ruby-cbc 0.1.9

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

@@ -0,0 +1,308 @@
+// $Id: CglClique.hpp 1119 2013-04-06 20:24:18Z stefan $
+// 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 _CglClique_h_
+#define _CglClique_h_
+
+#include "CglCutGenerator.hpp"
+
+//class OsiCuts;
+//class OsiSolverInterface;
+
+class CglClique : public CglCutGenerator {
+
+    friend void CglCliqueUnitTest(const OsiSolverInterface * siP,
+				  const std::string mpdDir );
+public:
+    /// Copy constructor
+    CglClique(const CglClique& rhs);
+    /// Clone
+    virtual CglCutGenerator * clone() const;
+
+    /// Assignment operator
+    CglClique& operator=(const CglClique& rhs);
+   
+public:
+    
+    virtual void
+    generateCuts(const OsiSolverInterface& si, OsiCuts & cs,
+		 const CglTreeInfo info = CglTreeInfo());
+   
+    /**@name Constructors and destructors */
+    //@{
+    /** Default constructor.
+	If the setPacking argument is set to true then CglClique will assume that the
+	problem in the solverinterface passed to the generateCuts() method
+	describes a set packing problem, i.e.,
+	- all variables are binary
+	- the matrix is a 0-1 matrix
+	- all constraints are '= 1' or '<= 1'
+       
+	Otherwise the user can use the considerRows() method to set the list of
+	clique rows, that is,
+	- all coeffs corresponding to binary variables at fractional level is 1
+	- all other coeffs are non-negative
+	- the constraint is '= 1' or '<= 1'.
+
+	If the user does not set the list of clique rows then CglClique will
+	start the generateCuts() methods by scanning the matrix for them.
+	Also justOriginalRows can be set to true to limit clique creation
+    */
+    CglClique(bool setPacking = false, bool justOriginalRows = false);
+    /// Destructor
+    virtual ~CglClique() {}
+    /// Create C++ lines to get to current state
+    virtual std::string generateCpp( FILE * fp);
+
+    void considerRows(const int numRows, const int* rowInd);
+
+public:
+    /** possible choices for selecting the next node in the star clique search
+     */
+    enum scl_next_node_method {
+	SCL_MIN_DEGREE,
+	SCL_MAX_DEGREE,
+	SCL_MAX_XJ_MAX_DEG
+    };
+
+    void setStarCliqueNextNodeMethod(scl_next_node_method method) {
+	scl_next_node_rule = method;
+    }
+
+    void setStarCliqueCandidateLengthThreshold(int maxlen) {
+	scl_candidate_length_threshold = maxlen;
+    }
+    void setRowCliqueCandidateLengthThreshold(int maxlen) {
+	rcl_candidate_length_threshold = maxlen;
+    }
+
+    void setStarCliqueReport(bool yesno = true) { scl_report_result = yesno; }
+    void setRowCliqueReport(bool yesno = true) { rcl_report_result = yesno; }
+
+    void setDoStarClique(bool yesno = true) { do_star_clique = yesno; }
+    void setDoRowClique(bool yesno = true) { do_row_clique = yesno; }
+
+    void setMinViolation(double minviol) { petol = minviol; }
+    double getMinViolation() const { return petol; }
+
+private:
+
+    struct frac_graph ;
+    friend struct frac_graph ;
+
+    /** A node of the fractional graph. There is a node for every variable at
+	fractional level. */
+    struct fnode {
+	/** pointer into all_nbr */
+	int          *nbrs;
+	/** 1-x_i-x_j, needed for odd holes, in the same order as the adj list,
+	    pointer into all_edgecost */
+	double       *edgecosts;
+	/** degree of the node */
+	int           degree;
+	/** the fractional value of the variable corresponding to this node */
+	double        val;
+    };
+
+    /** A graph corresponding to a fractional solution of an LP. Two nodes are
+	adjacent iff their columns are non-orthogonal. */
+    struct frac_graph {
+	/** # of nodes = # of fractional values in the LP solution */
+	int    nodenum;
+	/** # of edges in the graph */
+	int    edgenum;
+	/** density= edgenum/(nodenum choose 2) */
+	double density;
+	int    min_deg_node;
+	int    min_degree;
+	int    max_deg_node;
+	int    max_degree;
+	/** The array of the nodes in the graph */
+	fnode  *nodes;
+	/** The array of all the neighbors. First the indices of the nodes
+	    adjacent to node 0 are listed, then those adjacent to node 1, etc. */
+	int    *all_nbr;
