ruby-cbc 0.1.9 → 0.2.1

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

@@ -1,534 +0,0 @@
-// Copyright (C) 2006, International Business Machines
-// Corporation and others.  All Rights Reserved.
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-
-#ifndef OsiChooseVariable_H
-#define OsiChooseVariable_H
-
-#include <string>
-#include <vector>
-
-#include "CoinWarmStartBasis.hpp"
-#include "OsiBranchingObject.hpp"
-
-class OsiSolverInterface;
-class OsiHotInfo;
-
-/** This class chooses a variable to branch on
-
-    The base class just chooses the variable and direction without strong branching but it 
-    has information which would normally be used by strong branching e.g. to re-enter
-    having fixed a variable but using same candidates for strong branching.
-
-    The flow is :
-    a) initialize the process.  This decides on strong branching list
-       and stores indices of all infeasible objects  
-    b) do strong branching on list.  If list is empty then just
-       choose one candidate and return without strong branching.  If not empty then
-       go through list and return best.  However we may find that the node is infeasible
-       or that we can fix a variable.  If so we return and it is up to user to call
-       again (after fixing a variable).
-*/
-
-class OsiChooseVariable  {
- 
-public:
-    
-  /// Default Constructor 
-  OsiChooseVariable ();
-
-  /// Constructor from solver (so we can set up arrays etc)
-  OsiChooseVariable (const OsiSolverInterface * solver);
-
-  /// Copy constructor 
-  OsiChooseVariable (const OsiChooseVariable &);
-   
-  /// Assignment operator 
-  OsiChooseVariable & operator= (const OsiChooseVariable& rhs);
-
-  /// Clone
-  virtual OsiChooseVariable * clone() const;
-
-  /// Destructor 
-  virtual ~OsiChooseVariable ();
-
-  /** Sets up strong list and clears all if initialize is true.
-      Returns number of infeasibilities. 
-      If returns -1 then has worked out node is infeasible!
-  */
-  virtual int setupList ( OsiBranchingInformation *info, bool initialize);
-  /** Choose a variable
-      Returns - 
-     -1 Node is infeasible
-     0  Normal termination - we have a candidate
-     1  All looks satisfied - no candidate
-     2  We can change the bound on a variable - but we also have a strong branching candidate
-     3  We can change the bound on a variable - but we have a non-strong branching candidate
-     4  We can change the bound on a variable - no other candidates
-     We can pick up branch from bestObjectIndex() and bestWhichWay()
-     We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay()
-     If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
-     If fixVariables is true then 2,3,4 are all really same as problem changed
-  */
-  virtual int chooseVariable( OsiSolverInterface * solver, OsiBranchingInformation *info, bool fixVariables);
-  /// Returns true if solution looks feasible against given objects
-  virtual bool feasibleSolution(const OsiBranchingInformation * info,
-			const double * solution,
-			int numberObjects,
-			const OsiObject ** objects);
-  /// Saves a good solution
-  void saveSolution(const OsiSolverInterface * solver);
-  /// Clears out good solution after use
-  void clearGoodSolution();
-  /// Given a candidate fill in useful information e.g. estimates
-  virtual void updateInformation( const OsiBranchingInformation *info,
-				  int branch, OsiHotInfo * hotInfo);
-#if 1
-  /// Given a branch fill in useful information e.g. estimates
-  virtual void updateInformation( int whichObject, int branch, 
-				  double changeInObjective, double changeInValue,
-				  int status);
-#endif
-  /// Objective value for feasible solution
-  inline double goodObjectiveValue() const
-  { return goodObjectiveValue_;}
-  /// Estimate of up change or change on chosen if n-way
-  inline double upChange() const
-  { return upChange_;}
-  /// Estimate of down change or max change on other possibilities if n-way
-  inline double downChange() const
-  { return downChange_;}
-  /// Good solution - deleted by finalize
-  inline const double * goodSolution() const
-  { return goodSolution_;}
-  /// Index of chosen object
-  inline int bestObjectIndex() const
-  { return bestObjectIndex_;}
-  /// Set index of chosen object
-  inline void setBestObjectIndex(int value)
