ruby-cbc 0.1.9 → 0.2.1

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

@@ -1,306 +0,0 @@
-// Copyright (C) 2005-2009, Pierre Bonami and others.  All Rights Reserved.
-// Author:   Pierre Bonami
-//           Tepper School of Business
-//           Carnegie Mellon University, Pittsburgh, PA 15213
-// Date:     07/21/05
-//
-// $Id: CglLandP.hpp 1122 2013-04-06 20:39:53Z stefan $
-//
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-//---------------------------------------------------------------------------
-#ifndef CglLandP_H
-#define CglLandP_H
-
-#include "CglLandPValidator.hpp"
-#include "CglCutGenerator.hpp"
-#include "CglParam.hpp"
-
-#include <iostream>
-class CoinWarmStartBasis;
-/** Performs one round of Lift & Project using CglLandPSimplex
-    to build cuts
-*/
-
-namespace LAP
-{
-enum LapMessagesTypes
-{
-    BEGIN_ROUND,
-    END_ROUND,
-    DURING_SEP,
-    CUT_REJECTED,
-    CUT_FAILED,
-    CUT_GAP,
-    LAP_CUT_FAILED_DO_MIG,
-    LAP_MESSAGES_DUMMY_END
-};
-/** Output messages for Cgl */
-class LapMessages : public CoinMessages
-{
-public:
-    /** Constructor */
-    LapMessages( );
-    /** destructor.*/
-    virtual ~LapMessages() {}
-};
-class CglLandPSimplex;
-}
-
-class CglLandP : public CglCutGenerator
-{
-    friend void CglLandPUnitTest(OsiSolverInterface *si, const std::string & mpsDir);
-
-    friend class LAP::CglLandPSimplex;
-    friend class CftCglp;
-
-public:
-
-    enum SelectionRules
-    {
-        mostNegativeRc /** select most negative reduced cost */,
-        bestPivot /** select best possible pivot.*/,
-        initialReducedCosts/** Select only those rows which had initialy a 0 reduced cost.*/
-    };
-
-    enum ExtraCutsMode
-    {
-        none/** Generate no extra cuts.*/,
-        AtOptimalBasis /** Generate cuts from the optimal basis.*/,
-        WhenEnteringBasis /** Generate cuts as soon as a structural enters the basis.*/,
-        AllViolatedMigs/** Generate all violated Mixed integer Gomory cuts in the course of the optimization.*/
-    };
-
-    /** Space where cuts are optimized.*/
-    enum SeparationSpaces
-    {
-        Fractional=0 /** True fractional space.*/,
-        Fractional_rc/** Use fractional space only for computing reduced costs.*/,
-        Full /** Work in full space.*/
-    };
-
-    /** Normalization */
-    enum Normalization
-    {
-        Unweighted = 0,
-        WeightRHS,
-        WeightLHS,
-        WeightBoth
-    };
-
-    enum LHSnorm
-    {
-        L1 = 0,
-        L2,
-        SupportSize,
-        Infinity,
-        Average,
-        Uniform
-    };
-    /** RHS weight in normalization.*/
-    enum RhsWeightType
-    {
-        Fixed = 0 /** 2*initial number of constraints. */,
-        Dynamic /** 2 * current number of constraints. */
-    };
-    /** Class storing parameters.
-        \remark I take all parameters from Ionut's code */
-    class Parameters : public CglParam
-    {
-    public:
-        /** Default constructor (with default values)*/
-        Parameters();
-        /** Copy constructor */
-        Parameters(const Parameters &other);
-        /** Assignment opertator */
-        Parameters & operator=(const Parameters &other);
-        /// @name integer parameters
-        ///@{
-
-        /** Max number of pivots before we generate the cut
-          \default 20 */
-        int pivotLimit;
-        /** Max number of pivots at regular nodes. Put a value if you want it lower than the global pivot limit.
