// 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). #ifndef CglPreProcess_H #define CglPreProcess_H #include #include #include "CoinMessageHandler.hpp" #include "OsiSolverInterface.hpp" #include "CglStored.hpp" #include "OsiPresolve.hpp" #include "CglCutGenerator.hpp" //############################################################################# /** Class for preProcessing and postProcessing. While cuts can be added at any time in the tree, some cuts are actually just stronger versions of existing constraints. In this case they can replace those constraints rather than being added as new constraints. This is awkward in the tree but reasonable at the root node. This is a general process class which uses other cut generators to strengthen constraints, establish that constraints are redundant, fix variables and find relationships such as x + y == 1. Presolve will also be done. If row names existed they may be replaced by R0000000..., unless setKeepColumnNames(true) is set. */ class CglPreProcess { public: ///@name Main methods //@{ /** preProcess problem - returning new problem. If makeEquality true then <= cliques converted to ==. Presolve will be done numberPasses times. Returns NULL if infeasible This version uses default strategy. For more control copy and edit code from this function i.e. call preProcessNonDefault */ OsiSolverInterface *preProcess(OsiSolverInterface &model, bool makeEquality = false, int numberPasses = 5); /** preProcess problem - returning new problem. If makeEquality true then <= cliques converted to ==. Presolve will be done numberPasses times. Returns NULL if infeasible This version assumes user has added cut generators to CglPreProcess object before calling it. As an example use coding in preProcess If makeEquality is 1 add slacks to get cliques, if 2 add slacks to get sos (but only if looks plausible) and keep sos info */ OsiSolverInterface *preProcessNonDefault(OsiSolverInterface &model, int makeEquality = 0, int numberPasses = 5, int tuning = 0); /** Creates solution in original model deleteStuff 0 - don't, 1 do (but not if infeasible), 2 always */ void postProcess(OsiSolverInterface &model, int deleteStuff = 2); /** Tightens primal bounds to make dual and branch and cutfaster. Unless fixed or integral, bounds are slightly looser than they could be. Returns non-zero if problem infeasible Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off) */ int tightenPrimalBounds(OsiSolverInterface &model, double factor = 0.0); /** Fix some of problem - returning new problem. Uses reduced costs. Optional signed character array 1 always keep, -1 always discard, 0 use djs */ OsiSolverInterface *someFixed(OsiSolverInterface &model, double fractionToKeep = 0.25, bool fixContinuousAsWell = false, char *keep = NULL) const; /** Replace cliques by more maximal cliques Returns NULL if rows not reduced by greater than cliquesNeeded*rows */ OsiSolverInterface *cliqueIt(OsiSolverInterface &model, double cliquesNeeded = 0.0) const; /// If we have a cutoff - fix variables int reducedCostFix(OsiSolverInterface &model); //@} //--------------------------------------------------------------------------- /**@name Parameter set/get methods The set methods return true if the parameter was set to the given value, false if the value of the parameter is out of range. The get methods return the value of the parameter. */ //@{ /** Set cutoff bound on the objective function. When using strict comparison, the bound is adjusted by a tolerance to avoid accidentally cutting off the optimal solution. */ void setCutoff(double value); /// Get the cutoff bound on the objective function - always as minimize double getCutoff() const; /// The original solver associated with this model. inline OsiSolverInterface *originalModel() const { return originalModel_; } /// Set original model (probably acopy) inline void setOriginalModel(OsiSolverInterface *originalModel) { originalModel_ = originalModel; } /// Solver after making clique equalities (may == original) inline OsiSolverInterface *startModel() const { return startModel_; } /// Number of solvers inline int numberSolvers() const { return numberSolvers_; } /// Copies of solver at various stages after presolve inline OsiSolverInterface *modelAtPass(int iPass) const { if (iPass >= 0 && iPass < numberSolvers_) return model_[iPass]; else return NULL; } /// Copies of solver at various stages after presolve after modifications inline OsiSolverInterface *modifiedModel(int iPass) const { if (iPass >= 0 && iPass < numberSolvers_) return modifiedModel_[iPass]; else return NULL; } /// Matching presolve information inline OsiPresolve *presolve(int iPass) const { if (iPass >= 0 && iPass < numberSolvers_) return presolve_[iPass]; else return NULL; } /// Set matching presolve information inline void setPresolve(int iPass, OsiPresolve *presolve) { if (iPass >= 0 && iPass < numberSolvers_) presolve_[iPass] = presolve; } /** Return a pointer to the original columns (with possible clique slacks) MUST be called before postProcess otherwise you just get 0,1,2.. */ const int *originalColumns(); /** Return a pointer to the original rows MUST be called before postProcess otherwise you just get 0,1,2.. */ const int *originalRows(); /// Number of SOS if found inline int numberSOS() const { return numberSOS_; } /// Type of each SOS inline const int *typeSOS() const { return typeSOS_; } /// Start of each SOS inline const int *startSOS() const { return startSOS_; } /// Columns in SOS inline const int *whichSOS() const { return whichSOS_; } /// Weights for each SOS column inline const double *weightSOS() const { return weightSOS_; } /// Pass in prohibited columns void passInProhibited(const char *prohibited, int numberColumns); /// Updated prohibited columns inline const char *prohibited() { return prohibited_; } /// Number of iterations PreProcessing inline int numberIterationsPre() const { return numberIterationsPre_; } /// Number of iterations PostProcessing inline int numberIterationsPost() const { return numberIterationsPost_; } /** Pass in row types 0 normal 1 cut rows - will be dropped if remain in At end of preprocess cut rows will be dropped and put into cuts */ void passInRowTypes(const char *rowTypes, int numberRows); /** Updated row types - may be NULL Carried around and corresponds to existing rows -1 added by preprocess e.g. x+y=1 0 normal 1 cut rows - can be dropped if wanted */ inline const char *rowTypes() { return rowType_; } /// Return cuts from dropped rows inline const CglStored &cuts() const { return cuts_; } /// Return pointer to cuts from dropped rows inline const CglStored *cutsPointer() const { return &cuts_; } /// Update prohibited and rowType void update(const OsiPresolve *pinfo, const OsiSolverInterface *solver); /// Get options inline int options() const { return options_; } /// Set options inline void setOptions(int value) { options_ = value; } //@} ///@name Cut generator methods //@{ /// Get the number of cut generators inline int numberCutGenerators() const { return numberCutGenerators_; } /// Get the list of cut generators inline CglCutGenerator **cutGenerators() const { return generator_; } ///Get the specified cut generator inline CglCutGenerator *cutGenerator(int i) const { return generator_[i]; } /** Add one generator - up to user to delete generators. */ void addCutGenerator(CglCutGenerator *generator); //@} /**@name Setting/Accessing application data */ //@{ /** Set application data. This is a pointer that the application can store into and retrieve. This field is available for the application to optionally define and use. */ void setApplicationData(void *appData); /// Get application data void *getApplicationData() const; //@} //--------------------------------------------------------------------------- /**@name Message handling */ //@{ /// Pass in Message handler (not deleted at end) void passInMessageHandler(CoinMessageHandler *handler); /// Set language void newLanguage(CoinMessages::Language language); inline void setLanguage(CoinMessages::Language language) { newLanguage(language); } /// Return handler inline CoinMessageHandler *messageHandler() const { return handler_; } /// Return messages inline CoinMessages messages() { return messages_; } /// Return pointer to messages inline CoinMessages *messagesPointer() { return &messages_; } //@} //--------------------------------------------------------------------------- ///@name Constructors and destructors etc //@{ /// Constructor CglPreProcess(); /// Copy constructor . CglPreProcess(const CglPreProcess &rhs); /// Assignment operator CglPreProcess &operator=(const CglPreProcess &rhs); /// Destructor ~CglPreProcess(); /// Clears out as much as possible void gutsOfDestructor(); /// Set time limit void setTimeLimit(const double timeLimit, const bool useElapsedTime); /// Keeps original column names void setKeepColumnNames(const bool keep); //@} private: ///@name private methods //@{ /** Return model with useful modifications. If constraints true then adds any x+y=1 or x-y=0 constraints If NULL infeasible */ OsiSolverInterface *modified(OsiSolverInterface *model, bool constraints, int &numberChanges, int iBigPass, int numberPasses); /// create original columns and rows void createOriginalIndices(); /// Make continuous variables integer void makeInteger(); //@} //--------------------------------------------------------------------------- private: ///@name Private member data //@{ /// The original solver associated with this model. OsiSolverInterface *originalModel_; /// Solver after making clique equalities (may == original) OsiSolverInterface *startModel_; /// Number of solvers at various stages int numberSolvers_; /// Copies of solver at various stages after presolve