-  { bestObjectIndex_ = value;}
-  /// Preferred way of chosen object
-  inline int bestWhichWay() const
-  { return bestWhichWay_;}
-  /// Set preferred way of chosen object
-  inline void setBestWhichWay(int value)
-  { bestWhichWay_ = value;}
-  /// Index of forced object
-  inline int firstForcedObjectIndex() const
-  { return firstForcedObjectIndex_;}
-  /// Set index of forced object
-  inline void setFirstForcedObjectIndex(int value)
-  { firstForcedObjectIndex_ = value;}
-  /// Preferred way of forced object
-  inline int firstForcedWhichWay() const
-  { return firstForcedWhichWay_;}
-  /// Set preferred way of forced object
-  inline void setFirstForcedWhichWay(int value)
-  { firstForcedWhichWay_ = value;}
-  /// Get the number of objects unsatisfied at this node - accurate on first pass
-  inline int numberUnsatisfied() const
-  {return numberUnsatisfied_;}
-  /// Number of objects to choose for strong branching
-  inline int numberStrong() const
-  { return numberStrong_;}
-  /// Set number of objects to choose for strong branching
-  inline void setNumberStrong(int value)
-  { numberStrong_ = value;}
-  /// Number left on strong list
-  inline int numberOnList() const
-  { return numberOnList_;}
-  /// Number of strong branches actually done 
-  inline int numberStrongDone() const
-  { return numberStrongDone_;}
-  /// Number of strong iterations actually done 
-  inline int numberStrongIterations() const
-  { return numberStrongIterations_;}
-  /// Number of strong branches which changed bounds 
-  inline int numberStrongFixed() const
-  { return numberStrongFixed_;}
-  /// List of candidates
-  inline const int * candidates() const
-  { return list_;}
-  /// Trust results from strong branching for changing bounds
-  inline bool trustStrongForBound() const
-  { return trustStrongForBound_;}
-  /// Set trust results from strong branching for changing bounds
-  inline void setTrustStrongForBound(bool yesNo)
-  { trustStrongForBound_ = yesNo;}
-  /// Trust results from strong branching for valid solution
-  inline bool trustStrongForSolution() const
-  { return trustStrongForSolution_;}
-  /// Set trust results from strong branching for valid solution
-  inline void setTrustStrongForSolution(bool yesNo)
-  { trustStrongForSolution_ = yesNo;}
-  /// Set solver and redo arrays
-  void setSolver (const OsiSolverInterface * solver);
-  /** Return status - 
-     -1 Node is infeasible
-     0  Normal termination - we have a candidate
-     1  All looks satisfied - no candidate
-     2  We can change the bound on a variable - but we also have a strong branching candidate
-     3  We can change the bound on a variable - but we have a non-strong branching candidate
-     4  We can change the bound on a variable - no other candidates
-     We can pick up branch from bestObjectIndex() and bestWhichWay()
-     We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay()
-     If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
-  */
-  inline int status() const
-  { return status_;}
-  inline void setStatus(int value)
-  { status_ = value;}
-
-
-protected:
-  // Data
-  /// Objective value for feasible solution
-  double goodObjectiveValue_;
-  /// Estimate of up change or change on chosen if n-way
-  double upChange_;
-  /// Estimate of down change or max change on other possibilities if n-way
-  double downChange_;
-  /// Good solution - deleted by finalize
-  double * goodSolution_;
-  /// List of candidates
-  int * list_;
-  /// Useful array (for sorting etc)
-  double * useful_;
-  /// Pointer to solver
-  const OsiSolverInterface * solver_;
-  /* Status -
-     -1 Node is infeasible
-     0  Normal termination - we have a candidate
-     1  All looks satisfied - no candidate
-     2  We can change the bound on a variable - but we also have a strong branching candidate
-     3  We can change the bound on a variable - but we have a non-strong branching candidate
-     4  We can change the bound on a variable - no other candidates
-  */
-  int status_;
-  /// Index of chosen object
-  int bestObjectIndex_;
-  /// Preferred way of chosen object
-  int bestWhichWay_;
-  /// Index of forced object
-  int firstForcedObjectIndex_;
-  /// Preferred way of forced object
-  int firstForcedWhichWay_;
-  /// The number of objects unsatisfied at this node.
