ruby-cbc 0.1.9

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

@@ -0,0 +1,543 @@
+// $Id: CglProbing.hpp 1201 2014-03-07 17:24:04Z 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 CglProbing_H
+#define CglProbing_H
+
+#include <string>
+
+#include "CglCutGenerator.hpp"
+  /** Only useful type of disaggregation is most normal
+      For now just done for 0-1 variables
+      Can be used for building cliques
+   */
+  typedef struct {
+    //unsigned int zeroOne:1; // nonzero if affected variable is 0-1
+    //unsigned int whenAtUB:1; // nonzero if fixing happens when this variable at 1
+    //unsigned int affectedToUB:1; // nonzero if affected variable fixed to UB
+    //unsigned int affected:29; // If 0-1 then 0-1 sequence, otherwise true
+    unsigned int affected;
+  } disaggregationAction;
+
+/** Probing Cut Generator Class */
+class CglProbing : public CglCutGenerator {
+   friend void CglProbingUnitTest(const OsiSolverInterface * siP,
+				  const std::string mpdDir );
+ 
+public:
+    
+  
+  /**@name Generate Cuts */
+  //@{
+  /** Generate probing/disaggregation cuts for the model of the 
+      solver interface, si.
+
+      This is a simplification of probing ideas put into OSL about
+      ten years ago.  The only known documentation is a copy of a 
+      talk handout - we think Robin Lougee-Heimer has a copy!
+
+      For selected integer variables (e.g. unsatisfied ones) the effect of
+      setting them up or down is investigated.  Setting a variable up
+      may in turn set other variables (continuous as well as integer).
+      There are various possible results:
+
+      1) It is shown that problem is infeasible (this may also be
+         because objective function or reduced costs show worse than
+	 best solution).  If the other way is feasible we can generate
+	 a column cut (and continue probing), if not feasible we can
+	 say problem infeasible.
+
+      2) If both ways are feasible, it can happen that x to 0 implies y to 1
+         ** and x to 1 implies y to 1 (again a column cut).  More common
+	 is that x to 0 implies y to 1 and x to 1 implies y to 0 so we could
+	 substitute for y which might lead later to more powerful cuts.
+	 ** This is not done in this code as there is no mechanism for
+	 returning information.
+
+      3) When x to 1 a constraint went slack by c.  We can tighten the
+         constraint ax + .... <= b (where a may be zero) to
+	 (a+c)x + .... <= b.  If this cut is violated then it is
+	 generated.
+
+      4) Similarly we can generate implied disaggregation cuts
+
+      Note - differences to cuts in OSL.
+
+      a) OSL had structures intended to make this faster.
+      b) The "chaining" in 2) was done
+      c) Row cuts modified original constraint rather than adding cut
+      b) This code can cope with general integer variables.
+
+      Insert the generated cuts into OsiCut, cs.
+
+      If a "snapshot" of a matrix exists then this will be used.
+      Presumably this will give global cuts and will be faster.
+      No check is done to see if cuts will be global.
+
+      Otherwise use current matrix.
+
+      Both row cuts and column cuts may be returned
+
+      The mode options are:
+      0) Only unsatisfied integer variables will be looked at.
+         If no information exists for that variable then
+	 probing will be done so as a by-product you "may" get a fixing
+	 or infeasibility.  This will be fast and is only available
+         if a snapshot exists (otherwise as 1).  
+	 The bounds in the snapshot are the ones used.
+      1) Look at unsatisfied integer variables, using current bounds.
+         Probing will be done on all looked at.
+      2) Look at all integer variables, using current bounds.
+         Probing will be done on all
+
+	 ** If generateCutsAndModify is used then new relaxed
+	 row bounds and tightened column bounds are generated
+	 Returns number of infeasibilities 
+  */
+  virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
+			     const CglTreeInfo info = CglTreeInfo());
+  int generateCutsAndModify( const OsiSolverInterface & si, OsiCuts & cs, 
+			     CglTreeInfo * info);
+  //@}
+
+  /**@name snapshot etc */
+  //@{
+  /** Create a copy of matrix which is to be used
+      this is to speed up process and to give global cuts
+      Can give an array with 1 set to select, 0 to ignore
+      column bounds are tightened
+      If array given then values of 1 will be set to 0 if redundant.
