CbcTreeLocal.hpp

Go to the documentation of this file.

/* $Id: CbcTreeLocal.hpp 1573 2011-01-05 01:12:36Z lou $ */
// Copyright (C) 2004, International Business Machines
// Corporation and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
 
#ifndef CbcTreeLocal_H
#define CbcTreeLocal_H
 
//#############################################################################
/*  This implements (approximately) local branching as in the 2002 paper by
    Matteo Fischetti and Andrea Lodi.
 
    The very simple version of the algorithm for problems with
    0-1 variables and continuous is as follows:
 
    Obtain a feasible solution (one can be passed in).
 
    Add a cut which limits search to a k neighborhood of this solution.
    (At most k 0-1 variables may change value)
    Do branch and bound on this problem.
 
    If finished search and proven optimal then we can reverse cut so
    any solutions must be at least k+1 away from solution and we can
    add a new cut limiting search to a k neighborhood of new solution
    repeat.
 
    If finished search and no new solution then the simplest version
    would reverse last cut and complete search.  The version implemented
    here can use time and node limits and can widen search (increase effective k)
    .... and more
 
*/
 
#include "CbcTree.hpp"
#include "CbcNode.hpp"
#include "OsiRowCut.hpp"
class CbcModel;
 
 
class CbcTreeLocal : public CbcTree {
 
public:
 
    // Default Constructor
    CbcTreeLocal ();
 
    /* Constructor with solution.
       If solution NULL no solution, otherwise must be integer
       range is initial upper bound (k) on difference from given solution.
       typeCuts -
                0 means just 0-1 cuts and will need to refine 0-1 solution
            1 uses weaker cuts on all integer variables
       maxDiversification is maximum number of range widenings to try
       timeLimit is seconds in subTree
       nodeLimit is nodes in subTree
       refine is whether to see if we can prove current solution is optimal
       when we fix all 0-1 (in case typeCuts==0 and there are general integer variables)
       if false then no refinement but reverse cuts weaker
    */
    CbcTreeLocal (CbcModel * model, const double * solution , int range = 10,
                  int typeCuts = 0, int maxDiversification = 0,
                  int timeLimit = 1000000, int nodeLimit = 1000000, bool refine = true);
    // Copy constructor
    CbcTreeLocal ( const CbcTreeLocal & rhs);
 
    // = operator
    CbcTreeLocal & operator=(const CbcTreeLocal & rhs);
 
    virtual ~CbcTreeLocal();
 
    virtual CbcTree * clone() const;
    virtual void generateCpp( FILE * fp) ;
 
 
    virtual CbcNode * top() const;
 
    virtual void push(CbcNode * x);
 
    virtual void pop() ;
 
 
 
    int createCut(const double * solution, OsiRowCut & cut);
 
    virtual bool empty() ;
 
    virtual void endSearch() ;
    void reverseCut(int state, double bias = 0.0);
    void deleteCut(OsiRowCut & cut);
    void passInSolution(const double * solution, double solutionValue);
    // range i.e. k
    inline int range() const {
        return range_;
    }
    // setrange i.e. k
    inline void setRange(int value) {
        range_ = value;
    }
    // Type of cuts - 0=just 0-1, 1=all
    inline int typeCuts() const {
        return typeCuts_;
    }
    // Type of cuts - 0=just 0-1, 1=all
    inline void setTypeCuts(int value) {
        typeCuts_ = value;
    }
    // maximum number of diversifications
    inline int maxDiversification() const {
        return maxDiversification_;
    }
    // maximum number of diversifications
    inline void setMaxDiversification(int value) {
        maxDiversification_ = value;
    }
    // time limit per subtree
    inline int timeLimit() const {
        return timeLimit_;
    }
    // time limit per subtree
    inline void setTimeLimit(int value) {
        timeLimit_ = value;
    }
    // node limit for subtree
    inline int nodeLimit() const {
        return nodeLimit_;
    }
    // node limit for subtree
    inline void setNodeLimit(int value) {
        nodeLimit_ = value;
    }
    // Whether to do refinement step
    inline bool refine() const {
        return refine_;
    }
    // Whether to do refinement step
    inline void setRefine(bool yesNo) {
        refine_ = yesNo;
    }
 
private:
    // Node for local cuts
    CbcNode * localNode_;
    // best solution
    double * bestSolution_;
    // saved solution
    double * savedSolution_;
    // solution number at start of pass
    int saveNumberSolutions_;
    /* Cut.  If zero size then no solution yet.  Otherwise is left hand branch */
    OsiRowCut cut_;
    // This cut fixes all 0-1 variables
    OsiRowCut fixedCut_;
    // Model
    CbcModel * model_;
    // Original lower bounds
    double * originalLower_;
    // Original upper bounds
    double * originalUpper_;
    // range i.e. k
    int range_;
    // Type of cuts - 0=just 0-1, 1=all
    int typeCuts_;
    // maximum number of diversifications
    int maxDiversification_;
    // current diversification
    int diversification_;
    // Whether next will be strong diversification
    bool nextStrong_;
    // Current rhs
    double rhs_;
    // Save allowable gap
    double savedGap_;
    // Best solution
    double bestCutoff_;
    // time limit per subtree
    int timeLimit_;
    // time when subtree started
    int startTime_;
    // node limit for subtree
    int nodeLimit_;
    // node count when subtree started
    int startNode_;
    // -1 not started, 0 == stop on first solution, 1 don't stop on first, 2 refinement step
    int searchType_;
    // Whether to do refinement step
    bool refine_;
 
