ruby-cbc 0.1.9

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

@@ -0,0 +1,482 @@
+/* $Id: CbcCutGenerator.hpp 2081 2014-09-25 11:31:17Z forrest $ */
+// Copyright (C) 2003, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CbcCutGenerator_H
+#define CbcCutGenerator_H
+
+#include "OsiSolverInterface.hpp"
+#include "OsiCuts.hpp"
+#include "CglCutGenerator.hpp"
+#include "CbcCutModifier.hpp"
+
+class CbcModel;
+class OsiRowCut;
+class OsiRowCutDebugger;
+
+//#############################################################################
+
+/** Interface between Cbc and Cut Generation Library.
+
+  \c CbcCutGenerator is intended to provide an intelligent interface between
+  Cbc and the cutting plane algorithms in the CGL. A \c CbcCutGenerator is
+  bound to a \c CglCutGenerator and to an \c CbcModel. It contains parameters
+  which control when and how the \c generateCuts method of the
+  \c CglCutGenerator will be called.
+
+  The builtin decision criteria available to use when deciding whether to
+  generate cuts are limited: every <i>X</i> nodes, when a solution is found,
+  and when a subproblem is found to be infeasible. The idea is that the class
+  will grow more intelligent with time.
+
+  \todo Add a pointer to function member which will allow a client to install
+	their own decision algorithm to decide whether or not to call the CGL
+	\p generateCuts method. Create a default decision method that looks
+	at the builtin criteria.
+
+  \todo It strikes me as not good that generateCuts contains code specific to
+	individual CGL algorithms. Another set of pointer to function members,
+	so that the client can specify the cut generation method as well as
+	pre- and post-generation methods? Taken a bit further, should this
+	class contain a bunch of pointer to function members, one for each
+	of the places where the cut generator might be referenced?
+	Initialization, root node, search tree node, discovery of solution,
+	and termination all come to mind. Initialization and termination would
+	also be useful for instrumenting cbc.
+*/
+
+class CbcCutGenerator  {
+
+public:
+
+    /** \name Generate Cuts */
+    //@{
+    /** Generate cuts for the client model.
+
+      Evaluate the state of the client model and decide whether to generate cuts.
+      The generated cuts are inserted into and returned in the collection of cuts
+      \p cs.
+
+      If \p fullScan is !=0, the generator is obliged to call the CGL
+      \c generateCuts routine.  Otherwise, it is free to make a local decision.
+      Negative fullScan says things like at integer solution
+      The current implementation uses \c whenCutGenerator_ to decide.
+
+      The routine returns true if reoptimisation is needed (because the state of
+      the solver interface has been modified).
+
+      If node then can find out depth
+    */
+    bool generateCuts( OsiCuts &cs, int fullScan, OsiSolverInterface * solver,
+                       CbcNode * node);
+    //@}
+
+
+    /**@name Constructors and destructors */
+    //@{
+    /// Default constructor
+    CbcCutGenerator ();
+
+    /// Normal constructor
+    CbcCutGenerator(CbcModel * model, CglCutGenerator * generator,
+                    int howOften = 1, const char * name = NULL,
+                    bool normal = true, bool atSolution = false,
+                    bool infeasible = false, int howOftenInsub = -100,
+                    int whatDepth = -1, int whatDepthInSub = -1, int switchOffIfLessThan = 0);
+
+    /// Copy constructor
+    CbcCutGenerator (const CbcCutGenerator &);
+
+    /// Assignment operator
+    CbcCutGenerator & operator=(const CbcCutGenerator& rhs);
+
+    /// Destructor
+    ~CbcCutGenerator ();
+    //@}
+
+    /**@name Gets and sets */
+    //@{
+    /** Set the client model.
+
+      In addition to setting the client model, refreshModel also calls
+      the \c refreshSolver method of the CglCutGenerator object.
+    */
+    void refreshModel(CbcModel * model);
+
+    /// return name of generator
+    inline const char * cutGeneratorName() const {
+        return generatorName_;
+    }
+
+    /// Create C++ lines to show how to tune
+    void generateTuning( FILE * fp);
+    /** Set the cut generation interval
+
+      Set the number of nodes evaluated between calls to the Cgl object's
+      \p generateCuts routine.
+
+      If \p value is positive, cuts will always be generated at the specified
+      interval.
+      If \p value is negative, cuts will initially be generated at the specified
+      interval, but Cbc may adjust the value depending on the success of cuts
+      produced by this generator.