-  int numberUnsatisfied_;
-  /// Number of objects to choose for strong branching
-  int numberStrong_;
-  /// Number left on strong list
-  int numberOnList_;
-  /// Number of strong branches actually done 
-  int numberStrongDone_;
-  /// Number of strong iterations actually done 
-  int numberStrongIterations_;
-  /// Number of bound changes due to strong branching
-  int numberStrongFixed_;
-  /// List of unsatisfied objects - first numberOnList_ for strong branching
-  /// Trust results from strong branching for changing bounds
-  bool trustStrongForBound_;
-  /// Trust results from strong branching for valid solution
-  bool trustStrongForSolution_;
-};
-
-/** This class is the placeholder for the pseudocosts used by OsiChooseStrong.
-    It can also be used by any other pseudocost based strong branching
-    algorithm.
-*/
-
-class OsiPseudoCosts {
-protected:
-   // Data
-  /// Total of all changes up
-  double * upTotalChange_;
-  /// Total of all changes down
-  double * downTotalChange_;
-  /// Number of times up
-  int * upNumber_;
-  /// Number of times down
-  int * downNumber_;
-  /// Number of objects (could be found from solver)
-  int numberObjects_;
-  /// Number before we trust
-  int numberBeforeTrusted_;
-
-private:
-  void gutsOfDelete();
-  void gutsOfCopy(const OsiPseudoCosts& rhs);
-
-public:
-  OsiPseudoCosts();
-  virtual ~OsiPseudoCosts();
-  OsiPseudoCosts(const OsiPseudoCosts& rhs);
-  OsiPseudoCosts& operator=(const OsiPseudoCosts& rhs);
-
-  /// Number of times before trusted
-  inline int numberBeforeTrusted() const
-  { return numberBeforeTrusted_; }
-  /// Set number of times before trusted
-  inline void setNumberBeforeTrusted(int value)
-  { numberBeforeTrusted_ = value; }
-  /// Initialize the pseudocosts with n entries
-  void initialize(int n);
-  /// Give the number of objects for which pseudo costs are stored
-  inline int numberObjects() const
-  { return numberObjects_; }
-
-  /** @name Accessor methods to pseudo costs data */
-  //@{
-  inline double* upTotalChange()               { return upTotalChange_; }
-  inline const double* upTotalChange() const   { return upTotalChange_; }
-
-  inline double* downTotalChange()             { return downTotalChange_; }
-  inline const double* downTotalChange() const { return downTotalChange_; }
-
-  inline int* upNumber()                       { return upNumber_; }
-  inline const int* upNumber() const           { return upNumber_; }
-
-  inline int* downNumber()                     { return downNumber_; }
-  inline const int* downNumber() const         { return downNumber_; }
-  //@}
-
-  /// Given a candidate fill in useful information e.g. estimates
-  virtual void updateInformation(const OsiBranchingInformation *info,
-				  int branch, OsiHotInfo * hotInfo);
-#if 1 
-  /// Given a branch fill in useful information e.g. estimates
-  virtual void updateInformation( int whichObject, int branch, 
-				  double changeInObjective, double changeInValue,
-				  int status);
-#endif
-};
-
-/** This class chooses a variable to branch on
-
-    This chooses the variable and direction with reliability strong branching.
-
-    The flow is :
-    a) initialize the process.  This decides on strong branching list
-       and stores indices of all infeasible objects  
-    b) do strong branching on list.  If list is empty then just
-       choose one candidate and return without strong branching.  If not empty then
-       go through list and return best.  However we may find that the node is infeasible
-       or that we can fix a variable.  If so we return and it is up to user to call
-       again (after fixing a variable).
