C++ OsiSolverInterface::writeLp方法代码示例

本文整理汇总了C++中OsiSolverInterface::writeLp方法的典型用法代码示例。如果您正苦于以下问题：C++ OsiSolverInterface::writeLp方法的具体用法？C++ OsiSolverInterface::writeLp怎么用？C++ OsiSolverInterface::writeLp使用的例子？那么, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类OsiSolverInterface的用法示例。

在下文中一共展示了OsiSolverInterface::writeLp方法的4个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C++代码示例。

示例1: lCols

//#############################################################################
bfSol*
MibSHeuristic::getBilevelSolution(const double * sol, double origLower)
{

  /* 
     Find a bilevel feasible solution by solving the LL problem
     for a fixed UL solution, given by the UL portion of sol
  */

  MibSModel * model = MibSModel_;
  OsiSolverInterface * oSolver = model->getSolver();
  OsiSolverInterface * lSolver = model->bS_->setUpModel(oSolver, true, sol);
  
  //double uObjSense(model->getSolver()->getObjSense());
  int lCols(model->getLowerDim());
  int uCols(model->getUpperDim());
  int * lColIndices = model->getLowerColInd();
  int * uColIndices = model->getUpperColInd();
  double etol(etol_);

  int tCols(uCols + lCols); 
  int i(0);

  if(0){
     lSolver->writeLp("bilevelsolver");
     std::cout 
       << "Original Lower-level Solution Value: " << origLower << std::endl;
     for(i = 0; i < lCols; i++){
       std::cout << "lowsol[" << i << "]: " << sol[lColIndices[i]] << std::endl;
     }
  }
  
  if(0){
     dynamic_cast<OsiCbcSolverInterface *> 
	(lSolver)->getModelPtr()->messageHandler()->setLogLevel(0);
  }    
  else{
     dynamic_cast<OsiSymSolverInterface *> 
	(lSolver)->setSymParam("prep_level", -1);
     
     dynamic_cast<OsiSymSolverInterface *> 
	(lSolver)->setSymParam("verbosity", -2);
     
     dynamic_cast<OsiSymSolverInterface *> 
	(lSolver)->setSymParam("max_active_nodes", 1);
  }

  lSolver->branchAndBound();

  if(lSolver->isProvenOptimal()){

    double objVal(0.0);
    double lowerObj(lSolver->getObjValue());
    double * colsol = new double[tCols];

    for(i = 0; i < uCols; i++){
      colsol[uColIndices[i]] = sol[uColIndices[i]];
    }

    if(0){
      std::cout << "candidate lower solution value: " << origLower << std::endl;
      std::cout << "actual lower solution value: " << lowerObj << std::endl;
    }

    if(fabs(origLower - lowerObj) < etol){
      //original solution was bilevel feasible
      if(0)
	std::cout << "Original solution was bilevel feasible:" << std::endl;
      for(i = 0; i < lCols; i++){
	if(0){
	  std::cout << "lowerportion[" 
		    << i << "]: " << sol[lColIndices[i]] << std::endl; 
	}	
	colsol[lColIndices[i]] = sol[lColIndices[i]];
      }
    }
    else{
      if(0){
	std::cout << "Not bilevel feasible." << std::endl;
      }
      for(i = 0; i < lCols; i++){
	if(0){
	  std::cout << "newportion[" 
		    << i << "]: " << lSolver->getColSolution()[i] << std::endl; 
	}
	colsol[lColIndices[i]] = lSolver->getColSolution()[i];
      }
    }


    for(i = 0; i < tCols; i++)
      objVal += colsol[i] * oSolver->getObjCoefficients()[i];

    bfSol * bfsol = 
      new bfSol(objVal, colsol);
    delete lSolver;
    return bfsol;
  }
  else{
//.........这里部分代码省略.........

