CbcSimpleIntegerDynamicPseudoCost.hpp

// $Id$
// Copyright (C) 2005, International Business Machines
// Corporation and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

// Edwin 11/17/2009 - carved out of CbcBranchDynamic

#ifndef CbcSimpleIntegerDynamicPseudoCost_H
#define CbcSimpleIntegerDynamicPseudoCost_H

#include "CbcSimpleInteger.hpp"

#define TYPERATIO 0.9
#define MINIMUM_MOVEMENT 0.1
#define TYPE2 0
// was 1 - but that looks flakey
#define INFEAS 1
#define MOD_SHADOW 1
// weight at 1.0 is max min
#define WEIGHT_AFTER 0.8
#define WEIGHT_BEFORE 0.1
//Stolen from Constraint Integer Programming book (with epsilon change)
#define WEIGHT_PRODUCT

/** Define a single integer class but with dynamic pseudo costs.
    Based on work by Achterberg, Koch and Martin.

    It is wild overkill but to keep design all twiddly things are in each.
    This could be used for fine tuning.

 */

class CbcSimpleIntegerDynamicPseudoCost : public CbcSimpleInteger {

public:
  // Default Constructor
  CbcSimpleIntegerDynamicPseudoCost();

  // Useful constructor - passed  model index
  CbcSimpleIntegerDynamicPseudoCost(CbcModel *model, int iColumn, double breakEven = 0.5);

  // Useful constructor - passed  model index and pseudo costs
  CbcSimpleIntegerDynamicPseudoCost(CbcModel *model, int iColumn,
    double downDynamicPseudoCost, double upDynamicPseudoCost);

  // Useful constructor - passed  model index and pseudo costs
  CbcSimpleIntegerDynamicPseudoCost(CbcModel *model, int dummy, int iColumn,
    double downDynamicPseudoCost, double upDynamicPseudoCost);

  // Copy constructor
  CbcSimpleIntegerDynamicPseudoCost(const CbcSimpleIntegerDynamicPseudoCost &);

  /// Clone
  virtual CbcObject *clone() const;

  // Assignment operator
  CbcSimpleIntegerDynamicPseudoCost &operator=(const CbcSimpleIntegerDynamicPseudoCost &rhs);

  // Destructor
  virtual ~CbcSimpleIntegerDynamicPseudoCost();

  /// Infeasibility - large is 0.5
  virtual double infeasibility(const OsiBranchingInformation *info,
    int &preferredWay) const;

  /// Creates a branching object
  virtual CbcBranchingObject *createCbcBranch(OsiSolverInterface *solver, const OsiBranchingInformation *info, int way);

  /// Fills in a created branching object
  // void fillCreateBranch(CbcIntegerBranchingObject * branching, const OsiBranchingInformation * info, int way) ;

  /** Pass in information on branch just done and create CbcObjectUpdateData instance.
        If object does not need data then backward pointer will be NULL.
        Assumes can get information from solver */
  virtual CbcObjectUpdateData createUpdateInformation(const OsiSolverInterface *solver,
    const CbcNode *node,
    const CbcBranchingObject *branchingObject);
  /// Update object by CbcObjectUpdateData
  virtual void updateInformation(const CbcObjectUpdateData &data);
  /// Copy some information i.e. just variable stuff
  void copySome(const CbcSimpleIntegerDynamicPseudoCost *otherObject);
  /// Updates stuff like pseudocosts before threads
  virtual void updateBefore(const OsiObject *rhs);
  /// Updates stuff like pseudocosts after threads finished
  virtual void updateAfter(const OsiObject *rhs, const OsiObject *baseObject);
  /// Updates stuff like pseudocosts after mini branch and bound
  void updateAfterMini(int numberDown, int numberDownInfeasible, double sumDown,
    int numberUp, int numberUpInfeasible, double sumUp);

  using CbcSimpleInteger::solverBranch;
  /** Create an OsiSolverBranch object

        This returns NULL if branch not represented by bound changes
    */
  virtual OsiSolverBranch *solverBranch() const;

  /// Down pseudo cost
  inline double downDynamicPseudoCost() const
  {
    return downDynamicPseudoCost_;
  }
  /// Set down pseudo cost
  void setDownDynamicPseudoCost(double value);
  /// Modify down pseudo cost in a slightly different way
  void updateDownDynamicPseudoCost(double value);

  /// Up pseudo cost
  inline double upDynamicPseudoCost() const
  {
    return upDynamicPseudoCost_;
  }
  /// Set up pseudo cost
  void setUpDynamicPseudoCost(double value);
  /// Modify up pseudo cost in a slightly different way
  void updateUpDynamicPseudoCost(double value);

