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on-restart-benchmarks/solvers/MIP/MIP_osicbc_wrap.cpp
Jip J. Dekker 2c8ad0004a Squashed 'software/minizinc/' changes from 4f10c82056..93be33a6c2
93be33a6c2 Add complete predicate
REVERT: 4f10c82056 Merge branch 'MiniZinc:master' into feature/on_restart
REVERT: 0848ce7ec7 Add changelog for 2.5.5
REVERT: 44e2f770d5 Add test for insertion of ArrayLits into CSE
REVERT: 8a68d3dea8 Don't insert par expressions into CSE map unless they're an ArrayLit
REVERT: 6bf6f1180f Increase version number of development build
REVERT: dcaac92a74 Make min/max on array of opt vars return non-optional var. This is consistent with other functions on optional arrays like sum, product, exists, forall.
REVERT: 32aa288884 Update changelog
REVERT: a4edf0669f Fix flattening of all-par set literals
REVERT: 8c1c9605f6 Fix chain compressor, needs to ignore par constants
REVERT: 0cad1c6306 Use file_path on include paths to ensure separator consistency
REVERT: 05ad7d1931 Update changelog
REVERT: 22f5e2557b Define HAVE_CONFIG_H only for UNIX
REVERT: 81c7778d55 Define HAVE_CONFIG_H for CBC
REVERT: 1f56608e10 mzn-test: don't check symmetry breaking constraints
REVERT: 1a9767457e mzn-test: fix parsing %%%mzn-stat: ... output
REVERT: a41533fd54 MIP: report CPU time in %%%mzn-stat: solveTime=
REVERT: 9d490acd52 Updated docs on OR-Tools v8 installation
REVERT: c513f6599f Add changelog for 2.5.4
REVERT: b2eef2772b Follow ids to declarations when flattening par arrays. Fixes #448.
REVERT: c5c846d426 Check if result of flattening rhs of a vardecl is par.
REVERT: c496052767 Escape strings when pretty printing include items
REVERT: 9e379c995e Canonicalise file names before adding include items into "already seen" list
REVERT: d5d5d0d88c Use generic flattening inside generators. Fixes #451.
REVERT: dc8630a6e9 Small fix to multi-pass library change: use original include path if it is absolute
REVERT: 79c6092bd8 Strip library paths from includes in multi-pass compilation. Fixes #455.
REVERT: 897875d6d7 Compile infinite domains with holes into constraints. Fixes #457.
REVERT: b4e700dc67 Don't create copies of global declarations when creating par versions of functions
REVERT: 0e8cc42bb1 Fix typechecker to coerce bool to int in the objective.
REVERT: e05523b344 Add test for dzn output of arrays
REVERT: 1e0269000e Don't evaluate output_only arrays when generating dzn output.
REVERT: 57018c31d6 Fix matrix transposition in lex2 globals
REVERT: 2617c0c829 Fix output variables in lex_chain tests
REVERT: ef1a250c98 another efort to fix tests
REVERT: c00e199dfd Fix test globals_lex_chain.mzn
REVERT: b5c997d045 Fix code analysis
REVERT: 3352cf0bd5 SCIP constraint handler for lex_chain_..._orbitope
REVERT: 4e71a2cc97 Globals lex_chain_..., including lex_chain_..._orbitope
REVERT: d807428baf Move test specifcation into the correct folder
REVERT: 5be74bc74d MIP decompositions for lex_less_(bool, int, float)
REVERT: 36a554ba40 Don't modify infinte domain of optional variables. Fixes #456.
REVERT: f9e5306d75 Run clang-format
REVERT: 4b57667608 Fix comment reference to relevant test case
REVERT: 648f2ab36d Fix equality of indirection annotations
REVERT: ef7be5fd78 MIP decompositions for lex_lesseq_(bool=int, float)
REVERT: 6511b14e73 Propagate cv flag correctly.
REVERT: 6f27ecf1c0 Never insert par expressions into the CSE map.
REVERT: 7414f3ca0f Fix cplex id in example configuration
REVERT: 7ad7cec506 Update strictly_decreasing with documentation and opt version
REVERT: 8029f6e957 Support undefined enums in type checker.
