| 1 | // $Id$ |
| 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 | #include <cassert> |
| 7 | #ifdef CBC_STATISTICS |
| 8 | extern int osi_crunch; |
| 9 | extern int osi_primal; |
| 10 | extern int osi_dual; |
| 11 | extern int osi_hot; |
| 12 | #endif |
| 13 | #include "CoinTime.hpp" |
| 14 | #include "CoinHelperFunctions.hpp" |
| 15 | #include "CoinIndexedVector.hpp" |
| 16 | #include "CoinModel.hpp" |
| 17 | #include "CoinMpsIO.hpp" |
| 18 | #include "CoinSort.hpp" |
| 19 | #include "ClpDualRowSteepest.hpp" |
| 20 | #include "ClpPrimalColumnSteepest.hpp" |
| 21 | #include "ClpPackedMatrix.hpp" |
| 22 | #include "ClpDualRowDantzig.hpp" |
| 23 | #include "ClpPrimalColumnDantzig.hpp" |
| 24 | #include "ClpFactorization.hpp" |
| 25 | #include "ClpObjective.hpp" |
| 26 | #include "ClpSimplex.hpp" |
| 27 | #include "ClpSimplexOther.hpp" |
| 28 | #include "ClpSimplexPrimal.hpp" |
| 29 | #include "ClpSimplexDual.hpp" |
| 30 | #include "ClpNonLinearCost.hpp" |
| 31 | #include "OsiClpSolverInterface.hpp" |
| 32 | #include "OsiBranchingObject.hpp" |
| 33 | #include "OsiCuts.hpp" |
| 34 | #include "OsiRowCut.hpp" |
| 35 | #include "OsiColCut.hpp" |
| 36 | #include "ClpPresolve.hpp" |
| 37 | #include "CoinLpIO.hpp" |
| 38 | static double totalTime=0.0; |
| 39 | //#define SAVE_MODEL 1 |
| 40 | #ifdef SAVE_MODEL |
| 41 | static int resolveTry=0; |
| 42 | static int loResolveTry=0; |
| 43 | static int hiResolveTry=9999999; |
| 44 | #endif |
| 45 | //############################################################################# |
| 46 | // Solve methods |
| 47 | //############################################################################# |
| 48 | void OsiClpSolverInterface::initialSolve() |
| 49 | { |
| 50 | #define KEEP_SMALL |
| 51 | #ifdef KEEP_SMALL |
| 52 | if (smallModel_) { |
| 53 | delete [] spareArrays_; |
| 54 | spareArrays_ = NULL; |
| 55 | delete smallModel_; |
| 56 | smallModel_=NULL; |
| 57 | } |
| 58 | #endif |
| 59 | if ((specialOptions_&2097152)!=0||(specialOptions_&4194304)!=0) { |
| 60 | bool takeHint; |
| 61 | OsiHintStrength strength; |
| 62 | int algorithm = 0; |
| 63 | getHintParam(OsiDoDualInInitial,takeHint,strength); |
| 64 | if (strength!=OsiHintIgnore) |
| 65 | algorithm = takeHint ? -1 : 1; |
| 66 | if (algorithm>0||(specialOptions_&4194304)!=0) { |
| 67 | // Gub |
| 68 | resolveGub((9*modelPtr_->numberRows())/10); |
| 69 | return; |
| 70 | } |
| 71 | } |
| 72 | bool deleteSolver; |
| 73 | ClpSimplex * solver; |
| 74 | double time1 = CoinCpuTime(); |
| 75 | int userFactorizationFrequency = modelPtr_->factorization()->maximumPivots(); |
| 76 | int totalIterations=0; |
| 77 | bool abortSearch=false; |
| 78 | ClpObjective * savedObjective=NULL; |
| 79 | double savedDualLimit=modelPtr_->dblParam_[ClpDualObjectiveLimit]; |
| 80 | if (fakeObjective_) { |
| 81 | // Clear (no objective, 0-1 and in B&B) |
| 82 | modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~128)); |
| 83 | // See if all with costs fixed |
| 84 | int numberColumns = modelPtr_->numberColumns_; |
| 85 | const double * obj = modelPtr_->objective(); |
| 86 | const double * lower = modelPtr_->columnLower(); |
| 87 | const double * upper = modelPtr_->columnUpper(); |
| 88 | int i; |
| 89 | for (i=0;i<numberColumns;i++) { |
| 90 | double objValue = obj[i]; |
| 91 | if (objValue) { |
| 92 | if (lower[i]!=upper[i]) |
| 93 | break; |
| 94 | } |
| 95 | } |
| 96 | if (i==numberColumns) { |
| 97 | // Check (Clp fast dual) |
| 98 | if ((specialOptions_&524288)==0) { |
| 99 | // Set fake |
| 100 | savedObjective=modelPtr_->objective_; |
| 101 | modelPtr_->objective_=fakeObjective_; |
| 102 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=COIN_DBL_MAX; |
| 103 | } else { |
| 104 | // Set (no objective, 0-1 and in B&B) |
| 105 | modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()|128); |
| 106 | } |
| 107 | } |
| 108 | } |
| 109 | // Check (in branch and bound) |
| 110 | if ((specialOptions_&1024)==0) { |
| 111 | solver = new ClpSimplex(true); |
| 112 | deleteSolver=true; |
| 113 | solver->borrowModel(*modelPtr_); |
| 114 | // See if user set factorization frequency |
| 115 | // borrowModel does not move |
| 116 | solver->factorization()->maximumPivots(userFactorizationFrequency); |
| 117 | } else { |
| 118 | solver = modelPtr_; |
| 119 | deleteSolver=false; |
| 120 | } |
| 121 | // Treat as if user simplex not enabled |
| 122 | int saveSolveType=solver->solveType(); |
| 123 | bool doingPrimal = solver->algorithm()>0; |
| 124 | if (saveSolveType==2) { |
| 125 | disableSimplexInterface(); |
| 126 | solver->setSolveType(1); |
| 127 | } |
| 128 | int saveOptions = solver->specialOptions(); |
| 129 | solver->setSpecialOptions(saveOptions|64|32768); // go as far as possible |
| 130 | // get original log levels |
| 131 | int saveMessageLevel=modelPtr_->logLevel(); |
| 132 | int messageLevel=messageHandler()->logLevel(); |
| 133 | int saveMessageLevel2 = messageLevel; |
| 134 | // Set message handler |
| 135 | solver->passInMessageHandler(handler_); |
| 136 | // But keep log level |
| 137 | solver->messageHandler()->setLogLevel(saveMessageLevel); |
| 138 | // set reasonable defaults |
| 139 | bool takeHint; |
| 140 | OsiHintStrength strength; |
| 141 | // Switch off printing if asked to |
| 142 | bool gotHint = (getHintParam(OsiDoReducePrint,takeHint,strength)); |
| 143 | assert (gotHint); |
| 144 | if (strength!=OsiHintIgnore&&takeHint) { |
| 145 | if (messageLevel>0) |
| 146 | messageLevel--; |
| 147 | } |
| 148 | if (messageLevel<saveMessageLevel) |
| 149 | solver->messageHandler()->setLogLevel(messageLevel); |
| 150 | // Allow for specialOptions_==1+8 forcing saving factorization |
| 151 | int startFinishOptions=0; |
| 152 | if ((specialOptions_&9)==(1+8)) { |
| 153 | startFinishOptions =1+2+4; // allow re-use of factorization |
| 154 | } |
| 155 | bool defaultHints=true; |
| 156 | { |
| 157 | int hint; |
| 158 | for (hint=OsiDoPresolveInInitial;hint<OsiLastHintParam;hint++) { |
| 159 | if (hint!=OsiDoReducePrint&& |
| 160 | hint!=OsiDoInBranchAndCut) { |
| 161 | bool yesNo; |
| 162 | OsiHintStrength strength; |
| 163 | getHintParam(static_cast<OsiHintParam> (hint),yesNo,strength); |
| 164 | if (yesNo) { |
| 165 | defaultHints=false; |
| 166 | break; |
| 167 | } |
| 168 | if (strength != OsiHintIgnore) { |
| 169 | defaultHints=false; |
| 170 | break; |
| 171 | } |
| 172 | } |
| 173 | } |
| 174 | } |
| 175 | ClpPresolve * pinfo = NULL; |
| 176 | /* |
| 177 | If basis then do primal (as user could do dual with resolve) |
| 178 | If not then see if dual feasible (and allow for gubs etc?) |
| 179 | */ |
| 180 | bool doPrimal = (basis_.numberBasicStructurals()>0); |
| 181 | setBasis(basis_,solver); |
| 182 | bool inCbcOrOther = (modelPtr_->specialOptions()&0x03000000)!=0; |
| 183 | if ((!defaultHints||doPrimal)&&!solveOptions_.getSpecialOption(6)) { |
| 184 | // scaling |
| 185 | // save initial state |
| 186 | const double * rowScale1 = solver->rowScale(); |
| 187 | if (modelPtr_->solveType()==1) { |
| 188 | gotHint = (getHintParam(OsiDoScale,takeHint,strength)); |
| 189 | assert (gotHint); |
| 190 | if (strength==OsiHintIgnore||takeHint) { |
| 191 | if (!solver->scalingFlag()) |
| 192 | solver->scaling(3); |
| 193 | } else { |
| 194 | solver->scaling(0); |
| 195 | } |
| 196 | } else { |
| 197 | solver->scaling(0); |
| 198 | } |
| 199 | //solver->setDualBound(1.0e6); |
| 200 | //solver->setDualTolerance(1.0e-7); |
| 201 | |
| 202 | //ClpDualRowSteepest steep; |
| 203 | //solver->setDualRowPivotAlgorithm(steep); |
| 204 | //solver->setPrimalTolerance(1.0e-8); |
| 205 | //ClpPrimalColumnSteepest steepP; |
| 206 | //solver->setPrimalColumnPivotAlgorithm(steepP); |
| 207 | |
| 208 | // sort out hints; |
| 209 | // algorithm 0 whatever, -1 force dual, +1 force primal |
| 210 | int algorithm = 0; |
| 211 | gotHint = (getHintParam(OsiDoDualInInitial,takeHint,strength)); |
| 212 | assert (gotHint); |
| 213 | if (strength!=OsiHintIgnore) |
| 214 | algorithm = takeHint ? -1 : 1; |
| 215 | // crash 0 do lightweight if all slack, 1 do, -1 don't |
| 216 | int doCrash=0; |
| 217 | gotHint = (getHintParam(OsiDoCrash,takeHint,strength)); |
| 218 | assert (gotHint); |
| 219 | if (strength!=OsiHintIgnore) |
| 220 | doCrash = takeHint ? 1 : -1; |
| 221 | // doPrimal set true if any structurals in basis so switch off crash |
| 222 | if (doPrimal) |
| 223 | doCrash = -1; |
| 224 | |
| 225 | // presolve |
| 226 | gotHint = (getHintParam(OsiDoPresolveInInitial,takeHint,strength)); |
| 227 | assert (gotHint); |
| 228 | if (strength!=OsiHintIgnore&&takeHint) { |
| 229 | pinfo = new ClpPresolve(); |
| 230 | ClpSimplex * model2 = pinfo->presolvedModel(*solver,1.0e-8); |
| 231 | if (!model2) { |
| 232 | // problem found to be infeasible - whats best? |
| 233 | model2 = solver; |
| 234 | delete pinfo; |
| 235 | pinfo = NULL; |
| 236 | } else { |
| 237 | model2->setSpecialOptions(solver->specialOptions()); |
| 238 | } |
| 239 | |
| 240 | // change from 200 (unless changed) |
| 241 | if (modelPtr_->factorization()->maximumPivots()==200) |
| 242 | model2->factorization()->maximumPivots(100+model2->numberRows()/50); |
| 243 | else |
| 244 | model2->factorization()->maximumPivots(userFactorizationFrequency); |
| 245 | int savePerturbation = model2->perturbation(); |
| 246 | if (savePerturbation==100) |
| 247 | model2->setPerturbation(50); |
| 248 | if (!doPrimal) { |
| 249 | // faster if bounds tightened |
| 250 | //int numberInfeasibilities = model2->tightenPrimalBounds(); |
| 251 | model2->tightenPrimalBounds(); |
| 252 | // look further |
| 253 | bool crashResult=false; |
| 254 | if (doCrash>0) |
| 255 | crashResult = (solver->crash(1000.0,1)>0); |
| 256 | else if (doCrash==0&&algorithm>0) |
| 257 | crashResult = (solver->crash(1000.0,1)>0); |
| 258 | doPrimal=crashResult; |
| 259 | } |
| 260 | if (algorithm<0) |
| 261 | doPrimal=false; |
| 262 | else if (algorithm>0) |
| 263 | doPrimal=true; |
| 264 | if (!doPrimal) { |
| 265 | //if (numberInfeasibilities) |
| 266 | //std::cout<<"** Analysis indicates model infeasible" |
| 267 | // <<std::endl; |
| 268 | // up dual bound for safety |
| 269 | //model2->setDualBound(1.0e11); |
| 270 | disasterHandler_->setOsiModel(this); |
| 271 | if (inCbcOrOther) { |
| 272 | disasterHandler_->setSimplex(model2); |
| 273 | disasterHandler_->setWhereFrom(4); |
| 274 | model2->setDisasterHandler(disasterHandler_); |
| 275 | } |
| 276 | model2->dual(0); |
| 277 | totalIterations += model2->numberIterations(); |
| 278 | if (inCbcOrOther) { |
| 279 | if(disasterHandler_->inTrouble()) { |
| 280 | #ifdef COIN_DEVELOP |
| 281 | printf("dual trouble a\n" ); |
| 282 | #endif |
| 283 | if (disasterHandler_->typeOfDisaster()) { |
| 284 | // We want to abort |
| 285 | abortSearch=true; |
| 286 | goto disaster; |
| 287 | } |
| 288 | // try just going back in |
| 289 | disasterHandler_->setPhase(1); |
| 290 | model2->dual(); |
| 291 | totalIterations += model2->numberIterations(); |
| 292 | if (disasterHandler_->inTrouble()) { |
| 293 | #ifdef COIN_DEVELOP |
| 294 | printf("dual trouble b\n" ); |
| 295 | #endif |
| 296 | if (disasterHandler_->typeOfDisaster()) { |
| 297 | // We want to abort |
| 298 | abortSearch=true; |
| 299 | goto disaster; |
| 300 | } |
| 301 | // try primal with original basis |
| 302 | disasterHandler_->setPhase(2); |
| 303 | setBasis(basis_,model2); |
| 304 | model2->primal(); |
| 305 | totalIterations += model2->numberIterations(); |
| 306 | } |
| 307 | if(disasterHandler_->inTrouble()) { |
| 308 | #ifdef COIN_DEVELOP |
| 309 | printf("disaster - treat as infeasible\n" ); |
| 310 | #endif |
| 311 | if (disasterHandler_->typeOfDisaster()) { |
| 312 | // We want to abort |
| 313 | abortSearch=true; |
| 314 | goto disaster; |
| 315 | } |
| 316 | model2->setProblemStatus(1); |
| 317 | } |
| 318 | } |
| 319 | // reset |
| 320 | model2->setDisasterHandler(NULL); |
| 321 | } |
| 322 | // check if clp thought it was in a loop |
| 323 | if (model2->status()==3&&!model2->hitMaximumIterations()) { |
| 324 | // switch algorithm |
| 325 | disasterHandler_->setOsiModel(this); |
| 326 | if (inCbcOrOther) { |
| 327 | disasterHandler_->setSimplex(model2); |
| 328 | disasterHandler_->setWhereFrom(6); |
| 329 | model2->setDisasterHandler(disasterHandler_); |
| 330 | } |
| 331 | model2->primal(); |
| 332 | totalIterations += model2->numberIterations(); |
| 333 | if (inCbcOrOther) { |
| 334 | if(disasterHandler_->inTrouble()) { |
| 335 | #ifdef COIN_DEVELOP |
| 336 | printf("primal trouble a\n" ); |
| 337 | #endif |
| 338 | if (disasterHandler_->typeOfDisaster()) { |
| 339 | // We want to abort |
| 340 | abortSearch=true; |
| 341 | goto disaster; |
| 342 | } |
| 343 | // try just going back in (but with dual) |
| 344 | disasterHandler_->setPhase(1); |
| 345 | model2->dual(); |
| 346 | totalIterations += model2->numberIterations(); |
| 347 | if (disasterHandler_->inTrouble()) { |
| 348 | #ifdef COIN_DEVELOP |
| 349 | printf("primal trouble b\n" ); |
| 350 | #endif |
| 351 | if (disasterHandler_->typeOfDisaster()) { |
| 352 | // We want to abort |
| 353 | abortSearch=true; |
| 354 | goto disaster; |
| 355 | } |
| 356 | // try primal with original basis |
| 357 | disasterHandler_->setPhase(2); |
| 358 | setBasis(basis_,model2); |
| 359 | model2->dual(); |
| 360 | totalIterations += model2->numberIterations(); |
| 361 | } |
| 362 | if(disasterHandler_->inTrouble()) { |
| 363 | #ifdef COIN_DEVELOP |
| 364 | printf("disaster - treat as infeasible\n" ); |
| 365 | #endif |
| 366 | if (disasterHandler_->typeOfDisaster()) { |
| 367 | // We want to abort |
| 368 | abortSearch=true; |
| 369 | goto disaster; |
| 370 | } |
| 371 | model2->setProblemStatus(1); |
| 372 | } |
| 373 | } |
| 374 | // reset |
| 375 | model2->setDisasterHandler(NULL); |
| 376 | } |
| 377 | } |
| 378 | } else { |
| 379 | // up infeasibility cost for safety |
| 380 | //model2->setInfeasibilityCost(1.0e10); |
| 381 | disasterHandler_->setOsiModel(this); |
| 382 | if (inCbcOrOther) { |
| 383 | disasterHandler_->setSimplex(model2); |
| 384 | disasterHandler_->setWhereFrom(6); |
| 385 | model2->setDisasterHandler(disasterHandler_); |
| 386 | } |
| 387 | model2->primal(1); |
| 388 | totalIterations += model2->numberIterations(); |
| 389 | if (inCbcOrOther) { |
| 390 | if(disasterHandler_->inTrouble()) { |
| 391 | #ifdef COIN_DEVELOP |
| 392 | printf("primal trouble a\n" ); |
| 393 | #endif |
| 394 | if (disasterHandler_->typeOfDisaster()) { |
| 395 | // We want to abort |
| 396 | abortSearch=true; |
| 397 | goto disaster; |
| 398 | } |
| 399 | // try just going back in (but with dual) |
| 400 | disasterHandler_->setPhase(1); |
| 401 | model2->dual(); |
| 402 | totalIterations += model2->numberIterations(); |
| 403 | if (disasterHandler_->inTrouble()) { |
| 404 | #ifdef COIN_DEVELOP |
| 405 | printf("primal trouble b\n" ); |
| 406 | #endif |
| 407 | if (disasterHandler_->typeOfDisaster()) { |
| 408 | // We want to abort |
| 409 | abortSearch=true; |
| 410 | goto disaster; |
| 411 | } |
| 412 | // try primal with original basis |
| 413 | disasterHandler_->setPhase(2); |
| 414 | setBasis(basis_,model2); |
| 415 | model2->dual(); |
| 416 | totalIterations += model2->numberIterations(); |
| 417 | } |
| 418 | if(disasterHandler_->inTrouble()) { |
| 419 | #ifdef COIN_DEVELOP |
| 420 | printf("disaster - treat as infeasible\n" ); |
| 421 | #endif |
| 422 | if (disasterHandler_->typeOfDisaster()) { |
| 423 | // We want to abort |
| 424 | abortSearch=true; |
| 425 | goto disaster; |
| 426 | } |
| 427 | model2->setProblemStatus(1); |
| 428 | } |
| 429 | } |
| 430 | // reset |
| 431 | model2->setDisasterHandler(NULL); |
| 432 | } |
| 433 | // check if clp thought it was in a loop |
| 434 | if (model2->status()==3&&!model2->hitMaximumIterations()) { |
| 435 | // switch algorithm |
| 436 | disasterHandler_->setOsiModel(this); |
| 437 | if (inCbcOrOther) { |
| 438 | disasterHandler_->setSimplex(model2); |
| 439 | disasterHandler_->setWhereFrom(4); |
| 440 | model2->setDisasterHandler(disasterHandler_); |
| 441 | } |
| 442 | model2->dual(0); |
| 443 | totalIterations += model2->numberIterations(); |
| 444 | if (inCbcOrOther) { |
| 445 | if(disasterHandler_->inTrouble()) { |
| 446 | #ifdef COIN_DEVELOP |
| 447 | printf("dual trouble a\n" ); |
| 448 | #endif |
| 449 | if (disasterHandler_->typeOfDisaster()) { |
| 450 | // We want to abort |
| 451 | abortSearch=true; |
| 452 | goto disaster; |
| 453 | } |
| 454 | // try just going back in |
| 455 | disasterHandler_->setPhase(1); |
| 456 | model2->dual(); |
| 457 | totalIterations += model2->numberIterations(); |
| 458 | if (disasterHandler_->inTrouble()) { |
| 459 | #ifdef COIN_DEVELOP |
| 460 | printf("dual trouble b\n" ); |
| 461 | #endif |
| 462 | if (disasterHandler_->typeOfDisaster()) { |
| 463 | // We want to abort |
| 464 | abortSearch=true; |
| 465 | goto disaster; |
| 466 | } |
| 467 | // try primal with original basis |
| 468 | disasterHandler_->setPhase(2); |
| 469 | setBasis(basis_,model2); |
| 470 | model2->primal(); |
| 471 | totalIterations += model2->numberIterations(); |
| 472 | } |
| 473 | if(disasterHandler_->inTrouble()) { |
| 474 | #ifdef COIN_DEVELOP |
| 475 | printf("disaster - treat as infeasible\n" ); |
| 476 | #endif |
| 477 | if (disasterHandler_->typeOfDisaster()) { |
| 478 | // We want to abort |
| 479 | abortSearch=true; |
| 480 | goto disaster; |
| 481 | } |
| 482 | model2->setProblemStatus(1); |
| 483 | } |
| 484 | } |
| 485 | // reset |
| 486 | model2->setDisasterHandler(NULL); |
| 487 | } |
| 488 | } |
| 489 | } |
| 490 | model2->setPerturbation(savePerturbation); |
| 491 | if (model2!=solver) { |
| 492 | int presolvedStatus = model2->status(); |
| 493 | pinfo->postsolve(true); |
| 494 | delete pinfo; |
| 495 | pinfo = NULL; |
| 496 | |
| 497 | delete model2; |
| 498 | int oldStatus=solver->status(); |
| 499 | solver->setProblemStatus(presolvedStatus); |
| 500 | if (solver->logLevel()==63) // for gcc 4.6 bug |
| 501 | printf("pstat %d stat %d\n" ,presolvedStatus,oldStatus); |
| 502 | //printf("Resolving from postsolved model\n"); |
| 503 | // later try without (1) and check duals before solve |
| 504 | if (presolvedStatus!=3 |
| 505 | &&(presolvedStatus||oldStatus==-1)) { |
| 506 | if (!inCbcOrOther||presolvedStatus!=1) { |
| 507 | disasterHandler_->setOsiModel(this); |
| 508 | if (inCbcOrOther) { |
| 509 | disasterHandler_->setSimplex(solver); // as "borrowed" |
| 510 | disasterHandler_->setWhereFrom(6); |
| 511 | solver->setDisasterHandler(disasterHandler_); |
| 512 | } |
| 513 | solver->primal(1); |
| 514 | totalIterations += solver->numberIterations(); |
| 515 | if (inCbcOrOther) { |
| 516 | if(disasterHandler_->inTrouble()) { |
| 517 | #ifdef COIN_DEVELOP |
| 518 | printf("primal trouble a\n" ); |
| 519 | #endif |
| 520 | if (disasterHandler_->typeOfDisaster()) { |
| 521 | // We want to abort |
| 522 | abortSearch=true; |
| 523 | goto disaster; |
| 524 | } |
| 525 | // try just going back in (but with dual) |
| 526 | disasterHandler_->setPhase(1); |
| 527 | solver->dual(); |
| 528 | totalIterations += solver->numberIterations(); |
| 529 | if (disasterHandler_->inTrouble()) { |
| 530 | #ifdef COIN_DEVELOP |
| 531 | printf("primal trouble b\n" ); |
| 532 | #endif |
| 533 | if (disasterHandler_->typeOfDisaster()) { |
| 534 | // We want to abort |
| 535 | abortSearch=true; |
| 536 | goto disaster; |
| 537 | } |
| 538 | // try primal with original basis |
| 539 | disasterHandler_->setPhase(2); |
| 540 | setBasis(basis_,solver); |
| 541 | solver->dual(); |
| 542 | totalIterations += solver->numberIterations(); |
| 543 | } |
| 544 | if(disasterHandler_->inTrouble()) { |
| 545 | #ifdef COIN_DEVELOP |
| 546 | printf("disaster - treat as infeasible\n" ); |
| 547 | #endif |
| 548 | if (disasterHandler_->typeOfDisaster()) { |
| 549 | // We want to abort |
| 550 | abortSearch=true; |
| 551 | goto disaster; |
| 552 | } |
| 553 | solver->setProblemStatus(1); |
| 554 | } |
| 555 | } |
| 556 | // reset |
| 557 | solver->setDisasterHandler(NULL); |
| 558 | } |
| 559 | } |
| 560 | } |
| 561 | } |
| 562 | lastAlgorithm_=1; // primal |
| 563 | //if (solver->numberIterations()) |
| 564 | //printf("****** iterated %d\n",solver->numberIterations()); |
| 565 | } else { |
| 566 | // do we want crash |
| 567 | if (doCrash>0) |
| 568 | solver->crash(1000.0,2); |
| 569 | else if (doCrash==0) |
| 570 | solver->crash(1000.0,0); |
| 571 | if (algorithm<0) |
| 572 | doPrimal=false; |
| 573 | else if (algorithm>0) |
| 574 | doPrimal=true; |
| 575 | disasterHandler_->setOsiModel(this); |
| 576 | disasterHandler_->setSimplex(solver); // as "borrowed" |
| 577 | bool inCbcOrOther = (modelPtr_->specialOptions()&0x03000000)!=0; |
| 578 | if (!doPrimal) |
| 579 | disasterHandler_->setWhereFrom(4); |
| 580 | else |
| 581 | disasterHandler_->setWhereFrom(6); |
| 582 | if (inCbcOrOther) |
| 583 | solver->setDisasterHandler(disasterHandler_); |
| 584 | if (!doPrimal) { |
| 585 | //printf("doing dual\n"); |
| 586 | solver->dual(0); |
| 587 | totalIterations += solver->numberIterations(); |
| 588 | if (inCbcOrOther) { |
| 589 | if(disasterHandler_->inTrouble()) { |
| 590 | #ifdef COIN_DEVELOP |
| 591 | printf("dual trouble a\n" ); |
| 592 | #endif |
| 593 | if (disasterHandler_->typeOfDisaster()) { |
| 594 | // We want to abort |
| 595 | abortSearch=true; |
| 596 | goto disaster; |
| 597 | } |
| 598 | // try just going back in |
| 599 | disasterHandler_->setPhase(1); |
| 600 | solver->dual(); |
| 601 | totalIterations += solver->numberIterations(); |
| 602 | if (disasterHandler_->inTrouble()) { |
| 603 | #ifdef COIN_DEVELOP |
| 604 | printf("dual trouble b\n" ); |
| 605 | #endif |
| 606 | if (disasterHandler_->typeOfDisaster()) { |
| 607 | // We want to abort |
| 608 | abortSearch=true; |
| 609 | goto disaster; |
| 610 | } |
| 611 | // try primal with original basis |
| 612 | disasterHandler_->setPhase(2); |
| 613 | setBasis(basis_,solver); |
| 614 | solver->primal(); |
| 615 | totalIterations += solver->numberIterations(); |
| 616 | } |
| 617 | if(disasterHandler_->inTrouble()) { |
| 618 | #ifdef COIN_DEVELOP |
| 619 | printf("disaster - treat as infeasible\n" ); |
| 620 | #endif |
| 621 | if (disasterHandler_->typeOfDisaster()) { |
| 622 | // We want to abort |
| 623 | abortSearch=true; |
| 624 | goto disaster; |
| 625 | } |
| 626 | solver->setProblemStatus(1); |
| 627 | } |
| 628 | } |
| 629 | // reset |
| 630 | solver->setDisasterHandler(NULL); |
| 631 | } |
| 632 | lastAlgorithm_=2; // dual |
| 633 | // check if clp thought it was in a loop |
| 634 | if (solver->status()==3&&!solver->hitMaximumIterations()) { |
| 635 | // switch algorithm |
| 636 | solver->primal(0); |
| 637 | totalIterations += solver->numberIterations(); |
| 638 | lastAlgorithm_=1; // primal |
| 639 | } |
| 640 | } else { |
| 641 | //printf("doing primal\n"); |
| 642 | solver->primal(1); |
| 643 | totalIterations += solver->numberIterations(); |
| 644 | if (inCbcOrOther) { |
| 645 | if(disasterHandler_->inTrouble()) { |
| 646 | #ifdef COIN_DEVELOP |
| 647 | printf("primal trouble a\n" ); |
| 648 | #endif |
| 649 | if (disasterHandler_->typeOfDisaster()) { |
| 650 | // We want to abort |
| 651 | abortSearch=true; |
| 652 | goto disaster; |
| 653 | } |
| 654 | // try just going back in (but with dual) |
| 655 | disasterHandler_->setPhase(1); |
| 656 | solver->dual(); |
| 657 | totalIterations += solver->numberIterations(); |
| 658 | if (disasterHandler_->inTrouble()) { |
| 659 | #ifdef COIN_DEVELOP |
| 660 | printf("primal trouble b\n" ); |
| 661 | #endif |
| 662 | if (disasterHandler_->typeOfDisaster()) { |
| 663 | // We want to abort |
| 664 | abortSearch=true; |
| 665 | goto disaster; |
| 666 | } |
| 667 | // try primal with original basis |
| 668 | disasterHandler_->setPhase(2); |
| 669 | setBasis(basis_,solver); |
| 670 | solver->dual(); |
| 671 | totalIterations += solver->numberIterations(); |
| 672 | } |
| 673 | if(disasterHandler_->inTrouble()) { |
| 674 | #ifdef COIN_DEVELOP |
| 675 | printf("disaster - treat as infeasible\n" ); |
| 676 | #endif |
| 677 | if (disasterHandler_->typeOfDisaster()) { |
| 678 | // We want to abort |
| 679 | abortSearch=true; |
| 680 | goto disaster; |
| 681 | } |
| 682 | solver->setProblemStatus(1); |
| 683 | } |
| 684 | } |
| 685 | // reset |
| 686 | solver->setDisasterHandler(NULL); |
| 687 | } |
| 688 | lastAlgorithm_=1; // primal |
| 689 | // check if clp thought it was in a loop |
| 690 | if (solver->status()==3&&!solver->hitMaximumIterations()) { |
| 691 | // switch algorithm |
| 692 | solver->dual(0); |
| 693 | totalIterations += solver->numberIterations(); |
| 694 | lastAlgorithm_=2; // dual |
| 695 | } |
| 696 | } |
| 697 | } |
| 698 | // If scaled feasible but unscaled infeasible take action |
| 699 | if (!solver->status()&&cleanupScaling_) { |
| 700 | solver->cleanup(cleanupScaling_); |
| 701 | } |
| 702 | basis_ = getBasis(solver); |
| 703 | //basis_.print(); |
| 704 | const double * rowScale2 = solver->rowScale(); |
| 705 | solver->setSpecialOptions(saveOptions); |
| 706 | if (!rowScale1&&rowScale2) { |
| 707 | // need to release memory |
| 708 | if (!solver->savedRowScale_) { |
| 709 | solver->setRowScale(NULL); |
| 710 | solver->setColumnScale(NULL); |
| 711 | } else { |
| 712 | solver->rowScale_=NULL; |
| 713 | solver->columnScale_=NULL; |
| 714 | } |
| 715 | } |
| 716 | } else { |
| 717 | // User doing nothing and all slack basis |
| 718 | ClpSolve options=solveOptions_; |
| 719 | bool yesNo; |
| 720 | OsiHintStrength strength; |
| 721 | getHintParam(OsiDoInBranchAndCut,yesNo,strength); |
| 722 | if (yesNo) { |
| 723 | solver->setSpecialOptions(solver->specialOptions()|1024); |
| 724 | } |
| 725 | solver->initialSolve(options); |
| 726 | totalIterations += solver->numberIterations(); |
| 727 | lastAlgorithm_ = 2; // say dual |
| 728 | // If scaled feasible but unscaled infeasible take action |
| 729 | if (!solver->status()&&cleanupScaling_) { |
| 730 | solver->cleanup(cleanupScaling_); |
| 731 | } |
| 732 | basis_ = getBasis(solver); |
| 733 | //basis_.print(); |
| 734 | } |
| 735 | solver->messageHandler()->setLogLevel(saveMessageLevel); |
| 736 | disaster: |
| 737 | if (deleteSolver) { |
| 738 | solver->returnModel(*modelPtr_); |
| 739 | delete solver; |
| 740 | } |
| 741 | if (startFinishOptions) { |
| 742 | int save = modelPtr_->logLevel(); |
| 743 | if (save<2) modelPtr_->setLogLevel(0); |
| 744 | modelPtr_->dual(0,startFinishOptions); |
| 745 | totalIterations += modelPtr_->numberIterations(); |
| 746 | modelPtr_->setLogLevel(save); |
| 747 | } |
| 748 | if (saveSolveType==2) { |
| 749 | enableSimplexInterface(doingPrimal); |
| 750 | } |
| 751 | if (savedObjective) { |
| 752 | // fix up |
| 753 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=savedDualLimit; |
| 754 | //modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~32)); |
| 755 | modelPtr_->objective_=savedObjective; |
| 756 | if (!modelPtr_->problemStatus_) { |
| 757 | CoinZeroN(modelPtr_->dual_,modelPtr_->numberRows_); |
| 758 | CoinZeroN(modelPtr_->reducedCost_,modelPtr_->numberColumns_); |
| 759 | if (modelPtr_->dj_&&(modelPtr_->whatsChanged_&1)!=0) |
| 760 | CoinZeroN(modelPtr_->dj_,modelPtr_->numberColumns_+modelPtr_->numberRows_); |
| 761 | modelPtr_->computeObjectiveValue(); |
| 762 | } |
| 763 | } |
| 764 | modelPtr_->setNumberIterations(totalIterations); |
| 765 | handler_->setLogLevel(saveMessageLevel2); |
| 766 | if (modelPtr_->problemStatus_==3&&lastAlgorithm_==2) |
| 767 | modelPtr_->computeObjectiveValue(); |
| 768 | // mark so we can pick up objective value quickly |
| 769 | modelPtr_->upperIn_=0.0; |
| 770 | time1 = CoinCpuTime()-time1; |
| 771 | totalTime += time1; |
| 772 | assert (!modelPtr_->disasterHandler()); |
| 773 | if (lastAlgorithm_<1||lastAlgorithm_>2) |
| 774 | lastAlgorithm_=1; |
| 775 | if (abortSearch) { |
| 776 | lastAlgorithm_=-911; |
| 777 | modelPtr_->setProblemStatus(4); |
| 778 | } |
| 779 | modelPtr_->whatsChanged_ |= 0x30000; |
| 780 | //std::cout<<time1<<" seconds - total "<<totalTime<<std::endl; |
| 781 | delete pinfo; |
| 782 | } |
| 783 | //----------------------------------------------------------------------------- |
| 784 | void OsiClpSolverInterface::resolve() |
| 785 | { |
| 786 | #ifdef COIN_DEVELOP |
| 787 | { |
| 788 | int i; |
| 789 | int n = getNumCols(); |
| 790 | const double *lower = getColLower() ; |
| 791 | const double *upper = getColUpper() ; |
| 792 | for (i=0;i<n;i++) { |
| 793 | assert (lower[i]<1.0e12); |
| 794 | assert (upper[i]>-1.0e12); |
| 795 | } |
| 796 | n = getNumRows(); |
| 797 | lower = getRowLower() ; |
| 798 | upper = getRowUpper() ; |
| 799 | for (i=0;i<n;i++) { |
| 800 | assert (lower[i]<1.0e12); |
| 801 | assert (upper[i]>-1.0e12); |
| 802 | } |
| 803 | } |
| 804 | #endif |
| 805 | if ((stuff_.solverOptions_&65536)!=0) { |
| 806 | modelPtr_->fastDual2(&stuff_); |
| 807 | return; |
| 808 | } |
| 809 | if ((specialOptions_&2097152)!=0||(specialOptions_&4194304)!=0) { |
| 810 | bool takeHint; |
| 811 | OsiHintStrength strength; |
| 812 | int algorithm = 0; |
| 813 | getHintParam(OsiDoDualInResolve,takeHint,strength); |
| 814 | if (strength!=OsiHintIgnore) |
| 815 | algorithm = takeHint ? -1 : 1; |
| 816 | if (algorithm>0||(specialOptions_&4194304)!=0) { |
| 817 | // Gub |
| 818 | resolveGub((9*modelPtr_->numberRows())/10); |
| 819 | return; |
| 820 | } |
| 821 | } |
| 822 | //void pclp(char *); |
| 823 | //pclp("res"); |
| 824 | bool takeHint; |
| 825 | OsiHintStrength strength; |
| 826 | bool gotHint = (getHintParam(OsiDoInBranchAndCut,takeHint,strength)); |
| 827 | assert (gotHint); |
| 828 | // mark so we can pick up objective value quickly |
| 829 | modelPtr_->upperIn_=0.0; |
| 830 | if ((specialOptions_&4096)!=0) { |
| 831 | // Quick check to see if optimal |
| 832 | modelPtr_->checkSolutionInternal(); |
| 833 | if (modelPtr_->problemStatus()==0) { |
| 834 | modelPtr_->setNumberIterations(0); |
| 835 | return; |
| 836 | } |
| 837 | } |
| 838 | int totalIterations=0; |
| 839 | bool abortSearch=false; |
| 840 | ClpObjective * savedObjective=NULL; |
| 841 | double savedDualLimit=modelPtr_->dblParam_[ClpDualObjectiveLimit]; |
| 842 | if (fakeObjective_) { |
| 843 | modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~128)); |
| 844 | // See if all with costs fixed |
| 845 | int numberColumns = modelPtr_->numberColumns_; |
| 846 | const double * obj = modelPtr_->objective(); |
| 847 | const double * lower = modelPtr_->columnLower(); |
| 848 | const double * upper = modelPtr_->columnUpper(); |
| 849 | int i; |
| 850 | for (i=0;i<numberColumns;i++) { |
| 851 | double objValue = obj[i]; |
| 852 | if (objValue) { |
| 853 | if (lower[i]!=upper[i]) |
| 854 | break; |
| 855 | } |
| 856 | } |
| 857 | if (i==numberColumns) { |
| 858 | if ((specialOptions_&524288)==0) { |
| 859 | // Set fake |
| 860 | savedObjective=modelPtr_->objective_; |
| 861 | modelPtr_->objective_=fakeObjective_; |
| 862 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=COIN_DBL_MAX; |
| 863 | } else { |
| 864 | modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()|128); |
| 865 | } |
| 866 | } |
| 867 | } |
| 868 | // If using Clp initialSolve and primal - just do here |
| 869 | gotHint = (getHintParam(OsiDoDualInResolve,takeHint,strength)); |
| 870 | assert (gotHint); |
| 871 | if (strength!=OsiHintIgnore&&!takeHint&&solveOptions_.getSpecialOption(6)) { |
| 872 | ClpSolve options=solveOptions_; |
| 873 | // presolve |
| 874 | getHintParam(OsiDoPresolveInResolve,takeHint,strength); |
| 875 | if (strength!=OsiHintIgnore&&!takeHint) |
| 876 | options.setPresolveType(ClpSolve::presolveOff); |
| 877 | int saveOptions = modelPtr_->specialOptions(); |
| 878 | getHintParam(OsiDoInBranchAndCut,takeHint,strength); |
| 879 | if (takeHint) { |
| 880 | modelPtr_->setSpecialOptions(modelPtr_->specialOptions()|1024); |
| 881 | } |
| 882 | setBasis(basis_,modelPtr_); |
| 883 | modelPtr_->initialSolve(options); |
| 884 | lastAlgorithm_ = 1; // say primal |
| 885 | // If scaled feasible but unscaled infeasible take action |
| 886 | if (!modelPtr_->status()&&cleanupScaling_) { |
| 887 | modelPtr_->cleanup(cleanupScaling_); |
| 888 | } |
| 889 | modelPtr_->setSpecialOptions(saveOptions); // restore |
| 890 | basis_ = getBasis(modelPtr_); |
| 891 | } |
| 892 | int saveSolveType=modelPtr_->solveType(); |
| 893 | bool doingPrimal = modelPtr_->algorithm()>0; |
| 894 | if (saveSolveType==2) { |
| 895 | disableSimplexInterface(); |
| 896 | } |
| 897 | int saveOptions = modelPtr_->specialOptions(); |
| 898 | int startFinishOptions=0; |
| 899 | if (specialOptions_!=0x80000000) { |
| 900 | if((specialOptions_&1)==0) { |
| 901 | startFinishOptions=0; |
| 902 | modelPtr_->setSpecialOptions(saveOptions|(64|1024|32768)); |
| 903 | } else { |
| 904 | startFinishOptions=1+4; |
| 905 | if ((specialOptions_&8)!=0) |
| 906 | startFinishOptions +=2; // allow re-use of factorization |
| 907 | if((specialOptions_&4)==0||!takeHint) |
| 908 | modelPtr_->setSpecialOptions(saveOptions|(64|128|512|1024|4096|32768)); |
| 909 | else |
| 910 | modelPtr_->setSpecialOptions(saveOptions|(64|128|512|1024|2048|4096|32768)); |
| 911 | } |
| 912 | } else { |
| 913 | modelPtr_->setSpecialOptions(saveOptions|64|32768); |
| 914 | } |
| 915 | //printf("options %d size %d\n",modelPtr_->specialOptions(),modelPtr_->numberColumns()); |
| 916 | //modelPtr_->setSolveType(1); |
| 917 | // Set message handler to have same levels etc |
| 918 | int saveMessageLevel=modelPtr_->logLevel(); |
| 919 | int messageLevel=messageHandler()->logLevel(); |
| 920 | bool oldDefault; |
| 921 | CoinMessageHandler * saveHandler = modelPtr_->pushMessageHandler(handler_,oldDefault); |
| 922 | //printf("basis before dual\n"); |
| 923 | //basis_.print(); |
| 924 | setBasis(basis_,modelPtr_); |
| 925 | #ifdef SAVE_MODEL |
| 926 | resolveTry++; |
| 927 | #if SAVE_MODEL > 1 |
| 928 | if (resolveTry>=loResolveTry&& |
| 929 | resolveTry<=hiResolveTry) { |
| 930 | char fileName[20]; |
| 931 | sprintf(fileName,"save%d.mod" ,resolveTry); |
| 932 | modelPtr_->saveModel(fileName); |
| 933 | } |
| 934 | #endif |
| 935 | #endif |
| 936 | // set reasonable defaults |
| 937 | // Switch off printing if asked to |
| 938 | gotHint = (getHintParam(OsiDoReducePrint,takeHint,strength)); |
| 939 | assert (gotHint); |
| 940 | if (strength!=OsiHintIgnore&&takeHint) { |
| 941 | if (messageLevel>0) |
| 942 | messageLevel--; |
| 943 | } |
| 944 | if (messageLevel<modelPtr_->messageHandler()->logLevel()) |
| 945 | modelPtr_->messageHandler()->setLogLevel(messageLevel); |
| 946 | // See if user set factorization frequency |
| 947 | int userFactorizationFrequency = modelPtr_->factorization()->maximumPivots(); |
| 948 | // scaling |
| 949 | if (modelPtr_->solveType()==1) { |
| 950 | gotHint = (getHintParam(OsiDoScale,takeHint,strength)); |
| 951 | assert (gotHint); |
| 952 | if (strength==OsiHintIgnore||takeHint) { |
| 953 | if (!modelPtr_->scalingFlag()) |
| 954 | modelPtr_->scaling(3); |
| 955 | } else { |
| 956 | modelPtr_->scaling(0); |
| 957 | } |
| 958 | } else { |
| 959 | modelPtr_->scaling(0); |
| 960 | } |
| 961 | // sort out hints; |
| 962 | // algorithm -1 force dual, +1 force primal |
| 963 | int algorithm = -1; |
| 964 | gotHint = (getHintParam(OsiDoDualInResolve,takeHint,strength)); |
| 965 | assert (gotHint); |
| 966 | if (strength!=OsiHintIgnore) |
| 967 | algorithm = takeHint ? -1 : 1; |
| 968 | //modelPtr_->saveModel("save.bad"); |
| 969 | // presolve |
| 970 | gotHint = (getHintParam(OsiDoPresolveInResolve,takeHint,strength)); |
| 971 | assert (gotHint); |
| 972 | if (strength!=OsiHintIgnore&&takeHint) { |
| 973 | #ifdef KEEP_SMALL |
| 974 | if (smallModel_) { |
| 975 | delete [] spareArrays_; |
| 976 | spareArrays_ = NULL; |
| 977 | delete smallModel_; |
| 978 | smallModel_=NULL; |
| 979 | } |
| 980 | #endif |
| 981 | ClpPresolve pinfo; |
| 982 | if ((specialOptions_&128)!=0) { |
| 983 | specialOptions_ &= ~128; |
| 984 | } |
| 985 | if ((modelPtr_->specialOptions()&1024)!=0) { |
| 986 | pinfo.setDoDual(false); |
| 987 | pinfo.setDoTripleton(false); |
| 988 | pinfo.setDoDupcol(false); |
| 989 | pinfo.setDoDuprow(false); |
| 990 | pinfo.setDoSingletonColumn(false); |
| 991 | } |
| 992 | ClpSimplex * model2 = pinfo.presolvedModel(*modelPtr_,1.0e-8); |
| 993 | if (!model2) { |
| 994 | // problem found to be infeasible - whats best? |
| 995 | model2 = modelPtr_; |
| 996 | } |
| 997 | // return number of rows |
| 998 | int * stats = reinterpret_cast<int *> (getApplicationData()); |
| 999 | if (stats) { |
| 1000 | stats[0]=model2->numberRows(); |
| 1001 | stats[1]=model2->numberColumns(); |
| 1002 | } |
| 1003 | //printf("rows %d -> %d, columns %d -> %d\n", |
| 1004 | // modelPtr_->numberRows(),model2->numberRows(), |
| 1005 | // modelPtr_->numberColumns(),model2->numberColumns()); |
| 1006 | // change from 200 |
| 1007 | if (modelPtr_->factorization()->maximumPivots()==200) |
| 1008 | model2->factorization()->maximumPivots(100+model2->numberRows()/50); |
| 1009 | else |
| 1010 | model2->factorization()->maximumPivots(userFactorizationFrequency); |
| 1011 | if (algorithm<0) { |
| 1012 | model2->dual(); |
| 1013 | totalIterations += model2->numberIterations(); |
| 1014 | // check if clp thought it was in a loop |
| 1015 | if (model2->status()==3&&!model2->hitMaximumIterations()) { |
| 1016 | // switch algorithm |
| 1017 | model2->primal(); |
| 1018 | totalIterations += model2->numberIterations(); |
| 1019 | } |
| 1020 | } else { |
| 1021 | model2->primal(1); |
| 1022 | totalIterations += model2->numberIterations(); |
| 1023 | // check if clp thought it was in a loop |
| 1024 | if (model2->status()==3&&!model2->hitMaximumIterations()) { |
| 1025 | // switch algorithm |
| 1026 | model2->dual(); |
| 1027 | totalIterations += model2->numberIterations(); |
| 1028 | } |
| 1029 | } |
| 1030 | if (model2!=modelPtr_) { |
| 1031 | int finalStatus=model2->status(); |
| 1032 | pinfo.postsolve(true); |
| 1033 | |
| 1034 | delete model2; |
| 1035 | // later try without (1) and check duals before solve |
| 1036 | if (finalStatus!=3&&(finalStatus||modelPtr_->status()==-1)) { |
| 1037 | modelPtr_->primal(1); |
| 1038 | totalIterations += modelPtr_->numberIterations(); |
| 1039 | lastAlgorithm_=1; // primal |
| 1040 | //if (modelPtr_->numberIterations()) |
| 1041 | //printf("****** iterated %d\n",modelPtr_->numberIterations()); |
| 1042 | } |
| 1043 | } |
| 1044 | } else { |
| 1045 | //modelPtr_->setLogLevel(63); |
| 1046 | //modelPtr_->setDualTolerance(1.0e-7); |
| 1047 | if (false&&modelPtr_->scalingFlag_>0&&!modelPtr_->rowScale_&& |
| 1048 | !modelPtr_->rowCopy_&&matrixByRow_) { |
| 1049 | assert (matrixByRow_->getNumElements()==modelPtr_->clpMatrix()->getNumElements()); |
| 1050 | modelPtr_->setNewRowCopy(new ClpPackedMatrix(*matrixByRow_)); |
| 1051 | } |
| 1052 | if (algorithm<0) { |
| 1053 | //writeMps("try1"); |
| 1054 | int savePerturbation = modelPtr_->perturbation(); |
| 1055 | if ((specialOptions_&2)!=0) |
| 1056 | modelPtr_->setPerturbation(100); |
| 1057 | //modelPtr_->messageHandler()->setLogLevel(1); |
| 1058 | //writeMpsNative("bad",NULL,NULL,2,1,1.0); |
| 1059 | disasterHandler_->setOsiModel(this); |
| 1060 | bool inCbcOrOther = (modelPtr_->specialOptions()&0x03000000)!=0; |
| 1061 | #if 0 |
| 1062 | // See how many integers fixed |
| 1063 | bool skipCrunch=true; |
| 1064 | const char * integerInformation = modelPtr_->integerType_; |
| 1065 | if (integerInformation) { |
| 1066 | int numberColumns = modelPtr_->numberColumns_; |
| 1067 | const double * lower = modelPtr_->columnLower(); |
| 1068 | const double * upper = modelPtr_->columnUpper(); |
| 1069 | int target=CoinMax(1,numberColumns/10000); |
| 1070 | for (int i=0;i<numberColumns;i++) { |
| 1071 | if (integerInformation[i]) { |
| 1072 | if (lower[i]==upper[i]) { |
| 1073 | target--; |
| 1074 | if (!target) { |
| 1075 | skipCrunch=false; |
| 1076 | break; |
| 1077 | } |
| 1078 | } |
| 1079 | } |
| 1080 | } |
| 1081 | } |
| 1082 | #endif |
| 1083 | if((specialOptions_&1)==0||(specialOptions_&2048)!=0/*||skipCrunch*/) { |
| 1084 | disasterHandler_->setWhereFrom(0); // dual |
| 1085 | if (inCbcOrOther) |
| 1086 | modelPtr_->setDisasterHandler(disasterHandler_); |
| 1087 | bool specialScale; |
| 1088 | if ((specialOptions_&131072)!=0&&!modelPtr_->rowScale_) { |
| 1089 | modelPtr_->rowScale_ = rowScale_.array(); |
| 1090 | modelPtr_->columnScale_ = columnScale_.array(); |
| 1091 | specialScale=true; |
| 1092 | } else { |
| 1093 | specialScale=false; |
| 1094 | } |
| 1095 | #ifdef KEEP_SMALL |
| 1096 | if (smallModel_) { |
| 1097 | delete [] spareArrays_; |
| 1098 | spareArrays_ = NULL; |
| 1099 | delete smallModel_; |
| 1100 | smallModel_=NULL; |
| 1101 | } |
| 1102 | #endif |
| 1103 | #ifdef CBC_STATISTICS |
| 1104 | osi_dual++; |
| 1105 | #endif |
| 1106 | modelPtr_->dual(0,startFinishOptions); |
| 1107 | totalIterations += modelPtr_->numberIterations(); |
| 1108 | if (specialScale) { |
| 1109 | modelPtr_->rowScale_ = NULL; |
| 1110 | modelPtr_->columnScale_ = NULL; |
| 1111 | } |
| 1112 | } else { |
| 1113 | #ifdef CBC_STATISTICS |
| 1114 | osi_crunch++; |
| 1115 | #endif |
| 1116 | crunch(); |
| 1117 | totalIterations += modelPtr_->numberIterations(); |
| 1118 | if (modelPtr_->problemStatus()==4) |
| 1119 | goto disaster; |
| 1120 | // should have already been fixed if problems |
| 1121 | inCbcOrOther=false; |
| 1122 | } |
| 1123 | if (inCbcOrOther) { |
| 1124 | if(disasterHandler_->inTrouble()) { |
| 1125 | if (disasterHandler_->typeOfDisaster()) { |
| 1126 | // We want to abort |
| 1127 | abortSearch=true; |
| 1128 | goto disaster; |
| 1129 | } |
| 1130 | // try just going back in |
| 1131 | disasterHandler_->setPhase(1); |
| 1132 | modelPtr_->dual(); |
| 1133 | totalIterations += modelPtr_->numberIterations(); |
| 1134 | if (disasterHandler_->inTrouble()) { |
| 1135 | if (disasterHandler_->typeOfDisaster()) { |
| 1136 | // We want to abort |
| 1137 | abortSearch=true; |
| 1138 | goto disaster; |
| 1139 | } |
| 1140 | // try primal with original basis |
| 1141 | disasterHandler_->setPhase(2); |
| 1142 | setBasis(basis_,modelPtr_); |
| 1143 | modelPtr_->primal(); |
| 1144 | totalIterations += modelPtr_->numberIterations(); |
| 1145 | } |
| 1146 | if(disasterHandler_->inTrouble()) { |
| 1147 | #ifdef COIN_DEVELOP |
| 1148 | printf("disaster - treat as infeasible\n" ); |
| 1149 | #endif |
| 1150 | if (disasterHandler_->typeOfDisaster()) { |
| 1151 | // We want to abort |
| 1152 | abortSearch=true; |
| 1153 | goto disaster; |
| 1154 | } |
| 1155 | modelPtr_->setProblemStatus(1); |
| 1156 | } |
| 1157 | } |
| 1158 | // reset |
| 1159 | modelPtr_->setDisasterHandler(NULL); |
| 1160 | } |
| 1161 | if (modelPtr_->problemStatus()==4) { |
| 1162 | // bad bounds? |
| 1163 | modelPtr_->setProblemStatus(1); |
| 1164 | } |
| 1165 | if (!modelPtr_->problemStatus()&&0) { |
| 1166 | int numberColumns = modelPtr_->numberColumns(); |
| 1167 | const double * columnLower = modelPtr_->columnLower(); |
| 1168 | const double * columnUpper = modelPtr_->columnUpper(); |
| 1169 | int nBad=0; |
| 1170 | for (int i=0;i<numberColumns;i++) { |
| 1171 | if (columnLower[i]==columnUpper[i]&&modelPtr_->getColumnStatus(i)==ClpSimplex::basic) { |
| 1172 | nBad++; |
| 1173 | modelPtr_->setColumnStatus(i,ClpSimplex::isFixed); |
| 1174 | } |
| 1175 | } |
| 1176 | if (nBad) { |
| 1177 | modelPtr_->primal(1); |
| 1178 | totalIterations += modelPtr_->numberIterations(); |
| 1179 | printf("%d fixed basic - %d iterations\n" ,nBad,modelPtr_->numberIterations()); |
| 1180 | } |
| 1181 | } |
| 1182 | assert (modelPtr_->objectiveValue()<1.0e100); |
| 1183 | modelPtr_->setPerturbation(savePerturbation); |
| 1184 | lastAlgorithm_=2; // dual |
| 1185 | // check if clp thought it was in a loop |
| 1186 | if (modelPtr_->status()==3&&!modelPtr_->hitMaximumIterations()) { |
| 1187 | modelPtr_->setSpecialOptions(saveOptions); |
| 1188 | // switch algorithm |
| 1189 | //modelPtr_->messageHandler()->setLogLevel(63); |
| 1190 | // Allow for catastrophe |
| 1191 | int saveMax = modelPtr_->maximumIterations(); |
| 1192 | int numberIterations = modelPtr_->numberIterations(); |
| 1193 | int numberRows = modelPtr_->numberRows(); |
| 1194 | int numberColumns = modelPtr_->numberColumns(); |
| 1195 | if (modelPtr_->maximumIterations()>100000+numberIterations) |
| 1196 | modelPtr_->setMaximumIterations(numberIterations + 1000 + 2*numberRows+numberColumns); |
| 1197 | modelPtr_->primal(0,startFinishOptions); |
| 1198 | totalIterations += modelPtr_->numberIterations(); |
| 1199 | modelPtr_->setMaximumIterations(saveMax); |
| 1200 | lastAlgorithm_=1; // primal |
| 1201 | if (modelPtr_->status()==3&&!modelPtr_->hitMaximumIterations()) { |
| 1202 | #ifdef COIN_DEVELOP |
| 1203 | printf("in trouble - try all slack\n" ); |
| 1204 | #endif |
| 1205 | CoinWarmStartBasis allSlack; |
| 1206 | setBasis(allSlack,modelPtr_); |
| 1207 | modelPtr_->dual(); |
| 1208 | totalIterations += modelPtr_->numberIterations(); |
| 1209 | if (modelPtr_->status()==3&&!modelPtr_->hitMaximumIterations()) { |
| 1210 | if (modelPtr_->numberPrimalInfeasibilities()) { |
| 1211 | #ifdef COIN_DEVELOP |
| 1212 | printf("Real real trouble - treat as infeasible\n" ); |
| 1213 | #endif |
| 1214 | modelPtr_->setProblemStatus(1); |
| 1215 | } else { |
| 1216 | #ifdef COIN_DEVELOP |
| 1217 | printf("Real real trouble - treat as optimal\n" ); |
| 1218 | #endif |
| 1219 | modelPtr_->setProblemStatus(0); |
| 1220 | } |
| 1221 | } |
| 1222 | } |
| 1223 | } |
| 1224 | assert (modelPtr_->objectiveValue()<1.0e100); |
| 1225 | } else { |
| 1226 | #ifdef KEEP_SMALL |
| 1227 | if (smallModel_) { |
| 1228 | delete [] spareArrays_; |
| 1229 | spareArrays_ = NULL; |
| 1230 | delete smallModel_; |
| 1231 | smallModel_=NULL; |
| 1232 | } |
| 1233 | #endif |
| 1234 | //printf("doing primal\n"); |
| 1235 | #ifdef CBC_STATISTICS |
| 1236 | osi_primal++; |
| 1237 | #endif |
| 1238 | modelPtr_->primal(1,startFinishOptions); |
| 1239 | totalIterations += modelPtr_->numberIterations(); |
| 1240 | lastAlgorithm_=1; // primal |
| 1241 | // check if clp thought it was in a loop |
| 1242 | if (modelPtr_->status()==3&&!modelPtr_->hitMaximumIterations()) { |
| 1243 | // switch algorithm |
| 1244 | modelPtr_->dual(); |
| 1245 | totalIterations += modelPtr_->numberIterations(); |
| 1246 | lastAlgorithm_=2; // dual |
| 1247 | } |
| 1248 | } |
| 1249 | } |
| 1250 | // If scaled feasible but unscaled infeasible take action |
| 1251 | //if (!modelPtr_->status()&&cleanupScaling_) { |
| 1252 | if (cleanupScaling_) { |
| 1253 | modelPtr_->cleanup(cleanupScaling_); |
| 1254 | } |
| 1255 | basis_ = getBasis(modelPtr_); |
| 1256 | disaster: |
| 1257 | //printf("basis after dual\n"); |
| 1258 | //basis_.print(); |
| 1259 | modelPtr_->popMessageHandler(saveHandler,oldDefault); |
| 1260 | modelPtr_->messageHandler()->setLogLevel(saveMessageLevel); |
| 1261 | if (saveSolveType==2) { |
| 1262 | int saveStatus = modelPtr_->problemStatus_; |
| 1263 | enableSimplexInterface(doingPrimal); |
| 1264 | modelPtr_->problemStatus_=saveStatus; |
| 1265 | } |
| 1266 | #ifdef COIN_DEVELOP_x |
| 1267 | extern bool doingDoneBranch; |
