ruby-cbc 0.1.9

data/ext/ruby-cbc/extconf.rb

@@ -0,0 +1,60 @@
+require 'mkmf'
+ROOT_DIR = File.dirname(File.absolute_path(__FILE__))
+
+TARBALL_PATH = "/tmp/Cbc.tgz"
+CBC_SRC_DIR = "/tmp/Cbc-2.9.7"
+CBC_INSTALL = "#{ROOT_DIR}/install"
+def install_cbc
+  system "curl -o #{TARBALL_PATH} http://www.coin-or.org/download/source/Cbc/Cbc-2.9.7.tgz"
+  Dir.chdir "/tmp"
+  system "tar -xzf #{TARBALL_PATH}"
+  res = system "cd #{CBC_SRC_DIR} && ./configure --prefix=#{CBC_INSTALL} -C --with-pic --without-static && make -j4 && make install"
+  if not res
+    puts "Failed to build CBC, aborting"
+    exit 1
+  end
+end
+
+unless RUBY_PLATFORM =~ /x86_64-linux/
+  if not have_library("Cbc")
+    install_cbc
+  end
+end
+
+## Rerun this if updated cbc version
+#  swig_cmd = find_executable "swig"
+#  current_path = File.expand_path('../', __FILE__)
+#  %x{#{swig_cmd} -ruby -I#{current_path}/install/include/coin #{current_path}/cbc.i }
+
+libs = %w(
+  Cbc
+  CbcSolver
+  Cgl
+  Clp
+  ClpSolver
+  CoinUtils
+  Osi
+  OsiCbc
+  OsiClp
+  OsiCommonTests
+)
+
+# $CFLAGS << " -Linstall/lib -Iinstall/include/coin/ "
+# $LIBPATH << "install/lib"
+# $INCFLAGS << " -Iinstall/include/coin/ "
+
+libs.each do |lib|
+  find_library(lib,nil, "#{CBC_INSTALL}/lib")
+end
+
+headers = Dir["#{CBC_INSTALL}/include/coin/*.h"].map{ |h| h.split('/').last }
+# headers = Dir["#{CBC_INSTALL}/include/coin/*.hpp"].map{ |h| h.split('/').last }
+# with_cflags("-x c++") do
+  headers.each do |header|
+    find_header(header, "#{CBC_INSTALL}/include/coin")
+  end
+# end
+
+dir_config("ruby-cbc")
+RPATHFLAG << " -Wl,-rpath='$$ORIGIN/install/lib'"
+create_makefile('cbc_wrapper')

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

@@ -0,0 +1,24 @@
+/* $Id: CbcBranchActual.hpp 1573 2011-01-05 01:12:36Z lou $ */
+// 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 CbcBranchActual_H
+#define CbcBranchActual_H
+
+#include "CbcBranchBase.hpp"
+#include "CoinPackedMatrix.hpp"
+#include "CbcClique.hpp"
+#include "CbcSOS.hpp"
+#include "CbcSimpleInteger.hpp"
+#include "CbcNWay.hpp"
+#include "CbcSimpleIntegerPseudoCost.hpp"
+#include "CbcBranchDefaultDecision.hpp"
+#include "CbcFollowOn.hpp"
+#include "CbcFixVariable.hpp"
+#include "CbcDummyBranchingObject.hpp"
+#include "CbcGeneral.hpp"
+#include "CbcGeneralDepth.hpp"
+#include "CbcSubProblem.hpp"
+#endif
+

