ruby-cbc 0.1.9 → 0.2.1

data/ext/ruby-cbc/install/include/coin/CbcHeuristic.hpp

@@ -1,682 +0,0 @@
-/* $Id: CbcHeuristic.hpp 2094 2014-11-18 11:15:36Z forrest $ */
-// 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).
-
-#ifndef CbcHeuristic_H
-#define CbcHeuristic_H
-
-#include <string>
-#include <vector>
-#include "CoinPackedMatrix.hpp"
-#include "OsiCuts.hpp"
-#include "CoinHelperFunctions.hpp"
-#include "OsiBranchingObject.hpp"
-
-class OsiSolverInterface;
-
-class CbcModel;
-
-//#############################################################################
-
-class CbcHeuristicNodeList;
-class CbcBranchingObject;
-
-/** A class describing the branching decisions that were made to get
-    to the node where a heuristic was invoked from */
-
-class CbcHeuristicNode {
-private:
-    void gutsOfConstructor(CbcModel& model);
-    CbcHeuristicNode();
-    CbcHeuristicNode& operator=(const CbcHeuristicNode&);
-private:
-    /// The number of branching decisions made
-    int numObjects_;
-    /** The indices of the branching objects. Note: an index may be
-        listed multiple times. E.g., a general integer variable that has
-        been branched on multiple times. */
-    CbcBranchingObject** brObj_;
-public:
-    CbcHeuristicNode(CbcModel& model);
-
-    CbcHeuristicNode(const CbcHeuristicNode& rhs);
-    ~CbcHeuristicNode();
-    double distance(const CbcHeuristicNode* node) const;
-    double minDistance(const CbcHeuristicNodeList& nodeList) const;
-    bool minDistanceIsSmall(const CbcHeuristicNodeList& nodeList,
-                            const double threshold) const;
-    double avgDistance(const CbcHeuristicNodeList& nodeList) const;
-};
-
-class CbcHeuristicNodeList {
-private:
-    void gutsOfDelete();
-    void gutsOfCopy(const CbcHeuristicNodeList& rhs);
-private:
-    std::vector<CbcHeuristicNode*> nodes_;
-public:
-    CbcHeuristicNodeList() {}
-    CbcHeuristicNodeList(const CbcHeuristicNodeList& rhs);
-    CbcHeuristicNodeList& operator=(const CbcHeuristicNodeList& rhs);
-    ~CbcHeuristicNodeList();
-
-    void append(CbcHeuristicNode*& node);
-    void append(const CbcHeuristicNodeList& nodes);
-    inline const CbcHeuristicNode* node(int i) const {
-        return nodes_[i];
-    }
-    inline int size() const {
-        return static_cast<int>(nodes_.size());
-    }
-};
-
-//#############################################################################
-/** Heuristic base class */
-
-class CbcHeuristic {
-private:
-    void gutsOfDelete() {}
-    void gutsOfCopy(const CbcHeuristic & rhs);
-
-public:
-    // Default Constructor
-    CbcHeuristic ();
-
-    // Constructor with model - assumed before cuts
-    CbcHeuristic (CbcModel & model);
-
-    // Copy constructor
-    CbcHeuristic ( const CbcHeuristic &);
-
-    virtual ~CbcHeuristic();
-
-    /// Clone
-    virtual CbcHeuristic * clone() const = 0;
-
-    /// Assignment operator
-    CbcHeuristic & operator=(const CbcHeuristic& rhs);
-
-    /// update model (This is needed if cliques update matrix etc)
-    virtual void setModel(CbcModel * model);
-
-    /// Resets stuff if model changes
-    virtual void resetModel(CbcModel * model) = 0;
-
-    /** returns 0 if no solution, 1 if valid solution
-        with better objective value than one passed in
-        Sets solution values if good, sets objective value
-        This is called after cuts have been added - so can not add cuts
-    */
-    virtual int solution(double & objectiveValue,
-                         double * newSolution) = 0;
-
-    /** returns 0 if no solution, 1 if valid solution, -1 if just
-        returning an estimate of best possible solution
-        with better objective value than one passed in
-        Sets solution values if good, sets objective value (only if nonzero code)
-        This is called at same time as cut generators - so can add cuts
-        Default is do nothing
-    */
-    virtual int solution2(double & /*objectiveValue*/,
-                          double * /*newSolution*/,
-                          OsiCuts & /*cs*/) {
-        return 0;
-    }
-
-    /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
-    virtual void validate() {}
-
-    /** Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always.
