1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
2  *
3  * This file is a part of LEMON, a generic C++ optimization library.
4  *
5  * Copyright (C) 2003-2013
6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
8  *
9  * Permission to use, modify and distribute this software is granted
10  * provided that this copyright notice appears in all copies. For
11  * precise terms see the accompanying LICENSE file.
12  *
13  * This software is provided "AS IS" with no warranty of any kind,
14  * express or implied, and with no claim as to its suitability for any
15  * purpose.
16  *
17  */
18 
19 ///\file
20 ///\brief Implementation of the CBC MIP solver interface.
21 
22 #include "cbc.h"
23 
24 #include <coin/CoinModel.hpp>
25 #include <coin/CbcModel.hpp>
26 #include <coin/OsiSolverInterface.hpp>
27 
28 #include "coin/OsiClpSolverInterface.hpp"
29 
30 #include "coin/CbcCutGenerator.hpp"
31 #include "coin/CbcHeuristicLocal.hpp"
32 #include "coin/CbcHeuristicGreedy.hpp"
33 #include "coin/CbcHeuristicFPump.hpp"
34 #include "coin/CbcHeuristicRINS.hpp"
35 
36 #include "coin/CglGomory.hpp"
37 #include "coin/CglProbing.hpp"
38 #include "coin/CglKnapsackCover.hpp"
39 #include "coin/CglOddHole.hpp"
40 #include "coin/CglClique.hpp"
41 #include "coin/CglFlowCover.hpp"
42 #include "coin/CglMixedIntegerRounding.hpp"
43 
44 #include "coin/CbcHeuristic.hpp"
45 
46 namespace lemon {
47 
CbcMip()48   CbcMip::CbcMip() {
49     _prob = new CoinModel();
50     _prob->setProblemName("LEMON");
51     _osi_solver = 0;
52     _cbc_model = 0;
53     messageLevel(MESSAGE_NOTHING);
54   }
55 
CbcMip(const CbcMip & other)56   CbcMip::CbcMip(const CbcMip& other) {
57     _prob = new CoinModel(*other._prob);
58     _prob->setProblemName("LEMON");
59     _osi_solver = 0;
60     _cbc_model = 0;
61     messageLevel(MESSAGE_NOTHING);
62   }
63 
~CbcMip()64   CbcMip::~CbcMip() {
65     delete _prob;
66     if (_osi_solver) delete _osi_solver;
67     if (_cbc_model) delete _cbc_model;
68   }
69 
_solverName() const70   const char* CbcMip::_solverName() const { return "CbcMip"; }
71 
_addCol()72   int CbcMip::_addCol() {
73     _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);
74     return _prob->numberColumns() - 1;
75   }
76 
newSolver() const77   CbcMip* CbcMip::newSolver() const {
78     CbcMip* newlp = new CbcMip;
79     return newlp;
80   }
81 
cloneSolver() const82   CbcMip* CbcMip::cloneSolver() const {
83     CbcMip* copylp = new CbcMip(*this);
84     return copylp;
85   }
86 
_addRow()87   int CbcMip::_addRow() {
88     _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
89     return _prob->numberRows() - 1;
90   }
91 
_addRow(Value l,ExprIterator b,ExprIterator e,Value u)92   int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
93     std::vector<int> indexes;
94     std::vector<Value> values;
95 
96     for(ExprIterator it = b; it != e; ++it) {
97       indexes.push_back(it->first);
98       values.push_back(it->second);
99     }
100 
101     _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);
102     return _prob->numberRows() - 1;
103   }
104 
_eraseCol(int i)105   void CbcMip::_eraseCol(int i) {
106     _prob->deleteColumn(i);
107   }
108 
_eraseRow(int i)109   void CbcMip::_eraseRow(int i) {
110     _prob->deleteRow(i);
111   }
112 
_eraseColId(int i)113   void CbcMip::_eraseColId(int i) {
114     cols.eraseIndex(i);
115   }
116 
_eraseRowId(int i)117   void CbcMip::_eraseRowId(int i) {
118     rows.eraseIndex(i);
119   }
120 
_getColName(int c,std::string & name) const121   void CbcMip::_getColName(int c, std::string& name) const {
122     name = _prob->getColumnName(c);
123   }
124 
_setColName(int c,const std::string & name)125   void CbcMip::_setColName(int c, const std::string& name) {
