limp-cbc-0.3.2.0: cbits/coin/CbcBranchLotsize.cpp
/* $Id: CbcBranchLotsize.cpp 1888 2013-04-06 20:52:59Z stefan $ */
// Copyright (C) 2002, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
#if defined(_MSC_VER)
// Turn off compiler warning about long names
# pragma warning(disable:4786)
#endif
#include <cassert>
#include <cstdlib>
#include <cmath>
#include <cfloat>
#include "OsiSolverInterface.hpp"
#include "CbcModel.hpp"
#include "CbcMessage.hpp"
#include "CbcBranchLotsize.hpp"
#include "CoinSort.hpp"
#include "CoinError.hpp"
/*
CBC_PRINT 1 just does sanity checks - no printing
Larger values of CBC_PRINT set various printing levels. Larger
values print more.
*/
//#define CBC_PRINT 1
// First/last variable to print info on
#if CBC_PRINT
// preset does all - change to x,x to just do x
static int firstPrint = 0;
static int lastPrint = 1000000;
static CbcModel * saveModel = NULL;
#endif
// Just for debug (CBC_PRINT defined in CbcBranchLotsize.cpp)
void
#if CBC_PRINT
CbcLotsize::printLotsize(double value, bool condition, int type) const
#else
CbcLotsize::printLotsize(double , bool , int ) const
#endif
{
#if CBC_PRINT
if (columnNumber_ >= firstPrint && columnNumber_ <= lastPrint) {
int printIt = CBC_PRINT - 1;
// Get details
OsiSolverInterface * solver = saveModel->solver();
double currentLower = solver->getColLower()[columnNumber_];
double currentUpper = solver->getColUpper()[columnNumber_];
int i;
// See if in a valid range (with two tolerances)
bool inRange = false;
bool inRange2 = false;
double integerTolerance =
model_->getDblParam(CbcModel::CbcIntegerTolerance);
// increase if type 2
if (type == 2) {
integerTolerance *= 100.0;
type = 0;
printIt = 2; // always print
}
// bounds should match some bound
int rangeL = -1;
int rangeU = -1;
if (rangeType_ == 1) {
for (i = 0; i < numberRanges_; i++) {
if (fabs(currentLower - bound_[i]) < 1.0e-12)
rangeL = i;
if (fabs(currentUpper - bound_[i]) < 1.0e-12)
rangeU = i;
if (fabs(value - bound_[i]) < integerTolerance)
inRange = true;
if (fabs(value - bound_[i]) < 1.0e8)
inRange2 = true;
}
} else {
for (i = 0; i < numberRanges_; i++) {
if (fabs(currentLower - bound_[2*i]) < 1.0e-12)
rangeL = i;
if (fabs(currentUpper - bound_[2*i+1]) < 1.0e-12)
rangeU = i;
if (value > bound_[2*i] - integerTolerance &&
value < bound_[2*i+1] + integerTolerance)
inRange = true;
if (value > bound_[2*i] - integerTolerance &&
value < bound_[2*i+1] + integerTolerance)
inRange = true;
}
}
assert (rangeL >= 0 && rangeU >= 0);
bool abortIt = false;
switch (type) {
// returning from findRange (fall through to just check)
case 0:
if (printIt) {
printf("findRange returns %s for column %d and value %g",
condition ? "true" : "false", columnNumber_, value);
if (printIt > 1)
printf(" LP bounds %g, %g", currentLower, currentUpper);
printf("\n");
}
// Should match
case 1:
if (inRange != condition) {
printIt = 2;
abortIt = true;
}
break;
//
case 2:
break;
//
case 3:
break;
//
case 4:
break;
}
}
#endif
}
/** Default Constructor
*/
CbcLotsize::CbcLotsize ()
: CbcObject(),
columnNumber_(-1),
rangeType_(0),
numberRanges_(0),
largestGap_(0),
bound_(NULL),
range_(0)
{
}
/** Useful constructor
Loads actual upper & lower bounds for the specified variable.
