ruby-cbc 0.1.9

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

@@ -0,0 +1,280 @@
+/* $Id: CbcHeuristicGreedy.hpp 1585 2011-01-11 19:04:34Z forrest $ */
+// 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 CbcHeuristicGreedy_H
+#define CbcHeuristicGreedy_H
+
+#include "CbcHeuristic.hpp"
+/** Greedy heuristic classes
+ */
+
+class CbcHeuristicGreedyCover : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicGreedyCover ();
+
+    /* Constructor with model - assumed before cuts
+       Initial version does not do Lps
+    */
+    CbcHeuristicGreedyCover (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicGreedyCover ( const CbcHeuristicGreedyCover &);
+
+    // Destructor
+    ~CbcHeuristicGreedyCover ();
+
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+    /// Assignment operator
+    CbcHeuristicGreedyCover & operator=(const CbcHeuristicGreedyCover& rhs);
+    /// Create C++ lines to get to current state
+    virtual void generateCpp( FILE * fp) ;
+
+    /// 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.
+        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);
+    /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
+    virtual void validate() ;
+    /// Resets stuff if model changes
+    virtual void resetModel(CbcModel * model);
+    /* Algorithm
+       0 - use current upper bounds
+       1 - use original upper bounds
+       If 10 added perturb ratios more
+       if 100 added round up all >=0.5
+    */
+    inline int algorithm() const {
+        return algorithm_;
+    }
+    inline void setAlgorithm(int value) {
+        algorithm_ = value;
+    }
+    // Only do this many times
+    inline int numberTimes() const {
+        return numberTimes_;
+    }
+    inline void setNumberTimes(int value) {
+        numberTimes_ = value;
+    }
+
+protected:
+    /// Guts of constructor from a CbcModel
+    void gutsOfConstructor(CbcModel * model);
+    // Data
+
+    // Original matrix by column
+    CoinPackedMatrix matrix_;
+    // original number of rows
+    int originalNumberRows_;
+    /* Algorithm
+       0 - use current upper bounds
+       1 - use original upper bounds
+       If 10 added perturb ratios more
+    */
+    int algorithm_;
+    /// Do this many times
+    int numberTimes_;
+
+};
+
+
+class CbcHeuristicGreedyEquality : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicGreedyEquality ();
+
+    /* Constructor with model - assumed before cuts
+       Initial version does not do Lps
+    */
+    CbcHeuristicGreedyEquality (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicGreedyEquality ( const CbcHeuristicGreedyEquality &);
+
+    // Destructor
+    ~CbcHeuristicGreedyEquality ();
+
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+    /// Assignment operator
+    CbcHeuristicGreedyEquality & operator=(const CbcHeuristicGreedyEquality& rhs);
+    /// Create C++ lines to get to current state
+    virtual void generateCpp( FILE * fp) ;
+
+    /// 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.
+        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);
+    /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
+    virtual void validate() ;
+    /// Resets stuff if model changes
+    virtual void resetModel(CbcModel * model);
+    /* Algorithm
+       0 - use current upper bounds
+       1 - use original upper bounds
+       If 10 added perturb ratios more
+       if 100 added round up all >=0.5
+    */
+    inline int algorithm() const {
+        return algorithm_;
+    }
+    inline void setAlgorithm(int value) {
+        algorithm_ = value;
+    }
+    // Fraction of rhs to cover before branch and cut
+    inline void setFraction(double value) {
+        fraction_ = value;
+    }
+    inline double fraction() const {
+        return fraction_;
+    }
+    // Only do this many times
+    inline int numberTimes() const {
+        return numberTimes_;
+    }
+    inline void setNumberTimes(int value) {
+        numberTimes_ = value;
+    }
+protected:
+    /// Guts of constructor from a CbcModel
+    void gutsOfConstructor(CbcModel * model);
+    // Data
+
+    // Original matrix by column
+    CoinPackedMatrix matrix_;
+    // Fraction of rhs to cover before branch and cut
+    double fraction_;
+    // original number of rows
+    int originalNumberRows_;
+    /* Algorithm
+       0 - use current upper bounds
+       1 - use original upper bounds
+       If 10 added perturb ratios more
+    */
+    int algorithm_;
+    /// Do this many times
+    int numberTimes_;
+
+};
+
+/** Greedy heuristic for SOS and L rows (and positive elements)
+ */
+
+class CbcHeuristicGreedySOS : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicGreedySOS ();
+
+    /* Constructor with model - assumed before cuts
+       Initial version does not do Lps
+    */
+    CbcHeuristicGreedySOS (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicGreedySOS ( const CbcHeuristicGreedySOS &);
+
+    // Destructor
+    ~CbcHeuristicGreedySOS ();
+
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+    /// Assignment operator
+    CbcHeuristicGreedySOS & operator=(const CbcHeuristicGreedySOS& rhs);
+    /// Create C++ lines to get to current state
+    virtual void generateCpp( FILE * fp) ;
+
+    /// 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.
+        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);
+    /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
+    virtual void validate() ;
+    /// Resets stuff if model changes
+    virtual void resetModel(CbcModel * model);
+    /* Algorithm
+       Bits
+       1 bit - use current model, otherwise original
+       2 - use current solution as starting point, otherwise pure greedy
+       4 - as 2 but use merit not merit/size
+       8 - use duals to modify greedy
+       16 - use duals on GUB/SOS in special way
+    */
+    inline int algorithm() const {
+        return algorithm_;
+    }
+    inline void setAlgorithm(int value) {
+        algorithm_ = value;
+    }
+    // Only do this many times
+    inline int numberTimes() const {
+        return numberTimes_;
+    }
+    inline void setNumberTimes(int value) {
+        numberTimes_ = value;
+    }
+
+protected:
+    /// Guts of constructor from a CbcModel
+    void gutsOfConstructor(CbcModel * model);
+    // Data
+
+    // Original RHS - if -1.0 then SOS otherwise <= value
+    double * originalRhs_;
+    // Original matrix by column
+    CoinPackedMatrix matrix_;
+    // original number of rows
+    int originalNumberRows_;
+    /* Algorithm
+    */
+    int algorithm_;
+    /// Do this many times
+    int numberTimes_;
+
+};
+
+
+#endif
+

