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 | |