ruby-cbc 0.1.9

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

@@ -0,0 +1,534 @@
+// Copyright (C) 2006, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef OsiChooseVariable_H
+#define OsiChooseVariable_H
+
+#include <string>
+#include <vector>
+
+#include "CoinWarmStartBasis.hpp"
+#include "OsiBranchingObject.hpp"
+
+class OsiSolverInterface;
+class OsiHotInfo;
+
+/** This class chooses a variable to branch on
+
+    The base class just chooses the variable and direction without strong branching but it 
+    has information which would normally be used by strong branching e.g. to re-enter
+    having fixed a variable but using same candidates for strong branching.
+
+    The flow is :
+    a) initialize the process.  This decides on strong branching list
+       and stores indices of all infeasible objects  
+    b) do strong branching on list.  If list is empty then just
+       choose one candidate and return without strong branching.  If not empty then
+       go through list and return best.  However we may find that the node is infeasible
+       or that we can fix a variable.  If so we return and it is up to user to call
+       again (after fixing a variable).
+*/
+
+class OsiChooseVariable  {
+ 
+public:
+    
+  /// Default Constructor 
+  OsiChooseVariable ();
+
+  /// Constructor from solver (so we can set up arrays etc)
+  OsiChooseVariable (const OsiSolverInterface * solver);
+
+  /// Copy constructor 
+  OsiChooseVariable (const OsiChooseVariable &);
+   
+  /// Assignment operator 
+  OsiChooseVariable & operator= (const OsiChooseVariable& rhs);
+
+  /// Clone
+  virtual OsiChooseVariable * clone() const;
+
+  /// Destructor 
+  virtual ~OsiChooseVariable ();
+
+  /** Sets up strong list and clears all if initialize is true.
+      Returns number of infeasibilities. 
+      If returns -1 then has worked out node is infeasible!
+  */
+  virtual int setupList ( OsiBranchingInformation *info, bool initialize);
+  /** Choose a variable
+      Returns - 
+     -1 Node is infeasible
+     0  Normal termination - we have a candidate
+     1  All looks satisfied - no candidate
+     2  We can change the bound on a variable - but we also have a strong branching candidate
+     3  We can change the bound on a variable - but we have a non-strong branching candidate
+     4  We can change the bound on a variable - no other candidates
+     We can pick up branch from bestObjectIndex() and bestWhichWay()
+     We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay()
+     If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
+     If fixVariables is true then 2,3,4 are all really same as problem changed
+  */
+  virtual int chooseVariable( OsiSolverInterface * solver, OsiBranchingInformation *info, bool fixVariables);
+  /// Returns true if solution looks feasible against given objects
+  virtual bool feasibleSolution(const OsiBranchingInformation * info,
+			const double * solution,
+			int numberObjects,
+			const OsiObject ** objects);
+  /// Saves a good solution
+  void saveSolution(const OsiSolverInterface * solver);
+  /// Clears out good solution after use
+  void clearGoodSolution();
+  /// Given a candidate fill in useful information e.g. estimates
+  virtual void updateInformation( const OsiBranchingInformation *info,
+				  int branch, OsiHotInfo * hotInfo);
+#if 1
+  /// Given a branch fill in useful information e.g. estimates
+  virtual void updateInformation( int whichObject, int branch, 
+				  double changeInObjective, double changeInValue,
+				  int status);
+#endif
+  /// Objective value for feasible solution
+  inline double goodObjectiveValue() const
+  { return goodObjectiveValue_;}
+  /// Estimate of up change or change on chosen if n-way
+  inline double upChange() const
+  { return upChange_;}
+  /// Estimate of down change or max change on other possibilities if n-way
+  inline double downChange() const
+  { return downChange_;}
+  /// Good solution - deleted by finalize
+  inline const double * goodSolution() const
+  { return goodSolution_;}
+  /// Index of chosen object
+  inline int bestObjectIndex() const
+  { return bestObjectIndex_;}
+  /// Set index of chosen object
+  inline void setBestObjectIndex(int value)
+  { bestObjectIndex_ = value;}
