ruby-cbc 0.1.9

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

@@ -0,0 +1,492 @@
+// 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 CglPreProcess_H
+#define CglPreProcess_H
+
+#include <string>
+#include <vector>
+
+#include "CoinMessageHandler.hpp"
+#include "OsiSolverInterface.hpp"
+#include "CglStored.hpp"
+#include "OsiPresolve.hpp"
+#include "CglCutGenerator.hpp"
+
+//#############################################################################
+
+/** Class for preProcessing and postProcessing.
+
+    While cuts can be added at any time in the tree, some cuts are actually just
+    stronger versions of existing constraints.  In this case they can replace those
+    constraints rather than being added as new constraints.  This is awkward in the
+    tree but reasonable at the root node.
+
+    This is a general process class which uses other cut generators to strengthen
+    constraints, establish that constraints are redundant, fix variables and
+    find relationships such as x + y == 1.
+
+    Presolve will also be done.
+
+    If row names existed they may be replaced by R0000000 etc
+
+*/
+
+class CglPreProcess  {
+  
+public:
+
+  ///@name Main methods 
+  //@{
+  /** preProcess problem - returning new problem.
+      If makeEquality true then <= cliques converted to ==.
+      Presolve will be done numberPasses times.
+
+      Returns NULL if infeasible
+
+      This version uses default strategy.  For more control copy and edit
+      code from this function i.e. call preProcessNonDefault
+  */
+  OsiSolverInterface * preProcess(OsiSolverInterface & model, 
+                                  bool makeEquality=false, int numberPasses=5);
+  /** preProcess problem - returning new problem.
+      If makeEquality true then <= cliques converted to ==.
+      Presolve will be done numberPasses times.
+
+      Returns NULL if infeasible
+
+      This version assumes user has added cut generators to CglPreProcess object
+      before calling it.  As an example use coding in preProcess
+      If makeEquality is 1 add slacks to get cliques,
+      if 2 add slacks to get sos (but only if looks plausible) and keep sos info
+  */
+  OsiSolverInterface * preProcessNonDefault(OsiSolverInterface & model, 
+                                  int makeEquality=0, int numberPasses=5,
+					    int tuning=0);
+  /// Creates solution in original model
+  void postProcess(OsiSolverInterface &model
+		   ,bool deleteStuff=true);
+  /** Tightens primal bounds to make dual and branch and cutfaster.  Unless
+      fixed or integral, bounds are slightly looser than they could be.
+      Returns non-zero if problem infeasible
+      Fudge for branch and bound - put bounds on columns of factor *
+      largest value (at continuous) - should improve stability
+      in branch and bound on infeasible branches (0.0 is off)
+  */
+  int tightenPrimalBounds(OsiSolverInterface & model,double factor=0.0);
+  /** Fix some of problem - returning new problem.
+      Uses reduced costs.
+      Optional signed character array
+      1 always keep, -1 always discard, 0 use djs
+
+  */
+  OsiSolverInterface * someFixed(OsiSolverInterface & model, 
+                                 double fractionToKeep=0.25,
+                                 bool fixContinuousAsWell=false,
+                                 char * keep=NULL) const;
+  /** Replace cliques by more maximal cliques
+      Returns NULL if rows not reduced by greater than cliquesNeeded*rows
+
+  */
+  OsiSolverInterface * cliqueIt(OsiSolverInterface & model,
+				double cliquesNeeded=0.0) const;
+  /// If we have a cutoff - fix variables
+  int reducedCostFix(OsiSolverInterface & model);
+  //@}
+
+  //---------------------------------------------------------------------------
+
+  /**@name Parameter set/get methods
+
+     The set methods return true if the parameter was set to the given value,
+     false if the value of the parameter is out of range.
+
+     The get methods return the value of the parameter.
+
+  */
+  //@{
+  /** Set cutoff bound on the objective function.
+
+    When using strict comparison, the bound is adjusted by a tolerance to
+    avoid accidentally cutting off the optimal solution.
