File: CbcHeuristicDiveVectorLength.cpp

package info (click to toggle)
coinor-cbc 2.9.9+repack1-1
  • links: PTS, VCS
  • area: main
  • in suites: buster
  • size: 7,848 kB
  • ctags: 5,787
  • sloc: cpp: 104,337; sh: 8,921; xml: 2,950; makefile: 520; ansic: 491; awk: 197
file content (145 lines) | stat: -rw-r--r-- 4,628 bytes parent folder | download | duplicates (3)
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
/* $Id: CbcHeuristicDiveVectorLength.cpp 2093 2014-11-06 16:17:38Z forrest $ */
// Copyright (C) 2008, International Business Machines
// Corporation and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

#if defined(_MSC_VER)
// Turn off compiler warning about long names
#  pragma warning(disable:4786)
#endif

#include "CbcHeuristicDiveVectorLength.hpp"
#include "CbcStrategy.hpp"

// Default Constructor
CbcHeuristicDiveVectorLength::CbcHeuristicDiveVectorLength()
        : CbcHeuristicDive()
{
}

// Constructor from model
CbcHeuristicDiveVectorLength::CbcHeuristicDiveVectorLength(CbcModel & model)
        : CbcHeuristicDive(model)
{
}

// Destructor
CbcHeuristicDiveVectorLength::~CbcHeuristicDiveVectorLength ()
{
}

// Clone
CbcHeuristicDiveVectorLength *
CbcHeuristicDiveVectorLength::clone() const
{
    return new CbcHeuristicDiveVectorLength(*this);
}

// Create C++ lines to get to current state
void
CbcHeuristicDiveVectorLength::generateCpp( FILE * fp)
{
    CbcHeuristicDiveVectorLength other;
    fprintf(fp, "0#include \"CbcHeuristicDiveVectorLength.hpp\"\n");
    fprintf(fp, "3  CbcHeuristicDiveVectorLength heuristicDiveVectorLength(*cbcModel);\n");
    CbcHeuristic::generateCpp(fp, "heuristicDiveVectorLength");
    fprintf(fp, "3  cbcModel->addHeuristic(&heuristicDiveVectorLength);\n");
}

// Copy constructor
CbcHeuristicDiveVectorLength::CbcHeuristicDiveVectorLength(const CbcHeuristicDiveVectorLength & rhs)
        :
        CbcHeuristicDive(rhs)
{
}

// Assignment operator
CbcHeuristicDiveVectorLength &
CbcHeuristicDiveVectorLength::operator=( const CbcHeuristicDiveVectorLength & rhs)
{
    if (this != &rhs) {
        CbcHeuristicDive::operator=(rhs);
    }
    return *this;
}

bool
CbcHeuristicDiveVectorLength::selectVariableToBranch(OsiSolverInterface* solver,
        const double* newSolution,
        int& bestColumn,
        int& bestRound)
{
    const double * objective = solver->getObjCoefficients();
    double direction = solver->getObjSense(); // 1 for min, -1 for max

    const int * columnLength = matrix_.getVectorLengths();
    int numberIntegers = model_->numberIntegers();
    const int * integerVariable = model_->integerVariable();
    double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance);

    bestColumn = -1;
    bestRound = -1; // -1 rounds down, +1 rounds up
    double bestScore = COIN_DBL_MAX;
    bool allTriviallyRoundableSoFar = true;
    int bestPriority = COIN_INT_MAX;
    for (int i = 0; i < numberIntegers; i++) {
        int iColumn = integerVariable[i];
        double value = newSolution[iColumn];
        double fraction = value - floor(value);
        int round = 0;
        if (fabs(floor(value + 0.5) - value) > integerTolerance) {
            if (allTriviallyRoundableSoFar || (downLocks_[i] > 0 && upLocks_[i] > 0)) {

                if (allTriviallyRoundableSoFar && downLocks_[i] > 0 && upLocks_[i] > 0) {
                    allTriviallyRoundableSoFar = false;
                    bestScore = COIN_DBL_MAX;
                }

                // the variable cannot be rounded
                double obj = direction * objective[iColumn];
                if (obj > smallObjective_) {
                    round = 1; // round up
                } else if (obj < -smallObjective_) {
                    round = -1; // round down
		} else {
		  if (fraction<0.4)
		    round = -1;
		  else
		    round = 1;
		}
                double objDelta;
                if (round == 1)
		    objDelta = (1.0 - fraction) * CoinMax(obj,smallObjective_);
                else
		    objDelta = - fraction * CoinMin(obj,-smallObjective_);

                // we want the smaller score
                double score = objDelta / (static_cast<double> (columnLength[iColumn]) + 1.0);

                // if variable is not binary, penalize it
                if (!solver->isBinary(iColumn))
                    score *= 1000.0;

		// if priorities then use
		if (priority_) {
		  int thisRound=static_cast<int>(priority_[i].direction);
		  if ((thisRound&1)!=0) 
		    round = ((thisRound&2)==0) ? -1 : +1;
		  if (priority_[i].priority>bestPriority) {
		    score=COIN_DBL_MAX;
		  } else if (priority_[i].priority<bestPriority) {
		    bestPriority=static_cast<int>(priority_[i].priority);
		    bestScore=COIN_DBL_MAX;
		  }
		}
                if (score < bestScore) {
                    bestColumn = iColumn;
                    bestScore = score;
                    bestRound = round;
                }
            }
        }
    }
    return allTriviallyRoundableSoFar;
}