+
+      A value of -100 disables the generator, while a value of -99 means
+      just at root.
+    */
+    void setHowOften(int value) ;
+
+    /// Get the cut generation interval.
+    inline int howOften() const {
+        return whenCutGenerator_;
+    }
+    /// Get the cut generation interval.in sub tree
+    inline int howOftenInSub() const {
+        return whenCutGeneratorInSub_;
+    }
+    /// Get level of cut inaccuracy (0 means exact e.g. cliques)
+    inline int inaccuracy() const {
+        return inaccuracy_;
+    }
+    /// Set level of cut inaccuracy (0 means exact e.g. cliques)
+    inline void setInaccuracy(int level) {
+        inaccuracy_ = level;
+    }
+
+    /** Set the cut generation depth
+
+      Set the depth criterion for calls to the Cgl object's
+      \p generateCuts routine.  Only active if > 0.
+
+      If whenCutGenerator is positive and this is positive then this overrides.
+      If whenCutGenerator is -1 then this is used as criterion if any cuts
+      were generated at root node.
+      If whenCutGenerator is anything else this is ignored.
+    */
+    void setWhatDepth(int value) ;
+    /// Set the cut generation depth in sub tree
+    void setWhatDepthInSub(int value) ;
+    /// Get the cut generation depth criterion.
+    inline int whatDepth() const {
+        return depthCutGenerator_;
+    }
+    /// Get the cut generation depth criterion.in sub tree
+    inline int whatDepthInSub() const {
+        return depthCutGeneratorInSub_;
+    }
+    /// Set maximum number of times to enter
+    inline void setMaximumTries(int value)
+    { maximumTries_ = value;}
+    /// Get maximum number of times to enter
+    inline int maximumTries() const
+    { return maximumTries_;}
+
+    /// Get switches 
+    inline int switches() const {
+        return switches_;
+    }
+    /// Set switches (for copying from virgin state)
+    inline void setSwitches(int value) {
+        switches_ = value;
+    }
+    /// Get whether the cut generator should be called in the normal place
+    inline bool normal() const {
+        return (switches_&1) != 0;
+    }
+    /// Set whether the cut generator should be called in the normal place
+    inline void setNormal(bool value) {
+        switches_ &= ~1;
+        switches_ |= value ? 1 : 0;
+    }
+    /// Get whether the cut generator should be called when a solution is found
+    inline bool atSolution() const {
+        return (switches_&2) != 0;
+    }
+    /// Set whether the cut generator should be called when a solution is found
+    inline void setAtSolution(bool value) {
+        switches_ &= ~2;
+        switches_ |= value ? 2 : 0;
+    }
+    /** Get whether the cut generator should be called when the subproblem is
+        found to be infeasible.
+    */
+    inline bool whenInfeasible() const {
+        return (switches_&4) != 0;
+    }
+    /** Set whether the cut generator should be called when the subproblem is
+        found to be infeasible.
+    */
+    inline void setWhenInfeasible(bool value) {
+        switches_ &= ~4;
+        switches_ |= value ? 4 : 0;
+    }
+    /// Get whether the cut generator is being timed
+    inline bool timing() const {
+        return (switches_&64) != 0;
+    }
+    /// Set whether the cut generator is being timed
+    inline void setTiming(bool value) {
+        switches_ &= ~64;
+        switches_ |= value ? 64 : 0;
+        timeInCutGenerator_ = 0.0;
+    }
+    /// Return time taken in cut generator
+    inline double timeInCutGenerator() const {
+        return timeInCutGenerator_;
+    }
+    inline void incrementTimeInCutGenerator(double value) {
+        timeInCutGenerator_ += value;
+    }
+    /// Get the \c CglCutGenerator corresponding to this \c CbcCutGenerator.
