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

// Restore result
void OsiSolverResult::restoreResult(OsiSolverInterface &solver) const
{
  //solver.setObjValue(objectiveValue_)*solver.getObjSense();
  solver.setWarmStart(&basis_);
  solver.setColSolution(primalSolution_);
  solver.setRowPrice(dualSolution_);
  fixed_.applyBounds(solver, -1);
}

  TNLPSolver::ReturnStatus LpBranchingSolver::
  solveFromHotStart(OsiTMINLPInterface* tminlp_interface)
  {
    TNLPSolver::ReturnStatus retstatus = TNLPSolver::solvedOptimal;

    // updated the bounds of the linear solver
    std::vector<int> diff_low_bnd_index;
    std::vector<double> diff_low_bnd_value;
    std::vector<int> diff_up_bnd_index;
    std::vector<double> diff_up_bnd_value;

    // Get the bounds.  We assume that the bounds in the linear solver
    // are always the original ones
    const int numCols = tminlp_interface->getNumCols();
    const double* colLow_orig = lin_->getColLower();
    const double* colUp_orig = lin_->getColUpper();
    const double* colLow = tminlp_interface->getColLower();
    const double* colUp = tminlp_interface->getColUpper();

    OsiSolverInterface * lin = lin_;
    // eventualy clone lin_
    if(warm_start_mode_ == Clone){
      lin = lin_->clone();
//      std::cout<<"Cloning it"<<std::endl;
    }
    // Set the bounds on the LP solver according to the changes in
    // tminlp_interface
    for (int i=0; i<numCols; i++) {
      const double& lo = colLow[i];
      if (colLow_orig[i] < lo) {
        if(warm_start_mode_ == Basis){
          diff_low_bnd_value.push_back(colLow_orig[i]);
          diff_low_bnd_index.push_back(i);
        }
        lin->setColLower(i,lo);
      }
      const double& up = colUp[i];
      if (colUp_orig[i] > up) {
        if(warm_start_mode_ == Basis){
          diff_up_bnd_index.push_back(i);
          diff_up_bnd_value.push_back(colUp_orig[i]);
        }
        lin->setColUpper(i,lo);
      }
    }

    if(warm_start_mode_ == Basis){
      lin->setWarmStart(warm_);
    }

    lin->resolve();

    double obj = lin->getObjValue();
    bool go_on = true;
    if (lin->isProvenPrimalInfeasible() || 
        lin->isDualObjectiveLimitReached()) {
      retstatus = TNLPSolver::provenInfeasible;
      go_on = false;
    }
    else if (lin->isIterationLimitReached()) {
      retstatus = TNLPSolver::iterationLimit;
      go_on = false;
    }
    else {
      if (maxCuttingPlaneIterations_ > 0 && go_on) {
        double violation;
        obj = ecp_->doEcpRounds(*lin, true, &violation);
        if (obj == COIN_DBL_MAX) {
          retstatus = TNLPSolver::provenInfeasible;
        }
        else if (violation <= 1e-8) {
          retstatus = TNLPSolver::solvedOptimal;
        }
      }
    }
    tminlp_interface->problem()->set_obj_value(obj);
    tminlp_interface->problem()->Set_x_sol(numCols, lin_->getColSolution());

    //restore the original bounds
    if(warm_start_mode_ == Basis){
      for (unsigned int i = 0; i < diff_low_bnd_index.size(); i++) {
        lin_->setColLower(diff_low_bnd_index[i],diff_low_bnd_value[i]);
      }
      for (unsigned int i = 0; i < diff_up_bnd_index.size(); i++) {
        lin_->setColUpper(diff_up_bnd_index[i],diff_up_bnd_value[i]);
      }
    }
    else {
      delete lin;
    }
    return retstatus;
  }

//.........这里部分代码省略.........
#endif
            break;
        }
        else if (pass == 0) {
            // The first pass and is IP feasible.
            
#if 1
            std::cout << "ERROR: PSEUDO: given a integer feasible sol, no fraction variable" << std::endl;
            assert(0);
#endif      
            
            roundAgain = false;
            CoinWarmStartBasis * ws = 
                dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart());
            if (!ws) break;
            
            // Force solution values within bounds
            for (i = 0; i < numCols; ++i) {
                lpX = saveSolution[i];
                if (lpX < lower[i]) {
                    saveSolution[i] = lower[i];
                    roundAgain = true;
                    ws->setStructStatus(i, CoinWarmStartBasis::atLowerBound);
                } 
                else if (lpX > upper[i]) {
                    saveSolution[i] = upper[i];
                    roundAgain = true;
                    ws->setStructStatus(i, CoinWarmStartBasis::atUpperBound);
                } 
            }
            
            if (roundAgain) {
                // Need resolve and do the second round selection.
                solver->setWarmStart(ws);
                delete ws;
                