*/
CbcLotsize::CbcLotsize (CbcModel * model,
int iColumn, int numberPoints,
const double * points, bool range)
: CbcObject(model)
{
#if CBC_PRINT
if (!saveModel)
saveModel = model;
#endif
assert (numberPoints > 0);
columnNumber_ = iColumn ;
// and set id so can be used for branching
id_ = iColumn;
// sort ranges
int * sort = new int[numberPoints];
double * weight = new double [numberPoints];
int i;
if (range) {
rangeType_ = 2;
} else {
rangeType_ = 1;
}
for (i = 0; i < numberPoints; i++) {
sort[i] = i;
weight[i] = points[i*rangeType_];
}
CoinSort_2(weight, weight + numberPoints, sort);
numberRanges_ = 1;
largestGap_ = 0;
if (rangeType_ == 1) {
bound_ = new double[numberPoints+1];
bound_[0] = weight[0];
for (i = 1; i < numberPoints; i++) {
if (weight[i] != weight[i-1])
bound_[numberRanges_++] = weight[i];
}
// and for safety
bound_[numberRanges_] = bound_[numberRanges_-1];
for (i = 1; i < numberRanges_; i++) {
largestGap_ = CoinMax(largestGap_, bound_[i] - bound_[i-1]);
}
} else {
bound_ = new double[2*numberPoints+2];
bound_[0] = points[sort[0] * 2];
bound_[1] = points[sort[0] * 2 + 1];
double hi = bound_[1];
assert (hi >= bound_[0]);
for (i = 1; i < numberPoints; i++) {
double thisLo = points[sort[i] * 2];
double thisHi = points[sort[i] * 2 + 1];
assert (thisHi >= thisLo);
if (thisLo > hi) {
bound_[2*numberRanges_] = thisLo;
bound_[2*numberRanges_+1] = thisHi;
numberRanges_++;
hi = thisHi;
} else {
//overlap
hi = CoinMax(hi, thisHi);
bound_[2*numberRanges_-1] = hi;
}
}
// and for safety
bound_[2*numberRanges_] = bound_[2*numberRanges_-2];
bound_[2*numberRanges_+1] = bound_[2*numberRanges_-1];
for (i = 1; i < numberRanges_; i++) {
largestGap_ = CoinMax(largestGap_, bound_[2*i] - bound_[2*i-1]);
}
}
delete [] sort;
delete [] weight;
range_ = 0;
}
// Copy constructor
CbcLotsize::CbcLotsize ( const CbcLotsize & rhs)
: CbcObject(rhs)
{
columnNumber_ = rhs.columnNumber_;
rangeType_ = rhs.rangeType_;
numberRanges_ = rhs.numberRanges_;
range_ = rhs.range_;
largestGap_ = rhs.largestGap_;
if (numberRanges_) {
assert (rangeType_ > 0 && rangeType_ < 3);
bound_ = new double [(numberRanges_+1)*rangeType_];
memcpy(bound_, rhs.bound_, (numberRanges_ + 1)*rangeType_*sizeof(double));
} else {
bound_ = NULL;
}
}
// Clone
CbcObject *
CbcLotsize::clone() const
{
return new CbcLotsize(*this);
}
// Assignment operator
CbcLotsize &
CbcLotsize::operator=( const CbcLotsize & rhs)
{
if (this != &rhs) {
CbcObject::operator=(rhs);
columnNumber_ = rhs.columnNumber_;
rangeType_ = rhs.rangeType_;
numberRanges_ = rhs.numberRanges_;
largestGap_ = rhs.largestGap_;
delete [] bound_;
range_ = rhs.range_;
if (numberRanges_) {
assert (rangeType_ > 0 && rangeType_ < 3);
bound_ = new double [(numberRanges_+1)*rangeType_];
memcpy(bound_, rhs.bound_, (numberRanges_ + 1)*rangeType_*sizeof(double));
} else {
bound_ = NULL;
}
}
return *this;
}
// Destructor
CbcLotsize::~CbcLotsize ()
{
delete [] bound_;
}
/* Finds range of interest so value is feasible in range range_ or infeasible
between hi[range_] and lo[range_+1]. Returns true if feasible.