+      Objective may be added as constraint
+      Returns 1 if infeasible otherwise 0
+  */
+  int snapshot ( const OsiSolverInterface & si,
+		  char * possible=NULL,
+                  bool withObjective=true);
+  /// Deletes snapshot
+  void deleteSnapshot ( );
+  /** Creates cliques for use by probing.
+      Only cliques >= minimumSize and < maximumSize created
+      Can also try and extend cliques as a result of probing (root node).
+      Returns number of cliques found.
+  */
+  int createCliques( OsiSolverInterface & si, 
+		    int minimumSize=2, int maximumSize=100);
+  /// Delete all clique information
+  void deleteCliques();
+  /** Create a fake model by adding cliques
+      if type&4 then delete rest of model first,
+      if 1 then add proper cliques, 2 add fake cliques */
+  OsiSolverInterface * cliqueModel(const OsiSolverInterface * model,
+				   int type);
+  //@}
+
+  /**@name Get tighter column bounds */
+  //@{
+  /// Lower
+  const double * tightLower() const;
+  /// Upper
+  const double * tightUpper() const;
+  /// Array which says tighten continuous
+  const char * tightenBounds() const
+  { return tightenBounds_;}
+  //@}
+
+  /**@name Get possible freed up row bounds - only valid after mode==3 */
+  //@{
+  /// Lower
+  const double * relaxedRowLower() const;
+  /// Upper
+  const double * relaxedRowUpper() const;
+  //@}
+
+  /**@name Change mode */
+  //@{
+  /// Set
+  void setMode(int mode);
+  /// Get
+  int getMode() const;
+  //@}
+
+  /**@name Change maxima */
+  //@{
+  /// Set maximum number of passes per node
+  void setMaxPass(int value);
+  /// Get maximum number of passes per node
+  int getMaxPass() const;
+  /// Set log level - 0 none, 1 - a bit, 2 - more details
+  void setLogLevel(int value);
+  /// Get log level
+  int getLogLevel() const;
+  /// Set maximum number of unsatisfied variables to look at
+  void setMaxProbe(int value);
+  /// Get maximum number of unsatisfied variables to look at
+  int getMaxProbe() const;
+  /// Set maximum number of variables to look at in one probe
+  void setMaxLook(int value);
+  /// Get maximum number of variables to look at in one probe
+  int getMaxLook() const;
+  /// Set maximum number of elements in row for it to be considered
+  void setMaxElements(int value);
+  /// Get maximum number of elements in row for it to be considered
+  int getMaxElements() const;
+  /// Set maximum number of passes per node  (root node)
+  void setMaxPassRoot(int value);
+  /// Get maximum number of passes per node (root node)
+  int getMaxPassRoot() const;
+  /// Set maximum number of unsatisfied variables to look at (root node)
+  void setMaxProbeRoot(int value);
+  /// Get maximum number of unsatisfied variables to look at (root node)
+  int getMaxProbeRoot() const;
+  /// Set maximum number of variables to look at in one probe (root node)
+  void setMaxLookRoot(int value);
+  /// Get maximum number of variables to look at in one probe (root node)
+  int getMaxLookRoot() const;
+  /// Set maximum number of elements in row for it to be considered (root node)
+  void setMaxElementsRoot(int value);
+  /// Get maximum number of elements in row for it to be considered (root node)
+  int getMaxElementsRoot() const;
+  /**
+     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;
+  //@}
+
+  /**@name Get information back from probing */
+  //@{
+  /// Number looked at this time
+  inline int numberThisTime() const
+  { return numberThisTime_;}
+  /// Which ones looked at this time
+  inline const int * lookedAt() const
+  { return lookedAt_;}
+  //@}
+
+  /**@name Stop or restart row cuts (otherwise just fixing from probing) */
+  //@{
+  /// Set
+  /// 0 no cuts, 1 just disaggregation type, 2 coefficient ( 3 both)
+  void setRowCuts(int type);
+  /// Get