+  */
+  void setCutoff(double value) ;
+
+  /// Get the cutoff bound on the objective function - always as minimize
+  double getCutoff() const;
+  /// The original solver associated with this model.
+  inline OsiSolverInterface * originalModel() const
+  { return originalModel_;}
+  /// Solver after making clique equalities (may == original)
+  inline OsiSolverInterface * startModel() const
+  { return startModel_;}
+  /// Copies of solver at various stages after presolve
+  inline OsiSolverInterface * modelAtPass(int iPass) const
+  { if (iPass>=0&&iPass<numberSolvers_) return model_[iPass]; else return NULL;}
+  /// Copies of solver at various stages after presolve after modifications
+  inline OsiSolverInterface * modifiedModel(int iPass) const
+  { if (iPass>=0&&iPass<numberSolvers_) return modifiedModel_[iPass]; else return NULL;}
+  /// Matching presolve information
+  inline OsiPresolve * presolve(int iPass) const
+  { if (iPass>=0&&iPass<numberSolvers_) return presolve_[iPass]; else return NULL;}
+  /** Return a pointer to the original columns (with possible  clique slacks)
+      MUST be called before postProcess otherwise you just get 0,1,2.. */
+  const int * originalColumns();
+  /** Return a pointer to the original rows
+      MUST be called before postProcess otherwise you just get 0,1,2.. */
+  const int * originalRows();
+  /// Number of SOS if found
+  inline int numberSOS() const
+  { return numberSOS_;}
+  /// Type of each SOS
+  inline const int * typeSOS() const
+  { return typeSOS_;}
+  /// Start of each SOS
+  inline const int * startSOS() const
+  { return startSOS_;}
+  /// Columns in SOS
+  inline const int * whichSOS() const
+  { return whichSOS_;}
+  /// Weights for each SOS column
+  inline const double * weightSOS() const
+  { return weightSOS_;}
+  /// Pass in prohibited columns 
+  void passInProhibited(const char * prohibited,int numberColumns);
+  /// Updated prohibited columns
+  inline const char * prohibited()
+  { return prohibited_;}
+  /// Number of iterations PreProcessing
+  inline int numberIterationsPre() const
+  { return numberIterationsPre_;}
+  /// Number of iterations PostProcessing
+  inline int numberIterationsPost() const
+  { return numberIterationsPost_;}
+  /** Pass in row types
+      0 normal
+      1 cut rows - will be dropped if remain in
+      At end of preprocess cut rows will be dropped
+      and put into cuts
+  */
+  void passInRowTypes(const char * rowTypes,int numberRows);
+  /** Updated row types - may be NULL
+      Carried around and corresponds to existing rows
+      -1 added by preprocess e.g. x+y=1
+      0 normal
+      1 cut rows - can be dropped if wanted
+  */
+  inline const char * rowTypes()
+  { return rowType_;}
+  /// Return cuts from dropped rows
+  inline const CglStored & cuts() const
+  { return cuts_;}
+  /// Return pointer to cuts from dropped rows
+  inline const CglStored * cutsPointer() const
+  { return &cuts_;}
+  /// Update prohibited and rowType
+  void update(const OsiPresolve * pinfo,const OsiSolverInterface * solver);
+  /// Set options
+  inline void setOptions(int value)
+  { options_=value;}
+  //@}
+
+  ///@name Cut generator methods 
+  //@{
+  /// Get the number of cut generators
+  inline int numberCutGenerators() const
+  { return numberCutGenerators_;}
+  /// Get the list of cut generators
+  inline CglCutGenerator ** cutGenerators() const
+  { return generator_;}
+  ///Get the specified cut generator
+  inline CglCutGenerator * cutGenerator(int i) const
+  { return generator_[i];}
+  /** Add one generator - up to user to delete generators.
+  */
+  void addCutGenerator(CglCutGenerator * generator);
+//@}
+    
+  /**@name Setting/Accessing application data */
+  //@{
+    /** Set application data.
+
+	This is a pointer that the application can store into and
+	retrieve.
+	This field is available for the application to optionally
+	define and use.
