C++ OsiRowCut::ub方法代码示例

/* Returns
   0 unchanged
   1 strengthened
   2 weakened
   3 deleted
*/
int
CbcCutSubsetModifier::modify(const OsiSolverInterface * /*solver*/,
                             OsiRowCut & cut)
{
    int n = cut.row().getNumElements();
    if (!n)
        return 0;
    const int * column = cut.row().getIndices();
    //const double * element = cut.row().getElements();
    int returnCode = 0;
    for (int i = 0; i < n; i++) {
        if (column[i] >= firstOdd_) {
            returnCode = 3;
            break;
        }
    }
#ifdef COIN_DETAIL
    if (!returnCode) {
        const double * element = cut.row().getElements();
        printf("%g <= ", cut.lb());
        for (int i = 0; i < n; i++) {
            printf("%g*x%d ", element[i], column[i]);
        }
        printf("<= %g\n", cut.ub());
    }
#endif
    //return 3;
    return returnCode;
}

//----------------------------------------------------------------
// == operator 
//-------------------------------------------------------------------
bool
OsiRowCut::operator==(const OsiRowCut& rhs) const
{
  if ( this->OsiCut::operator!=(rhs) ) return false;
  if ( row() != rhs.row() ) return false;
  if ( lb() != rhs.lb() ) return false;
  if ( ub() != rhs.ub() ) return false;
  return true;
}

void
OsiTestSolverInterface::applyRowCut(const OsiRowCut& rc)
{
   const int rownum = getNumRows();
   const double lb = rc.lb();
   const double ub = rc.ub();
   rowRimResize_(rownum + 1);
   rowprice_[rownum] = 0.0;
   rowlower_[rownum] = lb;
   rowupper_[rownum] = ub;
   convertBoundToSense(lb, ub,
		       rowsense_[rownum], rhs_[rownum], rowrange_[rownum]);

   updateRowMatrix_();
   rowMatrix_.appendRow(rc.row());
   colMatrixCurrent_ = false;
}

/* Insert a row cut unless it is a duplicate (CoinRelFltEq)*/
void 
OsiCuts::insertIfNotDuplicate( OsiRowCut & rc , CoinRelFltEq treatAsSame)
{
  double newLb = rc.lb();
  double newUb = rc.ub();
  CoinPackedVector vector = rc.row();
  int numberElements =vector.getNumElements();
  int * newIndices = vector.getIndices();
  double * newElements = vector.getElements();
  CoinSort_2(newIndices,newIndices+numberElements,newElements);
  bool notDuplicate=true;
  int numberRowCuts = sizeRowCuts();
  for ( int i =0; i<numberRowCuts;i++) {
    const OsiRowCut * cutPtr = rowCutPtr(i);
    if (cutPtr->row().getNumElements()!=numberElements)
      continue;
    if (!treatAsSame(cutPtr->lb(),newLb))
      continue;
    if (!treatAsSame(cutPtr->ub(),newUb))
      continue;
    const CoinPackedVector * thisVector = &(cutPtr->row());
    const int * indices = thisVector->getIndices();
    const double * elements = thisVector->getElements();
    int j;
    for(j=0;j<numberElements;j++) {
      if (indices[j]!=newIndices[j])
	break;
      if (!treatAsSame(elements[j],newElements[j]))
	break;
    }
    if (j==numberElements) {
      notDuplicate=false;
      break;
    }
  }
  if (notDuplicate) {
    OsiRowCut * newCutPtr = new OsiRowCut();
    newCutPtr->setLb(newLb);
    newCutPtr->setUb(newUb);
    newCutPtr->setRow(vector);
    rowCutPtrs_.push_back(newCutPtr);
  }
}

/** Clean an OsiCut
\return 1 if min violation is too small
\return 2 if small coefficient can not be removed
\return 3 if dynamic is too big
\return 4 if too many non zero element*/
int
Validator::cleanCut(OsiRowCut & aCut, const double * solCut, const OsiSolverInterface &si, const CglParam& par,
                    const double * origColLower, const double * origColUpper) const
{
    /** Compute fill-in in si */
    int numcols = si.getNumCols();

    const double * colLower = (origColLower) ? origColLower : si.getColLower();
    const double * colUpper = (origColUpper) ? origColUpper : si.getColUpper();

    int maxNnz = static_cast<int> (maxFillIn_ * static_cast<double> (numcols));

    double rhs = aCut.lb();
    assert (aCut.ub()> 1e50);

    CoinPackedVector *vec = const_cast<CoinPackedVector *>(&aCut.row());
    int * indices = vec->getIndices();
    double * elems = vec->getElements();
    int n = vec->getNumElements();

    /** First compute violation if it is too small exit */
    double violation = aCut.violated(solCut);
    if (violation < minViolation_)
        return 1;