+  /// Preferred way of chosen object
+  inline int bestWhichWay() const
+  { return bestWhichWay_;}
+  /// Set preferred way of chosen object
+  inline void setBestWhichWay(int value)
+  { bestWhichWay_ = value;}
+  /// Index of forced object
+  inline int firstForcedObjectIndex() const
+  { return firstForcedObjectIndex_;}
+  /// Set index of forced object
+  inline void setFirstForcedObjectIndex(int value)
+  { firstForcedObjectIndex_ = value;}
+  /// Preferred way of forced object
+  inline int firstForcedWhichWay() const
+  { return firstForcedWhichWay_;}
+  /// Set preferred way of forced object
+  inline void setFirstForcedWhichWay(int value)
+  { firstForcedWhichWay_ = value;}
+  /// Get the number of objects unsatisfied at this node - accurate on first pass
+  inline int numberUnsatisfied() const
+  {return numberUnsatisfied_;}
+  /// Number of objects to choose for strong branching
+  inline int numberStrong() const
+  { return numberStrong_;}
+  /// Set number of objects to choose for strong branching
+  inline void setNumberStrong(int value)
+  { numberStrong_ = value;}
+  /// Number left on strong list
+  inline int numberOnList() const
+  { return numberOnList_;}
+  /// Number of strong branches actually done 
+  inline int numberStrongDone() const
+  { return numberStrongDone_;}
+  /// Number of strong iterations actually done 
+  inline int numberStrongIterations() const
+  { return numberStrongIterations_;}
+  /// Number of strong branches which changed bounds 
+  inline int numberStrongFixed() const
+  { return numberStrongFixed_;}
+  /// List of candidates
+  inline const int * candidates() const
+  { return list_;}
+  /// Trust results from strong branching for changing bounds
+  inline bool trustStrongForBound() const
+  { return trustStrongForBound_;}
+  /// Set trust results from strong branching for changing bounds
+  inline void setTrustStrongForBound(bool yesNo)
+  { trustStrongForBound_ = yesNo;}
+  /// Trust results from strong branching for valid solution
+  inline bool trustStrongForSolution() const
+  { return trustStrongForSolution_;}
+  /// Set trust results from strong branching for valid solution
+  inline void setTrustStrongForSolution(bool yesNo)
+  { trustStrongForSolution_ = yesNo;}
+  /// Set solver and redo arrays
+  void setSolver (const OsiSolverInterface * solver);
+  /** Return status - 
+     -1 Node is infeasible
+     0  Normal termination - we have a candidate
+     1  All looks satisfied - no candidate
+     2  We can change the bound on a variable - but we also have a strong branching candidate
+     3  We can change the bound on a variable - but we have a non-strong branching candidate
+     4  We can change the bound on a variable - no other candidates
+     We can pick up branch from bestObjectIndex() and bestWhichWay()
+     We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay()
+     If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
+  */
+  inline int status() const
+  { return status_;}
+  inline void setStatus(int value)
+  { status_ = value;}
+
+
+protected:
+  // Data
+  /// Objective value for feasible solution
+  double goodObjectiveValue_;
+  /// Estimate of up change or change on chosen if n-way
+  double upChange_;
+  /// Estimate of down change or max change on other possibilities if n-way
+  double downChange_;
+  /// Good solution - deleted by finalize
+  double * goodSolution_;
+  /// List of candidates
+  int * list_;
+  /// Useful array (for sorting etc)
+  double * useful_;
+  /// Pointer to solver
+  const OsiSolverInterface * solver_;
+  /* Status -
+     -1 Node is infeasible
+     0  Normal termination - we have a candidate
+     1  All looks satisfied - no candidate
+     2  We can change the bound on a variable - but we also have a strong branching candidate
+     3  We can change the bound on a variable - but we have a non-strong branching candidate
+     4  We can change the bound on a variable - no other candidates
+  */
+  int status_;
+  /// Index of chosen object
+  int bestObjectIndex_;
+  /// Preferred way of chosen object
+  int bestWhichWay_;
+  /// Index of forced object
+  int firstForcedObjectIndex_;
+  /// Preferred way of forced object
+  int firstForcedWhichWay_;
+  /// The number of objects unsatisfied at this node.