  /// Down pseudo shadow price cost
  inline double downShadowPrice() const
  {
    return downShadowPrice_;
  }
  /// Set down pseudo shadow price cost
  inline void setDownShadowPrice(double value)
  {
    downShadowPrice_ = value;
  }
  /// Up pseudo shadow price cost
  inline double upShadowPrice() const
  {
    return upShadowPrice_;
  }
  /// Set up pseudo shadow price cost
  inline void setUpShadowPrice(double value)
  {
    upShadowPrice_ = value;
  }

  /// Up down separator
  inline double upDownSeparator() const
  {
    return upDownSeparator_;
  }
  /// Set up down separator
  inline void setUpDownSeparator(double value)
  {
    upDownSeparator_ = value;
  }

  /// Down sum cost
  inline double sumDownCost() const
  {
    return sumDownCost_;
  }
  /// Set down sum cost
  inline void setSumDownCost(double value)
  {
    sumDownCost_ = value;
  }
  /// Add to down sum cost and set last and square
  inline void addToSumDownCost(double value)
  {
    sumDownCost_ += value;
    lastDownCost_ = value;
  }

  /// Up sum cost
  inline double sumUpCost() const
  {
    return sumUpCost_;
  }
  /// Set up sum cost
  inline void setSumUpCost(double value)
  {
    sumUpCost_ = value;
  }
  /// Add to up sum cost and set last and square
  inline void addToSumUpCost(double value)
  {
    sumUpCost_ += value;
    lastUpCost_ = value;
  }

  /// Down sum change
  inline double sumDownChange() const
  {
    return sumDownChange_;
  }
  /// Set down sum change
  inline void setSumDownChange(double value)
  {
    sumDownChange_ = value;
  }
  /// Add to down sum change
  inline void addToSumDownChange(double value)
  {
    sumDownChange_ += value;
  }

  /// Up sum change
  inline double sumUpChange() const
  {
    return sumUpChange_;
  }
  /// Set up sum change
  inline void setSumUpChange(double value)
  {
    sumUpChange_ = value;
  }
  /// Add to up sum change and set last and square
  inline void addToSumUpChange(double value)
  {
    sumUpChange_ += value;
  }

  /// Sum down decrease number infeasibilities from strong or actual
  inline double sumDownDecrease() const
  {
    return sumDownDecrease_;
  }
  /// Set sum down decrease number infeasibilities from strong or actual
  inline void setSumDownDecrease(double value)
  {
    sumDownDecrease_ = value;
  }
  /// Add to sum down decrease number infeasibilities from strong or actual
  inline void addToSumDownDecrease(double value)
  {
    sumDownDecrease_ += value; /*lastDownDecrease_ = (int) value;*/
  }

  /// Sum up decrease number infeasibilities from strong or actual
  inline double sumUpDecrease() const
  {
    return sumUpDecrease_;
  }
  /// Set sum up decrease number infeasibilities from strong or actual
  inline void setSumUpDecrease(double value)
  {
    sumUpDecrease_ = value;
  }
  /// Add to sum up decrease number infeasibilities from strong or actual
  inline void addToSumUpDecrease(double value)
  {
    sumUpDecrease_ += value; /*lastUpDecrease_ = (int) value;*/
  }

  /// Down number times
  inline int numberTimesDown() const
  {
    return numberTimesDown_;
  }
  /// Set down number times
  inline void setNumberTimesDown(int value)
  {
    numberTimesDown_ = value;
  }
  /// Increment down number times
  inline void incrementNumberTimesDown()
  {
    numberTimesDown_++;
  }

  /// Up number times
  inline int numberTimesUp() const
  {
    return numberTimesUp_;
  }
  /// Set up number times
  inline void setNumberTimesUp(int value)
  {
    numberTimesUp_ = value;
  }
  /// Increment up number times
  inline void incrementNumberTimesUp()
  {
    numberTimesUp_++;
  }

  /// Number times branched
  inline int numberTimesBranched() const
  {
    return numberTimesDown_ + numberTimesUp_;
  }
  /// Down number times infeasible
  inline int numberTimesDownInfeasible() const
  {
    return numberTimesDownInfeasible_;
  }
  /// Set down number times infeasible
  inline void setNumberTimesDownInfeasible(int value)
  {
    numberTimesDownInfeasible_ = value;
  }
  /// Increment down number times infeasible
  inline void incrementNumberTimesDownInfeasible()
  {
    numberTimesDownInfeasible_++;
  }

  /// Up number times infeasible
  inline int numberTimesUpInfeasible() const
  {
    return numberTimesUpInfeasible_;
  }
  /// Set up number times infeasible
  inline void setNumberTimesUpInfeasible(int value)
  {
    numberTimesUpInfeasible_ = value;
  }
  /// Increment up number times infeasible
  inline void incrementNumberTimesUpInfeasible()
  {
    numberTimesUpInfeasible_++;
  }

