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Public Member Functions | Protected Attributes
CbcHeuristic Class Reference

Heuristic base class. More...

#include <CbcHeuristic.hpp>

+ Inheritance diagram for CbcHeuristic:
+ Collaboration diagram for CbcHeuristic:

List of all members.

Public Member Functions

 CbcHeuristic ()
 CbcHeuristic (CbcModel &model)
 CbcHeuristic (const CbcHeuristic &)
virtual ~CbcHeuristic ()
virtual CbcHeuristicclone () const =0
 Clone.
CbcHeuristicoperator= (const CbcHeuristic &rhs)
 Assignment operator.
virtual void setModel (CbcModel *model)
 update model (This is needed if cliques update matrix etc)
virtual void resetModel (CbcModel *model)=0
 Resets stuff if model changes.
virtual int solution (double &objectiveValue, double *newSolution)=0
 returns 0 if no solution, 1 if valid solution with better objective value than one passed in Sets solution values if good, sets objective value This is called after cuts have been added - so can not add cuts
virtual int solution2 (double &, double *, OsiCuts &)
 returns 0 if no solution, 1 if valid solution, -1 if just returning an estimate of best possible solution with better objective value than one passed in Sets solution values if good, sets objective value (only if nonzero code) This is called at same time as cut generators - so can add cuts Default is do nothing
virtual void validate ()
 Validate model i.e. sets when_ to 0 if necessary (may be NULL)
void setWhen (int value)
 Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always.
int when () const
 Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always.
void setNumberNodes (int value)
 Sets number of nodes in subtree (default 200)
int numberNodes () const
 Gets number of nodes in a subtree (default 200)
void setSwitches (int value)
 Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.
int switches () const
 Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.
bool exitNow (double bestObjective) const
 Whether to exit at once on gap.
void setFeasibilityPumpOptions (int value)
 Sets feasibility pump options (-1 is off)
int feasibilityPumpOptions () const
 Gets feasibility pump options (-1 is off)
void setModelOnly (CbcModel *model)
 Just set model - do not do anything else.
void setFractionSmall (double value)
 Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)
double fractionSmall () const
 Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)
int numberSolutionsFound () const
 Get how many solutions the heuristic thought it got.
void incrementNumberSolutionsFound ()
 Increment how many solutions the heuristic thought it got.
int smallBranchAndBound (OsiSolverInterface *solver, int numberNodes, double *newSolution, double &newSolutionValue, double cutoff, std::string name) const
 Do mini branch and bound - return 0 not finished - no solution 1 not finished - solution 2 finished - no solution 3 finished - solution (could add global cut if finished)
virtual void generateCpp (FILE *)
 Create C++ lines to get to current state.
void generateCpp (FILE *fp, const char *heuristic)
 Create C++ lines to get to current state - does work for base class.
virtual bool canDealWithOdd () const
 Returns true if can deal with "odd" problems e.g. sos type 2.
const char * heuristicName () const
 return name of heuristic
void setHeuristicName (const char *name)
 set name of heuristic
void setSeed (int value)
 Set random number generator seed.
void setDecayFactor (double value)
 Sets decay factor (for howOften) on failure.
void setInputSolution (const double *solution, double objValue)
 Set input solution.
void setWhereFrom (int value)
int whereFrom () const
void setShallowDepth (int value)
 Upto this depth we call the tree shallow and the heuristic can be called multiple times.
void setHowOftenShallow (int value)
 How often to invoke the heuristics in the shallow part of the tree.
void setMinDistanceToRun (int value)
 How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too.
virtual bool shouldHeurRun (int whereFrom)
 Check whether the heuristic should run at all 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution.
bool shouldHeurRun_randomChoice ()
 Check whether the heuristic should run this time.
void debugNodes ()
void printDistanceToNodes ()
int numRuns () const
 how many times the heuristic has actually run
int numCouldRun () const
 How many times the heuristic could run.
OsiSolverInterface * cloneBut (int type)
 Clone, but ...