| 1268 | if (doingDoneBranch) { |
| 1269 | if (modelPtr_->numberIterations()) |
| 1270 | printf("***** done %d iterations after general\n" ,modelPtr_->numberIterations()); |
| 1271 | doingDoneBranch=false; |
| 1272 | } |
| 1273 | #endif |
| 1274 | modelPtr_->setNumberIterations(totalIterations); |
| 1275 | //modelPtr_->setSolveType(saveSolveType); |
| 1276 | if (abortSearch) { |
| 1277 | lastAlgorithm_=-911; |
| 1278 | modelPtr_->setProblemStatus(4); |
| 1279 | } |
| 1280 | if (savedObjective) { |
| 1281 | // fix up |
| 1282 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=savedDualLimit; |
| 1283 | //modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~32)); |
| 1284 | modelPtr_->objective_=savedObjective; |
| 1285 | if (!modelPtr_->problemStatus_) { |
| 1286 | CoinZeroN(modelPtr_->dual_,modelPtr_->numberRows_); |
| 1287 | CoinZeroN(modelPtr_->reducedCost_,modelPtr_->numberColumns_); |
| 1288 | if (modelPtr_->dj_&&(modelPtr_->whatsChanged_&1)!=0) |
| 1289 | CoinZeroN(modelPtr_->dj_,modelPtr_->numberColumns_+modelPtr_->numberRows_); |
| 1290 | modelPtr_->computeObjectiveValue(); |
| 1291 | } |
| 1292 | } |
| 1293 | modelPtr_->setSpecialOptions(saveOptions); // restore |
| 1294 | if (modelPtr_->problemStatus_==3&&lastAlgorithm_==2) |
| 1295 | modelPtr_->computeObjectiveValue(); |
| 1296 | if (lastAlgorithm_<1||lastAlgorithm_>2) |
| 1297 | lastAlgorithm_=1; |
| 1298 | #ifdef SAVE_MODEL |
| 1299 | if (resolveTry>=loResolveTry&& |
| 1300 | resolveTry<=hiResolveTry) { |
| 1301 | printf("resolve %d took %d iterations - algorithm %d\n" ,resolveTry,modelPtr_->numberIterations(),lastAlgorithm_); |
| 1302 | } |
| 1303 | #endif |
| 1304 | // Make sure whatsChanged not out of sync |
| 1305 | if (!modelPtr_->columnUpperWork_) |
| 1306 | modelPtr_->whatsChanged_ &= ~0xffff; |
| 1307 | modelPtr_->whatsChanged_ |= 0x30000; |
| 1308 | } |
| 1309 | #include "ClpSimplexOther.hpp" |
| 1310 | // Resolve an LP relaxation after problem modification (try GUB) |
| 1311 | void |
| 1312 | OsiClpSolverInterface::resolveGub(int needed) |
| 1313 | { |
| 1314 | bool takeHint; |
| 1315 | OsiHintStrength strength; |
| 1316 | // Switch off printing if asked to |
| 1317 | getHintParam(OsiDoReducePrint,takeHint,strength); |
| 1318 | int saveMessageLevel=modelPtr_->logLevel(); |
| 1319 | if (strength!=OsiHintIgnore&&takeHint) { |
| 1320 | int messageLevel=messageHandler()->logLevel(); |
| 1321 | if (messageLevel>0) |
| 1322 | modelPtr_->messageHandler()->setLogLevel(messageLevel-1); |
| 1323 | else |
| 1324 | modelPtr_->messageHandler()->setLogLevel(0); |
| 1325 | } |
| 1326 | //modelPtr_->messageHandler()->setLogLevel(1); |
| 1327 | setBasis(basis_,modelPtr_); |
| 1328 | // find gub |
| 1329 | int numberRows = modelPtr_->numberRows(); |
| 1330 | int * which = new int[numberRows]; |
| 1331 | int numberColumns = modelPtr_->numberColumns(); |
| 1332 | int * whichC = new int[numberColumns+numberRows]; |
| 1333 | ClpSimplex * model2 = |
| 1334 | static_cast<ClpSimplexOther *> (modelPtr_)->gubVersion(which,whichC, |
| 1335 | needed,100); |
| 1336 | if (model2) { |
| 1337 | // move in solution |
| 1338 | static_cast<ClpSimplexOther *> (model2)->setGubBasis(*modelPtr_, |
| 1339 | which,whichC); |
| 1340 | model2->setLogLevel(CoinMin(1,model2->logLevel())); |
| 1341 | ClpPrimalColumnSteepest steepest(5); |
| 1342 | model2->setPrimalColumnPivotAlgorithm(steepest); |
| 1343 | //double time1 = CoinCpuTime(); |
| 1344 | model2->primal(); |
| 1345 | //printf("Primal took %g seconds\n",CoinCpuTime()-time1); |
| 1346 | static_cast<ClpSimplexOther *> (model2)->getGubBasis(*modelPtr_, |
| 1347 | which,whichC); |
| 1348 | int totalIterations = model2->numberIterations(); |
| 1349 | delete model2; |
| 1350 | //modelPtr_->setLogLevel(63); |
| 1351 | modelPtr_->primal(1); |
| 1352 | modelPtr_->setNumberIterations(totalIterations+modelPtr_->numberIterations()); |
| 1353 | } else { |
| 1354 | modelPtr_->dual(); |
| 1355 | } |
| 1356 | delete [] which; |
| 1357 | delete [] whichC; |
| 1358 | basis_ = getBasis(modelPtr_); |
| 1359 | modelPtr_->messageHandler()->setLogLevel(saveMessageLevel); |
| 1360 | } |
| 1361 | // Sort of lexicographic resolve |
| 1362 | void |
| 1363 | OsiClpSolverInterface::lexSolve() |
| 1364 | { |
| 1365 | #if 1 |
| 1366 | abort(); |
| 1367 | #else |
| 1368 | ((ClpSimplexPrimal *) modelPtr_)->lexSolve(); |
| 1369 | printf("itA %d\n" ,modelPtr_->numberIterations()); |
| 1370 | modelPtr_->primal(); |
| 1371 | printf("itB %d\n" ,modelPtr_->numberIterations()); |
| 1372 | basis_ = getBasis(modelPtr_); |
| 1373 | #endif |
| 1374 | } |
| 1375 | |
| 1376 | /* Sets up solver for repeated use by Osi interface. |
| 1377 | The normal usage does things like keeping factorization around so can be used. |
| 1378 | Will also do things like keep scaling and row copy of matrix if |
| 1379 | matrix does not change. |
| 1380 | adventure: |
| 1381 | 0 - safe stuff as above |
| 1382 | 1 - will take more risks - if it does not work then bug which will be fixed |
| 1383 | 2 - don't bother doing most extreme termination checks e.g. don't bother |
| 1384 | re-factorizing if less than 20 iterations. |
| 1385 | 3 - Actually safer than 1 (mainly just keeps factorization) |
| 1386 | |
| 1387 | printOut - -1 always skip round common messages instead of doing some work |
| 1388 | 0 skip if normal defaults |
| 1389 | 1 leaves |
| 1390 | */ |
| 1391 | void |
| 1392 | OsiClpSolverInterface::setupForRepeatedUse(int senseOfAdventure, int printOut) |
| 1393 | { |
| 1394 | // First try |
| 1395 | switch (senseOfAdventure) { |
| 1396 | case 0: |
| 1397 | specialOptions_=8; |
| 1398 | break; |
| 1399 | case 1: |
| 1400 | specialOptions_=1+2+8; |
| 1401 | break; |
| 1402 | case 2: |
| 1403 | specialOptions_=1+2+4+8; |
| 1404 | break; |
| 1405 | case 3: |
| 1406 | specialOptions_=1+8; |
| 1407 | break; |
| 1408 | } |
| 1409 | bool stopPrinting=false; |
| 1410 | if (printOut<0) { |
| 1411 | stopPrinting=true; |
| 1412 | } else if (!printOut) { |
| 1413 | bool takeHint; |
| 1414 | OsiHintStrength strength; |
| 1415 | getHintParam(OsiDoReducePrint,takeHint,strength); |
| 1416 | int messageLevel=messageHandler()->logLevel(); |
| 1417 | if (strength!=OsiHintIgnore&&takeHint) |
| 1418 | messageLevel--; |
| 1419 | stopPrinting = (messageLevel<=0); |
| 1420 | } |
| 1421 | #ifndef COIN_DEVELOP |
| 1422 | if (stopPrinting) { |
| 1423 | CoinMessages * messagesPointer = modelPtr_->messagesPointer(); |
| 1424 | // won't even build messages |
| 1425 | messagesPointer->setDetailMessages(100,10000,reinterpret_cast<int *> (NULL)); |
| 1426 | } |
| 1427 | #endif |
| 1428 | } |
| 1429 | #ifndef NDEBUG |
| 1430 | // For errors to make sure print to screen |
| 1431 | // only called in debug mode |
| 1432 | static void indexError(int index, |
| 1433 | std::string methodName) |
| 1434 | { |
| 1435 | std::cerr<<"Illegal index " <<index<<" in OsiClpSolverInterface::" <<methodName<<std::endl; |
| 1436 | throw CoinError("Illegal index" ,methodName,"OsiClpSolverInterface" ); |
| 1437 | } |
| 1438 | #endif |
| 1439 | //############################################################################# |
| 1440 | // Parameter related methods |
| 1441 | //############################################################################# |
| 1442 | |
| 1443 | bool |
| 1444 | OsiClpSolverInterface::setIntParam(OsiIntParam key, int value) |
| 1445 | { |
| 1446 | return modelPtr_->setIntParam(static_cast<ClpIntParam> (key), value); |
| 1447 | } |
| 1448 | |
| 1449 | //----------------------------------------------------------------------------- |
| 1450 | |
| 1451 | bool |
| 1452 | OsiClpSolverInterface::setDblParam(OsiDblParam key, double value) |
| 1453 | { |
| 1454 | if (key != OsiLastDblParam ) { |
| 1455 | if (key==OsiDualObjectiveLimit||key==OsiPrimalObjectiveLimit) |
| 1456 | value *= modelPtr_->optimizationDirection(); |
| 1457 | return modelPtr_->setDblParam(static_cast<ClpDblParam> (key), value); |
| 1458 | } else { |
| 1459 | return false; |
| 1460 | } |
| 1461 | } |
| 1462 | |
| 1463 | //----------------------------------------------------------------------------- |
| 1464 | |
| 1465 | bool |
| 1466 | OsiClpSolverInterface::setStrParam(OsiStrParam key, const std::string & value) |
| 1467 | { |
| 1468 | assert (key!=OsiSolverName); |
| 1469 | if (key != OsiLastStrParam ) { |
| 1470 | return modelPtr_->setStrParam(static_cast<ClpStrParam> (key), value); |
| 1471 | } else { |
| 1472 | return false; |
| 1473 | } |
| 1474 | } |
| 1475 | |
| 1476 | |
| 1477 | //----------------------------------------------------------------------------- |
| 1478 | |
| 1479 | bool |
| 1480 | OsiClpSolverInterface::getIntParam(OsiIntParam key, int& value) const |
| 1481 | { |
| 1482 | return modelPtr_->getIntParam(static_cast<ClpIntParam> (key), value); |
| 1483 | } |
| 1484 | |
| 1485 | //----------------------------------------------------------------------------- |
| 1486 | |
| 1487 | bool |
| 1488 | OsiClpSolverInterface::getDblParam(OsiDblParam key, double& value) const |
| 1489 | { |
| 1490 | if (key != OsiLastDblParam ) { |
| 1491 | bool condition = modelPtr_->getDblParam(static_cast<ClpDblParam> (key), value); |
| 1492 | if (key==OsiDualObjectiveLimit||key==OsiPrimalObjectiveLimit) |
| 1493 | value *= modelPtr_->optimizationDirection(); |
| 1494 | return condition; |
| 1495 | } else { |
| 1496 | return false; |
| 1497 | } |
| 1498 | } |
| 1499 | |
| 1500 | //----------------------------------------------------------------------------- |
| 1501 | |
| 1502 | bool |
| 1503 | OsiClpSolverInterface::(OsiStrParam key, std::string & value) const |
| 1504 | { |
| 1505 | if ( key==OsiSolverName ) { |
| 1506 | value = "clp" ; |
| 1507 | return true; |
| 1508 | } |
| 1509 | if (key != OsiLastStrParam ) { |
| 1510 | return modelPtr_->getStrParam(static_cast<ClpStrParam> (key), value); |
| 1511 | } else { |
| 1512 | return false; |
| 1513 | } |
| 1514 | } |
| 1515 | |
| 1516 | |
| 1517 | //############################################################################# |
| 1518 | // Methods returning info on how the solution process terminated |
| 1519 | //############################################################################# |
| 1520 | |
| 1521 | bool OsiClpSolverInterface::isAbandoned() const |
| 1522 | { |
| 1523 | // not sure about -1 (should not happen) |
| 1524 | return (modelPtr_->status()==4||modelPtr_->status()==-1|| |
| 1525 | (modelPtr_->status()==1&&modelPtr_->secondaryStatus()==8)); |
| 1526 | } |
| 1527 | |
| 1528 | bool OsiClpSolverInterface::isProvenOptimal() const |
| 1529 | { |
| 1530 | |
| 1531 | const int stat = modelPtr_->status(); |
| 1532 | return (stat == 0); |
| 1533 | } |
| 1534 | |
| 1535 | bool OsiClpSolverInterface::isProvenPrimalInfeasible() const |
| 1536 | { |
| 1537 | |
| 1538 | const int stat = modelPtr_->status(); |
| 1539 | if (stat != 1) |
| 1540 | return false; |
| 1541 | return true; |
| 1542 | } |
| 1543 | |
| 1544 | bool OsiClpSolverInterface::isProvenDualInfeasible() const |
| 1545 | { |
| 1546 | const int stat = modelPtr_->status(); |
| 1547 | return stat == 2; |
| 1548 | } |
| 1549 | /* |
| 1550 | NOTE - Coding if limit > 1.0e30 says that 1.0e29 is loose bound |
| 1551 | so all maximization tests are changed |
| 1552 | */ |
| 1553 | bool OsiClpSolverInterface::isPrimalObjectiveLimitReached() const |
| 1554 | { |
| 1555 | double limit = 0.0; |
| 1556 | modelPtr_->getDblParam(ClpPrimalObjectiveLimit, limit); |
| 1557 | if (fabs(limit) > 1e30) { |
| 1558 | // was not ever set |
| 1559 | return false; |
| 1560 | } |
| 1561 | |
| 1562 | const double obj = modelPtr_->objectiveValue(); |
| 1563 | int maxmin = static_cast<int> (modelPtr_->optimizationDirection()); |
| 1564 | |
| 1565 | switch (lastAlgorithm_) { |
| 1566 | case 0: // no simplex was needed |
| 1567 | return maxmin > 0 ? (obj < limit) /*minim*/ : (-obj < limit) /*maxim*/; |
| 1568 | case 2: // dual simplex |
| 1569 | if (modelPtr_->status() == 0) // optimal |
| 1570 | return maxmin > 0 ? (obj < limit) /*minim*/ : (-obj < limit) /*maxim*/; |
| 1571 | return false; |
| 1572 | case 1: // primal simplex |
| 1573 | return maxmin > 0 ? (obj < limit) /*minim*/ : (-obj < limit) /*maxim*/; |
| 1574 | } |
| 1575 | return false; // fake return |
| 1576 | } |
| 1577 | |
| 1578 | bool OsiClpSolverInterface::isDualObjectiveLimitReached() const |
| 1579 | { |
| 1580 | |
| 1581 | const int stat = modelPtr_->status(); |
| 1582 | if (stat == 1) |
| 1583 | return true; |
| 1584 | double limit = 0.0; |
| 1585 | modelPtr_->getDblParam(ClpDualObjectiveLimit, limit); |
| 1586 | if (fabs(limit) > 1e30) { |
| 1587 | // was not ever set |
| 1588 | return false; |
| 1589 | } |
| 1590 | |
| 1591 | const double obj = modelPtr_->objectiveValue(); |
| 1592 | int maxmin = static_cast<int> (modelPtr_->optimizationDirection()); |
| 1593 | |
| 1594 | switch (lastAlgorithm_) { |
| 1595 | case 0: // no simplex was needed |
| 1596 | return maxmin > 0 ? (obj > limit) /*minim*/ : (-obj > limit) /*maxim*/; |
| 1597 | case 1: // primal simplex |
| 1598 | if (stat == 0) // optimal |
| 1599 | return maxmin > 0 ? (obj > limit) /*minim*/ : (-obj > limit) /*maxim*/; |
| 1600 | return false; |
| 1601 | case 2: // dual simplex |
| 1602 | if (stat != 0 && stat != 3) |
| 1603 | // over dual limit |
| 1604 | return true; |
| 1605 | return maxmin > 0 ? (obj > limit) /*minim*/ : (-obj > limit) /*maxim*/; |
| 1606 | } |
| 1607 | return false; // fake return |
| 1608 | } |
| 1609 | |
| 1610 | bool OsiClpSolverInterface::isIterationLimitReached() const |
| 1611 | { |
| 1612 | const int stat = modelPtr_->status(); |
| 1613 | return (stat == 3); |
| 1614 | } |
| 1615 | |
| 1616 | //############################################################################# |
| 1617 | // WarmStart related methods |
| 1618 | //############################################################################# |
| 1619 | CoinWarmStart *OsiClpSolverInterface::getEmptyWarmStart () const |
| 1620 | { return (static_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; } |
| 1621 | |
| 1622 | CoinWarmStart* OsiClpSolverInterface::getWarmStart() const |
| 1623 | { |
| 1624 | |
| 1625 | return new CoinWarmStartBasis(basis_); |
| 1626 | } |
| 1627 | /* Get warm start information. |
| 1628 | Return warm start information for the current state of the solver |
| 1629 | interface. If there is no valid warm start information, an empty warm |
| 1630 | start object wil be returned. This does not necessarily create an |
| 1631 | object - may just point to one. must Delete set true if user |
| 1632 | should delete returned object. |
| 1633 | OsiClp version always returns pointer and false. |
| 1634 | */ |
| 1635 | CoinWarmStart* |
| 1636 | OsiClpSolverInterface::getPointerToWarmStart(bool & mustDelete) |
| 1637 | { |
| 1638 | mustDelete = false; |
| 1639 | return &basis_; |
| 1640 | } |
| 1641 | |
| 1642 | //----------------------------------------------------------------------------- |
| 1643 | |
| 1644 | bool OsiClpSolverInterface::setWarmStart(const CoinWarmStart* warmstart) |
| 1645 | { |
| 1646 | modelPtr_->whatsChanged_ &= 0xffff; |
| 1647 | const CoinWarmStartBasis* ws = |
| 1648 | dynamic_cast<const CoinWarmStartBasis*>(warmstart); |
| 1649 | if (ws) { |
| 1650 | basis_ = CoinWarmStartBasis(*ws); |
| 1651 | return true; |
| 1652 | } else if (!warmstart) { |
| 1653 | // create from current basis |
| 1654 | basis_ = getBasis(modelPtr_); |
| 1655 | return true; |
| 1656 | } else { |
| 1657 | return false; |
| 1658 | } |
| 1659 | } |
| 1660 | |
| 1661 | //############################################################################# |
| 1662 | // Hotstart related methods (primarily used in strong branching) |
| 1663 | //############################################################################# |
| 1664 | void OsiClpSolverInterface::markHotStart() |
| 1665 | { |
| 1666 | #ifdef CBC_STATISTICS |
| 1667 | osi_hot++; |
| 1668 | #endif |
| 1669 | //printf("HotStart options %x changed %x, small %x spare %x\n", |
| 1670 | // specialOptions_,modelPtr_->whatsChanged_, |
| 1671 | // smallModel_,spareArrays_); |
| 1672 | modelPtr_->setProblemStatus(0); |
| 1673 | saveData_.perturbation_=0; |
| 1674 | saveData_.specialOptions_ = modelPtr_->specialOptions_; |
| 1675 | modelPtr_->specialOptions_ |= 0x1000000; |
| 1676 | modelPtr_->specialOptions_ = saveData_.specialOptions_; |
| 1677 | ClpObjective * savedObjective=NULL; |
| 1678 | double savedDualLimit=modelPtr_->dblParam_[ClpDualObjectiveLimit]; |
| 1679 | if (fakeObjective_) { |
| 1680 | modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~128)); |
| 1681 | // See if all with costs fixed |
| 1682 | int numberColumns = modelPtr_->numberColumns_; |
| 1683 | const double * obj = modelPtr_->objective(); |
| 1684 | const double * lower = modelPtr_->columnLower(); |
| 1685 | const double * upper = modelPtr_->columnUpper(); |
| 1686 | int i; |
| 1687 | for (i=0;i<numberColumns;i++) { |
| 1688 | double objValue = obj[i]; |
| 1689 | if (objValue) { |
| 1690 | if (lower[i]!=upper[i]) |
| 1691 | break; |
| 1692 | } |
| 1693 | } |
| 1694 | if (i==numberColumns) { |
| 1695 | if ((specialOptions_&524288)==0) { |
| 1696 | // Set fake |
| 1697 | savedObjective=modelPtr_->objective_; |
| 1698 | modelPtr_->objective_=fakeObjective_; |
| 1699 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=COIN_DBL_MAX; |
| 1700 | saveData_.perturbation_=1; |
| 1701 | } else { |
| 1702 | modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()|128); |
| 1703 | } |
| 1704 | } |
| 1705 | } |
| 1706 | #define CLEAN_HOT_START |
| 1707 | #ifdef CLEAN_HOT_START |
| 1708 | if ((specialOptions_&65536)!=0) { |
| 1709 | //specialOptions_ |= 65536; |
| 1710 | saveData_.scalingFlag_=modelPtr_->logLevel(); |
| 1711 | if (modelPtr_->logLevel()<2) |
| 1712 | modelPtr_->setLogLevel(0); |
| 1713 | assert ((specialOptions_&128)==0); |
| 1714 | // space for save arrays |
| 1715 | int numberColumns = modelPtr_->numberColumns(); |
| 1716 | int numberRows = modelPtr_->numberRows(); |
| 1717 | // Get space for strong branching |
| 1718 | int size = static_cast<int>((1+4*(numberRows+numberColumns))*sizeof(double)); |
| 1719 | // and for save of original column bounds |
| 1720 | size += static_cast<int>(2*numberColumns*sizeof(double)); |
| 1721 | size += static_cast<int>((1+4*numberRows+2*numberColumns)*sizeof(int)); |
| 1722 | size += numberRows+numberColumns; |
| 1723 | assert (spareArrays_==NULL); |
| 1724 | spareArrays_ = new char[size]; |
| 1725 | //memset(spareArrays_,0x20,size); |
| 1726 | // Setup for strong branching |
| 1727 | assert (factorization_==NULL); |
| 1728 | if ((specialOptions_&131072)!=0) { |
| 1729 | assert (lastNumberRows_>=0); |
| 1730 | if (modelPtr_->rowScale_!=rowScale_.array()) { |
| 1731 | assert(modelPtr_->columnScale_!=columnScale_.array()); |
| 1732 | delete [] modelPtr_->rowScale_; |
| 1733 | modelPtr_->rowScale_=NULL; |
| 1734 | delete [] modelPtr_->columnScale_; |
| 1735 | modelPtr_->columnScale_=NULL; |
| 1736 | if (lastNumberRows_==modelPtr_->numberRows()) { |
| 1737 | // use scaling |
| 1738 | modelPtr_->rowScale_ = rowScale_.array(); |
| 1739 | modelPtr_->columnScale_ = columnScale_.array(); |
| 1740 | } else { |
| 1741 | specialOptions_ &= ~131072; |
| 1742 | } |
| 1743 | } |
| 1744 | lastNumberRows_ = -1 -lastNumberRows_; |
| 1745 | } |
| 1746 | factorization_ = static_cast<ClpSimplexDual *>(modelPtr_)->setupForStrongBranching(spareArrays_,numberRows, |
| 1747 | numberColumns,true); |
| 1748 | double * arrayD = reinterpret_cast<double *> (spareArrays_); |
| 1749 | arrayD[0]=modelPtr_->objectiveValue()* modelPtr_->optimizationDirection(); |
| 1750 | double * saveSolution = arrayD+1; |
| 1751 | double * saveLower = saveSolution + (numberRows+numberColumns); |
| 1752 | double * saveUpper = saveLower + (numberRows+numberColumns); |
| 1753 | double * saveObjective = saveUpper + (numberRows+numberColumns); |
| 1754 | double * saveLowerOriginal = saveObjective + (numberRows+numberColumns); |
| 1755 | double * saveUpperOriginal = saveLowerOriginal + numberColumns; |
| 1756 | CoinMemcpyN( modelPtr_->columnLower(),numberColumns, saveLowerOriginal); |
| 1757 | CoinMemcpyN( modelPtr_->columnUpper(),numberColumns, saveUpperOriginal); |
| 1758 | #if 0 |
| 1759 | if (whichRange_&&whichRange_[0]) { |
| 1760 | // get ranging information |
| 1761 | int numberToDo = whichRange_[0]; |
| 1762 | int * which = new int [numberToDo]; |
| 1763 | // Convert column numbers |
| 1764 | int * backColumn = whichColumn+numberColumns; |
| 1765 | for (int i=0;i<numberToDo;i++) { |
| 1766 | int iColumn = whichRange_[i+1]; |
| 1767 | which[i]=backColumn[iColumn]; |
| 1768 | } |
| 1769 | double * downRange=new double [numberToDo]; |
| 1770 | double * upRange=new double [numberToDo]; |
| 1771 | int * whichDown = new int [numberToDo]; |
| 1772 | int * whichUp = new int [numberToDo]; |
| 1773 | modelPtr_->gutsOfSolution(NULL,NULL,false); |
| 1774 | // Tell code we can increase costs in some cases |
| 1775 | modelPtr_->setCurrentDualTolerance(0.0); |
| 1776 | ((ClpSimplexOther *) modelPtr_)->dualRanging(numberToDo,which, |
| 1777 | upRange, whichUp, downRange, whichDown); |
| 1778 | delete [] whichDown; |
| 1779 | delete [] whichUp; |
| 1780 | delete [] which; |
| 1781 | rowActivity_=upRange; |
| 1782 | columnActivity_=downRange; |
| 1783 | } |
| 1784 | #endif |
| 1785 | if (savedObjective) { |
| 1786 | // fix up |
| 1787 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=savedDualLimit; |
| 1788 | //modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~32)); |
| 1789 | modelPtr_->objective_=savedObjective; |
| 1790 | if (!modelPtr_->problemStatus_) { |
| 1791 | CoinZeroN(modelPtr_->dual_,modelPtr_->numberRows_); |
| 1792 | CoinZeroN(modelPtr_->reducedCost_,modelPtr_->numberColumns_); |
| 1793 | if (modelPtr_->dj_&&(modelPtr_->whatsChanged_&1)!=0) |
| 1794 | CoinZeroN(modelPtr_->dj_,modelPtr_->numberColumns_+modelPtr_->numberRows_); |
| 1795 | modelPtr_->computeObjectiveValue(); |
| 1796 | } |
| 1797 | } |
| 1798 | return; |
| 1799 | } |
| 1800 | #endif |
| 1801 | if ((specialOptions_&8192)==0&&false) { // ||(specialOptions_&65536)!=0) { |
| 1802 | delete ws_; |
| 1803 | ws_ = dynamic_cast<CoinWarmStartBasis*>(getWarmStart()); |
| 1804 | int numberRows = modelPtr_->numberRows(); |
| 1805 | rowActivity_= new double[numberRows]; |
| 1806 | CoinMemcpyN(modelPtr_->primalRowSolution(),numberRows,rowActivity_); |
| 1807 | int numberColumns = modelPtr_->numberColumns(); |
| 1808 | columnActivity_= new double[numberColumns]; |
| 1809 | CoinMemcpyN(modelPtr_->primalColumnSolution(),numberColumns,columnActivity_); |
| 1810 | } else { |
| 1811 | #if 0 |
| 1812 | int saveLevel = modelPtr_->logLevel(); |
| 1813 | modelPtr_->setLogLevel(0); |
| 1814 | //modelPtr_->dual(); |
| 1815 | OsiClpSolverInterface::resolve(); |
| 1816 | if (modelPtr_->numberIterations()>0) |
| 1817 | printf("**** iterated large %d\n" ,modelPtr_->numberIterations()); |
| 1818 | //else |
| 1819 | //printf("no iterations\n"); |
| 1820 | modelPtr_->setLogLevel(saveLevel); |
| 1821 | #endif |
| 1822 | // called from CbcNode |
| 1823 | int numberColumns = modelPtr_->numberColumns(); |
| 1824 | int numberRows = modelPtr_->numberRows(); |
| 1825 | // Get space for crunch and strong branching (too much) |
| 1826 | int size = static_cast<int>((1+4*(numberRows+numberColumns))*sizeof(double)); |
| 1827 | // and for save of original column bounds |
| 1828 | size += static_cast<int>(2*numberColumns*sizeof(double)); |
| 1829 | size += static_cast<int>((1+4*numberRows+2*numberColumns)*sizeof(int)); |
| 1830 | size += numberRows+numberColumns; |
| 1831 | #ifdef KEEP_SMALL |
| 1832 | if(smallModel_&&(modelPtr_->whatsChanged_&0x30000)!=0x30000) { |
| 1833 | //printf("Bounds changed ? %x\n",modelPtr_->whatsChanged_); |
| 1834 | delete smallModel_; |
| 1835 | smallModel_=NULL; |
| 1836 | } |
| 1837 | if (!smallModel_) { |
| 1838 | delete [] spareArrays_; |
| 1839 | spareArrays_ = NULL; |
| 1840 | } |
| 1841 | #endif |
| 1842 | if (spareArrays_==NULL) { |
| 1843 | //if (smallModel_) |
| 1844 | //printf("small model %x\n",smallModel_); |
| 1845 | delete smallModel_; |
| 1846 | smallModel_=NULL; |
| 1847 | spareArrays_ = new char[size]; |
| 1848 | //memset(spareArrays_,0x20,size); |
| 1849 | } else { |
| 1850 | double * arrayD = reinterpret_cast<double *> (spareArrays_); |
| 1851 | double * saveSolution = arrayD+1; |
| 1852 | double * saveLower = saveSolution + (numberRows+numberColumns); |
| 1853 | double * saveUpper = saveLower + (numberRows+numberColumns); |
| 1854 | double * saveObjective = saveUpper + (numberRows+numberColumns); |
| 1855 | double * saveLowerOriginal = saveObjective + (numberRows+numberColumns); |
| 1856 | double * saveUpperOriginal = saveLowerOriginal + numberColumns; |
| 1857 | double * lowerOriginal = modelPtr_->columnLower(); |
| 1858 | double * upperOriginal = modelPtr_->columnUpper(); |
| 1859 | arrayD = saveUpperOriginal + numberColumns; |
| 1860 | int * savePivot = reinterpret_cast<int *> (arrayD); |
| 1861 | int * whichRow = savePivot+numberRows; |
| 1862 | int * whichColumn = whichRow + 3*numberRows; |
| 1863 | int nSame=0; |
| 1864 | int nSub=0; |
| 1865 | for (int i=0;i<numberColumns;i++) { |
| 1866 | double lo = lowerOriginal[i]; |
| 1867 | //char * xx = (char *) (saveLowerOriginal+i); |
| 1868 | //assert (xx[0]!=0x20||xx[1]!=0x20); |
| 1869 | //xx = (char *) (saveUpperOriginal+i); |
| 1870 | //assert (xx[0]!=0x20||xx[1]!=0x20); |
| 1871 | double loOld = saveLowerOriginal[i]; |
| 1872 | //assert (!loOld||fabs(loOld)>1.0e-30); |
| 1873 | double up = upperOriginal[i]; |
| 1874 | double upOld = saveUpperOriginal[i]; |
| 1875 | if (lo>=loOld&&up<=upOld) { |
| 1876 | if (lo==loOld&&up==upOld) { |
| 1877 | nSame++; |
| 1878 | } else { |
| 1879 | nSub++; |
| 1880 | //if (!isInteger(i)) |
| 1881 | //nSub+=10; |
| 1882 | } |
| 1883 | } |
| 1884 | } |
| 1885 | //printf("Mark Hot %d bounds same, %d interior, %d bad\n", |
| 1886 | // nSame,nSub,numberColumns-nSame-nSub); |
| 1887 | if (nSame<numberColumns) { |
| 1888 | if (nSame+nSub<numberColumns) { |
| 1889 | delete smallModel_; |
| 1890 | smallModel_=NULL; |
| 1891 | } else { |
| 1892 | // we can fix up (but should we if large number fixed?) |
| 1893 | assert (smallModel_); |
| 1894 | double * lowerSmall = smallModel_->columnLower(); |
| 1895 | double * upperSmall = smallModel_->columnUpper(); |
| 1896 | int numberColumns2 = smallModel_->numberColumns(); |
| 1897 | for (int i=0;i<numberColumns2;i++) { |
| 1898 | int iColumn = whichColumn[i]; |
| 1899 | lowerSmall[i]=lowerOriginal[iColumn]; |
| 1900 | upperSmall[i]=upperOriginal[iColumn]; |
| 1901 | } |
| 1902 | } |
| 1903 | } |
| 1904 | } |
| 1905 | double * arrayD = reinterpret_cast<double *> (spareArrays_); |
| 1906 | arrayD[0]=modelPtr_->objectiveValue()* modelPtr_->optimizationDirection(); |
| 1907 | double * saveSolution = arrayD+1; |
| 1908 | double * saveLower = saveSolution + (numberRows+numberColumns); |
| 1909 | double * saveUpper = saveLower + (numberRows+numberColumns); |
| 1910 | double * saveObjective = saveUpper + (numberRows+numberColumns); |
| 1911 | double * saveLowerOriginal = saveObjective + (numberRows+numberColumns); |
| 1912 | double * saveUpperOriginal = saveLowerOriginal + numberColumns; |
| 1913 | arrayD = saveUpperOriginal + numberColumns; |
| 1914 | int * savePivot = reinterpret_cast<int *> (arrayD); |
| 1915 | int * whichRow = savePivot+numberRows; |
| 1916 | int * whichColumn = whichRow + 3*numberRows; |
| 1917 | int * arrayI = whichColumn + 2*numberColumns; |
| 1918 | //unsigned char * saveStatus = (unsigned char *) (arrayI+1); |
| 1919 | // Use dual region |
| 1920 | double * rhs = modelPtr_->dualRowSolution(); |
| 1921 | int nBound=0; |
| 1922 | ClpSimplex * small; |
| 1923 | #ifndef KEEP_SMALL |
| 1924 | assert (!smallModel_); |
| 1925 | small = static_cast<ClpSimplexOther *> (modelPtr_)->crunch(rhs,whichRow,whichColumn,nBound,true); |
| 1926 | bool needSolveInSetupHotStart=true; |
| 1927 | #else |
| 1928 | bool needSolveInSetupHotStart=true; |
| 1929 | if (!smallModel_) { |
| 1930 | #ifndef NDEBUG |
| 1931 | CoinFillN(whichRow,3*numberRows+2*numberColumns,-1); |
| 1932 | #endif |
| 1933 | small = static_cast<ClpSimplexOther *> (modelPtr_)->crunch(rhs,whichRow,whichColumn,nBound,true); |
| 1934 | #ifndef NDEBUG |
| 1935 | int nCopy = 3*numberRows+2*numberColumns; |
| 1936 | for (int i=0;i<nCopy;i++) |
| 1937 | assert (whichRow[i]>=-CoinMax(numberRows,numberColumns)&&whichRow[i]<CoinMax(numberRows,numberColumns)); |
| 1938 | #endif |
| 1939 | smallModel_=small; |
| 1940 | //int hotIts = small->intParam_[ClpMaxNumIterationHotStart]; |
| 1941 | //if (5*small->factorization_->maximumPivots()> |
| 1942 | // 4*hotIts) |
| 1943 | //small->factorization_->maximumPivots(hotIts+1); |
| 1944 | } else { |
| 1945 | assert((modelPtr_->whatsChanged_&0x30000)==0x30000); |
| 1946 | //delete [] spareArrays_; |
| 1947 | //spareArrays_ = NULL; |
| 1948 | assert (spareArrays_); |
| 1949 | int nCopy = 3*numberRows+2*numberColumns; |
| 1950 | nBound = whichRow[nCopy]; |
| 1951 | #ifndef NDEBUG |
| 1952 | for (int i=0;i<nCopy;i++) |
| 1953 | assert (whichRow[i]>=-CoinMax(numberRows,numberColumns)&&whichRow[i]<CoinMax(numberRows,numberColumns)); |
| 1954 | #endif |
| 1955 | needSolveInSetupHotStart=false; |
| 1956 | small = smallModel_; |
| 1957 | } |
| 1958 | #endif |
| 1959 | if (small) { |
| 1960 | small->specialOptions_ |= 262144; |
| 1961 | small->specialOptions_ &= ~65536; |
| 1962 | } |
| 1963 | if (small&&(specialOptions_&131072)!=0) { |
| 1964 | assert (lastNumberRows_>=0); |
| 1965 | int numberRows2 = small->numberRows(); |
| 1966 | int numberColumns2 = small->numberColumns(); |
| 1967 | double * rowScale2 = new double [2*numberRows2]; |
| 1968 | const double * rowScale = rowScale_.array(); |
| 1969 | double * inverseScale2 = rowScale2+numberRows2; |
| 1970 | const double * inverseScale = rowScale+modelPtr_->numberRows_; |
| 1971 | int i; |
| 1972 | for (i=0;i<numberRows2;i++) { |
| 1973 | int iRow = whichRow[i]; |
| 1974 | rowScale2[i]=rowScale[iRow]; |
| 1975 | inverseScale2[i]=inverseScale[iRow]; |
| 1976 | } |
| 1977 | small->setRowScale(rowScale2); |
| 1978 | double * columnScale2 = new double [2*numberColumns2]; |
| 1979 | const double * columnScale = columnScale_.array(); |
| 1980 | inverseScale2 = columnScale2+numberColumns2; |
| 1981 | inverseScale = columnScale+modelPtr_->numberColumns_; |
| 1982 | for (i=0;i<numberColumns2;i++) { |
| 1983 | int iColumn = whichColumn[i]; |
| 1984 | columnScale2[i]=columnScale[iColumn]; |
| 1985 | inverseScale2[i]=inverseScale[iColumn]; |
| 1986 | } |
| 1987 | small->setColumnScale(columnScale2); |
| 1988 | } |
| 1989 | if (!small) { |
| 1990 | // should never be infeasible .... but |
| 1991 | delete [] spareArrays_; |
| 1992 | spareArrays_=NULL; |
| 1993 | delete ws_; |
| 1994 | ws_ = dynamic_cast<CoinWarmStartBasis*>(getWarmStart()); |
| 1995 | int numberRows = modelPtr_->numberRows(); |
| 1996 | rowActivity_= new double[numberRows]; |
| 1997 | CoinMemcpyN(modelPtr_->primalRowSolution(),numberRows,rowActivity_); |
| 1998 | int numberColumns = modelPtr_->numberColumns(); |
| 1999 | columnActivity_= new double[numberColumns]; |
| 2000 | CoinMemcpyN(modelPtr_->primalColumnSolution(),numberColumns,columnActivity_); |
| 2001 | modelPtr_->setProblemStatus(1); |
| 2002 | if (savedObjective) { |
| 2003 | // fix up |
| 2004 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=savedDualLimit; |
| 2005 | //modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~32)); |
| 2006 | modelPtr_->objective_=savedObjective; |
| 2007 | } |
| 2008 | return; |
| 2009 | } |
| 2010 | int clpOptions = modelPtr_->specialOptions(); |
| 2011 | clpOptions &= ~65536; |
| 2012 | if((specialOptions_&1)==0) { |
| 2013 | small->setSpecialOptions(clpOptions|(64|1024)); |
| 2014 | } else { |
| 2015 | if((specialOptions_&4)==0) |
| 2016 | small->setSpecialOptions(clpOptions|(64|128|512|1024|4096)); |
| 2017 | else |
| 2018 | small->setSpecialOptions(clpOptions|(64|128|512|1024|2048|4096)); |
| 2019 | } |
| 2020 | arrayI[0]=nBound; |
| 2021 | assert (smallModel_==NULL||small==smallModel_); |
| 2022 | if ((specialOptions_&256)!=0||1) { |
| 2023 | // only need to do this on second pass in CbcNode |
| 2024 | if (modelPtr_->logLevel()<2) small->setLogLevel(0); |
| 2025 | small->specialOptions_ |= 262144; |
| 2026 | small->moreSpecialOptions_ = modelPtr_->moreSpecialOptions_; |
| 2027 | #define SETUP_HOT |
| 2028 | #ifndef SETUP_HOT |
| 2029 | small->dual(); |
| 2030 | #else |
| 2031 | assert (factorization_==NULL); |
| 2032 | //needSolveInSetupHotStart=true; |
| 2033 | ClpFactorization * factorization = static_cast<ClpSimplexDual *>(small)->setupForStrongBranching(spareArrays_, |
| 2034 | numberRows,numberColumns, |
| 2035 | needSolveInSetupHotStart); |
| 2036 | #endif |
| 2037 | if (small->numberIterations()>0&&small->logLevel()>2) |
| 2038 | printf("**** iterated small %d\n" ,small->numberIterations()); |
| 2039 | //small->setLogLevel(0); |
| 2040 | // Could be infeasible if forced one way (and other way stopped on iterations) |
| 2041 | if (small->status()==1) { |
| 2042 | #ifndef KEEP_SMALL |
| 2043 | if (small!=modelPtr_) |
| 2044 | delete small; |
| 2045 | //delete smallModel_; |
| 2046 | //smallModel_=NULL; |
| 2047 | assert (!smallModel_); |
| 2048 | #else |
| 2049 | assert (small==smallModel_); |
| 2050 | if (smallModel_!=modelPtr_) { |
| 2051 | delete smallModel_; |
| 2052 | } |
| 2053 | smallModel_=NULL; |
| 2054 | #endif |
| 2055 | delete [] spareArrays_; |
| 2056 | spareArrays_=NULL; |
| 2057 | delete ws_; |
| 2058 | ws_ = dynamic_cast<CoinWarmStartBasis*>(getWarmStart()); |
| 2059 | int numberRows = modelPtr_->numberRows(); |
| 2060 | rowActivity_= new double[numberRows]; |
| 2061 | CoinMemcpyN(modelPtr_->primalRowSolution(), numberRows,rowActivity_); |
| 2062 | int numberColumns = modelPtr_->numberColumns(); |
| 2063 | columnActivity_= new double[numberColumns]; |
| 2064 | CoinMemcpyN(modelPtr_->primalColumnSolution(), numberColumns,columnActivity_); |
| 2065 | modelPtr_->setProblemStatus(1); |
| 2066 | if (savedObjective) { |
| 2067 | // fix up |
| 2068 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=savedDualLimit; |
| 2069 | //modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~32)); |
| 2070 | modelPtr_->objective_=savedObjective; |
| 2071 | } |
| 2072 | return; |
| 2073 | } else { |
| 2074 | // update model |
| 2075 | static_cast<ClpSimplexOther *> (modelPtr_)->afterCrunch(*small,whichRow,whichColumn,nBound); |
| 2076 | } |
| 2077 | #ifndef SETUP_HOT |
| 2078 | assert (factorization_==NULL); |
| 2079 | factorization_ = static_cast<ClpSimplexDual *>(small)->setupForStrongBranching(spareArrays_,numberRows, |
| 2080 | numberColumns,false); |
| 2081 | #else |
| 2082 | assert (factorization!=NULL || small->problemStatus_ ); |
| 2083 | factorization_ = factorization; |
| 2084 | #endif |
| 2085 | } else { |
| 2086 | assert (factorization_==NULL); |
| 2087 | factorization_ = static_cast<ClpSimplexDual *>(small)->setupForStrongBranching(spareArrays_,numberRows, |
| 2088 | numberColumns,false); |
| 2089 | } |
| 2090 | smallModel_=small; |
| 2091 | if (modelPtr_->logLevel()<2) smallModel_->setLogLevel(0); |
| 2092 | // Setup for strong branching |
| 2093 | int numberColumns2 = smallModel_->numberColumns(); |
| 2094 | CoinMemcpyN( modelPtr_->columnLower(),numberColumns, saveLowerOriginal); |
| 2095 | CoinMemcpyN( modelPtr_->columnUpper(),numberColumns, saveUpperOriginal); |
| 2096 | const double * smallLower = smallModel_->columnLower(); |
| 2097 | const double * smallUpper = smallModel_->columnUpper(); |
| 2098 | // But modify if bounds changed in small |
| 2099 | for (int i=0;i<numberColumns2;i++) { |
| 2100 | int iColumn = whichColumn[i]; |
| 2101 | saveLowerOriginal[iColumn] = CoinMax(saveLowerOriginal[iColumn], |
| 2102 | smallLower[i]); |
| 2103 | saveUpperOriginal[iColumn] = CoinMin(saveUpperOriginal[iColumn], |
| 2104 | smallUpper[i]); |
| 2105 | } |
| 2106 | if (whichRange_&&whichRange_[0]) { |
| 2107 | // get ranging information |
| 2108 | int numberToDo = whichRange_[0]; |
| 2109 | int * which = new int [numberToDo]; |
| 2110 | // Convert column numbers |
| 2111 | int * backColumn = whichColumn+numberColumns; |
| 2112 | for (int i=0;i<numberToDo;i++) { |
| 2113 | int iColumn = whichRange_[i+1]; |
| 2114 | which[i]=backColumn[iColumn]; |
| 2115 | } |
| 2116 | double * downRange=new double [numberToDo]; |
| 2117 | double * upRange=new double [numberToDo]; |
| 2118 | int * whichDown = new int [numberToDo]; |
| 2119 | int * whichUp = new int [numberToDo]; |
| 2120 | smallModel_->setFactorization(*factorization_); |
| 2121 | smallModel_->gutsOfSolution(NULL,NULL,false); |
| 2122 | // Tell code we can increase costs in some cases |
| 2123 | smallModel_->setCurrentDualTolerance(0.0); |
| 2124 | static_cast<ClpSimplexOther *> (smallModel_)->dualRanging(numberToDo,which, |
| 2125 | upRange, whichUp, downRange, whichDown); |
| 2126 | delete [] whichDown; |
| 2127 | delete [] whichUp; |
| 2128 | delete [] which; |
| 2129 | rowActivity_=upRange; |
| 2130 | columnActivity_=downRange; |
| 2131 | } |
| 2132 | } |
| 2133 | if (savedObjective) { |
| 2134 | // fix up |
| 2135 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=savedDualLimit; |
| 2136 | //modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~32)); |
| 2137 | modelPtr_->objective_=savedObjective; |
| 2138 | if (!modelPtr_->problemStatus_) { |
| 2139 | CoinZeroN(modelPtr_->dual_,modelPtr_->numberRows_); |
| 2140 | CoinZeroN(modelPtr_->reducedCost_,modelPtr_->numberColumns_); |
| 2141 | if (modelPtr_->dj_&&(modelPtr_->whatsChanged_&1)!=0) |
| 2142 | CoinZeroN(modelPtr_->dj_,modelPtr_->numberColumns_+modelPtr_->numberRows_); |
| 2143 | modelPtr_->computeObjectiveValue(); |
| 2144 | } |
| 2145 | } |
| 2146 | } |
| 2147 | |
| 2148 | void OsiClpSolverInterface::solveFromHotStart() |
| 2149 | { |
| 2150 | #ifdef KEEP_SMALL |
| 2151 | if (!spareArrays_) { |
| 2152 | assert (!smallModel_); |
| 2153 | assert (modelPtr_->problemStatus_==1); |
| 2154 | return; |
| 2155 | } |
| 2156 | #endif |
| 2157 | ClpObjective * savedObjective=NULL; |
| 2158 | double savedDualLimit=modelPtr_->dblParam_[ClpDualObjectiveLimit]; |
| 2159 | if (saveData_.perturbation_) { |
| 2160 | // Set fake |
| 2161 | savedObjective=modelPtr_->objective_; |
| 2162 | modelPtr_->objective_=fakeObjective_; |
| 2163 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=COIN_DBL_MAX; |
| 2164 | } |
| 2165 | int numberRows = modelPtr_->numberRows(); |
| 2166 | int numberColumns = modelPtr_->numberColumns(); |
| 2167 | modelPtr_->getIntParam(ClpMaxNumIteration,itlimOrig_); |
| 2168 | int itlim; |
| 2169 | modelPtr_->getIntParam(ClpMaxNumIterationHotStart, itlim); |
| 2170 | // Is there an extra copy of scaled bounds |
| 2171 | int = (modelPtr_->maximumRows_>0) ? modelPtr_->maximumRows_+modelPtr_->maximumColumns_ : 0; |
| 2172 | #ifdef CLEAN_HOT_START |
| 2173 | if ((specialOptions_&65536)!=0) { |
| 2174 | double * arrayD = reinterpret_cast<double *> (spareArrays_); |
| 2175 | double saveObjectiveValue = arrayD[0]; |
| 2176 | double * saveSolution = arrayD+1; |
| 2177 | int number = numberRows+numberColumns; |
| 2178 | CoinMemcpyN(saveSolution,number,modelPtr_->solutionRegion()); |
| 2179 | double * saveLower = saveSolution + (numberRows+numberColumns); |
| 2180 | CoinMemcpyN(saveLower,number,modelPtr_->lowerRegion()); |
| 2181 | double * saveUpper = saveLower + (numberRows+numberColumns); |
| 2182 | CoinMemcpyN(saveUpper,number,modelPtr_->upperRegion()); |
| 2183 | double * saveObjective = saveUpper + (numberRows+numberColumns); |
| 2184 | CoinMemcpyN(saveObjective,number,modelPtr_->costRegion()); |
| 2185 | double * saveLowerOriginal = saveObjective + (numberRows+numberColumns); |
| 2186 | double * saveUpperOriginal = saveLowerOriginal + numberColumns; |
| 2187 | arrayD = saveUpperOriginal + numberColumns; |
| 2188 | int * savePivot = reinterpret_cast<int *> (arrayD); |
| 2189 | CoinMemcpyN(savePivot,numberRows,modelPtr_->pivotVariable()); |
| 2190 | int * whichRow = savePivot+numberRows; |
| 2191 | int * whichColumn = whichRow + 3*numberRows; |
| 2192 | int * arrayI = whichColumn + 2*numberColumns; |
| 2193 | unsigned char * saveStatus = reinterpret_cast<unsigned char *> (arrayI+1); |
| 2194 | CoinMemcpyN(saveStatus,number,modelPtr_->statusArray()); |
| 2195 | modelPtr_->setFactorization(*factorization_); |
| 2196 | double * columnLower = modelPtr_->columnLower(); |
| 2197 | double * columnUpper = modelPtr_->columnUpper(); |
| 2198 | // make sure whatsChanged_ has 1 set |
| 2199 | modelPtr_->setWhatsChanged(511); |
| 2200 | double * lowerInternal = modelPtr_->lowerRegion(); |
| 2201 | double * upperInternal = modelPtr_->upperRegion(); |
| 2202 | double rhsScale = modelPtr_->rhsScale(); |
| 2203 | const double * columnScale = NULL; |
| 2204 | if (modelPtr_->scalingFlag()>0) |
| 2205 | columnScale = modelPtr_->columnScale() ; |
| 2206 | // and do bounds in case dual needs them |
| 2207 | int iColumn; |
| 2208 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 2209 | if (columnLower[iColumn]>saveLowerOriginal[iColumn]) { |
| 2210 | double value = columnLower[iColumn]; |
| 2211 | value *= rhsScale; |
| 2212 | if (columnScale) |
| 2213 | value /= columnScale[iColumn]; |
| 2214 | lowerInternal[iColumn]=value; |
| 2215 | if (extraCopy) |
| 2216 | lowerInternal[iColumn+extraCopy]=value; |
| 2217 | } |
| 2218 | if (columnUpper[iColumn]<saveUpperOriginal[iColumn]) { |
| 2219 | double value = columnUpper[iColumn]; |
| 2220 | value *= rhsScale; |
| 2221 | if (columnScale) |
| 2222 | value /= columnScale[iColumn]; |
| 2223 | upperInternal[iColumn]=value; |
| 2224 | if (extraCopy) |
| 2225 | upperInternal[iColumn+extraCopy]=value; |
| 2226 | } |
| 2227 | } |
| 2228 | // Start of fast iterations |
| 2229 | bool alwaysFinish= ((specialOptions_&32)==0) ? true : false; |
| 2230 | //modelPtr_->setLogLevel(1); |
| 2231 | modelPtr_->setIntParam(ClpMaxNumIteration,itlim); |
| 2232 | int saveNumberFake = (static_cast<ClpSimplexDual *>(modelPtr_))->numberFake_; |
| 2233 | int status = (static_cast<ClpSimplexDual *>(modelPtr_))->fastDual(alwaysFinish); |
| 2234 | (static_cast<ClpSimplexDual *>(modelPtr_))->numberFake_ = saveNumberFake; |
| 2235 | |
| 2236 | int problemStatus = modelPtr_->problemStatus(); |
| 2237 | double objectiveValue =modelPtr_->objectiveValue() * modelPtr_->optimizationDirection(); |
| 2238 | CoinAssert (modelPtr_->problemStatus()||modelPtr_->objectiveValue()<1.0e50); |
| 2239 | // make sure plausible |
| 2240 | double obj = CoinMax(objectiveValue,saveObjectiveValue); |
| 2241 | if (problemStatus==10||problemStatus<0) { |
| 2242 | // was trying to clean up or something odd |
| 2243 | if (problemStatus==10) |
| 2244 | lastAlgorithm_=1; // so won't fail on cutoff (in CbcNode) |
| 2245 | status=1; |
| 2246 | } |
| 2247 | if (status) { |
| 2248 | // not finished - might be optimal |
| 2249 | modelPtr_->checkPrimalSolution(modelPtr_->solutionRegion(0), |
| 2250 | modelPtr_->solutionRegion(1)); |
| 2251 | //modelPtr_->gutsOfSolution(NULL,NULL,0); |
| 2252 | //if (problemStatus==3) |
| 2253 | //modelPtr_->computeObjectiveValue(); |
| 2254 | objectiveValue =modelPtr_->objectiveValue() * |
| 2255 | modelPtr_->optimizationDirection(); |
| 2256 | obj = CoinMax(objectiveValue,saveObjectiveValue); |
| 2257 | if (!modelPtr_->numberDualInfeasibilities()) { |
| 2258 | double limit = 0.0; |
| 2259 | modelPtr_->getDblParam(ClpDualObjectiveLimit, limit); |
| 2260 | if (modelPtr_->secondaryStatus()==1&&!problemStatus&&obj<limit) { |
| 2261 | obj=limit; |
| 2262 | problemStatus=3; |
| 2263 | } |
| 2264 | if (!modelPtr_->numberPrimalInfeasibilities()&&obj<limit) { |
| 2265 | problemStatus=0; |
| 2266 | } else if (problemStatus==10) { |
| 2267 | problemStatus=3; |
| 2268 | } else if (!modelPtr_->numberPrimalInfeasibilities()) { |
| 2269 | problemStatus=1; // infeasible |
| 2270 | } |
| 2271 | } else { |
| 2272 | // can't say much |
| 2273 | //if (problemStatus==3) |
| 2274 | //modelPtr_->computeObjectiveValue(); |
| 2275 | lastAlgorithm_=1; // so won't fail on cutoff (in CbcNode) |
| 2276 | problemStatus=3; |
| 2277 | } |
| 2278 | } else if (!problemStatus) { |
| 2279 | if (modelPtr_->isDualObjectiveLimitReached()) |
| 2280 | problemStatus=1; // infeasible |
| 2281 | } |
| 2282 | if (status&&!problemStatus) { |
| 2283 | problemStatus=3; // can't be sure |
| 2284 | lastAlgorithm_=1; |
| 2285 | } |
| 2286 | if (problemStatus<0) |
| 2287 | problemStatus=3; |
| 2288 | modelPtr_->setProblemStatus(problemStatus); |
| 2289 | modelPtr_->setObjectiveValue(obj*modelPtr_->optimizationDirection()); |
| 2290 | double * solution = modelPtr_->primalColumnSolution(); |
| 2291 | const double * solution2 = modelPtr_->solutionRegion(); |
| 2292 | // could just do changed bounds - also try double size scale so can use * not / |
| 2293 | if (!columnScale) { |
| 2294 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 2295 | solution[iColumn]= solution2[iColumn]; |
| 2296 | } |
| 2297 | } else { |
| 2298 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 2299 | solution[iColumn]= solution2[iColumn]*columnScale[iColumn]; |
| 2300 | } |
| 2301 | } |
| 2302 | CoinMemcpyN(saveLowerOriginal,numberColumns,columnLower); |
| 2303 | CoinMemcpyN(saveUpperOriginal,numberColumns,columnUpper); |
| 2304 | #if 0 |
| 2305 | // could combine with loop above |
| 2306 | if (modelPtr_==modelPtr_) |
| 2307 | modelPtr_->computeObjectiveValue(); |
| 2308 | if (status&&!problemStatus) { |
| 2309 | memset(modelPtr_->primalRowSolution(),0,numberRows*sizeof(double)); |
| 2310 | modelPtr_->clpMatrix()->times(1.0,solution,modelPtr_->primalRowSolution()); |
| 2311 | modelPtr_->checkSolutionInternal(); |
| 2312 | //modelPtr_->setLogLevel(1); |
| 2313 | //modelPtr_->allSlackBasis(); |
| 2314 | //modelPtr_->primal(1); |
| 2315 | //memset(modelPtr_->primalRowSolution(),0,numberRows*sizeof(double)); |
| 2316 | //modelPtr_->clpMatrix()->times(1.0,solution,modelPtr_->primalRowSolution()); |
| 2317 | //modelPtr_->checkSolutionInternal(); |
| 2318 | assert (!modelPtr_->problemStatus()); |
| 2319 | } |
| 2320 | #endif |
| 2321 | // and back bounds |
| 2322 | CoinMemcpyN(saveLower,number,modelPtr_->lowerRegion()); |
| 2323 | CoinMemcpyN(saveUpper,number,modelPtr_->upperRegion()); |
| 2324 | if (extraCopy) { |
| 2325 | CoinMemcpyN(saveLower,number,modelPtr_->lowerRegion()+extraCopy); |
| 2326 | CoinMemcpyN(saveUpper,number,modelPtr_->upperRegion()+extraCopy); |
| 2327 | } |
| 2328 | modelPtr_->setIntParam(ClpMaxNumIteration,itlimOrig_); |
| 2329 | if (savedObjective) { |
| 2330 | // fix up |
| 2331 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=savedDualLimit; |
| 2332 | //modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~32)); |
| 2333 | modelPtr_->objective_=savedObjective; |
| 2334 | if (!modelPtr_->problemStatus_) { |
| 2335 | CoinZeroN(modelPtr_->dual_,modelPtr_->numberRows_); |
| 2336 | CoinZeroN(modelPtr_->reducedCost_,modelPtr_->numberColumns_); |