*/
bool
CbcLotsize::findRange(double value) const
{
assert (range_ >= 0 && range_ < numberRanges_ + 1);
double integerTolerance =
model_->getDblParam(CbcModel::CbcIntegerTolerance);
int iLo;
int iHi;
double infeasibility = 0.0;
if (rangeType_ == 1) {
if (value < bound_[range_] - integerTolerance) {
iLo = 0;
iHi = range_ - 1;
} else if (value < bound_[range_] + integerTolerance) {
#if CBC_PRINT
printLotsize(value, true, 0);
#endif
return true;
} else if (value < bound_[range_+1] - integerTolerance) {
#ifdef CBC_PRINT
printLotsize(value, false, 0);
#endif
return false;
} else {
iLo = range_ + 1;
iHi = numberRanges_ - 1;
}
// check lo and hi
bool found = false;
if (value > bound_[iLo] - integerTolerance && value < bound_[iLo+1] + integerTolerance) {
range_ = iLo;
found = true;
} else if (value > bound_[iHi] - integerTolerance && value < bound_[iHi+1] + integerTolerance) {
range_ = iHi;
found = true;
} else {
range_ = (iLo + iHi) >> 1;
}
//points
while (!found) {
if (value < bound_[range_]) {
if (value >= bound_[range_-1]) {
// found
range_--;
break;
} else {
iHi = range_;
}
} else {
if (value < bound_[range_+1]) {
// found
break;
} else {
iLo = range_;
}
}
range_ = (iLo + iHi) >> 1;
}
if (value - bound_[range_] <= bound_[range_+1] - value) {
infeasibility = value - bound_[range_];
} else {
infeasibility = bound_[range_+1] - value;
if (infeasibility < integerTolerance)
range_++;
}
#ifdef CBC_PRINT
printLotsize(value, (infeasibility < integerTolerance), 0);
#endif
return (infeasibility < integerTolerance);
} else {
// ranges
if (value < bound_[2*range_] - integerTolerance) {
iLo = 0;
iHi = range_ - 1;
} else if (value < bound_[2*range_+1] + integerTolerance) {
#ifdef CBC_PRINT
printLotsize(value, true, 0);
#endif
return true;
} else if (value < bound_[2*range_+2] - integerTolerance) {
#ifdef CBC_PRINT
printLotsize(value, false, 0);
#endif
return false;
} else {
iLo = range_ + 1;
iHi = numberRanges_ - 1;
}
// check lo and hi
bool found = false;
if (value > bound_[2*iLo] - integerTolerance && value < bound_[2*iLo+2] - integerTolerance) {
range_ = iLo;
found = true;
} else if (value >= bound_[2*iHi] - integerTolerance) {
range_ = iHi;
found = true;
} else {
range_ = (iLo + iHi) >> 1;
}
//points
while (!found) {
if (value < bound_[2*range_]) {
if (value >= bound_[2*range_-2]) {
// found
range_--;
break;
} else {
iHi = range_;
}
} else {
if (value < bound_[2*range_+2]) {
// found
break;
} else {
iLo = range_;
}
}
range_ = (iLo + iHi) >> 1;
}
if (value >= bound_[2*range_] - integerTolerance && value <= bound_[2*range_+1] + integerTolerance)
infeasibility = 0.0;
else if (value - bound_[2*range_+1] < bound_[2*range_+2] - value) {
infeasibility = value - bound_[2*range_+1];
} else {
infeasibility = bound_[2*range_+2] - value;
}
#ifdef CBC_PRINT
printLotsize(value, (infeasibility < integerTolerance), 0);
#endif
return (infeasibility < integerTolerance);
}
}
/* Returns floor and ceiling
*/
void
CbcLotsize::floorCeiling(double & floorLotsize, double & ceilingLotsize, double value,
double /*tolerance*/) const
{
bool feasible = findRange(value);
if (rangeType_ == 1) {
floorLotsize = bound_[range_];
ceilingLotsize = bound_[range_+1];
// may be able to adjust
if (feasible && fabs(value - floorLotsize) > fabs(value - ceilingLotsize)) {
floorLotsize = bound_[range_+1];
ceilingLotsize = bound_[range_+2];
}
} else {
// ranges
assert (value >= bound_[2*range_+1]);
floorLotsize = bound_[2*range_+1];
ceilingLotsize = bound_[2*range_+2];
}
}
double
CbcLotsize::infeasibility(const OsiBranchingInformation * /*info*/,
int &preferredWay) const
{
