1 | // $Id: CbcHeuristicDW.hpp 1899 2013-04-09 18:12:08Z stefan $ |
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2 | // Copyright (C) 2006, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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5 | |
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6 | |
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7 | #ifndef CbcHeuristicDW_H |
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8 | #define CbcHeuristicDW_H |
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9 | |
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10 | #include "CbcHeuristic.hpp" |
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11 | |
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12 | /** |
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13 | This is unlike the other heuristics in that it is very very compute intensive. |
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14 | It tries to find a DW structure and use that |
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15 | */ |
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16 | |
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17 | class CbcHeuristicDW : public CbcHeuristic { |
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18 | public: |
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19 | |
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20 | // Default Constructor |
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21 | CbcHeuristicDW (); |
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22 | |
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23 | /* Constructor with model - assumed before cuts |
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24 | */ |
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25 | CbcHeuristicDW (CbcModel & model, int keepContinuous=0); |
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26 | |
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27 | /* Constructor with model - assumed before cuts |
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28 | */ |
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29 | CbcHeuristicDW (CbcModel & model, |
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30 | int callBack(CbcHeuristicDW * currentHeuristic, |
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31 | CbcModel * thisModel, |
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32 | int whereFrom), |
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33 | int keepContinuous=0); |
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34 | |
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35 | // Copy constructor |
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36 | CbcHeuristicDW ( const CbcHeuristicDW &); |
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37 | |
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38 | // Destructor |
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39 | ~CbcHeuristicDW (); |
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40 | |
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41 | /// Clone |
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42 | virtual CbcHeuristic * clone() const; |
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43 | |
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44 | |
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45 | /// Assignment operator |
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46 | CbcHeuristicDW & operator=(const CbcHeuristicDW& rhs); |
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47 | |
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48 | /// Create C++ lines to get to current state |
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49 | virtual void generateCpp( FILE * fp) ; |
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50 | |
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51 | /// Resets stuff if model changes |
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52 | virtual void resetModel(CbcModel * model); |
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53 | |
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54 | /// update model (This is needed if cliques update matrix etc) |
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55 | virtual void setModel(CbcModel * model); |
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56 | using CbcHeuristic::solution ; |
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57 | /** returns 0 if no solution, 1 if valid solution. |
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58 | Sets solution values if good, sets objective value (only if good) |
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59 | This does Relaxation Induced Neighborhood Search |
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60 | */ |
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61 | virtual int solution(double & objectiveValue, |
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62 | double * newSolution); |
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63 | /** Return number of blocks |
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64 | <=0 - no usable structure */ |
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65 | inline int numberBlocks() const |
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66 | { return numberBlocks_;} |
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67 | /// Pass in a solution |
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68 | void passInSolution(const double * solution); |
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69 | /// Pass in continuous solution |
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70 | void passInContinuousSolution(const double * solution); |
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71 | /** DW Proposal actions |
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72 | fullDWEverySoOften - |
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73 | 0 - off |
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74 | k - every k times solution gets better |
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75 | */ |
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76 | inline void setProposalActions(int fullDWEverySoOften) |
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77 | { fullDWEverySoOften_=fullDWEverySoOften;} |
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78 | /// Objective value when whichDw created |
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79 | double objectiveValueWhen(int whichDW) const; |
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80 | /// Number of columns in DW |
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81 | int numberColumnsDW(int whichDW) const; |
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82 | /// Solver |
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83 | inline OsiSolverInterface * solver() const |
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84 | { return solver_;} |
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85 | /// DW model (user must delete) |
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86 | OsiSolverInterface * DWModel(int whichDW) const; |
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87 | /// Best objective value |
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88 | inline double bestObjective() const |
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89 | { return bestObjective_;} |
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90 | /// Best solution found so far |
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91 | inline const double * bestSolution() const |
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92 | { return bestSolution_;} |
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93 | /// Continuous solution |
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94 | inline const double * continuousSolution() const |
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95 | { return continuousSolution_;} |
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96 | /// Reduced costs of fixed solution |
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97 | inline const double * fixedDj() const |
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98 | { return fixedDj_;} |
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99 | /// Objective at which DW updated |
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100 | inline const double * objectiveDW() const |
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101 | { return objectiveDW_;} |
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102 | /// Number of times we have added to DW model |
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103 | inline int numberDWTimes() const |
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104 | { return numberDWTimes_;} |
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105 | /// Number of columns in DW |
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106 | inline const int * numberColumnsDW() const |
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107 | { return numberColumnsDW_;} |
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108 | /// Set number of passes |
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109 | inline void setNumberPasses(int value) |
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110 | { numberPasses_ = value;} |
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111 | /// Set number free integers needed |
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112 | inline void setNumberNeeded(int value) |
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113 | { nNeededBase_ = value;} |
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114 | /// Set target objective |
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115 | inline void setTargetObjective(double value) |
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116 | { targetObjective_ = value;} |
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117 | /// Sets how often to do it |
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118 | inline void setHowOften(int value) { |
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119 | howOften_ = value; |
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120 | } |
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121 | /// Block for every row |
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122 | inline const int * whichRowBlock() const |
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123 | { return whichRowBlock_;} |
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124 | /// Block for every column |
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125 | inline const int * whichColumnBlock() const |
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126 | { return whichColumnBlock_;} |
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127 | /// Initial Lower bounds |
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128 | inline const double * initialLower() const |
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129 | { return saveLower_;} |
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130 | /// Initial Upper bounds |
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131 | inline const double * initialUpper() const |
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132 | { return saveUpper_;} |
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133 | /// Local integer arrays (each numberBlocks_ long) |
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134 | inline int * intArrays() const |
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135 | { return intArray_;} |
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136 | /// Local double arrays (each numberBlocks_ long) |
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137 | inline double * doubleArrays() const |
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138 | { return doubleArray_;} |
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139 | /// Phase of solution |
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140 | inline int phase() const |