| 2337 | if (modelPtr_->dj_&&(modelPtr_->whatsChanged_&1)!=0) |
| 2338 | CoinZeroN(modelPtr_->dj_,modelPtr_->numberColumns_+modelPtr_->numberRows_); |
| 2339 | modelPtr_->computeObjectiveValue(); |
| 2340 | } |
| 2341 | } |
| 2342 | return; |
| 2343 | } |
| 2344 | #endif |
| 2345 | if (smallModel_==NULL) { |
| 2346 | setWarmStart(ws_); |
| 2347 | CoinMemcpyN( rowActivity_,numberRows,modelPtr_->primalRowSolution()); |
| 2348 | CoinMemcpyN(columnActivity_,numberColumns,modelPtr_->primalColumnSolution()); |
| 2349 | modelPtr_->setIntParam(ClpMaxNumIteration,CoinMin(itlim,9999)); |
| 2350 | resolve(); |
| 2351 | } else { |
| 2352 | assert (spareArrays_); |
| 2353 | double * arrayD = reinterpret_cast<double *> (spareArrays_); |
| 2354 | double saveObjectiveValue = arrayD[0]; |
| 2355 | double * saveSolution = arrayD+1; |
| 2356 | int numberRows2 = smallModel_->numberRows(); |
| 2357 | int numberColumns2 = smallModel_->numberColumns(); |
| 2358 | int number = numberRows2+numberColumns2; |
| 2359 | CoinMemcpyN(saveSolution,number,smallModel_->solutionRegion()); |
| 2360 | double * saveLower = saveSolution + (numberRows+numberColumns); |
| 2361 | CoinMemcpyN(saveLower,number,smallModel_->lowerRegion()); |
| 2362 | double * saveUpper = saveLower + (numberRows+numberColumns); |
| 2363 | CoinMemcpyN(saveUpper,number,smallModel_->upperRegion()); |
| 2364 | double * saveObjective = saveUpper + (numberRows+numberColumns); |
| 2365 | CoinMemcpyN(saveObjective,number,smallModel_->costRegion()); |
| 2366 | double * saveLowerOriginal = saveObjective + (numberRows+numberColumns); |
| 2367 | double * saveUpperOriginal = saveLowerOriginal + numberColumns; |
| 2368 | arrayD = saveUpperOriginal + numberColumns; |
| 2369 | int * savePivot = reinterpret_cast<int *> (arrayD); |
| 2370 | CoinMemcpyN(savePivot,numberRows2,smallModel_->pivotVariable()); |
| 2371 | int * whichRow = savePivot+numberRows; |
| 2372 | int * whichColumn = whichRow + 3*numberRows; |
| 2373 | int * arrayI = whichColumn + 2*numberColumns; |
| 2374 | unsigned char * saveStatus = reinterpret_cast<unsigned char *> (arrayI+1); |
| 2375 | CoinMemcpyN(saveStatus,number,smallModel_->statusArray()); |
| 2376 | /* If factorization_ NULL then infeasible |
| 2377 | not really sure how could have slipped through. |
| 2378 | But this can't make situation worse */ |
| 2379 | if (factorization_) |
| 2380 | smallModel_->setFactorization(*factorization_); |
| 2381 | //int * backColumn = whichColumn+numberColumns; |
| 2382 | const double * lowerBig = modelPtr_->columnLower(); |
| 2383 | const double * upperBig = modelPtr_->columnUpper(); |
| 2384 | // make sure whatsChanged_ has 1 set |
| 2385 | smallModel_->setWhatsChanged(511); |
| 2386 | double * lowerSmall = smallModel_->lowerRegion(); |
| 2387 | double * upperSmall = smallModel_->upperRegion(); |
| 2388 | double * lowerSmallReal = smallModel_->columnLower(); |
| 2389 | double * upperSmallReal = smallModel_->columnUpper(); |
| 2390 | int i; |
| 2391 | double rhsScale = smallModel_->rhsScale(); |
| 2392 | const double * columnScale = NULL; |
| 2393 | if (smallModel_->scalingFlag()>0) { |
| 2394 | columnScale = smallModel_->columnScale(); |
| 2395 | } |
| 2396 | // and do bounds in case dual needs them |
| 2397 | // may be infeasible |
| 2398 | for (i=0;i<numberColumns2;i++) { |
| 2399 | int iColumn = whichColumn[i]; |
| 2400 | if (lowerBig[iColumn]>saveLowerOriginal[iColumn]) { |
| 2401 | double value = lowerBig[iColumn]; |
| 2402 | lowerSmallReal[i]=value; |
| 2403 | value *= rhsScale; |
| 2404 | if (columnScale) |
| 2405 | value /= columnScale[i]; |
| 2406 | lowerSmall[i]=value; |
| 2407 | } |
| 2408 | if (upperBig[iColumn]<saveUpperOriginal[iColumn]) { |
| 2409 | double value = upperBig[iColumn]; |
| 2410 | upperSmallReal[i]=value; |
| 2411 | value *= rhsScale; |
| 2412 | if (columnScale) |
| 2413 | value /= columnScale[i]; |
| 2414 | upperSmall[i]=value; |
| 2415 | } |
| 2416 | if (upperSmall[i]<lowerSmall[i]-1.0e-8) |
| 2417 | break; |
| 2418 | } |
| 2419 | /* If factorization_ NULL then infeasible |
| 2420 | not really sure how could have slipped through. |
| 2421 | But this can't make situation worse */ |
| 2422 | bool infeasible = (i<numberColumns2||!factorization_); |
| 2423 | // Start of fast iterations |
| 2424 | bool alwaysFinish= ((specialOptions_&32)==0) ? true : false; |
| 2425 | //smallModel_->setLogLevel(1); |
| 2426 | smallModel_->setIntParam(ClpMaxNumIteration,itlim); |
| 2427 | int saveNumberFake = (static_cast<ClpSimplexDual *>(smallModel_))->numberFake_; |
| 2428 | int status; |
| 2429 | if (!infeasible) { |
| 2430 | status = static_cast<ClpSimplexDual *>(smallModel_)->fastDual(alwaysFinish); |
| 2431 | } else { |
| 2432 | status=0; |
| 2433 | smallModel_->setProblemStatus(1); |
| 2434 | } |
| 2435 | (static_cast<ClpSimplexDual *>(smallModel_))->numberFake_ = saveNumberFake; |
| 2436 | if (smallModel_->numberIterations()==-98) { |
| 2437 | printf("rrrrrrrrrrrr\n" ); |
| 2438 | smallModel_->checkPrimalSolution(smallModel_->solutionRegion(0), |
| 2439 | smallModel_->solutionRegion(1)); |
| 2440 | //smallModel_->gutsOfSolution(NULL,NULL,0); |
| 2441 | //if (problemStatus==3) |
| 2442 | //smallModel_->computeObjectiveValue(); |
| 2443 | printf("robj %g\n" ,smallModel_->objectiveValue() * |
| 2444 | modelPtr_->optimizationDirection()); |
| 2445 | writeMps("rr.mps" ); |
| 2446 | smallModel_->writeMps("rr_small.mps" ); |
| 2447 | ClpSimplex temp = *smallModel_; |
| 2448 | printf("small\n" ); |
| 2449 | temp.setLogLevel(63); |
| 2450 | temp.dual(); |
| 2451 | double limit = 0.0; |
| 2452 | modelPtr_->getDblParam(ClpDualObjectiveLimit, limit); |
| 2453 | if (temp.problemStatus()==0&&temp.objectiveValue()<limit) { |
| 2454 | printf("inf obj %g, true %g - offsets %g %g\n" ,smallModel_->objectiveValue(), |
| 2455 | temp.objectiveValue(), |
| 2456 | smallModel_->objectiveOffset(),temp.objectiveOffset()); |
| 2457 | } |
| 2458 | printf("big\n" ); |
| 2459 | temp = *modelPtr_; |
| 2460 | temp.dual(); |
| 2461 | if (temp.problemStatus()==0&&temp.objectiveValue()<limit) { |
| 2462 | printf("inf obj %g, true %g - offsets %g %g\n" ,smallModel_->objectiveValue(), |
| 2463 | temp.objectiveValue(), |
| 2464 | smallModel_->objectiveOffset(),temp.objectiveOffset()); |
| 2465 | } |
| 2466 | } |
| 2467 | int problemStatus = smallModel_->problemStatus(); |
| 2468 | double objectiveValue =smallModel_->objectiveValue() * modelPtr_->optimizationDirection(); |
| 2469 | CoinAssert (smallModel_->problemStatus()||smallModel_->objectiveValue()<1.0e50); |
| 2470 | // make sure plausible |
| 2471 | double obj = CoinMax(objectiveValue,saveObjectiveValue); |
| 2472 | if (problemStatus==10||problemStatus<0) { |
| 2473 | // was trying to clean up or something odd |
| 2474 | if (problemStatus==10) |
| 2475 | lastAlgorithm_=1; // so won't fail on cutoff (in CbcNode) |
| 2476 | status=1; |
| 2477 | } |
| 2478 | if (status) { |
| 2479 | // not finished - might be optimal |
| 2480 | smallModel_->checkPrimalSolution(smallModel_->solutionRegion(0), |
| 2481 | smallModel_->solutionRegion(1)); |
| 2482 | //smallModel_->gutsOfSolution(NULL,NULL,0); |
| 2483 | //if (problemStatus==3) |
| 2484 | //smallModel_->computeObjectiveValue(); |
| 2485 | objectiveValue =smallModel_->objectiveValue() * |
| 2486 | modelPtr_->optimizationDirection(); |
| 2487 | if (problemStatus!=10) |
| 2488 | obj = CoinMax(objectiveValue,saveObjectiveValue); |
| 2489 | if (!smallModel_->numberDualInfeasibilities()) { |
| 2490 | double limit = 0.0; |
| 2491 | modelPtr_->getDblParam(ClpDualObjectiveLimit, limit); |
| 2492 | if (smallModel_->secondaryStatus()==1&&!problemStatus&&obj<limit) { |
| 2493 | #if 0 |
| 2494 | // switch off |
| 2495 | ClpSimplex temp = *smallModel_; |
| 2496 | temp.dual(); |
| 2497 | if (temp.problemStatus()==0&&temp.objectiveValue()<limit) { |
| 2498 | printf("inf obj %g, true %g - offsets %g %g\n" ,smallModel_->objectiveValue(), |
| 2499 | temp.objectiveValue(), |
| 2500 | smallModel_->objectiveOffset(),temp.objectiveOffset()); |
| 2501 | } |
| 2502 | lastAlgorithm_=1; |
| 2503 | obj=limit; |
| 2504 | problemStatus=10; |
| 2505 | #else |
| 2506 | obj=limit; |
| 2507 | problemStatus=3; |
| 2508 | #endif |
| 2509 | } |
| 2510 | if (!smallModel_->numberPrimalInfeasibilities()&&obj<limit) { |
| 2511 | problemStatus=0; |
| 2512 | #if 0 |
| 2513 | ClpSimplex temp = *smallModel_; |
| 2514 | temp.dual(); |
| 2515 | if (temp.numberIterations()) |
| 2516 | printf("temp iterated\n" ); |
| 2517 | assert (temp.problemStatus()==0&&temp.objectiveValue()<limit); |
| 2518 | #endif |
| 2519 | } else if (problemStatus==10) { |
| 2520 | problemStatus=3; |
| 2521 | } else if (!smallModel_->numberPrimalInfeasibilities()) { |
| 2522 | problemStatus=1; // infeasible |
| 2523 | } |
| 2524 | } else { |
| 2525 | // can't say much |
| 2526 | //if (problemStatus==3) |
| 2527 | //smallModel_->computeObjectiveValue(); |
| 2528 | lastAlgorithm_=1; // so won't fail on cutoff (in CbcNode) |
| 2529 | problemStatus=3; |
| 2530 | } |
| 2531 | } else if (!problemStatus) { |
| 2532 | if (smallModel_->isDualObjectiveLimitReached()) |
| 2533 | problemStatus=1; // infeasible |
| 2534 | } |
| 2535 | if (status&&!problemStatus) { |
| 2536 | problemStatus=3; // can't be sure |
| 2537 | lastAlgorithm_=1; |
| 2538 | } |
| 2539 | if (problemStatus<0) |
| 2540 | problemStatus=3; |
| 2541 | modelPtr_->setProblemStatus(problemStatus); |
| 2542 | modelPtr_->setObjectiveValue(obj*modelPtr_->optimizationDirection()); |
| 2543 | modelPtr_->setSumDualInfeasibilities(smallModel_->sumDualInfeasibilities()); |
| 2544 | modelPtr_->setNumberDualInfeasibilities(smallModel_->numberDualInfeasibilities()); |
| 2545 | modelPtr_->setSumPrimalInfeasibilities(smallModel_->sumPrimalInfeasibilities()); |
| 2546 | modelPtr_->setNumberPrimalInfeasibilities(smallModel_->numberPrimalInfeasibilities()); |
| 2547 | double * solution = modelPtr_->primalColumnSolution(); |
| 2548 | const double * solution2 = smallModel_->solutionRegion(); |
| 2549 | if (!columnScale) { |
| 2550 | for (i=0;i<numberColumns2;i++) { |
| 2551 | int iColumn = whichColumn[i]; |
| 2552 | solution[iColumn]= solution2[i]; |
| 2553 | lowerSmallReal[i]=saveLowerOriginal[iColumn]; |
| 2554 | upperSmallReal[i]=saveUpperOriginal[iColumn]; |
| 2555 | } |
| 2556 | } else { |
| 2557 | for (i=0;i<numberColumns2;i++) { |
| 2558 | int iColumn = whichColumn[i]; |
| 2559 | solution[iColumn]= solution2[i]*columnScale[i]; |
| 2560 | lowerSmallReal[i]=saveLowerOriginal[iColumn]; |
| 2561 | upperSmallReal[i]=saveUpperOriginal[iColumn]; |
| 2562 | } |
| 2563 | } |
| 2564 | // could combine with loop above |
| 2565 | if (modelPtr_==smallModel_) |
| 2566 | modelPtr_->computeObjectiveValue(); |
| 2567 | #if 1 |
| 2568 | if (status&&!problemStatus) { |
| 2569 | memset(modelPtr_->primalRowSolution(),0,numberRows*sizeof(double)); |
| 2570 | modelPtr_->clpMatrix()->times(1.0,solution,modelPtr_->primalRowSolution()); |
| 2571 | modelPtr_->checkSolutionInternal(); |
| 2572 | //modelPtr_->setLogLevel(1); |
| 2573 | //modelPtr_->allSlackBasis(); |
| 2574 | //modelPtr_->primal(1); |
| 2575 | //memset(modelPtr_->primalRowSolution(),0,numberRows*sizeof(double)); |
| 2576 | //modelPtr_->clpMatrix()->times(1.0,solution,modelPtr_->primalRowSolution()); |
| 2577 | //modelPtr_->checkSolutionInternal(); |
| 2578 | assert (!modelPtr_->problemStatus()); |
| 2579 | } |
| 2580 | #endif |
| 2581 | modelPtr_->setNumberIterations(smallModel_->numberIterations()); |
| 2582 | // and back bounds |
| 2583 | CoinMemcpyN(saveLower,number,smallModel_->lowerRegion()); |
| 2584 | CoinMemcpyN(saveUpper,number,smallModel_->upperRegion()); |
| 2585 | } |
| 2586 | if (savedObjective) { |
| 2587 | // fix up |
| 2588 | modelPtr_->dblParam_[ClpDualObjectiveLimit]=savedDualLimit; |
| 2589 | //modelPtr_->setMoreSpecialOptions(modelPtr_->moreSpecialOptions()&(~32)); |
| 2590 | modelPtr_->objective_=savedObjective; |
| 2591 | if (!modelPtr_->problemStatus_) { |
| 2592 | CoinZeroN(modelPtr_->dual_,modelPtr_->numberRows_); |
| 2593 | CoinZeroN(modelPtr_->reducedCost_,modelPtr_->numberColumns_); |
| 2594 | if (modelPtr_->dj_&&(modelPtr_->whatsChanged_&1)!=0) |
| 2595 | CoinZeroN(modelPtr_->dj_,modelPtr_->numberColumns_+modelPtr_->numberRows_); |
| 2596 | modelPtr_->computeObjectiveValue(); |
| 2597 | } |
| 2598 | } |
| 2599 | modelPtr_->setIntParam(ClpMaxNumIteration,itlimOrig_); |
| 2600 | } |
| 2601 | |
| 2602 | void OsiClpSolverInterface::unmarkHotStart() |
| 2603 | { |
| 2604 | #ifdef CLEAN_HOT_START |
| 2605 | if ((specialOptions_&65536)!=0) { |
| 2606 | modelPtr_->setLogLevel(saveData_.scalingFlag_); |
| 2607 | modelPtr_->deleteRim(0); |
| 2608 | if (lastNumberRows_<0) { |
| 2609 | specialOptions_ |= 131072; |
| 2610 | lastNumberRows_ = -1 -lastNumberRows_; |
| 2611 | if (modelPtr_->rowScale_) { |
| 2612 | if (modelPtr_->rowScale_!=rowScale_.array()) { |
| 2613 | delete [] modelPtr_->rowScale_; |
| 2614 | delete [] modelPtr_->columnScale_; |
| 2615 | } |
| 2616 | modelPtr_->rowScale_=NULL; |
| 2617 | modelPtr_->columnScale_=NULL; |
| 2618 | } |
| 2619 | } |
| 2620 | delete factorization_; |
| 2621 | delete [] spareArrays_; |
| 2622 | smallModel_=NULL; |
| 2623 | spareArrays_=NULL; |
| 2624 | factorization_=NULL; |
| 2625 | delete [] rowActivity_; |
| 2626 | delete [] columnActivity_; |
| 2627 | rowActivity_=NULL; |
| 2628 | columnActivity_=NULL; |
| 2629 | return; |
| 2630 | } |
| 2631 | #endif |
| 2632 | if (smallModel_==NULL) { |
| 2633 | setWarmStart(ws_); |
| 2634 | int numberRows = modelPtr_->numberRows(); |
| 2635 | int numberColumns = modelPtr_->numberColumns(); |
| 2636 | CoinMemcpyN( rowActivity_,numberRows,modelPtr_->primalRowSolution()); |
| 2637 | CoinMemcpyN(columnActivity_,numberColumns,modelPtr_->primalColumnSolution()); |
| 2638 | delete ws_; |
| 2639 | ws_ = NULL; |
| 2640 | } else { |
| 2641 | #ifndef KEEP_SMALL |
| 2642 | if (smallModel_!=modelPtr_) |
| 2643 | delete smallModel_; |
| 2644 | smallModel_=NULL; |
| 2645 | #else |
| 2646 | if (smallModel_==modelPtr_) { |
| 2647 | smallModel_=NULL; |
| 2648 | } else if (smallModel_) { |
| 2649 | if(!spareArrays_) { |
| 2650 | delete smallModel_; |
| 2651 | smallModel_=NULL; |
| 2652 | delete factorization_; |
| 2653 | factorization_=NULL; |
| 2654 | } else { |
| 2655 | static_cast<ClpSimplexDual *> (smallModel_)->cleanupAfterStrongBranching( factorization_); |
| 2656 | if ((smallModel_->specialOptions_&4096)==0) { |
| 2657 | delete factorization_; |
| 2658 | } |
| 2659 | } |
| 2660 | } |
| 2661 | #endif |
| 2662 | //delete [] spareArrays_; |
| 2663 | //spareArrays_=NULL; |
| 2664 | factorization_=NULL; |
| 2665 | } |
| 2666 | delete [] rowActivity_; |
| 2667 | delete [] columnActivity_; |
| 2668 | rowActivity_=NULL; |
| 2669 | columnActivity_=NULL; |
| 2670 | // Make sure whatsChanged not out of sync |
| 2671 | if (!modelPtr_->columnUpperWork_) |
| 2672 | modelPtr_->whatsChanged_ &= ~0xffff; |
| 2673 | modelPtr_->specialOptions_ = saveData_.specialOptions_; |
| 2674 | } |
| 2675 | |
| 2676 | //############################################################################# |
| 2677 | // Problem information methods (original data) |
| 2678 | //############################################################################# |
| 2679 | |
| 2680 | //------------------------------------------------------------------ |
| 2681 | const char * OsiClpSolverInterface::getRowSense() const |
| 2682 | { |
| 2683 | extractSenseRhsRange(); |
| 2684 | return rowsense_; |
| 2685 | } |
| 2686 | //------------------------------------------------------------------ |
| 2687 | const double * OsiClpSolverInterface::getRightHandSide() const |
| 2688 | { |
| 2689 | extractSenseRhsRange(); |
| 2690 | return rhs_; |
| 2691 | } |
| 2692 | //------------------------------------------------------------------ |
| 2693 | const double * OsiClpSolverInterface::getRowRange() const |
| 2694 | { |
| 2695 | extractSenseRhsRange(); |
| 2696 | return rowrange_; |
| 2697 | } |
| 2698 | //------------------------------------------------------------------ |
| 2699 | // Return information on integrality |
| 2700 | //------------------------------------------------------------------ |
| 2701 | bool OsiClpSolverInterface::isContinuous(int colNumber) const |
| 2702 | { |
| 2703 | if ( integerInformation_==NULL ) return true; |
| 2704 | #ifndef NDEBUG |
| 2705 | int n = modelPtr_->numberColumns(); |
| 2706 | if (colNumber<0||colNumber>=n) { |
| 2707 | indexError(colNumber,"isContinuous" ); |
| 2708 | } |
| 2709 | #endif |
| 2710 | if ( integerInformation_[colNumber]==0 ) return true; |
| 2711 | return false; |
| 2712 | } |
| 2713 | bool |
| 2714 | OsiClpSolverInterface::isBinary(int colNumber) const |
| 2715 | { |
| 2716 | #ifndef NDEBUG |
| 2717 | int n = modelPtr_->numberColumns(); |
| 2718 | if (colNumber<0||colNumber>=n) { |
| 2719 | indexError(colNumber,"isBinary" ); |
| 2720 | } |
| 2721 | #endif |
| 2722 | if ( integerInformation_==NULL || integerInformation_[colNumber]==0 ) { |
| 2723 | return false; |
| 2724 | } else { |
| 2725 | const double * cu = getColUpper(); |
| 2726 | const double * cl = getColLower(); |
| 2727 | if ((cu[colNumber]== 1 || cu[colNumber]== 0) && |
| 2728 | (cl[colNumber]== 0 || cl[colNumber]==1)) |
| 2729 | return true; |
| 2730 | else |
| 2731 | return false; |
| 2732 | } |
| 2733 | } |
| 2734 | //----------------------------------------------------------------------------- |
| 2735 | bool |
| 2736 | OsiClpSolverInterface::isInteger(int colNumber) const |
| 2737 | { |
| 2738 | #ifndef NDEBUG |
| 2739 | int n = modelPtr_->numberColumns(); |
| 2740 | if (colNumber<0||colNumber>=n) { |
| 2741 | indexError(colNumber,"isInteger" ); |
| 2742 | } |
| 2743 | #endif |
| 2744 | if ( integerInformation_==NULL || integerInformation_[colNumber]==0 ) |
| 2745 | return false; |
| 2746 | else |
| 2747 | return true; |
| 2748 | } |
| 2749 | //----------------------------------------------------------------------------- |
| 2750 | bool |
| 2751 | OsiClpSolverInterface::isIntegerNonBinary(int colNumber) const |
| 2752 | { |
| 2753 | #ifndef NDEBUG |
| 2754 | int n = modelPtr_->numberColumns(); |
| 2755 | if (colNumber<0||colNumber>=n) { |
| 2756 | indexError(colNumber,"isIntegerNonBinary" ); |
| 2757 | } |
| 2758 | #endif |
| 2759 | if ( integerInformation_==NULL || integerInformation_[colNumber]==0 ) { |
| 2760 | return false; |
| 2761 | } else { |
| 2762 | return !isBinary(colNumber); |
| 2763 | } |
| 2764 | } |
| 2765 | //----------------------------------------------------------------------------- |
| 2766 | bool |
| 2767 | OsiClpSolverInterface::isFreeBinary(int colNumber) const |
| 2768 | { |
| 2769 | #ifndef NDEBUG |
| 2770 | int n = modelPtr_->numberColumns(); |
| 2771 | if (colNumber<0||colNumber>=n) { |
| 2772 | indexError(colNumber,"isFreeBinary" ); |
| 2773 | } |
| 2774 | #endif |
| 2775 | if ( integerInformation_==NULL || integerInformation_[colNumber]==0 ) { |
| 2776 | return false; |
| 2777 | } else { |
| 2778 | const double * cu = getColUpper(); |
| 2779 | const double * cl = getColLower(); |
| 2780 | if ((cu[colNumber]== 1) && (cl[colNumber]== 0)) |
| 2781 | return true; |
| 2782 | else |
| 2783 | return false; |
| 2784 | } |
| 2785 | } |
| 2786 | /* Return array of column length |
| 2787 | 0 - continuous |
| 2788 | 1 - binary (may get fixed later) |
| 2789 | 2 - general integer (may get fixed later) |
| 2790 | */ |
| 2791 | const char * |
| 2792 | OsiClpSolverInterface::getColType(bool refresh) const |
| 2793 | { |
| 2794 | if (!columnType_||refresh) { |
| 2795 | const int numCols = getNumCols() ; |
| 2796 | if (!columnType_) |
| 2797 | columnType_ = new char [numCols]; |
| 2798 | if ( integerInformation_==NULL ) { |
| 2799 | memset(columnType_,0,numCols); |
| 2800 | } else { |
| 2801 | const double * cu = getColUpper(); |
| 2802 | const double * cl = getColLower(); |
| 2803 | for (int i = 0 ; i < numCols ; ++i) { |
| 2804 | if (integerInformation_[i]) { |
| 2805 | if ((cu[i]== 1 || cu[i]== 0) && |
| 2806 | (cl[i]== 0 || cl[i]==1)) |
| 2807 | columnType_[i]=1; |
| 2808 | else |
| 2809 | columnType_[i]=2; |
| 2810 | } else { |
| 2811 | columnType_[i]=0; |
| 2812 | } |
| 2813 | } |
| 2814 | } |
| 2815 | } |
| 2816 | return columnType_; |
| 2817 | } |
| 2818 | |
| 2819 | /* Return true if column is integer but does not have to |
| 2820 | be declared as such. |
| 2821 | Note: This function returns true if the the column |
| 2822 | is binary or a general integer. |
| 2823 | */ |
| 2824 | bool |
| 2825 | OsiClpSolverInterface::isOptionalInteger(int colNumber) const |
| 2826 | { |
| 2827 | #ifndef NDEBUG |
| 2828 | int n = modelPtr_->numberColumns(); |
| 2829 | if (colNumber<0||colNumber>=n) { |
| 2830 | indexError(colNumber,"isInteger" ); |
| 2831 | } |
| 2832 | #endif |
| 2833 | if ( integerInformation_==NULL || integerInformation_[colNumber]!=2 ) |
| 2834 | return false; |
| 2835 | else |
| 2836 | return true; |
| 2837 | } |
| 2838 | /* Set the index-th variable to be an optional integer variable */ |
| 2839 | void |
| 2840 | OsiClpSolverInterface::setOptionalInteger(int index) |
| 2841 | { |
| 2842 | if (!integerInformation_) { |
| 2843 | integerInformation_ = new char[modelPtr_->numberColumns()]; |
| 2844 | CoinFillN ( integerInformation_, modelPtr_->numberColumns(),static_cast<char> (0)); |
| 2845 | } |
| 2846 | #ifndef NDEBUG |
| 2847 | int n = modelPtr_->numberColumns(); |
| 2848 | if (index<0||index>=n) { |
| 2849 | indexError(index,"setInteger" ); |
| 2850 | } |
| 2851 | #endif |
| 2852 | integerInformation_[index]=2; |
| 2853 | modelPtr_->setInteger(index); |
| 2854 | } |
| 2855 | |
| 2856 | //------------------------------------------------------------------ |
| 2857 | // Row and column copies of the matrix ... |
| 2858 | //------------------------------------------------------------------ |
| 2859 | const CoinPackedMatrix * OsiClpSolverInterface::getMatrixByRow() const |
| 2860 | { |
| 2861 | if ( matrixByRow_ == NULL || |
| 2862 | matrixByRow_->getNumElements() != |
| 2863 | modelPtr_->clpMatrix()->getNumElements() ) { |
| 2864 | delete matrixByRow_; |
| 2865 | matrixByRow_ = new CoinPackedMatrix(); |
| 2866 | matrixByRow_->setExtraGap(0.0); |
| 2867 | matrixByRow_->setExtraMajor(0.0); |
| 2868 | matrixByRow_->reverseOrderedCopyOf(*modelPtr_->matrix()); |
| 2869 | //matrixByRow_->removeGaps(); |
| 2870 | #if 0 |
| 2871 | CoinPackedMatrix back; |
| 2872 | std::cout<<"start check" <<std::endl; |
| 2873 | back.reverseOrderedCopyOf(*matrixByRow_); |
| 2874 | modelPtr_->matrix()->isEquivalent2(back); |
| 2875 | std::cout<<"stop check" <<std::endl; |
| 2876 | #endif |
| 2877 | } |
| 2878 | assert (matrixByRow_->getNumElements()==modelPtr_->clpMatrix()->getNumElements()); |
| 2879 | return matrixByRow_; |
| 2880 | } |
| 2881 | |
| 2882 | const CoinPackedMatrix * OsiClpSolverInterface::getMatrixByCol() const |
| 2883 | { |
| 2884 | return modelPtr_->matrix(); |
| 2885 | } |
| 2886 | |
| 2887 | // Get pointer to mutable column-wise copy of matrix (returns NULL if not meaningful) |
| 2888 | CoinPackedMatrix * |
| 2889 | OsiClpSolverInterface::getMutableMatrixByCol() const |
| 2890 | { |
| 2891 | ClpPackedMatrix * matrix = dynamic_cast<ClpPackedMatrix *>(modelPtr_->matrix_) ; |
| 2892 | if (matrix) |
| 2893 | return matrix->getPackedMatrix(); |
| 2894 | else |
| 2895 | return NULL; |
| 2896 | } |
| 2897 | |
| 2898 | //------------------------------------------------------------------ |
| 2899 | std::vector<double*> OsiClpSolverInterface::getDualRays(int /*maxNumRays*/, |
| 2900 | bool fullRay) const |
| 2901 | { |
| 2902 | if (fullRay == true) { |
| 2903 | throw CoinError("Full dual rays not yet implemented." ,"getDualRays" , |
| 2904 | "OsiClpSolverInterface" ); |
| 2905 | } |
| 2906 | return std::vector<double*>(1, modelPtr_->infeasibilityRay()); |
| 2907 | } |
| 2908 | //------------------------------------------------------------------ |
| 2909 | std::vector<double*> OsiClpSolverInterface::getPrimalRays(int /*maxNumRays*/) const |
| 2910 | { |
| 2911 | return std::vector<double*>(1, modelPtr_->unboundedRay()); |
| 2912 | } |
| 2913 | //############################################################################# |
| 2914 | void |
| 2915 | OsiClpSolverInterface::setContinuous(int index) |
| 2916 | { |
| 2917 | |
| 2918 | if (integerInformation_) { |
| 2919 | #ifndef NDEBUG |
| 2920 | int n = modelPtr_->numberColumns(); |
| 2921 | if (index<0||index>=n) { |
| 2922 | indexError(index,"setContinuous" ); |
| 2923 | } |
| 2924 | #endif |
| 2925 | integerInformation_[index]=0; |
| 2926 | } |
| 2927 | modelPtr_->setContinuous(index); |
| 2928 | } |
| 2929 | //----------------------------------------------------------------------------- |
| 2930 | void |
| 2931 | OsiClpSolverInterface::setInteger(int index) |
| 2932 | { |
| 2933 | if (!integerInformation_) { |
| 2934 | integerInformation_ = new char[modelPtr_->numberColumns()]; |
| 2935 | CoinFillN ( integerInformation_, modelPtr_->numberColumns(),static_cast<char> (0)); |
| 2936 | } |
| 2937 | #ifndef NDEBUG |
| 2938 | int n = modelPtr_->numberColumns(); |
| 2939 | if (index<0||index>=n) { |
| 2940 | indexError(index,"setInteger" ); |
| 2941 | } |
| 2942 | #endif |
| 2943 | integerInformation_[index]=1; |
| 2944 | modelPtr_->setInteger(index); |
| 2945 | } |
| 2946 | //----------------------------------------------------------------------------- |
| 2947 | void |
| 2948 | OsiClpSolverInterface::setContinuous(const int* indices, int len) |
| 2949 | { |
| 2950 | if (integerInformation_) { |
| 2951 | #ifndef NDEBUG |
| 2952 | int n = modelPtr_->numberColumns(); |
| 2953 | #endif |
| 2954 | int i; |
| 2955 | for (i=0; i<len;i++) { |
| 2956 | int colNumber = indices[i]; |
| 2957 | #ifndef NDEBUG |
| 2958 | if (colNumber<0||colNumber>=n) { |
| 2959 | indexError(colNumber,"setContinuous" ); |
| 2960 | } |
| 2961 | #endif |
| 2962 | integerInformation_[colNumber]=0; |
| 2963 | modelPtr_->setContinuous(colNumber); |
| 2964 | } |
| 2965 | } |
| 2966 | } |
| 2967 | //----------------------------------------------------------------------------- |
| 2968 | void |
| 2969 | OsiClpSolverInterface::setInteger(const int* indices, int len) |
| 2970 | { |
| 2971 | if (!integerInformation_) { |
| 2972 | integerInformation_ = new char[modelPtr_->numberColumns()]; |
| 2973 | CoinFillN ( integerInformation_, modelPtr_->numberColumns(),static_cast<char> (0)); |
| 2974 | } |
| 2975 | #ifndef NDEBUG |
| 2976 | int n = modelPtr_->numberColumns(); |
| 2977 | #endif |
| 2978 | int i; |
| 2979 | for (i=0; i<len;i++) { |
| 2980 | int colNumber = indices[i]; |
| 2981 | #ifndef NDEBUG |
| 2982 | if (colNumber<0||colNumber>=n) { |
| 2983 | indexError(colNumber,"setInteger" ); |
| 2984 | } |
| 2985 | #endif |
| 2986 | integerInformation_[colNumber]=1; |
| 2987 | modelPtr_->setInteger(colNumber); |
| 2988 | } |
| 2989 | } |
| 2990 | /* Set the objective coefficients for all columns |
| 2991 | array [getNumCols()] is an array of values for the objective. |
| 2992 | This defaults to a series of set operations and is here for speed. |
| 2993 | */ |
| 2994 | void |
| 2995 | OsiClpSolverInterface::setObjective(const double * array) |
| 2996 | { |
| 2997 | // Say can't gurantee optimal basis etc |
| 2998 | lastAlgorithm_=999; |
| 2999 | modelPtr_->whatsChanged_ &= (0xffff&~64); |
| 3000 | int n = modelPtr_->numberColumns() ; |
| 3001 | if (fakeMinInSimplex_) { |
| 3002 | std::transform(array,array+n, |
| 3003 | modelPtr_->objective(),std::negate<double>()) ; |
| 3004 | } else { |
| 3005 | CoinMemcpyN(array,n,modelPtr_->objective()); |
| 3006 | } |
| 3007 | } |
| 3008 | /* Set the lower bounds for all columns |
| 3009 | array [getNumCols()] is an array of values for the objective. |
| 3010 | This defaults to a series of set operations and is here for speed. |
| 3011 | */ |
| 3012 | void |
| 3013 | OsiClpSolverInterface::setColLower(const double * array) |
| 3014 | { |
| 3015 | // Say can't gurantee optimal basis etc |
| 3016 | lastAlgorithm_=999; |
| 3017 | modelPtr_->whatsChanged_ &= (0x1ffff&128); |
| 3018 | CoinMemcpyN(array,modelPtr_->numberColumns(), |
| 3019 | modelPtr_->columnLower()); |
| 3020 | } |
| 3021 | /* Set the upper bounds for all columns |
| 3022 | array [getNumCols()] is an array of values for the objective. |
| 3023 | This defaults to a series of set operations and is here for speed. |
| 3024 | */ |
| 3025 | void |
| 3026 | OsiClpSolverInterface::setColUpper(const double * array) |
| 3027 | { |
| 3028 | // Say can't gurantee optimal basis etc |
| 3029 | lastAlgorithm_=999; |
| 3030 | modelPtr_->whatsChanged_ &= (0x1ffff&256); |
| 3031 | CoinMemcpyN(array,modelPtr_->numberColumns(), |
| 3032 | modelPtr_->columnUpper()); |
| 3033 | } |
| 3034 | //----------------------------------------------------------------------------- |
| 3035 | void OsiClpSolverInterface::setColSolution(const double * cs) |
| 3036 | { |
| 3037 | // Say can't gurantee optimal basis etc |
| 3038 | lastAlgorithm_=999; |
| 3039 | CoinDisjointCopyN(cs,modelPtr_->numberColumns(), |
| 3040 | modelPtr_->primalColumnSolution()); |
| 3041 | if (modelPtr_->solveType()==2) { |
| 3042 | // directly into code as well |
| 3043 | CoinDisjointCopyN(cs,modelPtr_->numberColumns(), |
| 3044 | modelPtr_->solutionRegion(1)); |
| 3045 | } |
| 3046 | // compute row activity |
| 3047 | memset(modelPtr_->primalRowSolution(),0,modelPtr_->numberRows()*sizeof(double)); |
| 3048 | modelPtr_->times(1.0,modelPtr_->primalColumnSolution(),modelPtr_->primalRowSolution()); |
| 3049 | } |
| 3050 | //----------------------------------------------------------------------------- |
| 3051 | void OsiClpSolverInterface::setRowPrice(const double * rs) |
| 3052 | { |
| 3053 | CoinDisjointCopyN(rs,modelPtr_->numberRows(), |
| 3054 | modelPtr_->dualRowSolution()); |
| 3055 | if (modelPtr_->solveType()==2) { |
| 3056 | // directly into code as well (? sign ) |
| 3057 | CoinDisjointCopyN(rs,modelPtr_->numberRows(), |
| 3058 | modelPtr_->djRegion(0)); |
| 3059 | } |
| 3060 | // compute reduced costs |
| 3061 | memcpy(modelPtr_->dualColumnSolution(),modelPtr_->objective(), |
| 3062 | modelPtr_->numberColumns()*sizeof(double)); |
| 3063 | modelPtr_->transposeTimes(-1.0,modelPtr_->dualRowSolution(),modelPtr_->dualColumnSolution()); |
| 3064 | } |
| 3065 | |
| 3066 | //############################################################################# |
| 3067 | // Problem modifying methods (matrix) |
| 3068 | //############################################################################# |
| 3069 | void |
| 3070 | OsiClpSolverInterface::addCol(const CoinPackedVectorBase& vec, |
| 3071 | const double collb, const double colub, |
| 3072 | const double obj) |
| 3073 | { |
| 3074 | int numberColumns = modelPtr_->numberColumns(); |
| 3075 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|8|64|128|256)); |
| 3076 | modelPtr_->resize(modelPtr_->numberRows(),numberColumns+1); |
| 3077 | linearObjective_ = modelPtr_->objective(); |
| 3078 | basis_.resize(modelPtr_->numberRows(),numberColumns+1); |
| 3079 | setColBounds(numberColumns,collb,colub); |
| 3080 | setObjCoeff(numberColumns,obj); |
| 3081 | if (!modelPtr_->clpMatrix()) |
| 3082 | modelPtr_->createEmptyMatrix(); |
| 3083 | modelPtr_->matrix()->appendCol(vec); |
| 3084 | if (integerInformation_) { |
| 3085 | char * temp = new char[numberColumns+1]; |
| 3086 | CoinMemcpyN(integerInformation_,numberColumns,temp); |
| 3087 | delete [] integerInformation_; |
| 3088 | integerInformation_ = temp; |
| 3089 | integerInformation_[numberColumns]=0; |
| 3090 | } |
| 3091 | freeCachedResults(); |
| 3092 | } |
| 3093 | //----------------------------------------------------------------------------- |
| 3094 | /* Add a column (primal variable) to the problem. */ |
| 3095 | void |
| 3096 | OsiClpSolverInterface::addCol(int numberElements, const int * rows, const double * elements, |
| 3097 | const double collb, const double colub, |
| 3098 | const double obj) |
| 3099 | { |
| 3100 | CoinPackedVector column(numberElements, rows, elements); |
| 3101 | addCol(column,collb,colub,obj); |
| 3102 | } |
| 3103 | // Add a named column (primal variable) to the problem. |
| 3104 | void |
| 3105 | OsiClpSolverInterface::addCol(const CoinPackedVectorBase& vec, |
| 3106 | const double collb, const double colub, |
| 3107 | const double obj, std::string name) |
| 3108 | { |
| 3109 | int ndx = getNumCols() ; |
| 3110 | addCol(vec,collb,colub,obj) ; |
| 3111 | setColName(ndx,name) ; |
| 3112 | } |
| 3113 | //----------------------------------------------------------------------------- |
| 3114 | void |
| 3115 | OsiClpSolverInterface::addCols(const int numcols, |
| 3116 | const CoinPackedVectorBase * const * cols, |
| 3117 | const double* collb, const double* colub, |
| 3118 | const double* obj) |
| 3119 | { |
| 3120 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|8|64|128|256)); |
| 3121 | int numberColumns = modelPtr_->numberColumns(); |
| 3122 | modelPtr_->resize(modelPtr_->numberRows(),numberColumns+numcols); |
| 3123 | linearObjective_ = modelPtr_->objective(); |
| 3124 | basis_.resize(modelPtr_->numberRows(),numberColumns+numcols); |
| 3125 | double * lower = modelPtr_->columnLower()+numberColumns; |
| 3126 | double * upper = modelPtr_->columnUpper()+numberColumns; |
| 3127 | double * objective = modelPtr_->objective()+numberColumns; |
| 3128 | int iCol; |
| 3129 | if (collb) { |
| 3130 | for (iCol = 0; iCol < numcols; iCol++) { |
| 3131 | lower[iCol]= forceIntoRange(collb[iCol], -OsiClpInfinity, OsiClpInfinity); |
| 3132 | if (lower[iCol]<-1.0e27) |
| 3133 | lower[iCol]=-COIN_DBL_MAX; |
| 3134 | } |
| 3135 | } else { |
| 3136 | CoinFillN ( lower, numcols,0.0); |
| 3137 | } |
| 3138 | if (colub) { |
| 3139 | for (iCol = 0; iCol < numcols; iCol++) { |
| 3140 | upper[iCol]= forceIntoRange(colub[iCol], -OsiClpInfinity, OsiClpInfinity); |
| 3141 | if (upper[iCol]>1.0e27) |
| 3142 | upper[iCol]=COIN_DBL_MAX; |
| 3143 | } |
| 3144 | } else { |
| 3145 | CoinFillN ( upper, numcols,COIN_DBL_MAX); |
| 3146 | } |
| 3147 | if (obj) { |
| 3148 | for (iCol = 0; iCol < numcols; iCol++) { |
| 3149 | objective[iCol] = obj[iCol]; |
| 3150 | } |
| 3151 | } else { |
| 3152 | CoinFillN ( objective, numcols,0.0); |
| 3153 | } |
| 3154 | if (!modelPtr_->clpMatrix()) |
| 3155 | modelPtr_->createEmptyMatrix(); |
| 3156 | modelPtr_->matrix()->appendCols(numcols,cols); |
| 3157 | if (integerInformation_) { |
| 3158 | char * temp = new char[numberColumns+numcols]; |
| 3159 | CoinMemcpyN(integerInformation_,numberColumns,temp); |
| 3160 | delete [] integerInformation_; |
| 3161 | integerInformation_ = temp; |
| 3162 | for (iCol = 0; iCol < numcols; iCol++) |
| 3163 | integerInformation_[numberColumns+iCol]=0; |
| 3164 | } |
| 3165 | freeCachedResults(); |
| 3166 | } |
| 3167 | void |
| 3168 | OsiClpSolverInterface::addCols(const int numcols, |
| 3169 | const int * columnStarts, const int * rows, const double * elements, |
| 3170 | const double* collb, const double* colub, |
| 3171 | const double* obj) |
| 3172 | { |
| 3173 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|8|64|128|256)); |
| 3174 | int numberColumns = modelPtr_->numberColumns(); |
| 3175 | modelPtr_->resize(modelPtr_->numberRows(),numberColumns+numcols); |
| 3176 | linearObjective_ = modelPtr_->objective(); |
| 3177 | basis_.resize(modelPtr_->numberRows(),numberColumns+numcols); |
| 3178 | double * lower = modelPtr_->columnLower()+numberColumns; |
| 3179 | double * upper = modelPtr_->columnUpper()+numberColumns; |
| 3180 | double * objective = modelPtr_->objective()+numberColumns; |
| 3181 | int iCol; |
| 3182 | if (collb) { |
| 3183 | for (iCol = 0; iCol < numcols; iCol++) { |
| 3184 | lower[iCol]= forceIntoRange(collb[iCol], -OsiClpInfinity, OsiClpInfinity); |
| 3185 | if (lower[iCol]<-1.0e27) |
| 3186 | lower[iCol]=-COIN_DBL_MAX; |
| 3187 | } |
| 3188 | } else { |
| 3189 | CoinFillN ( lower, numcols,0.0); |
| 3190 | } |
| 3191 | if (colub) { |
| 3192 | for (iCol = 0; iCol < numcols; iCol++) { |
| 3193 | upper[iCol]= forceIntoRange(colub[iCol], -OsiClpInfinity, OsiClpInfinity); |
| 3194 | if (upper[iCol]>1.0e27) |
| 3195 | upper[iCol]=COIN_DBL_MAX; |
| 3196 | } |
| 3197 | } else { |
| 3198 | CoinFillN ( upper, numcols,COIN_DBL_MAX); |
| 3199 | } |
| 3200 | if (obj) { |
| 3201 | for (iCol = 0; iCol < numcols; iCol++) { |
| 3202 | objective[iCol] = obj[iCol]; |
| 3203 | } |
| 3204 | } else { |
| 3205 | CoinFillN ( objective, numcols,0.0); |
| 3206 | } |
| 3207 | if (!modelPtr_->clpMatrix()) |
| 3208 | modelPtr_->createEmptyMatrix(); |
| 3209 | modelPtr_->matrix()->appendCols(numcols,columnStarts,rows,elements); |
| 3210 | if (integerInformation_) { |
| 3211 | char * temp = new char[numberColumns+numcols]; |
| 3212 | CoinMemcpyN(integerInformation_,numberColumns,temp); |
| 3213 | delete [] integerInformation_; |
| 3214 | integerInformation_ = temp; |
| 3215 | for (iCol = 0; iCol < numcols; iCol++) |
| 3216 | integerInformation_[numberColumns+iCol]=0; |
| 3217 | } |
| 3218 | freeCachedResults(); |
| 3219 | } |
| 3220 | //----------------------------------------------------------------------------- |
| 3221 | void |
| 3222 | OsiClpSolverInterface::deleteCols(const int num, const int * columnIndices) |
| 3223 | { |
| 3224 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|8|64|128|256)); |
| 3225 | findIntegers(false); |
| 3226 | deleteBranchingInfo(num,columnIndices); |
| 3227 | modelPtr_->deleteColumns(num,columnIndices); |
| 3228 | int nameDiscipline; |
| 3229 | getIntParam(OsiNameDiscipline,nameDiscipline) ; |
| 3230 | if (num&&nameDiscipline) { |
| 3231 | // Very clumsy (and inefficient) - need to sort and then go backwards in ? chunks |
| 3232 | int * indices = CoinCopyOfArray(columnIndices,num); |
| 3233 | std::sort(indices,indices+num); |
| 3234 | int num2=num; |
| 3235 | while(num2) { |
| 3236 | int next = indices[num2-1]; |
| 3237 | int firstDelete = num2-1; |
| 3238 | int i; |
| 3239 | for (i=num2-2;i>=0;i--) { |
| 3240 | if (indices[i]+1==next) { |
| 3241 | next --; |
| 3242 | firstDelete=i; |
| 3243 | } else { |
| 3244 | break; |
| 3245 | } |
| 3246 | } |
| 3247 | OsiSolverInterface::deleteColNames(indices[firstDelete],num2-firstDelete); |
| 3248 | num2 = firstDelete; |
| 3249 | assert (num2>=0); |
| 3250 | } |
| 3251 | delete [] indices; |
| 3252 | } |
| 3253 | // synchronize integers (again) |
| 3254 | if (integerInformation_) { |
| 3255 | int numberColumns = modelPtr_->numberColumns(); |
| 3256 | for (int i=0;i<numberColumns;i++) { |
| 3257 | if (modelPtr_->isInteger(i)) |
| 3258 | integerInformation_[i]=1; |
| 3259 | else |
| 3260 | integerInformation_[i]=0; |
| 3261 | } |
| 3262 | } |
| 3263 | basis_.deleteColumns(num,columnIndices); |
| 3264 | linearObjective_ = modelPtr_->objective(); |
| 3265 | freeCachedResults(); |
| 3266 | } |
| 3267 | //----------------------------------------------------------------------------- |
| 3268 | void |
| 3269 | OsiClpSolverInterface::addRow(const CoinPackedVectorBase& vec, |
| 3270 | const double rowlb, const double rowub) |
| 3271 | { |
| 3272 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|4|16|32)); |
| 3273 | freeCachedResults0(); |
| 3274 | int numberRows = modelPtr_->numberRows(); |
| 3275 | modelPtr_->resize(numberRows+1,modelPtr_->numberColumns()); |
| 3276 | basis_.resize(numberRows+1,modelPtr_->numberColumns()); |
| 3277 | setRowBounds(numberRows,rowlb,rowub); |
| 3278 | if (!modelPtr_->clpMatrix()) |
| 3279 | modelPtr_->createEmptyMatrix(); |
| 3280 | modelPtr_->matrix()->appendRow(vec); |
| 3281 | freeCachedResults1(); |
| 3282 | } |
| 3283 | //----------------------------------------------------------------------------- |
| 3284 | void OsiClpSolverInterface::addRow(const CoinPackedVectorBase& vec, |
| 3285 | const double rowlb, const double rowub, |
| 3286 | std::string name) |
| 3287 | { |
| 3288 | int ndx = getNumRows() ; |
| 3289 | addRow(vec,rowlb,rowub) ; |
| 3290 | setRowName(ndx,name) ; |
| 3291 | } |
| 3292 | //----------------------------------------------------------------------------- |
| 3293 | void |
| 3294 | OsiClpSolverInterface::addRow(const CoinPackedVectorBase& vec, |
| 3295 | const char rowsen, const double rowrhs, |
| 3296 | const double rowrng) |
| 3297 | { |
| 3298 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|4|16|32)); |
| 3299 | freeCachedResults0(); |
| 3300 | int numberRows = modelPtr_->numberRows(); |
| 3301 | modelPtr_->resize(numberRows+1,modelPtr_->numberColumns()); |
| 3302 | basis_.resize(numberRows+1,modelPtr_->numberColumns()); |
| 3303 | double rowlb = 0, rowub = 0; |
| 3304 | convertSenseToBound(rowsen, rowrhs, rowrng, rowlb, rowub); |
| 3305 | setRowBounds(numberRows,rowlb,rowub); |
| 3306 | if (!modelPtr_->clpMatrix()) |
| 3307 | modelPtr_->createEmptyMatrix(); |
| 3308 | modelPtr_->matrix()->appendRow(vec); |
| 3309 | freeCachedResults1(); |
| 3310 | } |
| 3311 | //----------------------------------------------------------------------------- |
| 3312 | void |
| 3313 | OsiClpSolverInterface::addRow(int numberElements, const int * columns, const double * elements, |
| 3314 | const double rowlb, const double rowub) |
| 3315 | { |
| 3316 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|4|16|32)); |
| 3317 | freeCachedResults0(); |
| 3318 | int numberRows = modelPtr_->numberRows(); |
| 3319 | modelPtr_->resize(numberRows+1,modelPtr_->numberColumns()); |
| 3320 | basis_.resize(numberRows+1,modelPtr_->numberColumns()); |
| 3321 | setRowBounds(numberRows,rowlb,rowub); |
| 3322 | if (!modelPtr_->clpMatrix()) |
| 3323 | modelPtr_->createEmptyMatrix(); |
| 3324 | modelPtr_->matrix()->appendRow(numberElements, columns, elements); |
| 3325 | CoinBigIndex starts[2]; |
| 3326 | starts[0]=0; |
| 3327 | starts[1]=numberElements; |
| 3328 | redoScaleFactors( 1,starts, columns, elements); |
| 3329 | freeCachedResults1(); |
| 3330 | } |
| 3331 | //----------------------------------------------------------------------------- |
| 3332 | void |
| 3333 | OsiClpSolverInterface::addRows(const int numrows, |
| 3334 | const CoinPackedVectorBase * const * rows, |
| 3335 | const double* rowlb, const double* rowub) |
| 3336 | { |
| 3337 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|4|16|32)); |
| 3338 | freeCachedResults0(); |
| 3339 | int numberRows = modelPtr_->numberRows(); |
| 3340 | modelPtr_->resize(numberRows+numrows,modelPtr_->numberColumns()); |
| 3341 | basis_.resize(numberRows+numrows,modelPtr_->numberColumns()); |
| 3342 | double * lower = modelPtr_->rowLower()+numberRows; |
| 3343 | double * upper = modelPtr_->rowUpper()+numberRows; |
| 3344 | int iRow; |
| 3345 | for (iRow = 0; iRow < numrows; iRow++) { |
| 3346 | if (rowlb) |
| 3347 | lower[iRow]= forceIntoRange(rowlb[iRow], -OsiClpInfinity, OsiClpInfinity); |
| 3348 | else |
| 3349 | lower[iRow]=-OsiClpInfinity; |
| 3350 | if (rowub) |
| 3351 | upper[iRow]= forceIntoRange(rowub[iRow], -OsiClpInfinity, OsiClpInfinity); |
| 3352 | else |
| 3353 | upper[iRow]=OsiClpInfinity; |
| 3354 | if (lower[iRow]<-1.0e27) |
| 3355 | lower[iRow]=-COIN_DBL_MAX; |
| 3356 | if (upper[iRow]>1.0e27) |
| 3357 | upper[iRow]=COIN_DBL_MAX; |
| 3358 | } |
| 3359 | if (!modelPtr_->clpMatrix()) |
| 3360 | modelPtr_->createEmptyMatrix(); |
| 3361 | modelPtr_->matrix()->appendRows(numrows,rows); |
| 3362 | freeCachedResults1(); |
| 3363 | } |
| 3364 | //----------------------------------------------------------------------------- |
| 3365 | void |
| 3366 | OsiClpSolverInterface::addRows(const int numrows, |
| 3367 | const CoinPackedVectorBase * const * rows, |
| 3368 | const char* rowsen, const double* rowrhs, |
| 3369 | const double* rowrng) |
| 3370 | { |
| 3371 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|4|16|32)); |
| 3372 | freeCachedResults0(); |
| 3373 | int numberRows = modelPtr_->numberRows(); |
| 3374 | modelPtr_->resize(numberRows+numrows,modelPtr_->numberColumns()); |
| 3375 | basis_.resize(numberRows+numrows,modelPtr_->numberColumns()); |
| 3376 | double * lower = modelPtr_->rowLower()+numberRows; |
| 3377 | double * upper = modelPtr_->rowUpper()+numberRows; |
| 3378 | int iRow; |
| 3379 | for (iRow = 0; iRow < numrows; iRow++) { |
| 3380 | double rowlb = 0, rowub = 0; |
| 3381 | convertSenseToBound(rowsen[iRow], rowrhs[iRow], rowrng[iRow], |
| 3382 | rowlb, rowub); |
| 3383 | lower[iRow]= forceIntoRange(rowlb, -OsiClpInfinity, OsiClpInfinity); |
| 3384 | upper[iRow]= forceIntoRange(rowub, -OsiClpInfinity, OsiClpInfinity); |
| 3385 | if (lower[iRow]<-1.0e27) |
| 3386 | lower[iRow]=-COIN_DBL_MAX; |
| 3387 | if (upper[iRow]>1.0e27) |
| 3388 | upper[iRow]=COIN_DBL_MAX; |
| 3389 | } |
| 3390 | if (!modelPtr_->clpMatrix()) |
| 3391 | modelPtr_->createEmptyMatrix(); |
| 3392 | modelPtr_->matrix()->appendRows(numrows,rows); |
| 3393 | freeCachedResults1(); |
| 3394 | } |
| 3395 | void |
| 3396 | OsiClpSolverInterface::addRows(const int numrows, |
| 3397 | const int * rowStarts, const int * columns, const double * element, |
| 3398 | const double* rowlb, const double* rowub) |
| 3399 | { |
| 3400 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|4|16|32)); |
| 3401 | freeCachedResults0(); |
| 3402 | int numberRows = modelPtr_->numberRows(); |
| 3403 | modelPtr_->resize(numberRows+numrows,modelPtr_->numberColumns()); |
| 3404 | basis_.resize(numberRows+numrows,modelPtr_->numberColumns()); |
| 3405 | double * lower = modelPtr_->rowLower()+numberRows; |
| 3406 | double * upper = modelPtr_->rowUpper()+numberRows; |
| 3407 | int iRow; |
| 3408 | for (iRow = 0; iRow < numrows; iRow++) { |
| 3409 | if (rowlb) |
| 3410 | lower[iRow]= forceIntoRange(rowlb[iRow], -OsiClpInfinity, OsiClpInfinity); |
| 3411 | else |
| 3412 | lower[iRow]=-OsiClpInfinity; |
| 3413 | if (rowub) |
| 3414 | upper[iRow]= forceIntoRange(rowub[iRow], -OsiClpInfinity, OsiClpInfinity); |
| 3415 | else |
| 3416 | upper[iRow]=OsiClpInfinity; |
| 3417 | if (lower[iRow]<-1.0e27) |
| 3418 | lower[iRow]=-COIN_DBL_MAX; |
| 3419 | if (upper[iRow]>1.0e27) |
| 3420 | upper[iRow]=COIN_DBL_MAX; |
| 3421 | } |
| 3422 | if (!modelPtr_->clpMatrix()) |
| 3423 | modelPtr_->createEmptyMatrix(); |
| 3424 | modelPtr_->matrix()->appendRows(numrows,rowStarts,columns,element); |
| 3425 | redoScaleFactors( numrows,rowStarts, columns, element); |
| 3426 | freeCachedResults1(); |
| 3427 | } |
| 3428 | //----------------------------------------------------------------------------- |
| 3429 | void |
| 3430 | OsiClpSolverInterface::deleteRows(const int num, const int * rowIndices) |
| 3431 | { |
| 3432 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|4|16|32)); |
| 3433 | // will still be optimal if all rows basic |
| 3434 | bool allBasic=true; |
| 3435 | int numBasis = basis_.getNumArtificial(); |
| 3436 | for (int i=0;i<num;i++) { |
| 3437 | int iRow = rowIndices[i]; |
| 3438 | if (iRow<numBasis) { |
| 3439 | if (basis_.getArtifStatus(iRow)!=CoinWarmStartBasis::basic) { |
| 3440 | allBasic=false; |
| 3441 | break; |
| 3442 | } |
| 3443 | } |
| 3444 | } |
| 3445 | int saveAlgorithm = allBasic ? lastAlgorithm_ : 999; |
| 3446 | modelPtr_->deleteRows(num,rowIndices); |
| 3447 | int nameDiscipline; |