-        If 10 added then don't worry if validate says there are funny objects
-        as user knows it will be fine
-    */
-    inline void setWhen(int value) {
-        when_ = value;
-    }
-    /// Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always
-    inline int when() const {
-        return when_;
-    }
-
-    /// Sets number of nodes in subtree (default 200)
-    inline void setNumberNodes(int value) {
-        numberNodes_ = value;
-    }
-    /// Gets number of nodes in a subtree (default 200)
-    inline int numberNodes() const {
-        return numberNodes_;
-    }
-    /** Switches (does not apply equally to all heuristics)
-        1 bit - stop once allowable gap on objective reached
-        2 bit - always do given number of passes
-        4 bit - weaken cutoff by 5% every 50 passes?
-        8 bit - if has cutoff and suminf bobbling for 20 passes then
-                first try halving distance to best possible then
-                try keep halving distance to known cutoff
-        16 bit - needs new solution to run
-        1024 bit - stop all heuristics on max time
-    */
-    inline void setSwitches(int value) {
-        switches_ = value;
-    }
-    /** Switches (does not apply equally to all heuristics)
-        1 bit - stop once allowable gap on objective reached
-        2 bit - always do given number of passes
-        4 bit - weaken cutoff by 5% every 50 passes?
-        8 bit - if has cutoff and suminf bobbling for 20 passes then
-                first try halving distance to best possible then
-                try keep halving distance to known cutoff
-        16 bit - needs new solution to run
-        1024 bit - stop all heuristics on max time
-	65536 bit and above used for temporary communication
-    */
-    inline int switches() const {
-        return switches_;
-    }
-    /// Whether to exit at once on gap
-    bool exitNow(double bestObjective) const;
-    /// Sets feasibility pump options (-1 is off)
-    inline void setFeasibilityPumpOptions(int value) {
-        feasibilityPumpOptions_ = value;
-    }
-    /// Gets feasibility pump options (-1 is off)
-    inline int feasibilityPumpOptions() const {
-        return feasibilityPumpOptions_;
-    }
-    /// Just set model - do not do anything else
-    inline void setModelOnly(CbcModel * model) {
-        model_ = model;
-    }
-
-
-    /// Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)
-    inline void setFractionSmall(double value) {
-        fractionSmall_ = value;
-    }
-    /// Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)
-    inline double fractionSmall() const {
-        return fractionSmall_;
-    }
-    /// Get how many solutions the heuristic thought it got
-    inline int numberSolutionsFound() const {
-        return numberSolutionsFound_;
-    }
-    /// Increment how many solutions the heuristic thought it got
-    inline void incrementNumberSolutionsFound() {
-        numberSolutionsFound_++;
-    }
-
-    /** Do mini branch and bound - return
-        0 not finished - no solution
-        1 not finished - solution
-        2 finished - no solution
-        3 finished - solution
-        (could add global cut if finished)
-        -1 returned on size
-        -2 time or user event
-    */
-    int smallBranchAndBound(OsiSolverInterface * solver, int numberNodes,
-                            double * newSolution, double & newSolutionValue,
-                            double cutoff , std::string name) const;
-    /// Create C++ lines to get to current state
-    virtual void generateCpp( FILE * ) {}
-    /// Create C++ lines to get to current state - does work for base class
-    void generateCpp( FILE * fp, const char * heuristic) ;
-    /// Returns true if can deal with "odd" problems e.g. sos type 2
-    virtual bool canDealWithOdd() const {
-        return false;
-    }
-    /// return name of heuristic
-    inline const char *heuristicName() const {
-        return heuristicName_.c_str();
-    }
-    /// set name of heuristic
-    inline void setHeuristicName(const char *name) {
-        heuristicName_ = name;
-    }
-    /// Set random number generator seed
-    void setSeed(int value);
-    /// Get random number generator seed
-    int getSeed() const;
-    /// Sets decay factor (for howOften) on failure
-    inline void setDecayFactor(double value) {
-        decayFactor_ = value;
-    }
-    /// Set input solution
-    void setInputSolution(const double * solution, double objValue);
-    /* Runs if bit set
-        0 - before cuts at root node (or from doHeuristics)
-        1 - during cuts at root
-        2 - after root node cuts
-        3 - after cuts at other nodes
-        4 - during cuts at other nodes
-            8 added if previous heuristic in loop found solution
-     */
-    inline void setWhereFrom(int value) {
