ruby-cbc 0.1.9

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

@@ -0,0 +1,207 @@
+// $Id: CbcFollowOn.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 CbcFollowOn_H
+#define CbcFollowOn_H
+
+#include "CbcBranchBase.hpp"
+#include "OsiRowCut.hpp"
+#include "CoinHelperFunctions.hpp"
+#include "CoinPackedMatrix.hpp"
+
+/** Define a follow on class.
+    The idea of this is that in air-crew scheduling problems crew may fly in on flight A
+    and out on flight B or on some other flight.  A useful branch is one which on one side
+    fixes all which go out on flight B to 0, while the other branch fixes all those that do NOT
+    go out on flight B to 0.
+
+    This branching rule should be in addition to normal rules and have a high priority.
+*/
+
+class CbcFollowOn : public CbcObject {
+
+public:
+
+    // Default Constructor
+    CbcFollowOn ();
+
+    /** Useful constructor
+    */
+    CbcFollowOn (CbcModel * model);
+
+    // Copy constructor
+    CbcFollowOn ( const CbcFollowOn &);
+
+    /// Clone
+    virtual CbcObject * clone() const;
+
+    // Assignment operator
+    CbcFollowOn & operator=( const CbcFollowOn& rhs);
+
+    // Destructor
+    ~CbcFollowOn ();
+
+    /// Infeasibility - large is 0.5
+    virtual double infeasibility(const OsiBranchingInformation * info,
+                                 int &preferredWay) const;
+
+    using CbcObject::feasibleRegion ;
+    /// This looks at solution and sets bounds to contain solution
+    virtual void feasibleRegion();
+
+    /// Creates a branching object
+    virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ;
+    /// As some computation is needed in more than one place - returns row
+    virtual int gutsOfFollowOn(int & otherRow, int & preferredWay) const;
+
+protected:
+    /// data
+    /// Matrix
+    CoinPackedMatrix matrix_;
+    /// Matrix by row
+    CoinPackedMatrix matrixByRow_;
+    /// Possible rhs (if 0 then not possible)
+    int * rhs_;
+};
+
+/** General Branching Object class.
+    Each way fixes some variables to lower bound
+ */
+class CbcFixingBranchingObject : public CbcBranchingObject {
+
+public:
+
+    // Default Constructor
+    CbcFixingBranchingObject ();
+
+    // Useful constructor
+    CbcFixingBranchingObject (CbcModel * model,
+                              int way,
+                              int numberOnDownSide, const int * down,
+                              int numberOnUpSide, const int * up);
+
+    // Copy constructor
+    CbcFixingBranchingObject ( const CbcFixingBranchingObject &);
+
+    // Assignment operator
+    CbcFixingBranchingObject & operator=( const CbcFixingBranchingObject& rhs);
+
+    /// Clone
+    virtual CbcBranchingObject * clone() const;
+
+    // Destructor
+    virtual ~CbcFixingBranchingObject ();
+
+    using CbcBranchingObject::branch ;
+    /// Does next branch and updates state
+    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 FollowOnBranchObj;
+    }
+
+    /** 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);
+
+private:
+    /// data
+    /// Number on down list
+    int numberDown_;
+    /// Number on up list
+    int numberUp_;
+    /// downList - variables to fix to lb on down branch
+    int * downList_;
+    /// upList - variables to fix to lb on up branch
+    int * upList_;
+};
+
+/** Define an idiotic idea class.
+    The idea of this is that we take some integer variables away from integer and
+    sum them with some randomness to get signed sum close to 0.5.  We then can
+    branch to exclude that gap.
+
+    This branching rule should be in addition to normal rules and have a high priority.
+*/
+
+class CbcIdiotBranch : public CbcObject {
+
+public:
+
+    // Default Constructor
+    CbcIdiotBranch ();
+
+    /** Useful constructor
+    */
+    CbcIdiotBranch (CbcModel * model);
+
+    // Copy constructor
+    CbcIdiotBranch ( const CbcIdiotBranch &);
+
+    /// Clone
+    virtual CbcObject * clone() const;
+
+    // Assignment operator
+    CbcIdiotBranch & operator=( const CbcIdiotBranch& rhs);
+
+    // Destructor
+    ~CbcIdiotBranch ();
+
+    /// Infeasibility - large is 0.5
+    virtual double infeasibility(const OsiBranchingInformation * info,
+                                 int &preferredWay) const;
+
+    using CbcObject::feasibleRegion ;
+    /// This looks at solution and sets bounds to contain solution
+    virtual void feasibleRegion();
+
+    /// Creates a branching object
+    virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ;
+    /// Initialize for branching
+    virtual void initializeForBranching(CbcModel * );
+protected:
+    /// Build "cut"
+    OsiRowCut buildCut(const OsiBranchingInformation * info,int type,int & preferredWay) const; 
+    /// data
+    /// Thread specific random number generator
+    mutable CoinThreadRandom randomNumberGenerator_;
+    /// Saved version of thread specific random number generator
+    mutable CoinThreadRandom savedRandomNumberGenerator_;
+};
+
+#endif
+