};
 
class CbcTreeVariable : public CbcTree {
 
public:
 
    // Default Constructor
    CbcTreeVariable ();
 
    /* Constructor with solution.
       If solution NULL no solution, otherwise must be integer
       range is initial upper bound (k) on difference from given solution.
       typeCuts -
                0 means just 0-1 cuts and will need to refine 0-1 solution
            1 uses weaker cuts on all integer variables
       maxDiversification is maximum number of range widenings to try
       timeLimit is seconds in subTree
       nodeLimit is nodes in subTree
       refine is whether to see if we can prove current solution is optimal
       when we fix all 0-1 (in case typeCuts==0 and there are general integer variables)
       if false then no refinement but reverse cuts weaker
    */
    CbcTreeVariable (CbcModel * model, const double * solution , int range = 10,
                     int typeCuts = 0, int maxDiversification = 0,
                     int timeLimit = 1000000, int nodeLimit = 1000000, bool refine = true);
    // Copy constructor
    CbcTreeVariable ( const CbcTreeVariable & rhs);
 
    // = operator
    CbcTreeVariable & operator=(const CbcTreeVariable & rhs);
 
    virtual ~CbcTreeVariable();
 
    virtual CbcTree * clone() const;
    virtual void generateCpp( FILE * fp) ;
 
 
    virtual CbcNode * top() const;
 
    virtual void push(CbcNode * x);
 
    virtual void pop() ;
 
 
 
    int createCut(const double * solution, OsiRowCut & cut);
 
    virtual bool empty() ;
 
    virtual void endSearch() ;
    void reverseCut(int state, double bias = 0.0);
    void deleteCut(OsiRowCut & cut);
    void passInSolution(const double * solution, double solutionValue);
    // range i.e. k
    inline int range() const {
        return range_;
    }
    // setrange i.e. k
    inline void setRange(int value) {
        range_ = value;
    }
    // Type of cuts - 0=just 0-1, 1=all
    inline int typeCuts() const {
        return typeCuts_;
    }
    // Type of cuts - 0=just 0-1, 1=all
    inline void setTypeCuts(int value) {
        typeCuts_ = value;
    }
    // maximum number of diversifications
    inline int maxDiversification() const {
        return maxDiversification_;
    }
    // maximum number of diversifications
    inline void setMaxDiversification(int value) {
        maxDiversification_ = value;
    }
    // time limit per subtree
    inline int timeLimit() const {
        return timeLimit_;
    }
    // time limit per subtree
    inline void setTimeLimit(int value) {
        timeLimit_ = value;
    }
    // node limit for subtree
    inline int nodeLimit() const {
        return nodeLimit_;
    }
    // node limit for subtree
    inline void setNodeLimit(int value) {
        nodeLimit_ = value;
    }
    // Whether to do refinement step
    inline bool refine() const {
        return refine_;
    }
    // Whether to do refinement step
    inline void setRefine(bool yesNo) {
        refine_ = yesNo;
    }
 
private:
    // Node for local cuts
    CbcNode * localNode_;
    // best solution
    double * bestSolution_;
    // saved solution
    double * savedSolution_;
    // solution number at start of pass
    int saveNumberSolutions_;
    /* Cut.  If zero size then no solution yet.  Otherwise is left hand branch */
    OsiRowCut cut_;
    // This cut fixes all 0-1 variables
    OsiRowCut fixedCut_;
    // Model
    CbcModel * model_;
    // Original lower bounds
    double * originalLower_;
    // Original upper bounds
    double * originalUpper_;
    // range i.e. k
    int range_;
    // Type of cuts - 0=just 0-1, 1=all
    int typeCuts_;
    // maximum number of diversifications
    int maxDiversification_;
    // current diversification
    int diversification_;
    // Whether next will be strong diversification
    bool nextStrong_;
    // Current rhs
    double rhs_;
    // Save allowable gap
    double savedGap_;
    // Best solution
    double bestCutoff_;
    // time limit per subtree
    int timeLimit_;
    // time when subtree started
    int startTime_;
    // node limit for subtree
    int nodeLimit_;
    // node count when subtree started
    int startNode_;
    // -1 not started, 0 == stop on first solution, 1 don't stop on first, 2 refinement step
    int searchType_;
    // Whether to do refinement step
    bool refine_;
 
};
#endif