ruby-cbc 0.1.9 → 0.2.1

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

@@ -1,565 +0,0 @@
-// $Id: CglTwomir.hpp 1119 2013-04-06 20:24:18Z stefan $
-// 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 CglTwomir_H
-#define CglTwomir_H
-#include <string>
-
-#include "CglCutGenerator.hpp"
-#include "CoinFactorization.hpp"
-
-typedef struct
-{
-
-  int nz;             /* current length of arrays index[] and coeff[] */
-  int max_nz;         /* max length of arrays index[] and coeff[] */
-  double *coeff;      /* coefficient of each variable in the constraint */
-  int *index;         /* index of the variable (value in 0 ... nrow+ncol) */
-  double rhs;         /* rhs of the constraint */
-  char sense;         /* ?? is it necessary */
-
-} DGG_constraint_t;
-
-typedef struct{
-  int n;
-  DGG_constraint_t **c;
-  int *ctype;
-  double *alpha;
-} DGG_list_t;
-
-/******************** BASIS INFORMATION ADTs **********************************/
-typedef struct{
-  int q_min;
-  int q_max;
-  int t_min;
-  int t_max;
-  int a_max;
-  int max_elements;
-} cutParams;
-
-typedef struct
-{
-  double gomory_threshold; /* factional variable must be this away from int */
-  int ncol,        /* number of columns in LP */
-    nrow,        /* number of constaints in LP */
-    ninteger;    /* number of integer variables in LP */
-
-  int nbasic_col,  /* number of basic columns in the LP */
-    nbasic_row;  /* number of basic rows in the LP */
-
-  /* the following arrays are all of size (ncol+nrow) */
-  int *info;       /* description of each variable (see below) */
-  double *lb;      /* specifies the lower bound (if any) of each variable */
-  double *ub;      /* specifies the upper bound (if any) of each variable */
-  double *x;       /* current solution */
-  double *rc;      /* current reduced cost */
-  double *opt_x;
-
-  cutParams cparams;
-} DGG_data_t;
-
-/* the following macros allow us to decode the info of the DGG_data
-   type. The encoding is as follows,
-   bit 1 : if the variable is basic or not (non-basic).
-   bit 2 : if the variable is integer or or not (rational).
-   bit 3 : if the variable is structural or not (artifical). 
-   bit 4 : if the variable is non-basic and at its upper bound 
-   (else if non-basic at lower bound). */
-
-#define DGG_isBasic(data,idx) ((data->info[idx])&1)
-#define DGG_isInteger(data,idx) ((data->info[idx] >> 1)&1)
-#define DGG_isStructural(data,idx) ((data->info[idx] >> 2)&1)
-#define DGG_isEqualityConstraint(data,idx) ((data->info[idx] >> 3)&1)
-#define DGG_isNonBasicAtUB(data,idx) ((data->info[idx] >> 4)&1)
-#define DGG_isNonBasicAtLB(data,idx) ((data->info[idx] >> 5)&1)
-#define DGG_isConstraintBoundedAbove(data,idx) ((data->info[idx] >> 6)&1)
-#define DGG_isConstraintBoundedBelow(data,idx) ((data->info[idx] >> 7)&1)
-
-#define DGG_setIsBasic(data,idx) ((data->info[idx]) |= 1)
-#define DGG_setIsInteger(data,idx) ((data->info[idx]) |= (1<<1))
-#define DGG_setIsStructural(data,idx) ((data->info[idx]) |= (1<<2))
-#define DGG_setEqualityConstraint(data,idx) ((data->info[idx]) |= (1<<3))
-#define DGG_setIsNonBasicAtUB(data,idx) ((data->info[idx]) |= (1<<4))
-#define DGG_setIsNonBasicAtLB(data,idx) ((data->info[idx]) |= (1<<5))
-#define DGG_setIsConstraintBoundedAbove(data,idx) ((data->info[idx]) |= (1<<6))
-#define DGG_setIsConstraintBoundedBelow(data,idx) ((data->info[idx]) |= (1<<7))
-
-class CoinWarmStartBasis;
-/** Twostep MIR Cut Generator Class */
-class CglTwomir : public CglCutGenerator {
-
-  friend void CglTwomirUnitTest(const OsiSolverInterface * siP,
-					  const std::string mpdDir );
-
-
-public:
-
-  /// Problem name
-  std::string probname_;
-    
