C++ OsiSolverInterface::activateRowCutDebugger方法代码示例

//--------------------------------------------------------------------------
// test cut debugger methods.
void
OsiRowCutDebuggerUnitTest(const OsiSolverInterface * baseSiP, const std::string & mpsDir)
{
  
  CoinRelFltEq eq;
  
  // Test default constructor
  {
    OsiRowCutDebugger r;
    OSIUNITTEST_ASSERT_ERROR(r.integerVariable_ == NULL, {}, "osirowcutdebugger", "default constructor");
    OSIUNITTEST_ASSERT_ERROR(r.knownSolution_   == NULL, {}, "osirowcutdebugger", "default constructor");
    OSIUNITTEST_ASSERT_ERROR(r.numberColumns_   == 0,    {}, "osirowcutdebugger", "default constructor");
  }
  
  {
    // Get non trivial instance
    OsiSolverInterface * imP = baseSiP->clone();
    std::string fn = mpsDir+"exmip1";
    imP->readMps(fn.c_str(),"mps");
    OSIUNITTEST_ASSERT_ERROR(imP->getNumRows() == 5, {}, "osirowcutdebugger", "read exmip1");
    
    /*
      Activate the debugger. The garbled name here is deliberate; the
      debugger should isolate the portion of the string between '/' and
      '.' (in normal use, this would be the base file name, stripped of
      the prefix and extension).
    */
    imP->activateRowCutDebugger("ab cd /x/ /exmip1.asc");
    
    int i;
    
    // return debugger
    const OsiRowCutDebugger * debugger = imP->getRowCutDebugger();
    OSIUNITTEST_ASSERT_ERROR(debugger != NULL, {}, "osirowcutdebugger", "return debugger");
    OSIUNITTEST_ASSERT_ERROR(debugger->numberColumns_ == 8, {}, "osirowcutdebugger", "return debugger");
    
    const bool type[]={0,0,1,1,0,0,0,0};
    const double values[]= {2.5, 0, 1, 1, 0.5, 3, 0, 0.26315789473684253};
    CoinPackedVector objCoefs(8,imP->getObjCoefficients());
   
    bool type_ok = true;
#if 0
    for (i=0;i<8;i++)
      type_ok &= type[i] == debugger->integerVariable_[i];
    OSIUNITTEST_ASSERT_ERROR(type_ok, {}, "osirowcutdebugger", "???");
#endif
    
    double objValue = objCoefs.dotProduct(values);
    double debuggerObjValue = objCoefs.dotProduct(debugger->knownSolution_);
    OSIUNITTEST_ASSERT_ERROR(eq(objValue, debuggerObjValue), {}, "osirowcutdebugger", "objective value");
    
    OsiRowCutDebugger rhs;
    {
      OsiRowCutDebugger rC1(*debugger);

      OSIUNITTEST_ASSERT_ERROR(rC1.numberColumns_ == 8, {}, "osirowcutdebugger", "copy constructor");
      type_ok = true;
      for (i=0;i<8;i++)
      	type_ok &= type[i] == rC1.integerVariable_[i];
      OSIUNITTEST_ASSERT_ERROR(type_ok, {}, "osirowcutdebugger", "copy constructor");
      OSIUNITTEST_ASSERT_ERROR(eq(objValue,objCoefs.dotProduct(rC1.knownSolution_)), {}, "osirowcutdebugger", "copy constructor");
      
      rhs = rC1;
      OSIUNITTEST_ASSERT_ERROR(rhs.numberColumns_ == 8, {}, "osirowcutdebugger", "assignment operator");
      type_ok = true;
      for (i=0;i<8;i++)
      	type_ok &= type[i] == rhs.integerVariable_[i];
      OSIUNITTEST_ASSERT_ERROR(type_ok, {}, "osirowcutdebugger", "assignment operator");
      OSIUNITTEST_ASSERT_ERROR(eq(objValue,objCoefs.dotProduct(rhs.knownSolution_)), {}, "osirowcutdebugger", "assignment operator");
    }
    // Test that rhs has correct values even though lhs has gone out of scope
    OSIUNITTEST_ASSERT_ERROR(rhs.numberColumns_ == 8, {}, "osirowcutdebugger", "assignment operator");
    type_ok = true;
    for (i=0;i<8;i++)
    	type_ok &= type[i] == rhs.integerVariable_[i];
    OSIUNITTEST_ASSERT_ERROR(type_ok, {}, "osirowcutdebugger", "assignment operator");
    OSIUNITTEST_ASSERT_ERROR(eq(objValue,objCoefs.dotProduct(rhs.knownSolution_)), {}, "osirowcutdebugger", "assignment operator");