    /** Now relax get dynamic and remove tiny elements */
    int offset = 0;
    rhs -= 1e-8;
    double smallest = 1e100;
    double biggest = 0;
    for (int i = 0 ; i < n ; i++)
    {
        double val = fabs(elems[i]);
        if (val <= par.getEPS())   //try to remove coef
        {
            if (val>0 && val<1e-20)
            {
                offset++;
                continue;
                throw;
            }
            if (val==0)
            {
                offset++;
                continue;
            }

            int & iCol = indices[i];
            if (elems[i]>0. && colUpper[iCol] < 10000.)
            {
                offset++;
                rhs -= elems[i] * colUpper[iCol];
                elems[i]=0;
            }
            else if (elems[i]<0. && colLower[iCol] > -10000.)
            {
                offset++;
                rhs -= elems[i] * colLower[iCol];
                elems[i]=0.;
            }
            else
            {
#ifdef DEBUG
                std::cout<<"Small coefficient : "<<elems[i]<<" bounds : ["<<colLower[iCol]<<", "<<colUpper[iCol]<<std::endl;
#endif
                numRejected_[SmallCoefficient]++;
                return SmallCoefficient;
            }
        }

        else   //Not a small coefficient keep it
        {
            smallest = std::min(val,smallest);
            biggest = std::max (val,biggest);
            if (biggest > maxRatio_ * smallest)
            {
#ifdef DEBUG
                std::cout<<"Whaooo "<<biggest/smallest<<std::endl;
#endif
                numRejected_[BigDynamic]++;
                return BigDynamic;
            }
            if (offset)   //if offset is zero current values are ok otherwise translate
            {
                int i2 = i - offset;
                indices[i2] = indices[i];
                elems[i2] = elems[i];
            }
        }
    }
    if ((n - offset) > maxNnz)
    {
        numRejected_[DenseCut] ++;
        return DenseCut;
    }
//.........这里部分代码省略.........

//--------------------------------------------------------------------------
// test the simple rounding cut generators methods.
void
CglSimpleRoundingUnitTest(
  const OsiSolverInterface * baseSiP,
  const std::string mpsDir )
{

  // Test default constructor
  {
    CglSimpleRounding cg;
  }

  // Test copy & assignment
  {
    CglSimpleRounding rhs;
    {
      CglSimpleRounding cg;
      CglSimpleRounding cgC(cg);
      rhs=cg;
    }
  }

  // Test gcd and gcdn
  {
    CglSimpleRounding cg;
    int v = cg.gcd(122,356);
    assert(v==2);
    v=cg.gcd(356,122);
    assert(v==2);
    v=cg.gcd(54,67);
    assert(v==1);
    v=cg.gcd(67,54);
    assert(v==1);
    v=cg.gcd(485,485);
    assert(v==485);
    v=cg.gcd(17*13,17*23);
    assert( v==17);
    v=cg.gcd(17*13*5,17*23);
    assert( v==17);
    v=cg.gcd(17*13*23,17*23);
    assert(v==17*23);

    int a[4] = {12, 20, 32, 400};
    v= cg.gcdv(4,a);
    assert(v== 4);
    int b[4] = {782, 4692, 51, 2754};
    v= cg.gcdv(4,b);
    assert(v== 17);
    int c[4] = {50, 40, 30, 10};
    v= cg.gcdv(4,c);
    assert(v== 10);
  }


  // Test generate cuts method on exmip1.5.mps
  {
    CglSimpleRounding cg;
    
    OsiSolverInterface * siP = baseSiP->clone();
    std::string fn = mpsDir+"exmip1.5.mps";
    siP->readMps(fn.c_str(),"");
    OsiCuts cuts;
    cg.generateCuts(*siP,cuts);

    // there should be 3 cuts
    int nRowCuts = cuts.sizeRowCuts();
    assert(nRowCuts==3);

    // get the last "sr"=simple rounding cut that was derived
    OsiRowCut srRowCut2 = cuts.rowCut(2); 
    CoinPackedVector srRowCutPV2 = srRowCut2.row();

    // this is what the last cut should look like: i.e. the "solution"
    const int solSize = 2;
    int solCols[solSize]={2,3};
    double solCoefs[solSize]={5.0, 4.0};
    OsiRowCut solRowCut;
    solRowCut.setRow(solSize,solCols,solCoefs);
    solRowCut.setLb(-COIN_DBL_MAX);
    solRowCut.setUb(2.0);

    // Test for equality between the derived cut and the solution cut

    // Note: testing two OsiRowCuts are equal invokes testing two
    // CoinPackedVectors are equal which invokes testing two doubles
    // are equal.  Usually not a good idea to test that two doubles are equal, 
    // but in this cut the "doubles" represent integer values. Also allow that
    // different solvers have different orderings in packed vectors, which may
    // not match the ordering defined for solRowCut.

    assert(srRowCut2.OsiCut::operator==(solRowCut)) ;
    assert(srRowCut2.row().isEquivalent(solRowCut.row())) ;
    assert(srRowCut2.lb() == solRowCut.lb()) ;
    assert(srRowCut2.ub() == solRowCut.ub()) ;

    delete siP;
  }

  // Test generate cuts method on p0033
//.........这里部分代码省略.........