REVERT: 79e0f0f546 Revert using mzn_in_symmetry_breaking_constraint() for SCIP's orbisack
REVERT: e88efda76c Fix format
REVERT: 4802031dc1 Added test mzn_in_symmetry_breaking_constraint()
REVERT: e21cc2515a More format fixes 02 ...
REVERT: 5bbd67c130 More format fixes...
REVERT: d5f9b777ea Format fixes
REVERT: 43757a09a0 Remove MIP-specific fzn_less(eq)_bool(_reif).mzn
REVERT: c93b5736a3 SCIP: orbisack constraint handler 'fzn_lex_lesseq__orbisack'
REVERT: 4516bb4e2c mzn-test.py: add OR-Tools as checker
REVERT: e2176f017d Add fix and test for crash with empty enum.
REVERT: ac7db35951 Fix documentation bugs.
REVERT: 47ba245832 Fix the incorrect renaming of key in model output interface
REVERT: 925796ed20 Fail on empty var domains in agenda
REVERT: 1ec19d7025 Fix error messages in CMake FindGurobi, FindCPlex
REVERT: 6d169475c1 mzn-test.py: Use -i for intermediate solutions
REVERT: df2f3e423a Allow coercion of JSON lists to enum definitions
REVERT: 2b0b8165e5 Fix clang-tidy errors
REVERT: 6597bc1920 Change the CI build image location
REVERT: 360c988452 Remove illegal duplicate keys in .gitlab-ci.yml
REVERT: 6a5d69c64b Add missing par opt versions of coercion functions
REVERT: 63014e3d8f Don't propagate annotations into annotation calls. Avoids infinite recursion.
REVERT: 54b19428ab Don't use GRB_INT_PAR_NONCONVEX if it's undefined
REVERT: a5bb56c47d Added piecewise_linear for non-continuous intervals

git-subtree-dir: software/minizinc
git-subtree-split: 93be33a6c254e54be7cd38abb7ebd6a6022f0c46
2021-07-12 20:08:41 +10:00

1209 lines
41 KiB
C++

// * -*- mode: C++; c-basic-offset: 2; indent-tabs-mode: nil -*- */
/*
* Main authors:
* Gleb Belov <gleb.belov@monash.edu>
*/
/* This Source Code Form is subject to the terms of the Mozilla Public
* License, v. 2.0. If a copy of the MPL was not distributed with this
* file, You can obtain one at http://mozilla.org/MPL/2.0/. */
#ifdef _MSC_VER
#define _CRT_SECURE_NO_WARNINGS
#endif
#include <minizinc/solvers/MIP/MIP_osicbc_wrap.hh>
#include <minizinc/utils.hh>
#include <cmath>
#include <cstdio>
#include <cstring>
#include <fstream>
#include <iomanip>
#include <iostream>
#include <sstream>
#include <stdexcept>
#include <string>
#include <coin/CbcConfig.h>
#include <coin/CbcEventHandler.hpp>
#include <coin/CbcSolver.hpp>
#include <coin/CglCutGenerator.hpp>
#include <coin/CglPreProcess.hpp>
#include <coin/ClpConfig.h>
#include <coin/CoinSignal.hpp>
using namespace std;
#define WANT_SOLUTION
string MIPosicbcWrapper::getDescription(FactoryOptions& factoryOpt,
MiniZinc::SolverInstanceBase::Options* /*opt*/) {
string v = "MIP wrapper for COIN-BC ";
v += CBC_VERSION; // E.g., 2.9 stable or 2.9.7 latest release
v += ", using CLP ";
v += CLP_VERSION;
v += " Compiled " __DATE__ " " __TIME__;
return v;
}
string MIPosicbcWrapper::getVersion(FactoryOptions& factoryOpt,
MiniZinc::SolverInstanceBase::Options* /*opt*/) {
return string(CBC_VERSION) + "/" + string(CLP_VERSION);
}
string MIPosicbcWrapper::getId() { return "coin-bc"; }
string MIPosicbcWrapper::getName() { return "COIN-BC"; }
vector<string> MIPosicbcWrapper::getTags() {
return {"mip", "float", "api", "osicbc", "coinbc", "cbc"};
}
vector<string> MIPosicbcWrapper::getStdFlags() { return {"-i", "-p", "-s", "-v"}; }
void MIPosicbcWrapper::Options::printHelp(ostream& os) {
os << "COIN-BC MIP wrapper options:"
<< std::endl
// -s print statistics
// << " --readParam <file> read OSICBC parameters from file
// << "--writeParam <file> write OSICBC parameters to file
// << "--tuneParam instruct OSICBC to tune parameters instead of solving
<< " --cbcArgs, --cbcFlags, --cbc-flags, --backend-flags \"args\"\n"
" command-line args passed to callCbc, e.g., \"-cuts off -preprocess off -passc 1\"."