126     _prob->setColumnName(c, name.c_str());
127   }
128 
_colByName(const std::string & name) const129   int CbcMip::_colByName(const std::string& name) const {
130     return _prob->column(name.c_str());
131   }
132 
_getRowName(int r,std::string & name) const133   void CbcMip::_getRowName(int r, std::string& name) const {
134     name = _prob->getRowName(r);
135   }
136 
_setRowName(int r,const std::string & name)137   void CbcMip::_setRowName(int r, const std::string& name) {
138     _prob->setRowName(r, name.c_str());
139   }
140 
_rowByName(const std::string & name) const141   int CbcMip::_rowByName(const std::string& name) const {
142     return _prob->row(name.c_str());
143   }
144 
_setRowCoeffs(int i,ExprIterator b,ExprIterator e)145   void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
146     for (ExprIterator it = b; it != e; ++it) {
147       _prob->setElement(i, it->first, it->second);
148     }
149   }
150 
_getRowCoeffs(int ix,InsertIterator b) const151   void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
152     int length = _prob->numberRows();
153 
154     std::vector<int> indices(length);
155     std::vector<Value> values(length);
156 
157     length = _prob->getRow(ix, &indices[0], &values[0]);
158 
159     for (int i = 0; i < length; ++i) {
160       *b = std::make_pair(indices[i], values[i]);
161       ++b;
162     }
163   }
164 
_setColCoeffs(int ix,ExprIterator b,ExprIterator e)165   void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
166     for (ExprIterator it = b; it != e; ++it) {
167       _prob->setElement(it->first, ix, it->second);
168     }
169   }
170 
_getColCoeffs(int ix,InsertIterator b) const171   void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
172     int length = _prob->numberColumns();
173 
174     std::vector<int> indices(length);
175     std::vector<Value> values(length);
176 
177     length = _prob->getColumn(ix, &indices[0], &values[0]);
178 
179     for (int i = 0; i < length; ++i) {
180       *b = std::make_pair(indices[i], values[i]);
181       ++b;
182     }
183   }
184 
_setCoeff(int ix,int jx,Value value)185   void CbcMip::_setCoeff(int ix, int jx, Value value) {
186     _prob->setElement(ix, jx, value);
187   }
188 
_getCoeff(int ix,int jx) const189   CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
190     return _prob->getElement(ix, jx);
191   }
192 
193 
_setColLowerBound(int i,Value lo)194   void CbcMip::_setColLowerBound(int i, Value lo) {
195     LEMON_ASSERT(lo != INF, "Invalid bound");
196     _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
197   }
198 
_getColLowerBound(int i) const199   CbcMip::Value CbcMip::_getColLowerBound(int i) const {
200     double val = _prob->getColumnLower(i);
201     return val == - COIN_DBL_MAX ? - INF : val;
202   }
203 
_setColUpperBound(int i,Value up)204   void CbcMip::_setColUpperBound(int i, Value up) {
205     LEMON_ASSERT(up != -INF, "Invalid bound");
206     _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
207   }
208 
_getColUpperBound(int i) const209   CbcMip::Value CbcMip::_getColUpperBound(int i) const {
210     double val = _prob->getColumnUpper(i);
211     return val == COIN_DBL_MAX ? INF : val;
212   }
213 
_setRowLowerBound(int i,Value lo)214   void CbcMip::_setRowLowerBound(int i, Value lo) {
215     LEMON_ASSERT(lo != INF, "Invalid bound");
216     _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
217   }
218 
_getRowLowerBound(int i) const219   CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
220     double val = _prob->getRowLower(i);
221     return val == - COIN_DBL_MAX ? - INF : val;
222   }
223 
_setRowUpperBound(int i,Value up)224   void CbcMip::_setRowUpperBound(int i, Value up) {
225     LEMON_ASSERT(up != -INF, "Invalid bound");