+  int numberUnsatisfied_;
+  /// Number of objects to choose for strong branching
+  int numberStrong_;
+  /// Number left on strong list
+  int numberOnList_;
+  /// Number of strong branches actually done 
+  int numberStrongDone_;
+  /// Number of strong iterations actually done 
+  int numberStrongIterations_;
+  /// Number of bound changes due to strong branching
+  int numberStrongFixed_;
+  /// List of unsatisfied objects - first numberOnList_ for strong branching
+  /// Trust results from strong branching for changing bounds
+  bool trustStrongForBound_;
+  /// Trust results from strong branching for valid solution
+  bool trustStrongForSolution_;
+};
+
+/** This class is the placeholder for the pseudocosts used by OsiChooseStrong.
+    It can also be used by any other pseudocost based strong branching
+    algorithm.
+*/
+
+class OsiPseudoCosts {
+protected:
+   // Data
+  /// Total of all changes up
+  double * upTotalChange_;
+  /// Total of all changes down
+  double * downTotalChange_;
+  /// Number of times up
+  int * upNumber_;
+  /// Number of times down
+  int * downNumber_;
+  /// Number of objects (could be found from solver)
+  int numberObjects_;
+  /// Number before we trust
+  int numberBeforeTrusted_;
+
+private:
+  void gutsOfDelete();
+  void gutsOfCopy(const OsiPseudoCosts& rhs);
+
+public:
+  OsiPseudoCosts();
+  virtual ~OsiPseudoCosts();
+  OsiPseudoCosts(const OsiPseudoCosts& rhs);
+  OsiPseudoCosts& operator=(const OsiPseudoCosts& rhs);
+
+  /// Number of times before trusted
+  inline int numberBeforeTrusted() const
+  { return numberBeforeTrusted_; }
+  /// Set number of times before trusted
+  inline void setNumberBeforeTrusted(int value)
+  { numberBeforeTrusted_ = value; }
+  /// Initialize the pseudocosts with n entries
+  void initialize(int n);
+  /// Give the number of objects for which pseudo costs are stored
+  inline int numberObjects() const
+  { return numberObjects_; }
+
+  /** @name Accessor methods to pseudo costs data */
+  //@{
+  inline double* upTotalChange()               { return upTotalChange_; }
+  inline const double* upTotalChange() const   { return upTotalChange_; }
+
+  inline double* downTotalChange()             { return downTotalChange_; }
+  inline const double* downTotalChange() const { return downTotalChange_; }
+
+  inline int* upNumber()                       { return upNumber_; }
+  inline const int* upNumber() const           { return upNumber_; }
+
+  inline int* downNumber()                     { return downNumber_; }
+  inline const int* downNumber() const         { return downNumber_; }
+  //@}
+
+  /// Given a candidate fill in useful information e.g. estimates
+  virtual void updateInformation(const OsiBranchingInformation *info,
+				  int branch, OsiHotInfo * hotInfo);
+#if 1 
+  /// Given a branch fill in useful information e.g. estimates
+  virtual void updateInformation( int whichObject, int branch, 
+				  double changeInObjective, double changeInValue,
+				  int status);
+#endif
+};
+
+/** This class chooses a variable to branch on
+
+    This chooses the variable and direction with reliability strong branching.
+
+    The flow is :
+    a) initialize the process.  This decides on strong branching list
+       and stores indices of all infeasible objects  
+    b) do strong branching on list.  If list is empty then just
+       choose one candidate and return without strong branching.  If not empty then
+       go through list and return best.  However we may find that the node is infeasible
+       or that we can fix a variable.  If so we return and it is up to user to call
+       again (after fixing a variable).