-  /**@name Generate Cuts */
-  //@{
-  /** Generate Two step MIR cuts either from the tableau rows or from the
-      formulation rows
-  */
-  virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs, 
-			     const CglTreeInfo info = CglTreeInfo());
-  /// Return true if needs optimal basis to do cuts (will return true)
-  virtual bool needsOptimalBasis() const;
-
-  /**@name Change criterion on which scalings to use (default = 1,1,1,1) */
-  //@{
-  /// Set
-  void setMirScale (int tmin, int tmax) {t_min_ = tmin; t_max_ = tmax;}
-  void setTwomirScale (int qmin, int qmax) {q_min_ = qmin; q_max_ = qmax;}
-  void setAMax (int a) {a_max_ = a;}
-  void setMaxElements (int n) {max_elements_ = n;}
-  void setMaxElementsRoot (int n) {max_elements_root_ = n;}
-  void setCutTypes (bool mir, bool twomir, bool tab, bool form)
-  { do_mir_ = mir; do_2mir_ = twomir; do_tab_ = tab; do_form_ = form;}
-  void setFormulationRows (int n) {form_nrows_ = n;}
-
-  /// Get
-  int getTmin() const {return t_min_;}
-  int getTmax() const {return t_max_;}
-  int getQmin() const {return q_min_;}
-  int getQmax() const {return q_max_;}
-  int getAmax() const {return a_max_;}
-  int getMaxElements() const {return max_elements_;}
-  int getMaxElementsRoot() const {return max_elements_root_;}
-  int getIfMir() const { return do_mir_;}
-  int getIfTwomir() const { return do_2mir_;}
-  int getIfTableau() const { return do_tab_;}
-  int getIfFormulation() const { return do_form_;}
-  //@}
-
-  /**@name Change criterion on which variables to look at.  All ones
-   more than "away" away from integrality will be investigated 
-  (default 0.05) */
-  //@{
-  /// Set away
-  void setAway(double value);
-  /// Get away
-  double getAway() const;
-  /// Set away at root
-  void setAwayAtRoot(double value);
-  /// Get away at root
-  double getAwayAtRoot() const;
-  /// Return maximum length of cut in tree
-  virtual int maximumLengthOfCutInTree() const
-  { return max_elements_;}
-  //@}
-
-  /**@name Change way TwoMir works */
-  //@{
-  /// Pass in a copy of original solver (clone it)
-  void passInOriginalSolver(OsiSolverInterface * solver);
-  /// Returns original solver
-  inline OsiSolverInterface * originalSolver() const
-  { return originalSolver_;}
-  /// Set type - 0 normal, 1 add original matrix one, 2 replace
-  inline void setTwomirType(int type)
-  { twomirType_=type;}
-  /// Return type
-  inline int twomirType() const
-  { return twomirType_;}
-  //@}
-
-  /**@name Constructors and destructors */
-  //@{
-  /// Default constructor 
-  CglTwomir ();
-
-  /// Copy constructor 
-  CglTwomir (const CglTwomir &);
-
-  /// Clone
-  virtual CglCutGenerator * clone() const;
-
-  /// Assignment operator 
-  CglTwomir & operator=(const CglTwomir& rhs);
-  
-  /// Destructor 
-  virtual  ~CglTwomir ();
-  /// Create C++ lines to get to current state
-  virtual std::string generateCpp( FILE * fp);
-  /// This can be used to refresh any inforamtion
-  virtual void refreshSolver(OsiSolverInterface * solver);
-  //@}
-      
-private:
-  // Private member data
-  /**@name Private member data */
-  //@{
-  /// Threadsafe random number generator
-  CoinThreadRandom randomNumberGenerator_;
-  /// Original solver
-  OsiSolverInterface * originalSolver_;
-  /// Only investigate if more than this away from integrality
-  double away_;
-  /// Only investigate if more than this away from integrality (at root)
-  double awayAtRoot_;
-  /// Type - 0 normal, 1 add original matrix one, 2 replace
-  int twomirType_;
-  bool do_mir_;
-  bool do_2mir_;
-  bool do_tab_;
-  bool do_form_;
-
-  int t_min_;  /// t_min - first value of t to use for tMIR inequalities