+    */
+    void setApplicationData (void * appData);
+
+    /// Get application data
+    void * getApplicationData() const;
+  //@}
+  
+  //---------------------------------------------------------------------------
+
+  /**@name Message handling */
+  //@{
+  /// Pass in Message handler (not deleted at end)
+  void passInMessageHandler(CoinMessageHandler * handler);
+  /// Set language
+  void newLanguage(CoinMessages::Language language);
+  inline void setLanguage(CoinMessages::Language language)
+  {newLanguage(language);}
+  /// Return handler
+  inline CoinMessageHandler * messageHandler() const
+  {return handler_;}
+  /// Return messages
+  inline CoinMessages messages() 
+  {return messages_;}
+  /// Return pointer to messages
+  inline CoinMessages * messagesPointer() 
+  {return &messages_;}
+  //@}
+  //---------------------------------------------------------------------------
+
+
+  ///@name Constructors and destructors etc
+  //@{
+  /// Constructor
+  CglPreProcess(); 
+  
+  /// Copy constructor .
+  CglPreProcess(const CglPreProcess & rhs);
+  
+  /// Assignment operator 
+  CglPreProcess & operator=(const CglPreProcess& rhs);
+
+  /// Destructor 
+  ~CglPreProcess ();
+  
+  /// Clears out as much as possible
+  void gutsOfDestructor();
+  //@}
+private:
+
+  ///@name private methods
+  //@{
+  /** Return model with useful modifications.  
+      If constraints true then adds any x+y=1 or x-y=0 constraints
+      If NULL infeasible
+  */
+  OsiSolverInterface * modified(OsiSolverInterface * model,
+                                bool constraints,
+                                int & numberChanges,
+                                int iBigPass,
+				int numberPasses);
+  /// create original columns and rows
+  void createOriginalIndices();
+  /// Make continuous variables integer
+  void makeInteger();
+  //@}
+
+//---------------------------------------------------------------------------
+
+private:
+  ///@name Private member data 
+  //@{
+
+  /// The original solver associated with this model.
+  OsiSolverInterface * originalModel_;
+  /// Solver after making clique equalities (may == original)
+  OsiSolverInterface * startModel_;
+  /// Number of solvers at various stages
+  int numberSolvers_;
+  /// Copies of solver at various stages after presolve
+  OsiSolverInterface ** model_;
+  /// Copies of solver at various stages after presolve after modifications
+  OsiSolverInterface ** modifiedModel_;
+  /// Matching presolve information
+  OsiPresolve ** presolve_;
+
+   /// Message handler
+  CoinMessageHandler * handler_;
+
+  /** Flag to say if handler_ is the default handler.
+  
+    The default handler is deleted when the model is deleted. Other
+    handlers (supplied by the client) will not be deleted.
+  */
+  bool defaultHandler_;
+
+  /// Cgl messages
+  CoinMessages messages_;
+
+  /// Pointer to user-defined data structure
+  void * appData_;
+  /// Original column numbers
+  int * originalColumn_;
+  /// Original row numbers
+  int * originalRow_;
+  /// Number of cut generators
+  int numberCutGenerators_;
+  /// Cut generators
+  CglCutGenerator ** generator_;
+  /// Number of SOS if found
+  int numberSOS_;
+  /// Type of each SOS
+  int * typeSOS_;
+  /// Start of each SOS
+  int * startSOS_;
+  /// Columns in SOS
+  int * whichSOS_;
+  /// Weights for each SOS column
+  double * weightSOS_;
+  /// Number of columns in original prohibition set
+  int numberProhibited_;
+  /// Number of iterations done in PreProcessing
+  int numberIterationsPre_;
+  /// Number of iterations done in PostProcessing
+  int numberIterationsPost_;
+  /// Columns which should not be presolved e.g. SOS
+  char * prohibited_;
+  /// Number of rows in original row types
+  int numberRowType_;
+  /** Options
+      1 - original model had integer bounds before tightening
+      2 - don't do probing
+      4 - don't do duplicate rows
+      8 - don't do cliques
+      16 - some heavy probing options
+      64 - very heavy probing
+  */
+  int options_;
+  /** Row types (may be NULL) 
+      Carried around and corresponds to existing rows
+      -1 added by preprocess e.g. x+y=1
+      0 normal
+      1 cut rows - can be dropped if wanted
+  */
+  char * rowType_;
+  /// Cuts from dropped rows
+  CglStored cuts_;
+ //@}
+};
+/// For Bron-Kerbosch
+class CglBK  {
+  
+public:
+
+  ///@name Main methods 
+  //@{
+  /// For recursive Bron-Kerbosch
+  void bronKerbosch();
+  /// Creates strengthened smaller model
+  OsiSolverInterface * newSolver(const OsiSolverInterface & model);
+  //@}
+
+  //---------------------------------------------------------------------------
+
+  /**@name Parameter set/get methods
+
+     The set methods return true if the parameter was set to the given value,
+     false if the value of the parameter is out of range.