+*/
+
+class OsiChooseStrong  : public OsiChooseVariable {
+ 
+public:
+    
+  /// Default Constructor 
+  OsiChooseStrong ();
+
+  /// Constructor from solver (so we can set up arrays etc)
+  OsiChooseStrong (const OsiSolverInterface * solver);
+
+  /// Copy constructor 
+  OsiChooseStrong (const OsiChooseStrong &);
+   
+  /// Assignment operator 
+  OsiChooseStrong & operator= (const OsiChooseStrong& rhs);
+
+  /// Clone
+  virtual OsiChooseVariable * clone() const;
+
+  /// Destructor 
+  virtual ~OsiChooseStrong ();
+
+  /** Sets up strong list and clears all if initialize is true.
+      Returns number of infeasibilities. 
+      If returns -1 then has worked out node is infeasible!
+  */
+  virtual int setupList ( OsiBranchingInformation *info, bool initialize);
+  /** Choose a variable
+      Returns - 
+     -1 Node is infeasible
+     0  Normal termination - we have a candidate
+     1  All looks satisfied - no candidate
+     2  We can change the bound on a variable - but we also have a strong branching candidate
+     3  We can change the bound on a variable - but we have a non-strong branching candidate
+     4  We can change the bound on a variable - no other candidates
+     We can pick up branch from bestObjectIndex() and bestWhichWay()
+     We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay()
+     If we have a solution then we can pick up from goodObjectiveValue() and goodSolution()
+     If fixVariables is true then 2,3,4 are all really same as problem changed
+  */
+  virtual int chooseVariable( OsiSolverInterface * solver, OsiBranchingInformation *info, bool fixVariables);
+
+  /** Pseudo Shadow Price mode
+      0 - off
+      1 - use if no strong info
+      2 - use if strong not trusted
+      3 - use even if trusted
+  */
+  inline int shadowPriceMode() const
+  { return shadowPriceMode_;}
+  /// Set Shadow price mode
+  inline void setShadowPriceMode(int value)
+  { shadowPriceMode_ = value;}
+
+  /** Accessor method to pseudo cost object*/
+  const OsiPseudoCosts& pseudoCosts() const
+  { return pseudoCosts_; }
+
+  /** Accessor method to pseudo cost object*/
+  OsiPseudoCosts& pseudoCosts()
+  { return pseudoCosts_; }
+
+  /** A feww pass-through methods to access members of pseudoCosts_ as if they
+      were members of OsiChooseStrong object */
+  inline int numberBeforeTrusted() const {
+    return pseudoCosts_.numberBeforeTrusted(); }
+  inline void setNumberBeforeTrusted(int value) {
+    pseudoCosts_.setNumberBeforeTrusted(value); }
+  inline int numberObjects() const {
+    return pseudoCosts_.numberObjects(); }
+
+protected:
+
+  /**  This is a utility function which does strong branching on
+       a list of objects and stores the results in OsiHotInfo.objects.
+       On entry the object sequence is stored in the OsiHotInfo object
+       and maybe more.
