// $Id: CglKnapsackCover.hpp 1123 2013-04-06 20:47:24Z stefan $ // Copyright (C) 2000, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). #ifndef CglKnapsackCover_H #define CglKnapsackCover_H #include #include "CglCutGenerator.hpp" #include "CglTreeInfo.hpp" /** Knapsack Cover Cut Generator Class */ class CglKnapsackCover : public CglCutGenerator { friend void CglKnapsackCoverUnitTest(const OsiSolverInterface * siP, const std::string mpdDir ); public: /** A method to set which rows should be tested for knapsack covers */ void setTestedRowIndices(int num, const int* ind); /**@name Generate Cuts */ //@{ /** Generate knapsack cover cuts for the model of the solver interface, si. Insert the generated cuts into OsiCut, cs. */ virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs, const CglTreeInfo info = CglTreeInfo()); //@} /**@name Constructors and destructors */ //@{ /// Default constructor CglKnapsackCover (); /// Copy constructor CglKnapsackCover ( const CglKnapsackCover &); /// Clone virtual CglCutGenerator * clone() const; /// Assignment operator CglKnapsackCover & operator=( const CglKnapsackCover& rhs); /// Destructor virtual ~CglKnapsackCover (); /// Create C++ lines to get to current state virtual std::string generateCpp( FILE * fp); /// This can be used to refresh any information virtual void refreshSolver(OsiSolverInterface * solver); //@} /**@name Sets and gets */ //@{ /// Set limit on number in knapsack inline void setMaxInKnapsack(int value) { if (value>0) maxInKnapsack_ = value;} /// get limit on number in knapsack inline int getMaxInKnapsack() const {return maxInKnapsack_;} /// Switch off expensive cuts inline void switchOffExpensive() { expensiveCuts_=false;} /// Switch on expensive cuts inline void switchOnExpensive() { expensiveCuts_=true;} private: // Private member methods /**@name Private methods */ //@{ /** deriveAKnapsack returns 1 if it is able to derive a (canonical) knapsack inequality in binary variables of the form ax<=b from the rowIndex-th row in the model, returns 0 otherwise. */ int deriveAKnapsack( const OsiSolverInterface & si, OsiCuts & cs, CoinPackedVector & krow, bool treatAsLRow, double & b, int * complement, double * xstar, int rowIndex, int numberElements, const int * index, const double * element); int deriveAKnapsack( const OsiSolverInterface & si, OsiCuts & cs, CoinPackedVector & krow, double & b, int * complement, double * xstar, int rowIndex, const CoinPackedVectorBase & matrixRow); /** Find a violated minimal cover from a canonical form knapsack inequality by solving the -most- violated cover problem and postprocess to ensure minimality */ int findExactMostViolatedMinCover( int nCols, int row, CoinPackedVector & krow, double b, double * xstar, CoinPackedVector & cover, CoinPackedVector & remainder); /** Find the most violate minimum cover by solving the lp-relaxation of the most-violate-min-cover problem */ int findLPMostViolatedMinCover( int nCols, int row, CoinPackedVector & krow, double & b, double * xstar, CoinPackedVector & cover, CoinPackedVector & remainder); /// find a minimum cover by a simple greedy approach int findGreedyCover( int row, CoinPackedVector & krow, double & b, double * xstar, CoinPackedVector & cover, CoinPackedVector & remainder ); /// lift the cover inequality int liftCoverCut( double & b, int nRowElem, CoinPackedVector & cover, CoinPackedVector & remainder, CoinPackedVector & cut ); /// sequence-independent lift and uncomplement and add the resulting cut to the cut set int liftAndUncomplementAndAdd( double rowub, CoinPackedVector & krow, double & b, int * complement, int row, CoinPackedVector & cover, CoinPackedVector & remainder, OsiCuts & cs ); /// sequence-dependent lift, uncomplement and add the resulting cut to the cut set void seqLiftAndUncomplementAndAdd( int nCols, double * xstar, int * complement, int row, int nRowElem, double & b, CoinPackedVector & cover, // need not be violated CoinPackedVector & remainder, OsiCuts & cs ); /// sequence-dependent lift binary variables either up or down, uncomplement and add to the cut set void liftUpDownAndUncomplementAndAdd( int nCols, double * xstar, int * complement, int row, int nRowElem, double & b, // the following 3 packed vectors partition the krow: CoinPackedVector & fracCover, // vars have frac soln values in lp relaxation // and form cover with the vars atOne CoinPackedVector & atOne, // vars have soln value of 1 in lp relaxation // and together with fracCover form minimal (?) cover. CoinPackedVector & remainder, OsiCuts & cs ); /// find a cover using a variation of the logic found in OSL (w/o SOS) int findPseudoJohnAndEllisCover ( int row, CoinPackedVector & krow, double & b, double * xstar, CoinPackedVector & cover, CoinPackedVector & remainder); /// find a cover using the basic logic found in OSL (w/o SOS) int findJohnAndEllisCover ( int row, CoinPackedVector & krow, double & b, double * xstar, CoinPackedVector & fracCover, CoinPackedVector & atOnes, CoinPackedVector & remainder); /** A C-style implementation of the Horowitz-Sahni exact solution procedure for solving knapsack problem. (ToDo: implement the more efficient dynamic programming approach) (Reference: Martello and Toth, Knapsack Problems, Wiley, 1990, p30.) */ int exactSolveKnapsack( int n, double c, double const *pp, double const *ww, double & z, int * x); /** Creates cliques for use by probing. Only cliques >= minimumSize and < maximumSize created Can also try and extend cliques as a result of probing (root node). Returns number of cliques found. */ int createCliques( OsiSolverInterface & si, int minimumSize=2, int maximumSize=100, bool extendCliques=false); /// Delete all clique information void deleteCliques(); //@} // Private member data /**@name Private member data */ //@{ /// epsilon double epsilon_; /// Tolerance to use for violation - bigger than epsilon_ double epsilon2_; /// 1-epsilon double onetol_; /// Maximum in knapsack int maxInKnapsack_; /** which rows to look at. If specified, only these rows will be considered for generating knapsack covers. Otherwise all rows will be tried */ int numRowsToCheck_; int* rowsToCheck_; /// exactKnapsack can be expensive - this switches off some bool expensiveCuts_; /// Cliques /// **** TEMP so can reference from listing const OsiSolverInterface * solver_; int whichRow_; int * complement_; double * elements_; /// Number of cliques int numberCliques_; /// Clique type typedef struct { unsigned int equality:1; // nonzero if clique is == } cliqueType; cliqueType * cliqueType_; /// Start of each clique int * cliqueStart_; /// Entries for clique cliqueEntry * cliqueEntry_; /** Start of oneFixes cliques for a column in matrix or -1 if not in any clique */ int * oneFixStart_; /** Start of zeroFixes cliques for a column in matrix or -1 if not in any clique */ int * zeroFixStart_; /// End of fixes for a column int * endFixStart_; /// Clique numbers for one or zero fixes int * whichClique_; /// Number of columns int numberColumns_; /** For each column with nonzero in row copy this gives a clique "number". So first clique mentioned in row is always 0. If no entries for row then no cliques. If sequence > numberColumns then not in clique. */ //cliqueEntry * cliqueRow_; /// cliqueRow_ starts for each row //int * cliqueRowStart_; //@} }; //############################################################################# /** A function that tests the methods in the CglKnapsackCover class. The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging. */ void CglKnapsackCoverUnitTest(const OsiSolverInterface * siP, const std::string mpdDir ); #endif