Protected Attributes

CbcModelmodel_
 Model.
int when_
 When flag - 0 off, 1 at root, 2 other than root, 3 always.
int numberNodes_
 Number of nodes in any sub tree.
int feasibilityPumpOptions_
 Feasibility pump options , -1 is off >=0 for feasibility pump itself.
double fractionSmall_
 Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound.
CoinThreadRandom randomNumberGenerator_
 Thread specific random number generator.
std::string heuristicName_
 Name for printing.
int howOften_
 How often to do (code can change)
double decayFactor_
 How much to increase how often.
int switches_
 Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.
int whereFrom_
int shallowDepth_
 Upto this depth we call the tree shallow and the heuristic can be called multiple times.
int howOftenShallow_
 How often to invoke the heuristics in the shallow part of the tree.
int numInvocationsInShallow_
 How many invocations happened within the same node when in a shallow part of the tree.
int numInvocationsInDeep_
 How many invocations happened when in the deep part of the tree.
int lastRunDeep_
 After how many deep invocations was the heuristic run last time.
int numRuns_
 how many times the heuristic has actually run
int minDistanceToRun_
 How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too.
CbcHeuristicNodeList runNodes_
 The description of the nodes where this heuristic has been applied.
int numCouldRun_
 How many times the heuristic could run.
int numberSolutionsFound_
 How many solutions the heuristic thought it got.
int numberNodesDone_
 How many nodes the heuristic did this go.
double * inputSolution_

Detailed Description

Heuristic base class.

Definition at line 77 of file CbcHeuristic.hpp.


Constructor & Destructor Documentation

virtual CbcHeuristic::~CbcHeuristic ( ) [virtual]

Member Function Documentation

virtual CbcHeuristic* CbcHeuristic::clone ( ) const [pure virtual]
CbcHeuristic& CbcHeuristic::operator= ( const CbcHeuristic rhs)

Assignment operator.

virtual void CbcHeuristic::setModel ( CbcModel model) [virtual]
virtual void CbcHeuristic::resetModel ( CbcModel model) [pure virtual]
virtual int CbcHeuristic::solution ( double &  objectiveValue,
double *  newSolution 
) [pure virtual]

returns 0 if no solution, 1 if valid solution with better objective value than one passed in Sets solution values if good, sets objective value This is called after cuts have been added - so can not add cuts

Implemented in CbcHeuristicJustOne, CbcSerendipity, CbcHeuristicPartial, CbcRounding, CbcHeuristicDynamic3, CbcHeuristicCrossover, CbcHeuristicGreedySOS, CbcHeuristicNaive, CbcHeuristicGreedyEquality, CbcHeuristicProximity, CbcHeuristicFPump, CbcHeuristicDive, CbcHeuristicLocal, CbcHeuristicRINS, CbcHeuristicVND, CbcHeuristicDINS, CbcHeuristicRENS, CbcHeuristicGreedyCover, CbcHeuristicPivotAndFix, and CbcHeuristicRandRound.

virtual int CbcHeuristic::solution2 ( double &  ,
double *  ,
OsiCuts &   
) [inline, virtual]

returns 0 if no solution, 1 if valid solution, -1 if just returning an estimate of best possible solution with better objective value than one passed in Sets solution values if good, sets objective value (only if nonzero code) This is called at same time as cut generators - so can add cuts Default is do nothing

Definition at line 121 of file CbcHeuristic.hpp.

virtual void CbcHeuristic::validate ( ) [inline, virtual]

Validate model i.e. sets when_ to 0 if necessary (may be NULL)

Reimplemented in CbcHeuristicJustOne, CbcHeuristicPartial, CbcRounding, CbcHeuristicGreedySOS, CbcHeuristicGreedyEquality, CbcHeuristicDive, and CbcHeuristicGreedyCover.

Definition at line 128 of file CbcHeuristic.hpp.

void CbcHeuristic::setWhen ( int  value) [inline]

Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always.

If 10 added then don't worry if validate says there are funny objects as user knows it will be fine

Definition at line 134 of file CbcHeuristic.hpp.

int CbcHeuristic::when ( ) const [inline]

Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always.

Definition at line 138 of file CbcHeuristic.hpp.

void CbcHeuristic::setNumberNodes ( int  value) [inline]

Sets number of nodes in subtree (default 200)

Definition at line 143 of file CbcHeuristic.hpp.

int CbcHeuristic::numberNodes ( ) const [inline]

Gets number of nodes in a subtree (default 200)

Definition at line 147 of file CbcHeuristic.hpp.

void CbcHeuristic::setSwitches ( int  value) [inline]

Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.