+       It returns -
+       -1 - one branch was infeasible both ways
+       0 - all inspected - nothing can be fixed
+       1 - all inspected - some can be fixed (returnCriterion==0)
+       2 - may be returning early - one can be fixed (last one done) (returnCriterion==1) 
+       3 - returning because max time
+       
+  */
+  int doStrongBranching( OsiSolverInterface * solver, 
+			 OsiBranchingInformation *info,
+			 int numberToDo, int returnCriterion);
+
+  /** Clear out the results array */
+  void resetResults(int num);
+
+protected:
+  /** Pseudo Shadow Price mode
+      0 - off
+      1 - use and multiply by strong info
+      2 - use 
+  */
+  int shadowPriceMode_;
+
+  /** The pseudo costs for the chooser */
+  OsiPseudoCosts pseudoCosts_;
+
+  /** The results of the strong branching done on the candidates where the
+      pseudocosts were not sufficient */
+  OsiHotInfo* results_;
+  /** The number of OsiHotInfo objetcs that contain information */
+  int numResults_;
+};
+
+/** This class contains the result of strong branching on a variable
+    When created it stores enough information for strong branching
+*/
+
+class OsiHotInfo  {
+ 
+public:
+    
+  /// Default Constructor 
+  OsiHotInfo ();
+
+  /// Constructor from useful information
+  OsiHotInfo ( OsiSolverInterface * solver, 
+	       const OsiBranchingInformation *info,
+	       const OsiObject * const * objects,
+	       int whichObject);
+
+  /// Copy constructor 
+  OsiHotInfo (const OsiHotInfo &);
+   
+  /// Assignment operator 
+  OsiHotInfo & operator= (const OsiHotInfo& rhs);
+
+  /// Clone
+  virtual OsiHotInfo * clone() const;
+
+  /// Destructor 
+  virtual ~OsiHotInfo ();
+
+  /** Fill in useful information after strong branch.
+      Return status
+  */
+  int updateInformation( const OsiSolverInterface * solver, const OsiBranchingInformation * info,
+			 OsiChooseVariable * choose);
+  /// Original objective value
+  inline double originalObjectiveValue() const
+  { return originalObjectiveValue_;}
+  /// Up change  - invalid if n-way
+  inline double upChange() const
+  { assert (branchingObject_->numberBranches()==2); return changes_[1];}
+  /// Down change  - invalid if n-way
+  inline double downChange() const
+  { assert (branchingObject_->numberBranches()==2); return changes_[0];}
+  /// Set up change  - invalid if n-way
+  inline void setUpChange(double value)
+  { assert (branchingObject_->numberBranches()==2); changes_[1] = value;}
+  /// Set down change  - invalid if n-way
+  inline void setDownChange(double value)
+  { assert (branchingObject_->numberBranches()==2); changes_[0] = value;}
+  /// Change on way k
+  inline double change(int k) const
+  { return changes_[k];}
+
+  /// Up iteration count  - invalid if n-way
+  inline int upIterationCount() const
+  { assert (branchingObject_->numberBranches()==2); return iterationCounts_[1];}
+  /// Down iteration count  - invalid if n-way
+  inline int downIterationCount() const
+  { assert (branchingObject_->numberBranches()==2); return iterationCounts_[0];}
+  /// Iteration count on way k
+  inline int iterationCount(int k) const
+  { return iterationCounts_[k];}
+
+  /// Up status  - invalid if n-way
+  inline int upStatus() const
+  { assert (branchingObject_->numberBranches()==2); return statuses_[1];}
+  /// Down status  - invalid if n-way
+  inline int downStatus() const
+  { assert (branchingObject_->numberBranches()==2); return statuses_[0];}
+  /// Set up status  - invalid if n-way
+  inline void setUpStatus(int value)
+  { assert (branchingObject_->numberBranches()==2); statuses_[1] = value;}
+  /// Set down status  - invalid if n-way
+  inline void setDownStatus(int value)
+  { assert (branchingObject_->numberBranches()==2); statuses_[0] = value;}
+  /// Status on way k
+  inline int status(int k) const
+  { return statuses_[k];}
+  /// Branching object
+  inline OsiBranchingObject * branchingObject() const
+  { return branchingObject_;}
+  inline int whichObject() const
+  { return whichObject_;}
+
+protected:
+  // Data
+  /// Original objective value
+  double originalObjectiveValue_;
+    /// Objective changes
+  double * changes_;
+  /// Iteration counts
+  int * iterationCounts_;
+  /** Status
+      -1 - not done
+      0 - feasible and finished
+      1 -  infeasible
+      2 - not finished
+  */
+  int * statuses_;
+  /// Branching object
+  OsiBranchingObject * branchingObject_;
+  /// Which object on list
+  int whichObject_;
+};
+
+
+#endif