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141 | { return phase_;} |
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142 | /// Pass number |
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143 | inline int pass() const |
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144 | { return pass_;} |
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145 | /// Which columns are in block |
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146 | inline const int * columnsInBlock() const |
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147 | { return columnsInBlock_;} |
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148 | /// Starts for columnsInBlock |
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149 | inline const int * startColumnBlock() const |
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150 | { return startColumnBlock_;} |
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151 | /// Number of integer variables in each block |
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152 | inline const int * intsInBlock() const |
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153 | { return intsInBlock_;} |
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154 | /// Objective value (could also check validity) |
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155 | double objectiveValue(const double * solution); |
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156 | private: |
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157 | /// Guts of copy |
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158 | void gutsOfCopy(const CbcHeuristicDW & rhs); |
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159 | /// Guts of delete |
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160 | void gutsOfDelete(); |
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161 | /// Set default values |
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162 | void setDefaults(); |
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163 | /// Find structure |
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164 | void findStructure(); |
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165 | /// Add DW proposals |
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166 | int addDW(const double * solution,int numberBlocksUsed, |
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167 | const int * whichBlocks); |
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168 | protected: |
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169 | typedef int (*heuristicCallBack) (CbcHeuristicDW * ,CbcModel *, int) ; |
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170 | // Data |
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171 | /// Target objective |
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172 | double targetObjective_; |
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173 | /// Best objective value |
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174 | double bestObjective_; |
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175 | /// Objective value last time |
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176 | double lastObjective_; |
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177 | /** Call back |
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178 | whereFrom - |
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179 | 0 - after blocks found but before data setup |
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180 | 1 - after blocks sorted but before used |
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181 | 2 - just before normal branch and bound |
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182 | 3 - after DW has been updated |
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183 | 4 - if better solution found |
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184 | 5 - every time a block might be used |
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185 | Pointers to local data given by following pointers |
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186 | */ |
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187 | heuristicCallBack functionPointer_; |
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188 | /// Local integer arrays (each numberBlocks_ long) |
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189 | int * intArray_; |
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190 | /// Local double arrays (each numberBlocks_ long) |
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191 | double * doubleArray_; |
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192 | /// Base solver |
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193 | OsiSolverInterface * solver_; |
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194 | /// DW solver |
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195 | OsiSolverInterface * dwSolver_; |
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196 | /// Best solution found so far |
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197 | double * bestSolution_; |
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198 | /// Continuous solution |
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199 | double * continuousSolution_; |
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200 | /// Reduced costs of fixed solution |
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201 | double * fixedDj_; |
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202 | /// Original lower bounds |
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203 | double * saveLower_; |
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204 | /// Original Upper bounds |
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205 | double * saveUpper_; |
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206 | /// random numbers for master rows |
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207 | double * random_; |
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208 | /// Weights for each proposal |
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209 | double * weights_; |
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210 | /// Objective at which DW updated |
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211 | double * objectiveDW_; |
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212 | /// Number of columns in each DW |
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213 | int * numberColumnsDW_; |
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214 | /// Block for every row |
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215 | int * whichRowBlock_; |
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216 | /// Block for every column |
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217 | int * whichColumnBlock_; |
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218 | /// Block number for each proposal |
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219 | int * dwBlock_; |
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220 | /// Points back to master rows |
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221 | int * backwardRow_; |
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222 | /// Which rows are in blocke |
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223 | int * rowsInBlock_; |
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224 | /// Which columns are in block |
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225 | int * columnsInBlock_; |
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226 | /// Starts for rowsInBlock |
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227 | int * startRowBlock_; |
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228 | /// Starts for columnsInBlock |
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229 | int * startColumnBlock_; |
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230 | /// Number of integer variables in each block |
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231 | int * intsInBlock_; |
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232 | /// Bits set for 1 integers in each block |
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233 | unsigned int * fingerPrint_; |
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234 | /// Affinity each block has for other (will be triangular?) |
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235 | unsigned short * affinity_; |
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236 | /** DW Proposal actions |
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237 | fullDWEverySoOften - |
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238 | 0 - off |
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239 | k - every k times solution gets better |
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240 | */ |
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241 | int fullDWEverySoOften_; |
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242 | /// Number of passes |
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243 | int numberPasses_; |
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244 | /// How often to do (code can change) |
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245 | int howOften_; |
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246 | /// Current maximum number of DW proposals |
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247 | int maximumDW_; |
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248 | /// Number of DW proposals |
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249 | int numberDW_; |
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250 | /// Number of times we have added to DW model |
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251 | int numberDWTimes_; |
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252 | /// Number of unsigned ints needed for each block of fingerPrint |
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253 | int sizeFingerPrint_; |
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254 | /// Number of columns in master |
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255 | int numberMasterColumns_; |
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256 | /// Number of rows in master |
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257 | int numberMasterRows_; |
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258 | /// Number of blocks |
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259 | int numberBlocks_; |
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260 | /// Action on decomposition - 1 keep continuous, 0 don't |
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261 | int keepContinuous_; |
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262 | /// Phase of solution |
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263 | int phase_; |
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264 | /// Pass number |
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265 | int pass_; |
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266 | /// Base number of integers needed |
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267 | int nNeededBase_; |
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268 | /// Base number of nodes needed |
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269 | int nNodesBase_; |
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270 | /// Base number of integers needed |
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271 | int nNeeded_; |
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272 | /// Base number of nodes needed |
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273 | int nNodes_; |
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274 | // 0 - fine, 1 can't be better, 2 max node |
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275 | int solveState_; |
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276 | }; |
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277 | |
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278 | #endif |
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