C++ OsiClpSolverInterface::initialSolve方法代码示例

int main(int argc, char **argv) 
{
  char *f_name_lp, *last_dot_pos, f_name[256], *f_name_pos;
  int i, ncol;

  if((argc < 2) || (argc > 2)) {
    printf("### ERROR: main(): Usage: One of the following\ncgl_data_test input_file_name.mps\ncgl_data_test input_file_name.lp\n");
    exit(1);
  }

  f_name_lp = strdup(argv[1]);
  f_name_pos = strrchr(f_name_lp, '/');
  if(f_name_pos != NULL) {
    strcpy(f_name, &(f_name_pos[1]));
  }
  else {
    strcpy(f_name, f_name_lp);
  }
  last_dot_pos = strrchr(f_name, '.');
  if(last_dot_pos != NULL) {
    last_dot_pos = '\0';
  }

  OsiClpSolverInterface *clp = new OsiClpSolverInterface;
  clp->messageHandler()->setLogLevel(0);
  if(strcmp(&(f_name_lp[strlen(f_name_lp)-3]), ".lp") == 0) {
    clp->readLp(f_name_lp);    
  }
  else {
    if(strcmp(&(f_name_lp[strlen(f_name_lp)-4]), ".mps") == 0) {
      clp->readMps(f_name_lp);    
    }
    else {
      printf("### ERROR: unrecognized file type\n");
      exit(1);
    }
  }
  ncol = clp->getNumCols();
  clp->initialSolve();

  printf("LP value: %12.2f\n", clp->getObjValue());

  OsiCuts cuts;

  // Define parameters for CglRedSplit generator
  CglParam cpar;
  cpar.setMAX_SUPPORT(ncol+1);
  CglRedSplitParam rspar(cpar);

  // Create a cut generator with the given parameters
  CglRedSplit cutGen(rspar);

  char *colType = new char[ncol];
  for(i=0; i<ncol; i++) {
    if(clp->isContinuous(i)) {
      colType[i] = 'C';
    }
    else {
      colType[i] = 'I';
    }
  }

  int round, max_rounds = 10;
  for(round=0; round<max_rounds; round++) {
    cutGen.generateCuts(*clp, cuts);

    int ncuts = cuts.sizeRowCuts();

    const OsiRowCut **newRowCuts = new const OsiRowCut * [ncuts];
    for(i=0; i<ncuts; i++) {
      newRowCuts[i] = &cuts.rowCut(i); 
    }
    clp->applyRowCuts(ncuts, newRowCuts);
    delete[] newRowCuts;

    printf("round %4d: %4d generated cuts  new objective value: %12.2f\n", 
	   round, ncuts, clp->getObjValue());

    clp->resolve();  

    if(clp->isAbandoned()) {
      printf("###ERROR: Numerical difficulties in Solver\n");
      exit(1);
    }
  
    if(clp->isProvenPrimalInfeasible()) {
      printf("### WARNING: Problem is infeasible\n");
      exit(1);
    }
  }

  delete clp;
  free(f_name_lp);
  delete[] colType;

  return(0);
}

//.........这里部分代码省略.........
  model.addCutGenerator(&generator1,-1,"Probing");
  //model.addCutGenerator(&generator2,-1,"Gomory");
  model.addCutGenerator(&generator2,1,"Gomory");
  model.addCutGenerator(&generator3,-1,"Knapsack");
  // model.addCutGenerator(&generator4,-1,"RedSplit");
  //model.addCutGenerator(&generator5,-1,"Clique");
  model.addCutGenerator(&generator5,1,"Clique");
  model.addCutGenerator(&flowGen,-1,"FlowCover");
  model.addCutGenerator(&mixedGen,-1,"MixedIntegerRounding");
  // Add stored cuts (making sure at all depths)
  model.addCutGenerator(&stored,1,"Stored",true,false,false,-100,1,-1);
  
  int numberGenerators = model.numberCutGenerators();
  int iGenerator;
  // Say we want timings
  for (iGenerator=0;iGenerator<numberGenerators;iGenerator++) {
    CbcCutGenerator * generator = model.cutGenerator(iGenerator);
    generator->setTiming(true);
  }
  OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*> (model.solver());
  // go faster stripes
  if (osiclp) { 
    if(osiclp->getNumRows()<300&&osiclp->getNumCols()<500) {
      //osiclp->setupForRepeatedUse(2,0);
      osiclp->setupForRepeatedUse(0,0);
    }
    // Don't allow dual stuff
    osiclp->setSpecialOptions(osiclp->specialOptions()|262144);
  } 
  // Uncommenting this should switch off all CBC messages
  // model.messagesPointer()->setDetailMessages(10,10000,NULL);
  // No heuristics
  // Do initial solve to continuous
  model.initialSolve();
  /*  You need the next few lines -
      a) so that cut generator will always be called again if it generated cuts
      b) it is known that matrix is not enough to define problem so do cuts even
         if it looks integer feasible at continuous optimum.
      c) a solution found by strong branching will be ignored.
      d) don't recompute a solution once found
  */
  // Make sure cut generator called correctly (a)
  iGenerator=numberGenerators-1;
  model.cutGenerator(iGenerator)->setMustCallAgain(true);
  // Say cuts needed at continuous (b)
  OsiBabSolver oddCuts;
  oddCuts.setSolverType(4);
  // owing to bug must set after initialSolve
  model.passInSolverCharacteristics(&oddCuts);
  // Say no to all solutions by strong branching (c)
  CbcFeasibilityNoStrong noStrong;
  model.setProblemFeasibility(noStrong);
  // Say don't recompute solution d)
  model.setSpecialOptions(4);

  // Could tune more
  double objValue = model.solver()->getObjSense()*model.solver()->getObjValue();
  double minimumDropA=CoinMin(1.0,fabs(objValue)*1.0e-3+1.0e-4);
  double minimumDrop= fabs(objValue)*1.0e-4+1.0e-4;
  printf("min drop %g (A %g)\n",minimumDrop,minimumDropA);
  model.setMinimumDrop(minimumDrop);

  if (model.getNumCols()<500)
    model.setMaximumCutPassesAtRoot(-100); // always do 100 if possible
  else if (model.getNumCols()<5000)
    model.setMaximumCutPassesAtRoot(100); // use minimum drop