+	/** The array of the costs of the edges going to the neighbors */
+	double *all_edgecost;
+
+	frac_graph() :
+	    nodenum(0), edgenum(0), density(0),
+	    min_deg_node(0), min_degree(0), max_deg_node(0), max_degree(0),
+	    nodes(0), all_nbr(0), all_edgecost(0) {}
+    };
+
+protected:
+    /** An indicator showing whether the whole matrix in the solverinterface is
+	a set packing problem or not */
+    bool setPacking_;
+    /// True if just look at original rows
+    bool justOriginalRows_;
+    /** pieces of the set packing part of the solverinterface */
+    int sp_numrows;
+    int* sp_orig_row_ind;
+    int sp_numcols;
+    int* sp_orig_col_ind;
+    double* sp_colsol;
+    int* sp_col_start;
+    int* sp_col_ind;
+    int* sp_row_start;
+    int* sp_row_ind;
+
+    /** the intersection graph corresponding to the set packing problem */
+    frac_graph fgraph;
+    /** the node-node incidence matrix of the intersection graph. */
+    bool* node_node;
+
+    /** The primal tolerance in the solverinterface. */
+    double petol;
+
+    /** data for the star clique algorithm */
+
+    /** Parameters */
+    /**@{*/
+    /** whether to do the row clique algorithm or not. */
+    bool do_row_clique;
+    /** whether to do the star clique algorithm or not. */
+    bool do_star_clique;
+
+    /** How the next node to be added to the star clique should be selected */
+    scl_next_node_method scl_next_node_rule;
+    /** In the star clique method the maximal length of the candidate list
+	(those nodes that are in a star, i.e., connected to the center of the
+	star) to allow complete enumeration of maximal cliques. Otherwise a
+	greedy algorithm is used. */
+    int scl_candidate_length_threshold;
+    /** whether to give a detailed statistics on the star clique method */
+    bool scl_report_result;
+
+    /** In the row clique method the maximal length of the candidate list
+	(those nodes that can extend the row clique, i.e., connected to all
+	nodes in the row clique) to allow complete enumeration of maximal
+	cliques. Otherwise a greedy algorithm is used. */
+    int rcl_candidate_length_threshold;
+    /** whether to give a detailed statistics on the row clique method */
+    bool rcl_report_result;
+    /**@}*/
+
+    /** variables/arrays that are used across many methods */
+    /**@{*/
+    /** List of indices that must be in the to be created clique. This is just
+	a pointer, it is never new'd and therefore does not need to be
+	delete[]'d either. */
+    const int* cl_perm_indices;
+    /** The length of cl_perm_indices */
+    int cl_perm_length;
+
+    /** List of indices that should be considered for extending the ones listed
+	in cl_perm_indices. */
+    int* cl_indices;
+    /** The length of cl_indices */
+    int cl_length;
+
+    /** An array of nodes discarded from the candidate list. These are
+	rechecked when a maximal clique is found just to make sure that the
+	clique is really maximal. */
+    int* cl_del_indices;
+    /** The length of cl_del_indices */
+    int cl_del_length;
+
+    /**@}*/
+
+private:
+    /** Scan through the variables and select those that are binary and are at
+	a fractional level. */
+    void selectFractionalBinaries(const OsiSolverInterface& si);
+    /** Scan through the variables and select those that are at a fractional
+	level. We already know that everything is binary. */
+    void selectFractionals(const OsiSolverInterface& si);
+    /**  */
+    void selectRowCliques(const OsiSolverInterface& si,int numOriginalRows);
+    /**  */
+    void createSetPackingSubMatrix(const OsiSolverInterface& si);
+    /**  */
+    void createFractionalGraph();
+    /**  */
+    int createNodeNode();
+    /**  */
+    void deleteSetPackingSubMatrix();
+    /**  */
+    void deleteFractionalGraph();
+    /**  */
+    void find_scl(OsiCuts& cs);
+    /**  */
+    void find_rcl(OsiCuts& cs);
+    /**  */
+    int scl_choose_next_node(const int current_nodenum,
+			     const int *current_indices,
+			     const int *current_degrees,
+			     const double *current_values);
+    /**  */
+    void scl_delete_node(const int del_ind, int& current_nodenum,
+			 int *current_indices, int *current_degrees,