| 3448 | getIntParam(OsiNameDiscipline,nameDiscipline) ; |
| 3449 | if (num&&nameDiscipline) { |
| 3450 | // Very clumsy (and inefficient) - need to sort and then go backwards in ? chunks |
| 3451 | int * indices = CoinCopyOfArray(rowIndices,num); |
| 3452 | std::sort(indices,indices+num); |
| 3453 | int num2=num; |
| 3454 | while(num2) { |
| 3455 | int next = indices[num2-1]; |
| 3456 | int firstDelete = num2-1; |
| 3457 | int i; |
| 3458 | for (i=num2-2;i>=0;i--) { |
| 3459 | if (indices[i]+1==next) { |
| 3460 | next --; |
| 3461 | firstDelete=i; |
| 3462 | } else { |
| 3463 | break; |
| 3464 | } |
| 3465 | } |
| 3466 | OsiSolverInterface::deleteRowNames(indices[firstDelete],num2-firstDelete); |
| 3467 | num2 = firstDelete; |
| 3468 | assert (num2>=0); |
| 3469 | } |
| 3470 | delete [] indices; |
| 3471 | } |
| 3472 | basis_.deleteRows(num,rowIndices); |
| 3473 | CoinPackedMatrix * saveRowCopy = matrixByRow_; |
| 3474 | matrixByRow_=NULL; |
| 3475 | freeCachedResults(); |
| 3476 | modelPtr_->setNewRowCopy(NULL); |
| 3477 | delete modelPtr_->scaledMatrix_; |
| 3478 | modelPtr_->scaledMatrix_=NULL; |
| 3479 | if (saveRowCopy) { |
| 3480 | #if 1 |
| 3481 | matrixByRow_=saveRowCopy; |
| 3482 | matrixByRow_->deleteRows(num,rowIndices); |
| 3483 | assert (matrixByRow_->getNumElements()==modelPtr_->clpMatrix()->getNumElements()); |
| 3484 | #else |
| 3485 | delete saveRowCopy; |
| 3486 | #endif |
| 3487 | } |
| 3488 | lastAlgorithm_ = saveAlgorithm; |
| 3489 | if ((specialOptions_&131072)!=0) |
| 3490 | lastNumberRows_=modelPtr_->numberRows(); |
| 3491 | } |
| 3492 | |
| 3493 | //############################################################################# |
| 3494 | // Methods to input a problem |
| 3495 | //############################################################################# |
| 3496 | |
| 3497 | void |
| 3498 | OsiClpSolverInterface::loadProblem(const CoinPackedMatrix& matrix, |
| 3499 | const double* collb, const double* colub, |
| 3500 | const double* obj, |
| 3501 | const double* rowlb, const double* rowub) |
| 3502 | { |
| 3503 | modelPtr_->whatsChanged_ = 0; |
| 3504 | // Get rid of integer information (modelPtr will get rid of its copy) |
| 3505 | delete [] integerInformation_; |
| 3506 | integerInformation_=NULL; |
| 3507 | modelPtr_->loadProblem(matrix, collb, colub, obj, rowlb, rowub); |
| 3508 | linearObjective_ = modelPtr_->objective(); |
| 3509 | freeCachedResults(); |
| 3510 | basis_=CoinWarmStartBasis(); |
| 3511 | if (ws_) { |
| 3512 | delete ws_; |
| 3513 | ws_ = 0; |
| 3514 | } |
| 3515 | } |
| 3516 | |
| 3517 | //----------------------------------------------------------------------------- |
| 3518 | |
| 3519 | /* |
| 3520 | Expose the method that takes ClpMatrixBase. User request. Can't hurt, given |
| 3521 | the number of non-OSI methods already here. |
| 3522 | */ |
| 3523 | void OsiClpSolverInterface::loadProblem (const ClpMatrixBase& matrix, |
| 3524 | const double* collb, |
| 3525 | const double* colub, |
| 3526 | const double* obj, |
| 3527 | const double* rowlb, |
| 3528 | const double* rowub) |
| 3529 | { |
| 3530 | modelPtr_->whatsChanged_ = 0; |
| 3531 | // Get rid of integer information (modelPtr will get rid of its copy) |
| 3532 | delete [] integerInformation_; |
| 3533 | integerInformation_=NULL; |
| 3534 | modelPtr_->loadProblem(matrix,collb,colub,obj,rowlb,rowub); |
| 3535 | linearObjective_ = modelPtr_->objective(); |
| 3536 | freeCachedResults(); |
| 3537 | basis_=CoinWarmStartBasis(); |
| 3538 | if (ws_) { |
| 3539 | delete ws_; |
| 3540 | ws_ = 0; |
| 3541 | } |
| 3542 | } |
| 3543 | |
| 3544 | //----------------------------------------------------------------------------- |
| 3545 | |
| 3546 | void |
| 3547 | OsiClpSolverInterface::assignProblem(CoinPackedMatrix*& matrix, |
| 3548 | double*& collb, double*& colub, |
| 3549 | double*& obj, |
| 3550 | double*& rowlb, double*& rowub) |
| 3551 | { |
| 3552 | modelPtr_->whatsChanged_ = 0; |
| 3553 | // Get rid of integer information (modelPtr will get rid of its copy) |
| 3554 | loadProblem(*matrix, collb, colub, obj, rowlb, rowub); |
| 3555 | delete matrix; matrix = NULL; |
| 3556 | delete[] collb; collb = NULL; |
| 3557 | delete[] colub; colub = NULL; |
| 3558 | delete[] obj; obj = NULL; |
| 3559 | delete[] rowlb; rowlb = NULL; |
| 3560 | delete[] rowub; rowub = NULL; |
| 3561 | } |
| 3562 | |
| 3563 | //----------------------------------------------------------------------------- |
| 3564 | |
| 3565 | void |
| 3566 | OsiClpSolverInterface::loadProblem(const CoinPackedMatrix& matrix, |
| 3567 | const double* collb, const double* colub, |
| 3568 | const double* obj, |
| 3569 | const char* rowsen, const double* rowrhs, |
| 3570 | const double* rowrng) |
| 3571 | { |
| 3572 | modelPtr_->whatsChanged_ = 0; |
| 3573 | // Get rid of integer information (modelPtr will get rid of its copy) |
| 3574 | // assert( rowsen != NULL ); |
| 3575 | // assert( rowrhs != NULL ); |
| 3576 | // If any of Rhs NULLs then create arrays |
| 3577 | int numrows = matrix.getNumRows(); |
| 3578 | const char * rowsenUse = rowsen; |
| 3579 | if (!rowsen) { |
| 3580 | char * rowsen = new char [numrows]; |
| 3581 | for (int i=0;i<numrows;i++) |
| 3582 | rowsen[i]='G'; |
| 3583 | rowsenUse = rowsen; |
| 3584 | } |
| 3585 | const double * rowrhsUse = rowrhs; |
| 3586 | if (!rowrhs) { |
| 3587 | double * rowrhs = new double [numrows]; |
| 3588 | for (int i=0;i<numrows;i++) |
| 3589 | rowrhs[i]=0.0; |
| 3590 | rowrhsUse = rowrhs; |
| 3591 | } |
| 3592 | const double * rowrngUse = rowrng; |
| 3593 | if (!rowrng) { |
| 3594 | double * rowrng = new double [numrows]; |
| 3595 | for (int i=0;i<numrows;i++) |
| 3596 | rowrng[i]=0.0; |
| 3597 | rowrngUse = rowrng; |
| 3598 | } |
| 3599 | double * rowlb = new double[numrows]; |
| 3600 | double * rowub = new double[numrows]; |
| 3601 | for (int i = numrows-1; i >= 0; --i) { |
| 3602 | convertSenseToBound(rowsenUse[i],rowrhsUse[i],rowrngUse[i],rowlb[i],rowub[i]); |
| 3603 | } |
| 3604 | if (rowsen!=rowsenUse) |
| 3605 | delete [] rowsenUse; |
| 3606 | if (rowrhs!=rowrhsUse) |
| 3607 | delete [] rowrhsUse; |
| 3608 | if (rowrng!=rowrngUse) |
| 3609 | delete [] rowrngUse; |
| 3610 | loadProblem(matrix, collb, colub, obj, rowlb, rowub); |
| 3611 | delete [] rowlb; |
| 3612 | delete [] rowub; |
| 3613 | } |
| 3614 | |
| 3615 | //----------------------------------------------------------------------------- |
| 3616 | |
| 3617 | void |
| 3618 | OsiClpSolverInterface::assignProblem(CoinPackedMatrix*& matrix, |
| 3619 | double*& collb, double*& colub, |
| 3620 | double*& obj, |
| 3621 | char*& rowsen, double*& rowrhs, |
| 3622 | double*& rowrng) |
| 3623 | { |
| 3624 | modelPtr_->whatsChanged_ = 0; |
| 3625 | // Get rid of integer information (modelPtr will get rid of its copy) |
| 3626 | loadProblem(*matrix, collb, colub, obj, rowsen, rowrhs, rowrng); |
| 3627 | delete matrix; matrix = NULL; |
| 3628 | delete[] collb; collb = NULL; |
| 3629 | delete[] colub; colub = NULL; |
| 3630 | delete[] obj; obj = NULL; |
| 3631 | delete[] rowsen; rowsen = NULL; |
| 3632 | delete[] rowrhs; rowrhs = NULL; |
| 3633 | delete[] rowrng; rowrng = NULL; |
| 3634 | } |
| 3635 | |
| 3636 | //----------------------------------------------------------------------------- |
| 3637 | |
| 3638 | void |
| 3639 | OsiClpSolverInterface::loadProblem(const int numcols, const int numrows, |
| 3640 | const CoinBigIndex * start, const int* index, |
| 3641 | const double* value, |
| 3642 | const double* collb, const double* colub, |
| 3643 | const double* obj, |
| 3644 | const double* rowlb, const double* rowub) |
| 3645 | { |
| 3646 | modelPtr_->whatsChanged_ = 0; |
| 3647 | // Get rid of integer information (modelPtr will get rid of its copy) |
| 3648 | delete [] integerInformation_; |
| 3649 | integerInformation_=NULL; |
| 3650 | modelPtr_->loadProblem(numcols, numrows, start, index, |
| 3651 | value, collb, colub, obj, |
| 3652 | rowlb, rowub); |
| 3653 | linearObjective_ = modelPtr_->objective(); |
| 3654 | freeCachedResults(); |
| 3655 | basis_=CoinWarmStartBasis(); |
| 3656 | if (ws_) { |
| 3657 | delete ws_; |
| 3658 | ws_ = 0; |
| 3659 | } |
| 3660 | } |
| 3661 | //----------------------------------------------------------------------------- |
| 3662 | |
| 3663 | void |
| 3664 | OsiClpSolverInterface::loadProblem(const int numcols, const int numrows, |
| 3665 | const CoinBigIndex * start, const int* index, |
| 3666 | const double* value, |
| 3667 | const double* collb, const double* colub, |
| 3668 | const double* obj, |
| 3669 | const char* rowsen, const double* rowrhs, |
| 3670 | const double* rowrng) |
| 3671 | { |
| 3672 | modelPtr_->whatsChanged_ = 0; |
| 3673 | // Get rid of integer information (modelPtr will get rid of its copy) |
| 3674 | // If any of Rhs NULLs then create arrays |
| 3675 | const char * rowsenUse = rowsen; |
| 3676 | if (!rowsen) { |
| 3677 | char * rowsen = new char [numrows]; |
| 3678 | for (int i=0;i<numrows;i++) |
| 3679 | rowsen[i]='G'; |
| 3680 | rowsenUse = rowsen; |
| 3681 | } |
| 3682 | const double * rowrhsUse = rowrhs; |
| 3683 | if (!rowrhs) { |
| 3684 | double * rowrhs = new double [numrows]; |
| 3685 | for (int i=0;i<numrows;i++) |
| 3686 | rowrhs[i]=0.0; |
| 3687 | rowrhsUse = rowrhs; |
| 3688 | } |
| 3689 | const double * rowrngUse = rowrng; |
| 3690 | if (!rowrng) { |
| 3691 | double * rowrng = new double [numrows]; |
| 3692 | for (int i=0;i<numrows;i++) |
| 3693 | rowrng[i]=0.0; |
| 3694 | rowrngUse = rowrng; |
| 3695 | } |
| 3696 | double * rowlb = new double[numrows]; |
| 3697 | double * rowub = new double[numrows]; |
| 3698 | for (int i = numrows-1; i >= 0; --i) { |
| 3699 | convertSenseToBound(rowsenUse[i],rowrhsUse[i],rowrngUse[i],rowlb[i],rowub[i]); |
| 3700 | } |
| 3701 | if (rowsen!=rowsenUse) |
| 3702 | delete [] rowsenUse; |
| 3703 | if (rowrhs!=rowrhsUse) |
| 3704 | delete [] rowrhsUse; |
| 3705 | if (rowrng!=rowrngUse) |
| 3706 | delete [] rowrngUse; |
| 3707 | loadProblem(numcols, numrows, start, index, value, collb, colub, obj, |
| 3708 | rowlb, rowub); |
| 3709 | delete[] rowlb; |
| 3710 | delete[] rowub; |
| 3711 | } |
| 3712 | // This loads a model from a coinModel object - returns number of errors |
| 3713 | int |
| 3714 | OsiClpSolverInterface::loadFromCoinModel ( CoinModel & modelObject, bool keepSolution) |
| 3715 | { |
| 3716 | modelPtr_->whatsChanged_ = 0; |
| 3717 | int numberErrors = 0; |
| 3718 | // Set arrays for normal use |
| 3719 | double * rowLower = modelObject.rowLowerArray(); |
| 3720 | double * rowUpper = modelObject.rowUpperArray(); |
| 3721 | double * columnLower = modelObject.columnLowerArray(); |
| 3722 | double * columnUpper = modelObject.columnUpperArray(); |
| 3723 | double * objective = modelObject.objectiveArray(); |
| 3724 | int * integerType = modelObject.integerTypeArray(); |
| 3725 | double * associated = modelObject.associatedArray(); |
| 3726 | // If strings then do copies |
| 3727 | if (modelObject.stringsExist()) { |
| 3728 | numberErrors = modelObject.createArrays(rowLower, rowUpper, columnLower, columnUpper, |
| 3729 | objective, integerType,associated); |
| 3730 | } |
| 3731 | CoinPackedMatrix matrix; |
| 3732 | modelObject.createPackedMatrix(matrix,associated); |
| 3733 | int numberRows = modelObject.numberRows(); |
| 3734 | int numberColumns = modelObject.numberColumns(); |
| 3735 | CoinWarmStart * ws = getWarmStart(); |
| 3736 | bool restoreBasis = keepSolution && numberRows&&numberRows==getNumRows()&& |
| 3737 | numberColumns==getNumCols(); |
| 3738 | loadProblem(matrix, |
| 3739 | columnLower, columnUpper, objective, rowLower, rowUpper); |
| 3740 | if (restoreBasis) |
| 3741 | setWarmStart(ws); |
| 3742 | delete ws; |
| 3743 | // Do names if wanted |
| 3744 | int numberItems; |
| 3745 | numberItems = modelObject.rowNames()->numberItems(); |
| 3746 | if (numberItems) { |
| 3747 | const char *const * rowNames=modelObject.rowNames()->names(); |
| 3748 | modelPtr_->copyRowNames(rowNames,0,numberItems); |
| 3749 | } |
| 3750 | numberItems = modelObject.columnNames()->numberItems(); |
| 3751 | if (numberItems) { |
| 3752 | const char *const * columnNames=modelObject.columnNames()->names(); |
| 3753 | modelPtr_->copyColumnNames(columnNames,0,numberItems); |
| 3754 | } |
| 3755 | // Do integers if wanted |
| 3756 | assert(integerType); |
| 3757 | for (int iColumn=0;iColumn<numberColumns;iColumn++) { |
| 3758 | if (integerType[iColumn]) |
| 3759 | setInteger(iColumn); |
| 3760 | } |
| 3761 | if (rowLower!=modelObject.rowLowerArray()|| |
| 3762 | columnLower!=modelObject.columnLowerArray()) { |
| 3763 | delete [] rowLower; |
| 3764 | delete [] rowUpper; |
| 3765 | delete [] columnLower; |
| 3766 | delete [] columnUpper; |
| 3767 | delete [] objective; |
| 3768 | delete [] integerType; |
| 3769 | delete [] associated; |
| 3770 | //if (numberErrors) |
| 3771 | // handler_->message(CLP_BAD_STRING_VALUES,messages_) |
| 3772 | // <<numberErrors |
| 3773 | // <<CoinMessageEol; |
| 3774 | } |
| 3775 | modelPtr_->optimizationDirection_ = modelObject.optimizationDirection(); |
| 3776 | return numberErrors; |
| 3777 | } |
| 3778 | |
| 3779 | //----------------------------------------------------------------------------- |
| 3780 | // Write mps files |
| 3781 | //----------------------------------------------------------------------------- |
| 3782 | |
| 3783 | void OsiClpSolverInterface::writeMps(const char * filename, |
| 3784 | const char * extension, |
| 3785 | double objSense) const |
| 3786 | { |
| 3787 | std::string f(filename); |
| 3788 | std::string e(extension); |
| 3789 | std::string fullname; |
| 3790 | if (e!="" ) { |
| 3791 | fullname = f + "." + e; |
| 3792 | } else { |
| 3793 | // no extension so no trailing period |
| 3794 | fullname = f; |
| 3795 | } |
| 3796 | // get names |
| 3797 | const char * const * const rowNames = modelPtr_->rowNamesAsChar(); |
| 3798 | const char * const * const columnNames = modelPtr_->columnNamesAsChar(); |
| 3799 | // Fall back on Osi version - possibly with names |
| 3800 | OsiSolverInterface::writeMpsNative(fullname.c_str(), |
| 3801 | const_cast<const char **>(rowNames), |
| 3802 | const_cast<const char **>(columnNames),0,2,objSense, |
| 3803 | numberSOS_,setInfo_); |
| 3804 | if (rowNames) { |
| 3805 | modelPtr_->deleteNamesAsChar(rowNames, modelPtr_->numberRows_+1); |
| 3806 | modelPtr_->deleteNamesAsChar(columnNames, modelPtr_->numberColumns_); |
| 3807 | } |
| 3808 | } |
| 3809 | |
| 3810 | int |
| 3811 | OsiClpSolverInterface::writeMpsNative(const char *filename, |
| 3812 | const char ** rowNames, const char ** columnNames, |
| 3813 | int formatType,int numberAcross,double objSense) const |
| 3814 | { |
| 3815 | return OsiSolverInterface::writeMpsNative(filename, rowNames, columnNames, |
| 3816 | formatType, numberAcross,objSense, |
| 3817 | numberSOS_,setInfo_); |
| 3818 | } |
| 3819 | |
| 3820 | //############################################################################# |
| 3821 | // CLP specific public interfaces |
| 3822 | //############################################################################# |
| 3823 | |
| 3824 | ClpSimplex * OsiClpSolverInterface::getModelPtr() const |
| 3825 | { |
| 3826 | int saveAlgorithm = lastAlgorithm_; |
| 3827 | //freeCachedResults(); |
| 3828 | lastAlgorithm_ = saveAlgorithm; |
| 3829 | //bool inCbcOrOther = (modelPtr_->specialOptions()&0x03000000)!=0; |
| 3830 | return modelPtr_; |
| 3831 | } |
| 3832 | |
| 3833 | //------------------------------------------------------------------- |
| 3834 | |
| 3835 | //############################################################################# |
| 3836 | // Constructors, destructors clone and assignment |
| 3837 | //############################################################################# |
| 3838 | //------------------------------------------------------------------- |
| 3839 | // Default Constructor |
| 3840 | //------------------------------------------------------------------- |
| 3841 | OsiClpSolverInterface::OsiClpSolverInterface () |
| 3842 | : |
| 3843 | OsiSolverInterface(), |
| 3844 | rowsense_(NULL), |
| 3845 | rhs_(NULL), |
| 3846 | rowrange_(NULL), |
| 3847 | ws_(NULL), |
| 3848 | rowActivity_(NULL), |
| 3849 | columnActivity_(NULL), |
| 3850 | numberSOS_(0), |
| 3851 | setInfo_(NULL), |
| 3852 | smallModel_(NULL), |
| 3853 | factorization_(NULL), |
| 3854 | smallestElementInCut_(1.0e-15), |
| 3855 | smallestChangeInCut_(1.0e-10), |
| 3856 | largestAway_(-1.0), |
| 3857 | spareArrays_(NULL), |
| 3858 | matrixByRow_(NULL), |
| 3859 | matrixByRowAtContinuous_(NULL), |
| 3860 | integerInformation_(NULL), |
| 3861 | whichRange_(NULL), |
| 3862 | fakeMinInSimplex_(false), |
| 3863 | linearObjective_(NULL), |
| 3864 | cleanupScaling_(0), |
| 3865 | specialOptions_(0x80000000), |
| 3866 | baseModel_(NULL), |
| 3867 | lastNumberRows_(0), |
| 3868 | continuousModel_(NULL), |
| 3869 | fakeObjective_(NULL) |
| 3870 | { |
| 3871 | //printf("in default %x\n",this); |
| 3872 | modelPtr_=NULL; |
| 3873 | notOwned_=false; |
| 3874 | disasterHandler_ = new OsiClpDisasterHandler(); |
| 3875 | reset(); |
| 3876 | } |
| 3877 | |
| 3878 | //------------------------------------------------------------------- |
| 3879 | // Clone |
| 3880 | //------------------------------------------------------------------- |
| 3881 | OsiSolverInterface * OsiClpSolverInterface::clone(bool CopyData) const |
| 3882 | { |
| 3883 | //printf("in clone %x\n",this); |
| 3884 | OsiClpSolverInterface * newSolver; |
| 3885 | if (CopyData) { |
| 3886 | newSolver = new OsiClpSolverInterface(*this); |
| 3887 | } else { |
| 3888 | newSolver = new OsiClpSolverInterface(); |
| 3889 | } |
| 3890 | #if 0 |
| 3891 | const double * obj = newSolver->getObjCoefficients(); |
| 3892 | const double * oldObj = getObjCoefficients(); |
| 3893 | if(newSolver->getNumCols()>3787) |
| 3894 | printf("%x - obj %x (from %x) val %g\n" ,newSolver,obj,oldObj,obj[3787]); |
| 3895 | #endif |
| 3896 | return newSolver; |
| 3897 | } |
| 3898 | |
| 3899 | |
| 3900 | //------------------------------------------------------------------- |
| 3901 | // Copy constructor |
| 3902 | //------------------------------------------------------------------- |
| 3903 | OsiClpSolverInterface::OsiClpSolverInterface ( |
| 3904 | const OsiClpSolverInterface & rhs) |
| 3905 | : OsiSolverInterface(rhs), |
| 3906 | rowsense_(NULL), |
| 3907 | rhs_(NULL), |
| 3908 | rowrange_(NULL), |
| 3909 | ws_(NULL), |
| 3910 | rowActivity_(NULL), |
| 3911 | columnActivity_(NULL), |
| 3912 | stuff_(rhs.stuff_), |
| 3913 | numberSOS_(rhs.numberSOS_), |
| 3914 | setInfo_(NULL), |
| 3915 | smallModel_(NULL), |
| 3916 | factorization_(NULL), |
| 3917 | smallestElementInCut_(rhs.smallestElementInCut_), |
| 3918 | smallestChangeInCut_(rhs.smallestChangeInCut_), |
| 3919 | largestAway_(-1.0), |
| 3920 | spareArrays_(NULL), |
| 3921 | basis_(), |
| 3922 | itlimOrig_(9999999), |
| 3923 | lastAlgorithm_(0), |
| 3924 | notOwned_(false), |
| 3925 | matrixByRow_(NULL), |
| 3926 | matrixByRowAtContinuous_(NULL), |
| 3927 | integerInformation_(NULL), |
| 3928 | whichRange_(NULL), |
| 3929 | fakeMinInSimplex_(rhs.fakeMinInSimplex_) |
| 3930 | { |
| 3931 | //printf("in copy %x - > %x\n",&rhs,this); |
| 3932 | if ( rhs.modelPtr_ ) |
| 3933 | modelPtr_ = new ClpSimplex(*rhs.modelPtr_); |
| 3934 | else |
| 3935 | modelPtr_ = new ClpSimplex(); |
| 3936 | if ( rhs.baseModel_ ) |
| 3937 | baseModel_ = new ClpSimplex(*rhs.baseModel_); |
| 3938 | else |
| 3939 | baseModel_ = NULL; |
| 3940 | if ( rhs.continuousModel_ ) |
| 3941 | continuousModel_ = new ClpSimplex(*rhs.continuousModel_); |
| 3942 | else |
| 3943 | continuousModel_ = NULL; |
| 3944 | if (rhs.matrixByRowAtContinuous_) |
| 3945 | matrixByRowAtContinuous_ = new CoinPackedMatrix(*rhs.matrixByRowAtContinuous_); |
| 3946 | if ( rhs.disasterHandler_ ) |
| 3947 | disasterHandler_ = dynamic_cast<OsiClpDisasterHandler *>(rhs.disasterHandler_->clone()); |
| 3948 | else |
| 3949 | disasterHandler_ = NULL; |
| 3950 | if (rhs.fakeObjective_) |
| 3951 | fakeObjective_ = new ClpLinearObjective(*rhs.fakeObjective_); |
| 3952 | else |
| 3953 | fakeObjective_ = NULL; |
| 3954 | linearObjective_ = modelPtr_->objective(); |
| 3955 | if ( rhs.ws_ ) |
| 3956 | ws_ = new CoinWarmStartBasis(*rhs.ws_); |
| 3957 | basis_ = rhs.basis_; |
| 3958 | if (rhs.integerInformation_) { |
| 3959 | int numberColumns = modelPtr_->numberColumns(); |
| 3960 | integerInformation_ = new char[numberColumns]; |
| 3961 | CoinMemcpyN(rhs.integerInformation_, numberColumns,integerInformation_); |
| 3962 | } |
| 3963 | saveData_ = rhs.saveData_; |
| 3964 | solveOptions_ = rhs.solveOptions_; |
| 3965 | cleanupScaling_ = rhs.cleanupScaling_; |
| 3966 | specialOptions_ = rhs.specialOptions_; |
| 3967 | lastNumberRows_ = rhs.lastNumberRows_; |
| 3968 | rowScale_ = rhs.rowScale_; |
| 3969 | columnScale_ = rhs.columnScale_; |
| 3970 | fillParamMaps(); |
| 3971 | messageHandler()->setLogLevel(rhs.messageHandler()->logLevel()); |
| 3972 | if (numberSOS_) { |
| 3973 | setInfo_ = new CoinSet[numberSOS_]; |
| 3974 | for (int i=0;i<numberSOS_;i++) |
| 3975 | setInfo_[i]=rhs.setInfo_[i]; |
| 3976 | } |
| 3977 | } |
| 3978 | |
| 3979 | // Borrow constructor - only delete one copy |
| 3980 | OsiClpSolverInterface::OsiClpSolverInterface (ClpSimplex * rhs, |
| 3981 | bool reallyOwn) |
| 3982 | : |
| 3983 | OsiSolverInterface(), |
| 3984 | rowsense_(NULL), |
| 3985 | rhs_(NULL), |
| 3986 | rowrange_(NULL), |
| 3987 | ws_(NULL), |
| 3988 | rowActivity_(NULL), |
| 3989 | columnActivity_(NULL), |
| 3990 | numberSOS_(0), |
| 3991 | setInfo_(NULL), |
| 3992 | smallModel_(NULL), |
| 3993 | factorization_(NULL), |
| 3994 | smallestElementInCut_(1.0e-15), |
| 3995 | smallestChangeInCut_(1.0e-10), |
| 3996 | largestAway_(-1.0), |
| 3997 | spareArrays_(NULL), |
| 3998 | basis_(), |
| 3999 | itlimOrig_(9999999), |
| 4000 | lastAlgorithm_(0), |
| 4001 | notOwned_(false), |
| 4002 | matrixByRow_(NULL), |
| 4003 | matrixByRowAtContinuous_(NULL), |
| 4004 | integerInformation_(NULL), |
| 4005 | whichRange_(NULL), |
| 4006 | fakeMinInSimplex_(false), |
| 4007 | cleanupScaling_(0), |
| 4008 | specialOptions_(0x80000000), |
| 4009 | baseModel_(NULL), |
| 4010 | lastNumberRows_(0), |
| 4011 | continuousModel_(NULL), |
| 4012 | fakeObjective_(NULL) |
| 4013 | { |
| 4014 | disasterHandler_ = new OsiClpDisasterHandler(); |
| 4015 | //printf("in borrow %x - > %x\n",&rhs,this); |
| 4016 | modelPtr_ = rhs; |
| 4017 | basis_.resize(modelPtr_->numberRows(),modelPtr_->numberColumns()); |
| 4018 | linearObjective_ = modelPtr_->objective(); |
| 4019 | if (rhs) { |
| 4020 | notOwned_=!reallyOwn; |
| 4021 | |
| 4022 | if (rhs->integerInformation()) { |
| 4023 | int numberColumns = modelPtr_->numberColumns(); |
| 4024 | integerInformation_ = new char[numberColumns]; |
| 4025 | CoinMemcpyN(rhs->integerInformation(), numberColumns,integerInformation_); |
| 4026 | } |
| 4027 | } |
| 4028 | fillParamMaps(); |
| 4029 | } |
| 4030 | |
| 4031 | // Releases so won't error |
| 4032 | void |
| 4033 | OsiClpSolverInterface::releaseClp() |
| 4034 | { |
| 4035 | modelPtr_=NULL; |
| 4036 | notOwned_=false; |
| 4037 | } |
| 4038 | |
| 4039 | //------------------------------------------------------------------- |
| 4040 | // Destructor |
| 4041 | //------------------------------------------------------------------- |
| 4042 | OsiClpSolverInterface::~OsiClpSolverInterface () |
| 4043 | { |
| 4044 | //printf("in destructor %x\n",this); |
| 4045 | freeCachedResults(); |
| 4046 | if (!notOwned_) |
| 4047 | delete modelPtr_; |
| 4048 | delete baseModel_; |
| 4049 | delete continuousModel_; |
| 4050 | delete disasterHandler_; |
| 4051 | delete fakeObjective_; |
| 4052 | delete ws_; |
| 4053 | delete [] rowActivity_; |
| 4054 | delete [] columnActivity_; |
| 4055 | delete [] setInfo_; |
| 4056 | #ifdef KEEP_SMALL |
| 4057 | if (smallModel_) { |
| 4058 | delete [] spareArrays_; |
| 4059 | spareArrays_ = NULL; |
| 4060 | delete smallModel_; |
| 4061 | smallModel_=NULL; |
| 4062 | } |
| 4063 | #endif |
| 4064 | assert(smallModel_==NULL); |
| 4065 | assert(factorization_==NULL); |
| 4066 | assert(spareArrays_==NULL); |
| 4067 | delete [] integerInformation_; |
| 4068 | delete matrixByRowAtContinuous_; |
| 4069 | delete matrixByRow_; |
| 4070 | } |
| 4071 | |
| 4072 | //------------------------------------------------------------------- |
| 4073 | // Assignment operator |
| 4074 | //------------------------------------------------------------------- |
| 4075 | OsiClpSolverInterface & |
| 4076 | OsiClpSolverInterface::operator=(const OsiClpSolverInterface& rhs) |
| 4077 | { |
| 4078 | if (this != &rhs) { |
| 4079 | //printf("in = %x - > %x\n",&rhs,this); |
| 4080 | OsiSolverInterface::operator=(rhs); |
| 4081 | freeCachedResults(); |
| 4082 | if (!notOwned_) |
| 4083 | delete modelPtr_; |
| 4084 | delete ws_; |
| 4085 | if ( rhs.modelPtr_ ) |
| 4086 | modelPtr_ = new ClpSimplex(*rhs.modelPtr_); |
| 4087 | delete baseModel_; |
| 4088 | if ( rhs.baseModel_ ) |
| 4089 | baseModel_ = new ClpSimplex(*rhs.baseModel_); |
| 4090 | else |
| 4091 | baseModel_ = NULL; |
| 4092 | delete continuousModel_; |
| 4093 | if ( rhs.continuousModel_ ) |
| 4094 | continuousModel_ = new ClpSimplex(*rhs.continuousModel_); |
| 4095 | else |
| 4096 | continuousModel_ = NULL; |
| 4097 | delete matrixByRowAtContinuous_; |
| 4098 | delete matrixByRow_; |
| 4099 | matrixByRow_=NULL; |
| 4100 | if (rhs.matrixByRowAtContinuous_) |
| 4101 | matrixByRowAtContinuous_ = new CoinPackedMatrix(*rhs.matrixByRowAtContinuous_); |
| 4102 | else |
| 4103 | matrixByRowAtContinuous_=NULL; |
| 4104 | delete disasterHandler_; |
| 4105 | if ( rhs.disasterHandler_ ) |
| 4106 | disasterHandler_ = dynamic_cast<OsiClpDisasterHandler *>(rhs.disasterHandler_->clone()); |
| 4107 | else |
| 4108 | disasterHandler_ = NULL; |
| 4109 | delete fakeObjective_; |
| 4110 | if (rhs.fakeObjective_) |
| 4111 | fakeObjective_ = new ClpLinearObjective(*rhs.fakeObjective_); |
| 4112 | else |
| 4113 | fakeObjective_ = NULL; |
| 4114 | notOwned_=false; |
| 4115 | linearObjective_ = modelPtr_->objective(); |
| 4116 | saveData_ = rhs.saveData_; |
| 4117 | solveOptions_ = rhs.solveOptions_; |
| 4118 | cleanupScaling_ = rhs.cleanupScaling_; |
| 4119 | specialOptions_ = rhs.specialOptions_; |
| 4120 | lastNumberRows_ = rhs.lastNumberRows_; |
| 4121 | rowScale_ = rhs.rowScale_; |
| 4122 | columnScale_ = rhs.columnScale_; |
| 4123 | basis_ = rhs.basis_; |
| 4124 | stuff_ = rhs.stuff_; |
| 4125 | if (rhs.integerInformation_) { |
| 4126 | int numberColumns = modelPtr_->numberColumns(); |
| 4127 | integerInformation_ = new char[numberColumns]; |
| 4128 | CoinMemcpyN(rhs.integerInformation_, numberColumns,integerInformation_); |
| 4129 | } |
| 4130 | if ( rhs.ws_ ) |
| 4131 | ws_ = new CoinWarmStartBasis(*rhs.ws_); |
| 4132 | else |
| 4133 | ws_=NULL; |
| 4134 | delete [] rowActivity_; |
| 4135 | delete [] columnActivity_; |
| 4136 | rowActivity_=NULL; |
| 4137 | columnActivity_=NULL; |
| 4138 | delete [] setInfo_; |
| 4139 | numberSOS_ = rhs.numberSOS_; |
| 4140 | setInfo_=NULL; |
| 4141 | if (numberSOS_) { |
| 4142 | setInfo_ = new CoinSet[numberSOS_]; |
| 4143 | for (int i=0;i<numberSOS_;i++) |
| 4144 | setInfo_[i]=rhs.setInfo_[i]; |
| 4145 | } |
| 4146 | assert(smallModel_==NULL); |
| 4147 | assert(factorization_==NULL); |
| 4148 | smallestElementInCut_ = rhs.smallestElementInCut_; |
| 4149 | smallestChangeInCut_ = rhs.smallestChangeInCut_; |
| 4150 | largestAway_ = -1.0; |
| 4151 | assert(spareArrays_==NULL); |
| 4152 | basis_ = rhs.basis_; |
| 4153 | fillParamMaps(); |
| 4154 | messageHandler()->setLogLevel(rhs.messageHandler()->logLevel()); |
| 4155 | } |
| 4156 | return *this; |
| 4157 | } |
| 4158 | |
| 4159 | //############################################################################# |
| 4160 | // Applying cuts |
| 4161 | //############################################################################# |
| 4162 | |
| 4163 | void OsiClpSolverInterface::applyRowCut( const OsiRowCut & rowCut ) |
| 4164 | { |
| 4165 | applyRowCuts(1, &rowCut); |
| 4166 | } |
| 4167 | /* Apply a collection of row cuts which are all effective. |
| 4168 | applyCuts seems to do one at a time which seems inefficient. |
| 4169 | */ |
| 4170 | void |
| 4171 | OsiClpSolverInterface::applyRowCuts(int numberCuts, const OsiRowCut * cuts) |
| 4172 | { |
| 4173 | if (numberCuts) { |
| 4174 | // Say can't gurantee optimal basis etc |
| 4175 | lastAlgorithm_=999; |
| 4176 | |
| 4177 | // Thanks to js |
| 4178 | const OsiRowCut * * cutsp = new const OsiRowCut * [numberCuts]; |
| 4179 | for (int i=0;i<numberCuts;i++) |
| 4180 | cutsp[i] = &cuts[i]; |
| 4181 | |
| 4182 | applyRowCuts(numberCuts, cutsp); |
| 4183 | |
| 4184 | delete [] cutsp; |
| 4185 | } |
| 4186 | } |
| 4187 | /* Apply a collection of row cuts which are all effective. |
| 4188 | applyCuts seems to do one at a time which seems inefficient. |
| 4189 | */ |
| 4190 | void |
| 4191 | OsiClpSolverInterface::applyRowCuts(int numberCuts, const OsiRowCut ** cuts) |
| 4192 | { |
| 4193 | int i; |
| 4194 | if (!numberCuts) |
| 4195 | return; |
| 4196 | modelPtr_->whatsChanged_ &= (0xffff&~(1|2|4|16|32)); |
| 4197 | CoinPackedMatrix * saveRowCopy = matrixByRow_; |
| 4198 | matrixByRow_=NULL; |
| 4199 | #if 0 // was #ifndef NDEBUG |
| 4200 | int nameDiscipline; |
| 4201 | getIntParam(OsiNameDiscipline,nameDiscipline) ; |
| 4202 | assert (!nameDiscipline); |
| 4203 | #endif |
| 4204 | freeCachedResults0(); |
| 4205 | // Say can't gurantee optimal basis etc |
| 4206 | lastAlgorithm_=999; |
| 4207 | int numberRows = modelPtr_->numberRows(); |
| 4208 | modelPtr_->resize(numberRows+numberCuts,modelPtr_->numberColumns()); |
| 4209 | basis_.resize(numberRows+numberCuts,modelPtr_->numberColumns()); |
| 4210 | // redo as relaxed - use modelPtr_-> addRows with starts etc |
| 4211 | int size = 0; |
| 4212 | for (i=0;i<numberCuts;i++) |
| 4213 | size += cuts[i]->row().getNumElements(); |
| 4214 | CoinBigIndex * starts = new CoinBigIndex [numberCuts+1]; |
| 4215 | int * indices = new int[size]; |
| 4216 | double * elements = new double[size]; |
| 4217 | double * lower = modelPtr_->rowLower()+numberRows; |
| 4218 | double * upper = modelPtr_->rowUpper()+numberRows; |
| 4219 | const double * columnLower = modelPtr_->columnLower(); |
| 4220 | const double * columnUpper = modelPtr_->columnUpper(); |
| 4221 | size=0; |
| 4222 | for (i=0;i<numberCuts;i++) { |
| 4223 | double rowLb = cuts[i]->lb(); |
| 4224 | double rowUb = cuts[i]->ub(); |
| 4225 | int n=cuts[i]->row().getNumElements(); |
| 4226 | const int * index = cuts[i]->row().getIndices(); |
| 4227 | const double * elem = cuts[i]->row().getElements(); |
| 4228 | starts[i]=size; |
| 4229 | for (int j=0;j<n;j++) { |
| 4230 | double value = elem[j]; |
| 4231 | int column = index[j]; |
| 4232 | if (fabs(value)>=smallestChangeInCut_) { |
| 4233 | // always take |
| 4234 | indices[size]=column; |
| 4235 | elements[size++]=value; |
| 4236 | } else if (fabs(value)>=smallestElementInCut_) { |
| 4237 | double lowerValue = columnLower[column]; |
| 4238 | double upperValue = columnUpper[column]; |
| 4239 | double difference = upperValue-lowerValue; |
| 4240 | if (difference<1.0e20&&difference*fabs(value)<smallestChangeInCut_&& |
| 4241 | (rowLb<-1.0e20||rowUb>1.0e20)) { |
| 4242 | // Take out and adjust to relax |
| 4243 | //printf("small el %g adjusted\n",value); |
| 4244 | if (rowLb>-1.0e20) { |
| 4245 | // just lower bound on row |
| 4246 | if (value>0.0) { |
| 4247 | // pretend at upper |
| 4248 | rowLb -= value*upperValue; |
| 4249 | } else { |
| 4250 | // pretend at lower |
| 4251 | rowLb -= value*lowerValue; |
| 4252 | } |
| 4253 | } else { |
| 4254 | // just upper bound on row |
| 4255 | if (value>0.0) { |
| 4256 | // pretend at lower |
| 4257 | rowUb -= value*lowerValue; |
| 4258 | } else { |
| 4259 | // pretend at upper |
| 4260 | rowUb -= value*upperValue; |
| 4261 | } |
| 4262 | } |
| 4263 | } else { |
| 4264 | // take (unwillingly) |
| 4265 | indices[size]=column; |
| 4266 | elements[size++]=value; |
| 4267 | } |
| 4268 | } else { |
| 4269 | //printf("small el %g ignored\n",value); |
| 4270 | } |
| 4271 | } |
| 4272 | lower[i]= forceIntoRange(rowLb, -OsiClpInfinity, OsiClpInfinity); |
| 4273 | upper[i]= forceIntoRange(rowUb, -OsiClpInfinity, OsiClpInfinity); |
| 4274 | if (lower[i]<-1.0e27) |
| 4275 | lower[i]=-COIN_DBL_MAX; |
| 4276 | if (upper[i]>1.0e27) |
| 4277 | upper[i]=COIN_DBL_MAX; |
| 4278 | } |
| 4279 | starts[numberCuts]=size; |
| 4280 | if (!modelPtr_->clpMatrix()) |
| 4281 | modelPtr_->createEmptyMatrix(); |
| 4282 | //modelPtr_->matrix()->appendRows(numberCuts,rows); |
| 4283 | modelPtr_->clpMatrix()->appendMatrix(numberCuts,0,starts,indices,elements); |
| 4284 | modelPtr_->setNewRowCopy(NULL); |
| 4285 | freeCachedResults1(); |
| 4286 | redoScaleFactors( numberCuts,starts, indices, elements); |
| 4287 | if (saveRowCopy) { |
| 4288 | #if 1 |
| 4289 | matrixByRow_=saveRowCopy; |
| 4290 | matrixByRow_->appendRows(numberCuts,starts,indices,elements,0); |
| 4291 | assert (matrixByRow_->getNumElements()==modelPtr_->clpMatrix()->getNumElements()); |
| 4292 | #else |
| 4293 | delete saveRowCopy; |
| 4294 | #endif |
| 4295 | } |
| 4296 | delete [] starts; |
| 4297 | delete [] indices; |
| 4298 | delete [] elements; |
| 4299 | |
| 4300 | } |
| 4301 | //############################################################################# |
| 4302 | // Apply Cuts |
| 4303 | //############################################################################# |
| 4304 | |
| 4305 | OsiSolverInterface::ApplyCutsReturnCode |
| 4306 | OsiClpSolverInterface::applyCuts( const OsiCuts & cs, double effectivenessLb ) |
| 4307 | { |
| 4308 | OsiSolverInterface::ApplyCutsReturnCode retVal; |
| 4309 | int i; |
| 4310 | |
| 4311 | // Loop once for each column cut |
| 4312 | for ( i=0; i<cs.sizeColCuts(); i ++ ) { |
| 4313 | if ( cs.colCut(i).effectiveness() < effectivenessLb ) { |
| 4314 | retVal.incrementIneffective(); |
| 4315 | continue; |
| 4316 | } |
| 4317 | if ( !cs.colCut(i).consistent() ) { |
| 4318 | retVal.incrementInternallyInconsistent(); |
| 4319 | continue; |
| 4320 | } |
| 4321 | if ( !cs.colCut(i).consistent(*this) ) { |
| 4322 | retVal.incrementExternallyInconsistent(); |
| 4323 | continue; |
| 4324 | } |
| 4325 | if ( cs.colCut(i).infeasible(*this) ) { |
| 4326 | retVal.incrementInfeasible(); |
| 4327 | continue; |
| 4328 | } |
| 4329 | applyColCut( cs.colCut(i) ); |
| 4330 | retVal.incrementApplied(); |
| 4331 | } |
| 4332 | |
| 4333 | // Loop once for each row cut |
| 4334 | const OsiRowCut ** addCuts = new const OsiRowCut* [cs.sizeRowCuts()]; |
| 4335 | int nAdd=0; |
| 4336 | for ( i=0; i<cs.sizeRowCuts(); i ++ ) { |
| 4337 | if ( cs.rowCut(i).effectiveness() < effectivenessLb ) { |
| 4338 | retVal.incrementIneffective(); |
| 4339 | continue; |
| 4340 | } |
| 4341 | if ( !cs.rowCut(i).consistent() ) { |
| 4342 | retVal.incrementInternallyInconsistent(); |
| 4343 | continue; |
| 4344 | } |
| 4345 | if ( !cs.rowCut(i).consistent(*this) ) { |
| 4346 | retVal.incrementExternallyInconsistent(); |
| 4347 | continue; |
| 4348 | } |
| 4349 | if ( cs.rowCut(i).infeasible(*this) ) { |
| 4350 | retVal.incrementInfeasible(); |
| 4351 | continue; |
| 4352 | } |
| 4353 | addCuts[nAdd++] = cs.rowCutPtr(i); |
| 4354 | retVal.incrementApplied(); |
| 4355 | } |
| 4356 | // now apply |
| 4357 | applyRowCuts(nAdd,addCuts); |
| 4358 | delete [] addCuts; |
| 4359 | |
| 4360 | return retVal; |
| 4361 | } |
| 4362 | // Extend scale factors |
| 4363 | void |
| 4364 | OsiClpSolverInterface::redoScaleFactors(int numberAdd,const CoinBigIndex * starts, |
| 4365 | const int * indices, const double * elements) |
| 4366 | { |
| 4367 | if ((specialOptions_&131072)!=0) { |
| 4368 | int numberRows = modelPtr_->numberRows()-numberAdd; |
| 4369 | assert (lastNumberRows_==numberRows); // ??? |
| 4370 | int iRow; |
| 4371 | int newNumberRows = numberRows + numberAdd; |
| 4372 | rowScale_.extend(static_cast<int>(2*newNumberRows*sizeof(double))); |
| 4373 | double * rowScale = rowScale_.array(); |
| 4374 | double * oldInverseScale = rowScale + lastNumberRows_; |
| 4375 | double * inverseRowScale = rowScale + newNumberRows; |
| 4376 | for (iRow=lastNumberRows_-1;iRow>=0;iRow--) |
| 4377 | inverseRowScale[iRow] = oldInverseScale[iRow] ; |
| 4378 | //int numberColumns = baseModel_->numberColumns(); |
| 4379 | const double * columnScale = columnScale_.array(); |
| 4380 | //const double * inverseColumnScale = columnScale + numberColumns; |
| 4381 | // Geometric mean on row scales |
| 4382 | // adjust arrays |
| 4383 | rowScale += lastNumberRows_; |
| 4384 | inverseRowScale += lastNumberRows_; |
| 4385 | for (iRow=0;iRow<numberAdd;iRow++) { |
| 4386 | CoinBigIndex j; |
| 4387 | double largest=1.0e-20; |
| 4388 | double smallest=1.0e50; |
| 4389 | for (j=starts[iRow];j<starts[iRow+1];j++) { |
| 4390 | int iColumn = indices[j]; |
| 4391 | double value = fabs(elements[j]); |
| 4392 | // Don't bother with tiny elements |
| 4393 | if (value>1.0e-20) { |
| 4394 | value *= columnScale[iColumn]; |
| 4395 | largest = CoinMax(largest,value); |
| 4396 | smallest = CoinMin(smallest,value); |
| 4397 | } |
| 4398 | } |
| 4399 | double scale=sqrt(smallest*largest); |
| 4400 | scale=CoinMax(1.0e-10,CoinMin(1.0e10,scale)); |
| 4401 | inverseRowScale[iRow]=scale; |
| 4402 | rowScale[iRow]=1.0/scale; |
| 4403 | } |
| 4404 | lastNumberRows_=newNumberRows; |
| 4405 | } |
| 4406 | } |
| 4407 | // Delete all scale factor stuff and reset option |
| 4408 | void OsiClpSolverInterface::deleteScaleFactors() |
| 4409 | { |
| 4410 | delete baseModel_; |
| 4411 | baseModel_=NULL; |
| 4412 | lastNumberRows_=0; |
| 4413 | specialOptions_ &= ~131072; |
| 4414 | } |
| 4415 | //----------------------------------------------------------------------------- |
| 4416 | |
| 4417 | void OsiClpSolverInterface::applyColCut( const OsiColCut & cc ) |
| 4418 | { |
| 4419 | modelPtr_->whatsChanged_ &= (0x1ffff&~(128|256)); |
| 4420 | // Say can't gurantee optimal basis etc |
| 4421 | lastAlgorithm_=999; |
| 4422 | double * lower = modelPtr_->columnLower(); |
| 4423 | double * upper = modelPtr_->columnUpper(); |
| 4424 | const CoinPackedVector & lbs = cc.lbs(); |
| 4425 | const CoinPackedVector & ubs = cc.ubs(); |
| 4426 | int i; |
| 4427 | |
| 4428 | for ( i=0; i<lbs.getNumElements(); i++ ) { |
| 4429 | int iCol = lbs.getIndices()[i]; |
| 4430 | double value = lbs.getElements()[i]; |
| 4431 | if ( value > lower[iCol] ) |
| 4432 | lower[iCol]= value; |
| 4433 | } |
| 4434 | for ( i=0; i<ubs.getNumElements(); i++ ) { |
| 4435 | int iCol = ubs.getIndices()[i]; |
| 4436 | double value = ubs.getElements()[i]; |
| 4437 | if ( value < upper[iCol] ) |
| 4438 | upper[iCol]= value; |
| 4439 | } |
| 4440 | } |
| 4441 | //############################################################################# |
| 4442 | // Private methods |
| 4443 | //############################################################################# |
| 4444 | |
| 4445 | |
| 4446 | //------------------------------------------------------------------- |
| 4447 | |
| 4448 | void OsiClpSolverInterface::freeCachedResults() const |
| 4449 | { |
| 4450 | // Say can't gurantee optimal basis etc |
| 4451 | lastAlgorithm_=999; |
| 4452 | delete [] rowsense_; |
| 4453 | delete [] rhs_; |
| 4454 | delete [] rowrange_; |
| 4455 | delete matrixByRow_; |
| 4456 | if (modelPtr_&&modelPtr_->scaledMatrix_) { |
| 4457 | delete modelPtr_->scaledMatrix_; |
| 4458 | modelPtr_->scaledMatrix_=NULL; |
| 4459 | } |
| 4460 | //delete ws_; |
| 4461 | rowsense_=NULL; |
| 4462 | rhs_=NULL; |
| 4463 | rowrange_=NULL; |
| 4464 | matrixByRow_=NULL; |
| 4465 | //ws_ = NULL; |
| 4466 | if (modelPtr_&&modelPtr_->clpMatrix()) { |
| 4467 | modelPtr_->clpMatrix()->refresh(modelPtr_); // make sure all clean |
| 4468 | #ifndef NDEBUG |
| 4469 | ClpPackedMatrix * clpMatrix = dynamic_cast<ClpPackedMatrix *> (modelPtr_->clpMatrix()); |
| 4470 | if (clpMatrix) { |
| 4471 | if (clpMatrix->getNumCols()) |
| 4472 | assert (clpMatrix->getNumRows()==modelPtr_->getNumRows()); |
| 4473 | if (clpMatrix->getNumRows()) |
| 4474 | assert (clpMatrix->getNumCols()==modelPtr_->getNumCols()); |
| 4475 | } |
| 4476 | #endif |
| 4477 | } |
| 4478 | } |
| 4479 | |
| 4480 | //------------------------------------------------------------------- |
| 4481 | |
| 4482 | void OsiClpSolverInterface::freeCachedResults0() const |
| 4483 | { |
| 4484 | delete [] rowsense_; |
| 4485 | delete [] rhs_; |
| 4486 | delete [] rowrange_; |
| 4487 | rowsense_=NULL; |
| 4488 | rhs_=NULL; |
| 4489 | rowrange_=NULL; |
| 4490 | } |
| 4491 | |
| 4492 | //------------------------------------------------------------------- |
| 4493 | |
| 4494 | void OsiClpSolverInterface::freeCachedResults1() const |
| 4495 | { |
| 4496 | // Say can't gurantee optimal basis etc |
| 4497 | lastAlgorithm_=999; |
| 4498 | delete matrixByRow_; |
| 4499 | matrixByRow_=NULL; |
| 4500 | //ws_ = NULL; |
| 4501 | if (modelPtr_&&modelPtr_->clpMatrix()) { |
| 4502 | delete modelPtr_->scaledMatrix_; |
| 4503 | modelPtr_->scaledMatrix_=NULL; |
| 4504 | modelPtr_->clpMatrix()->refresh(modelPtr_); // make sure all clean |
| 4505 | #ifndef NDEBUG |
| 4506 | ClpPackedMatrix * clpMatrix = dynamic_cast<ClpPackedMatrix *> (modelPtr_->clpMatrix()); |
| 4507 | if (clpMatrix) { |
| 4508 | assert (clpMatrix->getNumRows()==modelPtr_->getNumRows()); |
| 4509 | assert (clpMatrix->getNumCols()==modelPtr_->getNumCols()); |
| 4510 | } |
| 4511 | #endif |
| 4512 | } |
| 4513 | } |
| 4514 | |
| 4515 | //------------------------------------------------------------------ |
| 4516 | void OsiClpSolverInterface::() const |
| 4517 | { |
| 4518 | if (rowsense_ == NULL) { |
| 4519 | // all three must be NULL |
| 4520 | assert ((rhs_ == NULL) && (rowrange_ == NULL)); |
| 4521 | |
| 4522 | int nr=modelPtr_->numberRows(); |
| 4523 | if ( nr!=0 ) { |
| 4524 | rowsense_ = new char[nr]; |
| 4525 | rhs_ = new double[nr]; |
| 4526 | rowrange_ = new double[nr]; |
| 4527 | std::fill(rowrange_,rowrange_+nr,0.0); |
| 4528 | |
| 4529 | const double * lb = modelPtr_->rowLower(); |
| 4530 | const double * ub = modelPtr_->rowUpper(); |
| 4531 | |
| 4532 | int i; |
| 4533 | for ( i=0; i<nr; i++ ) { |
| 4534 | convertBoundToSense(lb[i], ub[i], rowsense_[i], rhs_[i], rowrange_[i]); |
| 4535 | } |
| 4536 | } |
| 4537 | } |
| 4538 | } |
| 4539 | // Set language |
| 4540 | void |
| 4541 | OsiClpSolverInterface::newLanguage(CoinMessages::Language language) |
| 4542 | { |
| 4543 | modelPtr_->newLanguage(language); |
| 4544 | OsiSolverInterface::newLanguage(language); |
| 4545 | } |
| 4546 | //############################################################################# |
| 4547 | |
| 4548 | void |
| 4549 | OsiClpSolverInterface::fillParamMaps() |
| 4550 | { |
| 4551 | assert (static_cast<int> (OsiMaxNumIteration)== static_cast<int>(ClpMaxNumIteration)); |
| 4552 | assert (static_cast<int> (OsiMaxNumIterationHotStart)==static_cast<int>(ClpMaxNumIterationHotStart)); |
| 4553 | //assert (static_cast<int> (OsiLastIntParam)== static_cast<int>(ClpLastIntParam)); |
| 4554 | |
| 4555 | assert (static_cast<int> (OsiDualObjectiveLimit)== static_cast<int>(ClpDualObjectiveLimit)); |
| 4556 | assert (static_cast<int> (OsiPrimalObjectiveLimit)==static_cast<int>(ClpPrimalObjectiveLimit)); |
| 4557 | assert (static_cast<int> (OsiDualTolerance)== static_cast<int>(ClpDualTolerance)); |
| 4558 | assert (static_cast<int> (OsiPrimalTolerance)== static_cast<int>(ClpPrimalTolerance)); |
| 4559 | assert (static_cast<int> (OsiObjOffset)== static_cast<int>(ClpObjOffset)); |
| 4560 | //assert (static_cast<int> (OsiLastDblParam)== static_cast<int>(ClpLastDblParam)); |
| 4561 | |
| 4562 | assert (static_cast<int> (OsiProbName)== static_cast<int> (ClpProbName)); |
| 4563 | //strParamMap_[OsiLastStrParam] = ClpLastStrParam; |
| 4564 | } |
| 4565 | // Sets up basis |
| 4566 | void |
| 4567 | OsiClpSolverInterface::setBasis ( const CoinWarmStartBasis & basis) |
| 4568 | { |
| 4569 | setBasis(basis,modelPtr_); |
| 4570 | setWarmStart(&basis); |
| 4571 | } |
| 4572 | // Warm start |
| 4573 | CoinWarmStartBasis |
| 4574 | OsiClpSolverInterface::getBasis(ClpSimplex * model) const |
| 4575 | { |
| 4576 | int iRow,iColumn; |
| 4577 | int numberRows = model->numberRows(); |
| 4578 | int numberColumns = model->numberColumns(); |
| 4579 | CoinWarmStartBasis basis; |
| 4580 | basis.setSize(numberColumns,numberRows); |
| 4581 | if (model->statusExists()) { |
| 4582 | // Flip slacks |
| 4583 | int lookupA[]={0,1,3,2,0,2}; |
| 4584 | for (iRow=0;iRow<numberRows;iRow++) { |
| 4585 | int iStatus = model->getRowStatus(iRow); |
| 4586 | iStatus = lookupA[iStatus]; |
| 4587 | basis.setArtifStatus(iRow,static_cast<CoinWarmStartBasis::Status> (iStatus)); |
| 4588 | } |
| 4589 | int lookupS[]={0,1,2,3,0,3}; |
| 4590 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 4591 | int iStatus = model->getColumnStatus(iColumn); |
| 4592 | iStatus = lookupS[iStatus]; |
| 4593 | basis.setStructStatus(iColumn,static_cast<CoinWarmStartBasis::Status> (iStatus)); |
| 4594 | } |
| 4595 | } |
| 4596 | //basis.print(); |
| 4597 | return basis; |
| 4598 | } |
| 4599 | // Warm start from statusArray |
| 4600 | CoinWarmStartBasis * |
| 4601 | OsiClpSolverInterface::getBasis(const unsigned char * statusArray) const |
| 4602 | { |
| 4603 | int iRow,iColumn; |
| 4604 | int numberRows = modelPtr_->numberRows(); |
| 4605 | int numberColumns = modelPtr_->numberColumns(); |
| 4606 | CoinWarmStartBasis * basis = new CoinWarmStartBasis(); |
| 4607 | basis->setSize(numberColumns,numberRows); |
| 4608 | // Flip slacks |
| 4609 | int lookupA[]={0,1,3,2,0,2}; |
| 4610 | for (iRow=0;iRow<numberRows;iRow++) { |
| 4611 | int iStatus = statusArray[numberColumns+iRow]&7; |
| 4612 | iStatus = lookupA[iStatus]; |
| 4613 | basis->setArtifStatus(iRow,static_cast<CoinWarmStartBasis::Status> (iStatus)); |
| 4614 | } |
| 4615 | int lookupS[]={0,1,2,3,0,3}; |
| 4616 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 4617 | int iStatus = statusArray[iColumn]&7; |
| 4618 | iStatus = lookupS[iStatus]; |
| 4619 | basis->setStructStatus(iColumn,static_cast<CoinWarmStartBasis::Status> (iStatus)); |
| 4620 | } |
| 4621 | //basis->print(); |
| 4622 | return basis; |
| 4623 | } |
| 4624 | // Sets up basis |
| 4625 | void |
| 4626 | OsiClpSolverInterface::setBasis ( const CoinWarmStartBasis & basis, |
| 4627 | ClpSimplex * model) |
| 4628 | { |
| 4629 | // Say can't gurantee optimal basis etc |
| 4630 | lastAlgorithm_=999; |
| 4631 | // transform basis to status arrays |
| 4632 | int iRow,iColumn; |
| 4633 | int numberRows = model->numberRows(); |
| 4634 | int numberColumns = model->numberColumns(); |
| 4635 | if (!model->statusExists()) { |
| 4636 | /* |
| 4637 | get status arrays |
| 4638 | ClpBasis would seem to have overheads and we will need |
| 4639 | extra bits anyway. |
| 4640 | */ |
| 4641 | model->createStatus(); |
| 4642 | } |
| 4643 | if (basis.getNumArtificial()!=numberRows|| |
| 4644 | basis.getNumStructural()!=numberColumns) { |
| 4645 | CoinWarmStartBasis basis2 = basis; |