<< std::endl
<< " --cbcArg, --cbcFlag, --cbc-flag, --backend-flag \"args\"\n"
" same as above but with a single flag."
<< std::endl
// \"-preprocess off\" recommended in 2.9.6
<< " --writeModel <file>" << endl
<< " write model to <file> (.mps)" << std::endl
<< " -i\n print intermediate solutions for optimization problems\n"
" (not from FeasPump. Can be slow.)"
<< std::endl
<< " -p <N>, --parallel <N>\n use N threads, default: 1. CBC should be configured with "
"--enable-cbc-parallel"
<< std::endl
// << "--nomippresolve disable MIP presolving NOT IMPL" << std::endl
<< " --solver-time-limit <N>\n stop search after N milliseconds"
<< std::endl
// << "--workmem <N> maximal amount of RAM used, MB" << std::endl
// << "--readParam <file> read OSICBC parameters from file" << std::endl
// << "--writeParam <file> write OSICBC parameters to file" << std::endl
// << "--tuneParam instruct OSICBC to tune parameters instead of solving NOT IMPL"
<< " --absGap <n>\n absolute gap |primal-dual| to stop" << std::endl
<< " --relGap <n>\n relative gap |primal-dual|/<solver-dep> to stop. Default 1e-8, set <0 "
"to use backend's default"
<< std::endl
<< " --intTol <n>\n integrality tolerance for a variable. Default 1e-8"
<< std::endl
// << "--objDiff <n> objective function discretization. Default 1.0" << std::endl
<< std::endl;
}
bool MIPosicbcWrapper::Options::processOption(int& i, std::vector<std::string>& argv,
const std::string& workingDir) {
MiniZinc::CLOParser cop(i, argv);
std::string buffer;
if (cop.get("-i")) {
flagIntermediate = true;
} else if (string(argv[i]) == "-f") { // NOLINT: Allow repeated empty if
// std::cerr << " Flag -f: ignoring fixed strategy anyway." << std::endl;
} else if (cop.get("--writeModel", &buffer)) {
sExportModel = MiniZinc::FileUtils::file_path(buffer, workingDir);
} else if (cop.get("-p --parallel", &nThreads)) {
// Parsed by referenced
} else if (cop.get("--solver-time-limit", &nTimeout)) { // NOLINT: Allow repeated empty if
// Parsed by referenced
} else if (cop.get("--workmem", &nWorkMemLimit)) { // NOLINT: Allow repeated empty if
// Parsed by referenced
} else if (cop.get("--readParam", &sReadParams)) { // NOLINT: Allow repeated empty if
// Parsed by referenced
} else if (cop.get("--writeParam", &sWriteParams)) { // NOLINT: Allow repeated empty if
// Parsed by referenced
} else if (cop.get("--cbcArgs --cbcFlags --cbc-flags --solver-flags --backend-flags", &buffer)) {
auto cmdLine = MiniZinc::FileUtils::parse_cmd_line(buffer);
for (auto& s : cmdLine) {
cbcCmdOptions.push_back(s);
}
} else if (cop.get("--cbcArg --cbcFlag --cbc-flag --solver-flag --backend-flag", &buffer)) {
cbcCmdOptions.push_back(buffer);
} else if (cop.get("--absGap", &absGap)) { // NOLINT: Allow repeated empty if
// Parsed by referenced
} else if (cop.get("--relGap", &relGap)) { // NOLINT: Allow repeated empty if
// Parsed by referenced
} else if (cop.get("--intTol", &intTol)) { // NOLINT: Allow repeated empty if
// Parsed by referenced
// } else if ( cop.get( "--objDiff", &objDiff ) ) {
} else {
return false;
}
return true;
}
namespace {
void remove_chars(std::string& s, const std::string& cs) {
for (char c : cs) {
auto i = s.find(c);
while (i != std::string::npos) {
s.erase(i, 1);
i = s.find(c);
}
}
}
} // namespace
std::vector<MiniZinc::SolverConfig::ExtraFlag> MIPosicbcWrapper::getExtraFlags(
FactoryOptions& factoryOpt) {
OsiClpSolverInterface osi;
CbcModel model(osi);
CbcSolverUsefulData info;
CbcMain0(model, info);