//--------------------------------------------------------------------------
// test EKKsolution methods.
void
CglProbingUnitTest(
  const OsiSolverInterface * baseSiP,
  const std::string mpsDir )
{
# ifdef CGL_DEBUG
  int i ;	// define just once
# endif
  CoinRelFltEq eq(0.000001);

  // Test default constructor
  {
    CglProbing aGenerator;
  }
  
  // Test copy & assignment
  {
    CglProbing rhs;
    {
      CglProbing bGenerator;
      CglProbing cGenerator(bGenerator);
      rhs=bGenerator;
    }
  }

  {
    OsiCuts osicuts;
    CglProbing test1;
    OsiSolverInterface  * siP = baseSiP->clone();
    int nColCuts;
    int nRowCuts;
    
    std::string fn = mpsDir+"p0033";
    siP->readMps(fn.c_str(),"mps");
    siP->initialSolve();
    // just unsatisfied variables
    test1.generateCuts(*siP,osicuts);
    nColCuts = osicuts.sizeColCuts();
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" probing cuts"<<std::endl;
    {
      std::cout<<"there are "<<nColCuts<<" probing column cuts"<<std::endl;

#ifdef CGL_DEBUG
      const double * lo = siP->getColLower();
      const double * up = siP->getColUpper();
      for (i=0; i<nColCuts; i++){
	OsiColCut ccut;
	CoinPackedVector cpv;
	ccut = osicuts.colCut(i);
	cpv = ccut.lbs();
	int n = cpv.getNumElements();
        int j;
	const int * indices = cpv.getIndices();
	double* elements = cpv.getElements();
	for (j=0;j<n;j++) {
	  int icol=indices[j];
	  if (elements[j]>lo[icol])
	    std::cout<<"Can increase lb on "<<icol<<" from "<<lo[icol]<<
	      " to "<<elements[j]<<std::endl;
	}
	cpv = ccut.ubs();
	n = cpv.getNumElements();
	indices = cpv.getIndices();
	elements = cpv.getElements();

	for (j=0;j<n;j++) {
	  int icol=indices[j];
	  if (elements[j]<up[icol])
	    std::cout<<"Can decrease ub on "<<icol<<" from "<<up[icol]<<
	      " to "<<elements[j]<<std::endl;
	}
      }

#endif

    }

#ifdef CGL_DEBUG
    for (i=0; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      const double * colsol = siP->getColSolution();
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      double lb=rcut.lb();
      double ub=rcut.ub();
      for (k=0; k<n; k++){
	int column=indices[k];
	sum2 += colsol[column]*elements[k];
      }
      if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) {
	std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl;
//.........这里部分代码省略.........

//--------------------------------------------------------------------------
// ** At present this does not use any solver
void
CglGomoryUnitTest(
  const OsiSolverInterface * baseSiP,
  const std::string mpsDir )
{
  CoinRelFltEq eq(0.000001);

  // Test default constructor
  {
    CglGomory aGenerator;
    assert (aGenerator.getLimit()==50);
    assert (aGenerator.getAway()==0.05);
  }
  
  // Test copy & assignment etc
  {
    CglGomory rhs;
    {
      CglGomory bGenerator;
      bGenerator.setLimit(99);
      bGenerator.setAway(0.2);
      CglGomory cGenerator(bGenerator);
      rhs=bGenerator;
      assert (rhs.getLimit()==99);
      assert (rhs.getAway()==0.2);
    }
  }

  // Test explicit form - all integer (pg 125 Wolsey)
  if (1) {
    OsiCuts osicuts;
    CglGomory test1;
    int i;
    int nOldCuts=0,nRowCuts;
 
    // matrix data
    //deliberate hiccup of 2 between 0 and 1
    CoinBigIndex start[5]={0,4,7,8,9};
    int length[5]={2,3,1,1,1};
    int rows[11]={0,2,-1,-1,0,1,2,0,1,2};
    double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0,1,1,1};
    CoinPackedMatrix matrix(true,3,5,8,elements,rows,start,length);
    