| 4646 | // resize |
| 4647 | basis2.resize(numberRows,numberColumns); |
| 4648 | // move status |
| 4649 | model->createStatus(); |
| 4650 | // For rows lower and upper are flipped |
| 4651 | for (iRow=0;iRow<numberRows;iRow++) { |
| 4652 | int stat = basis2.getArtifStatus(iRow); |
| 4653 | if (stat>1) |
| 4654 | stat = 5 - stat; // so 2->3 and 3->2 |
| 4655 | model->setRowStatus(iRow, static_cast<ClpSimplex::Status> (stat)); |
| 4656 | } |
| 4657 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 4658 | model->setColumnStatus(iColumn, |
| 4659 | static_cast<ClpSimplex::Status> (basis2.getStructStatus(iColumn))); |
| 4660 | } |
| 4661 | } else { |
| 4662 | // move status |
| 4663 | model->createStatus(); |
| 4664 | // For rows lower and upper are flipped |
| 4665 | for (iRow=0;iRow<numberRows;iRow++) { |
| 4666 | int stat = basis.getArtifStatus(iRow); |
| 4667 | if (stat>1) |
| 4668 | stat = 5 - stat; // so 2->3 and 3->2 |
| 4669 | model->setRowStatus(iRow, static_cast<ClpSimplex::Status> (stat)); |
| 4670 | } |
| 4671 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 4672 | model->setColumnStatus(iColumn, |
| 4673 | static_cast<ClpSimplex::Status> (basis.getStructStatus(iColumn))); |
| 4674 | } |
| 4675 | } |
| 4676 | } |
| 4677 | // Warm start difference from basis_ to statusArray |
| 4678 | CoinWarmStartDiff * |
| 4679 | OsiClpSolverInterface::getBasisDiff(const unsigned char * statusArray) const |
| 4680 | { |
| 4681 | int iRow,iColumn; |
| 4682 | int numberRows = modelPtr_->numberRows(); |
| 4683 | int numberColumns = modelPtr_->numberColumns(); |
| 4684 | CoinWarmStartBasis basis; |
| 4685 | basis.setSize(numberColumns,numberRows); |
| 4686 | assert (modelPtr_->statusExists()); |
| 4687 | int lookupS[]={0,1,2,3,0,3}; |
| 4688 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 4689 | int iStatus = statusArray[iColumn]&7; |
| 4690 | iStatus = lookupS[iStatus]; |
| 4691 | basis.setStructStatus(iColumn,static_cast<CoinWarmStartBasis::Status> (iStatus)); |
| 4692 | } |
| 4693 | statusArray += numberColumns; |
| 4694 | // Flip slacks |
| 4695 | int lookupA[]={0,1,3,2,0,2}; |
| 4696 | for (iRow=0;iRow<numberRows;iRow++) { |
| 4697 | int iStatus = statusArray[iRow]&7; |
| 4698 | iStatus = lookupA[iStatus]; |
| 4699 | basis.setArtifStatus(iRow,static_cast<CoinWarmStartBasis::Status> (iStatus)); |
| 4700 | } |
| 4701 | // Now basis is what we want while basis_ is old |
| 4702 | CoinWarmStartDiff * difference = basis.generateDiff(&basis_); |
| 4703 | return difference; |
| 4704 | } |
| 4705 | /* |
| 4706 | Read an mps file from the given filename - returns number of errors |
| 4707 | (see CoinMpsIO class) |
| 4708 | */ |
| 4709 | int |
| 4710 | OsiClpSolverInterface::readMps(const char *filename, |
| 4711 | const char *extension ) |
| 4712 | { |
| 4713 | // Get rid of integer stuff |
| 4714 | delete [] integerInformation_; |
| 4715 | integerInformation_=NULL; |
| 4716 | freeCachedResults(); |
| 4717 | |
| 4718 | CoinMpsIO m; |
| 4719 | m.setInfinity(getInfinity()); |
| 4720 | m.passInMessageHandler(modelPtr_->messageHandler()); |
| 4721 | *m.messagesPointer()=modelPtr_->coinMessages(); |
| 4722 | |
| 4723 | delete [] setInfo_; |
| 4724 | setInfo_=NULL; |
| 4725 | numberSOS_=0; |
| 4726 | CoinSet ** sets=NULL; |
| 4727 | // Temporarily reduce log level to get CoinMpsIO to shut up. |
| 4728 | int saveLogLevel = modelPtr_->messageHandler()->logLevel() ; |
| 4729 | modelPtr_->messageHandler()->setLogLevel(0) ; |
| 4730 | int numberErrors = m.readMps(filename,extension,numberSOS_,sets); |
| 4731 | modelPtr_->messageHandler()->setLogLevel(saveLogLevel) ; |
| 4732 | if (numberSOS_) { |
| 4733 | setInfo_ = new CoinSet[numberSOS_]; |
| 4734 | for (int i=0;i<numberSOS_;i++) { |
| 4735 | setInfo_[i]=*sets[i]; |
| 4736 | delete sets[i]; |
| 4737 | } |
| 4738 | delete [] sets; |
| 4739 | } |
| 4740 | handler_->message(COIN_SOLVER_MPS,messages_) |
| 4741 | <<m.getProblemName()<< numberErrors <<CoinMessageEol; |
| 4742 | if (!numberErrors) { |
| 4743 | |
| 4744 | // set objective function offest |
| 4745 | setDblParam(OsiObjOffset,m.objectiveOffset()); |
| 4746 | |
| 4747 | // set problem name |
| 4748 | setStrParam(OsiProbName,m.getProblemName()); |
| 4749 | |
| 4750 | // no errors |
| 4751 | loadProblem(*m.getMatrixByCol(),m.getColLower(),m.getColUpper(), |
| 4752 | m.getObjCoefficients(),m.getRowSense(),m.getRightHandSide(), |
| 4753 | m.getRowRange()); |
| 4754 | const char * integer = m.integerColumns(); |
| 4755 | int nCols=m.getNumCols(); |
| 4756 | int nRows=m.getNumRows(); |
| 4757 | if (integer) { |
| 4758 | int i,n=0; |
| 4759 | int * index = new int [nCols]; |
| 4760 | for (i=0;i<nCols;i++) { |
| 4761 | if (integer[i]) { |
| 4762 | index[n++]=i; |
| 4763 | } |
| 4764 | } |
| 4765 | setInteger(index,n); |
| 4766 | delete [] index; |
| 4767 | if (n) |
| 4768 | modelPtr_->copyInIntegerInformation(integer); |
| 4769 | } |
| 4770 | |
| 4771 | // set objective name |
| 4772 | setObjName(m.getObjectiveName()); |
| 4773 | |
| 4774 | // Always keep names |
| 4775 | int nameDiscipline; |
| 4776 | getIntParam(OsiNameDiscipline,nameDiscipline) ; |
| 4777 | int iRow; |
| 4778 | std::vector<std::string> rowNames = std::vector<std::string> (); |
| 4779 | std::vector<std::string> columnNames = std::vector<std::string> (); |
| 4780 | rowNames.reserve(nRows); |
| 4781 | for (iRow=0;iRow<nRows;iRow++) { |
| 4782 | const char * name = m.rowName(iRow); |
| 4783 | rowNames.push_back(name); |
| 4784 | if (nameDiscipline) |
| 4785 | OsiSolverInterface::setRowName(iRow,name) ; |
| 4786 | } |
| 4787 | |
| 4788 | int iColumn; |
| 4789 | columnNames.reserve(nCols); |
| 4790 | for (iColumn=0;iColumn<nCols;iColumn++) { |
| 4791 | const char * name = m.columnName(iColumn); |
| 4792 | columnNames.push_back(name); |
| 4793 | if (nameDiscipline) |
| 4794 | OsiSolverInterface::setColName(iColumn,name) ; |
| 4795 | } |
| 4796 | modelPtr_->copyNames(rowNames,columnNames); |
| 4797 | } |
| 4798 | return numberErrors; |
| 4799 | } |
| 4800 | int |
| 4801 | OsiClpSolverInterface::readMps(const char *filename, const char*extension, |
| 4802 | int & numberSets, CoinSet ** & sets) |
| 4803 | { |
| 4804 | int numberErrors = readMps(filename,extension); |
| 4805 | numberSets= numberSOS_; |
| 4806 | sets = &setInfo_; |
| 4807 | return numberErrors; |
| 4808 | } |
| 4809 | /* Read an mps file from the given filename returns |
| 4810 | number of errors (see OsiMpsReader class) */ |
| 4811 | int |
| 4812 | OsiClpSolverInterface::readMps(const char *filename,bool keepNames,bool allowErrors) |
| 4813 | { |
| 4814 | // Get rid of integer stuff |
| 4815 | delete [] integerInformation_; |
| 4816 | integerInformation_=NULL; |
| 4817 | freeCachedResults(); |
| 4818 | |
| 4819 | CoinMpsIO m; |
| 4820 | m.setInfinity(getInfinity()); |
| 4821 | m.passInMessageHandler(modelPtr_->messageHandler()); |
| 4822 | *m.messagesPointer()=modelPtr_->coinMessages(); |
| 4823 | m.setSmallElementValue(CoinMax(modelPtr_->getSmallElementValue(), |
| 4824 | m.getSmallElementValue())); |
| 4825 | |
| 4826 | delete [] setInfo_; |
| 4827 | setInfo_=NULL; |
| 4828 | numberSOS_=0; |
| 4829 | CoinSet ** sets=NULL; |
| 4830 | int numberErrors = m.readMps(filename,"" ,numberSOS_,sets); |
| 4831 | if (numberSOS_) { |
| 4832 | setInfo_ = new CoinSet[numberSOS_]; |
| 4833 | for (int i=0;i<numberSOS_;i++) { |
| 4834 | setInfo_[i]=*sets[i]; |
| 4835 | delete sets[i]; |
| 4836 | } |
| 4837 | delete [] sets; |
| 4838 | } |
| 4839 | handler_->message(COIN_SOLVER_MPS,messages_) |
| 4840 | <<m.getProblemName()<< numberErrors <<CoinMessageEol; |
| 4841 | if (!numberErrors||((numberErrors>0&&numberErrors<100000)&&allowErrors)) { |
| 4842 | |
| 4843 | // set objective function offest |
| 4844 | setDblParam(OsiObjOffset,m.objectiveOffset()); |
| 4845 | |
| 4846 | // set problem name |
| 4847 | setStrParam(OsiProbName,m.getProblemName()); |
| 4848 | |
| 4849 | // set objective name |
| 4850 | setObjName(m.getObjectiveName()); |
| 4851 | |
| 4852 | // no errors |
| 4853 | loadProblem(*m.getMatrixByCol(),m.getColLower(),m.getColUpper(), |
| 4854 | m.getObjCoefficients(),m.getRowSense(),m.getRightHandSide(), |
| 4855 | m.getRowRange()); |
| 4856 | int nCols=m.getNumCols(); |
| 4857 | // get quadratic part |
| 4858 | if (m.reader()->whichSection ( ) == COIN_QUAD_SECTION ) { |
| 4859 | int * start=NULL; |
| 4860 | int * column = NULL; |
| 4861 | double * element = NULL; |
| 4862 | int status=m.readQuadraticMps(NULL,start,column,element,2); |
| 4863 | if (!status) |
| 4864 | modelPtr_->loadQuadraticObjective(nCols,start,column,element); |
| 4865 | delete [] start; |
| 4866 | delete [] column; |
| 4867 | delete [] element; |
| 4868 | } |
| 4869 | const char * integer = m.integerColumns(); |
| 4870 | int nRows=m.getNumRows(); |
| 4871 | if (integer) { |
| 4872 | int i,n=0; |
| 4873 | int * index = new int [nCols]; |
| 4874 | for (i=0;i<nCols;i++) { |
| 4875 | if (integer[i]) { |
| 4876 | index[n++]=i; |
| 4877 | } |
| 4878 | } |
| 4879 | setInteger(index,n); |
| 4880 | delete [] index; |
| 4881 | if (n) |
| 4882 | modelPtr_->copyInIntegerInformation(integer); |
| 4883 | } |
| 4884 | if (keepNames) { |
| 4885 | // keep names |
| 4886 | int nameDiscipline; |
| 4887 | getIntParam(OsiNameDiscipline,nameDiscipline) ; |
| 4888 | int iRow; |
| 4889 | std::vector<std::string> rowNames = std::vector<std::string> (); |
| 4890 | std::vector<std::string> columnNames = std::vector<std::string> (); |
| 4891 | rowNames.reserve(nRows); |
| 4892 | for (iRow=0;iRow<nRows;iRow++) { |
| 4893 | const char * name = m.rowName(iRow); |
| 4894 | rowNames.push_back(name); |
| 4895 | if (nameDiscipline) |
| 4896 | OsiSolverInterface::setRowName(iRow,name) ; |
| 4897 | } |
| 4898 | |
| 4899 | int iColumn; |
| 4900 | columnNames.reserve(nCols); |
| 4901 | for (iColumn=0;iColumn<nCols;iColumn++) { |
| 4902 | const char * name = m.columnName(iColumn); |
| 4903 | columnNames.push_back(name); |
| 4904 | if (nameDiscipline) |
| 4905 | OsiSolverInterface::setColName(iColumn,name) ; |
| 4906 | } |
| 4907 | modelPtr_->copyNames(rowNames,columnNames); |
| 4908 | } |
| 4909 | } |
| 4910 | return numberErrors; |
| 4911 | } |
| 4912 | // Read file in LP format (with names) |
| 4913 | int |
| 4914 | OsiClpSolverInterface::readLp(const char *filename, const double epsilon ) |
| 4915 | { |
| 4916 | CoinLpIO m; |
| 4917 | m.passInMessageHandler(modelPtr_->messageHandler()); |
| 4918 | *m.messagesPointer()=modelPtr_->coinMessages(); |
| 4919 | m.readLp(filename, epsilon); |
| 4920 | freeCachedResults(); |
| 4921 | |
| 4922 | // set objective function offest |
| 4923 | setDblParam(OsiObjOffset, 0); |
| 4924 | |
| 4925 | // set problem name |
| 4926 | setStrParam(OsiProbName, m.getProblemName()); |
| 4927 | |
| 4928 | // set objective name |
| 4929 | setObjName(m.getObjName()); |
| 4930 | |
| 4931 | // no errors |
| 4932 | loadProblem(*m.getMatrixByRow(), m.getColLower(), m.getColUpper(), |
| 4933 | m.getObjCoefficients(), m.getRowLower(), m.getRowUpper()); |
| 4934 | |
| 4935 | const char *integer = m.integerColumns(); |
| 4936 | int nCols = m.getNumCols(); |
| 4937 | int nRows = m.getNumRows(); |
| 4938 | if (integer) { |
| 4939 | int i, n = 0; |
| 4940 | int *index = new int [nCols]; |
| 4941 | for (i=0; i<nCols; i++) { |
| 4942 | if (integer[i]) { |
| 4943 | index[n++] = i; |
| 4944 | } |
| 4945 | } |
| 4946 | setInteger(index,n); |
| 4947 | delete [] index; |
| 4948 | } |
| 4949 | // Always keep names |
| 4950 | int nameDiscipline; |
| 4951 | getIntParam(OsiNameDiscipline,nameDiscipline) ; |
| 4952 | int iRow; |
| 4953 | std::vector<std::string> rowNames = std::vector<std::string> (); |
| 4954 | std::vector<std::string> columnNames = std::vector<std::string> (); |
| 4955 | rowNames.reserve(nRows); |
| 4956 | for (iRow=0;iRow<nRows;iRow++) { |
| 4957 | const char * name = m.rowName(iRow); |
| 4958 | rowNames.push_back(name); |
| 4959 | if (nameDiscipline) |
| 4960 | OsiSolverInterface::setRowName(iRow,name) ; |
| 4961 | } |
| 4962 | |
| 4963 | int iColumn; |
| 4964 | columnNames.reserve(nCols); |
| 4965 | for (iColumn=0;iColumn<nCols;iColumn++) { |
| 4966 | const char * name = m.columnName(iColumn); |
| 4967 | columnNames.push_back(name); |
| 4968 | if (nameDiscipline) |
| 4969 | OsiSolverInterface::setColName(iColumn,name) ; |
| 4970 | } |
| 4971 | modelPtr_->copyNames(rowNames,columnNames); |
| 4972 | return(0); |
| 4973 | } |
| 4974 | /* Write the problem into an Lp file of the given filename. |
| 4975 | If objSense is non zero then -1.0 forces the code to write a |
| 4976 | maximization objective and +1.0 to write a minimization one. |
| 4977 | If 0.0 then solver can do what it wants. |
| 4978 | This version calls writeLpNative with names */ |
| 4979 | void |
| 4980 | OsiClpSolverInterface::writeLp(const char *filename, |
| 4981 | const char *extension , |
| 4982 | double epsilon , |
| 4983 | int numberAcross , |
| 4984 | int decimals , |
| 4985 | double objSense , |
| 4986 | bool changeNameOnRange) const |
| 4987 | { |
| 4988 | std::string f(filename); |
| 4989 | std::string e(extension); |
| 4990 | std::string fullname; |
| 4991 | if (e!="" ) { |
| 4992 | fullname = f + "." + e; |
| 4993 | } else { |
| 4994 | // no extension so no trailing period |
| 4995 | fullname = f; |
| 4996 | } |
| 4997 | // get names |
| 4998 | const char * const * const rowNames = modelPtr_->rowNamesAsChar(); |
| 4999 | const char * const * const columnNames = modelPtr_->columnNamesAsChar(); |
| 5000 | // Fall back on Osi version - possibly with names |
| 5001 | OsiSolverInterface::writeLpNative(fullname.c_str(), |
| 5002 | rowNames,columnNames, epsilon, numberAcross, |
| 5003 | decimals, objSense,changeNameOnRange); |
| 5004 | if (rowNames) { |
| 5005 | modelPtr_->deleteNamesAsChar(rowNames, modelPtr_->numberRows_+1); |
| 5006 | modelPtr_->deleteNamesAsChar(columnNames, modelPtr_->numberColumns_); |
| 5007 | } |
| 5008 | } |
| 5009 | void |
| 5010 | OsiClpSolverInterface::writeLp(FILE * fp, |
| 5011 | double epsilon , |
| 5012 | int numberAcross , |
| 5013 | int decimals , |
| 5014 | double objSense , |
| 5015 | bool changeNameOnRange) const |
| 5016 | { |
| 5017 | // get names |
| 5018 | const char * const * const rowNames = modelPtr_->rowNamesAsChar(); |
| 5019 | const char * const * const columnNames = modelPtr_->columnNamesAsChar(); |
| 5020 | // Fall back on Osi version - possibly with names |
| 5021 | OsiSolverInterface::writeLpNative(fp, |
| 5022 | rowNames,columnNames, epsilon, numberAcross, |
| 5023 | decimals, objSense,changeNameOnRange); |
| 5024 | if (rowNames) { |
| 5025 | modelPtr_->deleteNamesAsChar(rowNames, modelPtr_->numberRows_+1); |
| 5026 | modelPtr_->deleteNamesAsChar(columnNames, modelPtr_->numberColumns_); |
| 5027 | } |
| 5028 | } |
| 5029 | /* |
| 5030 | I (JJF) am getting incredibly annoyed because I can't just replace a matrix. |
| 5031 | The default behavior of this is do nothing so only use where that would not matter |
| 5032 | e.g. strengthening a matrix for MIP |
| 5033 | */ |
| 5034 | void |
| 5035 | OsiClpSolverInterface::replaceMatrixOptional(const CoinPackedMatrix & matrix) |
| 5036 | { |
| 5037 | modelPtr_->whatsChanged_ &= (0xffff&~(2|4|8)); |
| 5038 | replaceMatrix(matrix); |
| 5039 | } |
| 5040 | // And if it does matter (not used at present) |
| 5041 | void |
| 5042 | OsiClpSolverInterface::replaceMatrix(const CoinPackedMatrix & matrix) |
| 5043 | { |
| 5044 | modelPtr_->whatsChanged_ &= (0xffff&~(2|4|8)); |
| 5045 | delete modelPtr_->matrix_; |
| 5046 | delete modelPtr_->rowCopy_; |
| 5047 | modelPtr_->rowCopy_=NULL; |
| 5048 | if (matrix.isColOrdered()) { |
| 5049 | modelPtr_->matrix_=new ClpPackedMatrix(matrix); |
| 5050 | } else { |
| 5051 | CoinPackedMatrix matrix2; |
| 5052 | matrix2.setExtraGap(0.0); |
| 5053 | matrix2.setExtraMajor(0.0); |
| 5054 | matrix2.reverseOrderedCopyOf(matrix); |
| 5055 | modelPtr_->matrix_=new ClpPackedMatrix(matrix2); |
| 5056 | } |
| 5057 | modelPtr_->matrix_->setDimensions(modelPtr_->numberRows_,modelPtr_->numberColumns_); |
| 5058 | freeCachedResults(); |
| 5059 | } |
| 5060 | // Get pointer to array[getNumCols()] of primal solution vector |
| 5061 | const double * |
| 5062 | OsiClpSolverInterface::getColSolution() const |
| 5063 | { |
| 5064 | if (modelPtr_->solveType()!=2) { |
| 5065 | return modelPtr_->primalColumnSolution(); |
| 5066 | } else { |
| 5067 | // simplex interface |
| 5068 | return modelPtr_->solutionRegion(1); |
| 5069 | } |
| 5070 | } |
| 5071 | |
| 5072 | // Get pointer to array[getNumRows()] of dual prices |
| 5073 | const double * |
| 5074 | OsiClpSolverInterface::getRowPrice() const |
| 5075 | { |
| 5076 | if (modelPtr_->solveType()!=2) { |
| 5077 | return modelPtr_->dualRowSolution(); |
| 5078 | } else { |
| 5079 | // simplex interface |
| 5080 | //return modelPtr_->djRegion(0); |
| 5081 | return modelPtr_->dualRowSolution(); |
| 5082 | } |
| 5083 | } |
| 5084 | |
| 5085 | // Get a pointer to array[getNumCols()] of reduced costs |
| 5086 | const double * |
| 5087 | OsiClpSolverInterface::getReducedCost() const |
| 5088 | { |
| 5089 | if (modelPtr_->solveType()!=2) { |
| 5090 | return modelPtr_->dualColumnSolution(); |
| 5091 | } else { |
| 5092 | // simplex interface |
| 5093 | return modelPtr_->djRegion(1); |
| 5094 | } |
| 5095 | } |
| 5096 | |
| 5097 | /* Get pointer to array[getNumRows()] of row activity levels (constraint |
| 5098 | matrix times the solution vector */ |
| 5099 | const double * |
| 5100 | OsiClpSolverInterface::getRowActivity() const |
| 5101 | { |
| 5102 | if (modelPtr_->solveType()!=2) { |
| 5103 | return modelPtr_->primalRowSolution(); |
| 5104 | } else { |
| 5105 | // simplex interface |
| 5106 | return modelPtr_->solutionRegion(0); |
| 5107 | } |
| 5108 | } |
| 5109 | double |
| 5110 | OsiClpSolverInterface::getObjValue() const |
| 5111 | { |
| 5112 | if (modelPtr_->numberIterations()||modelPtr_->upperIn_!=-COIN_DBL_MAX) { |
| 5113 | // This does not pass unitTest when getObjValue is called before solve. |
| 5114 | //printf("obj a %g %g\n",modelPtr_->objectiveValue(), |
| 5115 | // OsiSolverInterface::getObjValue()); |
| 5116 | if (fakeMinInSimplex_) |
| 5117 | return -modelPtr_->objectiveValue() ; |
| 5118 | else |
| 5119 | return modelPtr_->objectiveValue(); |
| 5120 | } else { |
| 5121 | return OsiSolverInterface::getObjValue(); |
| 5122 | } |
| 5123 | } |
| 5124 | |
| 5125 | /* Set an objective function coefficient */ |
| 5126 | void |
| 5127 | OsiClpSolverInterface::setObjCoeff( int elementIndex, double elementValue ) |
| 5128 | { |
| 5129 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5130 | // Say can't gurantee optimal basis etc |
| 5131 | lastAlgorithm_=999; |
| 5132 | #ifndef NDEBUG |
| 5133 | int n = modelPtr_->numberColumns(); |
| 5134 | if (elementIndex<0||elementIndex>=n) { |
| 5135 | indexError(elementIndex,"setObjCoeff" ); |
| 5136 | } |
| 5137 | #endif |
| 5138 | modelPtr_->setObjectiveCoefficient(elementIndex, |
| 5139 | ((fakeMinInSimplex_)?-elementValue:elementValue)); |
| 5140 | } |
| 5141 | |
| 5142 | /* Set a single column lower bound<br> |
| 5143 | Use -DBL_MAX for -infinity. */ |
| 5144 | void |
| 5145 | OsiClpSolverInterface::setColLower( int index, double elementValue ) |
| 5146 | { |
| 5147 | modelPtr_->whatsChanged_ &= 0x1ffff; |
| 5148 | #ifndef NDEBUG |
| 5149 | int n = modelPtr_->numberColumns(); |
| 5150 | if (index<0||index>=n) { |
| 5151 | indexError(index,"setColLower" ); |
| 5152 | } |
| 5153 | #endif |
| 5154 | double currentValue = modelPtr_->columnActivity_[index]; |
| 5155 | bool changed=(currentValue<elementValue-modelPtr_->primalTolerance()|| |
| 5156 | index>=basis_.getNumStructural()|| |
| 5157 | basis_.getStructStatus(index)==CoinWarmStartBasis::atLowerBound); |
| 5158 | // Say can't gurantee optimal basis etc |
| 5159 | if (changed) |
| 5160 | lastAlgorithm_=999; |
| 5161 | if (!modelPtr_->lower_) |
| 5162 | modelPtr_->whatsChanged_ &= ~0xffff; // switch off |
| 5163 | modelPtr_->setColumnLower(index,elementValue); |
| 5164 | } |
| 5165 | |
| 5166 | /* Set a single column upper bound<br> |
| 5167 | Use DBL_MAX for infinity. */ |
| 5168 | void |
| 5169 | OsiClpSolverInterface::setColUpper( int index, double elementValue ) |
| 5170 | { |
| 5171 | modelPtr_->whatsChanged_ &= 0x1ffff; |
| 5172 | #ifndef NDEBUG |
| 5173 | int n = modelPtr_->numberColumns(); |
| 5174 | if (index<0||index>=n) { |
| 5175 | indexError(index,"setColUpper" ); |
| 5176 | } |
| 5177 | #endif |
| 5178 | double currentValue = modelPtr_->columnActivity_[index]; |
| 5179 | bool changed=(currentValue>elementValue+modelPtr_->primalTolerance()|| |
| 5180 | index>=basis_.getNumStructural()|| |
| 5181 | basis_.getStructStatus(index)==CoinWarmStartBasis::atUpperBound); |
| 5182 | // Say can't gurantee optimal basis etc |
| 5183 | if (changed) |
| 5184 | lastAlgorithm_=999; |
| 5185 | if (!modelPtr_->upper_) |
| 5186 | modelPtr_->whatsChanged_ &= ~0xffff; // switch off |
| 5187 | modelPtr_->setColumnUpper(index,elementValue); |
| 5188 | } |
| 5189 | |
| 5190 | /* Set a single column lower and upper bound */ |
| 5191 | void |
| 5192 | OsiClpSolverInterface::setColBounds( int elementIndex, |
| 5193 | double lower, double upper ) |
| 5194 | { |
| 5195 | modelPtr_->whatsChanged_ &= 0x1ffff; |
| 5196 | // Say can't gurantee optimal basis etc |
| 5197 | lastAlgorithm_=999; |
| 5198 | #ifndef NDEBUG |
| 5199 | int n = modelPtr_->numberColumns(); |
| 5200 | if (elementIndex<0||elementIndex>=n) { |
| 5201 | indexError(elementIndex,"setColBounds" ); |
| 5202 | } |
| 5203 | #endif |
| 5204 | if (!modelPtr_->lower_) |
| 5205 | modelPtr_->whatsChanged_ &= ~0xffff; // switch off |
| 5206 | modelPtr_->setColumnBounds(elementIndex,lower,upper); |
| 5207 | } |
| 5208 | void OsiClpSolverInterface::setColSetBounds(const int* indexFirst, |
| 5209 | const int* indexLast, |
| 5210 | const double* boundList) |
| 5211 | { |
| 5212 | modelPtr_->whatsChanged_ &= 0x1ffff; |
| 5213 | // Say can't gurantee optimal basis etc |
| 5214 | lastAlgorithm_=999; |
| 5215 | #ifndef NDEBUG |
| 5216 | int n = modelPtr_->numberColumns(); |
| 5217 | const int * indexFirst2=indexFirst; |
| 5218 | while (indexFirst2 != indexLast) { |
| 5219 | const int iColumn=*indexFirst2++; |
| 5220 | if (iColumn<0||iColumn>=n) { |
| 5221 | indexError(iColumn,"setColSetBounds" ); |
| 5222 | } |
| 5223 | } |
| 5224 | #endif |
| 5225 | modelPtr_->setColSetBounds(indexFirst,indexLast,boundList); |
| 5226 | } |
| 5227 | //------------------------------------------------------------------ |
| 5228 | /* Set a single row lower bound<br> |
| 5229 | Use -DBL_MAX for -infinity. */ |
| 5230 | void |
| 5231 | OsiClpSolverInterface::setRowLower( int elementIndex, double elementValue ) { |
| 5232 | // Say can't gurantee optimal basis etc |
| 5233 | lastAlgorithm_=999; |
| 5234 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5235 | #ifndef NDEBUG |
| 5236 | int n = modelPtr_->numberRows(); |
| 5237 | if (elementIndex<0||elementIndex>=n) { |
| 5238 | indexError(elementIndex,"setRowLower" ); |
| 5239 | } |
| 5240 | #endif |
| 5241 | modelPtr_->setRowLower(elementIndex , elementValue); |
| 5242 | if (rowsense_!=NULL) { |
| 5243 | assert ((rhs_ != NULL) && (rowrange_ != NULL)); |
| 5244 | convertBoundToSense(modelPtr_->rowLower_[elementIndex], |
| 5245 | modelPtr_->rowUpper_[elementIndex], |
| 5246 | rowsense_[elementIndex], rhs_[elementIndex], rowrange_[elementIndex]); |
| 5247 | } |
| 5248 | } |
| 5249 | |
| 5250 | /* Set a single row upper bound<br> |
| 5251 | Use DBL_MAX for infinity. */ |
| 5252 | void |
| 5253 | OsiClpSolverInterface::setRowUpper( int elementIndex, double elementValue ) { |
| 5254 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5255 | // Say can't gurantee optimal basis etc |
| 5256 | lastAlgorithm_=999; |
| 5257 | #ifndef NDEBUG |
| 5258 | int n = modelPtr_->numberRows(); |
| 5259 | if (elementIndex<0||elementIndex>=n) { |
| 5260 | indexError(elementIndex,"setRowUpper" ); |
| 5261 | } |
| 5262 | #endif |
| 5263 | modelPtr_->setRowUpper(elementIndex , elementValue); |
| 5264 | if (rowsense_!=NULL) { |
| 5265 | assert ((rhs_ != NULL) && (rowrange_ != NULL)); |
| 5266 | convertBoundToSense(modelPtr_->rowLower_[elementIndex], |
| 5267 | modelPtr_->rowUpper_[elementIndex], |
| 5268 | rowsense_[elementIndex], rhs_[elementIndex], rowrange_[elementIndex]); |
| 5269 | } |
| 5270 | } |
| 5271 | |
| 5272 | /* Set a single row lower and upper bound */ |
| 5273 | void |
| 5274 | OsiClpSolverInterface::setRowBounds( int elementIndex, |
| 5275 | double lower, double upper ) { |
| 5276 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5277 | // Say can't gurantee optimal basis etc |
| 5278 | lastAlgorithm_=999; |
| 5279 | #ifndef NDEBUG |
| 5280 | int n = modelPtr_->numberRows(); |
| 5281 | if (elementIndex<0||elementIndex>=n) { |
| 5282 | indexError(elementIndex,"setRowBounds" ); |
| 5283 | } |
| 5284 | #endif |
| 5285 | modelPtr_->setRowBounds(elementIndex,lower,upper); |
| 5286 | if (rowsense_!=NULL) { |
| 5287 | assert ((rhs_ != NULL) && (rowrange_ != NULL)); |
| 5288 | convertBoundToSense(modelPtr_->rowLower_[elementIndex], |
| 5289 | modelPtr_->rowUpper_[elementIndex], |
| 5290 | rowsense_[elementIndex], rhs_[elementIndex], rowrange_[elementIndex]); |
| 5291 | } |
| 5292 | } |
| 5293 | //----------------------------------------------------------------------------- |
| 5294 | void |
| 5295 | OsiClpSolverInterface::setRowType(int i, char sense, double rightHandSide, |
| 5296 | double range) |
| 5297 | { |
| 5298 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5299 | // Say can't gurantee optimal basis etc |
| 5300 | lastAlgorithm_=999; |
| 5301 | #ifndef NDEBUG |
| 5302 | int n = modelPtr_->numberRows(); |
| 5303 | if (i<0||i>=n) { |
| 5304 | indexError(i,"setRowType" ); |
| 5305 | } |
| 5306 | #endif |
| 5307 | double lower = 0, upper = 0; |
| 5308 | convertSenseToBound(sense, rightHandSide, range, lower, upper); |
| 5309 | setRowBounds(i, lower, upper); |
| 5310 | // If user is using sense then set |
| 5311 | if (rowsense_) { |
| 5312 | rowsense_[i] = sense; |
| 5313 | rhs_[i] = rightHandSide; |
| 5314 | rowrange_[i] = range; |
| 5315 | } |
| 5316 | } |
| 5317 | // Set name of row |
| 5318 | void |
| 5319 | //OsiClpSolverInterface::setRowName(int rowIndex, std::string & name) |
| 5320 | OsiClpSolverInterface::setRowName(int rowIndex, std::string name) |
| 5321 | { |
| 5322 | if (rowIndex>=0&&rowIndex<modelPtr_->numberRows()) { |
| 5323 | int nameDiscipline; |
| 5324 | getIntParam(OsiNameDiscipline,nameDiscipline) ; |
| 5325 | if (nameDiscipline) { |
| 5326 | modelPtr_->setRowName(rowIndex,name); |
| 5327 | OsiSolverInterface::setRowName(rowIndex,name) ; |
| 5328 | } |
| 5329 | } |
| 5330 | } |
| 5331 | // Return name of row if one exists or Rnnnnnnn |
| 5332 | // we ignore maxLen |
| 5333 | std::string |
| 5334 | OsiClpSolverInterface::getRowName(int rowIndex, unsigned int /*maxLen*/) const |
| 5335 | { |
| 5336 | if (rowIndex == getNumRows()) |
| 5337 | return getObjName(); |
| 5338 | return modelPtr_->getRowName(rowIndex); |
| 5339 | } |
| 5340 | |
| 5341 | // Set name of col |
| 5342 | void |
| 5343 | //OsiClpSolverInterface::setColName(int colIndex, std::string & name) |
| 5344 | OsiClpSolverInterface::setColName(int colIndex, std::string name) |
| 5345 | { |
| 5346 | if (colIndex>=0&&colIndex<modelPtr_->numberColumns()) { |
| 5347 | int nameDiscipline; |
| 5348 | getIntParam(OsiNameDiscipline,nameDiscipline) ; |
| 5349 | if (nameDiscipline) { |
| 5350 | modelPtr_->setColumnName(colIndex,name); |
| 5351 | OsiSolverInterface::setColName(colIndex,name) ; |
| 5352 | } |
| 5353 | } |
| 5354 | } |
| 5355 | // Return name of col if one exists or Rnnnnnnn |
| 5356 | std::string |
| 5357 | OsiClpSolverInterface::getColName(int colIndex, unsigned int /*maxLen*/) const |
| 5358 | { |
| 5359 | return modelPtr_->getColumnName(colIndex); |
| 5360 | } |
| 5361 | |
| 5362 | |
| 5363 | //----------------------------------------------------------------------------- |
| 5364 | void OsiClpSolverInterface::setRowSetBounds(const int* indexFirst, |
| 5365 | const int* indexLast, |
| 5366 | const double* boundList) |
| 5367 | { |
| 5368 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5369 | // Say can't gurantee optimal basis etc |
| 5370 | lastAlgorithm_=999; |
| 5371 | #ifndef NDEBUG |
| 5372 | int n = modelPtr_->numberRows(); |
| 5373 | const int * indexFirst2=indexFirst; |
| 5374 | while (indexFirst2 != indexLast) { |
| 5375 | const int iColumn=*indexFirst2++; |
| 5376 | if (iColumn<0||iColumn>=n) { |
| 5377 | indexError(iColumn,"setColumnSetBounds" ); |
| 5378 | } |
| 5379 | } |
| 5380 | #endif |
| 5381 | modelPtr_->setRowSetBounds(indexFirst,indexLast,boundList); |
| 5382 | if (rowsense_ != NULL) { |
| 5383 | assert ((rhs_ != NULL) && (rowrange_ != NULL)); |
| 5384 | double * lower = modelPtr_->rowLower(); |
| 5385 | double * upper = modelPtr_->rowUpper(); |
| 5386 | while (indexFirst != indexLast) { |
| 5387 | const int iRow=*indexFirst++; |
| 5388 | convertBoundToSense(lower[iRow], upper[iRow], |
| 5389 | rowsense_[iRow], rhs_[iRow], rowrange_[iRow]); |
| 5390 | } |
| 5391 | } |
| 5392 | } |
| 5393 | //----------------------------------------------------------------------------- |
| 5394 | void |
| 5395 | OsiClpSolverInterface::setRowSetTypes(const int* indexFirst, |
| 5396 | const int* indexLast, |
| 5397 | const char* senseList, |
| 5398 | const double* rhsList, |
| 5399 | const double* rangeList) |
| 5400 | { |
| 5401 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5402 | // Say can't gurantee optimal basis etc |
| 5403 | lastAlgorithm_=999; |
| 5404 | #ifndef NDEBUG |
| 5405 | int n = modelPtr_->numberRows(); |
| 5406 | #endif |
| 5407 | const int len = static_cast<int>(indexLast - indexFirst); |
| 5408 | while (indexFirst != indexLast) { |
| 5409 | const int iRow= *indexFirst++; |
| 5410 | #ifndef NDEBUG |
| 5411 | if (iRow<0||iRow>=n) { |
| 5412 | indexError(iRow,"isContinuous" ); |
| 5413 | } |
| 5414 | #endif |
| 5415 | double lowerValue = 0; |
| 5416 | double upperValue = 0; |
| 5417 | if (rangeList){ |
| 5418 | convertSenseToBound(*senseList++, *rhsList++, *rangeList++, |
| 5419 | lowerValue, upperValue); |
| 5420 | } else { |
| 5421 | convertSenseToBound(*senseList++, *rhsList++, 0, |
| 5422 | lowerValue, upperValue); |
| 5423 | } |
| 5424 | modelPtr_->setRowBounds(iRow,lowerValue,upperValue); |
| 5425 | } |
| 5426 | if (rowsense_ != NULL) { |
| 5427 | assert ((rhs_ != NULL) && (rowrange_ != NULL)); |
| 5428 | indexFirst -= len; |
| 5429 | senseList -= len; |
| 5430 | rhsList -= len; |
| 5431 | if (rangeList) |
| 5432 | rangeList -= len; |
| 5433 | while (indexFirst != indexLast) { |
| 5434 | const int iRow=*indexFirst++; |
| 5435 | rowsense_[iRow] = *senseList++; |
| 5436 | rhs_[iRow] = *rhsList++; |
| 5437 | if (rangeList) |
| 5438 | rowrange_[iRow] = *rangeList++; |
| 5439 | } |
| 5440 | } |
| 5441 | } |
| 5442 | |
| 5443 | /* |
| 5444 | Clp's copy-in/copy-out design paradigm is a challenge for the simplex modes. |
| 5445 | Normal operation goes like this: |
| 5446 | * startup() loads clp's work arrays, performing scaling for numerical |
| 5447 | stability and compensating for max. |
| 5448 | * clp solves the problem |
| 5449 | * finish() unloads the work arrays into answer arrays, undoing scaling |
| 5450 | and max compensation. |
| 5451 | There are two solutions: undo scaling and max on demand, or make them |
| 5452 | into noops. The various getBInv* methods undo scaling on demand (but |
| 5453 | see special option 512) and do not need to worry about max. Other get |
| 5454 | solution methods are not coded to do this, so the second approach is |
| 5455 | used. For simplex modes, turn off scaling (necessary for both primal and |
| 5456 | dual solutions) and temporarily convert max to min (necessary for dual |
| 5457 | solution). This makes the unscaling in getBInv* superfluous, but don't |
| 5458 | remove it. Arguably the better solution here would be to go through and |
| 5459 | add unscaling and max compensation to the get solution methods. Look for |
| 5460 | fakeMinInSimplex to see the places this propagates to. |
| 5461 | |
| 5462 | TODO: setRowPrice never has worked properly, and I didn't try to fix it in |
| 5463 | this go-round. |
| 5464 | |
| 5465 | As of 100907, change applied to [enable|disable]Factorization (mode 1). |
| 5466 | Limitation of [enable|disable]SimplexInterface (mode 2) noted in |
| 5467 | documentation. -- lh, 100907 -- |
| 5468 | */ |
| 5469 | /* |
| 5470 | Enables normal operation of subsequent functions. This method is supposed |
| 5471 | to ensure that all typical things (like reduced costs, etc.) are updated |
| 5472 | when individual pivots are executed and can be queried by other methods |
| 5473 | */ |
| 5474 | void |
| 5475 | OsiClpSolverInterface::enableSimplexInterface(bool doingPrimal) |
| 5476 | { |
| 5477 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5478 | if (modelPtr_->solveType()==2) |
| 5479 | return; |
| 5480 | assert (modelPtr_->solveType()==1); |
| 5481 | int saveIts = modelPtr_->numberIterations_; |
| 5482 | modelPtr_->setSolveType(2); |
| 5483 | if (doingPrimal) |
| 5484 | modelPtr_->setAlgorithm(1); |
| 5485 | else |
| 5486 | modelPtr_->setAlgorithm(-1); |
| 5487 | // Do initialization |
| 5488 | saveData_ = modelPtr_->saveData(); |
| 5489 | saveData_.scalingFlag_=modelPtr_->scalingFlag(); |
| 5490 | modelPtr_->scaling(0); |
| 5491 | specialOptions_ = 0x80000000; |
| 5492 | // set infeasibility cost up |
| 5493 | modelPtr_->setInfeasibilityCost(1.0e12); |
| 5494 | ClpDualRowDantzig dantzig; |
| 5495 | modelPtr_->setDualRowPivotAlgorithm(dantzig); |
| 5496 | ClpPrimalColumnDantzig dantzigP; |
| 5497 | dantzigP.saveWeights(modelPtr_,0); // set modelPtr |
| 5498 | modelPtr_->setPrimalColumnPivotAlgorithm(dantzigP); |
| 5499 | int saveOptions = modelPtr_->specialOptions_; |
| 5500 | modelPtr_->specialOptions_ &= ~262144; |
| 5501 | delete modelPtr_->scaledMatrix_; |
| 5502 | modelPtr_->scaledMatrix_=NULL; |
| 5503 | #ifdef NDEBUG |
| 5504 | modelPtr_->startup(0); |
| 5505 | #else |
| 5506 | int returnCode=modelPtr_->startup(0); |
| 5507 | assert (!returnCode||returnCode==2); |
| 5508 | #endif |
| 5509 | modelPtr_->specialOptions_=saveOptions; |
| 5510 | modelPtr_->numberIterations_=saveIts; |
| 5511 | } |
| 5512 | |
| 5513 | //Undo whatever setting changes the above method had to make |
| 5514 | void |
| 5515 | OsiClpSolverInterface::disableSimplexInterface() |
| 5516 | { |
| 5517 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5518 | assert (modelPtr_->solveType()==2); |
| 5519 | // declare optimality anyway (for message handler) |
| 5520 | modelPtr_->setProblemStatus(0); |
| 5521 | modelPtr_->setSolveType(1); |
| 5522 | // message will not appear anyway |
| 5523 | int saveMessageLevel=modelPtr_->messageHandler()->logLevel(); |
| 5524 | modelPtr_->messageHandler()->setLogLevel(0); |
| 5525 | modelPtr_->finish(); |
| 5526 | modelPtr_->messageHandler()->setLogLevel(saveMessageLevel); |
| 5527 | modelPtr_->restoreData(saveData_); |
| 5528 | modelPtr_->scaling(saveData_.scalingFlag_); |
| 5529 | ClpDualRowSteepest steepest; |
| 5530 | modelPtr_->setDualRowPivotAlgorithm(steepest); |
| 5531 | ClpPrimalColumnSteepest steepestP; |
| 5532 | modelPtr_->setPrimalColumnPivotAlgorithm(steepestP); |
| 5533 | basis_ = getBasis(modelPtr_); |
| 5534 | modelPtr_->setSolveType(1); |
| 5535 | } |
| 5536 | |
| 5537 | /* |
| 5538 | Force scaling off. If the client thinks we're maximising, arrange it so |
| 5539 | that clp sees minimisation while the client still sees maximisation. In |
| 5540 | keeping with the spirit of the getBInv methods, special option 512 will |
| 5541 | leave all work to the client. |
| 5542 | */ |
| 5543 | void |
| 5544 | OsiClpSolverInterface::enableFactorization() const |
| 5545 | { |
| 5546 | saveData_.specialOptions_=specialOptions_; |
| 5547 | // Try to preserve work regions, reuse factorization |
| 5548 | if ((specialOptions_&(1+8))!=1+8) |
| 5549 | setSpecialOptionsMutable((1+8)|specialOptions_); |
| 5550 | // Are we allowed to make the output sensible to mere mortals? |
| 5551 | if ((specialOptions_&512)==0) { |
| 5552 | // Force scaling to off |
| 5553 | saveData_.scalingFlag_ = modelPtr_->scalingFlag() ; |
| 5554 | modelPtr_->scaling(0) ; |
| 5555 | // Temporarily force to min but keep a copy of original objective. |
| 5556 | if (getObjSense() < 0.0) { |
| 5557 | fakeMinInSimplex_ = true ; |
| 5558 | modelPtr_->setOptimizationDirection(1.0) ; |
| 5559 | double *c = modelPtr_->objective() ; |
| 5560 | int n = getNumCols() ; |
| 5561 | linearObjective_ = new double[n] ; |
| 5562 | CoinMemcpyN(c,n,linearObjective_) ; |
| 5563 | std::transform(c,c+n,c,std::negate<double>()) ; |
| 5564 | } |
| 5565 | } |
| 5566 | int saveStatus = modelPtr_->problemStatus_; |
| 5567 | #ifdef NDEBUG |
| 5568 | modelPtr_->startup(0); |
| 5569 | #else |
| 5570 | int returnCode=modelPtr_->startup(0); |
| 5571 | assert (!returnCode||returnCode==2); |
| 5572 | #endif |
| 5573 | modelPtr_->problemStatus_=saveStatus; |
| 5574 | } |
| 5575 | |
| 5576 | /* |
| 5577 | Undo enableFactorization. Retrieve the special options and scaling and |
| 5578 | remove the temporary objective used to fake minimisation in clp. |
| 5579 | */ |
| 5580 | void |
| 5581 | OsiClpSolverInterface::disableFactorization() const |
| 5582 | { |
| 5583 | specialOptions_=saveData_.specialOptions_; |
| 5584 | // declare optimality anyway (for message handler) |
| 5585 | modelPtr_->setProblemStatus(0); |
| 5586 | // message will not appear anyway |
| 5587 | int saveMessageLevel=modelPtr_->messageHandler()->logLevel(); |
| 5588 | modelPtr_->messageHandler()->setLogLevel(0); |
| 5589 | modelPtr_->finish(); |
| 5590 | modelPtr_->messageHandler()->setLogLevel(saveMessageLevel); |
| 5591 | // Client asked for transforms on the way in, so back out. |
| 5592 | if ((specialOptions_&512)==0) { |
| 5593 | modelPtr_->scaling(saveData_.scalingFlag_) ; |
| 5594 | if (fakeMinInSimplex_ == true) { |
| 5595 | fakeMinInSimplex_ = false ; |
| 5596 | modelPtr_->setOptimizationDirection(-1.0) ; |
| 5597 | double *c = modelPtr_->objective() ; |
| 5598 | int n = getNumCols() ; |
| 5599 | std::transform(c,c+n,c,std::negate<double>()) ; |
| 5600 | delete[] linearObjective_ ; |
| 5601 | } |
| 5602 | } |
| 5603 | } |
| 5604 | |
| 5605 | |
| 5606 | |
| 5607 | /* The following two methods may be replaced by the |
| 5608 | methods of OsiSolverInterface using OsiWarmStartBasis if: |
| 5609 | 1. OsiWarmStartBasis resize operation is implemented |
| 5610 | more efficiently and |
| 5611 | 2. It is ensured that effects on the solver are the same |
| 5612 | |
| 5613 | Returns a basis status of the structural/artificial variables |
| 5614 | */ |
| 5615 | void |
| 5616 | OsiClpSolverInterface::getBasisStatus(int* cstat, int* rstat) const |
| 5617 | { |
| 5618 | int iRow,iColumn; |
| 5619 | int numberRows = modelPtr_->numberRows(); |
| 5620 | int numberColumns = modelPtr_->numberColumns(); |
| 5621 | const double * pi = modelPtr_->dualRowSolution(); |
| 5622 | const double * dj = modelPtr_->dualColumnSolution(); |
| 5623 | double multiplier = modelPtr_->optimizationDirection(); |
| 5624 | // Flip slacks |
| 5625 | int lookupA[]={0,1,3,2,0,3}; |
| 5626 | for (iRow=0;iRow<numberRows;iRow++) { |
| 5627 | int iStatus = modelPtr_->getRowStatus(iRow); |
| 5628 | if (iStatus==5) { |
| 5629 | // Fixed - look at reduced cost |
| 5630 | if (pi[iRow]*multiplier>1.0e-7) |
| 5631 | iStatus = 3; |
| 5632 | } |
| 5633 | iStatus = lookupA[iStatus]; |
| 5634 | rstat[iRow]=iStatus; |
| 5635 | } |
| 5636 | int lookupS[]={0,1,2,3,0,3}; |
| 5637 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 5638 | int iStatus = modelPtr_->getColumnStatus(iColumn); |
| 5639 | if (iStatus==5) { |
| 5640 | // Fixed - look at reduced cost |
| 5641 | if (dj[iColumn]*multiplier<-1.0e-7) |
| 5642 | iStatus = 2; |
| 5643 | } |
| 5644 | iStatus = lookupS[iStatus]; |
| 5645 | cstat[iColumn]=iStatus; |
| 5646 | } |
| 5647 | } |
| 5648 | |
| 5649 | //Set the status of structural/artificial variables |
| 5650 | //Returns 0 if OK, 1 if problem is bad e.g. duplicate elements, too large ... |
| 5651 | int |
| 5652 | OsiClpSolverInterface::setBasisStatus(const int* cstat, const int* rstat) |
| 5653 | { |
| 5654 | modelPtr_->whatsChanged_ &= 0xffff; |
| 5655 | // Say can't gurantee optimal basis etc |
| 5656 | lastAlgorithm_=999; |
| 5657 | modelPtr_->createStatus(); |
| 5658 | int i, n; |
| 5659 | double * lower, * upper, * solution; |
| 5660 | n=modelPtr_->numberRows(); |
| 5661 | lower = modelPtr_->rowLower(); |
| 5662 | upper = modelPtr_->rowUpper(); |
| 5663 | solution = modelPtr_->primalRowSolution(); |
| 5664 | // For rows lower and upper are flipped |
| 5665 | int lookupA[]={0,1,3,2}; |
| 5666 | for (i=0;i<n;i++) { |
| 5667 | int status = lookupA[rstat[i]]; |
| 5668 | if (status<0||status>3) |
| 5669 | status = 3; |
| 5670 | if (lower[i]<-1.0e50&&upper[i]>1.0e50&&status!=1) |
| 5671 | status = 0; // set free if should be |
| 5672 | else if (lower[i]<-1.0e50&&status==3) |
| 5673 | status = 2; // can't be at lower bound |
| 5674 | else if (upper[i]>1.0e50&&status==2) |
| 5675 | status = 3; // can't be at upper bound |
| 5676 | switch (status) { |
| 5677 | // free or superbasic |
| 5678 | case 0: |
| 5679 | if (lower[i]<-1.0e50&&upper[i]>1.0e50) { |
| 5680 | modelPtr_->setRowStatus(i,ClpSimplex::isFree); |
| 5681 | if (fabs(solution[i])>1.0e20) |
| 5682 | solution[i]=0.0; |
| 5683 | } else { |
| 5684 | modelPtr_->setRowStatus(i,ClpSimplex::superBasic); |
| 5685 | if (fabs(solution[i])>1.0e20) |
| 5686 | solution[i]=0.0; |
| 5687 | } |
| 5688 | break; |
| 5689 | case 1: |
| 5690 | // basic |
| 5691 | modelPtr_->setRowStatus(i,ClpSimplex::basic); |
| 5692 | break; |
| 5693 | case 2: |
| 5694 | // at upper bound |
| 5695 | solution[i]=upper[i]; |
| 5696 | if (upper[i]>lower[i]) |
| 5697 | modelPtr_->setRowStatus(i,ClpSimplex::atUpperBound); |
| 5698 | else |
| 5699 | modelPtr_->setRowStatus(i,ClpSimplex::isFixed); |
| 5700 | break; |
| 5701 | case 3: |
| 5702 | // at lower bound |
| 5703 | solution[i]=lower[i]; |
| 5704 | if (upper[i]>lower[i]) |
| 5705 | modelPtr_->setRowStatus(i,ClpSimplex::atLowerBound); |
| 5706 | else |
| 5707 | modelPtr_->setRowStatus(i,ClpSimplex::isFixed); |
| 5708 | break; |
| 5709 | } |
| 5710 | } |
| 5711 | n=modelPtr_->numberColumns(); |
| 5712 | lower = modelPtr_->columnLower(); |
| 5713 | upper = modelPtr_->columnUpper(); |
| 5714 | solution = modelPtr_->primalColumnSolution(); |
| 5715 | for (i=0;i<n;i++) { |
| 5716 | int status = cstat[i]; |
| 5717 | if (status<0||status>3) |
| 5718 | status = 3; |
| 5719 | if (lower[i]<-1.0e50&&upper[i]>1.0e50&&status!=1) |
| 5720 | status = 0; // set free if should be |
| 5721 | else if (lower[i]<-1.0e50&&status==3) |
| 5722 | status = 2; // can't be at lower bound |
| 5723 | else if (upper[i]>1.0e50&&status==2) |
| 5724 | status = 3; // can't be at upper bound |
| 5725 | switch (status) { |
| 5726 | // free or superbasic |
| 5727 | case 0: |
| 5728 | if (lower[i]<-1.0e50&&upper[i]>1.0e50) { |
| 5729 | modelPtr_->setColumnStatus(i,ClpSimplex::isFree); |
| 5730 | if (fabs(solution[i])>1.0e20) |
| 5731 | solution[i]=0.0; |
| 5732 | } else { |
| 5733 | modelPtr_->setColumnStatus(i,ClpSimplex::superBasic); |
| 5734 | if (fabs(solution[i])>1.0e20) |
| 5735 | solution[i]=0.0; |
| 5736 | } |
| 5737 | break; |
| 5738 | case 1: |
| 5739 | // basic |
| 5740 | modelPtr_->setColumnStatus(i,ClpSimplex::basic); |
| 5741 | break; |
| 5742 | case 2: |
| 5743 | // at upper bound |
| 5744 | solution[i]=upper[i]; |
| 5745 | if (upper[i]>lower[i]) |
| 5746 | modelPtr_->setColumnStatus(i,ClpSimplex::atUpperBound); |
| 5747 | else |
| 5748 | modelPtr_->setColumnStatus(i,ClpSimplex::isFixed); |
| 5749 | break; |
| 5750 | case 3: |
| 5751 | // at lower bound |
| 5752 | solution[i]=lower[i]; |
| 5753 | if (upper[i]>lower[i]) |
| 5754 | modelPtr_->setColumnStatus(i,ClpSimplex::atLowerBound); |
| 5755 | else |
| 5756 | modelPtr_->setColumnStatus(i,ClpSimplex::isFixed); |
| 5757 | break; |
| 5758 | } |
| 5759 | } |
| 5760 | // say first time |
| 5761 | modelPtr_->statusOfProblem(true); |
| 5762 | // May be bad model |
| 5763 | if (modelPtr_->status()==4) |
| 5764 | return 1; |
| 5765 | // Save |
| 5766 | basis_ = getBasis(modelPtr_); |
| 5767 | return 0; |
| 5768 | } |
| 5769 | |
| 5770 | /* Perform a pivot by substituting a colIn for colOut in the basis. |
| 5771 | The status of the leaving variable is given in statOut. Where |
| 5772 | 1 is to upper bound, -1 to lower bound |
| 5773 | Return code is 0 for okay, |
| 5774 | 1 if inaccuracy forced re-factorization (should be okay) and |
| 5775 | -1 for singular factorization |
| 5776 | */ |
| 5777 | int |
| 5778 | OsiClpSolverInterface::pivot(int colIn, int colOut, int outStatus) |
| 5779 | { |
| 5780 | assert (modelPtr_->solveType()==2); |
| 5781 | // convert to Clp style (what about flips?) |
| 5782 | if (colIn<0) |
| 5783 | colIn = modelPtr_->numberColumns()+(-1-colIn); |
| 5784 | if (colOut<0) |
| 5785 | colOut = modelPtr_->numberColumns()+(-1-colOut); |
| 5786 | // in clp direction of out is reversed |
| 5787 | outStatus = - outStatus; |
| 5788 | // set in clp |
| 5789 | modelPtr_->setDirectionOut(outStatus); |
| 5790 | modelPtr_->setSequenceIn(colIn); |
| 5791 | modelPtr_->setSequenceOut(colOut); |
| 5792 | // do pivot |
| 5793 | return modelPtr_->pivot(); |
| 5794 | } |
| 5795 | |
| 5796 | /* Obtain a result of the primal pivot |
| 5797 | Outputs: colOut -- leaving column, outStatus -- its status, |
| 5798 | t -- step size, and, if dx!=NULL, *dx -- primal ray direction. |
| 5799 | Inputs: colIn -- entering column, sign -- direction of its change (+/-1). |
| 5800 | Both for colIn and colOut, artificial variables are index by |
| 5801 | the negative of the row index minus 1. |
| 5802 | Return code (for now): 0 -- leaving variable found, |
| 5803 | -1 -- everything else? |
| 5804 | Clearly, more informative set of return values is required |
| 5805 | Primal and dual solutions are updated |
| 5806 | */ |
| 5807 | int |
| 5808 | OsiClpSolverInterface::primalPivotResult(int colIn, int sign, |
| 5809 | int& colOut, int& outStatus, |
| 5810 | double& t, CoinPackedVector* dx) |
| 5811 | { |
| 5812 | assert (modelPtr_->solveType()==2); |
| 5813 | // convert to Clp style |
| 5814 | if (colIn<0) |
| 5815 | colIn = modelPtr_->numberColumns()+(-1-colIn); |
| 5816 | // set in clp |
| 5817 | modelPtr_->setDirectionIn(sign); |
| 5818 | modelPtr_->setSequenceIn(colIn); |
| 5819 | modelPtr_->setSequenceOut(-1); |
| 5820 | int returnCode = modelPtr_->primalPivotResult(); |
| 5821 | t = modelPtr_->theta(); |
| 5822 | int numberColumns = modelPtr_->numberColumns(); |
| 5823 | if (dx) { |
| 5824 | double * ray = modelPtr_->unboundedRay(); |
| 5825 | if (ray) |
| 5826 | dx->setFullNonZero(numberColumns,ray); |
| 5827 | else |
| 5828 | printf("No ray?\n" ); |
| 5829 | delete [] ray; |
| 5830 | } |
| 5831 | outStatus = - modelPtr_->directionOut(); |