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

@@ -0,0 +1,161 @@
+// $Id: CbcFullNodeInfo.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 11/24/09 carved from CbcNode
+
+#ifndef CbcFullNodeInfo_H
+#define CbcFullNodeInfo_H
+
+#include <string>
+#include <vector>
+
+#include "CoinWarmStartBasis.hpp"
+#include "CoinSearchTree.hpp"
+#include "CbcBranchBase.hpp"
+#include "CbcNodeInfo.hpp"
+
+class OsiSolverInterface;
+class OsiSolverBranch;
+
+class OsiCuts;
+class OsiRowCut;
+class OsiRowCutDebugger;
+class CoinWarmStartBasis;
+class CbcCountRowCut;
+class CbcModel;
+class CbcNode;
+class CbcSubProblem;
+class CbcGeneralBranchingObject;
+
+//#############################################################################
+/** Information required to recreate the subproblem at this node
+
+  When a subproblem is initially created, it is represented by a CbcNode
+  object and an attached CbcNodeInfo object.
+
+  The CbcNode contains information needed while the subproblem remains live.
+  The CbcNode is deleted when the last branch arm has been evaluated.
+
+  The CbcNodeInfo contains information required to maintain the branch-and-cut
+  search tree structure (links and reference counts) and to recreate the
+  subproblem for this node (basis, variable bounds, cutting planes). A
+  CbcNodeInfo object remains in existence until all nodes have been pruned from
+  the subtree rooted at this node.
+
+  The principle used to maintain the reference count is that the reference
+  count is always the sum of all potential and actual children of the node.
+  Specifically,
+  <ul>
+    <li> Once it's determined how the node will branch, the reference count
+	 is set to the number of potential children (<i>i.e.</i>, the number
+	 of arms of the branch).
+    <li> As each child is created by CbcNode::branch() (converting a potential
+	 child to the active subproblem), the reference count is decremented.
+    <li> If the child survives and will become a node in the search tree
+	 (converting the active subproblem into an actual child), increment the
+	 reference count.
+  </ul>
+  Notice that the active subproblem lives in a sort of limbo, neither a
+  potential or an actual node in the branch-and-cut tree.
+
+  CbcNodeInfo objects come in two flavours. A CbcFullNodeInfo object contains
+  a full record of the information required to recreate a subproblem.
+  A CbcPartialNodeInfo object expresses this information in terms of
+  differences from the parent.
+*/
+
+
+/** \brief Holds complete information for recreating a subproblem.
+
+  A CbcFullNodeInfo object contains all necessary information (bounds, basis,
+  and cuts) required to recreate a subproblem.
+
+  \todo While there's no explicit statement, the code often makes the implicit
+	assumption that an CbcFullNodeInfo structure will appear only at the
+	root node of the search tree. Things will break if this assumption
+	is violated.
+*/
+
+class CbcFullNodeInfo : public CbcNodeInfo {
+
+public:
+
+    /** \brief Modify model according to information at node
+
+        The routine modifies the model according to bound information at node,
+        creates a new basis according to information at node, but with the size
+        passed in through basis, and adds any cuts to the addCuts array.
+
+      \note The basis passed in via basis is solely a vehicle for passing in
+        the desired basis size. It will be deleted and a new basis returned.
+    */
+    virtual void applyToModel (CbcModel *model, CoinWarmStartBasis *&basis,
+                               CbcCountRowCut **addCuts,
+                               int &currentNumberCuts) const ;
+
+    /// Just apply bounds to one variable - force means overwrite by lower,upper (1=>infeasible)
+    virtual int applyBounds(int iColumn, double & lower, double & upper, int force) ;
+
+    /** Builds up row basis backwards (until original model).
+        Returns NULL or previous one to apply .
+        Depends on Free being 0 and impossible for cuts
+    */
+    virtual CbcNodeInfo * buildRowBasis(CoinWarmStartBasis & basis) const ;
+    // Default Constructor
+    CbcFullNodeInfo ();
+
+    /** Constructor from continuous or satisfied
+    */
+    CbcFullNodeInfo (CbcModel * model,
+                     int numberRowsAtContinuous);
+
+    // Copy constructor
+    CbcFullNodeInfo ( const CbcFullNodeInfo &);
+
+    // Destructor
+    ~CbcFullNodeInfo ();
+
+    /// Clone
+    virtual CbcNodeInfo * clone() const;
+    /// Lower bounds
+    inline const double * lower() const {
+        return lower_;
+    }
+    /// Set a bound
+    inline void setColLower(int sequence, double value)
+    { lower_[sequence]=value;}
+    /// Mutable lower bounds
+    inline double * mutableLower() const {
+        return lower_;
+    }
+    /// Upper bounds
+    inline const double * upper() const {
+        return upper_;
+    }
+    /// Set a bound
+    inline void setColUpper(int sequence, double value)
+    { upper_[sequence]=value;}
+    /// Mutable upper bounds
+    inline double * mutableUpper() const {
+        return upper_;
+    }
+protected:
+    // Data
+    /** Full basis
+
+      This MUST BE A POINTER to avoid cutting extra information in derived
+      warm start classes.
+    */
+    CoinWarmStartBasis *basis_;
+    int numberIntegers_;
+    // Bounds stored in full
+    double * lower_;
+    double * upper_;
+private:
+    /// Illegal Assignment operator
+    CbcFullNodeInfo & operator=(const CbcFullNodeInfo& rhs);
+};
+#endif //CbcFullNodeInfo_H
+