-        whereFrom_ = value;
-    }
-    inline int whereFrom() const {
-        return whereFrom_;
-    }
-    /** Upto this depth we call the tree shallow and the heuristic can be called
-        multiple times. That is, the test whether the current node is far from
-        the others where the jeuristic was invoked will not be done, only the
-        frequency will be tested. After that depth the heuristic will can be
-        invoked only once per node, right before branching. That's when it'll be
-        tested whether the heur should run at all. */
-    inline void setShallowDepth(int value) {
-        shallowDepth_ = value;
-    }
-    /** How often to invoke the heuristics in the shallow part of the tree */
-    inline void setHowOftenShallow(int value) {
-        howOftenShallow_ = value;
-    }
-    /** How "far" should this node be from every other where the heuristic was
-        run in order to allow the heuristic to run in this node, too. Currently
-        this is tested, but we may switch to avgDistanceToRun_ in the future. */
-    inline void setMinDistanceToRun(int value) {
-        minDistanceToRun_ = value;
-    }
-
-    /** Check whether the heuristic should run at all
-        0 - before cuts at root node (or from doHeuristics)
-        1 - during cuts at root
-        2 - after root node cuts
-        3 - after cuts at other nodes
-        4 - during cuts at other nodes
-            8 added if previous heuristic in loop found solution
-    */
-    virtual bool shouldHeurRun(int whereFrom);
-    /** Check whether the heuristic should run this time */
-    bool shouldHeurRun_randomChoice();
-    void debugNodes();
-    void printDistanceToNodes();
-    /// how many times the heuristic has actually run
-    inline int numRuns() const {
-        return numRuns_;
-    }
-
-    /// How many times the heuristic could run
-    inline int numCouldRun() const {
-        return numCouldRun_;
-    }
-    /*! \brief Clone, but ...
-
-      If type is
-	- 0 clone the solver for the model,
-	- 1 clone the continuous solver for the model
-        - Add 2 to say without integer variables which are at low priority
-        - Add 4 to say quite likely infeasible so give up easily (clp only).
-    */
-    OsiSolverInterface * cloneBut(int type);
-protected:
-
-    /// Model
-    CbcModel * model_;
-    /// When flag - 0 off, 1 at root, 2 other than root, 3 always
-    int when_;
-    /// Number of nodes in any sub tree
-    int numberNodes_;
-    /** Feasibility pump options , -1 is off
-	>=0 for feasibility pump itself
-        -2 quick proximity search
-        -3 longer proximity search
-    */
-    int feasibilityPumpOptions_;
-    /// Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound
-    mutable double fractionSmall_;
-    /// Thread specific random number generator
-    CoinThreadRandom randomNumberGenerator_;
-    /// Name for printing
-    std::string heuristicName_;
-
-    /// How often to do (code can change)
-    mutable int howOften_;
-    /// How much to increase how often
-    double decayFactor_;
-    /** Switches (does not apply equally to all heuristics)
-        1 bit - stop once allowable gap on objective reached
-        2 bit - always do given number of passes
-        4 bit - weaken cutoff by 5% every 50 passes?
-        8 bit - if has cutoff and suminf bobbling for 20 passes then
-                first try halving distance to best possible then
-                try keep halving distance to known cutoff
-        16 bit - needs new solution to run
-        1024 bit - stop all heuristics on max time
-    */
-    mutable int switches_;
-    /* Runs if bit set
-        0 - before cuts at root node (or from doHeuristics)
-        1 - during cuts at root
-        2 - after root node cuts
-        3 - after cuts at other nodes
-        4 - during cuts at other nodes
-            8 added if previous heuristic in loop found solution
-     */
-    int whereFrom_;
-    /** Upto this depth we call the tree shallow and the heuristic can be called
-        multiple times. That is, the test whether the current node is far from
-        the others where the jeuristic was invoked will not be done, only the
-        frequency will be tested. After that depth the heuristic will can be
-        invoked only once per node, right before branching. That's when it'll be
-        tested whether the heur should run at all. */
-    int shallowDepth_;
-    /** How often to invoke the heuristics in the shallow part of the tree */
-    int howOftenShallow_;
-    /** How many invocations happened within the same node when in a shallow
-        part of the tree. */
-    int numInvocationsInShallow_;
-    /** How many invocations happened when in the deep part of the tree. For
-        every node we count only one invocation. */
-    int numInvocationsInDeep_;