OsiSolverInterface * solver = model_->solver();
const double * solution = model_->testSolution();
const double * lower = solver->getColLower();
const double * upper = solver->getColUpper();
double value = solution[columnNumber_];
value = CoinMax(value, lower[columnNumber_]);
value = CoinMin(value, upper[columnNumber_]);
double integerTolerance =
model_->getDblParam(CbcModel::CbcIntegerTolerance);
/*printf("%d %g %g %g %g\n",columnNumber_,value,lower[columnNumber_],
solution[columnNumber_],upper[columnNumber_]);*/
assert (value >= bound_[0] - integerTolerance
&& value <= bound_[rangeType_*numberRanges_-1] + integerTolerance);
double infeasibility = 0.0;
bool feasible = findRange(value);
if (!feasible) {
if (rangeType_ == 1) {
if (value - bound_[range_] < bound_[range_+1] - value) {
preferredWay = -1;
infeasibility = value - bound_[range_];
} else {
preferredWay = 1;
infeasibility = bound_[range_+1] - value;
}
} else {
// ranges
if (value - bound_[2*range_+1] < bound_[2*range_+2] - value) {
preferredWay = -1;
infeasibility = value - bound_[2*range_+1];
} else {
preferredWay = 1;
infeasibility = bound_[2*range_+2] - value;
}
}
} else {
// always satisfied
preferredWay = -1;
}
if (infeasibility < integerTolerance)
infeasibility = 0.0;
else
infeasibility /= largestGap_;
#ifdef CBC_PRINT
printLotsize(value, infeasibility, 1);
#endif
return infeasibility;
}
/* Column number if single column object -1 otherwise,
so returns >= 0
Used by heuristics
*/
int
CbcLotsize::columnNumber() const
{
return columnNumber_;
}
// This looks at solution and sets bounds to contain solution
/** More precisely: it first forces the variable within the existing
bounds, and then tightens the bounds to make sure the variable is feasible
*/
void
CbcLotsize::feasibleRegion()
{
OsiSolverInterface * solver = model_->solver();
const double * lower = solver->getColLower();
const double * upper = solver->getColUpper();
const double * solution = model_->testSolution();
double value = solution[columnNumber_];
value = CoinMax(value, lower[columnNumber_]);
value = CoinMin(value, upper[columnNumber_]);
findRange(value);
double nearest;
if (rangeType_ == 1) {
nearest = bound_[range_];
solver->setColLower(columnNumber_, nearest);
solver->setColUpper(columnNumber_, nearest);
} else {
// ranges
solver->setColLower(columnNumber_, bound_[2*range_]);
solver->setColUpper(columnNumber_, bound_[2*range_+1]);
if (value > bound_[2*range_+1])
nearest = bound_[2*range_+1];
else if (value < bound_[2*range_])
nearest = bound_[2*range_];
else
nearest = value;
}
#ifdef CBC_PRINT
// print details
printLotsize(value, true, 2);
#endif
// Scaling may have moved it a bit
// Lotsizing variables could be a lot larger
#ifndef NDEBUG
double integerTolerance =
model_->getDblParam(CbcModel::CbcIntegerTolerance);
assert (fabs(value - nearest) <= (100.0 + 10.0*fabs(nearest))*integerTolerance);
#endif
}
CbcBranchingObject *
CbcLotsize::createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * /*info*/, int way)
{
//OsiSolverInterface * solver = model_->solver();
const double * solution = model_->testSolution();
const double * lower = solver->getColLower();
const double * upper = solver->getColUpper();
double value = solution[columnNumber_];
value = CoinMax(value, lower[columnNumber_]);
value = CoinMin(value, upper[columnNumber_]);
assert (!findRange(value));
return new CbcLotsizeBranchingObject(model_, columnNumber_, way,
value, this);
}
/* Given valid solution (i.e. satisfied) and reduced costs etc
returns a branching object which would give a new feasible
point in direction reduced cost says would be cheaper.