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

@@ -0,0 +1,62 @@
+// $Id: CbcBranchAllDifferent.hpp 1899 2013-04-09 18:12:08Z stefan $
+// Copyright (C) 2004, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+// Edwin 11/13/2009-- carved out of CbcBranchCut
+
+#ifndef CbcBranchAllDifferent_H
+#define CbcBranchAllDifferent_H
+
+#include "CbcBranchBase.hpp"
+#include "OsiRowCut.hpp"
+#include "CoinPackedMatrix.hpp"
+#include "CbcBranchCut.hpp"
+
+/** Define a branch class that branches so that it is only satsified if all
+    members have different values
+    So cut is x <= y-1 or x >= y+1
+*/
+
+
+class CbcBranchAllDifferent : public CbcBranchCut {
+
+public:
+
+    // Default Constructor
+    CbcBranchAllDifferent ();
+
+    /** Useful constructor - passed set of integer variables which must all be different
+    */
+    CbcBranchAllDifferent (CbcModel * model, int number, const int * which);
+
+    // Copy constructor
+    CbcBranchAllDifferent ( const CbcBranchAllDifferent &);
+
+    /// Clone
+    virtual CbcObject * clone() const;
+
+    // Assignment operator
+    CbcBranchAllDifferent & operator=( const CbcBranchAllDifferent& rhs);
+
+    // Destructor
+    ~CbcBranchAllDifferent ();
+
+    /// Infeasibility - large is 0.5
+    virtual double infeasibility(const OsiBranchingInformation * info,
+                                 int &preferredWay) const;
+
+    /// Creates a branching object
+    virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ;
+
+
+protected:
+    /// data
+
+    /// Number of entries
+    int numberInSet_;
+    /// Which variables
+    int * which_;
+};
+#endif
+

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

@@ -0,0 +1,78 @@
+/* $Id: CbcBranchBase.hpp 1573 2011-01-05 01:12:36Z lou $ */
+// 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 CbcBranchBase_H
+#define CbcBranchBase_H
+
+#include <string>
+#include <vector>
+#include "OsiBranchingObject.hpp"
+
+enum CbcRangeCompare {
+    CbcRangeSame,
+    CbcRangeDisjoint,
+    CbcRangeSubset,
+    CbcRangeSuperset,
+    CbcRangeOverlap
+};
+
+#include "CbcObject.hpp"
+#include "CbcBranchingObject.hpp"
+#include "CbcBranchDecision.hpp"
+#include "CbcConsequence.hpp"
+#include "CbcObjectUpdateData.hpp"
+
+//##############################################################################
+
+/** Compare two ranges. The two bounds arrays are both of size two and
+    describe closed intervals. Return the appropriate CbcRangeCompare value
+    (first argument being the sub/superset if that's the case). In case of
+    overlap (and if \c replaceIfOverlap is true) replace the content of thisBd
+    with the intersection of the ranges.
+*/
+static inline CbcRangeCompare
+CbcCompareRanges(double* thisBd, const double* otherBd,
+                 const bool replaceIfOverlap)
+{
+    const double lbDiff = thisBd[0] - otherBd[0];
+    if (lbDiff < 0) { // lb of this < lb of other
+        if (thisBd[1] >= otherBd[1]) { // ub of this >= ub of other
+            return CbcRangeSuperset;
+        } else if (thisBd[1] < otherBd[0]) {
+            return CbcRangeDisjoint;
+        } else {
+            // overlap
+            if (replaceIfOverlap) {
+                thisBd[0] = otherBd[0];
+            }
+            return CbcRangeOverlap;
+        }
+    } else if (lbDiff > 0) { // lb of this > lb of other
+        if (thisBd[1] <= otherBd[1]) { // ub of this <= ub of other
+            return CbcRangeSubset;
+        } else if (thisBd[0] > otherBd[1]) {
+            return CbcRangeDisjoint;
+        } else {
+            // overlap
+            if (replaceIfOverlap) {
+                thisBd[1] = otherBd[1];
+            }
+            return CbcRangeOverlap;
+        }
+    } else { // lb of this == lb of other
+        if (thisBd[1] == otherBd[1]) {
+            return CbcRangeSame;
+        }
+        return thisBd[1] < otherBd[1] ? CbcRangeSubset : CbcRangeSuperset;
+    }
+
+    return CbcRangeSame; // fake return
+
+}
+
+//#############################################################################
+
+#endif
+