-    /** After how many deep invocations was the heuristic run last time */
-    int lastRunDeep_;
-    /// how many times the heuristic has actually run
-    int numRuns_;
-    /** How "far" should this node be from every other where the heuristic was
-        run in order to allow the heuristic to run in this node, too. Currently
-        this is tested, but we may switch to avgDistanceToRun_ in the future. */
-    int minDistanceToRun_;
-
-    /// The description of the nodes where this heuristic has been applied
-    CbcHeuristicNodeList runNodes_;
-
-    /// How many times the heuristic could run
-    int numCouldRun_;
-
-    /// How many solutions the heuristic thought it got
-    int numberSolutionsFound_;
-
-    /// How many nodes the heuristic did this go
-    mutable int numberNodesDone_;
-
-    // Input solution - so can be used as seed
-    double * inputSolution_;
-
-
-#ifdef JJF_ZERO
-    /// Lower bounds of last node where the heuristic found a solution
-    double * lowerBoundLastNode_;
-    /// Upper bounds of last node where the heuristic found a solution
-    double * upperBoundLastNode_;
-#endif
-};
-/** Rounding class
- */
-
-class CbcRounding : public CbcHeuristic {
-public:
-
-    // Default Constructor
-    CbcRounding ();
-
-    // Constructor with model - assumed before cuts
-    CbcRounding (CbcModel & model);
-
-    // Copy constructor
-    CbcRounding ( const CbcRounding &);
-
-    // Destructor
-    ~CbcRounding ();
-
-    /// Assignment operator
-    CbcRounding & operator=(const CbcRounding& rhs);
-
-    /// Clone
-    virtual CbcHeuristic * clone() const;
-    /// Create C++ lines to get to current state
-    virtual void generateCpp( FILE * fp) ;
-
-    /// Resets stuff if model changes
-    virtual void resetModel(CbcModel * model);
-
-    /// update model (This is needed if cliques update matrix etc)
-    virtual void setModel(CbcModel * model);
-
-    using CbcHeuristic::solution ;
-    /** returns 0 if no solution, 1 if valid solution
-        with better objective value than one passed in
-        Sets solution values if good, sets objective value (only if good)
-        This is called after cuts have been added - so can not add cuts
-    */
-    virtual int solution(double & objectiveValue,
-                         double * newSolution);
-    /** returns 0 if no solution, 1 if valid solution
-        with better objective value than one passed in
-        Sets solution values if good, sets objective value (only if good)
-        This is called after cuts have been added - so can not add cuts
-        Use solutionValue rather than solvers one
-    */
-    virtual int solution(double & objectiveValue,
-                         double * newSolution,
-                         double solutionValue);
-    /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
-    virtual void validate();
-
-
-    /// Set seed
-    void setSeed(int value) {
-        seed_ = value;
-    }
-    /** Check whether the heuristic should run at all
-        0 - before cuts at root node (or from doHeuristics)
-        1 - during cuts at root
-        2 - after root node cuts
-        3 - after cuts at other nodes
-        4 - during cuts at other nodes
-            8 added if previous heuristic in loop found solution
-    */
-    virtual bool shouldHeurRun(int whereFrom);
-
-protected:
-    // Data
-
-    // Original matrix by column
-    CoinPackedMatrix matrix_;
-
-    // Original matrix by
-    CoinPackedMatrix matrixByRow_;
-
-    // Down locks
-    unsigned short * down_;
-
-    // Up locks
-    unsigned short * up_;
-
-    // Equality locks
-    unsigned short * equal_;
-
-    // Seed for random stuff
-    int seed_;
-};
-
-/** Partial solution class
-    If user knows a partial solution this tries to get an integer solution
-    it uses hotstart information
- */
-
-class CbcHeuristicPartial : public CbcHeuristic {
-public:
-
-    // Default Constructor
-    CbcHeuristicPartial ();
-
-    /** Constructor with model - assumed before cuts
-        Fixes all variables with priority <= given
-        and does given number of nodes
-    */
-    CbcHeuristicPartial (CbcModel & model, int fixPriority = 10000, int numberNodes = 200);
-
-    // Copy constructor
-    CbcHeuristicPartial ( const CbcHeuristicPartial &);
-
-    // Destructor
-    ~CbcHeuristicPartial ();
-
-    /// Assignment operator
-    CbcHeuristicPartial & operator=(const CbcHeuristicPartial& rhs);
-
-    /// Clone
-    virtual CbcHeuristic * clone() const;
-    /// Create C++ lines to get to current state
-    virtual void generateCpp( FILE * fp) ;
-
-    /// Resets stuff if model changes
-    virtual void resetModel(CbcModel * model);
-
-    /// update model (This is needed if cliques update matrix etc)
-    virtual void setModel(CbcModel * model);
-
-    using CbcHeuristic::solution ;