If no feasible point returns null
*/
CbcBranchingObject *
CbcLotsize::preferredNewFeasible() const
{
OsiSolverInterface * solver = model_->solver();
assert (findRange(model_->testSolution()[columnNumber_]));
double dj = solver->getObjSense() * solver->getReducedCost()[columnNumber_];
CbcLotsizeBranchingObject * object = NULL;
double lo, up;
if (dj >= 0.0) {
// can we go down
if (range_) {
// yes
if (rangeType_ == 1) {
lo = bound_[range_-1];
up = bound_[range_-1];
} else {
lo = bound_[2*range_-2];
up = bound_[2*range_-1];
}
object = new CbcLotsizeBranchingObject(model_, columnNumber_, -1,
lo, up);
}
} else {
// can we go up
if (range_ < numberRanges_ - 1) {
// yes
if (rangeType_ == 1) {
lo = bound_[range_+1];
up = bound_[range_+1];
} else {
lo = bound_[2*range_+2];
up = bound_[2*range_+3];
}
object = new CbcLotsizeBranchingObject(model_, columnNumber_, -1,
lo, up);
}
}
return object;
}
/* Given valid solution (i.e. satisfied) and reduced costs etc
returns a branching object which would give a new feasible
point in direction opposite to one reduced cost says would be cheaper.
If no feasible point returns null
*/
CbcBranchingObject *
CbcLotsize::notPreferredNewFeasible() const
{
OsiSolverInterface * solver = model_->solver();
#ifndef NDEBUG
double value = model_->testSolution()[columnNumber_];
double nearest = floor(value + 0.5);
double integerTolerance =
model_->getDblParam(CbcModel::CbcIntegerTolerance);
// Scaling may have moved it a bit
// Lotsizing variables could be a lot larger
assert (fabs(value - nearest) <= (10.0 + 10.0*fabs(nearest))*integerTolerance);
#endif
double dj = solver->getObjSense() * solver->getReducedCost()[columnNumber_];
CbcLotsizeBranchingObject * object = NULL;
double lo, up;
if (dj <= 0.0) {
// can we go down
if (range_) {
// yes
if (rangeType_ == 1) {
lo = bound_[range_-1];
up = bound_[range_-1];
} else {
lo = bound_[2*range_-2];
up = bound_[2*range_-1];
}
object = new CbcLotsizeBranchingObject(model_, columnNumber_, -1,
lo, up);
}
} else {
// can we go up
if (range_ < numberRanges_ - 1) {
// yes
if (rangeType_ == 1) {
lo = bound_[range_+1];
up = bound_[range_+1];
} else {
lo = bound_[2*range_+2];
up = bound_[2*range_+3];
}
object = new CbcLotsizeBranchingObject(model_, columnNumber_, -1,
lo, up);
}
}
return object;
}
/*
Bounds may be tightened, so it may be good to be able to refresh the local
copy of the original bounds.
*/
void
CbcLotsize::resetBounds(const OsiSolverInterface * /*solver*/)
{
}
// Default Constructor
CbcLotsizeBranchingObject::CbcLotsizeBranchingObject()
: CbcBranchingObject()
{
down_[0] = 0.0;
down_[1] = 0.0;
up_[0] = 0.0;
up_[1] = 0.0;
}
// Useful constructor
CbcLotsizeBranchingObject::CbcLotsizeBranchingObject (CbcModel * model,
int variable, int way , double value,
const CbcLotsize * lotsize)
: CbcBranchingObject(model, variable, way, value)
{
int iColumn = lotsize->modelSequence();
assert (variable == iColumn);
down_[0] = model_->solver()->getColLower()[iColumn];
double integerTolerance =
model_->getDblParam(CbcModel::CbcIntegerTolerance);
lotsize->floorCeiling(down_[1], up_[0], value, integerTolerance);
up_[1] = model->getColUpper()[iColumn];
}
// Useful constructor for fixing
CbcLotsizeBranchingObject::CbcLotsizeBranchingObject (CbcModel * model,
int variable, int way,
double lowerValue,
double upperValue)
: CbcBranchingObject(model, variable, way, lowerValue)
{
setNumberBranchesLeft(1);
down_[0] = lowerValue;
down_[1] = upperValue;
up_[0] = lowerValue;
up_[1] = upperValue;
}
// Copy constructor
CbcLotsizeBranchingObject::CbcLotsizeBranchingObject ( const CbcLotsizeBranchingObject & rhs) : CbcBranchingObject(rhs)
{
down_[0] = rhs.down_[0];
down_[1] = rhs.down_[1];
up_[0] = rhs.up_[0];
up_[1] = rhs.up_[1];
}
// Assignment operator
CbcLotsizeBranchingObject &
CbcLotsizeBranchingObject::operator=( const CbcLotsizeBranchingObject & rhs)
{
if (this != &rhs) {
CbcBranchingObject::operator=(rhs);
down_[0] = rhs.down_[0];
down_[1] = rhs.down_[1];
up_[0] = rhs.up_[0];
up_[1] = rhs.up_[1];
}
return *this;
}
CbcBranchingObject *
CbcLotsizeBranchingObject::clone() const
{
return (new CbcLotsizeBranchingObject(*this));
}
// Destructor
CbcLotsizeBranchingObject::~CbcLotsizeBranchingObject ()
{
}
/*
Perform a branch by adjusting the bounds of the specified variable. Note
that each arm of the branch advances the object to the next arm by
advancing the value of way_.