+    inline CglCutGenerator * generator() const {
+        return generator_;
+    }
+    /// Number times cut generator entered
+    inline int numberTimesEntered() const {
+        return numberTimes_;
+    }
+    inline void setNumberTimesEntered(int value) {
+        numberTimes_ = value;
+    }
+    inline void incrementNumberTimesEntered(int value = 1) {
+        numberTimes_ += value;
+    }
+    /// Total number of cuts added
+    inline int numberCutsInTotal() const {
+        return numberCuts_;
+    }
+    inline void setNumberCutsInTotal(int value) {
+        numberCuts_ = value;
+    }
+    inline void incrementNumberCutsInTotal(int value = 1) {
+        numberCuts_ += value;
+    }
+    /// Total number of elements added
+    inline int numberElementsInTotal() const {
+        return numberElements_;
+    }
+    inline void setNumberElementsInTotal(int value) {
+        numberElements_ = value;
+    }
+    inline void incrementNumberElementsInTotal(int value = 1) {
+        numberElements_ += value;
+    }
+    /// Total number of column cuts
+    inline int numberColumnCuts() const {
+        return numberColumnCuts_;
+    }
+    inline void setNumberColumnCuts(int value) {
+        numberColumnCuts_ = value;
+    }
+    inline void incrementNumberColumnCuts(int value = 1) {
+        numberColumnCuts_ += value;
+    }
+    /// Total number of cuts active after (at end of n cut passes at each node)
+    inline int numberCutsActive() const {
+        return numberCutsActive_;
+    }
+    inline void setNumberCutsActive(int value) {
+        numberCutsActive_ = value;
+    }
+    inline void incrementNumberCutsActive(int value = 1) {
+        numberCutsActive_ += value;
+    }
+    inline void setSwitchOffIfLessThan(int value) {
+        switchOffIfLessThan_ = value;
+    }
+    inline int switchOffIfLessThan() const {
+        return switchOffIfLessThan_;
+    }
+    /// Say if optimal basis needed
+    inline bool needsOptimalBasis() const {
+        return (switches_&128) != 0;
+    }
+    /// Set if optimal basis needed
+    inline void setNeedsOptimalBasis(bool yesNo) {
+        switches_ &= ~128;
+        switches_ |= yesNo ? 128 : 0;
+    }
+    /// Whether generator MUST be called again if any cuts (i.e. ignore break from loop)
+    inline bool mustCallAgain() const {
+        return (switches_&8) != 0;
+    }
+    /// Set whether generator MUST be called again if any cuts (i.e. ignore break from loop)
+    inline void setMustCallAgain(bool yesNo) {
+        switches_ &= ~8;
+        switches_ |= yesNo ? 8 : 0;
+    }
+    /// Whether generator switched off for moment
+    inline bool switchedOff() const {
+        return (switches_&16) != 0;
+    }
+    /// Set whether generator switched off for moment
+    inline void setSwitchedOff(bool yesNo) {
+        switches_ &= ~16;
+        switches_ |= yesNo ? 16 : 0;
+    }
+    /// Whether last round of cuts did little
+    inline bool ineffectualCuts() const {
+        return (switches_&512) != 0;
+    }
+    /// Set whether last round of cuts did little
+    inline void setIneffectualCuts(bool yesNo) {
+        switches_ &= ~512;
+        switches_ |= yesNo ? 512 : 0;
+    }
+    /// Whether to use if any cuts generated
+    inline bool whetherToUse() const {
+        return (switches_&1024) != 0;
+    }
+    /// Set whether to use if any cuts generated
+    inline void setWhetherToUse(bool yesNo) {
+        switches_ &= ~1024;
+        switches_ |= yesNo ? 1024 : 0;
+    }
+    /// Whether in must call again mode (or after others)
+    inline bool whetherInMustCallAgainMode() const {
+        return (switches_&2048) != 0;
+    }
+    /// Set whether in must call again mode (or after others)
+    inline void setWhetherInMustCallAgainMode(bool yesNo) {
+        switches_ &= ~2048;
+        switches_ |= yesNo ? 2048 : 0;
+    }
+    /// Whether to call at end
+    inline bool whetherCallAtEnd() const {
+        return (switches_&4096) != 0;
+    }
+    /// Set whether to call at end
+    inline void setWhetherCallAtEnd(bool yesNo) {
+        switches_ &= ~4096;
+        switches_ |= yesNo ? 4096 : 0;
+    }
+    /// Whether needs refresh on copy
+    inline bool needsRefresh() const {
+        return (switches_&8192) != 0;
+    }