开发者ID:elspeth0，项目名称:MibS，代码行数:101，代码来源:MibSHeuristic.cpp

示例2: objSense

//#############################################################################
void 
MibSHeuristic::lowerObjHeuristic()
{

  /* 
     optimize wrt to lower-level objective 
     over current feasible lp feasible region 
  */

  MibSModel * model = MibSModel_;

  OsiSolverInterface * oSolver = model->getSolver();
  //OsiSolverInterface * hSolver = new OsiCbcSolverInterface();
  OsiSolverInterface* hSolver = new OsiSymSolverInterface();

  double objSense(model->getLowerObjSense());  
  int lCols(model->getLowerDim());
  int uCols(model->getUpperDim());
  int * lColIndices = model->getLowerColInd();
  int * uColIndices = model->getUpperColInd();
  double * lObjCoeffs = model->getLowerObjCoeffs();
  
  //int tCols(lCols + uCols);
  int tCols(oSolver->getNumCols());
  //assert(tCols == oSolver->getNumCols());

  hSolver->loadProblem(*oSolver->getMatrixByCol(),
		       oSolver->getColLower(), oSolver->getColUpper(),
		       oSolver->getObjCoefficients(),
		       oSolver->getRowLower(), oSolver->getRowUpper());

  int j(0);
  for(j = 0; j < tCols; j++){
    if(oSolver->isInteger(j))
      hSolver->setInteger(j);
  }

  double * nObjCoeffs = new double[tCols];
  int i(0), index(0);
  
  CoinZeroN(nObjCoeffs, tCols);

  for(i = 0; i < lCols; i++){
    index = lColIndices[i];
    nObjCoeffs[index] = lObjCoeffs[i];
  }

  //MibS objective sense is the opposite of OSI's!
  hSolver->setObjSense(objSense);

  hSolver->setObjective(nObjCoeffs);
 
  //double cutoff(model->getCutoff());
  double cutoff(model->getKnowledgeBroker()->getIncumbentValue());

  if(model->getNumSolutions()){
  
    CoinPackedVector objCon;
    //double rhs(cutoff * objSense);
    //double smlTol(1.0);
    double rhs(cutoff);
       
    for(i = 0; i < tCols; i++){
      objCon.insert(i, oSolver->getObjCoefficients()[i] 
		    * oSolver->getObjSense());
    }
    
    hSolver->addRow(objCon, - hSolver->getInfinity(), rhs);
  }
  
  if(0)
     hSolver->writeLp("lobjheurstic");

  if(0){
    dynamic_cast<OsiCbcSolverInterface *> 
      (hSolver)->getModelPtr()->messageHandler()->setLogLevel(0);
  }    
  else{
    dynamic_cast<OsiSymSolverInterface *> 
      (hSolver)->setSymParam("prep_level", -1);
    
    dynamic_cast<OsiSymSolverInterface *> 
      (hSolver)->setSymParam("verbosity", -2);

    dynamic_cast<OsiSymSolverInterface *> 
      (hSolver)->setSymParam("max_active_nodes", 1);
  }

  hSolver->branchAndBound();

  if(hSolver->isProvenOptimal()){

    double upperObjVal(0.0);

    /*****************NEW ******************/

    MibSSolution *mibSol = NULL;

    OsiSolverInterface * lSolver = model->bS_->setUpModel(hSolver, true);
//.........这里部分代码省略.........

开发者ID:elspeth0，项目名称:MibS，代码行数:101，代码来源:MibSHeuristic.cpp

示例3: uObjSense

//#############################################################################
mcSol 
MibSHeuristic::solveSubproblem(double beta)
{

  /* 
     optimize wrt to weighted upper-level objective 
     over current feasible lp feasible region 
  */