    // rim data (objective not used just yet)
    double rowLower[5]={14.0,3.0,3.0,1.0e10,1.0e10};
    double rowUpper[5]={14.0,3.0,3.0,-1.0e10,-1.0e10};
    double colLower[7]={0.0,0.0,0.0,0.0,0.0,0.0,0.0};
    double colUpper[7]={100.0,100.0,100.0,100.0,100.0,100.0,100.0};
  
    // integer
    char intVar[7]={2,2,2,2,2,2,2};

    // basis 1
    int rowBasis1[3]={-1,-1,-1};
    int colBasis1[5]={1,1,-1,-1,1};
    CoinWarmStartBasis warm;
    warm.setSize(5,3);
    for (i=0;i<3;i++) {
      if (rowBasis1[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<5;i++) {
      if (colBasis1[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 1
    double colsol1[5]={20.0/7.0,3.0,0.0,0.0,23.0/7.0};
    test1.generateCuts(NULL, osicuts, matrix,
		       /*objective,*/ colsol1,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==2);
    // cuts always <=
    int testCut=0; // test first cut as stronger
    double rhs=-6.0;
    double testCut1[5]={0.0,0.0,-1.0,-2.0,0.0};
    double * cut = testCut1;
    double * colsol = colsol1;
    for (i=nOldCuts; i<nRowCuts; i++){
      OsiRowCut rcut;
      CoinPackedVector rpv;
      rcut = osicuts.rowCut(i);
      rpv = rcut.row();
      const int n = rpv.getNumElements();
      const int * indices = rpv.getIndices();
      double* elements = rpv.getElements();
      double sum2=0.0;
      int k=0;
      for (k=0; k<n; k++){
//.........这里部分代码省略.........

//--------------------------------------------------------------------------
void
CglKnapsackCoverUnitTest(
  const OsiSolverInterface * baseSiP,
  const std::string mpsDir )
{
  int i;
  CoinRelFltEq eq(0.000001);

  // Test default constructor
  {
    CglKnapsackCover kccGenerator;
  }
  
  // Test copy & assignment
  {
    CglKnapsackCover rhs;
    {
      CglKnapsackCover kccGenerator;
      CglKnapsackCover cgC(kccGenerator);
      rhs=kccGenerator;
    }
  }


  // test exactSolveKnapsack
  {  
    CglKnapsackCover kccg;
    const int n=7;
    double c=50;
    double p[n] = {70,20,39,37,7,5,10};
    double w[n] = {31, 10, 20, 19, 4, 3, 6};
    double z;
    int x[n];
    int exactsol = kccg.exactSolveKnapsack(n, c, p, w, z, x);
    assert(exactsol==1);
    assert (z == 107);
    assert (x[0]==1);
    assert (x[1]==0);
    assert (x[2]==0);
    assert (x[3]==1);
    assert (x[4]==0);
    assert (x[5]==0);
    assert (x[6]==0);
  }

  /*
  // Testcase /u/rlh/osl2/mps/scOneInt.mps
  // Model has 3 continous, 2 binary, and 1 general
  // integer variable.
  {
    OsiSolverInterface  * siP = baseSiP->clone();
    int * complement=NULL;
    double * xstar=NULL;

    siP->readMps("../Mps/scOneInt","mps");
    CglKnapsackCover kccg;
    int nCols=siP->getNumCols();
    
    // Test the siP methods for detecting
    // variable type
    int numCont=0, numBinary=0, numIntNonBinary=0, numInt=0;
    for (int thisCol=0; thisCol<nCols; thisCol++) {
      if ( siP->isContinuous(thisCol) ) numCont++;
      if ( siP->isBinary(thisCol) ) numBinary++;
      if ( siP->isIntegerNonBinary(thisCol) ) numIntNonBinary++;
      if ( siP->isInteger(thisCol) ) numInt++;
    }
    assert(numCont==3);
    assert(numBinary==2);
    assert(numIntNonBinary==1);
    assert(numInt==3);
    
    
    // Test initializeCutGenerator
    siP->initialSolve();
    assert(xstar !=NULL);
    for (i=0; i<nCols; i++){
      assert(complement[i]==0);
    }
    int nRows=siP->getNumRows();
    for (i=0; i<nRows; i++){
    int vectorsize = siP->getMatrixByRow()->vectorSize(i);
    assert(vectorsize==2);
    }
    
    kccg.cleanUpCutGenerator(complement,xstar);
    delete siP;
  }
  */  
  
  // Testcase /u/rlh/osl2/mps/tp3.mps
  // Models has 3 cols, 3 rows
  // Row 0 yields a knapsack, others do not.
  {
    // setup
    OsiSolverInterface  * siP = baseSiP->clone();
    std::string fn(mpsDir+"tp3");
    siP->readMps(fn.c_str(),"mps");     
    // All integer variables should be binary.
//.........这里部分代码省略.........