std::vector<MiniZinc::SolverConfig::ExtraFlag> res;
res.reserve(info.parameters_.size());
for (auto param : info.parameters_) {
auto name = param.name();
if (name == "?" || name == "???" || name == "allCommands" || name == "moreSpecialOptions" ||
name == "moreTune" || name == "mipOptions" || name == "moreMipOptions" ||
name == "more2MipOptions") {
continue;
}
// strip braces from name
remove_chars(name, "()");
auto desc = param.shortHelp();
auto t = param.type();
MiniZinc::SolverConfig::ExtraFlag::FlagType param_type;
std::vector<std::string> param_range;
std::string param_default;
if (t <= 100) {
param_type = MiniZinc::SolverConfig::ExtraFlag::FlagType::T_FLOAT;
param_range.push_back(std::to_string(param.lowerDoubleValue()));
param_range.push_back(std::to_string(param.upperDoubleValue()));
param_default = std::to_string(param.doubleParameter(model));
} else if (t <= 200) {
param_type = MiniZinc::SolverConfig::ExtraFlag::FlagType::T_INT;
param_range.push_back(std::to_string(param.lowerIntValue()));
param_range.push_back(std::to_string(param.upperIntValue()));
param_default = std::to_string(param.intParameter(model));
} else if (t <= 400) {
auto allowed = param.definedKeywords();
if (allowed.size() == 2 && (allowed[0] == "on" && allowed[1] == "off" ||
allowed[0] == "off" && allowed[1] == "on")) {
param_type = MiniZinc::SolverConfig::ExtraFlag::FlagType::T_BOOL;
} else {
param_type = MiniZinc::SolverConfig::ExtraFlag::FlagType::T_STRING;
}
for (auto v : allowed) {
remove_chars(v, "!?");
param_range.push_back(v);
}
param_default = param.currentOption();
remove_chars(param_default, "!?");
} else {
// action, not parameter, so skip
continue;
}
res.emplace_back("--cbc-" + name, desc, param_type, param_range, param_default);
}
return res;
}
void MIPosicbcWrapper::wrapAssert(bool cond, const string& msg, bool fTerm) {
if (!cond) {
// strcpy(_osicbcBuffer, "[NO ERROR STRING GIVEN]");
// CBCgeterrorstring (env, status, _osicbcBuffer);
string msgAll = (" MIPosicbcWrapper runtime error: " + msg + " " + _osicbcBuffer);
cerr << msgAll << endl;
if (fTerm) {
cerr << "TERMINATING." << endl;
throw runtime_error(msgAll);
}
}
}
void MIPosicbcWrapper::doAddVars(size_t n, double* obj, double* lb, double* ub,
MIPWrapper::VarType* vt, string* names) {
/// Convert var types:
// vector<char> ctype(n);
// vector<char*> pcNames(n);
CoinPackedVector cpv;
vector<CoinPackedVectorBase*> pCpv(n, &cpv);
_osi.addCols(n, pCpv.data(), lb, ub, obj); // setting integer & names later
// status = CBCnewcols (env, lp, n, obj, lb, ub, &ctype[0], &pcNames[0]);
// wrapAssert( !status, "Failed to declare variables." );
}
void MIPosicbcWrapper::addRow(int nnz, int* rmatind, double* rmatval, MIPWrapper::LinConType sense,
double rhs, int mask, const string& rowName) {
/// Convert var types:
double rlb = rhs;
double rub = rhs;
switch (sense) {
case LQ:
rlb = -_osi.getInfinity();
break;
case EQ:
break;
case GQ:
rub = _osi.getInfinity();
break;
default:
throw runtime_error(" MIPWrapper: unknown constraint type");
}
// ignoring mask for now. TODO
// 1-by-1 too slow:
// try {
// CoinPackedVector cpv(nnz, rmatind, rmatval);
// _osi.addRow(cpv, rlb, rub);
// } catch (const CoinError& err) {
// cerr << " COIN-OR Error: " << err.message() << endl;
// throw runtime_error(err.message());
// }
/// Segfault:
// rowStarts.push_back(columns.size());
// columns.insert(columns.end(), rmatind, rmatind + nnz);
// element.insert(element.end(), rmatval, rmatval + nnz);