    OsiRowCut cut[2];
    
    const int ne = 3;
    int inx[ne] = { 0, 2, 3 };
    double el[ne] = { 1., 1., 1. };
    cut[0].setRow(ne,inx,el);
    cut[0].setUb(5.);
    
    el[1]=5;
    cut[1].setRow(ne,inx,el);
    cut[1].setUb(5);
    OsiCuts cs; 
    cs.insert(cut[0]);
    cs.insert(cut[1]);
    OSIUNITTEST_ASSERT_ERROR(!debugger->invalidCut(cut[0]), {}, "osirowcutdebugger", "recognize (in)valid cut");
    OSIUNITTEST_ASSERT_ERROR( debugger->invalidCut(cut[1]), {}, "osirowcutdebugger", "recognize (in)valid cut");
    OSIUNITTEST_ASSERT_ERROR(debugger->validateCuts(cs,0,2) == 1, {}, "osirowcutdebugger", "recognize (in)valid cut");
    OSIUNITTEST_ASSERT_ERROR(debugger->validateCuts(cs,0,1) == 0, {}, "osirowcutdebugger", "recognize (in)valid cut");
    delete imP;
  }
//.........这里部分代码省略.........

//.........这里部分代码省略.........
                OsiCuts cuts;
                test.generateCuts(*siP,cuts);
                cuts.printCuts();
                assert(cuts.sizeRowCuts()==1);
                OsiRowCut aCut = cuts.rowCut(0);
                CoinPackedVector row = aCut.row();
                if (row.getNumElements() == 1)
                {
                    assert(row.getIndices()[0]==1);
                    assert(eq(row.getElements()[0], -1));
                }
                else if (row.getNumElements() == 2)
                {
                    assert(row.getIndices()[0]==0);
                    assert(eq(row.getElements()[0], 0.));
                    assert(row.getIndices()[1]==1);
                    assert(eq(row.getElements()[1], -1));
                }
                assert(eq(aCut.lb(), 0.));
                OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);

                siP->resolve();
            }
            delete siP;
        }
    }

    if (1)  //Test on p0033
    {
        // Setup
        OsiSolverInterface  * siP = si->clone();
        std::string fn(mpsDir+"p0033");
        siP->readMps(fn.c_str(),"mps");
        siP->activateRowCutDebugger("p0033");
        CglLandP test;

        // Solve the LP relaxation of the model and
        // print out ofv for sake of comparison
        siP->initialSolve();
        double lpRelaxBefore=siP->getObjValue();
        assert( eq(lpRelaxBefore, 2520.5717391304347) );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
#endif

        OsiCuts cuts;

        // Test generateCuts method
        test.generateCuts(*siP,cuts);
        OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);

        siP->resolve();
        double lpRelaxAfter=siP->getObjValue();
        //assert( eq(lpRelaxAfter, 2592.1908295194507) );

        std::cout<<"Relaxation after "<<lpRelaxAfter<<std::endl;
        assert( lpRelaxAfter> 2840. );
#ifdef CGL_DEBUG
        printf("\n\nOrig LP min=%f\n",lpRelaxBefore);
        printf("\n\nFinal LP min=%f\n",lpRelaxAfter);
#endif
        assert( lpRelaxBefore < lpRelaxAfter );

        delete siP;
    }
    if (1)  //test again with modularization

//.........这里部分代码省略.........
	  std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<<
	    colsol[column]<<") ";
	}
	std::cout <<std::endl;
      }
#endif

      if (i-nOldCuts==testCut) {
	assert( eq(rhs,ub));
	assert(n==1);
	for (k=0; k<n; k++){
	  int column=indices[k];
	  assert (eq(cut[column],elements[k]));
	}
	// add cut
	rowLower[3]=-1.0e100;
	rowUpper[3]=ub;
	matrix.appendRow(rpv);
      }
    }
    nOldCuts=nRowCuts;
    // basis 2
    int rowBasis2[4]={1,1,-1,-1};
    int colBasis2[2]={1,1};
    warm.setSize(2,4);
    for (i=0;i<4;i++) {
      if (rowBasis2[i]<0) {
	warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setArtifStatus(i,CoinWarmStartBasis::basic);
      }
    }
    for (i=0;i<2;i++) {
      if (colBasis2[i]<0) {
	warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound);
      } else {
	warm.setStructStatus(i,CoinWarmStartBasis::basic);
      }
    }

    // solution 2
    double colsol2[2]={2.0,0.5};
    test1.generateCuts(NULL, osicuts, matrix,
		 /*objective,*/ colsol2,
		 colLower, colUpper,
		 rowLower, rowUpper, intVar, &warm);
    nRowCuts = osicuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl;
    assert (nRowCuts==nOldCuts);
    
  }

  // Miplib3 problem p0033
  if (1) {
    // Setup
    OsiSolverInterface  * siP = baseSiP->clone();
    std::string fn(mpsDir+"p0033");
    siP->readMps(fn.c_str(),"mps");
    siP->activateRowCutDebugger("p0033");
    CglGomory test;