  /// Number of times before trusted
  inline int numberBeforeTrust() const
  {
    return numberBeforeTrust_;
  }
  /// Set number of times before trusted
  inline void setNumberBeforeTrust(int value)
  {
    numberBeforeTrust_ = value;
  }
  /// Increment number of times before trusted
  inline void incrementNumberBeforeTrust()
  {
    numberBeforeTrust_++;
  }

  /// Return "up" estimate
  virtual double upEstimate() const;
  /// Return "down" estimate (default 1.0e-5)
  virtual double downEstimate() const;

  /// method - see below for details
  inline int method() const
  {
    return method_;
  }
  /// Set method
  inline void setMethod(int value)
  {
    method_ = value;
  }

  /// Pass in information on a down branch
  void setDownInformation(double changeObjectiveDown, int changeInfeasibilityDown);
  /// Pass in information on a up branch
  void setUpInformation(double changeObjectiveUp, int changeInfeasibilityUp);
  /// Pass in probing information
  void setProbingInformation(int fixedDown, int fixedUp);

  /// Print - 0 -summary, 1 just before strong
  void print(int type = 0, double value = 0.0) const;
  /// Same - returns true if contents match(ish)
  bool same(const CbcSimpleIntegerDynamicPseudoCost *obj) const;

protected:
  /// data

  /// Down pseudo cost
  double downDynamicPseudoCost_;
  /// Up pseudo cost
  double upDynamicPseudoCost_;
  /** Up/down separator
        If >0.0 then do first branch up if value-floor(value)
        >= this value
    */
  double upDownSeparator_;
  /// Sum down cost from strong or actual
  double sumDownCost_;
  /// Sum up cost from strong or actual
  double sumUpCost_;
  /// Sum of all changes to x when going down
  double sumDownChange_;
  /// Sum of all changes to x when going up
  double sumUpChange_;
  /// Current pseudo-shadow price estimate down
  mutable double downShadowPrice_;
  /// Current pseudo-shadow price estimate up
  mutable double upShadowPrice_;
  /// Sum down decrease number infeasibilities from strong or actual
  double sumDownDecrease_;
  /// Sum up decrease number infeasibilities from strong or actual
  double sumUpDecrease_;
  /// Last down cost from strong (i.e. as computed by last strong)
  double lastDownCost_;
  /// Last up cost from strong (i.e. as computed by last strong)
  double lastUpCost_;
  /// Last down decrease number infeasibilities from strong (i.e. as computed by last strong)
  mutable int lastDownDecrease_;
  /// Last up decrease number infeasibilities from strong (i.e. as computed by last strong)
  mutable int lastUpDecrease_;
  /// Number of times we have gone down
  int numberTimesDown_;
  /// Number of times we have gone up
  int numberTimesUp_;
  /// Number of times we have been infeasible going down
  int numberTimesDownInfeasible_;
  /// Number of times we have been infeasible going up
  int numberTimesUpInfeasible_;
  /// Number of branches before we trust
  int numberBeforeTrust_;
  /// Number of local probing fixings going down
  int numberTimesDownLocalFixed_;
  /// Number of local probing fixings going up
  int numberTimesUpLocalFixed_;
  /// Number of total probing fixings going down
  double numberTimesDownTotalFixed_;
  /// Number of total probing fixings going up
  double numberTimesUpTotalFixed_;
  /// Number of times probing done
  int numberTimesProbingTotal_;
  /// Number of times infeasible when tested
  /** Method -
        0 - pseudo costs
        1 - probing
    */
  int method_;
};
/** Simple branching object for an integer variable with pseudo costs

  This object can specify a two-way branch on an integer variable. For each
  arm of the branch, the upper and lower bounds on the variable can be
  independently specified.

  Variable_ holds the index of the integer variable in the integerVariable_
  array of the model.
*/

class CbcIntegerPseudoCostBranchingObject : public CbcIntegerBranchingObject {

public:
  /// Default constructor
  CbcIntegerPseudoCostBranchingObject();

  /** Create a standard floor/ceiling branch object

      Specifies a simple two-way branch. Let \p value = x*. One arm of the
      branch will be is lb <= x <= floor(x*), the other ceil(x*) <= x <= ub.
      Specify way = -1 to set the object state to perform the down arm first,
      way = 1 for the up arm.
    */
  CbcIntegerPseudoCostBranchingObject(CbcModel *model, int variable,
    int way, double value);

  /** Create a degenerate branch object

      Specifies a `one-way branch'. Calling branch() for this object will
      always result in lowerValue <= x <= upperValue. Used to fix a variable
      when lowerValue = upperValue.
    */