+			 double *current_values);
+    /**  */
+    int enumerate_maximal_cliques(int& pos, bool* scl_label, OsiCuts& cs);
+    /**  */
+    int greedy_maximal_clique(OsiCuts& cs);
+    /**  */
+    void recordClique(const int len, int* indices, OsiCuts& cs);
+};
+//#############################################################################
+/** A function that tests the methods in the CglClique 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 CglCliqueUnitTest(const OsiSolverInterface * siP,
+		       const std::string mpdDir);
+/// This works on a fake solver i.e. invented rows
+class CglProbing;
+class CglFakeClique : public CglClique {
+  
+public:
+  /// Copy constructor
+  CglFakeClique(const CglFakeClique& rhs);
+  /// Clone
+  virtual CglCutGenerator * clone() const;
+  
+  /// Assignment operator
+  CglFakeClique& operator=(const CglFakeClique& rhs);
+  
+  virtual void
+  generateCuts(const OsiSolverInterface& si, OsiCuts & cs,
+	       const CglTreeInfo info = CglTreeInfo());
+  
+  /**@name Constructors and destructors */
+  //@{
+  /** Default constructor.
+      If the setPacking argument is set to true then CglFakeClique will assume that the
+      problem in the solverinterface passed to the generateCuts() method
+      describes a set packing problem, i.e.,
+      - all variables are binary
+      - the matrix is a 0-1 matrix
+      - all constraints are '= 1' or '<= 1'
+      
+      Otherwise the user can use the considerRows() method to set the list of
+      clique rows, that is,
+      - all coeffs corresponding to binary variables at fractional level is 1
+      - all other coeffs are non-negative
+      - the constraint is '= 1' or '<= 1'.
+      
+      If the user does not set the list of clique rows then CglFakeClique will
+      start the generateCuts() methods by scanning the matrix for them.
+  */
+  CglFakeClique(OsiSolverInterface * solver=NULL,bool setPacking = false);
+  /// Destructor
+  virtual ~CglFakeClique();
+  /// Assign solver (generator takes over ownership)
+  void assignSolver(OsiSolverInterface * fakeSolver);
+protected:
+  /// fake solver to use
+  OsiSolverInterface * fakeSolver_;
+  /// Probing object
+  CglProbing * probing_;
+};
+
+#endif

data/ext/ruby-cbc/install/include/coin/CglConfig.h

@@ -0,0 +1,19 @@
+/* src/config_cgl.h.  Generated by configure.  */
+/* src/config_cgl.h.in. */
+
+#ifndef __CONFIG_CGL_H__
+#define __CONFIG_CGL_H__
+
+/* Version number of project */
+#define CGL_VERSION "0.59.7"
+
+/* Major Version number of project */
+#define CGL_VERSION_MAJOR 0
+
+/* Minor Version number of project */
+#define CGL_VERSION_MINOR 59
+
+/* Release Version number of project */
+#define CGL_VERSION_RELEASE 7
+
+#endif

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

@@ -0,0 +1,121 @@
+// 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 CglCutGenerator_H
+#define CglCutGenerator_H
+
+#include "OsiCuts.hpp"
+#include "OsiSolverInterface.hpp"
+#include "CglTreeInfo.hpp"
+
+//-------------------------------------------------------------------
+//
+// Abstract base class for generating cuts.
+//
+//-------------------------------------------------------------------
+///
+/** Cut Generator Base Class
+
+This is an abstract base class for generating cuts.  A specific cut 
+generator will inherit from this class.
+*/
+class CglCutGenerator  {
+  
+public:
+    
+  /**@name Generate Cuts */
+  //@{
+  /** Generate cuts for the model data contained in si.
+  The generated cuts are inserted into and returned in the
+  collection of cuts cs.
+  */
+  virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
+			     const CglTreeInfo info = CglTreeInfo())=0;
+  //@}
+
+    
+  /**@name Constructors and destructors */
+  //@{
+  /// Default constructor 
+  CglCutGenerator (); 
+ 
+  /// Copy constructor 
+  CglCutGenerator ( const CglCutGenerator &);
+
+  /// Clone
+  virtual CglCutGenerator * clone() const = 0;
+
+  /// Assignment operator 
+  CglCutGenerator & operator=(const CglCutGenerator& rhs);
+
+  /// Destructor 
+  virtual ~CglCutGenerator ();
+
+  /** Create C++ lines to set the generator in the current state.