    // Solve the LP relaxation of the model and
    // print out ofv for sake of comparison 
    siP->initialSolve();
    double lpRelaxBefore=siP->getObjValue();
    std::cout<<"Initial LP value: "<<lpRelaxBefore<<std::endl;
    assert( eq(lpRelaxBefore, 2520.5717391304347) );

    // Fails with OsiCpx, OsiXpr:
    /**********
    double mycs[] = {0, 1, 0, 0, -2.0837010502455788e-19, 1, 0, 0, 1,
		       0.021739130434782594, 0.35652173913043478, 
		       -6.7220534694101275e-18, 5.3125906451789717e-18, 
		       1, 0, 1.9298798670241979e-17, 0, 0, 0,
		       7.8875708048320448e-18, 0.5, 0, 
		       0.85999999999999999, 1, 1, 0.57999999999999996,
		       1, 0, 1, 0, 0.25, 0, 0.67500000000000004};
    siP->setColSolution(mycs);
    ****/

    OsiCuts cuts;    
    
    // Test generateCuts method
    test.generateCuts(*siP,cuts);
    int nRowCuts = cuts.sizeRowCuts();
    std::cout<<"There are "<<nRowCuts<<" Gomory cuts"<<std::endl;
    assert(cuts.sizeRowCuts() > 0);
    OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts);
    
    siP->resolve();
    double lpRelaxAfter=siP->getObjValue(); 
    std::cout<<"LP value with cuts: "<<lpRelaxAfter<<std::endl;
    //assert( eq(lpRelaxAfter, 2592.1908295194507) );
    assert( lpRelaxAfter> 2550.0 );
    assert( lpRelaxBefore < lpRelaxAfter );
    assert(lpRelaxAfter < 3089.1);
    
    delete siP;
  } 
}

//.........这里部分代码省略.........
            << babSolver->getObjValue() << "." << std::endl ;
#   endif
        babModel.setMaximumSeconds(timeLeft - (CoinCpuTime() - time1)) ;
        didIPP = true ;
    }
    /*
      At this point, babModel and babSolver hold the constraint system we'll use
      for B&C (either the original system or the preprocessed system) and we have
      a solution to the lp relaxation.

      If we're using the COSTSTRATEGY option, set up priorities here and pass
      them to the babModel.
    */
    if (ctlBlk->priorityAction_ != CbcGenCtlBlk::BPOff) {
        setupPriorities(&babModel, ctlBlk->priorityAction_) ;
    }
    /*
      Install heuristics and cutting planes.
    */
    installHeuristics(ctlBlk, &babModel) ;
    installCutGenerators(ctlBlk, &babModel) ;
    /*
      Set up status print frequency for babModel.
    */
    if (babModel.getNumCols() > 2000 || babModel.getNumRows() > 1500 ||
            babModel.messageHandler()->logLevel() > 1)
        babModel.setPrintFrequency(100) ;
    /*
      If we've read in a known good solution for debugging, activate the row cut
      debugger.
    */
    if (ctlBlk->debugSol_.values_) {
        if (ctlBlk->debugSol_.numCols_ == babModel.getNumCols()) {
            babSolver->activateRowCutDebugger(ctlBlk->debugSol_.values_) ;
        } else {
            std::cout
                << "doBaCParam: debug file has incorrect number of columns."
                << std::endl ;
        }
    }
    /*
      Set ratio-based integrality gap, if specified by user.
    */
    if (ctlBlk->setByUser_[CbcCbcParam::GAPRATIO] == true) {
        double obj = babSolver->getObjValue() ;
        double gapRatio = babModel.getDblParam(CbcModel::CbcAllowableFractionGap) ;
        double gap = gapRatio * (1.0e-5 + fabs(obj)) ;
        babModel.setAllowableGap(gap) ;
        std::cout
            << "doBaCParam: Continuous objective = " << obj
            << ", so allowable gap set to " << gap << std::endl ;
    }
    /*
      A bit of mystery code. As best I can figure, setSpecialOptions(2) suppresses
      the removal of warm start information when checkSolution runs an lp to check
      a solution. John's comment, ``probably faster to use a basis to get integer
      solutions'' makes some sense in this context. Didn't try to track down
      moreMipOptions just yet.
    */
    babModel.setSpecialOptions(babModel.specialOptions() | 2) ;
    /*
      { int ndx = whichParam(MOREMIPOPTIONS,numberParameters,parameters) ;
        int moreMipOptions = parameters[ndx].intValue() ;
        if (moreMipOptions >= 0)
        { printf("more mip options %d\n",moreMipOptions);
          babModel.setSearchStrategy(moreMipOptions); } }