-    /** returns 0 if no solution, 1 if valid solution
-        with better objective value than one passed in
-        Sets solution values if good, sets objective value (only if good)
-        This is called after cuts have been added - so can not add cuts
-    */
-    virtual int solution(double & objectiveValue,
-                         double * newSolution);
-    /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
-    virtual void validate();
-
-
-    /// Set priority level
-    void setFixPriority(int value) {
-        fixPriority_ = value;
-    }
-
-    /** Check whether the heuristic should run at all */
-    virtual bool shouldHeurRun(int whereFrom);
-
-protected:
-    // Data
-
-    // All variables with abs priority <= this will be fixed
-    int fixPriority_;
-};
-
-/** heuristic - just picks up any good solution
-    found by solver - see OsiBabSolver
- */
-
-class CbcSerendipity : public CbcHeuristic {
-public:
-
-    // Default Constructor
-    CbcSerendipity ();
-
-    /* Constructor with model
-    */
-    CbcSerendipity (CbcModel & model);
-
-    // Copy constructor
-    CbcSerendipity ( const CbcSerendipity &);
-
-    // Destructor
-    ~CbcSerendipity ();
-
-    /// Assignment operator
-    CbcSerendipity & operator=(const CbcSerendipity& rhs);
-
-    /// Clone
-    virtual CbcHeuristic * clone() const;
-    /// Create C++ lines to get to current state
-    virtual void generateCpp( FILE * fp) ;
-
-    /// update model
-    virtual void setModel(CbcModel * model);
-
-    using CbcHeuristic::solution ;
-    /** returns 0 if no solution, 1 if valid solution.
-        Sets solution values if good, sets objective value (only if good)
-        We leave all variables which are at one at this node of the
-        tree to that value and will
-        initially set all others to zero.  We then sort all variables in order of their cost
-        divided by the number of entries in rows which are not yet covered.  We randomize that
-        value a bit so that ties will be broken in different ways on different runs of the heuristic.
-        We then choose the best one and set it to one and repeat the exercise.
-
-    */
-    virtual int solution(double & objectiveValue,
-                         double * newSolution);
-    /// Resets stuff if model changes
-    virtual void resetModel(CbcModel * model);
-
-protected:
-};
-
-/** Just One class - this chooses one at random
- */
-
-class CbcHeuristicJustOne : public CbcHeuristic {
-public:
-
-    // Default Constructor
-    CbcHeuristicJustOne ();
-
-    // Constructor with model - assumed before cuts
-    CbcHeuristicJustOne (CbcModel & model);
-
-    // Copy constructor
-    CbcHeuristicJustOne ( const CbcHeuristicJustOne &);
-
-    // Destructor
-    ~CbcHeuristicJustOne ();
-
-    /// Clone
-    virtual CbcHeuristicJustOne * clone() const;
-
-    /// Assignment operator
-    CbcHeuristicJustOne & operator=(const CbcHeuristicJustOne& rhs);
-
-    /// Create C++ lines to get to current state
-    virtual void generateCpp( FILE * fp) ;
-
-    /** returns 0 if no solution, 1 if valid solution
-        with better objective value than one passed in
-        Sets solution values if good, sets objective value (only if good)
-        This is called after cuts have been added - so can not add cuts
-        This does Fractional Diving
-    */
-    virtual int solution(double & objectiveValue,
-                         double * newSolution);
-    /// Resets stuff if model changes
-    virtual void resetModel(CbcModel * model);
-
-    /// update model (This is needed if cliques update matrix etc)
-    virtual void setModel(CbcModel * model);
-    /// Selects the next variable to branch on
-    /** Returns true if all the fractional variables can be trivially
-        rounded. Returns false, if there is at least one fractional variable
-        that is not trivially roundable. In this case, the bestColumn
-        returned will not be trivially roundable.
-        This is dummy as never called
-    */
-    virtual bool selectVariableToBranch(OsiSolverInterface* /*solver*/,
-                                        const double* /*newSolution*/,
-                                        int& /*bestColumn*/,
-                                        int& /*bestRound*/) {
-        return true;
-    }
-    /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
-    virtual void validate();
-    /// Adds an heuristic with probability
-    void addHeuristic(const CbcHeuristic * heuristic, double probability);
-    /// Normalize probabilities
-    void normalizeProbabilities();
-protected:
-    // Data
-
-    // Probability of running a heuristic
-    double * probabilities_;
-
-    // Heuristics
-    CbcHeuristic ** heuristic_;
-
-    // Number of heuristics
-    int numberHeuristics_;
-
-};
-
-#endif
-