-  int t_max_;  /// t_max - last value of t to use for tMIR inequalities
-  int q_min_;  /// q_min - first value of t to use for 2-Step tMIR inequalities
-  int q_max_;  /// q_max - last value of t to use for 2-Step tMIR inequalities
-  int a_max_;  /// a_max - maximum value of bhat/alpha
-  int max_elements_; /// Maximum number of elements in cut
-  int max_elements_root_; /// Maximum number of elements in cut at root
-  int form_nrows_; //number of rows on which formulation cuts will be generated
-  //@}
-};
-
-//#############################################################################
-
-/*
-#include <stdlib.h>
-#include <stdio.h>
-#include <stdarg.h>
-#include <math.h>
-#include <float.h>
-#include <cassert>
-#include <iostream.h>
-*/
-
-/******************** DEBUG DEFINITIONS ***************************************/
-
-#define DGG_DEBUG_DGG 1
-#define DGG_TRACE_ERRORS 0
-#define DGG_DISPLAY   0
-#define DGG_AUTO_CHECK_CUT_OFF_OPTIMAL 1
-
-/******************** CONFIGURATION DEFAULTS **********************************/
-
-#define DGG_DEFAULT_METHOD 2
-#define DGG_DEFAULT_TMIN 1
-#define DGG_DEFAULT_TMAX 1
-#define DGG_DEFAULT_TAUMIN 2
-#define DGG_DEFAULT_TAUMAX 6
-#define DGG_DEFAULT_MAX_CUTS 500
-#define DGG_DEFAULT_IMPROVEMENT_THRESH 0.001
-#define DGG_DEFAULT_NBELOW_THRESH INT_MAX 
-#define DGG_DEFAULT_NROOT_ROUNDS 2
-#define DGG_DEFAULT_NEGATIVE_SCALED_TWOSTEPS 0
-#define DGG_DEFAULT_ALPHA_RULE 0
-#define DGG_DEFAULT_CUT_INC 250
-#define DGG_DEFAULT_CUT_FORM 0
-#define DGG_DEFAULT_NICEFY 0
-#define DGG_DEFAULT_ONLY_DELAYED 0
-#define DGG_DEFAULT_DELAYED_FREQ 9999999 
-#define DGG_DEFAULT_LPROWS_FREQ 9999999
-#define DGG_DEFAULT_WHICH_FORMULATION_CUTS 2
-
-/******************** SOLVER CONFIGURATION DEFINITIONS ************************/
-
-#define DGG_OSI 0
-#define DGG_CPX 1
-#define DGG_QSO 2
-
-/* determines the solver to be used */
-#define DGG_SOLVER DGG_OSI
-
-/* adds checking routines to make sure solver works as expected */
-#define DGG_DEBUG_SOLVER 0
-
-/* turn off screen output from solver */
-#define DGG_SOLVER_SCREEN_FLAG 0
-
-/******************** CUT DEFINITIONS *****************************************/
-
-/* internal names for cut types */
-#define DGG_TMIR_CUT 1
-#define DGG_2STEP_CUT 2
-
-/* internal names for alpha-selection rules */
-#define DGG_ALPHA_MIN_SUM 0
-#define DGG_ALPHA_RANDOM_01 1
-#define DGG_ALPHA_RANDOM_COEFF 2
-#define DGG_ALPHA_ALL 3
-#define DGG_ALPHA_MAX_STEEP 5
-
-/******************** PRECISION & NUMERICAL ISSUES DEFINITIONS ****************/
-
-/* how steep a cut must be before adding it to the lp */
-#define DGG_MIN_STEEPNESS 1.0e-4
-#define DGG_MAX_L2NORM 1.0e7
-
-/* 0 = min steepness, 1 = max norm */
-#define DGG_NORM_CRITERIA 1
-
-/* internal representation of +infinity */
-#define UB_MAX DBL_MAX
-
-/* used to define how fractional a basic-integer variable must be
-   before choosing to use it to generate a TMIR cut on.
-   OSI's default is 1.0e-7 */
-#define DGG_GOMORY_THRESH 0.005
-
-#define DGG_RHS_THRESH 0.005
-
-/* used for comparing variables to their upper bounds.
-   OSI's default is 1.0e-7.
-   We set it to 1.0e6 because e-7 seems too sensitive. 
-   In fact, with e-7 the problem dsbmip.mps complains. */
-#define DGG_BOUND_THRESH 1.0e-6
-
-/* used for comparing the lhs (activity) value of a tableau row
-   with the rhs. This is only used for debugging purposes. */
-#define DGG_EQUALITY_THRESH 1.0e-5
-
-/* used for comparing a variable's lower bound to 0.0
-   and determining if we need to shift the variable    */
-#define DGG_SHIFT_THRESH 1.0e-6
-
-/* used for determing how far from an integer is still an integer.
-   This value is used for comparing coefficients to integers.