+  int rowCuts() const;
+  //@}
+  /// Clique type
+  typedef struct {
+    unsigned int equality:1; //  nonzero if clique is ==
+  } CliqueType;
+
+  /**@name Information on cliques */
+  //@{
+  /// Number of cliques
+  inline int numberCliques() const
+  { return numberCliques_;}
+  /// Clique type
+  inline CliqueType * cliqueType() const
+  { return cliqueType_;}
+  /// Start of each clique
+  inline int * cliqueStart() const
+  { return cliqueStart_;}
+  /// Entries for clique
+  inline CliqueEntry * cliqueEntry() const
+  { return cliqueEntry_;}
+  //@}
+
+  /**@name Whether use objective as constraint */
+  //@{
+  /** Set
+      0 don't
+      1 do
+      -1 don't even think about it
+  */
+  void setUsingObjective(int yesNo);
+  /// Get
+  int getUsingObjective() const;
+  //@}
+
+  /**@name Mark which continuous variables are to be tightened */
+  //@{
+  /// Mark variables to be tightened
+  void tightenThese(const OsiSolverInterface & solver, int number, const int * which);
+  //@}
+
+  /**@name Constructors and destructors */
+  //@{
+  /// Default constructor 
+  CglProbing ();
+ 
+  /// Copy constructor 
+  CglProbing (
+    const CglProbing &);
+
+  /// Clone
+  virtual CglCutGenerator * clone() const;
+
+  /// Assignment operator 
+  CglProbing &
+    operator=(
+    const CglProbing& rhs);
+  
+  /// Destructor 
+  virtual
+    ~CglProbing ();
+
+  /// This can be used to refresh any inforamtion
+  virtual void refreshSolver(OsiSolverInterface * solver);
+  /// Create C++ lines to get to current state
+  virtual std::string generateCpp( FILE * fp);
+  //@}
+      
+private:
+  
+ // Private member methods
+  /**@name probe */
+  //@{
+  /// Does probing and adding cuts (without cliques and mode_!=0)
+  int probe( const OsiSolverInterface & si, 
+	     const OsiRowCutDebugger * debugger, 
+	     OsiCuts & cs, 
+	     double * colLower, double * colUpper, CoinPackedMatrix *rowCopy,
+	     CoinPackedMatrix *columnCopy,const CoinBigIndex * rowStartPos,
+	     const int * realRow, const double * rowLower, const double * rowUpper,
+	     const char * intVar, double * minR, double * maxR, int * markR, 
+	     CglTreeInfo * info);
+  /// Does probing and adding cuts (with cliques)
+  int probeCliques( const OsiSolverInterface & si, 
+	     const OsiRowCutDebugger * debugger, 
+	     OsiCuts & cs, 
+	     double * colLower, double * colUpper, CoinPackedMatrix *rowCopy,
+		    CoinPackedMatrix *columnCopy, const int * realRow,
+	     double * rowLower, double * rowUpper,
+	     char * intVar, double * minR, double * maxR, int * markR, 
+             CglTreeInfo * info);
+  /// Does probing and adding cuts for clique slacks
+  int probeSlacks( const OsiSolverInterface & si, 
+                    const OsiRowCutDebugger * debugger, 
+                    OsiCuts & cs, 
+                    double * colLower, double * colUpper, CoinPackedMatrix *rowCopy,
+		   CoinPackedMatrix *columnCopy,
+                    double * rowLower, double * rowUpper,
+                    char * intVar, double * minR, double * maxR,int * markR,
+                     CglTreeInfo * info);
+  /** Does most of work of generateCuts 
+      Returns number of infeasibilities */
+  int gutsOfGenerateCuts( const OsiSolverInterface & si, 
+			  OsiCuts & cs,
+			  double * rowLower, double * rowUpper,
+			  double * colLower, double * colUpper,
+                           CglTreeInfo * info);
+  /// Sets up clique information for each row
+  void setupRowCliqueInformation(const OsiSolverInterface & si);
+  /** This tightens column bounds (and can declare infeasibility)
+      It may also declare rows to be redundant */
+  int tighten(double *colLower, double * colUpper,
+              const int *column, const double *rowElements, 