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

@@ -0,0 +1,271 @@
+/* $Id: CbcHeuristicLocal.hpp 1943 2013-07-21 09:05:45Z 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 CbcHeuristicLocal_H
+#define CbcHeuristicLocal_H
+
+#include "CbcHeuristic.hpp"
+/** LocalSearch class
+ */
+
+class CbcHeuristicLocal : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicLocal ();
+
+    /* Constructor with model - assumed before cuts
+       Initial version does not do Lps
+    */
+    CbcHeuristicLocal (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicLocal ( const CbcHeuristicLocal &);
+
+    // Destructor
+    ~CbcHeuristicLocal ();
+
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+
+    /// Assignment operator
+    CbcHeuristicLocal & operator=(const CbcHeuristicLocal& rhs);
+
+    /// 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.
+        Sets solution values if good, sets objective value (only if good)
+        This is called after cuts have been added - so can not add cuts
+        First tries setting a variable to better value.  If feasible then
+        tries setting others.  If not feasible then tries swaps
+
+        ********
+
+        This first version does not do LP's and does swaps of two integer
+        variables.  Later versions could do Lps.
+    */
+    virtual int solution(double & objectiveValue,
+                         double * newSolution);
+    /// This version fixes stuff and does IP
+    int solutionFix(double & objectiveValue,
+                    double * newSolution,
+                    const int * keep);
+
+    /// Sets type of search
+    inline void setSearchType(int value) {
+        swap_ = value;
+    }
+    /// Used array so we can set
+    inline int * used() const {
+        return used_;
+    }
+
+protected:
+    // Data
+
+    // Original matrix by column
+    CoinPackedMatrix matrix_;
+
+    // Number of solutions so we only do after new solution
+    int numberSolutions_;
+    // Type of search 0=normal, 1=BAB
+    int swap_;
+    /// Whether a variable has been in a solution (also when)
+    int * used_;
+};
+
+/** Proximity Search class
+ */
+class CbcHeuristicFPump;
+class CbcHeuristicProximity : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicProximity ();
+
+    /* Constructor with model - assumed before cuts
+    */
+    CbcHeuristicProximity (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicProximity ( const CbcHeuristicProximity &);
+
+    // Destructor
+    ~CbcHeuristicProximity ();
+
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+
+    /// Assignment operator
+    CbcHeuristicProximity & operator=(const CbcHeuristicProximity& rhs);
+
+    /// 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.
+        Sets solution values if good, sets objective value (only if good)
+    */
+    virtual int solution(double & objectiveValue,
+                         double * newSolution);
+    /// Set extra increment
+    inline void setIncrement(double value)
+    { increment_ = value;}
+    /// Used array so we can set
+    inline int * used() const {
+        return used_;
+    }
+
+protected:
+    // Data
+    /// Increment to use if no change
+    double increment_;
+    /// Copy of Feasibility pump
+    CbcHeuristicFPump * feasibilityPump_;
+    /// Number of solutions so we only do after new solution
+    int numberSolutions_;
+    /// Whether a variable has been in a solution (also when)
+    int * used_;
+};
+
+
+/** Naive class
+    a) Fix all ints as close to zero as possible
+    b) Fix all ints with nonzero costs and < large to zero
+    c) Put bounds round continuous and UIs and maximize
+ */
+
+class CbcHeuristicNaive : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicNaive ();
+
+    /* Constructor with model - assumed before cuts
+       Initial version does not do Lps
+    */
+    CbcHeuristicNaive (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicNaive ( const CbcHeuristicNaive &);
+
+    // Destructor
+    ~CbcHeuristicNaive ();
+
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+
+    /// Assignment operator
+    CbcHeuristicNaive & operator=(const CbcHeuristicNaive& rhs);
+
+    /// 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.
+        Sets solution values if good, sets objective value (only if good)
+    */
+    virtual int solution(double & objectiveValue,
+                         double * newSolution);
+
+    /// Sets large cost value
+    inline void setLargeValue(double value) {
+        large_ = value;
+    }
+    /// Gets large cost value
+    inline double largeValue() const {
+        return large_;
+    }
+
+protected:
+    /// Data
+    /// Large value
+    double large_;
+};
+
+/** Crossover Search class
+ */
+
+class CbcHeuristicCrossover : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicCrossover ();
+
+    /* Constructor with model - assumed before cuts
+       Initial version does not do Lps
+    */
+    CbcHeuristicCrossover (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicCrossover ( const CbcHeuristicCrossover &);
+
+    // Destructor
+    ~CbcHeuristicCrossover ();
+
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+
+    /// Assignment operator
+    CbcHeuristicCrossover & operator=(const CbcHeuristicCrossover& rhs);
+
+    /// 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.
+        Fix variables if agree in useNumber_ solutions
+        when_ 0 off, 1 only at new solutions, 2 also every now and then
+        add 10 to make only if agree at lower bound
+    */
+    virtual int solution(double & objectiveValue,
+                         double * newSolution);
+
+    /// Sets number of solutions to use
+    inline void setNumberSolutions(int value) {
+        if (value > 0 && value <= 10)
+            useNumber_ = value;
+    }
+
+protected:
+    // Data
+    /// Attempts
+    std::vector <double> attempts_;
+    /// Random numbers to stop same search happening
+    double random_[10];
+    /// Number of solutions so we only do after new solution
+    int numberSolutions_;
+    /// Number of solutions to use
+    int useNumber_;
+};
+
+#endif
+