-         \default 100.*/
-        int pivotLimitInTree;
-        /** Maximum number of cuts generated at a given round*/
-        int maxCutPerRound;
-        /** Maximum number of failed pivots before aborting */
-        int failedPivotLimit;
-        /** maximum number of consecutive degenerate pivots
-          \default 0 */
-        int degeneratePivotLimit;
-        /** Maximum number of extra rows to generate per round.*/
-        int extraCutsLimit;
-        ///@}
-        /// @name double parameters
-        ///@{
-        /** Tolerance for small pivots values (should be the same as the solver */
-        double pivotTol;
-        /** A variable have to be at least away from integrity to be generated */
-        double away;
-        /** Total time limit for cut generation.*/
-        double timeLimit;
-        /** Time limit for generating a single cut.*/
-        double singleCutTimeLimit;
-        /** Weight to put in RHS of normalization if static.*/
-        double rhsWeight;
-        ///@}
-
-        /// @name Flags
-        ///@{
-        /** Do we use tableau row or the disjunction (I don't really get that there should be a way to always use the tableau)*/
-        bool useTableauRow;
-        /** Do we apply Egon Balas's Heuristic for modularized cuts */
-        bool modularize;
-        /** Do we strengthen the final cut (always do if modularize is 1) */
-        bool strengthen;
-        /** Wether to limit or not the number of mistaken RC (when perturbation is applied).*/
-        bool countMistakenRc;
-        /** Work in the reduced space (only non-structurals enter the basis) */
-        SeparationSpaces sepSpace;
-        /** Apply perturbation procedure. */
-        bool perturb;
-        /** How to weight normalization.*/
-        Normalization normalization;
-        /** How to weight RHS of normalization.*/
-        RhsWeightType rhsWeightType;
-        /** How to weight LHS of normalization.*/
-        LHSnorm lhs_norm;
-        /** Generate extra constraints from optimal lift-and-project basis.*/
-        ExtraCutsMode generateExtraCuts;
-        /** Which rule to apply for choosing entering and leaving variables.*/
-        SelectionRules pivotSelection;
-        ///@}
-    };
-
-
-    /** Constructor for the class*/
-    CglLandP(const CglLandP::Parameters &params = CglLandP::Parameters(),
-             const LAP::Validator &validator = LAP::Validator());
-    /** Destructor */
-    ~CglLandP();
-    /** Copy constructor */
-    CglLandP(const CglLandP &source);
-    /** Assignment operator */
-    CglLandP& operator=(const CglLandP &rhs);
-    /** Clone function */
-    CglCutGenerator * clone() const;
-
-    /**@name Generate Cuts */
-    //@{
-
-    virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
-                              const CglTreeInfo info = CglTreeInfo());
-
-    //@}
-
-    virtual bool needsOptimalBasis() const
-    {
-        return true;
-    }
-
-    LAP::Validator & validator()
-    {
-        return validator_;
-    }
-    /** set level of log for cut generation procedure :
-    <ol start=0 >
-    	<li> for none </li>
-    	<li> for log at begin and end of procedure + at some time interval </li>
-    	<li> for log at every cut generated </li>
-    	</ol>
-    	*/
-    void setLogLevel(int level)
-    {
-        handler_->setLogLevel(level);
-    }
-
-    class NoBasisError : public CoinError
-    {
-    public:
-        NoBasisError(): CoinError("No basis available","LandP","") {}
-    };
-
-    class SimplexInterfaceError : public CoinError
-    {
-    public:
-        SimplexInterfaceError(): CoinError("Invalid conversion to simplex interface", "CglLandP","CglLandP") {}
-    };
-    Parameters & parameter()
-    {
-        return params_;
-    }
-private:
-
-
-    void scanExtraCuts(OsiCuts& cs, const double * colsol) const;
-
-    Parameters params_;
-
-    /** Some informations that will be changed by the pivots and that we want to keep*/
-    struct CachedData
-    {
-        CachedData(int nBasics = 0 , int nNonBasics = 0);
-        CachedData(const CachedData & source);
-
-        CachedData& operator=(const CachedData &source);
-        /** Get the data from a problem */
-        void getData(const OsiSolverInterface &si);
-
-        void clean();
-
-        ~CachedData();
-        /** Indices of basic variables in starting basis (ordered if variable basics_[i] s basic in row i)*/
-        int * basics_;
-        /** Indices of non-basic variables */
-        int *nonBasics_;
-        /** number of basics variables */
-        int nBasics_;
-        /** number of non-basics */
-        int nNonBasics_;
-        /** Optimal basis */
-        CoinWarmStartBasis * basis_;
-        /** Stores the value of the solution to cut */
-        double * colsol_;
-        /** Stores the values of the slacks */
-        double * slacks_;
-        /** Stores wheter slacks are integer constrained */
-        bool * integers_;
-        /** Solver before pivots */
-        OsiSolverInterface * solver_;
-    };
-    /** Retrieve sorted integer variables which are fractional in the solution.
