CbcHeuristicDiveVectorLength.cpp

/* $Id: CbcHeuristicDiveVectorLength.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 "CbcHeuristicDiveVectorLength.hpp"
#include "CbcStrategy.hpp"

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

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

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

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

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

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

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

bool
CbcHeuristicDiveVectorLength::selectVariableToBranch(OsiSolverInterface* solver,
        const double* newSolution,
        int& bestColumn,
        int& bestRound)
{
    const double * objective = solver->getObjCoefficients();
    double direction = solver->getObjSense(); // 1 for min, -1 for max

    const int * columnLength = matrix_.getVectorLengths();
    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 bestScore = COIN_DBL_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) {
            if (allTriviallyRoundableSoFar || (downLocks_[i] > 0 && upLocks_[i] > 0)) {

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

                // the variable cannot be rounded
                double obj = direction * objective[iColumn];
                if (obj >= 0.0)
                    round = 1; // round up
                else
                    round = -1; // round down
                double objDelta;
                if (round == 1)
                    objDelta = (1.0 - fraction) * obj;
                else
                    objDelta = - fraction * obj;

                // we want the smaller score
                double score = objDelta / (static_cast<double> (columnLength[iColumn]) + 1.0);

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

                if (score < bestScore) {
                    bestColumn = iColumn;
                    bestScore = score;
                    bestRound = round;
                }
            }
        }
    }
    return allTriviallyRoundableSoFar;
}