1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315
|
// $Id: sample5.cpp 1898 2013-04-09 18:06:04Z stefan $
// Copyright (C) 2002, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
#include "CbcConfig.h"
#include "CoinPragma.hpp"
#include <cassert>
#include <iomanip>
// For Branch and bound
#include "OsiSolverInterface.hpp"
#include "CbcModel.hpp"
#include "CbcBranchUser.hpp"
#include "CbcCompareUser.hpp"
#include "CbcCutGenerator.hpp"
#include "CbcHeuristicLocal.hpp"
#include "OsiClpSolverInterface.hpp"
// Cuts
#include "CglGomory.hpp"
#include "CglProbing.hpp"
#include "CglKnapsackCover.hpp"
#include "CglOddHole.hpp"
#include "CglClique.hpp"
#include "CglFlowCover.hpp"
#include "CglMixedIntegerRounding.hpp"
// Heuristics
#include "CbcHeuristic.hpp"
// Methods of building
#include "CoinBuild.hpp"
#include "CoinModel.hpp"
#include "CoinTime.hpp"
/************************************************************************
This main program creates an integer model and then solves it
It then sets up some Cgl cut generators and calls branch and cut.
Branching is simple binary branching on integer variables.
Node selection is depth first until first solution is found and then
based on objective and number of unsatisfied integer variables.
In this example the functionality is the same as default but it is
a user comparison function.
Variable branching selection is on maximum minimum-of-up-down change
after strong branching on 5 variables closest to 0.5.
A simple rounding heuristic is used.
************************************************************************/
int main (int argc, const char *argv[])
{
/* Define your favorite OsiSolver.
CbcModel clones the solver so use solver1 up to the time you pass it
to CbcModel then use a pointer to cloned solver (model.solver())
*/
OsiClpSolverInterface solver1;
/* From now on we can build model in a solver independent way.
You can add rows one at a time but for large problems this is slow so
this example uses CoinBuild or CoinModel
*/
OsiSolverInterface * solver = &solver1;
// Data (is exmip1.mps in Mps/Sample
// Objective
double objValue[]={1.0,2.0,0.0,0.0,0.0,0.0,0.0,-1.0};
// Lower bounds for columns
double columnLower[]={2.5,0.0,0.0,0.0,0.5,0.0,0.0,0.0};
// Upper bounds for columns
double columnUpper[]={COIN_DBL_MAX,4.1,1.0,1.0,4.0,
COIN_DBL_MAX,COIN_DBL_MAX,4.3};
// Lower bounds for row activities
double rowLower[]={2.5,-COIN_DBL_MAX,-COIN_DBL_MAX,1.8,3.0};
// Upper bounds for row activities
double rowUpper[]={COIN_DBL_MAX,2.1,4.0,5.0,15.0};
// Matrix stored packed
int column[] = {0,1,3,4,7,
1,2,
2,5,
3,6,
4,7};
double element[] = {3.0,1.0,-2.0,-1.0,-1.0,
2.0,1.1,
1.0,1.0,
2.8,-1.2,
1.0,1.9};
int starts[]={0,5,7,9,11,13};
// Integer variables (note upper bound already 1.0)
int whichInt[]={2,3};
int numberRows=(int) (sizeof(rowLower)/sizeof(double));
int numberColumns=(int) (sizeof(columnLower)/sizeof(double));
#define BUILD 2
#if BUILD==1
// Using CoinBuild
// First do columns (objective and bounds)
int i;
// We are not adding elements
for (i=0;i<numberColumns;i++) {
solver->addCol(0,NULL,NULL,columnLower[i],columnUpper[i],
objValue[i]);
}
// mark as integer
for (i=0;i<(int) (sizeof(whichInt)/sizeof(int));i++)
solver->setInteger(whichInt[i]);
// Now build rows
CoinBuild build;
for (i=0;i<numberRows;i++) {
int startRow = starts[i];
int numberInRow = starts[i+1]-starts[i];
build.addRow(numberInRow,column+startRow,element+startRow,
rowLower[i],rowUpper[i]);
}
// add rows into solver
solver->addRows(build);
#else
/* using CoinModel - more flexible but still beta.
Can do exactly same way but can mix and match much more.