                // Resolve.
                solver->resolve();
		
                if (!solver->isProvenOptimal()) {
                    // Become infeasible, can do nothing. 
                    bStatus = -2;
                    goto TERM_CREATE;
                }
                else {
                    // Save new lp solution.
                    memcpy(saveSolution, solver->getColSolution(),
                           numCols * sizeof(double));
                    objValue = solver->getObjSense() * solver->getObjValue();
                }
            } 
            else {
                delete ws;
                break;
            }
        }
    } // EOF 2 pass

    //--------------------------------------------------
    // If we have a set of first time object, 
    // branch up and down to initialize pseudo-cost.
    //--------------------------------------------------
    
    numFirsts = static_cast<int> (firstObjects.size());
    //std::cout << "PSEUDO: numFirsts = " << numFirsts << std::endl;
    if (numFirsts > 0) {

//.........这里部分代码省略.........
                      << std::endl;
#endif
            break;
        }
        else if (pass == 0) {
            // The first pass and is IP feasible.

#ifdef BLIS_DEBUG
            std::cout << "REL: given a feasible sol" << std::endl;
#endif

            roundAgain = false;
            CoinWarmStartBasis * ws =
                dynamic_cast<CoinWarmStartBasis*>(solver->getWarmStart());
            if (!ws) break;

            // Force solution values within bounds
            for (i = 0; i < numCols; ++i) {
                lpX = saveSolution[i];
                if (lpX < lower[i]) {
                    saveSolution[i] = lower[i];
                    roundAgain = true;
                    ws->setStructStatus(i, CoinWarmStartBasis::atLowerBound);
                }
                else if (lpX > upper[i]) {
                    saveSolution[i] = upper[i];
                    roundAgain = true;
                    ws->setStructStatus(i, CoinWarmStartBasis::atUpperBound);
                }
            }

            if (roundAgain) {
                // Need resolve and do the second round selection.
                solver->setWarmStart(ws);
                delete ws;

                // Resolve.
                solver->resolve();

                if (!solver->isProvenOptimal()) {
                    // Become infeasible, can do nothing.
                    bStatus = -2;
                    goto TERM_CREATE;
                }
                else {
                    // Save new lp solution.
                    memcpy(saveSolution, solver->getColSolution(),
                           numCols * sizeof(double));
                    objValue = solver->getObjSense() * solver->getObjValue();
                }
            }
            else {
                delete ws;
                break;
            }
        }
    } // EOF 2 pass

    //--------------------------------------------------
    // If we have a set of first time object,
    // branch up and down to initialize pseudo-cost.
    //--------------------------------------------------

    numFirsts = static_cast<int> (firstObjects.size());
    if (numFirsts > 0) {

//.........这里部分代码省略.........
  //   delete column for v_0
  // endFor
  // clean up memory
  // return 0;

  int * nVectorIndices = new int[n];
  CoinIotaN(nVectorIndices, n, 0);

  bool haveWarmStart = false;
  bool equalObj1, equalObj2;
  CoinRelFltEq eq;

  double v_0Elements[2] = {-1,1};
  double u_0Elements[1] = {1};

  CoinWarmStart * warmStart = 0;

  double * ustar = new double[m];
  CoinFillN(ustar, m, 0.0);

  double* alpha = new double[n];
  CoinFillN(alpha, n, 0.0);

  for (j=0;j<n;j++){
    if (!si.isBinary(j)) continue; // Better to ask coneSi? No! 
                                   // coneSi has no binInfo.
    equalObj1=eq(x[j],0);
    equalObj2=eq(x[j],1);
    if (equalObj1 || equalObj2) continue;
    // IMPROVEME: if (haveWarmStart) check if j attractive;

    // AskLL:wanted to declare u_0 and v_0 packedVec outside loop
    // and setIndices, but didn't see a method to do that(?)
    // (Could "insert". Seems inefficient)
    int v_0Indices[2]={j,nPlus1};
    int u_0Indices[1]={j};
    // 
    CoinPackedVector  v_0(2,v_0Indices,v_0Elements,false);
    CoinPackedVector  u_0(1,u_0Indices,u_0Elements,false);

#if CGL_DEBUG
    const CoinPackedMatrix *see1 = coneSi->getMatrixByRow();
#endif

    coneSi->addCol(v_0,-solverINFINITY,solverINFINITY,0);
    coneSi->addCol(u_0,-solverINFINITY,solverINFINITY,x[j]);
    if(haveWarmStart) {
      coneSi->setWarmStart(warmStart);
      coneSi->resolve();
    }
    else {

#if CGL_DEBUG
      const CoinPackedMatrix *see2 = coneSi->getMatrixByRow();
#endif

      coneSi->initialSolve();
    }
    if(coneSi->isProvenOptimal()){
      warmStart = coneSi->getWarmStart();
      haveWarmStart=true;
      const double * wstar = coneSi->getColSolution();
      CoinDisjointCopyN(wstar, m, ustar);
      Atilde->transposeTimes(ustar,alpha);
      alpha[j]+=wstar[BNumCols-1]; 
      