| 5832 | colOut = modelPtr_->sequenceOut(); |
| 5833 | if (colOut>= numberColumns) |
| 5834 | colOut = -1-(colOut - numberColumns); |
| 5835 | return returnCode; |
| 5836 | } |
| 5837 | |
| 5838 | /* Obtain a result of the dual pivot (similar to the previous method) |
| 5839 | Differences: entering variable and a sign of its change are now |
| 5840 | the outputs, the leaving variable and its statuts -- the inputs |
| 5841 | If dx!=NULL, then *dx contains dual ray |
| 5842 | Return code: same |
| 5843 | */ |
| 5844 | int |
| 5845 | OsiClpSolverInterface::dualPivotResult(int& /*colIn*/, int& /*sign*/, |
| 5846 | int /*colOut*/, int /*outStatus*/, |
| 5847 | double& /*t*/, CoinPackedVector* /*dx*/) |
| 5848 | { |
| 5849 | assert (modelPtr_->solveType()==2); |
| 5850 | abort(); |
| 5851 | return 0; |
| 5852 | } |
| 5853 | |
| 5854 | /* |
| 5855 | This method should not leave a permanent change in the solver. For |
| 5856 | this reason, save a copy of the cost region and replace it after we've |
| 5857 | calculated the duals and reduced costs. |
| 5858 | |
| 5859 | On the good side, if we're maximising, we should negate the objective on |
| 5860 | the way in and negate the duals on the way out. Since clp won't be doing |
| 5861 | anything more with c, we can exploit (-1)(-1) = 1 and do nothing. |
| 5862 | */ |
| 5863 | void |
| 5864 | OsiClpSolverInterface::getReducedGradient( |
| 5865 | double* columnReducedCosts, |
| 5866 | double * duals, |
| 5867 | const double * c) const |
| 5868 | { |
| 5869 | //assert (modelPtr_->solveType()==2); |
| 5870 | // could do this faster with coding inside Clp |
| 5871 | // save current costs |
| 5872 | int numberColumns = modelPtr_->numberColumns(); |
| 5873 | double * save = new double [numberColumns]; |
| 5874 | double * obj = modelPtr_->costRegion(); |
| 5875 | CoinMemcpyN(obj,numberColumns,save); |
| 5876 | // Compute new duals and reduced costs. |
| 5877 | const double * columnScale = modelPtr_->columnScale(); |
| 5878 | if (!columnScale) { |
| 5879 | CoinMemcpyN(c,numberColumns,obj) ; |
| 5880 | } else { |
| 5881 | // need to scale |
| 5882 | for (int i=0;i<numberColumns;i++) |
| 5883 | obj[i] = c[i]*columnScale[i]; |
| 5884 | } |
| 5885 | modelPtr_->computeDuals(NULL); |
| 5886 | |
| 5887 | // Restore previous cost vector |
| 5888 | CoinMemcpyN(save,numberColumns,obj); |
| 5889 | delete [] save; |
| 5890 | |
| 5891 | // Transfer results to parameters |
| 5892 | int numberRows = modelPtr_->numberRows(); |
| 5893 | const double * dualScaled = modelPtr_->dualRowSolution(); |
| 5894 | const double * djScaled = modelPtr_->djRegion(1); |
| 5895 | if (!columnScale) { |
| 5896 | CoinMemcpyN(dualScaled,numberRows,duals) ; |
| 5897 | CoinMemcpyN(djScaled,numberColumns,columnReducedCosts) ; |
| 5898 | } else { |
| 5899 | // need to scale |
| 5900 | const double * rowScale = modelPtr_->rowScale(); |
| 5901 | for (int i=0;i<numberRows;i++) |
| 5902 | duals[i] = dualScaled[i]*rowScale[i]; |
| 5903 | for (int i=0;i<numberColumns;i++) |
| 5904 | columnReducedCosts[i] = djScaled[i]/columnScale[i]; |
| 5905 | } |
| 5906 | } |
| 5907 | |
| 5908 | #if 0 |
| 5909 | |
| 5910 | Deleted from OsiSimplex API 100828. Leave the code here for a bit just in |
| 5911 | case someone yells. -- lh, 100828 -- |
| 5912 | |
| 5913 | /* Set a new objective and apply the old basis so that the |
| 5914 | reduced costs are properly updated |
| 5915 | */ |
| 5916 | void OsiClpSolverInterface::setObjectiveAndRefresh(const double* c) |
| 5917 | { |
| 5918 | modelPtr_->whatsChanged_ &= (0xffff&~(64)); |
| 5919 | assert (modelPtr_->solveType()==2); |
| 5920 | int numberColumns = modelPtr_->numberColumns(); |
| 5921 | CoinMemcpyN(c,numberColumns,modelPtr_->objective()); |
| 5922 | if (modelPtr_->nonLinearCost()) { |
| 5923 | modelPtr_->nonLinearCost()->refreshCosts(c); |
| 5924 | } |
| 5925 | CoinMemcpyN(c,numberColumns,modelPtr_->costRegion()); |
| 5926 | modelPtr_->computeDuals(NULL); |
| 5927 | } |
| 5928 | #endif |
| 5929 | |
| 5930 | //Get a row of the tableau (slack part in slack if not NULL) |
| 5931 | void |
| 5932 | OsiClpSolverInterface::getBInvARow(int row, double* z, double * slack) const |
| 5933 | { |
| 5934 | #ifndef NDEBUG |
| 5935 | int n = modelPtr_->numberRows(); |
| 5936 | if (row<0||row>=n) { |
| 5937 | indexError(row,"getBInvARow" ); |
| 5938 | } |
| 5939 | #endif |
| 5940 | //assert (modelPtr_->solveType()==2||(specialOptions_&1)); |
| 5941 | CoinIndexedVector * rowArray0 = modelPtr_->rowArray(0); |
| 5942 | CoinIndexedVector * rowArray1 = modelPtr_->rowArray(1); |
| 5943 | CoinIndexedVector * columnArray0 = modelPtr_->columnArray(0); |
| 5944 | CoinIndexedVector * columnArray1 = modelPtr_->columnArray(1); |
| 5945 | rowArray0->clear(); |
| 5946 | rowArray1->clear(); |
| 5947 | columnArray0->clear(); |
| 5948 | columnArray1->clear(); |
| 5949 | int numberRows = modelPtr_->numberRows(); |
| 5950 | int numberColumns = modelPtr_->numberColumns(); |
| 5951 | // put +1 in row |
| 5952 | // But swap if pivot variable was slack as clp stores slack as -1.0 |
| 5953 | const int * pivotVariable = modelPtr_->pivotVariable(); |
| 5954 | const double * rowScale = modelPtr_->rowScale(); |
| 5955 | const double * columnScale = modelPtr_->columnScale(); |
| 5956 | int pivot = pivotVariable[row]; |
| 5957 | double value; |
| 5958 | // And if scaled then adjust |
| 5959 | if (!rowScale) { |
| 5960 | if (pivot<numberColumns) |
| 5961 | value = 1.0; |
| 5962 | else |
| 5963 | value = -1.0; |
| 5964 | } else { |
| 5965 | if (pivot<numberColumns) |
| 5966 | value = columnScale[pivot]; |
| 5967 | else |
| 5968 | value = -1.0/rowScale[pivot-numberColumns]; |
| 5969 | } |
| 5970 | rowArray1->insert(row,value); |
| 5971 | modelPtr_->factorization()->updateColumnTranspose(rowArray0,rowArray1); |
| 5972 | // put row of tableau in rowArray1 and columnArray0 |
| 5973 | modelPtr_->clpMatrix()->transposeTimes(modelPtr_,1.0, |
| 5974 | rowArray1,columnArray1,columnArray0); |
| 5975 | // If user is sophisticated then let her/him do work |
| 5976 | if ((specialOptions_&512)==0) { |
| 5977 | // otherwise copy and clear |
| 5978 | if (!rowScale) { |
| 5979 | CoinMemcpyN(columnArray0->denseVector(),numberColumns,z); |
| 5980 | } else { |
| 5981 | double * array = columnArray0->denseVector(); |
| 5982 | for (int i=0;i<numberColumns;i++) |
| 5983 | z[i] = array[i]/columnScale[i]; |
| 5984 | } |
| 5985 | if (slack) { |
| 5986 | if (!rowScale) { |
| 5987 | CoinMemcpyN(rowArray1->denseVector(),numberRows,slack); |
| 5988 | } else { |
| 5989 | double * array = rowArray1->denseVector(); |
| 5990 | for (int i=0;i<numberRows;i++) |
| 5991 | slack[i] = array[i]*rowScale[i]; |
| 5992 | } |
| 5993 | } |
| 5994 | columnArray0->clear(); |
| 5995 | rowArray1->clear(); |
| 5996 | } |
| 5997 | // don't need to clear everything always, but doesn't cost |
| 5998 | rowArray0->clear(); |
| 5999 | columnArray1->clear(); |
| 6000 | } |
| 6001 | //Get a row of the tableau (slack part in slack if not NULL) |
| 6002 | void |
| 6003 | OsiClpSolverInterface::getBInvARow(int row, CoinIndexedVector * columnArray0, CoinIndexedVector * slack, |
| 6004 | bool keepScaled) const |
| 6005 | { |
| 6006 | #ifndef NDEBUG |
| 6007 | int nx = modelPtr_->numberRows(); |
| 6008 | if (row<0||row>=nx) { |
| 6009 | indexError(row,"getBInvARow" ); |
| 6010 | } |
| 6011 | #endif |
| 6012 | //assert (modelPtr_->solveType()==2||(specialOptions_&1)); |
| 6013 | CoinIndexedVector * rowArray0 = modelPtr_->rowArray(0); |
| 6014 | CoinIndexedVector * rowArray1 = slack ? slack : modelPtr_->rowArray(1); |
| 6015 | CoinIndexedVector * columnArray1 = modelPtr_->columnArray(1); |
| 6016 | rowArray0->clear(); |
| 6017 | rowArray1->clear(); |
| 6018 | columnArray0->clear(); |
| 6019 | columnArray1->clear(); |
| 6020 | //int numberRows = modelPtr_->numberRows(); |
| 6021 | int numberColumns = modelPtr_->numberColumns(); |
| 6022 | // put +1 in row |
| 6023 | // But swap if pivot variable was slack as clp stores slack as -1.0 |
| 6024 | const int * pivotVariable = modelPtr_->pivotVariable(); |
| 6025 | const double * rowScale = modelPtr_->rowScale(); |
| 6026 | const double * columnScale = modelPtr_->columnScale(); |
| 6027 | int pivot = pivotVariable[row]; |
| 6028 | double value; |
| 6029 | // And if scaled then adjust |
| 6030 | if (!rowScale) { |
| 6031 | if (pivot<numberColumns) |
| 6032 | value = 1.0; |
| 6033 | else |
| 6034 | value = -1.0; |
| 6035 | } else { |
| 6036 | if (pivot<numberColumns) |
| 6037 | value = columnScale[pivot]; |
| 6038 | else |
| 6039 | value = -1.0/rowScale[pivot-numberColumns]; |
| 6040 | } |
| 6041 | rowArray1->insert(row,value); |
| 6042 | modelPtr_->factorization()->updateColumnTranspose(rowArray0,rowArray1); |
| 6043 | // put row of tableau in rowArray1 and columnArray0 |
| 6044 | modelPtr_->clpMatrix()->transposeTimes(modelPtr_,1.0, |
| 6045 | rowArray1,columnArray1,columnArray0); |
| 6046 | int n; |
| 6047 | const int * which; |
| 6048 | double * array; |
| 6049 | // deal with scaling etc |
| 6050 | if (rowScale&&!keepScaled) { |
| 6051 | int j; |
| 6052 | // First columns |
| 6053 | n = columnArray0->getNumElements(); |
| 6054 | which = columnArray0->getIndices(); |
| 6055 | array = columnArray0->denseVector(); |
| 6056 | for (j=0; j < n; j++) { |
| 6057 | int k=which[j]; |
| 6058 | array[k] /= columnScale[k]; |
| 6059 | } |
| 6060 | if (slack) { |
| 6061 | n = slack->getNumElements(); |
| 6062 | which = slack->getIndices(); |
| 6063 | array = slack->denseVector(); |
| 6064 | for(j=0; j < n; j++) { |
| 6065 | int k=which[j]; |
| 6066 | array[k] *= rowScale[k]; |
| 6067 | } |
| 6068 | } |
| 6069 | } |
| 6070 | if (!slack) |
| 6071 | rowArray1->clear(); |
| 6072 | } |
| 6073 | |
| 6074 | //Get a row of the basis inverse |
| 6075 | void |
| 6076 | OsiClpSolverInterface::getBInvRow(int row, double* z) const |
| 6077 | |
| 6078 | { |
| 6079 | #ifndef NDEBUG |
| 6080 | int n = modelPtr_->numberRows(); |
| 6081 | if (row<0||row>=n) { |
| 6082 | indexError(row,"getBInvRow" ); |
| 6083 | } |
| 6084 | #endif |
| 6085 | //assert (modelPtr_->solveType()==2||(specialOptions_&1)!=0); |
| 6086 | ClpFactorization * factorization = modelPtr_->factorization(); |
| 6087 | CoinIndexedVector * rowArray0 = modelPtr_->rowArray(0); |
| 6088 | CoinIndexedVector * rowArray1 = modelPtr_->rowArray(1); |
| 6089 | rowArray0->clear(); |
| 6090 | rowArray1->clear(); |
| 6091 | // put +1 in row |
| 6092 | // But swap if pivot variable was slack as clp stores slack as -1.0 |
| 6093 | double value = (modelPtr_->pivotVariable()[row]<modelPtr_->numberColumns()) ? 1.0 : -1.0; |
| 6094 | int numberRows = modelPtr_->numberRows(); |
| 6095 | int numberColumns = modelPtr_->numberColumns(); |
| 6096 | const double * rowScale = modelPtr_->rowScale(); |
| 6097 | const double * columnScale = modelPtr_->columnScale(); |
| 6098 | const int * pivotVariable = modelPtr_->pivotVariable(); |
| 6099 | // but scale |
| 6100 | if (rowScale) { |
| 6101 | int pivot = pivotVariable[row]; |
| 6102 | if (pivot<numberColumns) |
| 6103 | value *= columnScale[pivot]; |
| 6104 | else |
| 6105 | value /= rowScale[pivot-numberColumns]; |
| 6106 | } |
| 6107 | rowArray1->insert(row,value); |
| 6108 | factorization->updateColumnTranspose(rowArray0,rowArray1); |
| 6109 | // If user is sophisticated then let her/him do work |
| 6110 | if ((specialOptions_&512)==0) { |
| 6111 | // otherwise copy and clear |
| 6112 | if (!rowScale) { |
| 6113 | CoinMemcpyN(rowArray1->denseVector(),modelPtr_->numberRows(),z); |
| 6114 | } else { |
| 6115 | double * array = rowArray1->denseVector(); |
| 6116 | for (int i=0;i<numberRows;i++) { |
| 6117 | z[i] = array[i] * rowScale[i]; |
| 6118 | } |
| 6119 | } |
| 6120 | rowArray1->clear(); |
| 6121 | } |
| 6122 | } |
| 6123 | |
| 6124 | //Get a column of the tableau |
| 6125 | void |
| 6126 | OsiClpSolverInterface::getBInvACol(int col, double* vec) const |
| 6127 | { |
| 6128 | //assert (modelPtr_->solveType()==2||(specialOptions_&1)!=0); |
| 6129 | CoinIndexedVector * rowArray0 = modelPtr_->rowArray(0); |
| 6130 | CoinIndexedVector * rowArray1 = modelPtr_->rowArray(1); |
| 6131 | rowArray0->clear(); |
| 6132 | rowArray1->clear(); |
| 6133 | // get column of matrix |
| 6134 | #ifndef NDEBUG |
| 6135 | int n = modelPtr_->numberColumns()+modelPtr_->numberRows(); |
| 6136 | if (col<0||col>=n) { |
| 6137 | indexError(col,"getBInvACol" ); |
| 6138 | } |
| 6139 | #endif |
| 6140 | int numberRows = modelPtr_->numberRows(); |
| 6141 | int numberColumns = modelPtr_->numberColumns(); |
| 6142 | const int * pivotVariable = modelPtr_->pivotVariable(); |
| 6143 | const double * rowScale = modelPtr_->rowScale(); |
| 6144 | const double * columnScale = modelPtr_->columnScale(); |
| 6145 | if (!rowScale) { |
| 6146 | if (col<numberColumns) { |
| 6147 | modelPtr_->unpack(rowArray1,col); |
| 6148 | } else { |
| 6149 | rowArray1->insert(col-numberColumns,1.0); |
| 6150 | } |
| 6151 | } else { |
| 6152 | if (col<numberColumns) { |
| 6153 | modelPtr_->unpack(rowArray1,col); |
| 6154 | double multiplier = 1.0/columnScale[col]; |
| 6155 | int number = rowArray1->getNumElements(); |
| 6156 | int * index = rowArray1->getIndices(); |
| 6157 | double * array = rowArray1->denseVector(); |
| 6158 | for (int i=0;i<number;i++) { |
| 6159 | int iRow = index[i]; |
| 6160 | // make sure not packed |
| 6161 | assert (array[iRow]); |
| 6162 | array[iRow] *= multiplier; |
| 6163 | } |
| 6164 | } else { |
| 6165 | rowArray1->insert(col-numberColumns,rowScale[col-numberColumns]); |
| 6166 | } |
| 6167 | } |
| 6168 | modelPtr_->factorization()->updateColumn(rowArray0,rowArray1,false); |
| 6169 | // If user is sophisticated then let her/him do work |
| 6170 | if ((specialOptions_&512)==0) { |
| 6171 | // otherwise copy and clear |
| 6172 | // But swap if pivot variable was slack as clp stores slack as -1.0 |
| 6173 | double * array = rowArray1->denseVector(); |
| 6174 | if (!rowScale) { |
| 6175 | for (int i=0;i<numberRows;i++) { |
| 6176 | double multiplier = (pivotVariable[i]<numberColumns) ? 1.0 : -1.0; |
| 6177 | vec[i] = multiplier * array[i]; |
| 6178 | } |
| 6179 | } else { |
| 6180 | for (int i=0;i<numberRows;i++) { |
| 6181 | int pivot = pivotVariable[i]; |
| 6182 | if (pivot<numberColumns) |
| 6183 | vec[i] = array[i] * columnScale[pivot]; |
| 6184 | else |
| 6185 | vec[i] = - array[i] / rowScale[pivot-numberColumns]; |
| 6186 | } |
| 6187 | } |
| 6188 | rowArray1->clear(); |
| 6189 | } |
| 6190 | } |
| 6191 | //Get a column of the tableau |
| 6192 | void |
| 6193 | OsiClpSolverInterface::getBInvACol(int col, CoinIndexedVector * rowArray1) const |
| 6194 | { |
| 6195 | CoinIndexedVector * rowArray0 = modelPtr_->rowArray(0); |
| 6196 | rowArray0->clear(); |
| 6197 | rowArray1->clear(); |
| 6198 | // get column of matrix |
| 6199 | #ifndef NDEBUG |
| 6200 | int nx = modelPtr_->numberColumns()+modelPtr_->numberRows(); |
| 6201 | if (col<0||col>=nx) { |
| 6202 | indexError(col,"getBInvACol" ); |
| 6203 | } |
| 6204 | #endif |
| 6205 | //int numberRows = modelPtr_->numberRows(); |
| 6206 | int numberColumns = modelPtr_->numberColumns(); |
| 6207 | const int * pivotVariable = modelPtr_->pivotVariable(); |
| 6208 | const double * rowScale = modelPtr_->rowScale(); |
| 6209 | const double * columnScale = modelPtr_->columnScale(); |
| 6210 | if (!rowScale) { |
| 6211 | if (col<numberColumns) { |
| 6212 | modelPtr_->unpack(rowArray1,col); |
| 6213 | } else { |
| 6214 | rowArray1->insert(col-numberColumns,1.0); |
| 6215 | } |
| 6216 | } else { |
| 6217 | if (col<numberColumns) { |
| 6218 | modelPtr_->unpack(rowArray1,col); |
| 6219 | double multiplier = 1.0/columnScale[col]; |
| 6220 | int number = rowArray1->getNumElements(); |
| 6221 | int * index = rowArray1->getIndices(); |
| 6222 | double * array = rowArray1->denseVector(); |
| 6223 | for (int i=0;i<number;i++) { |
| 6224 | int iRow = index[i]; |
| 6225 | // make sure not packed |
| 6226 | assert (array[iRow]); |
| 6227 | array[iRow] *= multiplier; |
| 6228 | } |
| 6229 | } else { |
| 6230 | rowArray1->insert(col-numberColumns,rowScale[col-numberColumns]); |
| 6231 | } |
| 6232 | } |
| 6233 | modelPtr_->factorization()->updateColumn(rowArray0,rowArray1,false); |
| 6234 | // Deal with stuff |
| 6235 | int n = rowArray1->getNumElements(); |
| 6236 | const int * which = rowArray1->getIndices(); |
| 6237 | double * array = rowArray1->denseVector(); |
| 6238 | for(int j=0; j < n; j++){ |
| 6239 | int k=which[j]; |
| 6240 | // need to know pivot variable for +1/-1 (slack) and row/column scaling |
| 6241 | int pivot = pivotVariable[k]; |
| 6242 | if (pivot<numberColumns) { |
| 6243 | if (columnScale) |
| 6244 | array[k] *= columnScale[pivot]; |
| 6245 | } else { |
| 6246 | if (!rowScale) { |
| 6247 | array[k] = -array[k]; |
| 6248 | } else { |
| 6249 | array[k] = -array[k]/rowScale[pivot-numberColumns]; |
| 6250 | } |
| 6251 | } |
| 6252 | } |
| 6253 | } |
| 6254 | |
| 6255 | //Get an updated column |
| 6256 | void |
| 6257 | OsiClpSolverInterface::getBInvACol(CoinIndexedVector * rowArray1) const |
| 6258 | { |
| 6259 | CoinIndexedVector * rowArray0 = modelPtr_->rowArray(0); |
| 6260 | rowArray0->clear(); |
| 6261 | // get column of matrix |
| 6262 | //int numberRows = modelPtr_->numberRows(); |
| 6263 | int numberColumns = modelPtr_->numberColumns(); |
| 6264 | const int * pivotVariable = modelPtr_->pivotVariable(); |
| 6265 | const double * rowScale = modelPtr_->rowScale(); |
| 6266 | const double * columnScale = modelPtr_->columnScale(); |
| 6267 | // rowArray1 is not a column - so column scale can't be applied before |
| 6268 | modelPtr_->factorization()->updateColumn(rowArray0,rowArray1,false); |
| 6269 | // Deal with stuff |
| 6270 | int n = rowArray1->getNumElements(); |
| 6271 | const int * which = rowArray1->getIndices(); |
| 6272 | double * array = rowArray1->denseVector(); |
| 6273 | for(int j=0; j < n; j++){ |
| 6274 | int k=which[j]; |
| 6275 | // need to know pivot variable for +1/-1 (slack) and row/column scaling |
| 6276 | int pivot = pivotVariable[k]; |
| 6277 | if (pivot<numberColumns) { |
| 6278 | if (columnScale) |
| 6279 | array[k] *= columnScale[pivot]; |
| 6280 | } else { |
| 6281 | if (!rowScale) { |
| 6282 | array[k] = -array[k]; |
| 6283 | } else { |
| 6284 | array[k] = -array[k]/rowScale[pivot-numberColumns]; |
| 6285 | } |
| 6286 | } |
| 6287 | } |
| 6288 | } |
| 6289 | |
| 6290 | //Get a column of the basis inverse |
| 6291 | void |
| 6292 | OsiClpSolverInterface::getBInvCol(int col, double* vec) const |
| 6293 | { |
| 6294 | //assert (modelPtr_->solveType()==2||(specialOptions_&1)!=0); |
| 6295 | ClpFactorization * factorization = modelPtr_->factorization(); |
| 6296 | CoinIndexedVector * rowArray0 = modelPtr_->rowArray(0); |
| 6297 | CoinIndexedVector * rowArray1 = modelPtr_->rowArray(1); |
| 6298 | rowArray0->clear(); |
| 6299 | rowArray1->clear(); |
| 6300 | #ifndef NDEBUG |
| 6301 | int n = modelPtr_->numberRows(); |
| 6302 | if (col<0||col>=n) { |
| 6303 | indexError(col,"getBInvCol" ); |
| 6304 | } |
| 6305 | #endif |
| 6306 | // put +1 in row |
| 6307 | int numberRows = modelPtr_->numberRows(); |
| 6308 | int numberColumns = modelPtr_->numberColumns(); |
| 6309 | const double * rowScale = modelPtr_->rowScale(); |
| 6310 | const double * columnScale = modelPtr_->columnScale(); |
| 6311 | const int * pivotVariable = modelPtr_->pivotVariable(); |
| 6312 | // but scale |
| 6313 | double value; |
| 6314 | if (!rowScale) { |
| 6315 | value=1.0; |
| 6316 | } else { |
| 6317 | value = rowScale[col]; |
| 6318 | } |
| 6319 | rowArray1->insert(col,value); |
| 6320 | factorization->updateColumn(rowArray0,rowArray1,false); |
| 6321 | // If user is sophisticated then let her/him do work |
| 6322 | if ((specialOptions_&512)==0) { |
| 6323 | // otherwise copy and clear |
| 6324 | // But swap if pivot variable was slack as clp stores slack as -1.0 |
| 6325 | double * array = rowArray1->denseVector(); |
| 6326 | if (!rowScale) { |
| 6327 | for (int i=0;i<numberRows;i++) { |
| 6328 | double multiplier = (pivotVariable[i]<numberColumns) ? 1.0 : -1.0; |
| 6329 | vec[i] = multiplier * array[i]; |
| 6330 | } |
| 6331 | } else { |
| 6332 | for (int i=0;i<numberRows;i++) { |
| 6333 | int pivot = pivotVariable[i]; |
| 6334 | double value = array[i]; |
| 6335 | if (pivot<numberColumns) |
| 6336 | vec[i] = value * columnScale[pivot]; |
| 6337 | else |
| 6338 | vec[i] = - value / rowScale[pivot-numberColumns]; |
| 6339 | } |
| 6340 | } |
| 6341 | rowArray1->clear(); |
| 6342 | } |
| 6343 | } |
| 6344 | |
| 6345 | /* Get basic indices (order of indices corresponds to the |
| 6346 | order of elements in a vector returned by getBInvACol() and |
| 6347 | getBInvCol()). |
| 6348 | */ |
| 6349 | void |
| 6350 | OsiClpSolverInterface::getBasics(int* index) const |
| 6351 | { |
| 6352 | //assert (modelPtr_->solveType()==2||(specialOptions_&1)!=0); |
| 6353 | assert (index); |
| 6354 | if (modelPtr_->pivotVariable()) { |
| 6355 | CoinMemcpyN(modelPtr_->pivotVariable(),modelPtr_->numberRows(),index); |
| 6356 | } else { |
| 6357 | std::cerr<<"getBasics is only available with enableSimplexInterface." |
| 6358 | <<std::endl; |
| 6359 | std::cerr<<"much of the same information can be had from getWarmStart." |
| 6360 | <<std::endl; |
| 6361 | throw CoinError("No pivot variable array" ,"getBasics" , |
| 6362 | "OsiClpSolverInterface" ); |
| 6363 | } |
| 6364 | } |
| 6365 | //Returns true if a basis is available and optimal |
| 6366 | bool |
| 6367 | OsiClpSolverInterface::basisIsAvailable() const |
| 6368 | { |
| 6369 | return (lastAlgorithm_==1||lastAlgorithm_==2)&&(!modelPtr_->problemStatus_); |
| 6370 | } |
| 6371 | // Resets as if default constructor |
| 6372 | void |
| 6373 | OsiClpSolverInterface::reset() |
| 6374 | { |
| 6375 | setInitialData(); // clear base class |
| 6376 | freeCachedResults(); |
| 6377 | if (!notOwned_) |
| 6378 | delete modelPtr_; |
| 6379 | delete ws_; |
| 6380 | ws_ = NULL; |
| 6381 | delete [] rowActivity_; |
| 6382 | delete [] columnActivity_; |
| 6383 | assert(smallModel_==NULL); |
| 6384 | assert(factorization_==NULL); |
| 6385 | smallestElementInCut_ = 1.0e-15; |
| 6386 | smallestChangeInCut_ = 1.0e-10; |
| 6387 | largestAway_ = -1.0; |
| 6388 | assert(spareArrays_==NULL); |
| 6389 | delete [] integerInformation_; |
| 6390 | rowActivity_ = NULL; |
| 6391 | columnActivity_ = NULL; |
| 6392 | integerInformation_ = NULL; |
| 6393 | basis_ = CoinWarmStartBasis(); |
| 6394 | itlimOrig_=9999999; |
| 6395 | lastAlgorithm_=0; |
| 6396 | notOwned_=false; |
| 6397 | modelPtr_ = new ClpSimplex(); |
| 6398 | linearObjective_ = NULL; |
| 6399 | fillParamMaps(); |
| 6400 | } |
| 6401 | // Set a hint parameter |
| 6402 | bool |
| 6403 | OsiClpSolverInterface::setHintParam(OsiHintParam key, bool yesNo, |
| 6404 | OsiHintStrength strength, |
| 6405 | void * otherInformation) |
| 6406 | { |
| 6407 | if ( OsiSolverInterface::setHintParam(key,yesNo,strength,otherInformation)) { |
| 6408 | // special coding for branch and cut |
| 6409 | if (yesNo&&strength == OsiHintDo&&key==OsiDoInBranchAndCut) { |
| 6410 | if ( specialOptions_==0x80000000) { |
| 6411 | setupForRepeatedUse(0,0); |
| 6412 | specialOptions_=0; |
| 6413 | } |
| 6414 | // set normal |
| 6415 | specialOptions_ &= (2047|3*8192|15*65536|2097152|4194304); |
| 6416 | if (otherInformation!=NULL) { |
| 6417 | int * array = static_cast<int *> (otherInformation); |
| 6418 | if (array[0]>=0||array[0]<=2) |
| 6419 | specialOptions_ |= array[0]<<10; |
| 6420 | } |
| 6421 | } |
| 6422 | // Printing |
| 6423 | if (key==OsiDoReducePrint) { |
| 6424 | handler_->setLogLevel(yesNo ? 0 : 1); |
| 6425 | } |
| 6426 | return true; |
| 6427 | } else { |
| 6428 | return false; |
| 6429 | } |
| 6430 | } |
| 6431 | |
| 6432 | // Crunch down model |
| 6433 | void |
| 6434 | OsiClpSolverInterface::crunch() |
| 6435 | { |
| 6436 | //if (modelPtr_->scalingFlag_>0&&!modelPtr_->rowScale_&& |
| 6437 | // modelPtr_->rowCopy_) { |
| 6438 | //printf("BBBB could crunch2\n"); |
| 6439 | //} |
| 6440 | int numberColumns = modelPtr_->numberColumns(); |
| 6441 | int numberRows = modelPtr_->numberRows(); |
| 6442 | int totalIterations=0; |
| 6443 | bool abortSearch=false; |
| 6444 | // Use dual region |
| 6445 | double * rhs = modelPtr_->dualRowSolution(); |
| 6446 | // Get space for strong branching |
| 6447 | int size = static_cast<int>((1+4*(numberRows+numberColumns))*sizeof(double)); |
| 6448 | // and for save of original column bounds |
| 6449 | size += static_cast<int>(2*numberColumns*sizeof(double)); |
| 6450 | size += static_cast<int>((1+4*numberRows+2*numberColumns)*sizeof(int)); |
| 6451 | size += numberRows+numberColumns; |
| 6452 | #ifdef KEEP_SMALL |
| 6453 | char * spareArrays = NULL; |
| 6454 | if(!(modelPtr_->whatsChanged_&0x30000)) { |
| 6455 | delete smallModel_; |
| 6456 | smallModel_ = NULL; |
| 6457 | delete [] spareArrays_; |
| 6458 | spareArrays_ = NULL; |
| 6459 | } |
| 6460 | if (!spareArrays_) { |
| 6461 | spareArrays = new char[size]; |
| 6462 | //memset(spareArrays,0x20,size); |
| 6463 | } else { |
| 6464 | spareArrays = spareArrays_; |
| 6465 | } |
| 6466 | double * arrayD = reinterpret_cast<double *> (spareArrays); |
| 6467 | double * saveSolution = arrayD+1; |
| 6468 | double * saveLower = saveSolution + (numberRows+numberColumns); |
| 6469 | double * saveUpper = saveLower + (numberRows+numberColumns); |
| 6470 | double * saveObjective = saveUpper + (numberRows+numberColumns); |
| 6471 | double * saveLowerOriginal = saveObjective + (numberRows+numberColumns); |
| 6472 | double * saveUpperOriginal = saveLowerOriginal + numberColumns; |
| 6473 | double * lowerOriginal = modelPtr_->columnLower(); |
| 6474 | double * upperOriginal = modelPtr_->columnUpper(); |
| 6475 | int * savePivot = reinterpret_cast<int *> (saveUpperOriginal + numberColumns); |
| 6476 | int * whichRow = savePivot+numberRows; |
| 6477 | int * whichColumn = whichRow + 3*numberRows; |
| 6478 | int * arrayI = whichColumn + 2*numberColumns; |
| 6479 | if (spareArrays_) { |
| 6480 | assert (smallModel_); |
| 6481 | int nSame=0; |
| 6482 | int nSub=0; |
| 6483 | for (int i=0;i<numberColumns;i++) { |
| 6484 | double lo = lowerOriginal[i]; |
| 6485 | //char * xx = (char *) (saveLowerOriginal+i); |
| 6486 | //assert (xx[0]!=0x20||xx[1]!=0x20); |
| 6487 | double loOld = saveLowerOriginal[i]; |
| 6488 | //assert (!loOld||fabs(loOld)>1.0e-30); |
| 6489 | double up = upperOriginal[i]; |
| 6490 | double upOld = saveUpperOriginal[i]; |
| 6491 | if (lo>=loOld&&up<=upOld) { |
| 6492 | if (lo==loOld&&up==upOld) { |
| 6493 | nSame++; |
| 6494 | } else { |
| 6495 | nSub++; |
| 6496 | //if (!isInteger(i)) |
| 6497 | //nSub+=10; |
| 6498 | } |
| 6499 | } |
| 6500 | } |
| 6501 | //printf("%d bounds same, %d interior, %d bad\n", |
| 6502 | // nSame,nSub,numberColumns-nSame-nSub); |
| 6503 | if (nSame<numberColumns) { |
| 6504 | if (nSame+nSub<numberColumns||nSub>0) { |
| 6505 | delete smallModel_; |
| 6506 | smallModel_=NULL; |
| 6507 | } else { |
| 6508 | // we can fix up (but should we if large number fixed?) |
| 6509 | assert (smallModel_); |
| 6510 | double * lowerSmall = smallModel_->columnLower(); |
| 6511 | double * upperSmall = smallModel_->columnUpper(); |
| 6512 | int numberColumns2 = smallModel_->numberColumns(); |
| 6513 | for (int i=0;i<numberColumns2;i++) { |
| 6514 | int iColumn = whichColumn[i]; |
| 6515 | lowerSmall[i]=lowerOriginal[iColumn]; |
| 6516 | upperSmall[i]=upperOriginal[iColumn]; |
| 6517 | } |
| 6518 | } |
| 6519 | } |
| 6520 | } |
| 6521 | CoinMemcpyN( lowerOriginal,numberColumns, saveLowerOriginal); |
| 6522 | CoinMemcpyN( upperOriginal,numberColumns, saveUpperOriginal); |
| 6523 | if (smallModel_) { |
| 6524 | if (!spareArrays_) { |
| 6525 | assert((specialOptions_&131072)==0); |
| 6526 | #if 1 |
| 6527 | delete smallModel_; |
| 6528 | smallModel_=NULL; |
| 6529 | #endif |
| 6530 | } |
| 6531 | } |
| 6532 | //spareArrays=spareArrays_; |
| 6533 | //spareArrays_ = NULL; |
| 6534 | #else |
| 6535 | assert (spareArrays_==NULL); |
| 6536 | int * whichRow = new int[3*numberRows+2*numberColumns]; |
| 6537 | int * whichColumn = whichRow+3*numberRows; |
| 6538 | #endif |
| 6539 | int nBound; |
| 6540 | #ifdef KEEP_SMALL |
| 6541 | bool tightenBounds = ((specialOptions_&64)==0) ? false : true; |
| 6542 | bool moreBounds=false; |
| 6543 | ClpSimplex * small=NULL; |
| 6544 | if (!smallModel_) { |
| 6545 | #ifndef NDEBUG |
| 6546 | CoinFillN(whichRow,3*numberRows+2*numberColumns,-1); |
| 6547 | #endif |
| 6548 | small = static_cast<ClpSimplexOther *> |
| 6549 | (modelPtr_)->crunch(rhs,whichRow,whichColumn, |
| 6550 | nBound,moreBounds,tightenBounds); |
| 6551 | #ifndef NDEBUG |
| 6552 | int nCopy = 3*numberRows+2*numberColumns; |
| 6553 | for (int i=0;i<nCopy;i++) |
| 6554 | assert (whichRow[i]>=-CoinMax(numberRows,numberColumns)&&whichRow[i]<CoinMax(numberRows,numberColumns)); |
| 6555 | #endif |
| 6556 | smallModel_=small; |
| 6557 | spareArrays_ = spareArrays; |
| 6558 | } else { |
| 6559 | assert((modelPtr_->whatsChanged_&0x30000)); |
| 6560 | //delete [] spareArrays_; |
| 6561 | //spareArrays_ = NULL; |
| 6562 | assert (spareArrays_); |
| 6563 | int nCopy = 3*numberRows+2*numberColumns; |
| 6564 | nBound = whichRow[nCopy]; |
| 6565 | #ifndef NDEBUG |
| 6566 | for (int i=0;i<nCopy;i++) |
| 6567 | assert (whichRow[i]>=-CoinMax(numberRows,numberColumns)&&whichRow[i]<CoinMax(numberRows,numberColumns)); |
| 6568 | #endif |
| 6569 | small = smallModel_; |
| 6570 | } |
| 6571 | #if 0 //def CLP_INVESTIGATE |
| 6572 | #ifndef NDEBUG |
| 6573 | if (smallModel_) { |
| 6574 | int * whichColumn = whichRow+3*numberRows; |
| 6575 | unsigned char * stat1=modelPtr_->status_; |
| 6576 | int nr1=modelPtr_->numberRows_; |
| 6577 | int nc1=modelPtr_->numberColumns_; |
| 6578 | unsigned char * stat2=smallModel_->status_; |
| 6579 | int nr2=smallModel_->numberRows_; |
| 6580 | int nc2=smallModel_->numberColumns_; |
| 6581 | int n=0; |
| 6582 | for (int i=0;i<nr2+nc2;i++) { |
| 6583 | if ((stat2[i]&7)==1) |
| 6584 | n++; |
| 6585 | } |
| 6586 | assert (n==nr2); |
| 6587 | n=0; |
| 6588 | for (int i=0;i<nr1+nc1;i++) { |
| 6589 | if ((stat1[i]&7)==1) |
| 6590 | n++; |
| 6591 | } |
| 6592 | assert (n==nr1); |
| 6593 | //const double * lo1=modelPtr_->columnLower_; |
| 6594 | //const double * up1=modelPtr_->columnUpper_; |
| 6595 | //const double * lo2=smallModel_->columnLower_; |
| 6596 | //const double * up2=smallModel_->columnUpper_; |
| 6597 | int nBad=0; |
| 6598 | for (int i=0;i<nc2;i++) { |
| 6599 | int j=whichColumn[i]; |
| 6600 | if ((stat2[i]&7)!=(stat1[j]&7)) { |
| 6601 | if ((stat2[i]&7)==5) { |
| 6602 | if ((stat1[j]&7)==1) |
| 6603 | nBad++; |
| 6604 | } else { |
| 6605 | assert ((stat2[i]&7)==(stat1[j]&7)); |
| 6606 | } |
| 6607 | } |
| 6608 | } |
| 6609 | for (int i=0;i<nr2;i++) { |
| 6610 | int j=whichRow[i]; |
| 6611 | if ((stat2[i+nc2]&7)!=(stat1[j+nc1]&7)) { |
| 6612 | if ((stat2[i+nc2]&7)==5) { |
| 6613 | assert ((stat1[j+nc1]&7)!=1); |
| 6614 | } else { |
| 6615 | assert ((stat2[i+nc2]&7)==(stat1[j+nc1]&7)); |
| 6616 | } |
| 6617 | } |
| 6618 | } |
| 6619 | if (nBad) { |
| 6620 | printf("%d basic moved to fixed\n" ,nBad); |
| 6621 | } |
| 6622 | } |
| 6623 | #endif |
| 6624 | #endif |
| 6625 | #else |
| 6626 | bool tightenBounds = false; |
| 6627 | bool moreBounds=true; |
| 6628 | #ifndef NDEBUG |
| 6629 | CoinFillN(whichRow,3*numberRows+2*numberColumns,-1); |
| 6630 | #endif |
| 6631 | ClpSimplex * small = static_cast<ClpSimplexOther *> |
| 6632 | (modelPtr_)->crunch(rhs,whichRow,whichColumn, |
| 6633 | nBound,moreBounds,tightenBounds); |
| 6634 | #endif |
| 6635 | bool inCbcOrOther = (modelPtr_->specialOptions()&0x03000000)!=0; |
| 6636 | if (small) { |
| 6637 | small->specialOptions_ |= 262144; |
| 6638 | if ((specialOptions_&131072)!=0) { |
| 6639 | assert (lastNumberRows_>=0); |
| 6640 | int numberRows2 = small->numberRows(); |
| 6641 | int numberColumns2 = small->numberColumns(); |
| 6642 | double * rowScale2 = new double [2*numberRows2]; |
| 6643 | assert (rowScale_.getSize()>=2*numberRows); |
| 6644 | const double * rowScale = rowScale_.array(); |
| 6645 | double * inverseScale2 = rowScale2+numberRows2; |
| 6646 | const double * inverseScale = rowScale+modelPtr_->numberRows_; |
| 6647 | int i; |
| 6648 | for (i=0;i<numberRows2;i++) { |
| 6649 | int iRow = whichRow[i]; |
| 6650 | assert (iRow>=0&&iRow<numberRows); |
| 6651 | rowScale2[i]=rowScale[iRow]; |
| 6652 | inverseScale2[i]=inverseScale[iRow]; |
| 6653 | } |
| 6654 | small->setRowScale(rowScale2); |
| 6655 | double * columnScale2 = new double [2*numberColumns2]; |
| 6656 | assert (columnScale_.getSize()>=2*numberColumns); |
| 6657 | const double * columnScale = columnScale_.array(); |
| 6658 | inverseScale2 = columnScale2+numberColumns2; |
| 6659 | inverseScale = columnScale+modelPtr_->numberColumns_; |
| 6660 | for (i=0;i<numberColumns2;i++) { |
| 6661 | int iColumn = whichColumn[i]; |
| 6662 | //assert (iColumn<numberColumns); |
| 6663 | columnScale2[i]=columnScale[iColumn]; |
| 6664 | inverseScale2[i]=inverseScale[iColumn]; |
| 6665 | } |
| 6666 | small->setColumnScale(columnScale2); |
| 6667 | } |
| 6668 | disasterHandler_->setOsiModel(this); |
| 6669 | if (inCbcOrOther) { |
| 6670 | disasterHandler_->setSimplex(small); |
| 6671 | disasterHandler_->setWhereFrom(1); // crunch |
| 6672 | small->setDisasterHandler(disasterHandler_); |
| 6673 | } |
| 6674 | #if 0 |
| 6675 | const double * obj =small->objective(); |
| 6676 | int numberColumns2 = small->numberColumns(); |
| 6677 | int iColumn; |
| 6678 | for (iColumn=0;iColumn<numberColumns2;iColumn++) { |
| 6679 | if (obj[iColumn]) |
| 6680 | break; |
| 6681 | } |
| 6682 | if (iColumn<numberColumns2) |
| 6683 | small->dual(); |
| 6684 | else |
| 6685 | small->primal(); // No objective - use primal! |
| 6686 | #else |
| 6687 | small->moreSpecialOptions_ = modelPtr_->moreSpecialOptions_; |
| 6688 | small->dual(0,7); |
| 6689 | #endif |
| 6690 | totalIterations += small->numberIterations(); |
| 6691 | int problemStatus = small->problemStatus(); |
| 6692 | if (problemStatus>=0&&problemStatus<=2) { |
| 6693 | modelPtr_->setProblemStatus(problemStatus); |
| 6694 | if (!inCbcOrOther||!problemStatus) { |
| 6695 | // Scaling may have changed - if so pass across |
| 6696 | if (modelPtr_->scalingFlag()==4) |
| 6697 | modelPtr_->scaling(small->scalingFlag()); |
| 6698 | static_cast<ClpSimplexOther *> (modelPtr_)->afterCrunch(*small,whichRow,whichColumn,nBound); |
| 6699 | if ((specialOptions_&1048576)==0) { |
| 6700 | // get correct rays |
| 6701 | if (problemStatus==2) |
| 6702 | modelPtr_->primal(1); |
| 6703 | else if (problemStatus==1) |
| 6704 | modelPtr_->dual(); |
| 6705 | } else { |
| 6706 | delete [] modelPtr_->ray_; |
| 6707 | modelPtr_->ray_=NULL; |
| 6708 | } |
| 6709 | } |
| 6710 | #ifdef KEEP_SMALL |
| 6711 | //assert (!smallModel_); |
| 6712 | //smallModel_ = small; |
| 6713 | small=NULL; |
| 6714 | int nCopy = 3*numberRows+2*numberColumns; |
| 6715 | //int * copy = CoinCopyOfArrayPartial(whichRow,nCopy+1,nCopy); |
| 6716 | whichRow[nCopy]=nBound; |
| 6717 | assert (arrayI[0]==nBound); |
| 6718 | arrayI[0]=nBound; // same |
| 6719 | spareArrays_ = spareArrays; |
| 6720 | spareArrays=NULL; |
| 6721 | #endif |
| 6722 | } else if (problemStatus!=3) { |
| 6723 | modelPtr_->setProblemStatus(1); |
| 6724 | } else { |
| 6725 | if (problemStatus==3) { |
| 6726 | // may be problems |
| 6727 | if (inCbcOrOther&&disasterHandler_->inTrouble()) { |
| 6728 | if (disasterHandler_->typeOfDisaster()) { |
| 6729 | // We want to abort |
| 6730 | abortSearch=true; |
| 6731 | goto disaster; |
| 6732 | } |
| 6733 | // in case scaling bad |
| 6734 | small->setRowScale(NULL); |
| 6735 | small->setColumnScale(NULL); |
| 6736 | // try just going back in |
| 6737 | disasterHandler_->setPhase(1); |
| 6738 | small->dual(); |
| 6739 | totalIterations += small->numberIterations(); |
| 6740 | if (disasterHandler_->inTrouble()) { |
| 6741 | if (disasterHandler_->typeOfDisaster()) { |
| 6742 | // We want to abort |
| 6743 | abortSearch=true; |
| 6744 | goto disaster; |
| 6745 | } |
| 6746 | // try primal on original model |
| 6747 | disasterHandler_->setPhase(2); |
| 6748 | disasterHandler_->setOsiModel(this); |
| 6749 | modelPtr_->setDisasterHandler(disasterHandler_); |
| 6750 | modelPtr_->primal(); |
| 6751 | totalIterations += modelPtr_->numberIterations(); |
| 6752 | if(disasterHandler_->inTrouble()) { |
| 6753 | #ifdef COIN_DEVELOP |
| 6754 | printf("disaster crunch - treat as infeasible\n" ); |
| 6755 | #endif |
| 6756 | if (disasterHandler_->typeOfDisaster()) { |
| 6757 | // We want to abort |
| 6758 | abortSearch=true; |
| 6759 | goto disaster; |
| 6760 | } |
| 6761 | modelPtr_->setProblemStatus(1); |
| 6762 | } |
| 6763 | // give up for now |
| 6764 | modelPtr_->setDisasterHandler(NULL); |
| 6765 | } else { |
| 6766 | modelPtr_->setProblemStatus(small->problemStatus()); |
| 6767 | } |
| 6768 | } else { |
| 6769 | small->computeObjectiveValue(); |
| 6770 | modelPtr_->setObjectiveValue(small->objectiveValue()); |
| 6771 | modelPtr_->setProblemStatus(3); |
| 6772 | } |
| 6773 | } else { |
| 6774 | modelPtr_->setProblemStatus(3); |
| 6775 | } |
| 6776 | } |
| 6777 | disaster: |
| 6778 | delete small; |
| 6779 | #ifdef KEEP_SMALL |
| 6780 | if (small==smallModel_) { |
| 6781 | smallModel_ = NULL; |
| 6782 | delete [] spareArrays_; |
| 6783 | spareArrays_ = NULL; |
| 6784 | spareArrays = NULL; |
| 6785 | } |
| 6786 | #endif |
| 6787 | } else { |
| 6788 | modelPtr_->setProblemStatus(1); |
| 6789 | #ifdef KEEP_SMALL |
| 6790 | delete [] spareArrays_; |
| 6791 | spareArrays_ = NULL; |
| 6792 | spareArrays = NULL; |
| 6793 | #endif |
| 6794 | } |
| 6795 | modelPtr_->setNumberIterations(totalIterations); |
| 6796 | if (abortSearch) { |
| 6797 | lastAlgorithm_=-911; |
| 6798 | modelPtr_->setProblemStatus(4); |
| 6799 | } |
| 6800 | #ifdef KEEP_SMALL |
| 6801 | delete [] spareArrays; |
| 6802 | #else |
| 6803 | delete [] whichRow; |
| 6804 | #endif |
| 6805 | } |
| 6806 | // Synchronize model |
| 6807 | void |
| 6808 | OsiClpSolverInterface::synchronizeModel() |
| 6809 | { |
| 6810 | if ((specialOptions_ &128)!=0) { |
| 6811 | if (!modelPtr_->rowScale_&&(specialOptions_&131072)!=0) { |
| 6812 | assert (lastNumberRows_==modelPtr_->numberRows_); |
| 6813 | int numberRows = modelPtr_->numberRows(); |
| 6814 | int numberColumns = modelPtr_->numberColumns(); |
| 6815 | double * rowScale = CoinCopyOfArray(rowScale_.array(),2*numberRows); |
| 6816 | modelPtr_->setRowScale(rowScale); |
| 6817 | double * columnScale = CoinCopyOfArray(columnScale_.array(),2*numberColumns); |
| 6818 | modelPtr_->setColumnScale(columnScale); |
| 6819 | modelPtr_->setRowScale(NULL); |
| 6820 | modelPtr_->setColumnScale(NULL); |
| 6821 | } |
| 6822 | } |
| 6823 | } |
| 6824 | // Returns true if has OsiSimplex methods |
| 6825 | /* Returns 1 if can just do getBInv etc |
| 6826 | 2 if has all OsiSimplex methods |
| 6827 | and 0 if it has none */ |
| 6828 | int |
| 6829 | OsiClpSolverInterface::canDoSimplexInterface() const |
| 6830 | { |
| 6831 | return 2; |
| 6832 | } |
| 6833 | // Pass in sos stuff from AMPl |
| 6834 | void |
| 6835 | OsiClpSolverInterface::setSOSData(int numberSOS,const char * type, |
| 6836 | const int * start,const int * indices, const double * weights) |
| 6837 | { |
| 6838 | delete [] setInfo_; |
| 6839 | setInfo_=NULL; |
| 6840 | numberSOS_=numberSOS; |
| 6841 | if (numberSOS_) { |
| 6842 | setInfo_ = new CoinSet[numberSOS_]; |
| 6843 | for (int i=0;i<numberSOS_;i++) { |
| 6844 | int iStart = start[i]; |
| 6845 | setInfo_[i]=CoinSosSet(start[i+1]-iStart,indices+iStart,weights ? weights+iStart : NULL, |
| 6846 | type[i]); |
| 6847 | } |
| 6848 | } |
| 6849 | } |
| 6850 | /* Identify integer variables and SOS and create corresponding objects. |
| 6851 | |
| 6852 | Record integer variables and create an OsiSimpleInteger object for each |
| 6853 | one. All existing OsiSimpleInteger objects will be destroyed. |
| 6854 | If the solver supports SOS then do the same for SOS. |
| 6855 | |
| 6856 | If justCount then no objects created and we just store numberIntegers_ |
| 6857 | Returns number of SOS |
| 6858 | */ |
| 6859 | int |
| 6860 | OsiClpSolverInterface::findIntegersAndSOS(bool justCount) |
| 6861 | { |
| 6862 | findIntegers(justCount); |
| 6863 | int nObjects=0; |
| 6864 | OsiObject ** oldObject = object_; |
| 6865 | int iObject; |
| 6866 | int numberSOS=0; |
| 6867 | for (iObject = 0;iObject<numberObjects_;iObject++) { |
| 6868 | OsiSOS * obj = |
| 6869 | dynamic_cast <OsiSOS *>(oldObject[iObject]) ; |
| 6870 | if (obj) |
| 6871 | numberSOS++; |
| 6872 | } |
| 6873 | if (numberSOS_&&!numberSOS) { |
| 6874 | // make a large enough array for new objects |
| 6875 | nObjects = numberObjects_; |
| 6876 | numberObjects_=numberSOS_+nObjects; |
| 6877 | if (numberObjects_) |
| 6878 | object_ = new OsiObject * [numberObjects_]; |
| 6879 | else |
| 6880 | object_=NULL; |
| 6881 | // copy |
| 6882 | CoinMemcpyN(oldObject,nObjects,object_); |
| 6883 | // Delete old array (just array) |
| 6884 | delete [] oldObject; |
| 6885 | |
| 6886 | for (int i=0;i<numberSOS_;i++) { |
| 6887 | CoinSet * set = setInfo_+i; |
| 6888 | object_[nObjects++] = |
| 6889 | new OsiSOS(this,set->numberEntries(),set->which(),set->weights(), |
| 6890 | set->setType()); |
| 6891 | } |
| 6892 | } else if (!numberSOS_&&numberSOS) { |
| 6893 | // create Coin sets |
| 6894 | assert (!setInfo_); |
| 6895 | setInfo_ = new CoinSet[numberSOS]; |
| 6896 | for (iObject = 0;iObject<numberObjects_;iObject++) { |
| 6897 | OsiSOS * obj = |
| 6898 | dynamic_cast <OsiSOS *>(oldObject[iObject]) ; |
| 6899 | if (obj) |
| 6900 | setInfo_[numberSOS_++]=CoinSosSet(obj->numberMembers(),obj->members(),obj->weights(),obj->sosType()); |
| 6901 | } |
| 6902 | } else if (numberSOS!=numberSOS_) { |
| 6903 | printf("mismatch on SOS\n" ); |
| 6904 | } |
| 6905 | return numberSOS_; |
| 6906 | } |
| 6907 | // below needed for pathetic branch and bound code |
| 6908 | #include <vector> |
| 6909 | #include <map> |
| 6910 | |
| 6911 | // Trivial class for Branch and Bound |
| 6912 | |
| 6913 | class OsiNodeSimple { |
| 6914 | |
| 6915 | public: |
| 6916 | |
| 6917 | // Default Constructor |
| 6918 | OsiNodeSimple (); |
| 6919 | |
| 6920 | // Constructor from current state (and list of integers) |
| 6921 | // Also chooses branching variable (if none set to -1) |
| 6922 | OsiNodeSimple (OsiSolverInterface &model, |
| 6923 | int numberIntegers, int * integer, |
| 6924 | CoinWarmStart * basis); |
| 6925 | void gutsOfConstructor (OsiSolverInterface &model, |
| 6926 | int numberIntegers, int * integer, |
| 6927 | CoinWarmStart * basis); |
| 6928 | // Copy constructor |
| 6929 | OsiNodeSimple ( const OsiNodeSimple &); |
| 6930 | |
| 6931 | // Assignment operator |
| 6932 | OsiNodeSimple & operator=( const OsiNodeSimple& rhs); |
| 6933 | |
| 6934 | // Destructor |
| 6935 | ~OsiNodeSimple (); |
| 6936 | // Work of destructor |
| 6937 | void gutsOfDestructor(); |
| 6938 | // Extension - true if other extension of this |
| 6939 | bool extension(const OsiNodeSimple & other, |
| 6940 | const double * originalLower, |
| 6941 | const double * originalUpper) const; |
| 6942 | inline void incrementDescendants() |
| 6943 | { descendants_++;} |
| 6944 | // Public data |
| 6945 | // Basis (should use tree, but not as wasteful as bounds!) |
| 6946 | CoinWarmStart * basis_; |
| 6947 | // Objective value (COIN_DBL_MAX) if spare node |
| 6948 | double objectiveValue_; |
| 6949 | // Branching variable (0 is first integer) |
| 6950 | int variable_; |
| 6951 | // Way to branch - -1 down (first), 1 up, -2 down (second), 2 up (second) |
| 6952 | int way_; |
| 6953 | // Number of integers (for length of arrays) |
| 6954 | int numberIntegers_; |
| 6955 | // Current value |
| 6956 | double value_; |
| 6957 | // Number of descendant nodes (so 2 is in interior) |
| 6958 | int descendants_; |
| 6959 | // Parent |
| 6960 | int parent_; |
| 6961 | // Previous in chain |
| 6962 | int previous_; |
| 6963 | // Next in chain |
| 6964 | int next_; |
| 6965 | // Now I must use tree |
| 6966 | // Bounds stored in full (for integers) |
| 6967 | int * lower_; |
| 6968 | int * upper_; |
| 6969 | }; |
| 6970 | |
| 6971 | |
| 6972 | OsiNodeSimple::OsiNodeSimple() : |
| 6973 | basis_(NULL), |
| 6974 | objectiveValue_(COIN_DBL_MAX), |
| 6975 | variable_(-100), |
| 6976 | way_(-1), |
| 6977 | numberIntegers_(0), |
| 6978 | value_(0.5), |
| 6979 | descendants_(-1), |
| 6980 | parent_(-1), |
| 6981 | previous_(-1), |
| 6982 | next_(-1), |
| 6983 | lower_(NULL), |
| 6984 | upper_(NULL) |
| 6985 | { |
| 6986 | } |
| 6987 | OsiNodeSimple::OsiNodeSimple(OsiSolverInterface & model, |
| 6988 | int numberIntegers, int * integer,CoinWarmStart * basis) |
| 6989 | { |
| 6990 | gutsOfConstructor(model,numberIntegers,integer,basis); |
| 6991 | } |
| 6992 | void |
| 6993 | OsiNodeSimple::gutsOfConstructor(OsiSolverInterface & model, |
| 6994 | int numberIntegers, int * integer,CoinWarmStart * basis) |
| 6995 | { |
| 6996 | basis_ = basis; |
| 6997 | variable_=-1; |
| 6998 | way_=-1; |
| 6999 | numberIntegers_=numberIntegers; |
| 7000 | value_=0.0; |
| 7001 | descendants_ = 0; |
| 7002 | parent_ = -1; |
| 7003 | previous_ = -1; |
| 7004 | next_ = -1; |
| 7005 | if (model.isProvenOptimal()&&!model.isDualObjectiveLimitReached()) { |
| 7006 | objectiveValue_ = model.getObjSense()*model.getObjValue(); |
| 7007 | } else { |
| 7008 | objectiveValue_ = 1.0e100; |
| 7009 | lower_ = NULL; |
| 7010 | upper_ = NULL; |
| 7011 | return; // node cutoff |
| 7012 | } |
| 7013 | lower_ = new int [numberIntegers_]; |
| 7014 | upper_ = new int [numberIntegers_]; |
| 7015 | assert (upper_!=NULL); |
| 7016 | const double * lower = model.getColLower(); |
| 7017 | const double * upper = model.getColUpper(); |
| 7018 | const double * solution = model.getColSolution(); |
| 7019 | int i; |
| 7020 | // Hard coded integer tolerance |
| 7021 | #define INTEGER_TOLERANCE 1.0e-6 |
| 7022 | ///////// Start of Strong branching code - can be ignored |
| 7023 | // Number of strong branching candidates |
| 7024 | #define STRONG_BRANCHING 5 |
| 7025 | #ifdef STRONG_BRANCHING |
| 7026 | double upMovement[STRONG_BRANCHING]; |
| 7027 | double downMovement[STRONG_BRANCHING]; |
| 7028 | double solutionValue[STRONG_BRANCHING]; |
| 7029 | int chosen[STRONG_BRANCHING]; |
| 7030 | int iSmallest=0; |
| 7031 | // initialize distance from integer |
| 7032 | for (i=0;i<STRONG_BRANCHING;i++) { |
| 7033 | upMovement[i]=0.0; |
| 7034 | chosen[i]=-1; |
| 7035 | } |
| 7036 | variable_=-1; |
| 7037 | // This has hard coded integer tolerance |
| 7038 | double mostAway=INTEGER_TOLERANCE; |
| 7039 | int numberAway=0; |
| 7040 | for (i=0;i<numberIntegers;i++) { |
| 7041 | int iColumn = integer[i]; |
| 7042 | lower_[i]=static_cast<int>(lower[iColumn]); |
| 7043 | upper_[i]=static_cast<int>(upper[iColumn]); |
| 7044 | double value = solution[iColumn]; |
| 7045 | value = CoinMax(value,static_cast<double> (lower_[i])); |
| 7046 | value = CoinMin(value,static_cast<double> (upper_[i])); |
| 7047 | double nearest = floor(value+0.5); |
