/usr/include/coin/CbcHeuristicDW.hpp is in coinor-libcbc-dev 2.9.9+repack1-1.
This file is owned by root:root, with mode 0o644.
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// Copyright (C) 2006, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
#ifndef CbcHeuristicDW_H
#define CbcHeuristicDW_H
#include "CbcHeuristic.hpp"
/**
This is unlike the other heuristics in that it is very very compute intensive.
It tries to find a DW structure and use that
*/
class CbcHeuristicDW : public CbcHeuristic {
public:
// Default Constructor
CbcHeuristicDW ();
/* Constructor with model - assumed before cuts
*/
CbcHeuristicDW (CbcModel & model, int keepContinuous=0);
/* Constructor with model - assumed before cuts
*/
CbcHeuristicDW (CbcModel & model,
int callBack(CbcHeuristicDW * currentHeuristic,
CbcModel * thisModel,
int whereFrom),
int keepContinuous=0);
// Copy constructor
CbcHeuristicDW ( const CbcHeuristicDW &);
// Destructor
~CbcHeuristicDW ();
/// Clone
virtual CbcHeuristic * clone() const;
/// Assignment operator
CbcHeuristicDW & operator=(const CbcHeuristicDW& rhs);
/// Create C++ lines to get to current state
virtual void generateCpp( FILE * fp) ;
/// Resets stuff if model changes
virtual void resetModel(CbcModel * model);
/// update model (This is needed if cliques update matrix etc)
virtual void setModel(CbcModel * model);
using CbcHeuristic::solution ;
/** returns 0 if no solution, 1 if valid solution.
Sets solution values if good, sets objective value (only if good)
This does Relaxation Induced Neighborhood Search
*/
virtual int solution(double & objectiveValue,
double * newSolution);
/** Return number of blocks
<=0 - no usable structure */
inline int numberBlocks() const
{ return numberBlocks_;}
/// Pass in a solution
void passInSolution(const double * solution);
/// Pass in continuous solution
void passInContinuousSolution(const double * solution);
/** DW Proposal actions
fullDWEverySoOften -
0 - off
k - every k times solution gets better
*/
void setProposalActions(int fullDWEverySoOften);
/// Objective value when whichDw created
double objectiveValueWhen(int whichDW) const;
/// Number of columns in DW
int numberColumnsDW(int whichDW) const;
/// Solver
inline OsiSolverInterface * solver() const
{ return solver_;}
/// DW model (user must delete)
OsiSolverInterface * DWModel(int whichDW) const;
/// Best objective value
inline double bestObjective() const
{ return bestObjective_;}
/// Best solution found so far
inline const double * bestSolution() const
{ return bestSolution_;}
/// Continuous solution
inline const double * continuousSolution() const
{ return continuousSolution_;}
/// Reduced costs of fixed solution
inline const double * fixedDj() const
{ return fixedDj_;}
/// Objective at which DW updated
inline const double * objectiveDW() const
{ return objectiveDW_;}
/// Number of times we have added to DW model
inline int numberDWTimes() const
{ return numberDWTimes_;}
/// Number of columns in DW
inline const int * numberColumnsDW() const
{ return numberColumnsDW_;}
/// Set number of passes
inline void setNumberPasses(int value)
{ numberPasses_ = value;}
/// Set number of passes without better solution
inline void setNumberBadPasses(int value)
{ numberBadPasses_ = value;}
/// Set number free integers needed (Base value)
inline void setNumberNeeded(int value)
{ nNeededBase_ = value;}
/// Get number free integers needed (Base value)
inline int getNumberNeeded() const
{return nNeededBase_;}
/// Set number free integers needed (Current value)
inline void setCurrentNumberNeeded(int value)
{ nNeeded_ = value;}
/// Get number free integers needed (Current value)
inline int getCurrentNumberNeeded() const
{return nNeeded_;}
/// Set number nodes (could be done in callback) (Base value)
inline void setNumberNodes(int value)
{ nNodesBase_ = value;}
/// Get number nodes (could be done in callback) (Base value)
inline int getNumberNodes() const
{return nNodesBase_;}
/// Set number nodes (could be done in callback) (Current value)
inline void setCurrentNumberNodes(int value)
{ nNodes_ = value;}
/// Get number nodes (could be done in callback) (Current value)
inline int getCurrentNumberNodes() const
{return nNodes_;}
/// Set target objective
inline void setTargetObjective(double value)
{ targetObjective_ = value;}
/// Sets how often to do it
inline void setHowOften(int value) {
howOften_ = value;
}
/// Block for every row
inline const int * whichRowBlock() const
{ return whichRowBlock_;}
/// Block for every column
inline const int * whichColumnBlock() const