Also all operations are on building object
*/
CoinModel build;
// First do columns (objective and bounds)
int i;
for (i=0;i<numberColumns;i++) {
build.setColumnBounds(i,columnLower[i],columnUpper[i]);
build.setObjective(i,objValue[i]);
}
// mark as integer
for (i=0;i<(int) (sizeof(whichInt)/sizeof(int));i++)
build.setInteger(whichInt[i]);
// Now build rows
for (i=0;i<numberRows;i++) {
int startRow = starts[i];
int numberInRow = starts[i+1]-starts[i];
build.addRow(numberInRow,column+startRow,element+startRow,
rowLower[i],rowUpper[i]);
}
// add rows into solver
solver->loadFromCoinModel(build);
#endif
// Pass to solver
CbcModel model(*solver);
model.solver()->setHintParam(OsiDoReducePrint,true,OsiHintTry);
// Set up some cut generators and defaults
// Probing first as gets tight bounds on continuous
CglProbing generator1;
generator1.setUsingObjective(true);
generator1.setMaxPass(3);
generator1.setMaxProbe(100);
generator1.setMaxLook(50);
generator1.setRowCuts(3);
// generator1.snapshot(*model.solver());
//generator1.createCliques(*model.solver(),2,1000,true);
//generator1.setMode(0);
CglGomory generator2;
// try larger limit
generator2.setLimit(300);
CglKnapsackCover generator3;
CglOddHole generator4;
generator4.setMinimumViolation(0.005);
generator4.setMinimumViolationPer(0.00002);
// try larger limit
generator4.setMaximumEntries(200);
CglClique generator5;
generator5.setStarCliqueReport(false);
generator5.setRowCliqueReport(false);
CglMixedIntegerRounding mixedGen;
CglFlowCover flowGen;
// Add in generators
model.addCutGenerator(&generator1,-1,"Probing");
model.addCutGenerator(&generator2,-1,"Gomory");
model.addCutGenerator(&generator3,-1,"Knapsack");
model.addCutGenerator(&generator4,-1,"OddHole");
model.addCutGenerator(&generator5,-1,"Clique");
model.addCutGenerator(&flowGen,-1,"FlowCover");
model.addCutGenerator(&mixedGen,-1,"MixedIntegerRounding");
OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (model.solver());
// go faster stripes
if (osiclp->getNumRows()<300&&osiclp->getNumCols()<500) {
osiclp->setupForRepeatedUse(2,0);
printf("trying slightly less reliable but faster version (? Gomory cuts okay?)\n");
printf("may not be safe if doing cuts in tree which need accuracy (level 2 anyway)\n");
}
// Allow rounding heuristic
CbcRounding heuristic1(model);
model.addHeuristic(&heuristic1);
// And local search when new solution found
CbcHeuristicLocal heuristic2(model);
model.addHeuristic(&heuristic2);
// Redundant definition of default branching (as Default == User)
CbcBranchUserDecision branch;
model.setBranchingMethod(&branch);
// Definition of node choice
CbcCompareUser compare;
model.setNodeComparison(compare);
// Do initial solve to continuous
model.initialSolve();
// Could tune more
model.setMinimumDrop(CoinMin(1.0,
fabs(model.getMinimizationObjValue())*1.0e-3+1.0e-4));
if (model.getNumCols()<500)
model.setMaximumCutPassesAtRoot(-100); // always do 100 if possible
else if (model.getNumCols()<5000)
model.setMaximumCutPassesAtRoot(100); // use minimum drop
else
model.setMaximumCutPassesAtRoot(20);
//model.setMaximumCutPasses(5);
// Switch off strong branching if wanted
// model.setNumberStrong(0);
// Do more strong branching if small
if (model.getNumCols()<5000)
model.setNumberStrong(10);
model.solver()->setIntParam(OsiMaxNumIterationHotStart,100);
// If time is given then stop after that number of minutes
if (argc>2) {
int minutes = atoi(argv[2]);
std::cout<<"Stopping after "<<minutes<<" minutes"<<std::endl;
assert (minutes>=0);
model.setDblParam(CbcModel::CbcMaximumSeconds,60.0*minutes);
}
// Switch off most output
if (model.getNumCols()<3000) {
model.messageHandler()->setLogLevel(1);
//model.solver()->messageHandler()->setLogLevel(0);
} else {
model.messageHandler()->setLogLevel(2);
model.solver()->messageHandler()->setLogLevel(1);
}
double time1 = CoinCpuTime();
// Do complete search
model.branchAndBound();
std::cout<<" Branch and cut took "<<CoinCpuTime()-time1<<" seconds, "
<<model.getNodeCount()<<" nodes with objective "
<<model.getObjValue()
<<(!model.status() ? " Finished" : " Not finished")
<<std::endl;
// Print more statistics
std::cout<<"Cuts at root node changed objective from "<<model.getContinuousObjective()
<<" to "<<model.rootObjectiveAfterCuts()<<std::endl;
int numberGenerators = model.numberCutGenerators();
for (int iGenerator=0;iGenerator<numberGenerators;iGenerator++) {
CbcCutGenerator * generator = model.cutGenerator(iGenerator);
std::cout<<generator->cutGeneratorName()<<" was tried "
<<generator->numberTimesEntered()<<" times and created "
<<generator->numberCutsInTotal()<<" cuts of which "
<<generator->numberCutsActive()<<" were active after adding rounds of cuts"
<<std::endl;
}
// Print solution if any - we can't get names from Osi!
if (model.getMinimizationObjValue()<1.0e50) {
int numberColumns = model.solver()->getNumCols();
const double * solution = model.solver()->getColSolution();
int iColumn;
std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14);
std::cout<<"--------------------------------------"<<std::endl;
for (iColumn=0;iColumn<numberColumns;iColumn++) {
double value=solution[iColumn];
if (fabs(value)>1.0e-7&&model.solver()->isInteger(iColumn))
std::cout<<std::setw(6)<<iColumn<<" "<<value<<std::endl;
}
std::cout<<"--------------------------------------"<<std::endl;
std::cout<<std::resetiosflags(std::ios::fixed|std::ios::showpoint|std::ios::scientific);
}
return 0;
}
|