+    /// Set whether needs refresh on copy
+    inline void setNeedsRefresh(bool yesNo) {
+        switches_ &= ~8192;
+        switches_ |= yesNo ? 8192 : 0;
+    }
+    /// Number of cuts generated at root
+    inline int numberCutsAtRoot() const {
+        return numberCutsAtRoot_;
+    }
+    inline void setNumberCutsAtRoot(int value) {
+        numberCutsAtRoot_ = value;
+    }
+    /// Number of cuts active at root
+    inline int numberActiveCutsAtRoot() const {
+        return numberActiveCutsAtRoot_;
+    }
+    inline void setNumberActiveCutsAtRoot(int value) {
+        numberActiveCutsAtRoot_ = value;
+    }
+    /// Number of short cuts at root
+    inline int numberShortCutsAtRoot() const {
+        return numberShortCutsAtRoot_;
+    }
+    inline void setNumberShortCutsAtRoot(int value) {
+        numberShortCutsAtRoot_ = value;
+    }
+    /// Set model
+    inline void setModel(CbcModel * model) {
+        model_ = model;
+    }
+    /// Whether global cuts at root
+    inline bool globalCutsAtRoot() const {
+        return (switches_&32) != 0;
+    }
+    /// Set whether global cuts at root
+    inline void setGlobalCutsAtRoot(bool yesNo) {
+        switches_ &= ~32;
+        switches_ |= yesNo ? 32 : 0;
+    }
+    /// Whether global cuts
+    inline bool globalCuts() const {
+        return (switches_&256) != 0;
+    }
+    /// Set whether global cuts
+    inline void setGlobalCuts(bool yesNo) {
+        switches_ &= ~256;
+        switches_ |= yesNo ? 256 : 0;
+    }
+    /// Add in statistics from other
+    void addStatistics(const CbcCutGenerator * other);
+    /// Scale back statistics by factor
+    void scaleBackStatistics(int factor);
+    //@}
+
+private:
+    /**@name Private gets and sets */
+    //@{
+    //@}
+    /// Saved cuts
+    OsiCuts savedCuts_;
+    /// Time in cut generator
+    double timeInCutGenerator_;
+    /// The client model
+    CbcModel *model_;
+
+    // The CglCutGenerator object
+    CglCutGenerator * generator_;
+
+    /// Name of generator
+    char * generatorName_;
+
+    /** Number of nodes between calls to the CglCutGenerator::generateCuts
+       routine.
+    */
+    int whenCutGenerator_;
+    /** Number of nodes between calls to the CglCutGenerator::generateCuts
+       routine in sub tree.
+    */
+    int whenCutGeneratorInSub_;
+    /** If first pass at root produces fewer than this cuts then switch off
+     */
+    int switchOffIfLessThan_;
+
+    /** Depth at which to call the CglCutGenerator::generateCuts
+       routine (If >0 then overrides when and is called if depth%depthCutGenerator==0).
+    */
+    int depthCutGenerator_;
+
+    /** Depth at which to call the CglCutGenerator::generateCuts
+       routine (If >0 then overrides when and is called if depth%depthCutGenerator==0).
+       In sub tree.
+    */
+    int depthCutGeneratorInSub_;
+
+    /// Level of cut inaccuracy (0 means exact e.g. cliques)
+    int inaccuracy_;
+    /// Number times cut generator entered
+    int numberTimes_;
+    /// Total number of cuts added
+    int numberCuts_;
+    /// Total number of elements added
+    int numberElements_;
+    /// Total number of column cuts added
+    int numberColumnCuts_;
+    /// Total number of cuts active after (at end of n cut passes at each node)
+    int numberCutsActive_;
+    /// Number of cuts generated at root
+    int numberCutsAtRoot_;
+    /// Number of cuts active at root
+    int numberActiveCutsAtRoot_;
+    /// Number of short cuts at root
+    int numberShortCutsAtRoot_;
+    /// Switches - see gets and sets
+    int switches_;
+    /// Maximum number of times to enter
+    int maximumTries_;
+};
+
+// How often to do if mostly switched off (A)
+# define SCANCUTS 1000
+// How often to do if mostly switched off (probing B)
+# define SCANCUTS_PROBING 1000
+
+#endif
+

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

@@ -0,0 +1,57 @@
+// $Id: CbcCutModifier.hpp 1899 2013-04-09 18:12:08Z stefan $
+// Copyright (C) 2003, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+//Edwin 11/25/09 carved out of CbcCutGenerator
+
+#ifndef CbcCutModifier_H
+#define CbcCutModifier_H
+
+#include "OsiSolverInterface.hpp"
+#include "OsiCuts.hpp"
+#include "CglCutGenerator.hpp"
+
+class CbcModel;
+class OsiRowCut;
+class OsiRowCutDebugger;
