ruby-cbc 0.1.9

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

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+// $Id: CglStored.hpp 1119 2013-04-06 20:24:18Z stefan $
+// 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 CglStored_H
+#define CglStored_H
+
+#include <string>
+
+#include "CglCutGenerator.hpp"
+
+class CoinWarmStartBasis;
+class CglTreeProbingInfo;
+/** Stored Cut Generator Class */
+class CglStored : public CglCutGenerator {
+ 
+public:
+    
+  
+  /**@name Generate Cuts */
+  //@{
+  /** Generate Mixed Integer Stored cuts for the model of the 
+      solver interface, si.
+
+      Insert the generated cuts into OsiCut, cs.
+
+      This generator just looks at previously stored cuts
+      and inserts any that are violated by enough
+  */
+  virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
+			     const CglTreeInfo info = CglTreeInfo());
+  //@}
+
+  /**@name Change criterion on whether to include cut.
+   Violations of more than this will be added to current cut list
+  (default 1.0e-5) */
+  //@{
+  /// Set
+  inline void setRequiredViolation(double value)
+  { requiredViolation_=value;}
+  /// Get
+  inline double getRequiredViolation() const
+  { return requiredViolation_;}
+  /// Takes over ownership of probing info
+  inline void setProbingInfo(CglTreeProbingInfo * info)
+  { probingInfo_ = info;}
+  //@}
+
+  /**@name Cut stuff */
+  //@{
+  /// Add cuts
+  void addCut(const OsiCuts & cs);
+  /// Add a row cut
+  void addCut(const OsiRowCut & cut);
+  /// Add a row cut from a packed vector
+  void addCut(double lb, double ub, const CoinPackedVector & vector);
+  /// Add a row cut from elements
+  void addCut(double lb, double ub, int size, const int * colIndices, const double * elements);
+  inline int sizeRowCuts() const
+  { return cuts_.sizeRowCuts();}
+  const OsiRowCut * rowCutPointer(int index) const
+  { return cuts_.rowCutPtr(index);}
+  /// Save stuff
+  void saveStuff(double bestObjective, const double * bestSolution,
+		 const double * lower, const double * upper);
+  /// Best solution (or NULL)
+  inline const double * bestSolution() const
+  { return bestSolution_;}
+  /// Best objective
+  double bestObjective() const;
+  /// Tight lower bounds
+  const double * tightLower() const
+  { return bounds_;} 
+  /// Tight upper bounds
+  const double * tightUpper() const
+  { return bounds_+numberColumns_;} 
+  //@}
+
+  /**@name Constructors and destructors */
+  //@{
+  /// Default constructor 
+  CglStored (int numberColumns=0);
+ 
+  /// Copy constructor 
+  CglStored (const CglStored & rhs);
+
+  /// Constructor from file
+  CglStored (const char * fileName);
+
+  /// Clone
+  virtual CglCutGenerator * clone() const;
+
+  /// Assignment operator 
+  CglStored &
+    operator=(const CglStored& rhs);
+  
+  /// Destructor 
+  virtual
+    ~CglStored ();
+  //@}
+      
+protected:
+  
+ // Protected member methods
+
+  // Protected member data
+
+  /**@name Protected member data */
+  //@{
+  /// Only add if more than this requiredViolation
+  double requiredViolation_;
+  /// Pointer to probing information
+  CglTreeProbingInfo * probingInfo_;
+  /// Cuts
+  OsiCuts cuts_;
+  /// Number of columns in model
+  int numberColumns_;
+  /// Best solution (objective at end)
+  double * bestSolution_;
+  /// Tight bounds
+  double * bounds_;
+  //@}
+};
+#endif