-*/
-
-class OsiChooseStrong  : public OsiChooseVariable {
- 
-public:
-    
-  /// Default Constructor 
-  OsiChooseStrong ();
-
-  /// Constructor from solver (so we can set up arrays etc)
-  OsiChooseStrong (const OsiSolverInterface * solver);
-
-  /// Copy constructor 
-  OsiChooseStrong (const OsiChooseStrong &);
-   
-  /// Assignment operator 
-  OsiChooseStrong & operator= (const OsiChooseStrong& rhs);
-
-  /// Clone
-  virtual OsiChooseVariable * clone() const;
-
-  /// Destructor 
-  virtual ~OsiChooseStrong ();
-
-  /** Sets up strong list and clears all if initialize is true.
-      Returns number of infeasibilities. 
-      If returns -1 then has worked out node is infeasible!
-  */
-  virtual int setupList ( OsiBranchingInformation *info, bool initialize);
-  /** Choose a variable
-      Returns - 
-     -1 Node is infeasible
-     0  Normal termination - we have a candidate
-     1  All looks satisfied - no candidate
-     2  We can change the bound on a variable - but we also have a strong branching candidate
-     3  We can change the bound on a variable - but we have a non-strong branching candidate
-     4  We can change the bound on a variable - no other candidates
-     We can pick up branch from bestObjectIndex() and bestWhichWay()
-     We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay()
-     If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
-     If fixVariables is true then 2,3,4 are all really same as problem changed
-  */
-  virtual int chooseVariable( OsiSolverInterface * solver, OsiBranchingInformation *info, bool fixVariables);
-
-  /** Pseudo Shadow Price mode
-      0 - off
-      1 - use if no strong info
-      2 - use if strong not trusted
-      3 - use even if trusted
-  */
-  inline int shadowPriceMode() const
-  { return shadowPriceMode_;}
-  /// Set Shadow price mode
-  inline void setShadowPriceMode(int value)
-  { shadowPriceMode_ = value;}
-
-  /** Accessor method to pseudo cost object*/
-  const OsiPseudoCosts& pseudoCosts() const
-  { return pseudoCosts_; }
-
-  /** Accessor method to pseudo cost object*/
-  OsiPseudoCosts& pseudoCosts()
-  { return pseudoCosts_; }
-
-  /** A feww pass-through methods to access members of pseudoCosts_ as if they
-      were members of OsiChooseStrong object */
-  inline int numberBeforeTrusted() const {
-    return pseudoCosts_.numberBeforeTrusted(); }
-  inline void setNumberBeforeTrusted(int value) {
-    pseudoCosts_.setNumberBeforeTrusted(value); }
-  inline int numberObjects() const {
-    return pseudoCosts_.numberObjects(); }
-
-protected:
-
-  /**  This is a utility function which does strong branching on
-       a list of objects and stores the results in OsiHotInfo.objects.
-       On entry the object sequence is stored in the OsiHotInfo object
-       and maybe more.