+      The output must be parsed by the calling code, as each line
+      starts with a key indicating the following:<BR>
+      0: must be kept (for #includes etc)<BR>
+      3: Set to changed (not default) values<BR>
+      4: Set to default values (redundant)<BR>
+
+      Keys 1, 2, 5, 6, 7, 8 are defined, but not applicable to 
+      cut generators.
+  */
+  virtual std::string generateCpp( FILE * ) {return "";}
+
+  /// This can be used to refresh any information
+  virtual void refreshSolver(OsiSolverInterface * ) {}
+  //@}
+  
+  /**@name Gets and Sets */
+  //@{
+  /**
+     Get Aggressiveness - 0 = neutral, 100 is normal root node.
+     Really just a hint to cut generator
+  */
+  inline int getAggressiveness() const
+  { return aggressive_;}
+
+  /**
+     Set Aggressiveness - 0 = neutral, 100 is normal root node.
+     Really just a hint to cut generator
+  */
+  inline void setAggressiveness(int value)
+  { aggressive_=value;}
+  /// Set whether can do global cuts
+  inline void setGlobalCuts(bool trueOrFalse)
+  { canDoGlobalCuts_ = trueOrFalse;}
+  /// Say whether can do global cuts
+  inline bool canDoGlobalCuts() const
+  {return canDoGlobalCuts_;}
+  /**
+     Returns true if may generate Row cuts in tree (rather than root node).
+     Used so know if matrix will change in tree.  Really
+     meant so column cut generators can still be active
+     without worrying code.
+     Default is true
+  */
+  virtual bool mayGenerateRowCutsInTree() const;
+  /// Return true if needs optimal basis to do cuts
+  virtual bool needsOptimalBasis() const;
+  /// Return maximum length of cut in tree
+  virtual int maximumLengthOfCutInTree() const
+  { return COIN_INT_MAX;}
+  //@}
+  
+  // test this class
+  //static void unitTest();
+  
+// private:
+  
+  /**
+     Aggressiveness - 0 = neutral, 100 is normal root node.
+     Really just a hint to cut generator
+  */
+  int aggressive_;
+  /// True if can do global cuts i.e. no general integers
+  bool canDoGlobalCuts_;
+};
+
+#endif

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

@@ -0,0 +1,189 @@
+// $Id: CglDuplicateRow.hpp 1119 2013-04-06 20:24:18Z 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).
+
+#ifndef CglDuplicateRow_H
+#define CglDuplicateRow_H
+
+#include <string>
+
+#include "CglCutGenerator.hpp"
+class CglStored;
+
+/** DuplicateRow Cut Generator Class */
+class CglDuplicateRow : public CglCutGenerator {
+ 
+public:
+    
+  
+  /**@name Generate Cuts */
+  //@{
+  /** Fix variables and find duplicate/dominated rows for the model of the 
+      solver interface, si.
+
+      This is a very simple minded idea but I (JJF) am using it in a project so thought
+      I might as well add it.  It should really be called before first solve and I may
+      modify CBC to allow for that.
+
+      This is designed for problems with few rows and many integer variables where the rhs
+      are <= or == and all coefficients and rhs are small integers.
+
+      If effective rhs is K then we can fix all variables with coefficients > K to their lower bounds
+      (effective rhs just means original with variables with nonzero lower bounds subtracted out).
+
+      If one row is a subset of another and the effective rhs are same we can fix some variables
+      and then the two rows are identical.
+
+      The generator marks identical rows so can be taken out in solve
+  */
+  virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
+			     const CglTreeInfo info = CglTreeInfo());
+private:
+  /// Does work for modes 1,2
+  void generateCuts12( const OsiSolverInterface & si, OsiCuts & cs,
+		       const CglTreeInfo info = CglTreeInfo());
+  /// Does work for mode 4
+  void generateCuts4( const OsiSolverInterface & si, OsiCuts & cs,
+		       const CglTreeInfo info = CglTreeInfo());
+  /// Does work for mode 8
+  void generateCuts8( const OsiSolverInterface & si, OsiCuts & cs,
+		       const CglTreeInfo info = CglTreeInfo());
+public:
+  /** Fix variables and find duplicate/dominated rows for the model of the 
+      solver interface, si.