| 7048 | if (fabs(value-nearest)>INTEGER_TOLERANCE) |
| 7049 | numberAway++; |
| 7050 | if (fabs(value-nearest)>mostAway) { |
| 7051 | double away = fabs(value-nearest); |
| 7052 | if (away>upMovement[iSmallest]) { |
| 7053 | //add to list |
| 7054 | upMovement[iSmallest]=away; |
| 7055 | solutionValue[iSmallest]=value; |
| 7056 | chosen[iSmallest]=i; |
| 7057 | int j; |
| 7058 | iSmallest=-1; |
| 7059 | double smallest = 1.0; |
| 7060 | for (j=0;j<STRONG_BRANCHING;j++) { |
| 7061 | if (upMovement[j]<smallest) { |
| 7062 | smallest=upMovement[j]; |
| 7063 | iSmallest=j; |
| 7064 | } |
| 7065 | } |
| 7066 | } |
| 7067 | } |
| 7068 | } |
| 7069 | int numberStrong=0; |
| 7070 | for (i=0;i<STRONG_BRANCHING;i++) { |
| 7071 | if (chosen[i]>=0) { |
| 7072 | numberStrong ++; |
| 7073 | variable_ = chosen[i]; |
| 7074 | } |
| 7075 | } |
| 7076 | // out strong branching if bit set |
| 7077 | OsiClpSolverInterface* clp = |
| 7078 | dynamic_cast<OsiClpSolverInterface*>(&model); |
| 7079 | if (clp&&(clp->specialOptions()&16)!=0&&numberStrong>1) { |
| 7080 | int j; |
| 7081 | int iBest=-1; |
| 7082 | double best = 0.0; |
| 7083 | for (j=0;j<STRONG_BRANCHING;j++) { |
| 7084 | if (upMovement[j]>best) { |
| 7085 | best=upMovement[j]; |
| 7086 | iBest=j; |
| 7087 | } |
| 7088 | } |
| 7089 | numberStrong=1; |
| 7090 | variable_=chosen[iBest]; |
| 7091 | } |
| 7092 | if (numberStrong==1) { |
| 7093 | // just one - makes it easy |
| 7094 | int iColumn = integer[variable_]; |
| 7095 | double value = solution[iColumn]; |
| 7096 | value = CoinMax(value,static_cast<double> (lower_[variable_])); |
| 7097 | value = CoinMin(value,static_cast<double> (upper_[variable_])); |
| 7098 | double nearest = floor(value+0.5); |
| 7099 | value_=value; |
| 7100 | if (value<=nearest) |
| 7101 | way_=1; // up |
| 7102 | else |
| 7103 | way_=-1; // down |
| 7104 | } else if (numberStrong) { |
| 7105 | // more than one - choose |
| 7106 | bool chooseOne=true; |
| 7107 | model.markHotStart(); |
| 7108 | for (i=0;i<STRONG_BRANCHING;i++) { |
| 7109 | int iInt = chosen[i]; |
| 7110 | if (iInt>=0) { |
| 7111 | int iColumn = integer[iInt]; |
| 7112 | double value = solutionValue[i]; // value of variable in original |
| 7113 | double objectiveChange; |
| 7114 | value = CoinMax(value,static_cast<double> (lower_[iInt])); |
| 7115 | value = CoinMin(value,static_cast<double> (upper_[iInt])); |
| 7116 | |
| 7117 | // try down |
| 7118 | |
| 7119 | model.setColUpper(iColumn,floor(value)); |
| 7120 | model.solveFromHotStart(); |
| 7121 | model.setColUpper(iColumn,upper_[iInt]); |
| 7122 | if (model.isProvenOptimal()&&!model.isDualObjectiveLimitReached()) { |
| 7123 | objectiveChange = model.getObjSense()*model.getObjValue() |
| 7124 | - objectiveValue_; |
| 7125 | } else { |
| 7126 | objectiveChange = 1.0e100; |
| 7127 | } |
| 7128 | assert (objectiveChange>-1.0e-5); |
| 7129 | objectiveChange = CoinMax(objectiveChange,0.0); |
| 7130 | downMovement[i]=objectiveChange; |
| 7131 | |
| 7132 | // try up |
| 7133 | |
| 7134 | model.setColLower(iColumn,ceil(value)); |
| 7135 | model.solveFromHotStart(); |
| 7136 | model.setColLower(iColumn,lower_[iInt]); |
| 7137 | if (model.isProvenOptimal()&&!model.isDualObjectiveLimitReached()) { |
| 7138 | objectiveChange = model.getObjSense()*model.getObjValue() |
| 7139 | - objectiveValue_; |
| 7140 | } else { |
| 7141 | objectiveChange = 1.0e100; |
| 7142 | } |
| 7143 | assert (objectiveChange>-1.0e-5); |
| 7144 | objectiveChange = CoinMax(objectiveChange,0.0); |
| 7145 | upMovement[i]=objectiveChange; |
| 7146 | |
| 7147 | /* Possibilities are: |
| 7148 | Both sides feasible - store |
| 7149 | Neither side feasible - set objective high and exit |
| 7150 | One side feasible - change bounds and resolve |
| 7151 | */ |
| 7152 | bool solveAgain=false; |
| 7153 | if (upMovement[i]<1.0e100) { |
| 7154 | if(downMovement[i]<1.0e100) { |
| 7155 | // feasible - no action |
| 7156 | } else { |
| 7157 | // up feasible, down infeasible |
| 7158 | solveAgain = true; |
| 7159 | model.setColLower(iColumn,ceil(value)); |
| 7160 | } |
| 7161 | } else { |
| 7162 | if(downMovement[i]<1.0e100) { |
| 7163 | // down feasible, up infeasible |
| 7164 | solveAgain = true; |
| 7165 | model.setColUpper(iColumn,floor(value)); |
| 7166 | } else { |
| 7167 | // neither side feasible |
| 7168 | objectiveValue_=1.0e100; |
| 7169 | chooseOne=false; |
| 7170 | break; |
| 7171 | } |
| 7172 | } |
| 7173 | if (solveAgain) { |
| 7174 | // need to solve problem again - signal this |
| 7175 | variable_ = numberIntegers; |
| 7176 | chooseOne=false; |
| 7177 | break; |
| 7178 | } |
| 7179 | } |
| 7180 | } |
| 7181 | if (chooseOne) { |
| 7182 | // choose the one that makes most difference both ways |
| 7183 | double best = -1.0; |
| 7184 | double best2 = -1.0; |
| 7185 | for (i=0;i<STRONG_BRANCHING;i++) { |
| 7186 | int iInt = chosen[i]; |
| 7187 | if (iInt>=0) { |
| 7188 | //std::cout<<"Strong branching on " |
| 7189 | // <<i<<""<<iInt<<" down "<<downMovement[i] |
| 7190 | // <<" up "<<upMovement[i] |
| 7191 | // <<" value "<<solutionValue[i] |
| 7192 | // <<std::endl; |
| 7193 | bool better = false; |
| 7194 | if (CoinMin(upMovement[i],downMovement[i])>best) { |
| 7195 | // smaller is better |
| 7196 | better=true; |
| 7197 | } else if (CoinMin(upMovement[i],downMovement[i])>best-1.0e-5) { |
| 7198 | if (CoinMax(upMovement[i],downMovement[i])>best2+1.0e-5) { |
| 7199 | // smaller is about same, but larger is better |
| 7200 | better=true; |
| 7201 | } |
| 7202 | } |
| 7203 | if (better) { |
| 7204 | best = CoinMin(upMovement[i],downMovement[i]); |
| 7205 | best2 = CoinMax(upMovement[i],downMovement[i]); |
| 7206 | variable_ = iInt; |
| 7207 | double value = solutionValue[i]; |
| 7208 | value = CoinMax(value,static_cast<double> (lower_[variable_])); |
| 7209 | value = CoinMin(value,static_cast<double> (upper_[variable_])); |
| 7210 | value_=value; |
| 7211 | if (upMovement[i]<=downMovement[i]) |
| 7212 | way_=1; // up |
| 7213 | else |
| 7214 | way_=-1; // down |
| 7215 | } |
| 7216 | } |
| 7217 | } |
| 7218 | } |
| 7219 | // Delete the snapshot |
| 7220 | model.unmarkHotStart(); |
| 7221 | } |
| 7222 | ////// End of Strong branching |
| 7223 | #else |
| 7224 | variable_=-1; |
| 7225 | // This has hard coded integer tolerance |
| 7226 | double mostAway=INTEGER_TOLERANCE; |
| 7227 | int numberAway=0; |
| 7228 | for (i=0;i<numberIntegers;i++) { |
| 7229 | int iColumn = integer[i]; |
| 7230 | lower_[i]=static_cast<int>(lower[iColumn]); |
| 7231 | upper_[i]=static_cast<int>(upper[iColumn]); |
| 7232 | double value = solution[iColumn]; |
| 7233 | value = CoinMax(value,(double) lower_[i]); |
| 7234 | value = CoinMin(value,(double) upper_[i]); |
| 7235 | double nearest = floor(value+0.5); |
| 7236 | if (fabs(value-nearest)>INTEGER_TOLERANCE) |
| 7237 | numberAway++; |
| 7238 | if (fabs(value-nearest)>mostAway) { |
| 7239 | mostAway=fabs(value-nearest); |
| 7240 | variable_=i; |
| 7241 | value_=value; |
| 7242 | if (value<=nearest) |
| 7243 | way_=1; // up |
| 7244 | else |
| 7245 | way_=-1; // down |
| 7246 | } |
| 7247 | } |
| 7248 | #endif |
| 7249 | } |
| 7250 | |
| 7251 | OsiNodeSimple::OsiNodeSimple(const OsiNodeSimple & rhs) |
| 7252 | { |
| 7253 | if (rhs.basis_) |
| 7254 | basis_=rhs.basis_->clone(); |
| 7255 | else |
| 7256 | basis_ = NULL; |
| 7257 | objectiveValue_=rhs.objectiveValue_; |
| 7258 | variable_=rhs.variable_; |
| 7259 | way_=rhs.way_; |
| 7260 | numberIntegers_=rhs.numberIntegers_; |
| 7261 | value_=rhs.value_; |
| 7262 | descendants_ = rhs.descendants_; |
| 7263 | parent_ = rhs.parent_; |
| 7264 | previous_ = rhs.previous_; |
| 7265 | next_ = rhs.next_; |
| 7266 | lower_=NULL; |
| 7267 | upper_=NULL; |
| 7268 | if (rhs.lower_!=NULL) { |
| 7269 | lower_ = new int [numberIntegers_]; |
| 7270 | upper_ = new int [numberIntegers_]; |
| 7271 | assert (upper_!=NULL); |
| 7272 | CoinMemcpyN(rhs.lower_,numberIntegers_,lower_); |
| 7273 | CoinMemcpyN(rhs.upper_,numberIntegers_,upper_); |
| 7274 | } |
| 7275 | } |
| 7276 | |
| 7277 | OsiNodeSimple & |
| 7278 | OsiNodeSimple::operator=(const OsiNodeSimple & rhs) |
| 7279 | { |
| 7280 | if (this != &rhs) { |
| 7281 | gutsOfDestructor(); |
| 7282 | if (rhs.basis_) |
| 7283 | basis_=rhs.basis_->clone(); |
| 7284 | objectiveValue_=rhs.objectiveValue_; |
| 7285 | variable_=rhs.variable_; |
| 7286 | way_=rhs.way_; |
| 7287 | numberIntegers_=rhs.numberIntegers_; |
| 7288 | value_=rhs.value_; |
| 7289 | descendants_ = rhs.descendants_; |
| 7290 | parent_ = rhs.parent_; |
| 7291 | previous_ = rhs.previous_; |
| 7292 | next_ = rhs.next_; |
| 7293 | if (rhs.lower_!=NULL) { |
| 7294 | lower_ = new int [numberIntegers_]; |
| 7295 | upper_ = new int [numberIntegers_]; |
| 7296 | assert (upper_!=NULL); |
| 7297 | CoinMemcpyN(rhs.lower_,numberIntegers_,lower_); |
| 7298 | CoinMemcpyN(rhs.upper_,numberIntegers_,upper_); |
| 7299 | } |
| 7300 | } |
| 7301 | return *this; |
| 7302 | } |
| 7303 | |
| 7304 | |
| 7305 | OsiNodeSimple::~OsiNodeSimple () |
| 7306 | { |
| 7307 | gutsOfDestructor(); |
| 7308 | } |
| 7309 | // Work of destructor |
| 7310 | void |
| 7311 | OsiNodeSimple::gutsOfDestructor() |
| 7312 | { |
| 7313 | delete [] lower_; |
| 7314 | delete [] upper_; |
| 7315 | delete basis_; |
| 7316 | lower_ = NULL; |
| 7317 | upper_ = NULL; |
| 7318 | basis_ = NULL; |
| 7319 | objectiveValue_ = COIN_DBL_MAX; |
| 7320 | } |
| 7321 | // Extension - true if other extension of this |
| 7322 | bool |
| 7323 | OsiNodeSimple::extension(const OsiNodeSimple & other, |
| 7324 | const double * originalLower, |
| 7325 | const double * originalUpper) const |
| 7326 | { |
| 7327 | bool ok=true; |
| 7328 | for (int i=0;i<numberIntegers_;i++) { |
| 7329 | if (upper_[i]<originalUpper[i]|| |
| 7330 | lower_[i]>originalLower[i]) { |
| 7331 | if (other.upper_[i]>upper_[i]|| |
| 7332 | other.lower_[i]<lower_[i]) { |
| 7333 | ok=false; |
| 7334 | break; |
| 7335 | } |
| 7336 | } |
| 7337 | } |
| 7338 | return ok; |
| 7339 | } |
| 7340 | |
| 7341 | #include <vector> |
| 7342 | #define FUNNY_BRANCHING 1 |
| 7343 | #define FUNNY_TREE |
| 7344 | #ifndef FUNNY_TREE |
| 7345 | // Vector of OsiNodeSimples |
| 7346 | typedef std::vector<OsiNodeSimple> OsiVectorNode; |
| 7347 | #else |
| 7348 | // Must code up by hand |
| 7349 | class OsiVectorNode { |
| 7350 | |
| 7351 | public: |
| 7352 | |
| 7353 | // Default Constructor |
| 7354 | OsiVectorNode (); |
| 7355 | |
| 7356 | // Copy constructor |
| 7357 | OsiVectorNode ( const OsiVectorNode &); |
| 7358 | |
| 7359 | // Assignment operator |
| 7360 | OsiVectorNode & operator=( const OsiVectorNode& rhs); |
| 7361 | |
| 7362 | // Destructor |
| 7363 | ~OsiVectorNode (); |
| 7364 | // Size |
| 7365 | inline int size() const |
| 7366 | { return size_-sizeDeferred_;} |
| 7367 | // Push |
| 7368 | void push_back(const OsiNodeSimple & node); |
| 7369 | // Last one in (or other criterion) |
| 7370 | OsiNodeSimple back() const; |
| 7371 | // Get rid of last one |
| 7372 | void pop_back(); |
| 7373 | // Works out best one |
| 7374 | int best() const; |
| 7375 | |
| 7376 | // Public data |
| 7377 | // Maximum size |
| 7378 | int maximumSize_; |
| 7379 | // Current size |
| 7380 | int size_; |
| 7381 | // Number still hanging around |
| 7382 | int sizeDeferred_; |
| 7383 | // First spare |
| 7384 | int firstSpare_; |
| 7385 | // First |
| 7386 | int first_; |
| 7387 | // Last |
| 7388 | int last_; |
| 7389 | // Chosen one |
| 7390 | mutable int chosen_; |
| 7391 | // Nodes |
| 7392 | OsiNodeSimple * nodes_; |
| 7393 | }; |
| 7394 | |
| 7395 | |
| 7396 | OsiVectorNode::OsiVectorNode() : |
| 7397 | maximumSize_(10), |
| 7398 | size_(0), |
| 7399 | sizeDeferred_(0), |
| 7400 | firstSpare_(0), |
| 7401 | first_(-1), |
| 7402 | last_(-1) |
| 7403 | { |
| 7404 | nodes_ = new OsiNodeSimple[maximumSize_]; |
| 7405 | for (int i=0;i<maximumSize_;i++) { |
| 7406 | nodes_[i].previous_=i-1; |
| 7407 | nodes_[i].next_=i+1; |
| 7408 | } |
| 7409 | } |
| 7410 | |
| 7411 | OsiVectorNode::OsiVectorNode(const OsiVectorNode & rhs) |
| 7412 | { |
| 7413 | maximumSize_ = rhs.maximumSize_; |
| 7414 | size_ = rhs.size_; |
| 7415 | sizeDeferred_ = rhs.sizeDeferred_; |
| 7416 | firstSpare_ = rhs.firstSpare_; |
| 7417 | first_ = rhs.first_; |
| 7418 | last_ = rhs.last_; |
| 7419 | nodes_ = new OsiNodeSimple[maximumSize_]; |
| 7420 | for (int i=0;i<maximumSize_;i++) { |
| 7421 | nodes_[i] = rhs.nodes_[i]; |
| 7422 | } |
| 7423 | } |
| 7424 | |
| 7425 | OsiVectorNode & |
| 7426 | OsiVectorNode::operator=(const OsiVectorNode & rhs) |
| 7427 | { |
| 7428 | if (this != &rhs) { |
| 7429 | delete [] nodes_; |
| 7430 | maximumSize_ = rhs.maximumSize_; |
| 7431 | size_ = rhs.size_; |
| 7432 | sizeDeferred_ = rhs.sizeDeferred_; |
| 7433 | firstSpare_ = rhs.firstSpare_; |
| 7434 | first_ = rhs.first_; |
| 7435 | last_ = rhs.last_; |
| 7436 | nodes_ = new OsiNodeSimple[maximumSize_]; |
| 7437 | for (int i=0;i<maximumSize_;i++) { |
| 7438 | nodes_[i] = rhs.nodes_[i]; |
| 7439 | } |
| 7440 | } |
| 7441 | return *this; |
| 7442 | } |
| 7443 | |
| 7444 | |
| 7445 | OsiVectorNode::~OsiVectorNode () |
| 7446 | { |
| 7447 | delete [] nodes_; |
| 7448 | } |
| 7449 | // Push |
| 7450 | void |
| 7451 | OsiVectorNode::push_back(const OsiNodeSimple & node) |
| 7452 | { |
| 7453 | if (size_==maximumSize_) { |
| 7454 | assert (firstSpare_==size_); |
| 7455 | maximumSize_ = (maximumSize_*3)+10; |
| 7456 | OsiNodeSimple * temp = new OsiNodeSimple[maximumSize_]; |
| 7457 | int i; |
| 7458 | for (i=0;i<size_;i++) { |
| 7459 | temp[i]=nodes_[i]; |
| 7460 | } |
| 7461 | delete [] nodes_; |
| 7462 | nodes_ = temp; |
| 7463 | //firstSpare_=size_; |
| 7464 | int last = -1; |
| 7465 | for ( i=size_;i<maximumSize_;i++) { |
| 7466 | nodes_[i].previous_=last; |
| 7467 | nodes_[i].next_=i+1; |
| 7468 | last = i; |
| 7469 | } |
| 7470 | } |
| 7471 | assert (firstSpare_<maximumSize_); |
| 7472 | assert (nodes_[firstSpare_].previous_<0); |
| 7473 | int next = nodes_[firstSpare_].next_; |
| 7474 | nodes_[firstSpare_]=node; |
| 7475 | if (last_>=0) { |
| 7476 | assert (nodes_[last_].next_==-1); |
| 7477 | nodes_[last_].next_=firstSpare_; |
| 7478 | } |
| 7479 | nodes_[firstSpare_].previous_=last_; |
| 7480 | nodes_[firstSpare_].next_=-1; |
| 7481 | if (last_==-1) { |
| 7482 | assert (first_==-1); |
| 7483 | first_ = firstSpare_; |
| 7484 | } |
| 7485 | last_=firstSpare_; |
| 7486 | if (next>=0&&next<maximumSize_) { |
| 7487 | firstSpare_ = next; |
| 7488 | nodes_[firstSpare_].previous_=-1; |
| 7489 | } else { |
| 7490 | firstSpare_=maximumSize_; |
| 7491 | } |
| 7492 | chosen_ = -1; |
| 7493 | //best(); |
| 7494 | size_++; |
| 7495 | assert (node.descendants_<=2); |
| 7496 | if (node.descendants_==2) |
| 7497 | sizeDeferred_++; |
| 7498 | } |
| 7499 | // Works out best one |
| 7500 | int |
| 7501 | OsiVectorNode::best() const |
| 7502 | { |
| 7503 | // can modify |
| 7504 | chosen_=-1; |
| 7505 | if (chosen_<0) { |
| 7506 | chosen_=last_; |
| 7507 | #if FUNNY_BRANCHING |
| 7508 | while (nodes_[chosen_].descendants_==2) { |
| 7509 | chosen_ = nodes_[chosen_].previous_; |
| 7510 | assert (chosen_>=0); |
| 7511 | } |
| 7512 | #endif |
| 7513 | } |
| 7514 | return chosen_; |
| 7515 | } |
| 7516 | // Last one in (or other criterion) |
| 7517 | OsiNodeSimple |
| 7518 | OsiVectorNode::back() const |
| 7519 | { |
| 7520 | assert (last_>=0); |
| 7521 | return nodes_[best()]; |
| 7522 | } |
| 7523 | // Get rid of last one |
| 7524 | void |
| 7525 | OsiVectorNode::pop_back() |
| 7526 | { |
| 7527 | // Temporary until more sophisticated |
| 7528 | //assert (last_==chosen_); |
| 7529 | if (nodes_[chosen_].descendants_==2) |
| 7530 | sizeDeferred_--; |
| 7531 | int previous = nodes_[chosen_].previous_; |
| 7532 | int next = nodes_[chosen_].next_; |
| 7533 | nodes_[chosen_].gutsOfDestructor(); |
| 7534 | if (previous>=0) { |
| 7535 | nodes_[previous].next_=next; |
| 7536 | } else { |
| 7537 | first_ = next; |
| 7538 | } |
| 7539 | if (next>=0) { |
| 7540 | nodes_[next].previous_ = previous; |
| 7541 | } else { |
| 7542 | last_ = previous; |
| 7543 | } |
| 7544 | nodes_[chosen_].previous_=-1; |
| 7545 | if (firstSpare_>=0) { |
| 7546 | nodes_[chosen_].next_ = firstSpare_; |
| 7547 | } else { |
| 7548 | nodes_[chosen_].next_ = -1; |
| 7549 | } |
| 7550 | firstSpare_ = chosen_; |
| 7551 | chosen_ = -1; |
| 7552 | assert (size_>0); |
| 7553 | size_--; |
| 7554 | } |
| 7555 | #endif |
| 7556 | // Invoke solver's built-in enumeration algorithm |
| 7557 | void |
| 7558 | OsiClpSolverInterface::branchAndBound() { |
| 7559 | double time1 = CoinCpuTime(); |
| 7560 | // solve LP |
| 7561 | initialSolve(); |
| 7562 | int funnyBranching=FUNNY_BRANCHING; |
| 7563 | |
| 7564 | if (isProvenOptimal()&&!isDualObjectiveLimitReached()) { |
| 7565 | // Continuous is feasible - find integers |
| 7566 | int numberIntegers=0; |
| 7567 | int numberColumns = getNumCols(); |
| 7568 | int iColumn; |
| 7569 | int i; |
| 7570 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 7571 | if( isInteger(iColumn)) |
| 7572 | numberIntegers++; |
| 7573 | } |
| 7574 | if (!numberIntegers) { |
| 7575 | std::cout<<"No integer variables" |
| 7576 | <<std::endl; |
| 7577 | return; |
| 7578 | } |
| 7579 | int * which = new int[numberIntegers]; // which variables are integer |
| 7580 | // original bounds |
| 7581 | int * originalLower = new int[numberIntegers]; |
| 7582 | int * originalUpper = new int[numberIntegers]; |
| 7583 | int * relaxedLower = new int[numberIntegers]; |
| 7584 | int * relaxedUpper = new int[numberIntegers]; |
| 7585 | { |
| 7586 | const double * lower = getColLower(); |
| 7587 | const double * upper = getColUpper(); |
| 7588 | numberIntegers=0; |
| 7589 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 7590 | if( isInteger(iColumn)) { |
| 7591 | originalLower[numberIntegers]=static_cast<int> (lower[iColumn]); |
| 7592 | if (upper[iColumn]>1.0e9) { |
| 7593 | // This is not meant to be a bulletproof code |
| 7594 | setColUpper(iColumn,1.0e9); |
| 7595 | } |
| 7596 | originalUpper[numberIntegers]=static_cast<int> (upper[iColumn]); |
| 7597 | which[numberIntegers++]=iColumn; |
| 7598 | } |
| 7599 | } |
| 7600 | } |
| 7601 | double direction = getObjSense(); |
| 7602 | // empty tree |
| 7603 | OsiVectorNode branchingTree; |
| 7604 | |
| 7605 | // Add continuous to it; |
| 7606 | OsiNodeSimple rootNode(*this,numberIntegers,which,getWarmStart()); |
| 7607 | // something extra may have been fixed by strong branching |
| 7608 | // if so go round again |
| 7609 | while (rootNode.variable_==numberIntegers) { |
| 7610 | resolve(); |
| 7611 | rootNode = OsiNodeSimple(*this,numberIntegers,which,getWarmStart()); |
| 7612 | } |
| 7613 | if (rootNode.objectiveValue_<1.0e100) { |
| 7614 | // push on stack |
| 7615 | branchingTree.push_back(rootNode); |
| 7616 | } |
| 7617 | |
| 7618 | // For printing totals |
| 7619 | int numberIterations=0; |
| 7620 | int numberNodes =0; |
| 7621 | int nRedundantUp=0; |
| 7622 | int nRedundantDown=0; |
| 7623 | int nRedundantUp2=0; |
| 7624 | int nRedundantDown2=0; |
| 7625 | OsiNodeSimple bestNode; |
| 7626 | ////// Start main while of branch and bound |
| 7627 | // while until nothing on stack |
| 7628 | while (branchingTree.size()) { |
| 7629 | // last node |
| 7630 | OsiNodeSimple node = branchingTree.back(); |
| 7631 | int kNode = branchingTree.chosen_; |
| 7632 | branchingTree.pop_back(); |
| 7633 | assert (node.descendants_<2); |
| 7634 | numberNodes++; |
| 7635 | if (node.variable_>=0) { |
| 7636 | // branch - do bounds |
| 7637 | for (i=0;i<numberIntegers;i++) { |
| 7638 | iColumn=which[i]; |
| 7639 | setColBounds( iColumn,node.lower_[i],node.upper_[i]); |
| 7640 | } |
| 7641 | // move basis |
| 7642 | setWarmStart(node.basis_); |
| 7643 | // do branching variable |
| 7644 | node.incrementDescendants(); |
| 7645 | if (node.way_<0) { |
| 7646 | setColUpper(which[node.variable_],floor(node.value_)); |
| 7647 | // now push back node if more to come |
| 7648 | if (node.way_==-1) { |
| 7649 | node.way_=+2; // Swap direction |
| 7650 | branchingTree.push_back(node); |
| 7651 | } else if (funnyBranching) { |
| 7652 | // put back on tree anyway |
| 7653 | branchingTree.push_back(node); |
| 7654 | } |
| 7655 | } else { |
| 7656 | setColLower(which[node.variable_],ceil(node.value_)); |
| 7657 | // now push back node if more to come |
| 7658 | if (node.way_==1) { |
| 7659 | node.way_=-2; // Swap direction |
| 7660 | branchingTree.push_back(node); |
| 7661 | } else if (funnyBranching) { |
| 7662 | // put back on tree anyway |
| 7663 | branchingTree.push_back(node); |
| 7664 | } |
| 7665 | } |
| 7666 | |
| 7667 | // solve |
| 7668 | resolve(); |
| 7669 | CoinWarmStart * ws = getWarmStart(); |
| 7670 | const CoinWarmStartBasis* wsb = |
| 7671 | dynamic_cast<const CoinWarmStartBasis*>(ws); |
| 7672 | assert (wsb!=NULL); // make sure not volume |
| 7673 | numberIterations += getIterationCount(); |
| 7674 | // fix on reduced costs |
| 7675 | int nFixed0=0,nFixed1=0; |
| 7676 | double cutoff; |
| 7677 | getDblParam(OsiDualObjectiveLimit,cutoff); |
| 7678 | double gap=(cutoff-modelPtr_->objectiveValue())*direction+1.0e-4; |
| 7679 | if (gap<1.0e10&&isProvenOptimal()&&!isDualObjectiveLimitReached()) { |
| 7680 | const double * dj = getReducedCost(); |
| 7681 | const double * lower = getColLower(); |
| 7682 | const double * upper = getColUpper(); |
| 7683 | for (i=0;i<numberIntegers;i++) { |
| 7684 | iColumn=which[i]; |
| 7685 | if (upper[iColumn]>lower[iColumn]) { |
| 7686 | double djValue = dj[iColumn]*direction; |
| 7687 | if (wsb->getStructStatus(iColumn)==CoinWarmStartBasis::atLowerBound&& |
| 7688 | djValue>gap) { |
| 7689 | nFixed0++; |
| 7690 | setColUpper(iColumn,lower[iColumn]); |
| 7691 | } else if (wsb->getStructStatus(iColumn)==CoinWarmStartBasis::atUpperBound&& |
| 7692 | -djValue>gap) { |
| 7693 | nFixed1++; |
| 7694 | setColLower(iColumn,upper[iColumn]); |
| 7695 | } |
| 7696 | } |
| 7697 | } |
| 7698 | //if (nFixed0+nFixed1) |
| 7699 | //printf("%d fixed to lower, %d fixed to upper\n",nFixed0,nFixed1); |
| 7700 | } |
| 7701 | if (!isIterationLimitReached()) { |
| 7702 | if (isProvenOptimal()&&!isDualObjectiveLimitReached()) { |
| 7703 | #if FUNNY_BRANCHING |
| 7704 | // See if branched variable off bounds |
| 7705 | const double * dj = getReducedCost(); |
| 7706 | const double * lower = getColLower(); |
| 7707 | const double * upper = getColUpper(); |
| 7708 | const double * solution = getColSolution(); |
| 7709 | // Better to use "natural" value - need flag to say fixed |
| 7710 | for (i=0;i<numberIntegers;i++) { |
| 7711 | iColumn=which[i]; |
| 7712 | relaxedLower[i]=originalLower[i]; |
| 7713 | relaxedUpper[i]=originalUpper[i]; |
| 7714 | double djValue = dj[iColumn]*direction; |
| 7715 | if (djValue>1.0e-6) { |
| 7716 | // wants to go down |
| 7717 | if (lower[iColumn]>originalLower[i]) { |
| 7718 | // Lower bound active |
| 7719 | relaxedLower[i]=static_cast<int> (lower[iColumn]); |
| 7720 | } |
| 7721 | if (upper[iColumn]<originalUpper[i]) { |
| 7722 | // Upper bound NOT active |
| 7723 | } |
| 7724 | } else if (djValue<-1.0e-6) { |
| 7725 | // wants to go up |
| 7726 | if (lower[iColumn]>originalLower[i]) { |
| 7727 | // Lower bound NOT active |
| 7728 | } |
| 7729 | if (upper[iColumn]<originalUpper[i]) { |
| 7730 | // Upper bound active |
| 7731 | relaxedUpper[i]=static_cast<int> (upper[iColumn]); |
| 7732 | } |
| 7733 | } |
| 7734 | } |
| 7735 | // See if can do anything |
| 7736 | { |
| 7737 | /* |
| 7738 | If kNode is on second branch then |
| 7739 | a) If other feasible could free up as well |
| 7740 | b) If other infeasible could do something clever. |
| 7741 | For now - we have to give up |
| 7742 | */ |
| 7743 | int jNode=branchingTree.nodes_[kNode].parent_; |
| 7744 | bool canDelete = (branchingTree.nodes_[kNode].descendants_<2); |
| 7745 | while (jNode>=0) { |
| 7746 | OsiNodeSimple & node = branchingTree.nodes_[jNode]; |
| 7747 | int next = node.parent_; |
| 7748 | if (node.descendants_<2) { |
| 7749 | int variable = node.variable_; |
| 7750 | iColumn=which[variable]; |
| 7751 | double value = node.value_; |
| 7752 | double djValue = dj[iColumn]*direction; |
| 7753 | assert (node.way_==2||node.way_==-2); |
| 7754 | // we don't know which branch it was - look at current bounds |
| 7755 | if (upper[iColumn]<value&&node.lower_[variable]<upper[iColumn]) { |
| 7756 | // must have been down branch |
| 7757 | if (djValue>1.0e-3||solution[iColumn]<upper[iColumn]-1.0e-5) { |
| 7758 | if (canDelete) { |
| 7759 | nRedundantDown++; |
| 7760 | #if 1 |
| 7761 | printf("%d redundant branch down with value %g current upper %g solution %g dj %g\n" , |
| 7762 | variable,node.value_,upper[iColumn],solution[iColumn],djValue); |
| 7763 | #endif |
| 7764 | node.descendants_=2; // ignore |
| 7765 | branchingTree.sizeDeferred_++; |
| 7766 | int newUpper = originalUpper[variable]; |
| 7767 | if (next>=0) { |
| 7768 | OsiNodeSimple & node2 = branchingTree.nodes_[next]; |
| 7769 | newUpper = node2.upper_[variable]; |
| 7770 | } |
| 7771 | if (branchingTree.nodes_[jNode].parent_!=next) |
| 7772 | assert (newUpper>upper[iColumn]); |
| 7773 | setColUpper(iColumn,newUpper); |
| 7774 | int kNode2=next; |
| 7775 | int jNode2=branchingTree.nodes_[kNode].parent_; |
| 7776 | assert (newUpper>branchingTree.nodes_[kNode].upper_[variable]); |
| 7777 | branchingTree.nodes_[kNode].upper_[variable]= newUpper; |
| 7778 | while (jNode2!=kNode2) { |
| 7779 | OsiNodeSimple & node2 = branchingTree.nodes_[jNode2]; |
| 7780 | int next = node2.parent_; |
| 7781 | if (next!=kNode2) |
| 7782 | assert (newUpper>node2.upper_[variable]); |
| 7783 | node2.upper_[variable]= newUpper; |
| 7784 | jNode2=next; |
| 7785 | } |
| 7786 | } else { |
| 7787 | // can't delete but can add other way to jNode |
| 7788 | nRedundantDown2++; |
| 7789 | OsiNodeSimple & node2 = branchingTree.nodes_[kNode]; |
| 7790 | assert (node2.way_==2||node2.way_==-2); |
| 7791 | double value2 = node2.value_; |
| 7792 | int variable2 = node2.variable_; |
| 7793 | int iColumn2 = which[variable2]; |
| 7794 | if (variable != variable2) { |
| 7795 | if (node2.way_==2&&upper[iColumn2]<value2) { |
| 7796 | // must have been down branch which was done - carry over |
| 7797 | int newUpper = static_cast<int> (floor(value2)); |
| 7798 | assert (newUpper<node.upper_[variable2]); |
| 7799 | node.upper_[variable2]=newUpper; |
| 7800 | } else if (node2.way_==-2&&lower[iColumn2]>value2) { |
| 7801 | // must have been up branch which was done - carry over |
| 7802 | int newLower = static_cast<int> (ceil(value2)); |
| 7803 | assert (newLower>node.lower_[variable2]); |
| 7804 | node.lower_[variable2]=newLower; |
| 7805 | } |
| 7806 | if (node.lower_[variable2]>node.upper_[variable2]) { |
| 7807 | // infeasible |
| 7808 | node.descendants_=2; // ignore |
| 7809 | branchingTree.sizeDeferred_++; |
| 7810 | } |
| 7811 | } |
| 7812 | } |
| 7813 | break; |
| 7814 | } |
| 7815 | // we don't know which branch it was - look at current bounds |
| 7816 | } else if (lower[iColumn]>value&&node.upper_[variable]>lower[iColumn]) { |
| 7817 | // must have been up branch |
| 7818 | if (djValue<-1.0e-3||solution[iColumn]>lower[iColumn]+1.0e-5) { |
| 7819 | if (canDelete) { |
| 7820 | nRedundantUp++; |
| 7821 | #if 1 |
| 7822 | printf("%d redundant branch up with value %g current lower %g solution %g dj %g\n" , |
| 7823 | variable,node.value_,lower[iColumn],solution[iColumn],djValue); |
| 7824 | #endif |
| 7825 | node.descendants_=2; // ignore |
| 7826 | branchingTree.sizeDeferred_++; |
| 7827 | int newLower = originalLower[variable]; |
| 7828 | if (next>=0) { |
| 7829 | OsiNodeSimple & node2 = branchingTree.nodes_[next]; |
| 7830 | newLower = node2.lower_[variable]; |
| 7831 | } |
| 7832 | if (branchingTree.nodes_[jNode].parent_!=next) |
| 7833 | assert (newLower<lower[iColumn]); |
| 7834 | setColLower(iColumn,newLower); |
| 7835 | int kNode2=next; |
| 7836 | int jNode2=branchingTree.nodes_[kNode].parent_; |
| 7837 | assert (newLower<branchingTree.nodes_[kNode].lower_[variable]); |
| 7838 | branchingTree.nodes_[kNode].lower_[variable]= newLower; |
| 7839 | while (jNode2!=kNode2) { |
| 7840 | OsiNodeSimple & node2 = branchingTree.nodes_[jNode2]; |
| 7841 | int next = node2.parent_; |
| 7842 | if (next!=kNode2) |
| 7843 | assert (newLower<node2.lower_[variable]); |
| 7844 | node2.lower_[variable]=newLower; |
| 7845 | jNode2=next; |
| 7846 | } |
| 7847 | } else { |
| 7848 | // can't delete but can add other way to jNode |
| 7849 | nRedundantUp2++; |
| 7850 | OsiNodeSimple & node2 = branchingTree.nodes_[kNode]; |
| 7851 | assert (node2.way_==2||node2.way_==-2); |
| 7852 | double value2 = node2.value_; |
| 7853 | int variable2 = node2.variable_; |
| 7854 | int iColumn2 = which[variable2]; |
| 7855 | if (variable != variable2) { |
| 7856 | if (node2.way_==2&&upper[iColumn2]<value2) { |
| 7857 | // must have been down branch which was done - carry over |
| 7858 | int newUpper = static_cast<int> (floor(value2)); |
| 7859 | assert (newUpper<node.upper_[variable2]); |
| 7860 | node.upper_[variable2]=newUpper; |
| 7861 | } else if (node2.way_==-2&&lower[iColumn2]>value2) { |
| 7862 | // must have been up branch which was done - carry over |
| 7863 | int newLower = static_cast<int> (ceil(value2)); |
| 7864 | assert (newLower>node.lower_[variable2]); |
| 7865 | node.lower_[variable2]=newLower; |
| 7866 | } |
| 7867 | if (node.lower_[variable2]>node.upper_[variable2]) { |
| 7868 | // infeasible |
| 7869 | node.descendants_=2; // ignore |
| 7870 | branchingTree.sizeDeferred_++; |
| 7871 | } |
| 7872 | } |
| 7873 | } |
| 7874 | break; |
| 7875 | } |
| 7876 | } |
| 7877 | } else { |
| 7878 | break; |
| 7879 | } |
| 7880 | jNode=next; |
| 7881 | } |
| 7882 | } |
| 7883 | // solve |
| 7884 | //resolve(); |
| 7885 | //assert(!getIterationCount()); |
| 7886 | if ((numberNodes%1000)==0) |
| 7887 | printf("%d nodes, redundant down %d (%d) up %d (%d) tree size %d\n" , |
| 7888 | numberNodes,nRedundantDown,nRedundantDown2,nRedundantUp,nRedundantUp2,branchingTree.size()); |
| 7889 | #else |
| 7890 | if ((numberNodes%1000)==0) |
| 7891 | printf("%d nodes, tree size %d\n" , |
| 7892 | numberNodes,branchingTree.size()); |
| 7893 | #endif |
| 7894 | if (CoinCpuTime()-time1>3600.0) { |
| 7895 | printf("stopping after 3600 seconds\n" ); |
| 7896 | exit(77); |
| 7897 | } |
| 7898 | OsiNodeSimple newNode(*this,numberIntegers,which,ws); |
| 7899 | // something extra may have been fixed by strong branching |
| 7900 | // if so go round again |
| 7901 | while (newNode.variable_==numberIntegers) { |
| 7902 | resolve(); |
| 7903 | newNode = OsiNodeSimple(*this,numberIntegers,which,getWarmStart()); |
| 7904 | } |
| 7905 | if (newNode.objectiveValue_<1.0e100) { |
| 7906 | if (newNode.variable_>=0) |
| 7907 | assert (fabs(newNode.value_-floor(newNode.value_+0.5))>1.0e-6); |
| 7908 | newNode.parent_ = kNode; |
| 7909 | // push on stack |
| 7910 | branchingTree.push_back(newNode); |
| 7911 | } |
| 7912 | } else { |
| 7913 | // infeasible |
| 7914 | delete ws; |
| 7915 | } |
| 7916 | } else { |
| 7917 | // maximum iterations - exit |
| 7918 | std::cout<<"Exiting on maximum iterations" |
| 7919 | <<std::endl; |
| 7920 | break; |
| 7921 | } |
| 7922 | } else { |
| 7923 | // integer solution - save |
| 7924 | bestNode = node; |
| 7925 | // set cutoff (hard coded tolerance) |
| 7926 | setDblParam(OsiDualObjectiveLimit,(bestNode.objectiveValue_-1.0e-5)*direction); |
| 7927 | std::cout<<"Integer solution of " |
| 7928 | <<bestNode.objectiveValue_ |
| 7929 | <<" found after " <<numberIterations |
| 7930 | <<" iterations and " <<numberNodes<<" nodes" |
| 7931 | <<std::endl; |
| 7932 | } |
| 7933 | } |
| 7934 | ////// End main while of branch and bound |
| 7935 | std::cout<<"Search took " |
| 7936 | <<numberIterations |
| 7937 | <<" iterations and " <<numberNodes<<" nodes" |
| 7938 | <<std::endl; |
| 7939 | if (bestNode.numberIntegers_) { |
| 7940 | // we have a solution restore |
| 7941 | // do bounds |
| 7942 | for (i=0;i<numberIntegers;i++) { |
| 7943 | iColumn=which[i]; |
| 7944 | setColBounds( iColumn,bestNode.lower_[i],bestNode.upper_[i]); |
| 7945 | } |
| 7946 | // move basis |
| 7947 | setWarmStart(bestNode.basis_); |
| 7948 | // set cutoff so will be good (hard coded tolerance) |
| 7949 | setDblParam(OsiDualObjectiveLimit,(bestNode.objectiveValue_+1.0e-5)*direction); |
| 7950 | resolve(); |
| 7951 | } else { |
| 7952 | modelPtr_->setProblemStatus(1); |
| 7953 | } |
| 7954 | delete [] which; |
| 7955 | delete [] originalLower; |
| 7956 | delete [] originalUpper; |
| 7957 | delete [] relaxedLower; |
| 7958 | delete [] relaxedUpper; |
| 7959 | } else { |
| 7960 | if(messageHandler()) |
| 7961 | *messageHandler() <<"The LP relaxation is infeasible" <<CoinMessageEol; |
| 7962 | modelPtr_->setProblemStatus(1); |
| 7963 | //throw CoinError("The LP relaxation is infeasible or too expensive", |
| 7964 | //"branchAndBound", "OsiClpSolverInterface"); |
| 7965 | } |
| 7966 | } |
| 7967 | void |
| 7968 | OsiClpSolverInterface::setSpecialOptions(unsigned int value) |
| 7969 | { |
| 7970 | if ((value&131072)!=0&&(specialOptions_&131072)==0) { |
| 7971 | // Try and keep scaling factors around |
| 7972 | delete baseModel_; |
| 7973 | baseModel_ = new ClpSimplex(*modelPtr_); |
| 7974 | ClpPackedMatrix * clpMatrix = |
| 7975 | dynamic_cast< ClpPackedMatrix*>(baseModel_->matrix_); |
| 7976 | if (!clpMatrix||clpMatrix->scale(baseModel_)) { |
| 7977 | // switch off again |
| 7978 | delete baseModel_; |
| 7979 | baseModel_=NULL; |
| 7980 | value &= ~131072; |
| 7981 | } else { |
| 7982 | // Off current scaling |
| 7983 | modelPtr_->setRowScale(NULL); |
| 7984 | modelPtr_->setColumnScale(NULL); |
| 7985 | lastNumberRows_=baseModel_->numberRows(); |
| 7986 | rowScale_ = CoinDoubleArrayWithLength(2*lastNumberRows_,0); |
| 7987 | int i; |
| 7988 | double * scale; |
| 7989 | double * inverseScale; |
| 7990 | scale = rowScale_.array(); |
| 7991 | inverseScale = scale + lastNumberRows_; |
| 7992 | const double * rowScale = baseModel_->rowScale_; |
| 7993 | for (i=0;i<lastNumberRows_;i++) { |
| 7994 | scale[i] = rowScale[i]; |
| 7995 | inverseScale[i] = 1.0/scale[i]; |
| 7996 | } |
| 7997 | int numberColumns = baseModel_->numberColumns(); |
| 7998 | columnScale_ = CoinDoubleArrayWithLength(2*numberColumns,0); |
| 7999 | scale = columnScale_.array(); |
| 8000 | inverseScale = scale + numberColumns; |
| 8001 | const double * columnScale = baseModel_->columnScale_; |
| 8002 | for (i=0;i<numberColumns;i++) { |
| 8003 | scale[i] = columnScale[i]; |
| 8004 | inverseScale[i] = 1.0/scale[i]; |
| 8005 | } |
| 8006 | } |
| 8007 | } |
| 8008 | specialOptions_=value; |
| 8009 | if ((specialOptions_&0x80000000)!=0) { |
| 8010 | // unset top bit if anything set |
| 8011 | if (specialOptions_!=0x80000000) |
| 8012 | specialOptions_ &= 0x7fffffff; |
| 8013 | } |
| 8014 | } |
| 8015 | void |
| 8016 | OsiClpSolverInterface::setSpecialOptionsMutable(unsigned int value) const |
| 8017 | { |
| 8018 | specialOptions_=value; |
| 8019 | if ((specialOptions_&0x80000000)!=0) { |
| 8020 | // unset top bit if anything set |
| 8021 | if (specialOptions_!=0x80000000) |
| 8022 | specialOptions_ &= 0x7fffffff; |
| 8023 | } |
| 8024 | } |
| 8025 | /* If solver wants it can save a copy of "base" (continuous) model here |
| 8026 | */ |
| 8027 | void |
| 8028 | OsiClpSolverInterface::saveBaseModel() |
| 8029 | { |
| 8030 | delete continuousModel_; |
| 8031 | continuousModel_ = new ClpSimplex(*modelPtr_); |
| 8032 | delete matrixByRowAtContinuous_; |
| 8033 | matrixByRowAtContinuous_ = new CoinPackedMatrix(); |
| 8034 | matrixByRowAtContinuous_->setExtraGap(0.0); |
| 8035 | matrixByRowAtContinuous_->setExtraMajor(0.0); |
| 8036 | matrixByRowAtContinuous_->reverseOrderedCopyOf(*modelPtr_->matrix()); |
| 8037 | //continuousModel_->createRim(63); |
| 8038 | } |
| 8039 | // Pass in disaster handler |
| 8040 | void |
| 8041 | OsiClpSolverInterface::passInDisasterHandler(OsiClpDisasterHandler * handler) |
| 8042 | { |
| 8043 | delete disasterHandler_; |
| 8044 | if ( handler ) |
| 8045 | disasterHandler_ = dynamic_cast<OsiClpDisasterHandler *>(handler->clone()); |
| 8046 | else |
| 8047 | disasterHandler_ = NULL; |
| 8048 | } |
| 8049 | /* Strip off rows to get to this number of rows. |
| 8050 | If solver wants it can restore a copy of "base" (continuous) model here |
| 8051 | */ |
| 8052 | void |
| 8053 | OsiClpSolverInterface::restoreBaseModel(int numberRows) |
| 8054 | { |
| 8055 | if (continuousModel_&&continuousModel_->numberRows()==numberRows) { |
| 8056 | modelPtr_->numberRows_ = numberRows; |
| 8057 | //ClpDisjointCopyN ( continuousModel_->columnLower_, modelPtr_->numberColumns_,modelPtr_->columnLower_ ); |
| 8058 | //ClpDisjointCopyN ( continuousModel_->columnUpper_, modelPtr_->numberColumns_,modelPtr_->columnUpper_ ); |
| 8059 | // Could keep copy of scaledMatrix_ around?? |
| 8060 | delete modelPtr_->scaledMatrix_; |
| 8061 | modelPtr_->scaledMatrix_=NULL; |
| 8062 | if (continuousModel_->rowCopy_) { |
| 8063 | modelPtr_->copy(continuousModel_->rowCopy_,modelPtr_->rowCopy_); |
| 8064 | } else { |
| 8065 | delete modelPtr_->rowCopy_; |
| 8066 | modelPtr_->rowCopy_=NULL; |
| 8067 | } |
| 8068 | modelPtr_->copy(continuousModel_->matrix_,modelPtr_->matrix_); |
| 8069 | if (matrixByRowAtContinuous_) { |
| 8070 | if (matrixByRow_) { |
| 8071 | *matrixByRow_ = *matrixByRowAtContinuous_; |
| 8072 | } else { |
| 8073 | //printf("BBBB could new\n"); |
| 8074 | // matrixByRow_ = new CoinPackedMatrix(*matrixByRowAtContinuous_); |
| 8075 | } |
| 8076 | } else { |
| 8077 | delete matrixByRow_; |
| 8078 | matrixByRow_=NULL; |
| 8079 | } |
| 8080 | } else { |
| 8081 | OsiSolverInterface::restoreBaseModel(numberRows); |
| 8082 | } |
| 8083 | } |
| 8084 | // Tighten bounds - lightweight |
| 8085 | int |
| 8086 | OsiClpSolverInterface::tightenBounds(int lightweight) |
| 8087 | { |
| 8088 | if (!integerInformation_||(specialOptions_&262144)!=0) |
| 8089 | return 0; // no integers |
| 8090 | //CoinPackedMatrix matrixByRow(*getMatrixByRow()); |
| 8091 | int numberRows = getNumRows(); |
| 8092 | int numberColumns = getNumCols(); |
| 8093 | |
| 8094 | int iRow,iColumn; |
| 8095 | |
| 8096 | // Row copy |
| 8097 | //const double * elementByRow = matrixByRow.getElements(); |
| 8098 | //const int * column = matrixByRow.getIndices(); |
| 8099 | //const CoinBigIndex * rowStart = matrixByRow.getVectorStarts(); |
| 8100 | //const int * rowLength = matrixByRow.getVectorLengths(); |
| 8101 | |
| 8102 | const double * columnUpper = getColUpper(); |
| 8103 | const double * columnLower = getColLower(); |
| 8104 | const double * rowUpper = getRowUpper(); |
| 8105 | const double * rowLower = getRowLower(); |
| 8106 | |
| 8107 | // Column copy of matrix |
| 8108 | const double * element = getMatrixByCol()->getElements(); |
| 8109 | const int * row = getMatrixByCol()->getIndices(); |
| 8110 | const CoinBigIndex * columnStart = getMatrixByCol()->getVectorStarts(); |
| 8111 | const int * columnLength = getMatrixByCol()->getVectorLengths(); |
| 8112 | const double *objective = getObjCoefficients() ; |
| 8113 | double direction = getObjSense(); |
| 8114 | double * down = new double [numberRows]; |
| 8115 | if (lightweight>0) { |
| 8116 | int * first = new int[numberRows]; |
| 8117 | CoinZeroN(first,numberRows); |
| 8118 | CoinZeroN(down,numberRows); |
| 8119 | double * sum = new double [numberRows]; |
| 8120 | CoinZeroN(sum,numberRows); |
| 8121 | int numberTightened=0; |
| 8122 | for (int iColumn=0;iColumn<numberColumns;iColumn++) { |
| 8123 | CoinBigIndex start = columnStart[iColumn]; |
| 8124 | CoinBigIndex end = start + columnLength[iColumn]; |
| 8125 | double lower = columnLower[iColumn]; |
| 8126 | double upper = columnUpper[iColumn]; |
| 8127 | if (lower==upper) { |
| 8128 | for (CoinBigIndex j=start;j<end;j++) { |
| 8129 | int iRow = row[j]; |
| 8130 | double value = element[j]; |
| 8131 | down[iRow] += value*lower; |
| 8132 | sum[iRow] += fabs(value*lower); |
| 8133 | } |
| 8134 | } else { |
| 8135 | for (CoinBigIndex j=start;j<end;j++) { |
| 8136 | int iRow = row[j]; |
| 8137 | int n=first[iRow]; |
| 8138 | if (n==0&&element[j]) |
| 8139 | first[iRow]=-iColumn-1; |
| 8140 | else if (n<0) |
| 8141 | first[iRow]=2; |
| 8142 | } |
| 8143 | } |
| 8144 | } |
| 8145 | double tolerance = 1.0e-6; |
| 8146 | const char * integerInformation = modelPtr_->integerType_; |
| 8147 | for (int iRow=0;iRow<numberRows;iRow++) { |
| 8148 | int iColumn = first[iRow]; |
| 8149 | if (iColumn<0) { |
| 8150 | iColumn = -iColumn-1; |
| 8151 | if ((integerInformation&&integerInformation[iColumn])||lightweight==2) { |
| 8152 | double lowerRow = rowLower[iRow]; |
| 8153 | if (lowerRow>-1.0e20) |
| 8154 | lowerRow -= down[iRow]; |
| 8155 | double upperRow = rowUpper[iRow]; |
| 8156 | if (upperRow<1.0e20) |
| 8157 | upperRow -= down[iRow]; |
| 8158 | double lower = columnLower[iColumn]; |
| 8159 | double upper = columnUpper[iColumn]; |
| 8160 | double value=0.0; |
| 8161 | for (CoinBigIndex j = columnStart[iColumn]; |
| 8162 | j<columnStart[iColumn]+columnLength[iColumn];j++) { |
| 8163 | if (iRow==row[j]) { |
| 8164 | value=element[j]; |
| 8165 | break; |
| 8166 | } |
| 8167 | } |
| 8168 | assert (value); |
| 8169 | // convert rowLower and Upper to implied bounds on column |
| 8170 | double newLower=-COIN_DBL_MAX; |
| 8171 | double newUpper=COIN_DBL_MAX; |
| 8172 | if (value>0.0) { |
| 8173 | if (lowerRow>-1.0e20) |
| 8174 | newLower = lowerRow/value; |
| 8175 | if (upperRow<1.0e20) |
| 8176 | newUpper = upperRow/value; |
| 8177 | } else { |
| 8178 | if (upperRow<1.0e20) |
| 8179 | newLower = upperRow/value; |
| 8180 | if (lowerRow>-1.0e20) |
| 8181 | newUpper = lowerRow/value; |
| 8182 | } |
| 8183 | double tolerance2 = 1.0e-6+1.0e-8*sum[iRow]; |
| 8184 | if (integerInformation&&integerInformation[iColumn]) { |
| 8185 | if (newLower-floor(newLower)<tolerance2) |
| 8186 | newLower=floor(newLower); |
| 8187 | else |
| 8188 | newLower=ceil(newLower); |
| 8189 | if (ceil(newUpper)-newUpper<tolerance2) |
| 8190 | newUpper=ceil(newUpper); |
| 8191 | else |
| 8192 | newUpper=floor(newUpper); |
| 8193 | } |
| 8194 | if (newLower>lower+10.0*tolerance2|| |
| 8195 | newUpper<upper-10.0*tolerance2) { |
| 8196 | numberTightened++; |
| 8197 | newLower = CoinMax(lower,newLower); |
| 8198 | newUpper = CoinMin(upper,newUpper); |
| 8199 | if (newLower>newUpper+tolerance) { |
| 8200 | //printf("XXYY inf on bound\n"); |
| 8201 | numberTightened=-1; |
| 8202 | break; |
| 8203 | } |
| 8204 | setColLower(iColumn,newLower); |
| 8205 | setColUpper(iColumn,CoinMax(newLower,newUpper)); |
| 8206 | } |
| 8207 | } |
| 8208 | } |
| 8209 | } |
| 8210 | delete [] first; |
| 8211 | delete [] down; |
| 8212 | delete [] sum; |
| 8213 | return numberTightened; |
| 8214 | } |
| 8215 | double * up = new double [numberRows]; |
| 8216 | double * sum = new double [numberRows]; |
| 8217 | int * type = new int [numberRows]; |
| 8218 | CoinZeroN(down,numberRows); |
| 8219 | CoinZeroN(up,numberRows); |
| 8220 | CoinZeroN(sum,numberRows); |
| 8221 | CoinZeroN(type,numberRows); |
| 8222 | double infinity = getInfinity(); |
| 8223 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 8224 | CoinBigIndex start = columnStart[iColumn]; |
| 8225 | CoinBigIndex end = start + columnLength[iColumn]; |
| 8226 | double lower = columnLower[iColumn]; |
| 8227 | double upper = columnUpper[iColumn]; |
| 8228 | if (lower==upper) { |
| 8229 | for (CoinBigIndex j=start;j<end;j++) { |
| 8230 | int iRow = row[j]; |
| 8231 | double value = element[j]; |
| 8232 | sum[iRow]+=2.0*fabs(value*lower); |
| 8233 | if ((type[iRow]&1)==0) |
| 8234 | down[iRow] += value*lower; |
| 8235 | if ((type[iRow]&2)==0) |
| 8236 | up[iRow] += value*lower; |
| 8237 | } |
| 8238 | } else { |
| 8239 | for (CoinBigIndex j=start;j<end;j++) { |
| 8240 | int iRow = row[j]; |
| 8241 | double value = element[j]; |
| 8242 | if (value>0.0) { |
| 8243 | if ((type[iRow]&1)==0) { |
| 8244 | if (lower!=-infinity) { |
| 8245 | down[iRow] += value*lower; |
| 8246 | sum[iRow]+=fabs(value*lower); |
| 8247 | } else { |
| 8248 | type[iRow] |= 1; |
| 8249 | } |
| 8250 | } |
| 8251 | if ((type[iRow]&2)==0) { |
| 8252 | if (upper!=infinity) { |
| 8253 | up[iRow] += value*upper; |
| 8254 | sum[iRow]+=fabs(value*upper); |
| 8255 | } else { |
| 8256 | type[iRow] |= 2; |
| 8257 | } |
| 8258 | } |
| 8259 | } else { |
| 8260 | if ((type[iRow]&1)==0) { |
| 8261 | if (upper!=infinity) { |
| 8262 | down[iRow] += value*upper; |
| 8263 | sum[iRow]+=fabs(value*upper); |
| 8264 | } else { |
| 8265 | type[iRow] |= 1; |
| 8266 | } |
| 8267 | } |
| 8268 | if ((type[iRow]&2)==0) { |
| 8269 | if (lower!=-infinity) { |
| 8270 | up[iRow] += value*lower; |
| 8271 | sum[iRow]+=fabs(value*lower); |
| 8272 | } else { |
| 8273 | type[iRow] |= 2; |
| 8274 | } |
| 8275 | } |
| 8276 | } |
| 8277 | } |
| 8278 | } |
| 8279 | } |
| 8280 | int nTightened=0; |
| 8281 | double tolerance = 1.0e-6; |
| 8282 | for (iRow=0;iRow<numberRows;iRow++) { |
| 8283 | if ((type[iRow]&1)!=0) |
| 8284 | down[iRow]=-infinity; |
| 8285 | if (down[iRow]>rowUpper[iRow]) { |
| 8286 | if (down[iRow]>rowUpper[iRow]+tolerance+1.0e-8*sum[iRow]) { |
| 8287 | // infeasible |
| 8288 | #ifdef COIN_DEVELOP |
| 8289 | printf("infeasible on row %d\n" ,iRow); |
| 8290 | #endif |
| 8291 | nTightened=-1; |
| 8292 | break; |
| 8293 | } else { |
| 8294 | down[iRow]=rowUpper[iRow]; |
| 8295 | } |
| 8296 | } |
| 8297 | if ((type[iRow]&2)!=0) |
| 8298 | up[iRow]=infinity; |
| 8299 | if (up[iRow]<rowLower[iRow]) { |
| 8300 | if (up[iRow]<rowLower[iRow]-tolerance-1.0e-8*sum[iRow]) { |
| 8301 | // infeasible |
| 8302 | #ifdef COIN_DEVELOP |
| 8303 | printf("infeasible on row %d\n" ,iRow); |
| 8304 | #endif |
| 8305 | nTightened=-1; |
| 8306 | break; |
| 8307 | } else { |
| 8308 | up[iRow]=rowLower[iRow]; |
| 8309 | } |
| 8310 | } |
| 8311 | } |
| 8312 | if (nTightened) |
| 8313 | numberColumns=0; // so will skip |
| 8314 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 8315 | double lower = columnLower[iColumn]; |
| 8316 | double upper = columnUpper[iColumn]; |
| 8317 | double gap = upper-lower; |
| 8318 | if (!gap) |
| 8319 | continue; |
| 8320 | int canGo=0; |
| 8321 | CoinBigIndex start = columnStart[iColumn]; |
| 8322 | CoinBigIndex end = start + columnLength[iColumn]; |
| 8323 | if (lower<-1.0e8&&upper>1.0e8) |
| 8324 | continue; // Could do severe damage to accuracy |
| 8325 | if (integerInformation_[iColumn]) { |
| 8326 | if (lower!=floor(lower+0.5)) { |
| 8327 | #ifdef COIN_DEVELOP |
| 8328 | printf("increasing lower bound on %d from %g to %g\n" ,iColumn, |
| 8329 | lower,ceil(lower)); |
| 8330 | #endif |
| 8331 | lower=ceil(lower); |
| 8332 | gap=upper-lower; |
| 8333 | setColLower(iColumn,lower); |
| 8334 | } |
| 8335 | if (upper!=floor(upper+0.5)) { |
| 8336 | #ifdef COIN_DEVELOP |
| 8337 | printf("decreasing upper bound on %d from %g to %g\n" ,iColumn, |
| 8338 | upper,floor(upper)); |
| 8339 | #endif |
| 8340 | upper=floor(upper); |
| 8341 | gap=upper-lower; |
| 8342 | setColUpper(iColumn,upper); |
| 8343 | } |
| 8344 | double newLower=lower; |