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

@@ -0,0 +1,183 @@
+/* $Id: CbcBranchCut.hpp 1573 2011-01-05 01:12:36Z lou $ */
+// Copyright (C) 2004, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CbcBranchCut_H
+#define CbcBranchCut_H
+
+#include "CbcBranchBase.hpp"
+#include "OsiRowCut.hpp"
+#include "CoinPackedMatrix.hpp"
+
+/** Define a cut branching class.
+    At present empty - all stuff in descendants
+*/
+
+class CbcBranchCut : public CbcObject {
+
+public:
+
+    // Default Constructor
+    CbcBranchCut ();
+
+    /** In to maintain normal methods
+    */
+    CbcBranchCut (CbcModel * model);
+    // Copy constructor
+    CbcBranchCut ( const CbcBranchCut &);
+
+    /// Clone
+    virtual CbcObject * clone() const;
+
+    // Assignment operator
+    CbcBranchCut & operator=( const CbcBranchCut& rhs);
+
+    // Destructor
+    ~CbcBranchCut ();
+
+    /// Infeasibility
+    virtual double infeasibility(const OsiBranchingInformation * info,
+                                 int &preferredWay) const;
+
+    using CbcObject::feasibleRegion ;
+    /** Set bounds to contain the current solution.
+
+      More precisely, for the variable associated with this object, take the
+      value given in the current solution, force it within the current bounds
+      if required, then set the bounds to fix the variable at the integer
+      nearest the solution value.
+
+      At present this will do nothing
+    */
+    virtual void feasibleRegion();
+
+    /** \brief Return true if branch created by object should fix variables
+    */
+    virtual bool boundBranch() const ;
+
+    /// Creates a branching object
+    virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ;
+
+    /** \brief Given a valid solution (with reduced costs, etc.),
+        return a branching object which would give a new feasible
+        point in the good direction.
+
+      The preferred branching object will force the variable to be +/-1 from
+      its current value, depending on the reduced cost and objective sense.  If
+      movement in the direction which improves the objective is impossible due
+      to bounds on the variable, the branching object will move in the other
+      direction.  If no movement is possible, the method returns NULL.
+
+      Only the bounds on this variable are considered when determining if the new
+      point is feasible.
+
+      At present this does nothing
+    */
+    virtual CbcBranchingObject * preferredNewFeasible() const;
+
+    /** \brief Given a valid solution (with reduced costs, etc.),
+        return a branching object which would give a new feasible
+        point in a bad direction.
+
+      As for preferredNewFeasible(), but the preferred branching object will
+      force movement in a direction that degrades the objective.
+
+      At present this does nothing
+    */
+    virtual CbcBranchingObject * notPreferredNewFeasible() const ;
+
+    using CbcObject::resetBounds ;
+    /** Reset original upper and lower bound values from the solver.
+
+      Handy for updating bounds held in this object after bounds held in the
+      solver have been tightened.
+     */
+    virtual void resetBounds();
+
+
+protected:
+    /// data
+
+};
+/** Cut branching object
+
+  This object can specify a two-way branch in terms of two cuts
+*/
+
+class CbcCutBranchingObject : public CbcBranchingObject {
+
+public:
+
+    /// Default constructor
+    CbcCutBranchingObject ();
+
+    /** Create a cut branching object
+
+        Cut down will applied on way=-1, up on way==1
+        Assumed down will be first so way_ set to -1
+    */
+    CbcCutBranchingObject (CbcModel * model, OsiRowCut & down, OsiRowCut &up, bool canFix);
+
+    /// Copy constructor
+    CbcCutBranchingObject ( const CbcCutBranchingObject &);
+
+    /// Assignment operator
+    CbcCutBranchingObject & operator= (const CbcCutBranchingObject& rhs);
+
+    /// Clone
+    virtual CbcBranchingObject * clone() const;
+
+    /// Destructor
+    virtual ~CbcCutBranchingObject ();
+
+    using CbcBranchingObject::branch ;
+    /** \brief Sets the bounds for variables or adds a cut depending on the
+               current arm of the branch and advances the object state to the next arm.
+           Returns change in guessed objective on next branch
+    */
+    virtual double branch();
+
+    using CbcBranchingObject::print ;
+    /** \brief Print something about branch - only if log level high
+    */
+    virtual void print();
+
+    /** \brief Return true if branch should fix variables
+    */
+    virtual bool boundBranch() const;
+
+    /** Return the type (an integer identifier) of \c this */
+    virtual CbcBranchObjType type() const {
+        return CutBranchingObj;
+    }
+
+    /** Compare the original object of \c this with the original object of \c
+        brObj. Assumes that there is an ordering of the original objects.
+        This method should be invoked only if \c this and brObj are of the same
+        type.
+        Return negative/0/positive depending on whether \c this is
+        smaller/same/larger than the argument.
+    */
+    virtual int compareOriginalObject(const CbcBranchingObject* brObj) const;
+
+    /** Compare the \c this with \c brObj. \c this and \c brObj must be os the
+        same type and must have the same original object, but they may have
+        different feasible regions.
+        Return the appropriate CbcRangeCompare value (first argument being the
+        sub/superset if that's the case). In case of overlap (and if \c
+        replaceIfOverlap is true) replace the current branching object with one
+        whose feasible region is the overlap.
+     */
+    virtual CbcRangeCompare compareBranchingObject
+    (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false);
+
+protected:
+    /// Cut for the down arm (way_ = -1)
+    OsiRowCut down_;
+    /// Cut for the up arm (way_ = 1)
+    OsiRowCut up_;
+    /// True if one way can fix variables
+    bool canFix_;
+};
+#endif