#if debug
      int p;
      double sum;
      for(p=0;p<n;p++)sum+=alpha[p]*x[p];
      if (sum<=beta_){
	throw CoinError("Cut not violated",
			"cutGeneration",
			"CglLiftAndProject");
      }
#endif

      // add <alpha^T,x> >= beta_ to cutset
      OsiRowCut rc;
      rc.setRow(n,nVectorIndices,alpha);
      rc.setLb(beta_);
      rc.setUb(solverINFINITY);
      cs.insert(rc);
    }
    // delete col for u_o and v_0
    coneSi->deleteCols(2,delCols);

    // clean up memory
  }
  // clean up
  delete [] alpha;
  delete [] ustar;
  delete [] nVectorIndices;
  // BMatrix, BColLowers,BColUppers, BObjective, BRowLowers, BRowUppers
  // are all freed by OsiSolverInterface destructor (?)
  delete [] BLengths;
  delete [] BStarts;
  delete [] BIndices;
  delete [] BElements;
}

int
CbcHeuristicNaive::solution(double & solutionValue,
                            double * betterSolution)
{
    numCouldRun_++;
    // See if to do
    bool atRoot = model_->getNodeCount() == 0;
    int passNumber = model_->getCurrentPassNumber();
    if (!when() || (when() == 1 && model_->phase() != 1) || !atRoot || passNumber != 1)
        return 0; // switched off
    // Don't do if it was this heuristic which found solution!
    if (this == model_->lastHeuristic())
        return 0;
    numRuns_++;
    double cutoff;
    model_->solver()->getDblParam(OsiDualObjectiveLimit, cutoff);
    double direction = model_->solver()->getObjSense();
    cutoff *= direction;
    cutoff = CoinMin(cutoff, solutionValue);
    OsiSolverInterface * solver = model_->continuousSolver();
    if (!solver)
        solver = model_->solver();
    const double * colLower = solver->getColLower();
    const double * colUpper = solver->getColUpper();
    const double * objective = solver->getObjCoefficients();

    int numberColumns = model_->getNumCols();
    int numberIntegers = model_->numberIntegers();
    const int * integerVariable = model_->integerVariable();

    int i;
    bool solutionFound = false;
    CoinWarmStartBasis saveBasis;
    CoinWarmStartBasis * basis =
        dynamic_cast<CoinWarmStartBasis *>(solver->getWarmStart()) ;
    if (basis) {
        saveBasis = * basis;
        delete basis;
    }
    // First just fix all integers as close to zero as possible
    OsiSolverInterface * newSolver = cloneBut(7); // wassolver->clone();
    for (i = 0; i < numberIntegers; i++) {
        int iColumn = integerVariable[i];
        double lower = colLower[iColumn];
        double upper = colUpper[iColumn];
        double value;
        if (lower > 0.0)
            value = lower;
        else if (upper < 0.0)
            value = upper;
        else
            value = 0.0;
        newSolver->setColLower(iColumn, value);
        newSolver->setColUpper(iColumn, value);
    }
    newSolver->initialSolve();
    if (newSolver->isProvenOptimal()) {
        double solValue = newSolver->getObjValue() * direction ;
        if (solValue < cutoff) {
            // we have a solution
            solutionFound = true;
            solutionValue = solValue;
            memcpy(betterSolution, newSolver->getColSolution(),
                   numberColumns*sizeof(double));
            COIN_DETAIL_PRINT(printf("Naive fixing close to zero gave solution of %g\n", solutionValue));
            cutoff = solValue - model_->getCutoffIncrement();
        }
    }
    // Now fix all integers as close to zero if zero or large cost
    int nFix = 0;
    for (i = 0; i < numberIntegers; i++) {
        int iColumn = integerVariable[i];
        double lower = colLower[iColumn];
        double upper = colUpper[iColumn];
        double value;
        if (fabs(objective[i]) > 0.0 && fabs(objective[i]) < large_) {
            nFix++;
            if (lower > 0.0)
                value = lower;
            else if (upper < 0.0)
                value = upper;
            else
                value = 0.0;
            newSolver->setColLower(iColumn, value);
            newSolver->setColUpper(iColumn, value);
        } else {
            // set back to original
            newSolver->setColLower(iColumn, lower);
            newSolver->setColUpper(iColumn, upper);
        }
    }
    const double * solution = solver->getColSolution();
    if (nFix) {
        newSolver->setWarmStart(&saveBasis);
        newSolver->setColSolution(solution);
        newSolver->initialSolve();
        if (newSolver->isProvenOptimal()) {
            double solValue = newSolver->getObjValue() * direction ;
            if (solValue < cutoff) {
                // try branch and bound
//.........这里部分代码省略.........