-       It returns -
-       -1 - one branch was infeasible both ways
-       0 - all inspected - nothing can be fixed
-       1 - all inspected - some can be fixed (returnCriterion==0)
-       2 - may be returning early - one can be fixed (last one done) (returnCriterion==1) 
-       3 - returning because max time
-       
-  */
-  int doStrongBranching( OsiSolverInterface * solver, 
-			 OsiBranchingInformation *info,
-			 int numberToDo, int returnCriterion);
-
-  /** Clear out the results array */
-  void resetResults(int num);
-
-protected:
-  /** Pseudo Shadow Price mode
-      0 - off
-      1 - use and multiply by strong info
-      2 - use 
-  */
-  int shadowPriceMode_;
-
-  /** The pseudo costs for the chooser */
-  OsiPseudoCosts pseudoCosts_;
-
-  /** The results of the strong branching done on the candidates where the
-      pseudocosts were not sufficient */
-  OsiHotInfo* results_;
-  /** The number of OsiHotInfo objetcs that contain information */
-  int numResults_;
-};
-
-/** This class contains the result of strong branching on a variable
-    When created it stores enough information for strong branching
-*/
-
-class OsiHotInfo  {
- 
-public:
-    
-  /// Default Constructor 
-  OsiHotInfo ();
-
-  /// Constructor from useful information
-  OsiHotInfo ( OsiSolverInterface * solver, 
-	       const OsiBranchingInformation *info,
-	       const OsiObject * const * objects,
-	       int whichObject);
-
-  /// Copy constructor 
-  OsiHotInfo (const OsiHotInfo &);
-   
-  /// Assignment operator 
-  OsiHotInfo & operator= (const OsiHotInfo& rhs);
-
-  /// Clone
-  virtual OsiHotInfo * clone() const;
-
-  /// Destructor 
-  virtual ~OsiHotInfo ();
-
-  /** Fill in useful information after strong branch.
-      Return status
-  */
-  int updateInformation( const OsiSolverInterface * solver, const OsiBranchingInformation * info,
-			 OsiChooseVariable * choose);
-  /// Original objective value
-  inline double originalObjectiveValue() const
-  { return originalObjectiveValue_;}
-  /// Up change  - invalid if n-way
-  inline double upChange() const
-  { assert (branchingObject_->numberBranches()==2); return changes_[1];}
-  /// Down change  - invalid if n-way
-  inline double downChange() const
-  { assert (branchingObject_->numberBranches()==2); return changes_[0];}
-  /// Set up change  - invalid if n-way
-  inline void setUpChange(double value)
-  { assert (branchingObject_->numberBranches()==2); changes_[1] = value;}
-  /// Set down change  - invalid if n-way
-  inline void setDownChange(double value)
-  { assert (branchingObject_->numberBranches()==2); changes_[0] = value;}
-  /// Change on way k
-  inline double change(int k) const
-  { return changes_[k];}
-
-  /// Up iteration count  - invalid if n-way
-  inline int upIterationCount() const
-  { assert (branchingObject_->numberBranches()==2); return iterationCounts_[1];}
-  /// Down iteration count  - invalid if n-way
-  inline int downIterationCount() const
-  { assert (branchingObject_->numberBranches()==2); return iterationCounts_[0];}
-  /// Iteration count on way k
-  inline int iterationCount(int k) const
-  { return iterationCounts_[k];}
-
-  /// Up status  - invalid if n-way
-  inline int upStatus() const
-  { assert (branchingObject_->numberBranches()==2); return statuses_[1];}
-  /// Down status  - invalid if n-way
-  inline int downStatus() const
-  { assert (branchingObject_->numberBranches()==2); return statuses_[0];}
-  /// Set up status  - invalid if n-way
-  inline void setUpStatus(int value)
-  { assert (branchingObject_->numberBranches()==2); statuses_[1] = value;}
-  /// Set down status  - invalid if n-way
-  inline void setDownStatus(int value)
-  { assert (branchingObject_->numberBranches()==2); statuses_[0] = value;}
-  /// Status on way k
-  inline int status(int k) const
-  { return statuses_[k];}
-  /// Branching object
-  inline OsiBranchingObject * branchingObject() const
-  { return branchingObject_;}
-  inline int whichObject() const
-  { return whichObject_;}
-
-protected:
-  // Data
-  /// Original objective value
-  double originalObjectiveValue_;
-    /// Objective changes
-  double * changes_;
-  /// Iteration counts
-  int * iterationCounts_;
-  /** Status
-      -1 - not done
-      0 - feasible and finished
-      1 -  infeasible
-      2 - not finished
-  */
-  int * statuses_;
-  /// Branching object
-  OsiBranchingObject * branchingObject_;
-  /// Which object on list
-  int whichObject_;
-};
-
-
-#endif