  CbcIntegerPseudoCostBranchingObject(CbcModel *model, int variable, int way,
    double lowerValue, double upperValue);

  /// Copy constructor
  CbcIntegerPseudoCostBranchingObject(const CbcIntegerPseudoCostBranchingObject &);

  /// Assignment operator
  CbcIntegerPseudoCostBranchingObject &operator=(const CbcIntegerPseudoCostBranchingObject &rhs);

  /// Clone
  virtual CbcBranchingObject *clone() const;

  /// Destructor
  virtual ~CbcIntegerPseudoCostBranchingObject();

  using CbcBranchingObject::branch;
  /** \brief Sets the bounds for the variable according to the current arm
           of the branch and advances the object state to the next arm.
           This version also changes guessed objective value
    */
  virtual double branch();

  /// Change in guessed
  inline double changeInGuessed() const
  {
    return changeInGuessed_;
  }
  /// Set change in guessed
  inline void setChangeInGuessed(double value)
  {
    changeInGuessed_ = value;
  }

  /** Return the type (an integer identifier) of \c this */
  virtual CbcBranchObjType type() const
  {
    return SimpleIntegerDynamicPseudoCostBranchObj;
  }

  /** Compare the \c this with \c brObj. \c this and \c brObj must be os the
        same type and must have the same original object, but they may have
        different feasible regions.
        Return the appropriate CbcRangeCompare value (first argument being the
        sub/superset if that's the case). In case of overlap (and if \c
        replaceIfOverlap is true) replace the current branching object with one
        whose feasible region is the overlap.
     */
  virtual CbcRangeCompare compareBranchingObject(const CbcBranchingObject *brObj, const bool replaceIfOverlap = false);

protected:
  /// Change in guessed objective value for next branch
  double changeInGuessed_;
};
#ifdef SWITCH_VARIABLES
/** Define a single integer class but with associated switched variable
    So Binary variable switches on/off a continuous variable
    designed for badly scaled problems
 */

class CbcSwitchingBinary : public CbcSimpleIntegerDynamicPseudoCost {

public:
  // Default Constructor
  CbcSwitchingBinary();

  // Useful constructor
  CbcSwitchingBinary(CbcSimpleIntegerDynamicPseudoCost *oldObject,
    int nOdd, const int *other, const int *otherRow);

  // Copy constructor
  CbcSwitchingBinary(const CbcSwitchingBinary &);

  /// Clone
  virtual CbcObject *clone() const;

  // Assignment operator
  CbcSwitchingBinary &operator=(const CbcSwitchingBinary &rhs);

  // Destructor
  virtual ~CbcSwitchingBinary();

  /// Add in zero switches
  void addZeroSwitches(int nAdd, const int *columns);
  /// Infeasibility - large is 0.5
  virtual double infeasibility(const OsiBranchingInformation *info,
    int &preferredWay) const;

  /// Same - returns true if contents match(ish)
  bool same(const CbcSwitchingBinary *obj) const;
  /// Set associated bounds
  virtual int setAssociatedBounds(OsiSolverInterface *solver = NULL,
    int cleanBasis = 0) const;
  /// Check associated bounds
  int checkAssociatedBounds(const OsiSolverInterface *solver, const double *solution,
    int printLevel, int state[3], int &nBadFixed) const;
  /// Lower bound when binary zero
  inline const double *zeroLowerBound() const
  {
    return zeroLowerBound_;
  }
  /// Lower bound when binary one
  inline const double *oneLowerBound() const
  {
    return oneLowerBound_;
  }
  /// Upper bound when binary zero
  inline const double *zeroUpperBound() const
  {
    return zeroUpperBound_;
  }
  /// Upper bound when binary one
  inline const double *oneUpperBound() const
  {
    return oneUpperBound_;
  }
  /** Continuous variable -
    */
  inline const int *otherVariable() const
  {
    return otherVariable_;
  }
  /// Number of other variables
  inline int numberOther() const
  {
    return numberOther_;
  }
  /** Type
	1 - single switch
	2 - double switch
	3 - both
    */
  inline int type() const
  {
    return type_;
  }

protected:
  /// data

  /// Lower bound when binary zero
  double *zeroLowerBound_;
  /// Lower bound when binary one
  double *oneLowerBound_;
  /// Upper bound when binary zero
  double *zeroUpperBound_;
  /// Upper bound when binary one
  double *oneUpperBound_;
  /** Continuous variable -
    */
  int *otherVariable_;
  /// Number of other variables
  int numberOther_;
  /** Type
	1 - single switch
	2 - double switch
	3 - both
    */
  int type_;
};
#endif
#endif

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