-        Return the number of variables.*/
-    int getSortedFractionals(CoinPackedVector &xFrac,
-                             const CachedData & data,
-                             const CglLandP::Parameters& params) const;
-    /** Retrieve sorted integer variables which are fractional in the solution.
-        Return the number of variables.*/
-    void getSortedFractionalIndices(std::vector<int>& indices,
-                                    const CachedData &data,
-                                    const CglLandP::Parameters & params) const;
-    /** Cached informations about problem.*/
-    CachedData cached_;
-    /** message handler */
-    CoinMessageHandler * handler_;
-    /** messages */
-    CoinMessages messages_;
-    /** cut validator */
-    LAP::Validator validator_;
-    /** number of rows in the original problems. */
-    int numrows_;
-    /** number of columns in the original problems. */
-    int numcols_;
-    /** Original lower bounds for the problem (for lifting cuts).*/
-    double * originalColLower_;
-    /** Original upper bounds for the problem (for lifting cuts).*/
-    double * originalColUpper_;
-    /** Flag to say if cuts can be lifted.*/
-    bool canLift_;
-    /** Store some extra cut which could be cheaply generated but do not cut current incumbent.*/
-    OsiCuts extraCuts_;
-};
-void CglLandPUnitTest(OsiSolverInterface *si, const std::string & mpsDir);
-
-#endif
-

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

@@ -1,130 +0,0 @@
-// Copyright (C) 2005-2009, Pierre Bonami and others.  All Rights Reserved.
-// Author:   Pierre Bonami
-//           Tepper School of Business
-//           Carnegie Mellon University, Pittsburgh, PA 15213
-// Date:     11/22/05
-//
-// $Id: CglLandPValidator.hpp 1302 2015-08-14 15:48:32Z stefan $
-//
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-//---------------------------------------------------------------------------
-
-#ifndef CglLandPValidator_H
-#define CglLandPValidator_H
-#include "OsiSolverInterface.hpp"
-#include "CglParam.hpp"
-#include <vector>
-
-/** constants describing rejection codes*/
-//[5] = {"Accepted", "violation too small", "small coefficient too small", "big dynamic","too dense"}
-
-
-namespace LAP
-{
-
-/** Class to validate or reject a cut */
-class Validator
-{
-public:
-    /** Reasons for rejecting a cut */
-    enum RejectionsReasons
-    {
-        NoneAccepted=0 /**Cut was accepted*/,
-        SmallViolation /** Violation of the cut is too small */,
-        SmallCoefficient /** There is a small coefficient we can not get rid off.*/,
-        BigDynamic /** Dynamic of coefficinet is too important. */,
-        DenseCut/**cut is too dense */,
-        EmptyCut/**After cleaning cut has become empty*/,
-        DummyEnd/** dummy*/
-    };
-
-    /** Constructor with default values */
-    Validator(double maxFillIn = 1.,
-              double maxRatio = 1e8,
-              double minViolation = 0,
-              bool scale = false,
-              double rhsScale = 1);
-
-    /** Clean an OsiCut */
-    int cleanCut(OsiRowCut & aCut, const double * solCut,const OsiSolverInterface &si, const CglParam & par,
-                 const double * colLower, const double * colUpper);
-    /** Clean an OsiCut by another method */
-    int cleanCut2(OsiRowCut & aCut, const double * solCut, const OsiSolverInterface &si, const CglParam & par,
-                  const double * colLower, const double * colUpper);
-    /** Call the cut cleaner */
-    int operator()(OsiRowCut & aCut, const double * solCut,const OsiSolverInterface &si, const CglParam & par,
-                   const double * colLower, const double * colUpper)
-    {
-        return cleanCut(aCut, solCut, si, par, colLower, colUpper);
-    }
-    /** @name set functions */
-    /** @{ */
-    void setMaxFillIn(double value)
-    {
-        maxFillIn_ = value;
-    }
-    void setMaxRatio(double value)
-    {
-        maxRatio_ = value;
-    }
-    void setMinViolation(double value)
-    {
-        minViolation_ = value;
-    }
-
-    void setRhsScale(double v)
-    {