-   OSI's default is 1.0e-10.                               */
-#define DGG_INTEGRALITY_THRESH 1.0e-10
-
-/* the min value that a coeff can have in the tableau row
-   before being set to zero. */
-#define CBC_CHECK_CUT
-#ifndef CBC_CHECK_CUT
-#define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-8
-#else
-#define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-12
-#endif
-
-/* smallest value rho is allowed to have for a simple 2-step MIR
-   (ie: not an extended two-step MIR) */
-#define DGG_MIN_RHO 1.0e-7
-#define DGG_MIN_ALPHA 1.0e-7
-
-/* when a slack is null: used to check if a cut is satisfied or not. */
-#define DGG_NULL_SLACK 1.0e-5
-
-/* nicefy constants */
-#define DGG_NICEFY_MIN_ABSVALUE 1.0e-13
-#define DGG_NICEFY_MIN_FIX 1.0e-7
-#define DGG_NICEFY_MAX_PADDING 1.0e-6
-#define DGG_NICEFY_MAX_RATIO 1.0e9
-
-
-/******************** ERROR-CATCHING MACROS ***********************************/
-#if DGG_TRACE_ERRORS > 0
-
-#define __DGG_PRINT_LOC__(F) fprintf(((F==0)?stdout:F), " in %s (%s:%d)\n", __func__, __FILE__, __LINE__)
-
-#define DGG_THROW(A,REST...) {\
- fprintf(stdout, ##REST); \
- __DGG_PRINT_LOC__(stdout); \
- return (A);}
-
-#define DGG_IF_EXIT(A,B,REST...) {\
- if(A) {\
- fprintf(stdout, ##REST); \
- __DGG_PRINT_LOC__(stdout); \
- exit(B);}}
-
-#define DGG_CHECKRVAL(A,B) {\
- if(A) {\
-   __DGG_PRINT_LOC__(stdout); \
-   return B; } }
-
-#define DGG_CHECKRVAL1(A,B) {\
- if(A) {\
-   __DGG_PRINT_LOC__(stdout); \
-   rval = B; goto CLEANUP; } }
-
-#define DGG_WARNING(A, REST...) {\
-  if(A) {\
-	  fprintf(stdout, ##REST); \
-		__DGG_PRINT_LOC__(stdout); \
-		}}
-
-#define DGG_TEST(A,B,REST...) {\
- if(A) DGG_THROW(B,##REST) }
-
-#define DGG_TEST2(A,B,C,REST)   {DGG_TEST(A,B,C,REST) }
-#define DGG_TEST3(A,B,C,D,REST) {DGG_TEST(A,B,C,D,REST) }
-
-#else
-
-#define DGG_IF_EXIT(A,B,REST) {if(A) {fprintf(stdout, REST);exit(B);}}
-
-#define DGG_THROW(A,B) return(A)
-
-#define DGG_CHECKRVAL(A,B) {  if(A) return(B); }
-#define DGG_CHECKRVAL1(A,B){ if(A) { rval = B; goto CLEANUP; } }
-
-#define DGG_TEST(A,B,REST) { if(A) return(B);}
-#define DGG_TEST2(A,B,REST,C) { DGG_TEST(A,B,REST) }
-#define DGG_TEST3(A,B,REST,C,D) { DGG_TEST(A,B,REST) }
-
-#endif
-
-/******************** SIMPLE MACROS AND FUNCTIONS *****************************/
-
-#define DGG_MIN(a,b) ( (a<b)?a:b )
-#define DGG_MAX(a,b) ( (a>b)?a:b )
-#define KREM(vht,alpha,tau)  (DGG_MIN( ceil(vht / alpha), tau ) - 1)
-#define LMIN(vht, d, bht) (DGG_MIN( floor(d*bht/bht), d))
-#define ABOV(v) (v - floor(v))
-#define QINT(vht,bht,tau) ( (int)floor( (vht*(tau-1))/bht ) )
-#define V2I(bht,tau,i) ( ((i+1)*bht / tau) )
-
-int DGG_is_even(double vht, double bht, int tau, int q);
-double frac_part(double value);
-int DGG_is_a_multiple_of_b(double a, double b);
-
-
-/* free function for DGG_data_t. Frees internal arrays and data structure */
-int DGG_freeData( DGG_data_t *data );
-
-/******************** CONSTRAINT ADTs *****************************************/
-DGG_constraint_t* DGG_newConstraint(int max_arrays);
-void DGG_freeConstraint(DGG_constraint_t *c);
-DGG_constraint_t *DGG_copyConstraint(DGG_constraint_t *c);
-void DGG_scaleConstraint(DGG_constraint_t *c, int t);
-
-/******************** CONFIGURATION *******************************************/
-void DGG_list_init (DGG_list_t *l);
-int DGG_list_addcut (DGG_list_t *l, DGG_constraint_t *cut, int ctype, double alpha);
-void DGG_list_delcut (DGG_list_t *l, int i);
-void DGG_list_free(DGG_list_t *l);
-
-/******************* SOLVER SPECIFIC METHODS **********************************/
-DGG_data_t *DGG_getData(const void *solver_ptr);
-
-/******************* CONSTRAINT MANIPULATION **********************************/
-
-/* DGG_transformConstraint: manipulates a constraint in the following way: 
-
-packs everything in output
-
-1 - variables at their upper bounds are substituted for their 
-complements. This is done by adjusting the coefficients and 
-the right hand side (simple substitution). 