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

@@ -0,0 +1,60 @@
+// $Id: CbcGeneral.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 CbcGeneral_H
+#define CbcGeneral_H
+
+#include "CbcBranchBase.hpp"
+/** Define a catch all class.
+    This will create a list of subproblems
+*/
+
+
+class CbcGeneral : public CbcObject {
+
+public:
+
+    // Default Constructor
+    CbcGeneral ();
+
+    /** Useful constructor
+        Just needs to point to model.
+    */
+    CbcGeneral (CbcModel * model);
+
+    // Copy constructor
+    CbcGeneral ( const CbcGeneral &);
+
+    /// Clone
+    virtual CbcObject * clone() const = 0;
+
+    // Assignment operator
+    CbcGeneral & operator=( const CbcGeneral& rhs);
+
+    // Destructor
+    ~CbcGeneral ();
+
+    /// Infeasibility - large is 0.5
+    virtual double infeasibility(const OsiBranchingInformation * info,
+                                 int &preferredWay) const;
+
+    using CbcObject::feasibleRegion ;
+    /// This looks at solution and sets bounds to contain solution
+    virtual void feasibleRegion() = 0;
+
+    /// Creates a branching object
+    virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ;
+
+    /// Redoes data when sequence numbers change
+    virtual void redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns) = 0;
+
+protected:
+    /// data
+};
+
+#endif
+