-        rhsScale_ = v;
-    }
-    /** @} */
-    /** @name get functions */
-    /** @{ */
-    double getMaxFillIn()
-    {
-        return maxFillIn_;
-    }
-    double getMaxRatio()
-    {
-        return maxRatio_;
-    }
-    double getMinViolation()
-    {
-        return minViolation_;
-    }
-    /** @} */
-
-    const char* failureString(RejectionsReasons code) const
-    {
-        return rejections_[static_cast<int> (code)];
-    }
-    const char* failureString(int code) const
-    {
-        return rejections_[ code];
-    }
-    int numRejected(RejectionsReasons code)const
-    {
-        return numRejected_[static_cast<int> (code)];
-    }
-    int numRejected(int code)const
-    {
-        return numRejected_[ code];
-    }
-private:
-    /** max percentage of given formulation fillIn should be accepted for cut fillin.*/
-    double maxFillIn_;
-    /** max ratio between smallest and biggest coefficient */
-    double maxRatio_;
-    /** minimum violation for accepting a cut */
-    double minViolation_;
-    /** Do we do scaling? */
-    bool scale_;
-    /** Scale of right-hand-side.*/
-    double rhsScale_;
-    /** Strings explaining reason for rejections */
-    static const char* rejections_[DummyEnd];
-    /** Number of cut rejected for each of the reasons.*/
-    std::vector<int> numRejected_;
-};
-
-}/* Ends namespace LAP.*/
-#endif

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

@@ -1,104 +0,0 @@
-// Copyright (C) 2000, International Business Machines
-// Corporation and others.  All Rights Reserved.
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-
-#ifndef CglLiftAndProject_H
-#define CglLiftAndProject_H
-
-#include <string>
-
-#include "CglCutGenerator.hpp"
-
-/** Lift And Project Cut Generator Class */
-class CglLiftAndProject : public CglCutGenerator {
-   friend void CglLiftAndProjectUnitTest(const OsiSolverInterface * siP,
-					const std::string mpdDir );
-
-public:
-  /**@name Generate Cuts */
-  //@{
-  /** Generate lift-and-project cuts for the 
-      model of the solver interface, si. 
-      Insert the generated cuts into OsiCut, cs.
-  */
-  virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
-			    const CglTreeInfo info = CglTreeInfo());
-
-  /** Get the normalization : Either beta=+1 or beta=-1.
-  */
-
-  double getBeta() const {
-    return beta_;
-  }
-
-  /** Set the normalization : Either beta=+1 or beta=-1.
-      Default value is 1.
-  */
-  void setBeta(int oneOrMinusOne){
-    if (oneOrMinusOne==1 || oneOrMinusOne==-1){
-      beta_= static_cast<double>(oneOrMinusOne);
-    }
-    else {
-      throw CoinError("Unallowable value. Beta must be 1 or -1",
-		      "cutGeneration","CglLiftAndProject");
-    }
-  }
-
-  //@}
-
-  /**@name Constructors and destructors */
-  //@{
-  /// Default constructor 
-  CglLiftAndProject ();
- 
-  /// Copy constructor 
-  CglLiftAndProject (
-    const CglLiftAndProject &);
-
-  /// Clone
-  virtual CglCutGenerator * clone() const;
-
-  /// Assignment operator 
-  CglLiftAndProject &
-    operator=(
-    const CglLiftAndProject& rhs);
-  
-  /// Destructor 
-  virtual
-    ~CglLiftAndProject ();
-  /// Create C++ lines to get to current state
-  virtual std::string generateCpp( FILE * fp);
-  //@}
-
-private:
-  
- // Private member methods
-
-  /**@name Private methods */
-  //@{
-
-  //@}
-
-  // Private member data
-
-  /**@name Private member data */
-  //@{
-  /// The normalization is beta_=1 or beta_=-1
-  double beta_;  
-  /// epsilon
-  double epsilon_;  
-  /// 1-epsilon
-  double onetol_;  
-  //@}
-};
-
-//#############################################################################
-/** A function that tests the methods in the CglLiftAndProject class. The
-    only reason for it not to be a member method is that this way it doesn't
-    have to be compiled into the library. And that's a gain, because the
-    library should be compiled with optimization on, but this method should be
-    compiled with debugging. */
-void CglLiftAndProjectUnitTest(const OsiSolverInterface * siP,
-			      const std::string mpdDir );
-  
-#endif