  MibSModel * model = MibSModel_;
  OsiSolverInterface * oSolver = model->getSolver();
  //OsiSolverInterface * sSolver = new OsiCbcSolverInterface();  
  OsiSolverInterface* sSolver = new OsiSymSolverInterface();
  //sSolver = oSolver->clone();
  //OsiSolverInterface * sSolver = tmpSolver;
  //OsiSolverInterface * tmpSolver = new OsiSolverInterface(oSolver);
  
  double uObjSense(oSolver->getObjSense());
  double lObjSense(model->getLowerObjSense());  
  int lCols(model->getLowerDim());
  int uCols(model->getUpperDim());
  int * lColIndices = model->getLowerColInd();
  int * uColIndices = model->getUpperColInd();
  double * lObjCoeffs = model->getLowerObjCoeffs();
  const double * uObjCoeffs = oSolver->getObjCoefficients();

  double etol(etol_);
  int tCols(uCols + lCols); 

  assert(tCols == oSolver->getNumCols());


  sSolver->loadProblem(*oSolver->getMatrixByCol(),
		       oSolver->getColLower(), oSolver->getColUpper(),
		       oSolver->getObjCoefficients(),
		       oSolver->getRowLower(), oSolver->getRowUpper());

  int j(0);
  for(j = 0; j < tCols; j++){
    if(oSolver->isInteger(j))
      sSolver->setInteger(j);
  }


  double * nObjCoeffs = new double[tCols];
  int i(0), index(0);
  
  CoinZeroN(nObjCoeffs, tCols);
  
  /* Multiply the UL columns of the UL objective by beta */
  for(i = 0; i < uCols; i++){
    index = uColIndices[i];
    if(fabs(uObjCoeffs[index]) > etol)
      nObjCoeffs[index] = beta * uObjCoeffs[index] * uObjSense;
    else 
      nObjCoeffs[index] = 0.0;
  }
    
  /* Multiply the LL columns of the UL objective by beta */
  for(i = 0; i < lCols; i++){
    index = lColIndices[i];
    if(fabs(uObjCoeffs[index]) > etol)
      nObjCoeffs[index] = beta* uObjCoeffs[index] * uObjSense;
    else
      nObjCoeffs[index] = 0.0;
  }
  
  /* Add the LL columns of the LL objective multiplied by (1 - beta) */
  for(i = 0; i < lCols; i++){
    index = lColIndices[i];
    if(fabs(lObjCoeffs[i]) > etol)
      nObjCoeffs[index] += (1 - beta) * lObjCoeffs[i] * lObjSense;
  }
  
  sSolver->setObjective(nObjCoeffs);

  //int i(0);
  if(0){
    for(i = 0; i < sSolver->getNumCols(); i++){
      std::cout << "betaobj " << sSolver->getObjCoefficients()[i] << std::endl;
    }
  }

  if(0){
     sSolver->writeLp("afterbeta");
     //sSolver->writeMps("afterbeta");
  }
  
  if(0){  
    for(i = 0; i < sSolver->getNumCols(); i++){
      std::cout << "obj " << sSolver->getObjCoefficients()[i] << std::endl;
      std::cout << "upper " << sSolver->getColUpper()[i] << std::endl;
      std::cout << "lower " << sSolver->getColLower()[i] << std::endl;
    }
  }

  if(0){
    dynamic_cast<OsiCbcSolverInterface *> 
      (sSolver)->getModelPtr()->messageHandler()->setLogLevel(0);
//.........这里部分代码省略.........

开发者ID:elspeth0，项目名称:MibS，代码行数:101，代码来源:MibSHeuristic.cpp

示例4: objVal

//#############################################################################
void 
MibSBilevel::checkBilevelFeasiblity(bool isRoot)
{
  
  int cutStrategy =
    model_->MibSPar_->entry(MibSParams::cutStrategy);

  bool warmStartLL =
    model_->MibSPar_->entry(MibSParams::warmStartLL);

  int maxThreadsLL =
    model_->MibSPar_->entry(MibSParams::maxThreadsLL);

  int whichCutsLL =
    model_->MibSPar_->entry(MibSParams::whichCutsLL);

  int probType =
    model_->MibSPar_->entry(MibSParams::bilevelProblemType);

  std::string feasCheckSolver =
     model_->MibSPar_->entry(MibSParams::feasCheckSolver);

  if (warmStartLL && (feasCheckSolver == "SYMPHONY") && solver_){
     solver_ = setUpModel(model_->getSolver(), false);
  }else{
     if (solver_){
	delete solver_;
     }
     solver_ = setUpModel(model_->getSolver(), true);
  }