Providing new values for the variable's lower and upper bounds for each
branching direction gives a little bit of additional flexibility and will
be easily extensible to multi-way branching.
*/
double
CbcLotsizeBranchingObject::branch()
{
decrementNumberBranchesLeft();
int iColumn = variable_;
if (way_ < 0) {
#ifdef CBC_DEBUG
{ double olb, oub ;
olb = model_->solver()->getColLower()[iColumn] ;
oub = model_->solver()->getColUpper()[iColumn] ;
printf("branching down on var %d: [%g,%g] => [%g,%g]\n",
iColumn, olb, oub, down_[0], down_[1]) ;
}
#endif
model_->solver()->setColLower(iColumn, down_[0]);
model_->solver()->setColUpper(iColumn, down_[1]);
way_ = 1;
} else {
#ifdef CBC_DEBUG
{ double olb, oub ;
olb = model_->solver()->getColLower()[iColumn] ;
oub = model_->solver()->getColUpper()[iColumn] ;
printf("branching up on var %d: [%g,%g] => [%g,%g]\n",
iColumn, olb, oub, up_[0], up_[1]) ;
}
#endif
model_->solver()->setColLower(iColumn, up_[0]);
model_->solver()->setColUpper(iColumn, up_[1]);
way_ = -1; // Swap direction
}
return 0.0;
}
// Print
void
CbcLotsizeBranchingObject::print()
{
int iColumn = variable_;
if (way_ < 0) {
{
double olb, oub ;
olb = model_->solver()->getColLower()[iColumn] ;
oub = model_->solver()->getColUpper()[iColumn] ;
printf("branching down on var %d: [%g,%g] => [%g,%g]\n",
iColumn, olb, oub, down_[0], down_[1]) ;
}
} else {
{
double olb, oub ;
olb = model_->solver()->getColLower()[iColumn] ;
oub = model_->solver()->getColUpper()[iColumn] ;
printf("branching up on var %d: [%g,%g] => [%g,%g]\n",
iColumn, olb, oub, up_[0], up_[1]) ;
}
}
}
/** Compare the \c this with \c brObj. \c this and \c brObj must be os the
same type and must have the same original object, but they may have
different feasible regions.
Return the appropriate CbcRangeCompare value (first argument being the
sub/superset if that's the case). In case of overlap (and if \c
replaceIfOverlap is true) replace the current branching object with one
whose feasible region is the overlap.
*/
CbcRangeCompare
CbcLotsizeBranchingObject::compareBranchingObject
(const CbcBranchingObject* brObj, const bool replaceIfOverlap)
{
const CbcLotsizeBranchingObject* br =
dynamic_cast<const CbcLotsizeBranchingObject*>(brObj);
assert(br);
double* thisBd = way_ == -1 ? down_ : up_;
const double* otherBd = br->way_ == -1 ? br->down_ : br->up_;
return CbcCompareRanges(thisBd, otherBd, replaceIfOverlap);
}