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

@@ -0,0 +1,58 @@
+/* $Id: CbcHeuristicPivotAndFix.hpp 1899 2013-04-09 18:12:08Z stefan $ */
+// Copyright (C) 2008, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CbcHeuristicPivotAndFix_H
+#define CbcHeuristicPivotAndFix_H
+
+#include "CbcHeuristic.hpp"
+/** LocalSearch class
+ */
+
+class CbcHeuristicPivotAndFix : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicPivotAndFix ();
+
+    /* Constructor with model - assumed before cuts
+       Initial version does not do Lps
+    */
+    CbcHeuristicPivotAndFix (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicPivotAndFix ( const CbcHeuristicPivotAndFix &);
+
+    // Destructor
+    ~CbcHeuristicPivotAndFix ();
+
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+
+    /// Assignment operator
+    CbcHeuristicPivotAndFix & operator=(const CbcHeuristicPivotAndFix& rhs);
+
+    /// 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.
+        Sets solution values if good, sets objective value (only if good)
+        needs comments
+    */
+    virtual int solution(double & objectiveValue,
+                         double * newSolution);
+
+protected:
+};
+
+
+#endif
+

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

@@ -0,0 +1,77 @@
+// $Id: CbcHeuristicRENS.hpp 2105 2015-01-05 13:11:11Z forrest $
+// 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).
+
+// edwin 12/5/09 carved out of CbcHeuristicRINS
+
+#ifndef CbcHeuristicRENS_H
+#define CbcHeuristicRENS_H
+
+#include "CbcHeuristic.hpp"
+
+/** LocalSearch class
+ */
+
+class CbcHeuristicRENS : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicRENS ();
+
+    /* Constructor with model - assumed before cuts
+       Initial version does not do Lps
+    */
+    CbcHeuristicRENS (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicRENS ( const CbcHeuristicRENS &);
+
+    // Destructor
+    ~CbcHeuristicRENS ();
+
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+
+
+    /// Assignment operator
+    CbcHeuristicRENS & operator=(const CbcHeuristicRENS& rhs);
+
+    /// 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.
+        Sets solution values if good, sets objective value (only if good)
+        This does Relaxation Extension Neighborhood Search
+        Does not run if when_<2 and a solution exists
+    */
+    virtual int solution(double & objectiveValue,
+                         double * newSolution);
+
+    /// Set type
+    inline void setRensType(int value)
+    { rensType_ = value;}
+
+protected:
+    // Data
+    /// Number of tries
+    int numberTries_;
+    /** Type
+        0 - fix at LB
+        1 - fix on dj
+        2 - fix at UB as well
+	3 - fix on 0.01*average dj
+	add 16 to allow two tries
+	32 - if solution exists use to keep more variables
+	64 - if priorities keep high priority
+	128 - if priorities keep low priority
+    */
+    int rensType_;
+};
+
+#endif
+