CbcHeuristicDiveCoefficient.cpp

/* $Id: CbcHeuristicDiveCoefficient.cpp 1902 2013-04-10 16:58:16Z stefan $ */
// Copyright (C) 2008, 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

//#define PRINT_DEBUG

#include "CbcHeuristicDiveCoefficient.hpp"
#include "CbcStrategy.hpp"

// Default Constructor
CbcHeuristicDiveCoefficient::CbcHeuristicDiveCoefficient()
        : CbcHeuristicDive()
{
}

// Constructor from model
CbcHeuristicDiveCoefficient::CbcHeuristicDiveCoefficient(CbcModel & model)
        : CbcHeuristicDive(model)
{
}

// Destructor
CbcHeuristicDiveCoefficient::~CbcHeuristicDiveCoefficient ()
{
}

// Clone
CbcHeuristicDiveCoefficient *
CbcHeuristicDiveCoefficient::clone() const
{
    return new CbcHeuristicDiveCoefficient(*this);
}

// Create C++ lines to get to current state
void
CbcHeuristicDiveCoefficient::generateCpp( FILE * fp)
{
    CbcHeuristicDiveCoefficient other;
    fprintf(fp, "0#include \"CbcHeuristicDiveCoefficient.hpp\"\n");
    fprintf(fp, "3  CbcHeuristicDiveCoefficient heuristicDiveCoefficient(*cbcModel);\n");
    CbcHeuristic::generateCpp(fp, "heuristicDiveCoefficient");
    fprintf(fp, "3  cbcModel->addHeuristic(&heuristicDiveCoefficient);\n");
}

// Copy constructor
CbcHeuristicDiveCoefficient::CbcHeuristicDiveCoefficient(const CbcHeuristicDiveCoefficient & rhs)
        :
        CbcHeuristicDive(rhs)
{
}

// Assignment operator
CbcHeuristicDiveCoefficient &
CbcHeuristicDiveCoefficient::operator=( const CbcHeuristicDiveCoefficient & rhs)
{
    if (this != &rhs) {
        CbcHeuristicDive::operator=(rhs);
    }
    return *this;
}

bool
CbcHeuristicDiveCoefficient::selectVariableToBranch(OsiSolverInterface* solver,
        const double* newSolution,
        int& bestColumn,
        int& bestRound)
{
    int numberIntegers = model_->numberIntegers();
    const int * integerVariable = model_->integerVariable();
    double integerTolerance = model_->getDblParam(CbcModel::CbcIntegerTolerance);

    bestColumn = -1;
    bestRound = -1; // -1 rounds down, +1 rounds up
    double bestFraction = COIN_DBL_MAX;
    int bestLocks = COIN_INT_MAX;
    bool allTriviallyRoundableSoFar = true;
    for (int i = 0; i < numberIntegers; i++) {
        int iColumn = integerVariable[i];
        double value = newSolution[iColumn];
        double fraction = value - floor(value);
        int round = 0;
        if (fabs(floor(value + 0.5) - value) > integerTolerance) {
            int nDownLocks = downLocks_[i];
            int nUpLocks = upLocks_[i];
            if (allTriviallyRoundableSoFar || (nDownLocks > 0 && nUpLocks > 0)) {

                if (allTriviallyRoundableSoFar && nDownLocks > 0 && nUpLocks > 0) {
                    allTriviallyRoundableSoFar = false;
                    bestFraction = COIN_DBL_MAX;
                    bestLocks = COIN_INT_MAX;
                }

                // the variable cannot be rounded
                int nLocks = nDownLocks;
                if (nDownLocks < nUpLocks)
                    round = -1;
                else if (nDownLocks > nUpLocks) {
                    round = 1;
                    fraction = 1.0 - fraction;
                    nLocks = nUpLocks;
                } else if (fraction < 0.5)
                    round = -1;
                else {
                    round = 1;
                    fraction = 1.0 - fraction;
                    nLocks = nUpLocks;
                }

                // if variable is not binary, penalize it
                if (!solver->isBinary(iColumn))
                    fraction *= 1000.0;

                if (nLocks < bestLocks || (nLocks == bestLocks &&
                                           fraction < bestFraction)) {
                    bestColumn = iColumn;
                    bestLocks = nLocks;
                    bestFraction = fraction;
                    bestRound = round;
                }
            }
        }
    }
    return allTriviallyRoundableSoFar;
}