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

@@ -0,0 +1,180 @@
+// $Id: CglTreeInfo.hpp 1201 2014-03-07 17:24:04Z forrest $
+// 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 CglTreeInfo_H
+#define CglTreeInfo_H
+
+#include "OsiCuts.hpp"
+#include "OsiSolverInterface.hpp"
+#include "CoinHelperFunctions.hpp"
+class CglStored;
+/** Information about where the cut generator is invoked from. */
+
+class CglTreeInfo {
+public:
+  /// The level of the search tree node 
+  int level;
+  /** How many times the cut generator was already invoked in this search tree
+      node */
+  int pass;
+  /** The number of rows in the original formulation. Some generators may not
+      want to consider already generated rows when generating new ones. */
+  int formulation_rows;
+  /** Options 
+      1 - treat costed integers as important
+      2 - switch off some stuff as variables semi-integer
+      4 - set global cut flag if at root node
+      8 - set global cut flag if at root node and first pass
+      16 - set global cut flag and make cuts globally valid
+      32 - last round of cuts did nothing - maybe be more aggressive
+      64 - in preprocessing stage
+      128 - looks like solution
+      256 - want alternate cuts
+      512 - in sub tree (i.e. parent model)
+      1024 - in must call again mode or after everything mode
+  */
+  int options;
+  /// Set true if in tree (to avoid ambiguity at first branch)
+  bool inTree;
+  /** Replacement array.  Before Branch and Cut it may be beneficial to strengthen rows
+      rather than adding cuts.  If this array is not NULL then the cut generator can
+      place a pointer to the stronger cut in this array which is number of rows in size.
+
+      A null (i.e. zero elements and free rhs) cut indicates that the row is useless 
+      and can be removed.
+
+      The calling function can then replace those rows.
+  */
+  OsiRowCut ** strengthenRow;
+  /// Optional pointer to thread specific random number generator
+  CoinThreadRandom * randomNumberGenerator;
+  /// Default constructor 
+  CglTreeInfo ();
+ 
+  /// Copy constructor 
+  CglTreeInfo (
+    const CglTreeInfo &);
+  /// Clone
+  virtual CglTreeInfo * clone() const;
+
+  /// Assignment operator 
+  CglTreeInfo &
+    operator=(
+    const CglTreeInfo& rhs);
+  
+  /// Destructor 
+  virtual
+    ~CglTreeInfo ();
+  /// Take action if cut generator can fix a variable (toValue -1 for down, +1 for up)
+  virtual bool fixes(int , int , int ,bool) {return false;}
+  /** Initalizes fixing arrays etc - returns >0 if we want to save info
+      0 if we don't and -1 if is to be used */
+  virtual int initializeFixing(const OsiSolverInterface * ) {return 0;}
+  
+};
+
+/** Derived class to pick up probing info. */
+typedef struct {
+  //unsigned int oneFixed:1; //  nonzero if variable to 1 fixes all
+  //unsigned int sequence:31; //  variable (in matrix) (but also see cliqueRow_)
+  unsigned int fixes;
+} CliqueEntry;
+
+class CglTreeProbingInfo : public CglTreeInfo {
+public:
+  /// Default constructor 
+  CglTreeProbingInfo ();
+  /// Constructor from model
+  CglTreeProbingInfo (const OsiSolverInterface * model);
+ 
+  /// Copy constructor 
+  CglTreeProbingInfo (
+    const CglTreeProbingInfo &);
+  /// Clone
+  virtual CglTreeInfo * clone() const;
+
+  /// Assignment operator 
+  CglTreeProbingInfo &
+    operator=(
+    const CglTreeProbingInfo& rhs);
+  
+  /// Destructor 
+  virtual
+    ~CglTreeProbingInfo ();
+  OsiSolverInterface * analyze(const OsiSolverInterface & si, int createSolver=0,
+			       int numberExtraCliques=0,const int * starts=NULL,
+			       const CliqueEntry * entries=NULL,const char * type=NULL);
+  /** Take action if cut generator can fix a variable 
+      (toValue -1 for down, +1 for up)
+      Returns true if still room, false if not  */
+  virtual bool fixes(int variable, int toValue, int fixedVariable,bool fixedToLower);
+  /** Initalizes fixing arrays etc - returns >0 if we want to save info
+      0 if we don't and -1 if is to be used */
+  virtual int initializeFixing(const OsiSolverInterface * model) ;
+  /// Fix entries in a solver using implications
+  int fixColumns(OsiSolverInterface & si) const;
+  /// Fix entries in a solver using implications for one variable
+  int fixColumns(int iColumn, int value, OsiSolverInterface & si) const;
+  /// Packs down entries
+  int packDown();
+  /// Generate cuts from implications
+  void generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
+		    const CglTreeInfo info) const;
+  /// Entries for fixing variables
+  inline CliqueEntry * fixEntries()
+  { convert(); return fixEntry_;}
+  /// Starts of integer variable going to zero
+  inline int * toZero()
+  { convert(); return toZero_;}
+  /// Starts of integer variable going to one
+  inline int * toOne()
+  { convert(); return toOne_;}
+  /// List of 0-1 integer variables
+  inline int * integerVariable() const
+  { return integerVariable_;}
+  /// Backward look up
+  inline int * backward() const
+  { return backward_;}
+  /// Number of variables
+  inline int numberVariables() const
+  { return numberVariables_;}
+  /// Number of 0-1 variables
+  inline int numberIntegers() const
+  { return numberIntegers_;}
+private:
+  /// Converts to ordered
+  void convert();
+protected:
+  /// Entries for fixing variables
+  CliqueEntry * fixEntry_;
+  /// Starts of integer variable going to zero
+  int * toZero_;
+  /// Starts of integer variable going to one
+  int * toOne_;
+  /// List of 0-1 integer variables
+  int * integerVariable_;
+  /// Backward look up
+  int * backward_;
+  /// Entries for fixing variable when collecting
+  int * fixingEntry_;
+  /// Number of variables
+  int numberVariables_;
+  /// Number of 0-1 variables
+  int numberIntegers_;
+  /// Maximum number in fixEntry_
+  int maximumEntries_;
+  /// Number entries in fixingEntry_ (and fixEntry_) or -2 if correct style
+  int numberEntries_;
+};
+inline int sequenceInCliqueEntry(const CliqueEntry & cEntry)
+{ return cEntry.fixes&0x7fffffff;}
+inline void setSequenceInCliqueEntry(CliqueEntry & cEntry,int sequence)
+{ cEntry.fixes = sequence|(cEntry.fixes&0x80000000);}
+inline bool oneFixesInCliqueEntry(const CliqueEntry & cEntry)
+{ return (cEntry.fixes&0x80000000)!=0;}
+inline void setOneFixesInCliqueEntry(CliqueEntry & cEntry,bool oneFixes)
+{ cEntry.fixes = (oneFixes ? 0x80000000 : 0)|(cEntry.fixes&0x7fffffff);}
+
+#endif