OsiSolverInterface **model_; /// Copies of solver at various stages after presolve after modifications OsiSolverInterface **modifiedModel_; /// Matching presolve information OsiPresolve **presolve_; /// Message handler CoinMessageHandler *handler_; /** Flag to say if handler_ is the default handler. The default handler is deleted when the model is deleted. Other handlers (supplied by the client) will not be deleted. */ bool defaultHandler_; /// Cgl messages CoinMessages messages_; /// Pointer to user-defined data structure void *appData_; /// Original column numbers int *originalColumn_; /// Original row numbers int *originalRow_; /// Number of cut generators int numberCutGenerators_; /// Cut generators CglCutGenerator **generator_; /// Number of SOS if found int numberSOS_; /// Type of each SOS int *typeSOS_; /// Start of each SOS int *startSOS_; /// Columns in SOS int *whichSOS_; /// Weights for each SOS column double *weightSOS_; /// Number of columns in original prohibition set int numberProhibited_; /// Number of iterations done in PreProcessing int numberIterationsPre_; /// Number of iterations done in PostProcessing int numberIterationsPost_; /// Columns which should not be presolved e.g. SOS char *prohibited_; /// Number of rows in original row types int numberRowType_; /** Options 1 - original model had integer bounds before tightening 2 - don't do probing 4 - don't do duplicate rows 8 - don't do cliques 16 - some heavy probing options 64 - very heavy probing */ int options_; /** Row types (may be NULL) Carried around and corresponds to existing rows -1 added by preprocess e.g. x+y=1 0 normal 1 cut rows - can be dropped if wanted */ char *rowType_; /// Cuts from dropped rows CglStored cuts_; /// use elapsed (wallclock time) or cpu time bool useElapsedTime_; /// time limit (default COIN_DBL_MAX) double timeLimit_; /// keep column names bool keepColumnNames_; /// current elapsed or cpu time double getCurrentCPUTime() const; //@} }; /// For Bron-Kerbosch class CglBK { public: ///@name Main methods //@{ /// For recursive Bron-Kerbosch void bronKerbosch(); /// Creates strengthened smaller model OsiSolverInterface *newSolver(const OsiSolverInterface &model); //@} //--------------------------------------------------------------------------- /**@name Parameter set/get methods The set methods return true if the parameter was set to the given value, false if the value of the parameter is out of range. The get methods return the value of the parameter. */ //@{ //@} //--------------------------------------------------------------------------- ///@name Constructors and destructors etc //@{ /// Default constructor CglBK(); /// Useful constructor CglBK(const OsiSolverInterface &model, const char *rowType, int numberElements); /// Copy constructor . CglBK(const CglBK &rhs); /// Assignment operator CglBK &operator=(const CglBK &rhs); /// Destructor ~CglBK(); //@} //--------------------------------------------------------------------------- private: ///@name Private member data //@{ /// Current candidates (created at each level) int *candidates_; /// Array to mark stuff char *mark_; /// Starts for graph (numberPossible+1) CoinBigIndex *start_; /// Other column/node int *otherColumn_; /// Original row (in parallel with otherColumn_) int *originalRow_; /// How many times each original row dominated int *dominated_; /// Clique entries CoinPackedMatrix *cliqueMatrix_; /// points to row types const char *rowType_; /// Number of original columns int numberColumns_; /// Number of original rows int numberRows_; /// Number possible int numberPossible_; /// Current number of candidates int numberCandidates_; /// First not (stored backwards from numberPossible_) int firstNot_; /// Current number in clique int numberIn_; /// For acceleration int left_; int lastColumn_; //@} }; /** Only store unique row cuts */ // for hashing typedef struct { int index, next; } CglHashLink; class OsiRowCut; class CglUniqueRowCuts { public: CglUniqueRowCuts(int initialMaxSize = 0, int hashMultiplier = 4); ~CglUniqueRowCuts(); CglUniqueRowCuts(const CglUniqueRowCuts &rhs); CglUniqueRowCuts &operator=(const CglUniqueRowCuts &rhs); inline OsiRowCut *cut(int sequence) const { return rowCut_[sequence]; } inline int numberCuts() const { return numberCuts_; } inline int sizeRowCuts() const { return numberCuts_; } inline OsiRowCut *rowCutPtr(int sequence) { return rowCut_[sequence]; } void eraseRowCut(int sequence); // insert cut inline void insert(const OsiRowCut &cut) { insertIfNotDuplicate(cut); } // Return 0 if added, 1 if not int insertIfNotDuplicate(const OsiRowCut &cut); // Add in cuts as normal cuts (and delete) void addCuts(OsiCuts &cs); private: OsiRowCut **rowCut_; /// Hash table CglHashLink *hash_; int size_; int hashMultiplier_; int numberCuts_; int lastHash_; }; #endif /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2 */