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

@@ -0,0 +1,129 @@
+// $Id: CbcBranchDecision.hpp 1899 2013-04-09 18:12:08Z 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).
+
+// Edwin 11/12/2009 carved from CbcBranchBase
+
+#ifndef CbcBranchDecision_H
+#define CbcBranchDecision_H
+
+#include "CbcBranchBase.hpp"
+
+/** Abstract branching decision base class
+
+  In the abstract, an CbcBranchDecision object is expected to be able to
+  compare two possible branching choices.
+
+  The #betterBranch() method is the crucial routine. It is expected to be able
+  to compare two \link CbcBranchingObject CbcBranchingObjects \endlink.
+
+  See CbcObject for an overview of the three classes (CbcObject,
+  CbcBranchingObject, and CbcBranchDecision) which make up cbc's branching
+  model.
+*/
+class CbcModel;
+class OsiChooseVariable;
+
+class CbcBranchDecision {
+public:
+    /// Default Constructor
+    CbcBranchDecision ();
+
+    // Copy constructor
+    CbcBranchDecision ( const CbcBranchDecision &);
+
+    /// Destructor
+    virtual ~CbcBranchDecision();
+
+/// Clone
+    virtual CbcBranchDecision * clone() const = 0;
+
+    /// Initialize <i>e.g.</i> before starting to choose a branch at a node
+    virtual void initialize(CbcModel * model) = 0;
+
+    /** \brief Compare two branching objects. Return nonzero if branching
+           using \p thisOne is better than branching using \p bestSoFar.
+
+      If \p bestSoFar is NULL, the routine should return a nonzero value.
+      This routine is used only after strong branching.
+      Either this or bestBranch is used depending which user wants.
+
+    */
+
+    virtual int
+    betterBranch (CbcBranchingObject * thisOne,
+                  CbcBranchingObject * bestSoFar,
+                  double changeUp, int numberInfeasibilitiesUp,
+                  double changeDown, int numberInfeasibilitiesDown) = 0 ;
+
+    /** \brief Compare N branching objects. Return index of best
+        and sets way of branching in chosen object.
+
+      Either this or betterBranch is used depending which user wants.
+    */
+
+    virtual int
+    bestBranch (CbcBranchingObject ** objects, int numberObjects, int numberUnsatisfied,
+                double * changeUp, int * numberInfeasibilitiesUp,
+                double * changeDown, int * numberInfeasibilitiesDown,
+                double objectiveValue) ;
+
+    /** Says whether this method can handle both methods -
+        1 better, 2 best, 3 both */
+    virtual int whichMethod() {
+        return 2;
+    }
+
+    /** Saves a clone of current branching object.  Can be used to update
+        information on object causing branch - after branch */
+    virtual void saveBranchingObject(OsiBranchingObject * ) {}
+    /** Pass in information on branch just done.
+        assumes object can get information from solver */
+    virtual void updateInformation(OsiSolverInterface * ,
+                                   const CbcNode * ) {}
+    /** Sets or gets best criterion so far */
+    virtual void setBestCriterion(double ) {}
+    virtual double getBestCriterion() const {
+        return 0.0;
+    }
+    /// Create C++ lines to get to current state
+    virtual void generateCpp( FILE * ) {}
+    /// Model
+    inline CbcModel * cbcModel() const {
+        return model_;
+    }
+    /* If chooseMethod_ id non-null then the rest is fairly pointless
+       as choosemethod_ will be doing all work
+     This comment makes more sense if you realise that there's a conversion in
+     process from the Cbc branching classes to Osi branching classes. The test
+     for use of the Osi branching classes is CbcModel::branchingMethod_
+     non-null (i.e., it points to one of these CbcBranchDecision objects) and
+     that branch decision object has an OsiChooseVariable method set. In which
+     case, we'll use it, rather than the choose[*]Variable methods defined in
+     CbcNode.
+	*/
+
+    OsiChooseVariable * chooseMethod() const {
+        return chooseMethod_;
+    }
+    /// Set (clone) chooseMethod
+    void setChooseMethod(const OsiChooseVariable & method);
+
+protected:
+
+    // Clone of branching object
+    CbcBranchingObject * object_;
+    /// Pointer to model
+    CbcModel * model_;
+    /* If chooseMethod_ id non-null then the rest is fairly pointless
+       as choosemethod_ will be doing all work
+    */
+    OsiChooseVariable * chooseMethod_;
+private:
+    /// Assignment is illegal
+    CbcBranchDecision & operator=(const CbcBranchDecision& rhs);
+
+};
+#endif
+