-
-2 - variables with non-zero lower bounds are shifted.            */
-
-int DGG_transformConstraint( DGG_data_t *data,
-                             double **x_out, 
-			     double **rc_out,
-                             char **isint_out,
-                             DGG_constraint_t *constraint );
-
-/* DGG_unTransformConstraint : 
-
-1 - Undoes step (1) of DGG_transformConstraint 
-2 - Undoes step (2) of DGG_transformConstraint                  */
- 
-int DGG_unTransformConstraint( DGG_data_t *data, 
-                               DGG_constraint_t *constraint );
-
-/* substitutes each slack variable by the structural variables which 
-   define it. This function, hence, changes the constraint 'cut'.    */
-
-int DGG_substituteSlacks( const void *solver_ptr, 
-                          DGG_data_t *data, 
-                          DGG_constraint_t *cut );
-
-int DGG_nicefyConstraint( const void *solver_ptr, 
-                          DGG_data_t *data,
-			  DGG_constraint_t *cut);
-
-/******************* CUT GENERATION *******************************************/
-int DGG_getFormulaConstraint( int row_idx,  
-                              const void *solver_ptr,   
-			      DGG_data_t *data, 
-                              DGG_constraint_t* row );
-
-int DGG_getTableauConstraint( int index, 
-                              const void *solver_ptr, 
-                              DGG_data_t *data, 
-                              DGG_constraint_t* tabrow,
-                              const int * colIsBasic,
-                              const int * rowIsBasic,
-                              CoinFactorization & factorization,
-                              int mode );
-
-DGG_constraint_t* DGG_getSlackExpression(const void *solver_ptr, DGG_data_t* data, int row_index);
-
-  int DGG_generateTabRowCuts( DGG_list_t *list,
-			      DGG_data_t *data,
-			      const void *solver_ptr );
-
-  int DGG_generateFormulationCuts( DGG_list_t *list,
-				   DGG_data_t *data,
-				   const void *solver_ptr,
-				   int nrows,
-				   CoinThreadRandom & generator);
-
-
-  int DGG_generateFormulationCutsFromBase( DGG_constraint_t *base,
-					   double slack,
-					   DGG_list_t *list,
-					   DGG_data_t *data,
-					   const void *solver_ptr,
-					   CoinThreadRandom & generator);
-
-  int DGG_generateCutsFromBase( DGG_constraint_t *base,
-				DGG_list_t *list,
-				DGG_data_t *data,
-				const void *solver_ptr );
-
-int DGG_buildMir( char *isint,
-                  DGG_constraint_t *base,
-                  DGG_constraint_t **cut_out );
-
-int DGG_build2step( double alpha,
-                    char *isint,
-                    DGG_constraint_t *base,
-                    DGG_constraint_t **cut_out );
-
-  int DGG_addMirToList   ( DGG_constraint_t *base,
-			   char *isint,
-			   double *x,
-			   DGG_list_t *list,
-			   DGG_data_t *data,
-			   DGG_constraint_t *orig_base );
-
-  int DGG_add2stepToList ( DGG_constraint_t *base,
-			   char *isint,
-			   double *x,
-			   double *rc,
-			   DGG_list_t *list,
-			   DGG_data_t *data,
-			   DGG_constraint_t *orig_base );
-
-/******************* CUT INFORMATION ******************************************/
-
-double DGG_cutLHS(DGG_constraint_t *c, double *x);
-int DGG_isCutDesirable(DGG_constraint_t *c, DGG_data_t *d);
-
-/******************* TEST / DEBUGGING ROUTINES ********************************/
-
-int DGG_isConstraintViolated(DGG_data_t *d, DGG_constraint_t *c);
-
-int DGG_isBaseTrivial(DGG_data_t *d, DGG_constraint_t* c);
-int DGG_is2stepValid(double alpha, double bht);
-
-int DGG_cutsOffPoint(double *x, DGG_constraint_t *cut);
-
-//#############################################################################
-/** A function that tests the methods in the CglTwomir 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 CglTwomirUnitTest(const OsiSolverInterface * siP,
-		       const std::string mpdDir);
-
-
-#endif
-
-