+              const CoinBigIndex *rowStart,const CoinBigIndex * rowStartPos,
+	      const int * rowLength,
+              double *rowLower, double *rowUpper, 
+              int nRows,int nCols,char * intVar,int maxpass,
+              double tolerance);
+  /// This just sets minima and maxima on rows
+  void tighten2(double *colLower, double * colUpper,
+                const int *column, const double *rowElements, 
+                const CoinBigIndex *rowStart,
+		const int * rowLength,
+                double *rowLower, double *rowUpper, 
+                double * minR, double * maxR, int * markR,
+                int nRows);
+  //@}
+
+  // Private member data
+
+  struct disaggregation_struct_tag ;
+  friend struct CglProbing::disaggregation_struct_tag ;
+
+  /**@name Private member data */
+  //@{
+  /// Row copy (only if snapshot)
+  CoinPackedMatrix * rowCopy_;
+  /// Column copy (only if snapshot)
+  CoinPackedMatrix * columnCopy_;
+  /// Lower bounds on rows
+  double * rowLower_;
+  /// Upper bounds on rows
+  double * rowUpper_;
+  /// Lower bounds on columns
+  double * colLower_;
+  /// Upper bounds on columns
+  double * colUpper_;
+  /// Number of rows in snapshot (or when cliqueRow stuff computed)
+  int numberRows_;
+  /// Number of columns in problem ( must == current)
+  int numberColumns_;
+  /// Tolerance to see if infeasible
+  double primalTolerance_;
+  /** Mode - 0 lazy using snapshot, 1 just unsatisfied, 2 all.
+      16 bit set if want to extend cliques at root node
+  */
+  int mode_;
+  /** Row cuts flag
+      0 no cuts, 1 just disaggregation type, 2 coefficient ( 3 both), 4 just column cuts
+      -n as +n but just fixes variables unless at root
+  */
+  int rowCuts_;
+  /// Maximum number of passes to do in probing
+  int maxPass_;
+  /// Log level - 0 none, 1 - a bit, 2 - more details
+  int logLevel_;
+  /// Maximum number of unsatisfied variables to probe
+  int maxProbe_;
+  /// Maximum number of variables to look at in one probe
+  int maxStack_;
+  /// Maximum number of elements in row for scan
+  int maxElements_;
+  /// Maximum number of passes to do in probing at root
+  int maxPassRoot_;
+  /// Maximum number of unsatisfied variables to probe at root
+  int maxProbeRoot_;
+  /// Maximum number of variables to look at in one probe at root
+  int maxStackRoot_;
+  /// Maximum number of elements in row for scan at root
+  int maxElementsRoot_;
+  /// Whether to include objective as constraint
+  int usingObjective_;
+  /// Number of integer variables
+  int numberIntegers_;
+  /// Number of 0-1 integer variables
+  int number01Integers_;
+  /// Number looked at this time
+  int numberThisTime_;
+  /// Total number of times called
+  int totalTimesCalled_;
+  /// Which ones looked at this time
+  int * lookedAt_;
+  /// Disaggregation cuts and for building cliques
+  typedef struct disaggregation_struct_tag {
+    int sequence; // integer variable
+    // index will be NULL if no probing done yet
+    int length; // length of newValue
+    disaggregationAction * index; // columns whose bounds will be changed
+  } disaggregation;
+  disaggregation * cutVector_;
+  /// Cliques
+  /// Number of cliques
+  int numberCliques_;
+  /// Clique type
+  CliqueType * cliqueType_;
+  /// Start of each clique
+  int * cliqueStart_;
+  /// Entries for clique
+  CliqueEntry * cliqueEntry_;
+  /** Start of oneFixes cliques for a column in matrix or -1 if not
+      in any clique */
+  int * oneFixStart_;
+  /** Start of zeroFixes cliques for a column in matrix or -1 if not
+      in any clique */
+  int * zeroFixStart_;
+  /// End of fixes for a column
+  int * endFixStart_;
+  /// Clique numbers for one or zero fixes
+  int * whichClique_;
+  /** For each column with nonzero in row copy this gives a clique "number".