+
+     The get methods return the value of the parameter.
+
+  */
+  //@{
+  //@}
+
+  //---------------------------------------------------------------------------
+
+
+  ///@name Constructors and destructors etc
+  //@{
+  /// Default constructor
+  CglBK(); 
+  
+  /// Useful constructor
+  CglBK(const OsiSolverInterface & model, const char * rowType,
+	int numberElements);
+  
+  /// Copy constructor .
+  CglBK(const CglBK & rhs);
+  
+  /// Assignment operator 
+  CglBK & operator=(const CglBK& rhs);
+
+  /// Destructor 
+  ~CglBK ();
+  
+  //@}
+
+//---------------------------------------------------------------------------
+
+private:
+  ///@name Private member data 
+  //@{
+  /// Current candidates (created at each level)
+  int * candidates_;
+  /// Array to mark stuff 
+  char * mark_;
+  /// Starts for graph (numberPossible+1)
+  int * start_;
+  /// Other column/node
+  int * otherColumn_;
+  /// Original row (in parallel with otherColumn_)
+  int * originalRow_;
+  /// How many times each original row dominated
+  int * dominated_;
+  /// Clique entries
+  CoinPackedMatrix * cliqueMatrix_;
+  /// points to row types
+  const char * rowType_;
+  /// Number of original columns
+  int numberColumns_;
+  /// Number of original rows
+  int numberRows_;
+  /// Number possible
+  int numberPossible_;
+  /// Current number of candidates
+  int numberCandidates_;
+  /// First not (stored backwards from numberPossible_)
+  int firstNot_;
+  /// Current number in clique
+  int numberIn_;
+  /// For acceleration
+  int left_;
+  int lastColumn_;
+ //@}
+};
+/**
+   Only store unique row cuts
+*/
+// for hashing
+typedef struct {
+  int index, next;
+} CglHashLink;
+class OsiRowCut;
+class CglUniqueRowCuts {
+public:
+
+  CglUniqueRowCuts(int initialMaxSize=0, int hashMultiplier=4 );
+  ~CglUniqueRowCuts();
+  CglUniqueRowCuts(const CglUniqueRowCuts& rhs);
+  CglUniqueRowCuts& operator=(const CglUniqueRowCuts& rhs);
+  inline OsiRowCut * cut(int sequence) const
+  { return rowCut_[sequence];}
+  inline int numberCuts() const
+  { return numberCuts_;}
+  inline int sizeRowCuts() const
+  { return numberCuts_;}
+  inline OsiRowCut * rowCutPtr(int sequence)
+  { return rowCut_[sequence];}
+  void eraseRowCut(int sequence);
+  // insert cut
+  inline void insert(const OsiRowCut & cut)
+  { insertIfNotDuplicate(cut);}
+  // Return 0 if added, 1 if not
+  int insertIfNotDuplicate(const OsiRowCut & cut);
+  // Add in cuts as normal cuts (and delete)
+  void addCuts(OsiCuts & cs);
+private:
+  OsiRowCut ** rowCut_;
+  /// Hash table
+  CglHashLink *hash_;
+  int size_;
+  int hashMultiplier_;
+  int numberCuts_;
+  int lastHash_;
+};
+#endif