  OsiSolverInterface *lSolver = solver_;

  //CoinWarmStart * ws = getWarmStart();
  //if (ws != NULL){
  //   lSolver->setWarmStart(ws);
  //}
  //delete ws;

  if(1)
    lSolver->writeLp("lowerlevel");

  if (feasCheckSolver == "Cbc"){
    dynamic_cast<OsiCbcSolverInterface *> 
      (lSolver)->getModelPtr()->messageHandler()->setLogLevel(0);
  }else if (feasCheckSolver == "SYMPHONY"){
     //dynamic_cast<OsiSymSolverInterface *> 
     // (lSolver)->setSymParam("prep_level", -1);
    
     sym_environment *env = dynamic_cast<OsiSymSolverInterface *> 
	(lSolver)->getSymphonyEnvironment();

     if (warmStartLL){
	sym_set_int_param(env, "keep_warm_start", TRUE);
	if (probType == 1){ //Interdiction
	   sym_set_int_param(env, "should_use_rel_br", FALSE);
	   sym_set_int_param(env, "use_hot_starts", FALSE);
	   sym_set_int_param(env, "should_warmstart_node", TRUE);
	   sym_set_int_param(env, "sensitivity_analysis", TRUE);
	   sym_set_int_param(env, "sensitivity_bounds", TRUE);
	   sym_set_int_param(env, "set_obj_upper_lim", FALSE);
	}
     }
     //Always uncomment for debugging!!
     sym_set_int_param(env, "do_primal_heuristic", FALSE);
     sym_set_int_param(env, "verbosity", -2);
     sym_set_int_param(env, "prep_level", -1);
     sym_set_int_param(env, "max_active_nodes", maxThreadsLL);
     sym_set_int_param(env, "tighten_root_bounds", FALSE);
     sym_set_int_param(env, "max_sp_size", 100);
     sym_set_int_param(env, "do_reduced_cost_fixing", FALSE);
     if (whichCutsLL == 0){
	sym_set_int_param(env, "generate_cgl_cuts", FALSE);
     }else{
	sym_set_int_param(env, "generate_cgl_gomory_cuts", GENERATE_DEFAULT);
     }
     if (whichCutsLL == 1){
	sym_set_int_param(env, "generate_cgl_knapsack_cuts", 
			  DO_NOT_GENERATE);
	sym_set_int_param(env, "generate_cgl_probing_cuts", 
			  DO_NOT_GENERATE);
	sym_set_int_param(env, "generate_cgl_clique_cuts", 
			  DO_NOT_GENERATE);
	sym_set_int_param(env, "generate_cgl_twomir_cuts", 
			  DO_NOT_GENERATE);
	sym_set_int_param(env, "generate_cgl_flowcover_cuts", 
			  DO_NOT_GENERATE);
     }
  }else if (feasCheckSolver == "CPLEX"){
#ifdef USE_CPLEX
     lSolver->setHintParam(OsiDoReducePrint);
     lSolver->messageHandler()->setLogLevel(0);
     CPXENVptr cpxEnv = 
	dynamic_cast<OsiCpxSolverInterface*>(lSolver)->getEnvironmentPtr();
     assert(cpxEnv);
     CPXsetintparam(cpxEnv, CPX_PARAM_SCRIND, CPX_OFF);
     CPXsetintparam(cpxEnv, CPX_PARAM_THREADS, maxThreadsLL);
#endif
  }
//.........这里部分代码省略.........

开发者ID:elspeth0，项目名称:MibS，代码行数:101，代码来源:MibSBilevel.cpp

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