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

@@ -0,0 +1,279 @@
+// $Id: CbcGeneralDepth.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 CbcGeneralDepth_H
+#define CbcGeneralDepth_H
+
+#include "CbcGeneral.hpp"
+#include "CbcBranchBase.hpp"
+#include "CbcSubProblem.hpp"
+
+#ifdef COIN_HAS_CLP
+
+/** Define a catch all class.
+    This will create a list of subproblems using partial evaluation
+*/
+#include "ClpSimplex.hpp"
+#include "ClpNode.hpp"
+
+
+class CbcGeneralDepth : public CbcGeneral {
+
+public:
+
+    // Default Constructor
+    CbcGeneralDepth ();
+
+    /** Useful constructor
+        Just needs to point to model.
+        Initial version does evaluation to depth N
+        This is stored in CbcModel but may be
+        better here
+    */
+    CbcGeneralDepth (CbcModel * model, int maximumDepth);
+
+    // Copy constructor
+    CbcGeneralDepth ( const CbcGeneralDepth &);
+
+    /// Clone
+    virtual CbcObject * clone() const;
+
+    // Assignment operator
+    CbcGeneralDepth & operator=( const CbcGeneralDepth& rhs);
+
+    // Destructor
+    ~CbcGeneralDepth ();
+
+    /// Infeasibility - large is 0.5
+    virtual double infeasibility(const OsiBranchingInformation * info,
+                                 int &preferredWay) const;
+
+    using CbcObject::feasibleRegion ;
+    /// This looks at solution and sets bounds to contain solution
+    virtual void feasibleRegion();
+
+    /// Creates a branching object
+    virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ;
+    /// Return maximum number of nodes
+    inline int maximumNodes() const {
+        return maximumNodes_;
+    }
+    /// Get maximum depth
+    inline int maximumDepth() const {
+        return maximumDepth_;
+    }
+    /// Set maximum depth
+    inline void setMaximumDepth(int value) {
+        maximumDepth_ = value;
+    }
+    /// Return number of nodes
+    inline int numberNodes() const {
+        return numberNodes_;
+    }
+    /// Get which solution
+    inline int whichSolution() const {
+        return whichSolution_;
+    }
+    /// Get ClpNode info
+    inline ClpNode * nodeInfo(int which) {
+        return nodeInfo_->nodeInfo_[which];
+    }
+
+    /// Redoes data when sequence numbers change
+    virtual void redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns);
+
+protected:
+    /// data
+    /// Maximum depth
+    int maximumDepth_;
+    /// Maximum nodes
+    int maximumNodes_;
+    /// Which node has solution (or -1)
+    mutable int whichSolution_;
+    /// Number of valid nodes (including whichSolution_)
+    mutable int numberNodes_;
+    /// For solving nodes
+    mutable ClpNodeStuff * nodeInfo_;
+};
+/** Branching object for general objects
+
+ */
+class CbcNode;
+class CbcGeneralBranchingObject : public CbcBranchingObject {
+
+public:
+
+    // Default Constructor
+    CbcGeneralBranchingObject ();
+
+    // Useful constructor
+    CbcGeneralBranchingObject (CbcModel * model);
+
+    // Copy constructor
+    CbcGeneralBranchingObject ( const CbcGeneralBranchingObject &);
+
+    // Assignment operator
+    CbcGeneralBranchingObject & operator=( const CbcGeneralBranchingObject& rhs);
+
+    /// Clone
+    virtual CbcBranchingObject * clone() const;
+
+    // Destructor
+    virtual ~CbcGeneralBranchingObject ();
+
+    using CbcBranchingObject::branch ;
+    /// Does next branch and updates state
+    virtual double branch();
+    /** Double checks in case node can change its mind!
+        Can change objective etc */
+    virtual void checkIsCutoff(double cutoff);
+
+    using CbcBranchingObject::print ;
+    /** \brief Print something about branch - only if log level high
+    */
+    virtual void print();
+    /// Fill in current objective etc
+    void state(double & objectiveValue, double & sumInfeasibilities,
+               int & numberUnsatisfied, int which) const;
+    /// Set CbcNode
+    inline void setNode(CbcNode * node) {
+        node_ = node;
+    }
+    /** Return the type (an integer identifier) of \c this */
+    virtual CbcBranchObjType type() const {
+        return GeneralDepthBranchObj;
+    }
+
+    /** 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);
+    /// Number of subproblems
+    inline int numberSubProblems() const {
+        return numberSubProblems_;
+    }
+    /// Decrement number left and return number
+    inline int decrementNumberLeft() {
+        numberSubLeft_--;
+        return numberSubLeft_;
+    }
+    /// Which node we want to use
+    inline int whichNode() const {
+        return whichNode_;
+    }
+    /// Set which node we want to use
+    inline void setWhichNode(int value) {
+        whichNode_ = value;
+    }
+    // Sub problem
+    const CbcSubProblem * subProblem(int which) const {
+        return subProblems_ + which;
+    }
+
+public:
+    /// data
+    // Sub problems
+    CbcSubProblem * subProblems_;
+    /// Node
+    CbcNode * node_;
+    /// Number of subproblems
+    int numberSubProblems_;
+    /// Number of subproblems left
+    int numberSubLeft_;
+    /// Which node we want to use (-1 for default)
+    int whichNode_;
+    /// Number of rows
+    int numberRows_;
+};
+/** Branching object for general objects - just one
+
+ */
+class CbcOneGeneralBranchingObject : public CbcBranchingObject {
+
+public:
+
+    // Default Constructor
+    CbcOneGeneralBranchingObject ();
+
+    // Useful constructor
+    CbcOneGeneralBranchingObject (CbcModel * model,
+                                  CbcGeneralBranchingObject * object,
+                                  int whichOne);
+
+    // Copy constructor
+    CbcOneGeneralBranchingObject ( const CbcOneGeneralBranchingObject &);
+
+    // Assignment operator
+    CbcOneGeneralBranchingObject & operator=( const CbcOneGeneralBranchingObject& rhs);
+
+    /// Clone
+    virtual CbcBranchingObject * clone() const;
+
+    // Destructor
+    virtual ~CbcOneGeneralBranchingObject ();
+
+    using CbcBranchingObject::branch ;
+    /// Does next branch and updates state
+    virtual double branch();
+    /** Double checks in case node can change its mind!
+        Can change objective etc */
+    virtual void checkIsCutoff(double cutoff);
+
+    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 OneGeneralBranchingObj;
+    }
+
+    /** 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);
+
+public:
+    /// data
+    /// Object
+    CbcGeneralBranchingObject * object_;
+    /// Which one
+    int whichOne_;
+};
+#endif //COIN_HAS_CLP
+#endif
+