| 15 | |
| 16 | #include "OsiCuts.hpp" |
| 17 | #include "OsiSolverInterface.hpp" |
| 18 | |
| 19 | /*! \brief Validate cuts against a known solution |
| 20 | |
| 21 | OsiRowCutDebugger provides a facility for validating cuts against a known |
| 22 | solution for a problem. The debugger knows an optimal solution for many of |
| 23 | the miplib3 problems. Check the source for |
| 24 | #activate(const OsiSolverInterface&,const char*) |
| 25 | in OsiRowCutDebugger.cpp for the full set of known problems. |
| 26 | |
| 27 | A full solution vector can be supplied as a parameter with |
| 28 | (#activate(const OsiSolverInterface&,const double*,bool)). |
| 29 | Only the integer values need to be valid. |
| 30 | The default behaviour is to solve an lp relaxation with the integer |
| 31 | variables fixed to the specified values and use the optimal solution to fill |
| 32 | in the continuous variables in the solution. |
| 33 | The debugger can be instructed to preserve the continuous variables (useful |
| 34 | when debugging solvers where the linear relaxation doesn't capture all the |
| 35 | constraints). |
| 36 | |
| 37 | Note that the solution must match the problem held in the solver interface. |
| 38 | If you want to use the row cut debugger on a problem after applying presolve |
| 39 | transformations, your solution must match the presolved problem. (But see |
| 40 | #redoSolution().) |
| 41 | */ |
| 42 | class OsiRowCutDebugger { |
| 43 | friend void OsiRowCutDebuggerUnitTest(const OsiSolverInterface * siP, |
| 44 | const std::string & mpsDir); |
| 45 | |
| 46 | public: |
| 47 | |
| 48 | /*! @name Validate Row Cuts |
| 49 | |
| 50 | Check that the specified cuts do not cut off the known solution. |
| 51 | */ |
| 52 | //@{ |
| 53 | /*! \brief Check that the set of cuts does not cut off the solution known |
| 54 | to the debugger. |
| 55 | |
| 56 | Check if any generated cuts cut off the solution known to the debugger! |
| 57 | If so then print offending cuts. Return the number of invalid cuts. |
| 58 | */ |
| 59 | virtual int validateCuts(const OsiCuts & cs, int first, int last) const; |
| 60 | |
| 61 | /*! \brief Check that the cut does not cut off the solution known to the |
| 62 | debugger. |
| 63 | |
| 64 | Return true if cut is invalid |
| 65 | */ |
| 66 | virtual bool invalidCut(const OsiRowCut & rowcut) const; |
| 67 | |
| 68 | /*! \brief Returns true if the solution held in the solver is compatible |
| 69 | with the known solution. |
| 70 | |
| 71 | More specifically, returns true if the known solution satisfies the column |
| 72 | bounds held in the solver. |
| 73 | */ |
| 74 | bool onOptimalPath(const OsiSolverInterface &si) const; |
| 75 | //@} |
| 76 | |
| 77 | /*! @name Activate the Debugger |
| 78 | |
| 79 | The debugger is considered to be active when it holds a known solution. |
| 80 | */ |
| 81 | //@{ |
| 82 | /*! \brief Activate a debugger using the name of a problem. |
| 83 | |
| 84 | The debugger knows an optimal solution for most of miplib3. Check the |
| 85 | source code for the full list. Returns true if the debugger is |
| 86 | successfully activated. |
| 87 | */ |
| 88 | bool activate(const OsiSolverInterface &si, const char *model) ; |
| 89 | |
| 90 | /*! \brief Activate a debugger using a full solution array. |
| 91 | |
| 92 | The solution must have one entry for every variable, but only the entries |
| 93 | for integer values are used. By default the debugger will solve an lp |
| 94 | relaxation with the integer variables fixed and fill in values for the |
| 95 | continuous variables from this solution. If the debugger should preserve |
| 96 | the given values for the continuous variables, set \p keepContinuous to |
| 97 | \c true. |
| 98 | |
| 99 | Returns true if debugger activates successfully. |
| 100 | */ |
| 101 | bool activate(const OsiSolverInterface &si, const double* solution, |
| 102 | bool keepContinuous = false) ; |
| 103 | |
| 104 | /// Returns true if the debugger is active |
| 105 | bool active() const; |
| 106 | //@} |
| 107 | |
| 108 | /*! @name Query or Manipulate the Known Solution */ |
| 109 | //@{ |
| 110 | /// Return the known solution |
| 111 | inline const double * optimalSolution() const |
| 112 | { return knownSolution_;} |
| 113 | |
| 114 | /// Return the number of columns in the known solution |
| 115 | inline int numberColumns() const { return (numberColumns_) ; } |
| 116 | |
| 117 | /// Return the value of the objective for the known solution |
| 118 | inline double optimalValue() const { return knownValue_;} |
| 119 | |
| 120 | /*! \brief Edit the known solution to reflect column changes |
| 121 | |
| 122 | Given a translation array \p originalColumns[numberColumns] which can |
| 123 | translate current column indices to original column indices, this method |
| 124 | will edit the solution held in the debugger so that it matches the current |
| 125 | set of columns. |
| 126 | |
| 127 | Useful when the original problem is preprocessed prior to cut generation. |
| 128 | The debugger does keep a record of the changes. |
| 129 | */ |
| 130 | void redoSolution(int numberColumns, const int *originalColumns); |
| 131 | |
| 132 | /// Print optimal solution (returns -1 bad debug, 0 on optimal, 1 not) |
| 133 | int printOptimalSolution(const OsiSolverInterface & si) const; |
| 134 | //@} |
| 135 | |
| 136 | /**@name Constructors and Destructors */ |
| 137 | //@{ |
| 138 | /// Default constructor - no checking |
| 139 | OsiRowCutDebugger (); |
| 140 | |
| 141 | /*! \brief Constructor with name of model. |
| 142 | |
| 143 | See #activate(const OsiSolverInterface&,const char*). |
| 144 | */ |
| 145 | OsiRowCutDebugger(const OsiSolverInterface &si, const char *model) ; |
| 146 | |
| 147 | /*! \brief Constructor with full solution. |
| 148 | |
| 149 | See #activate(const OsiSolverInterface&,const double*,bool). |
| 150 | */ |
| 151 | OsiRowCutDebugger(const OsiSolverInterface &si, const double *solution, |
| 152 | bool enforceOptimality = false) ; |
| 153 | |
| 154 | /// Copy constructor |
| 155 | OsiRowCutDebugger(const OsiRowCutDebugger &); |
| 156 | |
| 157 | /// Assignment operator |
| 158 | OsiRowCutDebugger& operator=(const OsiRowCutDebugger& rhs); |
| 159 | |
| 160 | /// Destructor |
| 161 | virtual ~OsiRowCutDebugger (); |
| 162 | //@} |
| 163 | |
| 164 | private: |
| 165 | |
| 166 | // Private member data |
| 167 | |
| 168 | /**@name Private member data */ |
| 169 | //@{ |
| 170 | /// Value of known solution |
| 171 | double knownValue_; |
| 172 | |
| 173 | /*! \brief Number of columns in known solution |
| 174 | |
| 175 | This must match the number of columns reported by the solver. |
| 176 | */ |
| 177 | int numberColumns_; |
| 178 | |
| 179 | /// array specifying integer variables |
| 180 | bool * integerVariable_; |
| 181 | |
| 182 | /// array specifying known solution |
| 183 | double * knownSolution_; |
| 184 | //@} |
| 185 | }; |
| 186 | |
| 187 | #endif |
| 188 | |