+/** Abstract cut modifier base class
+
+    In exotic circumstances - cuts may need to be modified
+    a) strengthened - changed
+    b) weakened - changed
+    c) deleted - set to NULL
+    d) unchanged
+*/
+
+class CbcCutModifier {
+public:
+    /// Default Constructor
+    CbcCutModifier ();
+
+    // Copy constructor
+    CbcCutModifier ( const CbcCutModifier &);
+
+    /// Destructor
+    virtual ~CbcCutModifier();
+
+    /// Assignment
+    CbcCutModifier & operator=(const CbcCutModifier& rhs);
+/// Clone
+    virtual CbcCutModifier * clone() const = 0;
+
+    /** Returns
+        0 unchanged
+        1 strengthened
+        2 weakened
+        3 deleted
+    */
+    virtual int modify(const OsiSolverInterface * solver, OsiRowCut & cut) = 0;
+    /// Create C++ lines to get to current state
+    virtual void generateCpp( FILE * ) {}
+protected:
+
+};
+
+#endif //CbcCutModifier_H
+

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

@@ -0,0 +1,66 @@
+// $Id: CbcCutSubsetModifier.hpp 1899 2013-04-09 18:12:08Z stefan $
+// Copyright (C) 2003, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+//Edwin 11/25/09 carved out of CbcCutGenerator
+
+#ifndef CbcCutSubsetModifier_H
+#define CbcCutSubsetModifier_H
+
+#include "OsiSolverInterface.hpp"
+#include "OsiCuts.hpp"
+#include "CglCutGenerator.hpp"
+#include "CbcCutModifier.hpp"
+
+class CbcModel;
+class OsiRowCut;
+class OsiRowCutDebugger;
+/** Simple cut modifier base class
+
+    In exotic circumstances - cuts may need to be modified
+    a) strengthened - changed
+    b) weakened - changed
+    c) deleted - set to NULL
+    d) unchanged
+
+    initially get rid of cuts with variables >= k
+    could weaken
+*/
+
+class CbcCutSubsetModifier  : public CbcCutModifier {
+public:
+    /// Default Constructor
+    CbcCutSubsetModifier ();
+
+    /// Useful Constructor
+    CbcCutSubsetModifier (int firstOdd);
+
+    // Copy constructor
+    CbcCutSubsetModifier ( const CbcCutSubsetModifier &);
+
+    /// Destructor
+    virtual ~CbcCutSubsetModifier();
+
+    /// Assignment
+    CbcCutSubsetModifier & operator=(const CbcCutSubsetModifier& rhs);
+/// Clone
+    virtual CbcCutModifier * clone() const ;
+
+    /** Returns
+        0 unchanged
+        1 strengthened
+        2 weakened
+        3 deleted
+    */
+    virtual int modify(const OsiSolverInterface * solver, OsiRowCut & cut) ;
+    /// Create C++ lines to get to current state
+    virtual void generateCpp( FILE * ) {}
+protected:
+    /// data
+    /// First odd variable
+    int firstOdd_;
+};
+
+#endif //CbcCutSubsetModifier_H
+

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

@@ -0,0 +1,83 @@
+// $Id: CbcDummyBranchingObject.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 CbcDummyBranchingObject_H
+#define CbcDummyBranchingObject_H
+
+#include "CbcBranchBase.hpp"
+/** Dummy branching object
+
+  This object specifies a one-way dummy branch.
+  This is so one can carry on branching even when it looks feasible
+*/
+
+class CbcDummyBranchingObject : public CbcBranchingObject {
+
+public:
+
+    /// Default constructor
+    CbcDummyBranchingObject (CbcModel * model = NULL);
+
+    /// Copy constructor
+    CbcDummyBranchingObject ( const CbcDummyBranchingObject &);
+
+    /// Assignment operator
+    CbcDummyBranchingObject & operator= (const CbcDummyBranchingObject& rhs);
+
+    /// Clone
+    virtual CbcBranchingObject * clone() const;
+
+    /// Destructor
+    virtual ~CbcDummyBranchingObject ();
+
+    using CbcBranchingObject::branch ;
+    /** \brief Dummy branch
+    */
+    virtual double branch();
+
+#ifdef JJF_ZERO
+    // No need to override. Default works fine.
+    /** Reset every information so that the branching object appears to point to
+        the previous child. This method does not need to modify anything in any
+        solver. */
+    virtual void previousBranch();
+#endif
+
+    using CbcBranchingObject::print ;
+    /** \brief Print something about branch - only if log level high
+    */
+    virtual void print();
+
+    /** Return the type (an integer identifier) of \c this */
+    virtual CbcBranchObjType type() const {
+        return DummyBranchObj;
+    }
+
+    /** 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);
+
+};
+
+#endif
+