{ return whichColumnBlock_;}
/// Initial Lower bounds
inline double * initialLower() const
{ return saveLower_;}
/// Initial Upper bounds
inline double * initialUpper() const
{ return saveUpper_;}
/// Local integer arrays (each numberBlocks_ long)
inline int * intArrays() const
{ return intArray_;}
/// Local double arrays (each numberBlocks_ long)
inline double * doubleArrays() const
{ return doubleArray_;}
/// Phase of solution
inline int phase() const
{ return phase_;}
/// Pass number
inline int pass() const
{ return pass_;}
/// Which columns are in block
inline const int * columnsInBlock() const
{ return columnsInBlock_;}
/// Starts for columnsInBlock
inline const int * startColumnBlock() const
{ return startColumnBlock_;}
/// Number of integer variables in each block
inline const int * intsInBlock() const
{ return intsInBlock_;}
/// Objective value (could also check validity)
double objectiveValue(const double * solution);
private:
/// Guts of copy
void gutsOfCopy(const CbcHeuristicDW & rhs);
/// Guts of delete
void gutsOfDelete();
/// Set default values
void setDefaults();
/// Find structure
void findStructure();
/// Set up DW structure
void setupDWStructures();
/// Add DW proposals
int addDW(const double * solution,int numberBlocksUsed,
const int * whichBlocks);
protected:
typedef int (*heuristicCallBack) (CbcHeuristicDW * ,CbcModel *, int) ;
// Data
/// Target objective
double targetObjective_;
/// Best objective value
double bestObjective_;
/// Objective value last time
double lastObjective_;
/** Call back
whereFrom -
0 - after blocks found but before data setup
1 - after blocks sorted but before used
2 - just before normal branch and bound
3 - after DW has been updated
4 - if better solution found
5 - every time a block might be used
next few for adjustment of nNeeded etc
6 - complete search done - no solution
7 - stopped on nodes - no improvement
8 - improving (same as 4 but after nNeeded changed
Pointers to local data given by following pointers
*/
heuristicCallBack functionPointer_;
/// Local integer arrays (each numberBlocks_ long)
int * intArray_;
/// Local double arrays (each numberBlocks_ long)
double * doubleArray_;
/// Base solver
OsiSolverInterface * solver_;
/// DW solver
OsiSolverInterface * dwSolver_;
/// Best solution found so far
double * bestSolution_;
/// Continuous solution
double * continuousSolution_;
/// Reduced costs of fixed solution
double * fixedDj_;
/// Original lower bounds
double * saveLower_;
/// Original Upper bounds
double * saveUpper_;
/// random numbers for master rows
double * random_;
/// Weights for each proposal
double * weights_;
/// Objective at which DW updated
double * objectiveDW_;
/// Number of columns in each DW
int * numberColumnsDW_;
/// Block for every row
int * whichRowBlock_;
/// Block for every column
int * whichColumnBlock_;
/// Block number for each proposal
int * dwBlock_;
/// Points back to master rows
int * backwardRow_;
/// Which rows are in blocke
int * rowsInBlock_;
/// Which columns are in block
int * columnsInBlock_;
/// Starts for rowsInBlock
int * startRowBlock_;
/// Starts for columnsInBlock
int * startColumnBlock_;
/// Number of integer variables in each block
int * intsInBlock_;
/// Bits set for 1 integers in each block
unsigned int * fingerPrint_;
/// Affinity each block has for other (will be triangular?)
unsigned short * affinity_;
/** DW Proposal actions
fullDWEverySoOften -
0 - off
k - every k times solution gets better
*/
int fullDWEverySoOften_;
/// Number of passes
int numberPasses_;
/// How often to do (code can change)
int howOften_;
/// Current maximum number of DW proposals
int maximumDW_;
/// Number of DW proposals
int numberDW_;
/// Number of times we have added to DW model
int numberDWTimes_;
/// Number of unsigned ints needed for each block of fingerPrint
int sizeFingerPrint_;
/// Number of columns in master
int numberMasterColumns_;
/// Number of rows in master
int numberMasterRows_;
/// Number of blocks
int numberBlocks_;
/// Action on decomposition - 1 keep continuous, 0 don't
int keepContinuous_;
/// Phase of solution
int phase_;
/// Pass number
int pass_;
/// Base number of integers needed
int nNeededBase_;
/// Base number of nodes needed
int nNodesBase_;
/// Base number of integers needed
int nNeeded_;
/// Base number of nodes needed
int nNodes_;
/// Number of passes without better solution
int numberBadPasses_;
// 0 - fine, 1 can't be better, 2 max node
int solveState_;
};
#endif
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