+
+      This is a very simple minded idea but I (JJF) am using it in a project so thought
+      I might as well add it.  It should really be called before first solve and I may
+      modify CBC to allow for that.
+
+      This is designed for problems with few rows and many integer variables where the rhs
+      are <= or == and all coefficients and rhs are small integers.
+
+      If effective rhs is K then we can fix all variables with coefficients > K to their lower bounds
+      (effective rhs just means original with variables with nonzero lower bounds subtracted out).
+
+      If one row is a subset of another and the effective rhs are same we can fix some variables
+      and then the two rows are identical.
+
+      This version does deletions and fixings and may return stored cuts for
+      dominated columns 
+  */
+  CglStored * outDuplicates( OsiSolverInterface * solver);
+
+  //@}
+
+  /**@name Get information on size of problem */
+  //@{
+  /// Get duplicate row list, -1 means still in, -2 means out (all fixed), k>= means same as row k 
+  inline const int * duplicate() const
+  { return duplicate_;}
+  /// Size of dynamic program
+  inline int sizeDynamic() const
+  { return sizeDynamic_;}
+  /// Number of rows in original problem
+  inline int numberOriginalRows() const
+  { return matrix_.getNumRows();}
+  //@}
+
+  /**@name Get information on size of problem */
+  //@{
+  /// logLevel
+  inline int logLevel() const
+  { return logLevel_;}
+  inline void setLogLevel(int value)
+  { logLevel_ = value;}
+  //@}
+
+
+  /**@name We only check for duplicates amongst rows with effective rhs <= this */
+  //@{
+  /// Get
+  inline int maximumRhs() const
+  { return maximumRhs_;}
+  /// Set
+  inline void setMaximumRhs(int value)
+  { maximumRhs_=value;}
+  //@}
+
+  /**@name We only check for dominated amongst groups of columns whose size <= this */
+  //@{
+  /// Get
+  inline int maximumDominated() const
+  { return maximumDominated_;}
+  /// Set
+  inline void setMaximumDominated(int value)
+  { maximumDominated_=value;}
+  //@}
+  /**@name gets and sets */
+  //@{
+  /// Get mode
+  inline int mode() const
+  { return mode_;}
+  /// Set mode
+  inline void setMode(int value)
+  { mode_=value;}
+  //@}
+
+  /**@name Constructors and destructors */
+  //@{
+  /// Default constructor 
+  CglDuplicateRow ();
+ 
+  /// Useful constructor 
+  CglDuplicateRow (OsiSolverInterface * solver);
+ 
+  /// Copy constructor 
+  CglDuplicateRow (
+    const CglDuplicateRow & rhs);
+
+  /// Clone
+  virtual CglCutGenerator * clone() const;
+
+  /// Assignment operator 
+  CglDuplicateRow &
+    operator=(
+    const CglDuplicateRow& rhs);
+  
+  /// Destructor 
+  virtual
+    ~CglDuplicateRow ();
+  /// Create C++ lines to get to current state
+  virtual std::string generateCpp( FILE * fp);
+
+  /// This can be used to refresh any information
+  virtual void refreshSolver(OsiSolverInterface * solver);
+  //@}
+      
+protected:
+  
+
+  // Protected member data
+
+  /**@name Protected member data */
+  //@{
+  /// Matrix
+  CoinPackedMatrix matrix_;
+  /// Matrix by row
+  CoinPackedMatrix matrixByRow_; 
+  /// Possible rhs (if 0 then not possible)
+  int * rhs_;
+  /// Marks duplicate rows
+  int * duplicate_;
+  /// To allow for <= rows
+  int * lower_;
+  /// Stored cuts if we found dominance cuts
+  CglStored * storedCuts_;
+  /// Check dominated columns if less than this number of candidates
+  int maximumDominated_;
+  /// Check duplicates if effective rhs <= this
+  int maximumRhs_;
+  /// Size of dynamic program
+  int sizeDynamic_;
+  /// 1 do rows, 2 do columns, 3 do both
+  int mode_;
+  /// Controls print out
+  int logLevel_;
+  //@}
+};
+#endif