Definition at line 160 of file CbcHeuristic.hpp.

int CbcHeuristic::switches ( ) const [inline]

Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.

Definition at line 173 of file CbcHeuristic.hpp.

bool CbcHeuristic::exitNow ( double  bestObjective) const

Whether to exit at once on gap.

void CbcHeuristic::setFeasibilityPumpOptions ( int  value) [inline]

Sets feasibility pump options (-1 is off)

Definition at line 179 of file CbcHeuristic.hpp.

int CbcHeuristic::feasibilityPumpOptions ( ) const [inline]

Gets feasibility pump options (-1 is off)

Definition at line 183 of file CbcHeuristic.hpp.

void CbcHeuristic::setModelOnly ( CbcModel model) [inline]

Just set model - do not do anything else.

Definition at line 187 of file CbcHeuristic.hpp.

void CbcHeuristic::setFractionSmall ( double  value) [inline]

Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)

Definition at line 193 of file CbcHeuristic.hpp.

double CbcHeuristic::fractionSmall ( ) const [inline]

Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0)

Definition at line 197 of file CbcHeuristic.hpp.

int CbcHeuristic::numberSolutionsFound ( ) const [inline]

Get how many solutions the heuristic thought it got.

Definition at line 201 of file CbcHeuristic.hpp.

Increment how many solutions the heuristic thought it got.

Definition at line 205 of file CbcHeuristic.hpp.

int CbcHeuristic::smallBranchAndBound ( OsiSolverInterface *  solver,
int  numberNodes,
double *  newSolution,
double &  newSolutionValue,
double  cutoff,
std::string  name 
) const

Do mini branch and bound - return 0 not finished - no solution 1 not finished - solution 2 finished - no solution 3 finished - solution (could add global cut if finished)

-1 returned on size -2 time or user event

virtual void CbcHeuristic::generateCpp ( FILE *  ) [inline, virtual]
void CbcHeuristic::generateCpp ( FILE *  fp,
const char *  heuristic 
)

Create C++ lines to get to current state - does work for base class.

Reimplemented in CbcHeuristicDive.

virtual bool CbcHeuristic::canDealWithOdd ( ) const [inline, virtual]

Returns true if can deal with "odd" problems e.g. sos type 2.

Reimplemented in CbcHeuristicDynamic3.

Definition at line 226 of file CbcHeuristic.hpp.

const char* CbcHeuristic::heuristicName ( ) const [inline]

return name of heuristic

Definition at line 230 of file CbcHeuristic.hpp.

void CbcHeuristic::setHeuristicName ( const char *  name) [inline]

set name of heuristic

Definition at line 234 of file CbcHeuristic.hpp.

void CbcHeuristic::setSeed ( int  value)

Set random number generator seed.

Reimplemented in CbcRounding.

void CbcHeuristic::setDecayFactor ( double  value) [inline]

Sets decay factor (for howOften) on failure.

Definition at line 240 of file CbcHeuristic.hpp.

void CbcHeuristic::setInputSolution ( const double *  solution,
double  objValue 
)

Set input solution.

void CbcHeuristic::setWhereFrom ( int  value) [inline]

Definition at line 253 of file CbcHeuristic.hpp.

int CbcHeuristic::whereFrom ( ) const [inline]

Definition at line 256 of file CbcHeuristic.hpp.

void CbcHeuristic::setShallowDepth ( int  value) [inline]

Upto this depth we call the tree shallow and the heuristic can be called multiple times.

That is, the test whether the current node is far from the others where the jeuristic was invoked will not be done, only the frequency will be tested. After that depth the heuristic will can be invoked only once per node, right before branching. That's when it'll be tested whether the heur should run at all.

Definition at line 265 of file CbcHeuristic.hpp.

void CbcHeuristic::setHowOftenShallow ( int  value) [inline]

How often to invoke the heuristics in the shallow part of the tree.

Definition at line 269 of file CbcHeuristic.hpp.

void CbcHeuristic::setMinDistanceToRun ( int  value) [inline]

How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too.

Currently this is tested, but we may switch to avgDistanceToRun_ in the future.

Definition at line 275 of file CbcHeuristic.hpp.

virtual bool CbcHeuristic::shouldHeurRun ( int  whereFrom) [virtual]

Check whether the heuristic should run at all 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution.

Reimplemented in CbcHeuristicPartial.