| 8345 | double newUpper=upper; |
| 8346 | for (CoinBigIndex j=start;j<end;j++) { |
| 8347 | int iRow = row[j]; |
| 8348 | double value = element[j]; |
| 8349 | if (value>0.0) { |
| 8350 | if ((type[iRow]&1)==0) { |
| 8351 | // has to be at most something |
| 8352 | if (down[iRow] + value*gap > rowUpper[iRow]+tolerance) { |
| 8353 | double newGap = (rowUpper[iRow]-down[iRow])/value; |
| 8354 | // adjust |
| 8355 | newGap += 1.0e-10*sum[iRow]; |
| 8356 | newGap = floor(newGap); |
| 8357 | if (lower+newGap<newUpper) |
| 8358 | newUpper=lower+newGap; |
| 8359 | } |
| 8360 | } |
| 8361 | if (down[iRow]<rowLower[iRow]) |
| 8362 | canGo |=1; // can't go down without affecting result |
| 8363 | if ((type[iRow]&2)==0) { |
| 8364 | // has to be at least something |
| 8365 | if (up[iRow] - value*gap < rowLower[iRow]-tolerance) { |
| 8366 | double newGap = (up[iRow]-rowLower[iRow])/value; |
| 8367 | // adjust |
| 8368 | newGap += 1.0e-10*sum[iRow]; |
| 8369 | newGap = floor(newGap); |
| 8370 | if (upper-newGap>newLower) |
| 8371 | newLower=upper-newGap; |
| 8372 | } |
| 8373 | } |
| 8374 | if (up[iRow]>rowUpper[iRow]) |
| 8375 | canGo |=2; // can't go up without affecting result |
| 8376 | } else { |
| 8377 | if ((type[iRow]&1)==0) { |
| 8378 | // has to be at least something |
| 8379 | if (down[iRow] - value*gap > rowUpper[iRow]+tolerance) { |
| 8380 | double newGap = -(rowUpper[iRow]-down[iRow])/value; |
| 8381 | // adjust |
| 8382 | newGap += 1.0e-10*sum[iRow]; |
| 8383 | newGap = floor(newGap); |
| 8384 | if (upper-newGap>newLower) |
| 8385 | newLower=upper-newGap; |
| 8386 | } |
| 8387 | } |
| 8388 | if (up[iRow]>rowUpper[iRow]) |
| 8389 | canGo |=1; // can't go down without affecting result |
| 8390 | if ((type[iRow]&2)==0) { |
| 8391 | // has to be at most something |
| 8392 | if (up[iRow] + value*gap < rowLower[iRow]-tolerance) { |
| 8393 | double newGap = -(up[iRow]-rowLower[iRow])/value; |
| 8394 | // adjust |
| 8395 | newGap += 1.0e-10*sum[iRow]; |
| 8396 | newGap = floor(newGap); |
| 8397 | if (lower+newGap<newUpper) |
| 8398 | newUpper=lower+newGap; |
| 8399 | } |
| 8400 | } |
| 8401 | if (down[iRow]<rowLower[iRow]) |
| 8402 | canGo |=2; // can't go up without affecting result |
| 8403 | } |
| 8404 | } |
| 8405 | if (newUpper<upper||newLower>lower) { |
| 8406 | nTightened++; |
| 8407 | if (newLower>newUpper) { |
| 8408 | // infeasible |
| 8409 | #if COIN_DEVELOP>1 |
| 8410 | printf("infeasible on column %d\n" ,iColumn); |
| 8411 | #endif |
| 8412 | nTightened=-1; |
| 8413 | break; |
| 8414 | } else { |
| 8415 | setColLower(iColumn,newLower); |
| 8416 | setColUpper(iColumn,newUpper); |
| 8417 | } |
| 8418 | for (CoinBigIndex j=start;j<end;j++) { |
| 8419 | int iRow = row[j]; |
| 8420 | double value = element[j]; |
| 8421 | if (value>0.0) { |
| 8422 | if ((type[iRow]&1)==0) { |
| 8423 | down[iRow] += value*(newLower-lower); |
| 8424 | } |
| 8425 | if ((type[iRow]&2)==0) { |
| 8426 | up[iRow] += value*(newUpper-upper); |
| 8427 | } |
| 8428 | } else { |
| 8429 | if ((type[iRow]&1)==0) { |
| 8430 | down[iRow] += value*(newUpper-upper); |
| 8431 | } |
| 8432 | if ((type[iRow]&2)==0) { |
| 8433 | up[iRow] += value*(newLower-lower); |
| 8434 | } |
| 8435 | } |
| 8436 | } |
| 8437 | } else { |
| 8438 | if (canGo!=3) { |
| 8439 | double objValue = direction*objective[iColumn]; |
| 8440 | if (objValue>=0.0&&(canGo&1)==0) { |
| 8441 | #if COIN_DEVELOP>2 |
| 8442 | printf("dual fix down on column %d\n" ,iColumn); |
| 8443 | #endif |
| 8444 | // Only if won't cause numerical problems |
| 8445 | if (lower>-1.0e10) { |
| 8446 | nTightened++; |
| 8447 | setColUpper(iColumn,lower); |
| 8448 | } |
| 8449 | } else if (objValue<=0.0&&(canGo&2)==0) { |
| 8450 | #if COIN_DEVELOP>2 |
| 8451 | printf("dual fix up on column %d\n" ,iColumn); |
| 8452 | #endif |
| 8453 | // Only if won't cause numerical problems |
| 8454 | if (upper<1.0e10) { |
| 8455 | nTightened++; |
| 8456 | setColLower(iColumn,upper); |
| 8457 | } |
| 8458 | } |
| 8459 | } |
| 8460 | } |
| 8461 | } else { |
| 8462 | // just do dual tests |
| 8463 | for (CoinBigIndex j=start;j<end;j++) { |
| 8464 | int iRow = row[j]; |
| 8465 | double value = element[j]; |
| 8466 | if (value>0.0) { |
| 8467 | if (down[iRow]<rowLower[iRow]) |
| 8468 | canGo |=1; // can't go down without affecting result |
| 8469 | if (up[iRow]>rowUpper[iRow]) |
| 8470 | canGo |=2; // can't go up without affecting result |
| 8471 | } else { |
| 8472 | if (up[iRow]>rowUpper[iRow]) |
| 8473 | canGo |=1; // can't go down without affecting result |
| 8474 | if (down[iRow]<rowLower[iRow]) |
| 8475 | canGo |=2; // can't go up without affecting result |
| 8476 | } |
| 8477 | } |
| 8478 | if (canGo!=3) { |
| 8479 | double objValue = direction*objective[iColumn]; |
| 8480 | if (objValue>=0.0&&(canGo&1)==0) { |
| 8481 | #if COIN_DEVELOP>2 |
| 8482 | printf("dual fix down on continuous column %d lower %g\n" , |
| 8483 | iColumn,lower); |
| 8484 | #endif |
| 8485 | // Only if won't cause numerical problems |
| 8486 | if (lower>-1.0e10) { |
| 8487 | nTightened++; |
| 8488 | setColUpper(iColumn,lower); |
| 8489 | } |
| 8490 | } else if (objValue<=0.0&&(canGo&2)==0) { |
| 8491 | #if COIN_DEVELOP>2 |
| 8492 | printf("dual fix up on continuous column %d upper %g\n" , |
| 8493 | iColumn,upper); |
| 8494 | #endif |
| 8495 | // Only if won't cause numerical problems |
| 8496 | if (upper<1.0e10) { |
| 8497 | nTightened++; |
| 8498 | setColLower(iColumn,upper); |
| 8499 | } |
| 8500 | } |
| 8501 | } |
| 8502 | } |
| 8503 | } |
| 8504 | if (lightweight<0) { |
| 8505 | // get max down and up again |
| 8506 | CoinZeroN(down,numberRows); |
| 8507 | CoinZeroN(up,numberRows); |
| 8508 | CoinZeroN(type,numberRows); |
| 8509 | int * seqDown = new int [2*numberRows]; |
| 8510 | int * seqUp=seqDown+numberRows; |
| 8511 | for (int i=0;i<numberRows;i++) { |
| 8512 | seqDown[i]=-1; |
| 8513 | seqUp[i]=-1; |
| 8514 | } |
| 8515 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 8516 | CoinBigIndex start = columnStart[iColumn]; |
| 8517 | CoinBigIndex end = start + columnLength[iColumn]; |
| 8518 | double lower = columnLower[iColumn]; |
| 8519 | double upper = columnUpper[iColumn]; |
| 8520 | if (lower==upper) { |
| 8521 | for (CoinBigIndex j=start;j<end;j++) { |
| 8522 | int iRow = row[j]; |
| 8523 | double value = element[j]; |
| 8524 | if ((type[iRow]&1)==0) |
| 8525 | down[iRow] += value*lower; |
| 8526 | if ((type[iRow]&2)==0) |
| 8527 | up[iRow] += value*lower; |
| 8528 | } |
| 8529 | } else { |
| 8530 | for (CoinBigIndex j=start;j<end;j++) { |
| 8531 | int iRow = row[j]; |
| 8532 | double value = element[j]; |
| 8533 | if (value>0.0) { |
| 8534 | if ((type[iRow]&1)==0) { |
| 8535 | if (lower>-1.0e8) { |
| 8536 | down[iRow] += value*lower; |
| 8537 | } else if (seqDown[iRow]<0) { |
| 8538 | seqDown[iRow]=iColumn; |
| 8539 | } else { |
| 8540 | type[iRow] |= 1; |
| 8541 | } |
| 8542 | } |
| 8543 | if ((type[iRow]&2)==0) { |
| 8544 | if (upper<1.0e8) { |
| 8545 | up[iRow] += value*upper; |
| 8546 | sum[iRow]+=fabs(value*upper); |
| 8547 | } else if (seqUp[iRow]<0) { |
| 8548 | seqUp[iRow]=iColumn; |
| 8549 | } else { |
| 8550 | type[iRow] |= 2; |
| 8551 | } |
| 8552 | } |
| 8553 | } else { |
| 8554 | if ((type[iRow]&1)==0) { |
| 8555 | if (upper<1.0e8) { |
| 8556 | down[iRow] += value*upper; |
| 8557 | sum[iRow]+=fabs(value*upper); |
| 8558 | } else if (seqDown[iRow]<0) { |
| 8559 | seqDown[iRow]=iColumn; |
| 8560 | } else { |
| 8561 | type[iRow] |= 1; |
| 8562 | } |
| 8563 | } |
| 8564 | if ((type[iRow]&2)==0) { |
| 8565 | if (lower>-1.0e8) { |
| 8566 | up[iRow] += value*lower; |
| 8567 | sum[iRow]+=fabs(value*lower); |
| 8568 | } else if (seqUp[iRow]<0) { |
| 8569 | seqUp[iRow]=iColumn; |
| 8570 | } else { |
| 8571 | type[iRow] |= 2; |
| 8572 | } |
| 8573 | } |
| 8574 | } |
| 8575 | } |
| 8576 | } |
| 8577 | } |
| 8578 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 8579 | double lower = columnLower[iColumn]; |
| 8580 | double upper = columnUpper[iColumn]; |
| 8581 | double gap = upper-lower; |
| 8582 | if (!gap) |
| 8583 | continue; |
| 8584 | CoinBigIndex start = columnStart[iColumn]; |
| 8585 | CoinBigIndex end = start + columnLength[iColumn]; |
| 8586 | if (lower<-1.0e8&&upper>1.0e8) |
| 8587 | continue; // Could do severe damage to accuracy |
| 8588 | double newLower=upper; |
| 8589 | double newUpper=lower; |
| 8590 | bool badUpper=false; |
| 8591 | bool badLower=false; |
| 8592 | double objValue = objective[iColumn]*direction; |
| 8593 | for (CoinBigIndex j=start;j<end;j++) { |
| 8594 | int iRow = row[j]; |
| 8595 | double value = element[j]; |
| 8596 | if (value>0.0) { |
| 8597 | if (rowLower[iRow]>-COIN_DBL_MAX) { |
| 8598 | if (!badUpper&&(type[iRow]&1)==0&& |
| 8599 | (seqDown[iRow]<0||seqDown[iRow]==iColumn)) { |
| 8600 | double s=down[iRow]; |
| 8601 | if (seqDown[iRow]!=iColumn) |
| 8602 | s -= lower*value; |
| 8603 | if (s+newUpper*value<rowLower[iRow]) { |
| 8604 | newUpper = CoinMax(newUpper,(rowLower[iRow]-s)/value); |
| 8605 | } |
| 8606 | } else { |
| 8607 | badUpper=true; |
| 8608 | } |
| 8609 | } |
| 8610 | if (rowUpper[iRow]<COIN_DBL_MAX) { |
| 8611 | if (!badLower&&(type[iRow]&2)==0&& |
| 8612 | (seqUp[iRow]<0||seqUp[iRow]==iColumn)) { |
| 8613 | double s=up[iRow]; |
| 8614 | if (seqUp[iRow]!=iColumn) |
| 8615 | s -= upper*value; |
| 8616 | if (s+newLower*value>rowUpper[iRow]) { |
| 8617 | newLower = CoinMin(newLower,(rowUpper[iRow]-s)/value); |
| 8618 | } |
| 8619 | } else { |
| 8620 | badLower=true; |
| 8621 | } |
| 8622 | } |
| 8623 | } else { |
| 8624 | if (rowUpper[iRow]<COIN_DBL_MAX) { |
| 8625 | if (!badUpper&&(type[iRow]&2)==0&& |
| 8626 | (seqUp[iRow]<0||seqUp[iRow]==iColumn)) { |
| 8627 | double s=up[iRow]; |
| 8628 | if (seqUp[iRow]!=iColumn) |
| 8629 | s -= lower*value; |
| 8630 | if (s+newUpper*value>rowUpper[iRow]) { |
| 8631 | newUpper = CoinMax(newUpper,(rowUpper[iRow]-s)/value); |
| 8632 | } |
| 8633 | } else { |
| 8634 | badUpper=true; |
| 8635 | } |
| 8636 | } |
| 8637 | if (rowLower[iRow]>-COIN_DBL_MAX) { |
| 8638 | if (!badLower&&(type[iRow]&1)==0&& |
| 8639 | (seqDown[iRow]<0||seqDown[iRow]==iColumn)) { |
| 8640 | double s=down[iRow]; |
| 8641 | if (seqDown[iRow]!=iColumn) |
| 8642 | s -= lower*value; |
| 8643 | if (s+newLower*value<rowLower[iRow]) { |
| 8644 | newLower = CoinMin(newLower,(rowLower[iRow]-s)/value); |
| 8645 | } |
| 8646 | } else { |
| 8647 | badLower=true; |
| 8648 | } |
| 8649 | } |
| 8650 | } |
| 8651 | } |
| 8652 | if (badLower||objValue>0.0) |
| 8653 | newLower=lower; |
| 8654 | if (badUpper||objValue<0.0) |
| 8655 | newUpper=upper; |
| 8656 | if (newUpper<upper||newLower>lower) { |
| 8657 | nTightened++; |
| 8658 | if (newLower>newUpper) { |
| 8659 | // infeasible |
| 8660 | #if COIN_DEVELOP>0 |
| 8661 | printf("infeasible on column %d\n" ,iColumn); |
| 8662 | #endif |
| 8663 | nTightened=-1; |
| 8664 | break; |
| 8665 | } else { |
| 8666 | newLower=CoinMax(newLower,lower); |
| 8667 | newUpper=CoinMin(newUpper,upper); |
| 8668 | if (integerInformation_[iColumn]) { |
| 8669 | newLower=ceil(newLower-1.0e-5); |
| 8670 | newUpper=floor(newUpper+1.0e-5); |
| 8671 | } |
| 8672 | setColLower(iColumn,newLower); |
| 8673 | setColUpper(iColumn,newUpper); |
| 8674 | } |
| 8675 | } |
| 8676 | } |
| 8677 | delete [] seqDown; |
| 8678 | } |
| 8679 | delete [] type; |
| 8680 | delete [] down; |
| 8681 | delete [] up; |
| 8682 | delete [] sum; |
| 8683 | return nTightened; |
| 8684 | } |
| 8685 | // Return number of entries in L part of current factorization |
| 8686 | CoinBigIndex |
| 8687 | OsiClpSolverInterface::getSizeL() const |
| 8688 | { |
| 8689 | return modelPtr_->factorization_->numberElementsL(); |
| 8690 | } |
| 8691 | // Return number of entries in U part of current factorization |
| 8692 | CoinBigIndex |
| 8693 | OsiClpSolverInterface::getSizeU() const |
| 8694 | { |
| 8695 | return modelPtr_->factorization_->numberElementsU(); |
| 8696 | } |
| 8697 | /* Add a named row (constraint) to the problem. |
| 8698 | */ |
| 8699 | void |
| 8700 | OsiClpSolverInterface::addRow(const CoinPackedVectorBase& vec, |
| 8701 | const char rowsen, const double rowrhs, |
| 8702 | const double rowrng, std::string name) |
| 8703 | { |
| 8704 | int ndx = getNumRows() ; |
| 8705 | addRow(vec,rowsen,rowrhs,rowrng) ; |
| 8706 | setRowName(ndx,name) ; |
| 8707 | } |
| 8708 | /* Add a named column (primal variable) to the problem. |
| 8709 | */ |
| 8710 | void |
| 8711 | OsiClpSolverInterface::addCol(int numberElements, |
| 8712 | const int* rows, const double* elements, |
| 8713 | const double collb, const double colub, |
| 8714 | const double obj, std::string name) |
| 8715 | { |
| 8716 | int ndx = getNumCols() ; |
| 8717 | addCol(numberElements,rows,elements,collb,colub,obj) ; |
| 8718 | setColName(ndx,name) ; |
| 8719 | } |
| 8720 | /* Start faster dual - returns negative if problems 1 if infeasible, |
| 8721 | Options to pass to solver |
| 8722 | 1 - create external reduced costs for columns |
| 8723 | 2 - create external reduced costs for rows |
| 8724 | 4 - create external row activity (columns always done) |
| 8725 | Above only done if feasible |
| 8726 | When set resolve does less work |
| 8727 | */ |
| 8728 | int |
| 8729 | OsiClpSolverInterface::startFastDual(int options) |
| 8730 | { |
| 8731 | stuff_.zap(3); |
| 8732 | stuff_.solverOptions_=options; |
| 8733 | return modelPtr_->startFastDual2(&stuff_); |
| 8734 | } |
| 8735 | // Sets integer tolerance and increment |
| 8736 | void |
| 8737 | OsiClpSolverInterface::setStuff(double tolerance,double increment) |
| 8738 | { |
| 8739 | stuff_.integerTolerance_ = tolerance; |
| 8740 | stuff_.integerIncrement_ = increment; |
| 8741 | } |
| 8742 | // Stops faster dual |
| 8743 | void |
| 8744 | OsiClpSolverInterface::stopFastDual() |
| 8745 | { |
| 8746 | modelPtr_->stopFastDual2(&stuff_); |
| 8747 | } |
| 8748 | // Compute largest amount any at continuous away from bound |
| 8749 | void |
| 8750 | OsiClpSolverInterface::computeLargestAway() |
| 8751 | { |
| 8752 | // get largest scaled away from bound |
| 8753 | ClpSimplex temp=*modelPtr_; |
| 8754 | // save logLevel (in case derived message handler) |
| 8755 | int saveLogLevel=temp.logLevel(); |
| 8756 | temp.setLogLevel(0); |
| 8757 | temp.dual(); |
| 8758 | if (temp.status()==1) |
| 8759 | temp.primal(); // may mean we have optimal so continuous cutoff |
| 8760 | temp.dual(0,7); |
| 8761 | temp.setLogLevel(saveLogLevel); |
| 8762 | double largestScaled=1.0e-12; |
| 8763 | double largest=1.0e-12; |
| 8764 | int numberRows = temp.numberRows(); |
| 8765 | const double * rowPrimal = temp.primalRowSolution(); |
| 8766 | const double * rowLower = temp.rowLower(); |
| 8767 | const double * rowUpper = temp.rowUpper(); |
| 8768 | const double * rowScale = temp.rowScale(); |
| 8769 | int iRow; |
| 8770 | for (iRow=0;iRow<numberRows;iRow++) { |
| 8771 | double value = rowPrimal[iRow]; |
| 8772 | double above = value-rowLower[iRow]; |
| 8773 | double below = rowUpper[iRow]-value; |
| 8774 | if (above<1.0e12) { |
| 8775 | largest = CoinMax(largest,above); |
| 8776 | } |
| 8777 | if (below<1.0e12) { |
| 8778 | largest = CoinMax(largest,below); |
| 8779 | } |
| 8780 | if (rowScale) { |
| 8781 | double multiplier = rowScale[iRow]; |
| 8782 | above *= multiplier; |
| 8783 | below *= multiplier; |
| 8784 | } |
| 8785 | if (above<1.0e12) { |
| 8786 | largestScaled = CoinMax(largestScaled,above); |
| 8787 | } |
| 8788 | if (below<1.0e12) { |
| 8789 | largestScaled = CoinMax(largestScaled,below); |
| 8790 | } |
| 8791 | } |
| 8792 | |
| 8793 | int numberColumns = temp.numberColumns(); |
| 8794 | const double * columnPrimal = temp.primalColumnSolution(); |
| 8795 | const double * columnLower = temp.columnLower(); |
| 8796 | const double * columnUpper = temp.columnUpper(); |
| 8797 | const double * columnScale = temp.columnScale(); |
| 8798 | int iColumn; |
| 8799 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
| 8800 | double value = columnPrimal[iColumn]; |
| 8801 | double above = value-columnLower[iColumn]; |
| 8802 | double below = columnUpper[iColumn]-value; |
| 8803 | if (above<1.0e12) { |
| 8804 | largest = CoinMax(largest,above); |
| 8805 | } |
| 8806 | if (below<1.0e12) { |
| 8807 | largest = CoinMax(largest,below); |
| 8808 | } |
| 8809 | if (columnScale) { |
| 8810 | double multiplier = 1.0/columnScale[iColumn]; |
| 8811 | above *= multiplier; |
| 8812 | below *= multiplier; |
| 8813 | } |
| 8814 | if (above<1.0e12) { |
| 8815 | largestScaled = CoinMax(largestScaled,above); |
| 8816 | } |
| 8817 | if (below<1.0e12) { |
| 8818 | largestScaled = CoinMax(largestScaled,below); |
| 8819 | } |
| 8820 | } |
| 8821 | #ifdef COIN_DEVELOP |
| 8822 | std::cout<<"Largest (scaled) away from bound " <<largestScaled |
| 8823 | <<" unscaled " <<largest<<std::endl; |
| 8824 | #endif |
| 8825 | largestAway_ = largestScaled; |
| 8826 | // go for safety |
| 8827 | if (numberRows>4000) |
| 8828 | modelPtr_->setSpecialOptions(modelPtr_->specialOptions()&~(2048+4096)); |
| 8829 | } |
| 8830 | // Pass in Message handler (not deleted at end) |
| 8831 | void |
| 8832 | OsiClpSolverInterface::passInMessageHandler(CoinMessageHandler * handler) |
| 8833 | { |
| 8834 | if (defaultHandler_) { |
| 8835 | delete handler_; |
| 8836 | handler_ = NULL; |
| 8837 | } |
| 8838 | defaultHandler_=false; |
| 8839 | handler_=handler; |
| 8840 | if (modelPtr_) |
| 8841 | modelPtr_->passInMessageHandler(handler); |
| 8842 | } |
| 8843 | // Set log level (will also set underlying solver's log level) |
| 8844 | void |
| 8845 | OsiClpSolverInterface::setLogLevel(int value) |
| 8846 | { |
| 8847 | handler_->setLogLevel(value); |
| 8848 | if (modelPtr_) |
| 8849 | modelPtr_->setLogLevel(value); |
| 8850 | } |
| 8851 | // Set fake objective (and take ownership) |
| 8852 | void |
| 8853 | OsiClpSolverInterface::setFakeObjective(ClpLinearObjective * fakeObjective) |
| 8854 | { |
| 8855 | delete fakeObjective_; |
| 8856 | fakeObjective_ = fakeObjective; |
| 8857 | } |
| 8858 | // Set fake objective |
| 8859 | void |
| 8860 | OsiClpSolverInterface::setFakeObjective(double * fakeObjective) |
| 8861 | { |
| 8862 | delete fakeObjective_; |
| 8863 | if (fakeObjective) |
| 8864 | fakeObjective_ = new ClpLinearObjective(fakeObjective, |
| 8865 | modelPtr_->numberColumns_); |
| 8866 | else |
| 8867 | fakeObjective_ = NULL; |
| 8868 | } |
| 8869 | /* Solve when primal column and dual row solutions are near-optimal |
| 8870 | options - 0 no presolve (use primal and dual) |
| 8871 | 1 presolve (just use primal) |
| 8872 | 2 no presolve (just use primal) |
| 8873 | basis - 0 use all slack basis |
| 8874 | 1 try and put some in basis |
| 8875 | */ |
| 8876 | void |
| 8877 | OsiClpSolverInterface::crossover(int options,int basis) |
| 8878 | { |
| 8879 | int numberRows = modelPtr_->getNumRows(); |
| 8880 | int numberColumns = modelPtr_->getNumCols(); |
| 8881 | // Get row activities and column reduced costs |
| 8882 | const double * objective = modelPtr_->objective(); |
| 8883 | double direction = modelPtr_->optimizationDirection(); |
| 8884 | double * dual = modelPtr_->dualRowSolution(); |
| 8885 | double * dj = modelPtr_->dualColumnSolution(); |
| 8886 | CoinMemcpyN(objective,numberColumns,dj); |
| 8887 | if (direction==-1.0) { |
| 8888 | for (int i=0;i<numberColumns;i++) |
| 8889 | dj[i] = - dj[i]; |
| 8890 | } |
| 8891 | modelPtr_->clpMatrix()->transposeTimes(-1.0,dual,dj); |
| 8892 | double * rowActivity = modelPtr_->primalRowSolution(); |
| 8893 | double * columnActivity = modelPtr_->primalColumnSolution(); |
| 8894 | CoinZeroN(rowActivity,numberRows); |
| 8895 | modelPtr_->clpMatrix()->times(1.0,columnActivity,rowActivity); |
| 8896 | modelPtr_->checkSolution(); |
| 8897 | printf("%d primal infeasibilities summing to %g\n" , |
| 8898 | modelPtr_->numberPrimalInfeasibilities(), |
| 8899 | modelPtr_->sumPrimalInfeasibilities()); |
| 8900 | printf("%d dual infeasibilities summing to %g\n" , |
| 8901 | modelPtr_->numberDualInfeasibilities(), |
| 8902 | modelPtr_->sumDualInfeasibilities()); |
| 8903 | // get which variables are fixed |
| 8904 | double * saveLower=NULL; |
| 8905 | double * saveUpper=NULL; |
| 8906 | ClpPresolve pinfo2; |
| 8907 | bool =false; |
| 8908 | bool useBoth= (options==0); |
| 8909 | // create all slack basis |
| 8910 | modelPtr_->createStatus(); |
| 8911 | // Point to model - so can use in presolved model |
| 8912 | ClpSimplex * model2 = modelPtr_; |
| 8913 | double tolerance = modelPtr_->primalTolerance()*10.0; |
| 8914 | if (options==1) { |
| 8915 | int numberTotal = numberRows+numberColumns; |
| 8916 | saveLower = new double [numberTotal]; |
| 8917 | saveUpper = new double [numberTotal]; |
| 8918 | CoinMemcpyN(modelPtr_->columnLower(),numberColumns,saveLower); |
| 8919 | CoinMemcpyN(modelPtr_->rowLower(),numberRows,saveLower+numberColumns); |
| 8920 | CoinMemcpyN(modelPtr_->columnUpper(),numberColumns,saveUpper); |
| 8921 | CoinMemcpyN(modelPtr_->rowUpper(),numberRows,saveUpper+numberColumns); |
| 8922 | double * lower = modelPtr_->columnLower(); |
| 8923 | double * upper = modelPtr_->columnUpper(); |
| 8924 | double * solution = modelPtr_->primalColumnSolution(); |
| 8925 | int nFix=0; |
| 8926 | for (int i=0;i<numberColumns;i++) { |
| 8927 | if (lower[i]<upper[i]&&(lower[i]>-1.0e10||upper[i]<1.0e10)) { |
| 8928 | double value = solution[i]; |
| 8929 | if (value<lower[i]+tolerance&&value-lower[i]<upper[i]-value) { |
| 8930 | solution[i]=lower[i]; |
| 8931 | upper[i]=lower[i]; |
| 8932 | nFix++; |
| 8933 | } else if (value>upper[i]-tolerance&&value-lower[i]>upper[i]-value) { |
| 8934 | solution[i]=upper[i]; |
| 8935 | lower[i]=upper[i]; |
| 8936 | nFix++; |
| 8937 | } |
| 8938 | } |
| 8939 | } |
| 8940 | #ifdef CLP_INVESTIGATE |
| 8941 | printf("%d columns fixed\n" ,nFix); |
| 8942 | #endif |
| 8943 | #if 0 |
| 8944 | int nr=modelPtr_->numberRows(); |
| 8945 | lower = modelPtr_->rowLower(); |
| 8946 | upper = modelPtr_->rowUpper(); |
| 8947 | solution = modelPtr_->primalRowSolution(); |
| 8948 | nFix=0; |
| 8949 | for (int i=0;i<nr;i++) { |
| 8950 | if (lower[i]<upper[i]) { |
| 8951 | double value = solution[i]; |
| 8952 | if (value<lower[i]+tolerance&&value-lower[i]<upper[i]-value) { |
| 8953 | solution[i]=lower[i]; |
| 8954 | upper[i]=lower[i]; |
| 8955 | nFix++; |
| 8956 | } else if (value>upper[i]-tolerance&&value-lower[i]>upper[i]-value) { |
| 8957 | solution[i]=upper[i]; |
| 8958 | lower[i]=upper[i]; |
| 8959 | nFix++; |
| 8960 | } |
| 8961 | } |
| 8962 | } |
| 8963 | #ifdef CLP_INVESTIGATE |
| 8964 | printf("%d row slacks fixed\n" ,nFix); |
| 8965 | #endif |
| 8966 | #endif |
| 8967 | extraPresolve=true; |
| 8968 | // do presolve |
| 8969 | model2 = pinfo2.presolvedModel(*modelPtr_,modelPtr_->presolveTolerance(), |
| 8970 | false,5,true); |
| 8971 | if (!model2) { |
| 8972 | model2=modelPtr_; |
| 8973 | CoinMemcpyN(saveLower,numberColumns,model2->columnLower()); |
| 8974 | CoinMemcpyN(saveLower+numberColumns,numberRows,model2->rowLower()); |
| 8975 | delete [] saveLower; |
| 8976 | CoinMemcpyN(saveUpper,numberColumns,model2->columnUpper()); |
| 8977 | CoinMemcpyN(saveUpper+numberColumns,numberRows,model2->rowUpper()); |
| 8978 | delete [] saveUpper; |
| 8979 | saveLower=NULL; |
| 8980 | saveUpper=NULL; |
| 8981 | extraPresolve=false; |
| 8982 | } |
| 8983 | } |
| 8984 | if (model2->factorizationFrequency()==200) { |
| 8985 | // User did not touch preset |
| 8986 | model2->defaultFactorizationFrequency(); |
| 8987 | } |
| 8988 | if (basis) { |
| 8989 | // throw some into basis |
| 8990 | int numberRows = model2->numberRows(); |
| 8991 | int numberColumns = model2->numberColumns(); |
| 8992 | double * dsort = new double[numberColumns]; |
| 8993 | int * sort = new int[numberColumns]; |
| 8994 | int n=0; |
| 8995 | const double * columnLower = model2->columnLower(); |
| 8996 | const double * columnUpper = model2->columnUpper(); |
| 8997 | double * primalSolution = model2->primalColumnSolution(); |
| 8998 | const double * dualSolution = model2->dualColumnSolution(); |
| 8999 | int i; |
| 9000 | for ( i=0;i<numberRows;i++) |
| 9001 | model2->setRowStatus(i,ClpSimplex::superBasic); |
| 9002 | for ( i=0;i<numberColumns;i++) { |
| 9003 | double distance = CoinMin(columnUpper[i]-primalSolution[i], |
| 9004 | primalSolution[i]-columnLower[i]); |
| 9005 | if (distance>tolerance) { |
| 9006 | if (fabs(dualSolution[i])<1.0e-5) |
| 9007 | distance *= 100.0; |
| 9008 | dsort[n]=-distance; |
| 9009 | sort[n++]=i; |
| 9010 | model2->setStatus(i,ClpSimplex::superBasic); |
| 9011 | } else if (distance>tolerance) { |
| 9012 | model2->setStatus(i,ClpSimplex::superBasic); |
| 9013 | } else if (primalSolution[i]<=columnLower[i]+tolerance) { |
| 9014 | model2->setStatus(i,ClpSimplex::atLowerBound); |
| 9015 | primalSolution[i]=columnLower[i]; |
| 9016 | } else { |
| 9017 | model2->setStatus(i,ClpSimplex::atUpperBound); |
| 9018 | primalSolution[i]=columnUpper[i]; |
| 9019 | } |
| 9020 | } |
| 9021 | CoinSort_2(dsort,dsort+n,sort); |
| 9022 | n = CoinMin(numberRows,n); |
| 9023 | for ( i=0;i<n;i++) { |
| 9024 | int iColumn = sort[i]; |
| 9025 | model2->setStatus(iColumn,ClpSimplex::basic); |
| 9026 | } |
| 9027 | delete [] sort; |
| 9028 | delete [] dsort; |
| 9029 | } |
| 9030 | // Start crossover |
| 9031 | if (useBoth) { |
| 9032 | int numberRows = model2->numberRows(); |
| 9033 | int numberColumns = model2->numberColumns(); |
| 9034 | double * rowPrimal = new double [numberRows]; |
| 9035 | double * columnPrimal = new double [numberColumns]; |
| 9036 | double * rowDual = new double [numberRows]; |
| 9037 | double * columnDual = new double [numberColumns]; |
| 9038 | // move solutions |
| 9039 | CoinMemcpyN(model2->primalRowSolution(), |
| 9040 | numberRows,rowPrimal); |
| 9041 | CoinMemcpyN(model2->dualRowSolution(), |
| 9042 | numberRows,rowDual); |
| 9043 | CoinMemcpyN(model2->primalColumnSolution(), |
| 9044 | numberColumns,columnPrimal); |
| 9045 | CoinMemcpyN(model2->dualColumnSolution(), |
| 9046 | numberColumns,columnDual); |
| 9047 | // primal values pass |
| 9048 | double saveScale = model2->objectiveScale(); |
| 9049 | model2->setObjectiveScale(1.0e-3); |
| 9050 | model2->primal(2); |
| 9051 | model2->setObjectiveScale(saveScale); |
| 9052 | // save primal solution and copy back dual |
| 9053 | CoinMemcpyN(model2->primalRowSolution(), |
| 9054 | numberRows,rowPrimal); |
| 9055 | CoinMemcpyN(rowDual, |
| 9056 | numberRows,model2->dualRowSolution()); |
| 9057 | CoinMemcpyN(model2->primalColumnSolution(), |
| 9058 | numberColumns,columnPrimal); |
| 9059 | CoinMemcpyN(columnDual, |
| 9060 | numberColumns,model2->dualColumnSolution()); |
| 9061 | // clean up reduced costs and flag variables |
| 9062 | double * dj = model2->dualColumnSolution(); |
| 9063 | double * cost = model2->objective(); |
| 9064 | double * saveCost = new double[numberColumns]; |
| 9065 | CoinMemcpyN(cost,numberColumns,saveCost); |
| 9066 | double * saveLower = new double[numberColumns]; |
| 9067 | double * lower = model2->columnLower(); |
| 9068 | CoinMemcpyN(lower,numberColumns,saveLower); |
| 9069 | double * saveUpper = new double[numberColumns]; |
| 9070 | double * upper = model2->columnUpper(); |
| 9071 | CoinMemcpyN(upper,numberColumns,saveUpper); |
| 9072 | int i; |
| 9073 | for ( i=0;i<numberColumns;i++) { |
| 9074 | if (model2->getStatus(i)==ClpSimplex::basic) { |
| 9075 | dj[i]=0.0; |
| 9076 | } else if (model2->getStatus(i)==ClpSimplex::atLowerBound) { |
| 9077 | if (direction*dj[i]<tolerance) { |
| 9078 | if (direction*dj[i]<0.0) { |
| 9079 | //if (dj[i]<-1.0e-3) |
| 9080 | //printf("bad dj at lb %d %g\n",i,dj[i]); |
| 9081 | cost[i] -= dj[i]; |
| 9082 | dj[i]=0.0; |
| 9083 | } |
| 9084 | } else { |
| 9085 | upper[i]=lower[i]; |
| 9086 | } |
| 9087 | } else if (model2->getStatus(i)==ClpSimplex::atUpperBound) { |
| 9088 | if (direction*dj[i]>tolerance) { |
| 9089 | if (direction*dj[i]>0.0) { |
| 9090 | //if (dj[i]>1.0e-3) |
| 9091 | //printf("bad dj at ub %d %g\n",i,dj[i]); |
| 9092 | cost[i] -= dj[i]; |
| 9093 | dj[i]=0.0; |
| 9094 | } |
| 9095 | } else { |
| 9096 | lower[i]=upper[i]; |
| 9097 | } |
| 9098 | } |
| 9099 | } |
| 9100 | // just dual values pass |
| 9101 | model2->dual(2); |
| 9102 | CoinMemcpyN(saveCost,numberColumns,cost); |
| 9103 | delete [] saveCost; |
| 9104 | CoinMemcpyN(saveLower,numberColumns,lower); |
| 9105 | delete [] saveLower; |
| 9106 | CoinMemcpyN(saveUpper,numberColumns,upper); |
| 9107 | delete [] saveUpper; |
| 9108 | // move solutions |
| 9109 | CoinMemcpyN(rowPrimal, |
| 9110 | numberRows,model2->primalRowSolution()); |
| 9111 | CoinMemcpyN(columnPrimal, |
| 9112 | numberColumns,model2->primalColumnSolution()); |
| 9113 | // and finish |
| 9114 | delete [] rowPrimal; |
| 9115 | delete [] columnPrimal; |
| 9116 | delete [] rowDual; |
| 9117 | delete [] columnDual; |
| 9118 | model2->setObjectiveScale(1.0e-3); |
| 9119 | model2->primal(2); |
| 9120 | model2->setObjectiveScale(saveScale); |
| 9121 | model2->primal(1); |
| 9122 | } else { |
| 9123 | // primal values pass |
| 9124 | double saveScale = model2->objectiveScale(); |
| 9125 | model2->setObjectiveScale(1.0e-3); |
| 9126 | model2->primal(2); |
| 9127 | model2->setObjectiveScale(saveScale); |
| 9128 | model2->primal(1); |
| 9129 | } |
| 9130 | if (extraPresolve) { |
| 9131 | pinfo2.postsolve(true); |
| 9132 | delete model2; |
| 9133 | modelPtr_->primal(1); |
| 9134 | CoinMemcpyN(saveLower,numberColumns,modelPtr_->columnLower()); |
| 9135 | CoinMemcpyN(saveLower+numberColumns,numberRows,modelPtr_->rowLower()); |
| 9136 | CoinMemcpyN(saveUpper,numberColumns,modelPtr_->columnUpper()); |
| 9137 | CoinMemcpyN(saveUpper+numberColumns,numberRows,modelPtr_->rowUpper()); |
| 9138 | delete [] saveLower; |
| 9139 | delete [] saveUpper; |
| 9140 | modelPtr_->primal(1); |
| 9141 | } |
| 9142 | // Save basis in Osi object |
| 9143 | setWarmStart(NULL); |
| 9144 | } |
| 9145 | |
| 9146 | //############################################################################# |
| 9147 | // Constructors / Destructor / Assignment |
| 9148 | //############################################################################# |
| 9149 | |
| 9150 | //------------------------------------------------------------------- |
| 9151 | // Default Constructor |
| 9152 | //------------------------------------------------------------------- |
| 9153 | OsiClpDisasterHandler::OsiClpDisasterHandler (OsiClpSolverInterface * model) |
| 9154 | : ClpDisasterHandler(), |
| 9155 | osiModel_(model), |
| 9156 | whereFrom_(0), |
| 9157 | phase_(0), |
| 9158 | inTrouble_(false) |
| 9159 | { |
| 9160 | if (model) |
| 9161 | setSimplex(model->getModelPtr()); |
| 9162 | } |
| 9163 | |
| 9164 | //------------------------------------------------------------------- |
| 9165 | // Copy constructor |
| 9166 | //------------------------------------------------------------------- |
| 9167 | OsiClpDisasterHandler::OsiClpDisasterHandler (const OsiClpDisasterHandler & rhs) |
| 9168 | : ClpDisasterHandler(rhs), |
| 9169 | osiModel_(rhs.osiModel_), |
| 9170 | whereFrom_(rhs.whereFrom_), |
| 9171 | phase_(rhs.phase_), |
| 9172 | inTrouble_(rhs.inTrouble_) |
| 9173 | { |
| 9174 | } |
| 9175 | |
| 9176 | |
| 9177 | //------------------------------------------------------------------- |
| 9178 | // Destructor |
| 9179 | //------------------------------------------------------------------- |
| 9180 | OsiClpDisasterHandler::~OsiClpDisasterHandler () |
| 9181 | { |
| 9182 | } |
| 9183 | |
| 9184 | //---------------------------------------------------------------- |
| 9185 | // Assignment operator |
| 9186 | //------------------------------------------------------------------- |
| 9187 | OsiClpDisasterHandler & |
| 9188 | OsiClpDisasterHandler::operator=(const OsiClpDisasterHandler& rhs) |
| 9189 | { |
| 9190 | if (this != &rhs) { |
| 9191 | ClpDisasterHandler::operator=(rhs); |
| 9192 | osiModel_ = rhs.osiModel_; |
| 9193 | whereFrom_ = rhs.whereFrom_; |
| 9194 | phase_ = rhs.phase_; |
| 9195 | inTrouble_ = rhs.inTrouble_; |
| 9196 | } |
| 9197 | return *this; |
| 9198 | } |
| 9199 | //------------------------------------------------------------------- |
| 9200 | // Clone |
| 9201 | //------------------------------------------------------------------- |
| 9202 | ClpDisasterHandler * OsiClpDisasterHandler::clone() const |
| 9203 | { |
| 9204 | return new OsiClpDisasterHandler(*this); |
| 9205 | } |
| 9206 | |
| 9207 | void |
| 9208 | OsiClpDisasterHandler::intoSimplex() |
| 9209 | { |
| 9210 | inTrouble_=false; |
| 9211 | } |
| 9212 | bool |
| 9213 | OsiClpDisasterHandler::check() const |
| 9214 | { |
| 9215 | // Exit if really large number of iterations |
| 9216 | if (model_->numberIterations()> model_->baseIteration()+100000+100*(model_->numberRows()+model_->numberColumns())) |
| 9217 | return true; |
| 9218 | if ((whereFrom_&2)==0||!model_->nonLinearCost()) { |
| 9219 | // dual |
| 9220 | if (model_->numberIterations()<model_->baseIteration()+model_->numberRows()+1000) { |
| 9221 | return false; |
| 9222 | } else if (phase_<2) { |
| 9223 | if (model_->numberIterations()> model_->baseIteration()+2*model_->numberRows()+model_->numberColumns()+2000|| |
| 9224 | model_->largestDualError()>=1.0e-1) { |
| 9225 | // had model_->numberDualInfeasibilitiesWithoutFree()|| |
| 9226 | #ifdef COIN_DEVELOP |
| 9227 | printf("trouble in phase %d\n" ,phase_); |
| 9228 | #endif |
| 9229 | if (osiModel_->largestAway()>0.0) { |
| 9230 | // go for safety |
| 9231 | model_->setSpecialOptions(model_->specialOptions()&~(2048+4096)); |
| 9232 | int frequency = model_->factorizationFrequency(); |
| 9233 | if (frequency>100) |
| 9234 | frequency=100; |
| 9235 | model_->setFactorizationFrequency(frequency); |
| 9236 | double oldBound = model_->dualBound(); |
| 9237 | double newBound = CoinMax(1.0001e8, |
| 9238 | CoinMin(10.0*osiModel_->largestAway(),1.e10)); |
| 9239 | if (newBound!=oldBound) { |
| 9240 | model_->setDualBound(newBound); |
| 9241 | if (model_->upperRegion()&&model_->algorithm()<0) { |
| 9242 | // need to fix up fake bounds |
| 9243 | (static_cast<ClpSimplexDual *>(model_))->resetFakeBounds(0); |
| 9244 | } |
| 9245 | } |
| 9246 | osiModel_->setLargestAway(-1.0); |
| 9247 | } |
| 9248 | return true; |
| 9249 | } else { |
| 9250 | return false; |
| 9251 | } |
| 9252 | } else { |
| 9253 | assert (phase_==2); |
| 9254 | if (model_->numberIterations()> model_->baseIteration()+3*model_->numberRows()+model_->numberColumns()+2000|| |
| 9255 | model_->largestPrimalError()>=1.0e3) { |
| 9256 | #ifdef COIN_DEVELOP |
| 9257 | printf("trouble in phase %d\n" ,phase_); |
| 9258 | #endif |
| 9259 | return true; |
| 9260 | } else { |
| 9261 | return false; |
| 9262 | } |
| 9263 | } |
| 9264 | } else { |
| 9265 | // primal |
| 9266 | if (model_->numberIterations()<model_->baseIteration()+2*model_->numberRows()+model_->numberColumns()+4000) { |
| 9267 | return false; |
| 9268 | } else if (phase_<2) { |
| 9269 | if (model_->numberIterations()> model_->baseIteration()+3*model_->numberRows()+2000+ |
| 9270 | model_->numberColumns()&& |
| 9271 | model_->numberDualInfeasibilitiesWithoutFree()>0&& |
| 9272 | model_->numberPrimalInfeasibilities()>0&& |
| 9273 | model_->nonLinearCost()->changeInCost()>1.0e8) { |
| 9274 | #ifdef COIN_DEVELOP |
| 9275 | printf("trouble in phase %d\n" ,phase_); |
| 9276 | #endif |
| 9277 | return true; |
| 9278 | } else { |
| 9279 | return false; |
| 9280 | } |
| 9281 | } else { |
| 9282 | assert (phase_==2); |
| 9283 | if (model_->numberIterations()> model_->baseIteration()+3*model_->numberRows()+2000|| |
| 9284 | model_->largestPrimalError()>=1.0e3) { |
| 9285 | #ifdef COIN_DEVELOP |
| 9286 | printf("trouble in phase %d\n" ,phase_); |
| 9287 | #endif |
| 9288 | return true; |
| 9289 | } else { |
| 9290 | return false; |
| 9291 | } |
| 9292 | } |
| 9293 | } |
| 9294 | } |
| 9295 | void |
| 9296 | OsiClpDisasterHandler::saveInfo() |
| 9297 | { |
| 9298 | inTrouble_=true; |
| 9299 | } |
| 9300 | // Type of disaster 0 can fix, 1 abort |
| 9301 | int |
| 9302 | OsiClpDisasterHandler::typeOfDisaster() |
| 9303 | { |
| 9304 | return 0; |
| 9305 | } |
| 9306 | /* set model. */ |
| 9307 | void |
| 9308 | OsiClpDisasterHandler::setOsiModel(OsiClpSolverInterface * model) |
| 9309 | { |
| 9310 | osiModel_=model; |
| 9311 | model_=model->getModelPtr(); |
| 9312 | } |
| 9313 | // Create C++ lines to get to current state |
| 9314 | void |
| 9315 | OsiClpSolverInterface::generateCpp( FILE * fp) |
| 9316 | { |
| 9317 | modelPtr_->generateCpp(fp,true); |
| 9318 | // Stuff that can't be done easily |
| 9319 | // setupForRepeatedUse here |
| 9320 | if (!messageHandler()->prefix()) |
| 9321 | fprintf(fp,"3 clpModel->messageHandler()->setPrefix(false);\n" ); |
| 9322 | OsiClpSolverInterface defaultModel; |
| 9323 | OsiClpSolverInterface * other = &defaultModel; |
| 9324 | int iValue1, iValue2; |
| 9325 | double dValue1, dValue2; |
| 9326 | bool takeHint1,takeHint2; |
| 9327 | int add; |
| 9328 | OsiHintStrength strength1,strength2; |
| 9329 | std::string strengthName[] = {"OsiHintIgnore" ,"OsiHintTry" ,"OsiHintDo" , |
| 9330 | "OsiForceDo" }; |
| 9331 | iValue1 = this->specialOptions(); |
| 9332 | iValue2 = other->specialOptions(); |
| 9333 | fprintf(fp,"%d int save_specialOptions = osiclpModel->specialOptions();\n" ,iValue1==iValue2 ? 2 : 1); |
| 9334 | fprintf(fp,"%d osiclpModel->setSpecialOptions(%d);\n" ,iValue1==iValue2 ? 4 : 3,iValue1); |
| 9335 | fprintf(fp,"%d osiclpModel->setSpecialOptions(save_specialOptions);\n" ,iValue1==iValue2 ? 7 : 6); |
| 9336 | iValue1 = this->messageHandler()->logLevel(); |
| 9337 | iValue2 = other->messageHandler()->logLevel(); |
| 9338 | fprintf(fp,"%d int save_messageHandler = osiclpModel->messageHandler()->logLevel();\n" ,iValue1==iValue2 ? 2 : 1); |
| 9339 | fprintf(fp,"%d osiclpModel->messageHandler()->setLogLevel(%d);\n" ,iValue1==iValue2 ? 4 : 3,iValue1); |
| 9340 | fprintf(fp,"%d osiclpModel->messageHandler()->setLogLevel(save_messageHandler);\n" ,iValue1==iValue2 ? 7 : 6); |
| 9341 | iValue1 = this->cleanupScaling(); |
| 9342 | iValue2 = other->cleanupScaling(); |
| 9343 | fprintf(fp,"%d int save_cleanupScaling = osiclpModel->cleanupScaling();\n" ,iValue1==iValue2 ? 2 : 1); |
| 9344 | fprintf(fp,"%d osiclpModel->setCleanupScaling(%d);\n" ,iValue1==iValue2 ? 4 : 3,iValue1); |
| 9345 | fprintf(fp,"%d osiclpModel->setCleanupScaling(save_cleanupScaling);\n" ,iValue1==iValue2 ? 7 : 6); |
| 9346 | dValue1 = this->smallestElementInCut(); |
| 9347 | dValue2 = other->smallestElementInCut(); |
| 9348 | fprintf(fp,"%d double save_smallestElementInCut = osiclpModel->smallestElementInCut();\n" ,dValue1==dValue2 ? 2 : 1); |
| 9349 | fprintf(fp,"%d osiclpModel->setSmallestElementInCut(%g);\n" ,dValue1==dValue2 ? 4 : 3,dValue1); |
| 9350 | fprintf(fp,"%d osiclpModel->setSmallestElementInCut(save_smallestElementInCut);\n" ,dValue1==dValue2 ? 7 : 6); |
| 9351 | dValue1 = this->smallestChangeInCut(); |
| 9352 | dValue2 = other->smallestChangeInCut(); |
| 9353 | fprintf(fp,"%d double save_smallestChangeInCut = osiclpModel->smallestChangeInCut();\n" ,dValue1==dValue2 ? 2 : 1); |
| 9354 | fprintf(fp,"%d osiclpModel->setSmallestChangeInCut(%g);\n" ,dValue1==dValue2 ? 4 : 3,dValue1); |
| 9355 | fprintf(fp,"%d osiclpModel->setSmallestChangeInCut(save_smallestChangeInCut);\n" ,dValue1==dValue2 ? 7 : 6); |
| 9356 | this->getIntParam(OsiMaxNumIterationHotStart,iValue1); |
| 9357 | other->getIntParam(OsiMaxNumIterationHotStart,iValue2); |
| 9358 | fprintf(fp,"%d int save_OsiMaxNumIterationHotStart;\n" ,iValue1==iValue2 ? 2 : 1); |
| 9359 | fprintf(fp,"%d osiclpModel->getIntParam(OsiMaxNumIterationHotStart,save_OsiMaxNumIterationHotStart);\n" ,iValue1==iValue2 ? 2 : 1); |
| 9360 | fprintf(fp,"%d osiclpModel->setIntParam(OsiMaxNumIterationHotStart,%d);\n" ,iValue1==iValue2 ? 4 : 3,iValue1); |
| 9361 | fprintf(fp,"%d osiclpModel->setIntParam(OsiMaxNumIterationHotStart,save_OsiMaxNumIterationHotStart);\n" ,iValue1==iValue2 ? 7 : 6); |
| 9362 | this->getDblParam(OsiDualObjectiveLimit,dValue1); |
| 9363 | other->getDblParam(OsiDualObjectiveLimit,dValue2); |
| 9364 | fprintf(fp,"%d double save_OsiDualObjectiveLimit;\n" ,dValue1==dValue2 ? 2 : 1); |
| 9365 | fprintf(fp,"%d osiclpModel->getDblParam(OsiDualObjectiveLimit,save_OsiDualObjectiveLimit);\n" ,dValue1==dValue2 ? 2 : 1); |
| 9366 | fprintf(fp,"%d osiclpModel->setDblParam(OsiDualObjectiveLimit,%g);\n" ,dValue1==dValue2 ? 4 : 3,dValue1); |
| 9367 | fprintf(fp,"%d osiclpModel->setDblParam(OsiDualObjectiveLimit,save_OsiDualObjectiveLimit);\n" ,dValue1==dValue2 ? 7 : 6); |
| 9368 | this->getDblParam(OsiPrimalObjectiveLimit,dValue1); |
| 9369 | other->getDblParam(OsiPrimalObjectiveLimit,dValue2); |
| 9370 | fprintf(fp,"%d double save_OsiPrimalObjectiveLimit;\n" ,dValue1==dValue2 ? 2 : 1); |
| 9371 | fprintf(fp,"%d osiclpModel->getDblParam(OsiPrimalObjectiveLimit,save_OsiPrimalObjectiveLimit);\n" ,dValue1==dValue2 ? 2 : 1); |
| 9372 | fprintf(fp,"%d osiclpModel->setDblParam(OsiPrimalObjectiveLimit,%g);\n" ,dValue1==dValue2 ? 4 : 3,dValue1); |
| 9373 | fprintf(fp,"%d osiclpModel->setDblParam(OsiPrimalObjectiveLimit,save_OsiPrimalObjectiveLimit);\n" ,dValue1==dValue2 ? 7 : 6); |
| 9374 | this->getHintParam(OsiDoPresolveInInitial,takeHint1,strength1); |
| 9375 | other->getHintParam(OsiDoPresolveInInitial,takeHint2,strength2); |
| 9376 | add = ((takeHint1==takeHint2)&&(strength1==strength2)) ? 1 : 0; |
| 9377 | fprintf(fp,"%d bool saveHint_OsiDoPresolveInInitial;\n" ,add+1); |
| 9378 | fprintf(fp,"%d OsiHintStrength saveStrength_OsiDoPresolveInInitial;\n" ,add+1); |
| 9379 | fprintf(fp,"%d osiclpModel->getHintParam(OsiDoPresolveInInitial,saveHint_OsiDoPresolveInInitial,saveStrength_OsiDoPresolveInInitial);\n" ,add+1); |
| 9380 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoPresolveInInitial,%s,%s);\n" ,add+3,takeHint1 ? "true" : "false" ,strengthName[strength1].c_str()); |
| 9381 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoPresolveInInitial,saveHint_OsiDoPresolveInInitial,saveStrength_OsiDoPresolveInInitial);\n" ,add+6); |
| 9382 | this->getHintParam(OsiDoDualInInitial,takeHint1,strength1); |
| 9383 | other->getHintParam(OsiDoDualInInitial,takeHint2,strength2); |
| 9384 | add = ((takeHint1==takeHint2)&&(strength1==strength2)) ? 1 : 0; |
| 9385 | fprintf(fp,"%d bool saveHint_OsiDoDualInInitial;\n" ,add+1); |
| 9386 | fprintf(fp,"%d OsiHintStrength saveStrength_OsiDoDualInInitial;\n" ,add+1); |
| 9387 | fprintf(fp,"%d osiclpModel->getHintParam(OsiDoDualInInitial,saveHint_OsiDoDualInInitial,saveStrength_OsiDoDualInInitial);\n" ,add+1); |
| 9388 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoDualInInitial,%s,%s);\n" ,add+3,takeHint1 ? "true" : "false" ,strengthName[strength1].c_str()); |
| 9389 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoDualInInitial,saveHint_OsiDoDualInInitial,saveStrength_OsiDoDualInInitial);\n" ,add+6); |
| 9390 | this->getHintParam(OsiDoPresolveInResolve,takeHint1,strength1); |
| 9391 | other->getHintParam(OsiDoPresolveInResolve,takeHint2,strength2); |
| 9392 | add = ((takeHint1==takeHint2)&&(strength1==strength2)) ? 1 : 0; |
| 9393 | fprintf(fp,"%d bool saveHint_OsiDoPresolveInResolve;\n" ,add+1); |
| 9394 | fprintf(fp,"%d OsiHintStrength saveStrength_OsiDoPresolveInResolve;\n" ,add+1); |
| 9395 | fprintf(fp,"%d osiclpModel->getHintParam(OsiDoPresolveInResolve,saveHint_OsiDoPresolveInResolve,saveStrength_OsiDoPresolveInResolve);\n" ,add+1); |
| 9396 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoPresolveInResolve,%s,%s);\n" ,add+3,takeHint1 ? "true" : "false" ,strengthName[strength1].c_str()); |
| 9397 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoPresolveInResolve,saveHint_OsiDoPresolveInResolve,saveStrength_OsiDoPresolveInResolve);\n" ,add+6); |
| 9398 | this->getHintParam(OsiDoDualInResolve,takeHint1,strength1); |
| 9399 | other->getHintParam(OsiDoDualInResolve,takeHint2,strength2); |
| 9400 | add = ((takeHint1==takeHint2)&&(strength1==strength2)) ? 1 : 0; |
| 9401 | fprintf(fp,"%d bool saveHint_OsiDoDualInResolve;\n" ,add+1); |
| 9402 | fprintf(fp,"%d OsiHintStrength saveStrength_OsiDoDualInResolve;\n" ,add+1); |
| 9403 | fprintf(fp,"%d osiclpModel->getHintParam(OsiDoDualInResolve,saveHint_OsiDoDualInResolve,saveStrength_OsiDoDualInResolve);\n" ,add+1); |
| 9404 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoDualInResolve,%s,%s);\n" ,add+3,takeHint1 ? "true" : "false" ,strengthName[strength1].c_str()); |
| 9405 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoDualInResolve,saveHint_OsiDoDualInResolve,saveStrength_OsiDoDualInResolve);\n" ,add+6); |
| 9406 | this->getHintParam(OsiDoScale,takeHint1,strength1); |
| 9407 | other->getHintParam(OsiDoScale,takeHint2,strength2); |
| 9408 | add = ((takeHint1==takeHint2)&&(strength1==strength2)) ? 1 : 0; |
| 9409 | fprintf(fp,"%d bool saveHint_OsiDoScale;\n" ,add+1); |
| 9410 | fprintf(fp,"%d OsiHintStrength saveStrength_OsiDoScale;\n" ,add+1); |
| 9411 | fprintf(fp,"%d osiclpModel->getHintParam(OsiDoScale,saveHint_OsiDoScale,saveStrength_OsiDoScale);\n" ,add+1); |
| 9412 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoScale,%s,%s);\n" ,add+3,takeHint1 ? "true" : "false" ,strengthName[strength1].c_str()); |
| 9413 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoScale,saveHint_OsiDoScale,saveStrength_OsiDoScale);\n" ,add+6); |
| 9414 | this->getHintParam(OsiDoCrash,takeHint1,strength1); |
| 9415 | other->getHintParam(OsiDoCrash,takeHint2,strength2); |
| 9416 | add = ((takeHint1==takeHint2)&&(strength1==strength2)) ? 1 : 0; |
| 9417 | fprintf(fp,"%d bool saveHint_OsiDoCrash;\n" ,add+1); |
| 9418 | fprintf(fp,"%d OsiHintStrength saveStrength_OsiDoCrash;\n" ,add+1); |
| 9419 | fprintf(fp,"%d osiclpModel->getHintParam(OsiDoCrash,saveHint_OsiDoCrash,saveStrength_OsiDoCrash);\n" ,add+1); |
| 9420 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoCrash,%s,%s);\n" ,add+3,takeHint1 ? "true" : "false" ,strengthName[strength1].c_str()); |
| 9421 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoCrash,saveHint_OsiDoCrash,saveStrength_OsiDoCrash);\n" ,add+6); |
| 9422 | this->getHintParam(OsiDoReducePrint,takeHint1,strength1); |
| 9423 | other->getHintParam(OsiDoReducePrint,takeHint2,strength2); |
| 9424 | add = ((takeHint1==takeHint2)&&(strength1==strength2)) ? 1 : 0; |
| 9425 | fprintf(fp,"%d bool saveHint_OsiDoReducePrint;\n" ,add+1); |
| 9426 | fprintf(fp,"%d OsiHintStrength saveStrength_OsiDoReducePrint;\n" ,add+1); |
| 9427 | fprintf(fp,"%d osiclpModel->getHintParam(OsiDoReducePrint,saveHint_OsiDoReducePrint,saveStrength_OsiDoReducePrint);\n" ,add+1); |
| 9428 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoReducePrint,%s,%s);\n" ,add+3,takeHint1 ? "true" : "false" ,strengthName[strength1].c_str()); |
| 9429 | fprintf(fp,"%d osiclpModel->setHintParam(OsiDoReducePrint,saveHint_OsiDoReducePrint,saveStrength_OsiDoReducePrint);\n" ,add+6); |
| 9430 | } |
| 9431 | // So unit test can find out if NDEBUG set |
| 9432 | bool OsiClpHasNDEBUG() |
| 9433 | { |
| 9434 | #ifdef NDEBUG |
| 9435 | return true; |
| 9436 | #else |
| 9437 | return false; |
| 9438 | #endif |
| 9439 | } |
| 9440 | |