+      So first clique mentioned in row is always 0.  If no entries for row
+      then no cliques.  If sequence > numberColumns then not in clique.
+  */
+  CliqueEntry * cliqueRow_;
+  /// cliqueRow_ starts for each row
+  int * cliqueRowStart_;
+  /// If not null and [i] !=0 then also tighten even if continuous
+  char * tightenBounds_;
+  //@}
+};
+inline int affectedInDisaggregation(const disaggregationAction & dis)
+{ return dis.affected&0x1fffffff;}
+inline void setAffectedInDisaggregation(disaggregationAction & dis,
+					   int affected)
+{ dis.affected = affected|(dis.affected&0xe0000000);}
+#ifdef NDEBUG
+inline bool zeroOneInDisaggregation(const disaggregationAction & )
+{ return true;}
+#else
+inline bool zeroOneInDisaggregation(const disaggregationAction & dis)
+//{ return (dis.affected&0x80000000)!=0;}
+{ assert ((dis.affected&0x80000000)!=0); return true;}
+#endif
+inline void setZeroOneInDisaggregation(disaggregationAction & dis,bool zeroOne)
+{ dis.affected = (zeroOne ? 0x80000000 : 0)|(dis.affected&0x7fffffff);}
+inline bool whenAtUBInDisaggregation(const disaggregationAction & dis)
+{ return (dis.affected&0x40000000)!=0;}
+inline void setWhenAtUBInDisaggregation(disaggregationAction & dis,bool whenAtUB)
+{ dis.affected = (whenAtUB ? 0x40000000 : 0)|(dis.affected&0xbfffffff);}
+inline bool affectedToUBInDisaggregation(const disaggregationAction & dis)
+{ return (dis.affected&0x20000000)!=0;}
+inline void setAffectedToUBInDisaggregation(disaggregationAction & dis,bool affectedToUB)
+{ dis.affected = (affectedToUB ? 0x20000000 : 0)|(dis.affected&0xdfffffff);}
+
+//#############################################################################
+/** A function that tests the methods in the CglProbing 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 CglProbingUnitTest(const OsiSolverInterface * siP,
+			const std::string mpdDir );
+/// This just uses implication info   
+class CglImplication : public CglCutGenerator {
+ 
+public:
+
+  /**@name Generate Cuts */
+  //@{
+  /** Generate cuts from implication table
+  Insert generated cuts into the cut set cs.
+  */
+  virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
+			     const CglTreeInfo info = CglTreeInfo());
+  //@}
+
+  /**@name Constructors and destructors */
+  //@{
+  /// Default constructor 
+  CglImplication ();
+ 
+  /// Constructor with info
+  CglImplication (CglTreeProbingInfo * info);
+ 
+  /// Copy constructor 
+  CglImplication (
+    const CglImplication &);
+
+  /// Clone
+  virtual CglCutGenerator * clone() const;
+
+  /// Assignment operator 
+  CglImplication &
+    operator=(
+    const CglImplication& rhs);
+  
+  /// Destructor 
+  virtual
+    ~CglImplication ();
+  /// Create C++ lines to get to current state
+  virtual std::string generateCpp( FILE * fp);
+  //@}
+  /**@name Set implication */
+  //@{
+  /// Set implication
+  inline void setProbingInfo(CglTreeProbingInfo * info)
+  { probingInfo_=info;}
+  //@}
+
+private:
+  /**@name Private member data */
+  //@{
+  /// Pointer to tree probing info
+  CglTreeProbingInfo * probingInfo_;
+  //@}
+};
+#endif