CbcHeuristicDiveLineSearch.cpp

/* $Id: CbcHeuristicDiveLineSearch.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

#include "CbcHeuristicDiveLineSearch.hpp"
#include "CbcStrategy.hpp"

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

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

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

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

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

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

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

bool
CbcHeuristicDiveLineSearch::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);

    // get the LP relaxation solution at the root node
    double * rootNodeLPSol = model_->continuousSolution();

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

                if (allTriviallyRoundableSoFar && downLocks_[i] > 0 && upLocks_[i] > 0) {
                    allTriviallyRoundableSoFar = false;
                    bestRelDistance = COIN_DBL_MAX;
                }

                double relDistance;
                if (value < rootValue) {
                    round = -1;
                    relDistance = fraction / (rootValue - value);
                } else if (value > rootValue) {
                    round = 1;
                    relDistance = (1.0 - fraction) / (value - rootValue);
                } else {
                    round = -1;
                    relDistance = COIN_DBL_MAX;
                }

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

                if (relDistance < bestRelDistance) {
                    bestColumn = iColumn;
                    bestRelDistance = relDistance;
                    bestRound = round;
                }
            }
        }
    }
    return allTriviallyRoundableSoFar;
}