226     _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
227   }
228 
_getRowUpperBound(int i) const229   CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
230     double val = _prob->getRowUpper(i);
231     return val == COIN_DBL_MAX ? INF : val;
232   }
233 
_setObjCoeffs(ExprIterator b,ExprIterator e)234   void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
235     int num = _prob->numberColumns();
236     for (int i = 0; i < num; ++i) {
237       _prob->setColumnObjective(i, 0.0);
238     }
239     for (ExprIterator it = b; it != e; ++it) {
240       _prob->setColumnObjective(it->first, it->second);
241     }
242   }
243 
_getObjCoeffs(InsertIterator b) const244   void CbcMip::_getObjCoeffs(InsertIterator b) const {
245     int num = _prob->numberColumns();
246     for (int i = 0; i < num; ++i) {
247       Value coef = _prob->getColumnObjective(i);
248       if (coef != 0.0) {
249         *b = std::make_pair(i, coef);
250         ++b;
251       }
252     }
253   }
254 
_setObjCoeff(int i,Value obj_coef)255   void CbcMip::_setObjCoeff(int i, Value obj_coef) {
256     _prob->setColumnObjective(i, obj_coef);
257   }
258 
_getObjCoeff(int i) const259   CbcMip::Value CbcMip::_getObjCoeff(int i) const {
260     return _prob->getColumnObjective(i);
261   }
262 
_solve()263   CbcMip::SolveExitStatus CbcMip::_solve() {
264 
265     if (_osi_solver) {
266       delete _osi_solver;
267     }
268     _osi_solver = new OsiClpSolverInterface();
269 
270     _osi_solver->loadFromCoinModel(*_prob);
271 
272     if (_cbc_model) {
273       delete _cbc_model;
274     }
275     _cbc_model= new CbcModel(*_osi_solver);
276 
277     _osi_solver->messageHandler()->setLogLevel(_message_level);
278     _cbc_model->setLogLevel(_message_level);
279 
280     _cbc_model->initialSolve();
281     _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
282 
283     if (!_cbc_model->isInitialSolveAbandoned() &&
284         _cbc_model->isInitialSolveProvenOptimal() &&
285         !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
286         !_cbc_model->isInitialSolveProvenDualInfeasible()) {
287 
288       CglProbing generator1;
289       generator1.setUsingObjective(true);
290       generator1.setMaxPass(3);
291       generator1.setMaxProbe(100);
292       generator1.setMaxLook(50);
293       generator1.setRowCuts(3);
294       _cbc_model->addCutGenerator(&generator1, -1, "Probing");
295 
296       CglGomory generator2;
297       generator2.setLimit(300);
298       _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
299 
300       CglKnapsackCover generator3;
301       _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
302 
303       CglOddHole generator4;
304       generator4.setMinimumViolation(0.005);
305       generator4.setMinimumViolationPer(0.00002);
306       generator4.setMaximumEntries(200);
307       _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
308 
309       CglClique generator5;
310       generator5.setStarCliqueReport(false);
311       generator5.setRowCliqueReport(false);
312       _cbc_model->addCutGenerator(&generator5, -1, "Clique");
313 
314       CglMixedIntegerRounding mixedGen;
315       _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
316 
317       CglFlowCover flowGen;
318       _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
319 
320       OsiClpSolverInterface* osiclp =
321         dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
322       if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
323         osiclp->setupForRepeatedUse(2, 0);
324       }
325 
326       CbcRounding heuristic1(*_cbc_model);
327       heuristic1.setWhen(3);
328       _cbc_model->addHeuristic(&heuristic1);
329 
330       CbcHeuristicLocal heuristic2(*_cbc_model);