Check whether the heuristic should run this time.

int CbcHeuristic::numRuns ( ) const [inline]

how many times the heuristic has actually run

Definition at line 293 of file CbcHeuristic.hpp.

int CbcHeuristic::numCouldRun ( ) const [inline]

How many times the heuristic could run.

Definition at line 298 of file CbcHeuristic.hpp.

OsiSolverInterface* CbcHeuristic::cloneBut ( int  type)

Clone, but ...

If type is

  • 0 clone the solver for the model,
  • 1 clone the continuous solver for the model
  • Add 2 to say without integer variables which are at low priority
  • Add 4 to say quite likely infeasible so give up easily (clp only).

Member Data Documentation

Model.

Definition at line 313 of file CbcHeuristic.hpp.

int CbcHeuristic::when_ [protected]

When flag - 0 off, 1 at root, 2 other than root, 3 always.

Definition at line 315 of file CbcHeuristic.hpp.

int CbcHeuristic::numberNodes_ [protected]

Number of nodes in any sub tree.

Definition at line 317 of file CbcHeuristic.hpp.

Feasibility pump options , -1 is off >=0 for feasibility pump itself.

-2 quick proximity search -3 longer proximity search

Definition at line 323 of file CbcHeuristic.hpp.

double CbcHeuristic::fractionSmall_ [mutable, protected]

Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound.

Definition at line 325 of file CbcHeuristic.hpp.

CoinThreadRandom CbcHeuristic::randomNumberGenerator_ [protected]

Thread specific random number generator.

Definition at line 327 of file CbcHeuristic.hpp.

std::string CbcHeuristic::heuristicName_ [protected]

Name for printing.

Definition at line 329 of file CbcHeuristic.hpp.

int CbcHeuristic::howOften_ [protected]

How often to do (code can change)

Reimplemented in CbcHeuristicRINS, CbcHeuristicDINS, and CbcHeuristicVND.

Definition at line 332 of file CbcHeuristic.hpp.

double CbcHeuristic::decayFactor_ [protected]

How much to increase how often.

Definition at line 334 of file CbcHeuristic.hpp.

int CbcHeuristic::switches_ [mutable, protected]

Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time.

Definition at line 345 of file CbcHeuristic.hpp.

int CbcHeuristic::whereFrom_ [protected]

Definition at line 354 of file CbcHeuristic.hpp.

int CbcHeuristic::shallowDepth_ [protected]

Upto this depth we call the tree shallow and the heuristic can be called multiple times.

That is, the test whether the current node is far from the others where the jeuristic was invoked will not be done, only the frequency will be tested. After that depth the heuristic will can be invoked only once per node, right before branching. That's when it'll be tested whether the heur should run at all.

Definition at line 361 of file CbcHeuristic.hpp.

How often to invoke the heuristics in the shallow part of the tree.

Definition at line 363 of file CbcHeuristic.hpp.

How many invocations happened within the same node when in a shallow part of the tree.

Definition at line 366 of file CbcHeuristic.hpp.

How many invocations happened when in the deep part of the tree.

For every node we count only one invocation.

Definition at line 369 of file CbcHeuristic.hpp.

int CbcHeuristic::lastRunDeep_ [protected]

After how many deep invocations was the heuristic run last time.

Definition at line 371 of file CbcHeuristic.hpp.

int CbcHeuristic::numRuns_ [protected]

how many times the heuristic has actually run

Definition at line 373 of file CbcHeuristic.hpp.

How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too.

Currently this is tested, but we may switch to avgDistanceToRun_ in the future.

Definition at line 377 of file CbcHeuristic.hpp.

The description of the nodes where this heuristic has been applied.

Definition at line 380 of file CbcHeuristic.hpp.

int CbcHeuristic::numCouldRun_ [protected]

How many times the heuristic could run.

Definition at line 383 of file CbcHeuristic.hpp.

How many solutions the heuristic thought it got.

Definition at line 386 of file CbcHeuristic.hpp.

int CbcHeuristic::numberNodesDone_ [mutable, protected]

How many nodes the heuristic did this go.

Definition at line 389 of file CbcHeuristic.hpp.

double* CbcHeuristic::inputSolution_ [protected]

Definition at line 392 of file CbcHeuristic.hpp.


The documentation for this class was generated from the following file:
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