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

@@ -0,0 +1,100 @@
+// $Id: CbcBranchDefaultDecision.hpp 1899 2013-04-09 18:12:08Z 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).
+
+// Edwin 11/10/2009-- carved out of CbcBranchActual
+
+#ifndef CbcBranchDefaultDecision_H
+#define CbcBranchDefaultDecision_H
+
+#include "CbcBranchBase.hpp"
+/** Branching decision default class
+
+  This class implements a simple default algorithm
+  (betterBranch()) for choosing a branching variable.
+*/
+
+class CbcBranchDefaultDecision : public CbcBranchDecision {
+public:
+    // Default Constructor
+    CbcBranchDefaultDecision ();
+
+    // Copy constructor
+    CbcBranchDefaultDecision ( const CbcBranchDefaultDecision &);
+
+    virtual ~CbcBranchDefaultDecision();
+
+    /// Clone
+    virtual CbcBranchDecision * clone() const;
+
+    /// Initialize, <i>e.g.</i> before the start of branch selection at a node
+    virtual void initialize(CbcModel * model);
+
+    /** \brief Compare two branching objects. Return nonzero if \p thisOne is
+           better than \p bestSoFar.
+
+      The routine compares branches using the values supplied in \p numInfUp and
+      \p numInfDn until a solution is found by search, after which it uses the
+      values supplied in \p changeUp and \p changeDn. The best branching object
+      seen so far and the associated parameter values are remembered in the
+      \c CbcBranchDefaultDecision object. The nonzero return value is +1 if the
+      up branch is preferred, -1 if the down branch is preferred.
+
+      As the names imply, the assumption is that the values supplied for
+      \p numInfUp and \p numInfDn will be the number of infeasibilities reported
+      by the branching object, and \p changeUp and \p changeDn will be the
+      estimated change in objective. Other measures can be used if desired.
+
+      Because an \c CbcBranchDefaultDecision object remembers the current best
+      branching candidate (#bestObject_) as well as the values used in the
+      comparison, the parameter \p bestSoFar is redundant, hence unused.
+    */
+    virtual int betterBranch(CbcBranchingObject * thisOne,
+                             CbcBranchingObject * bestSoFar,
+                             double changeUp, int numInfUp,
+                             double changeDn, int numInfDn);
+    /** Sets or gets best criterion so far */
+    virtual void setBestCriterion(double value);
+    virtual double getBestCriterion() const;
+
+    /** \brief Compare N branching objects. Return index of best
+        and sets way of branching in chosen object.
+
+      This routine is used only after strong branching.
+    */
+
+    virtual int
+    bestBranch (CbcBranchingObject ** objects, int numberObjects, int numberUnsatisfied,
+                double * changeUp, int * numberInfeasibilitiesUp,
+                double * changeDown, int * numberInfeasibilitiesDown,
+                double objectiveValue) ;
+private:
+
+    /// Illegal Assignment operator
+    CbcBranchDefaultDecision & operator=(const CbcBranchDefaultDecision& rhs);
+
+    /// data
+
+    /// "best" so far
+    double bestCriterion_;
+
+    /// Change up for best
+    double bestChangeUp_;
+
+    /// Number of infeasibilities for up
+    int bestNumberUp_;
+
+    /// Change down for best
+    double bestChangeDown_;
+
+    /// Pointer to best branching object
+    CbcBranchingObject * bestObject_;
+
+    /// Number of infeasibilities for down
+    int bestNumberDown_;
+
+};
+
+#endif
+