331       heuristic2.setWhen(3);
332       _cbc_model->addHeuristic(&heuristic2);
333 
334       CbcHeuristicGreedyCover heuristic3(*_cbc_model);
335       heuristic3.setAlgorithm(11);
336       heuristic3.setWhen(3);
337       _cbc_model->addHeuristic(&heuristic3);
338 
339       CbcHeuristicFPump heuristic4(*_cbc_model);
340       heuristic4.setWhen(3);
341       _cbc_model->addHeuristic(&heuristic4);
342 
343       CbcHeuristicRINS heuristic5(*_cbc_model);
344       heuristic5.setWhen(3);
345       _cbc_model->addHeuristic(&heuristic5);
346 
347       if (_cbc_model->getNumCols() < 500) {
348         _cbc_model->setMaximumCutPassesAtRoot(-100);
349       } else if (_cbc_model->getNumCols() < 5000) {
350         _cbc_model->setMaximumCutPassesAtRoot(100);
351       } else {
352         _cbc_model->setMaximumCutPassesAtRoot(20);
353       }
354 
355       if (_cbc_model->getNumCols() < 5000) {
356         _cbc_model->setNumberStrong(10);
357       }
358 
359       _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
360       _cbc_model->branchAndBound();
361     }
362 
363     if (_cbc_model->isAbandoned()) {
364       return UNSOLVED;
365     } else {
366       return SOLVED;
367     }
368   }
369 
_getSol(int i) const370   CbcMip::Value CbcMip::_getSol(int i) const {
371     return _cbc_model->getColSolution()[i];
372   }
373 
_getSolValue() const374   CbcMip::Value CbcMip::_getSolValue() const {
375     return _cbc_model->getObjValue();
376   }
377 
_getType() const378   CbcMip::ProblemType CbcMip::_getType() const {
379     if (_cbc_model->isProvenOptimal()) {
380       return OPTIMAL;
381     } else if (_cbc_model->isContinuousUnbounded()) {
382       return UNBOUNDED;
383     }
384     return FEASIBLE;
385   }
386 
_setSense(Sense sense)387   void CbcMip::_setSense(Sense sense) {
388     switch (sense) {
389     case MIN:
390       _prob->setOptimizationDirection(1.0);
391       break;
392     case MAX:
393       _prob->setOptimizationDirection(- 1.0);
394       break;
395     }
396   }
397 
_getSense() const398   CbcMip::Sense CbcMip::_getSense() const {
399     if (_prob->optimizationDirection() > 0.0) {
400       return MIN;
401     } else if (_prob->optimizationDirection() < 0.0) {
402       return MAX;
403     } else {
404       LEMON_ASSERT(false, "Wrong sense");
405       return CbcMip::Sense();
406     }
407   }
408 
_setColType(int i,CbcMip::ColTypes col_type)409   void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
410     switch (col_type){
411     case INTEGER:
412       _prob->setInteger(i);
413       break;
414     case REAL:
415       _prob->setContinuous(i);
416       break;
417     default:;
418       LEMON_ASSERT(false, "Wrong sense");
419     }
420   }
421 
_getColType(int i) const422   CbcMip::ColTypes CbcMip::_getColType(int i) const {
423     return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
424   }
425 
_clear()426   void CbcMip::_clear() {
427     delete _prob;
428     if (_osi_solver) {
429       delete _osi_solver;
430       _osi_solver = 0;
431     }
432     if (_cbc_model) {
433       delete _cbc_model;
434       _cbc_model = 0;
435     }
436 
437     _prob = new CoinModel();
438   }
439 
_messageLevel(MessageLevel level)440   void CbcMip::_messageLevel(MessageLevel level) {
441     switch (level) {
442     case MESSAGE_NOTHING:
443       _message_level = 0;
444       break;
445     case MESSAGE_ERROR:
446       _message_level = 1;
447       break;
448     case MESSAGE_WARNING:
449       _message_level = 1;
450       break;
451     case MESSAGE_NORMAL:
452       _message_level = 2;
453       break;
454     case MESSAGE_VERBOSE:
455       _message_level = 3;
456       break;
457     }
458   }
459 
460 } //END OF NAMESPACE LEMON
461