_rows.emplace_back(nnz, rmatind, rmatval);
_rowlb.push_back(rlb);
_rowub.push_back(rub);
}
bool MIPosicbcWrapper::addWarmStart(const std::vector<VarId>& vars,
const std::vector<double>& vals) {
assert(vars.size() == vals.size());
static_assert(sizeof(VarId) == sizeof(int), "VarId should be (u)int currently");
for (int i = 0; i < vars.size(); ++i) {
_warmstart[vars[i]] = vals[i];
}
return true;
}
/// SolutionCallback ------------------------------------------------------------------------
/// OSICBC ensures thread-safety?? TODO
/// Event handling copied from examples/interrupt.cpp, Cbc 2.9.8 rev 2272
/************************************************************************
This main program shows how to take advantage of the standalone cbc in your program,
while still making major modifications.
This is very like driver4 but allows interrupts in clp for faster stopping
It would be up to user to clean up output as stopping in Clp seems to
give correct results but can think it is stopping in an odd way.
To make cleaner would need more events defined (in Cbc AND Clp)
First it reads in an integer model from an mps file
Then it initializes the integer model with cbc defaults
Then it calls CbcMain1 passing all parameters apart from first but with callBack to modify stuff
Finally it prints solution
************************************************************************/
/* Meaning of whereFrom:
1 after initial solve by dualsimplex etc
2 after preprocessing
3 just before branchAndBound (so user can override)
4 just after branchAndBound (before postprocessing)
5 after postprocessing
*/
/* Meaning of model status is as normal
status
-1 before branchAndBound
0 finished - check isProvenOptimal or isProvenInfeasible to see if solution found
(or check value of best solution)
1 stopped - on maxnodes, maxsols, maxtime
2 difficulties so run was abandoned
(5 event user programmed event occurred)
cbc secondary status of problem
-1 unset (status_ will also be -1)
0 search completed with solution
1 linear relaxation not feasible (or worse than cutoff)
2 stopped on gap
3 stopped on nodes
4 stopped on time
5 stopped on user event
6 stopped on solutions
7 linear relaxation unbounded
but initially check if status is 0 and secondary status is 1 -> infeasible
or you can check solver status.
*/
/* Return non-zero to return quickly */
// static int callBack(CbcModel * model, int whereFrom)
//{
// int returnCode=0;
// switch (whereFrom) {
// case 1:
// case 2:
// if (!model->status()&&model->secondaryStatus())
// returnCode=1;
// break;
// case 3:
// {
// //CbcCompareUser compare;
// //model->setNodeComparison(compare);
// }
// break;
// case 4:
// // If not good enough could skip postprocessing
// break;
// case 5:
// break;
// default:
// abort();
// }
// return returnCode;
//}
static int cancelAsap = 0;
/*
0 - not yet in Cbc
1 - in Cbc with new signal handler
2 - ending Cbc
*/
static int statusOfCbc = 0;
static CoinSighandler_t saveSignal = static_cast<CoinSighandler_t>(nullptr);
extern "C" {
static void
#if defined(_MSC_VER)
__cdecl
#endif // _MSC_VER
signal_handler(int /*whichSignal*/) {
cancelAsap = 3;
}
}
/** This is so user can trap events and do useful stuff.
CbcModel model_ is available as well as anything else you care
to pass in
*/
struct EventUserInfo {
MIPWrapper::CBUserInfo* pCbui = nullptr;
CglPreProcess* pPP = nullptr;
};
extern CglPreProcess* cbcPreProcessPointer;
class MyEventHandler3 : public CbcEventHandler {
public:
/**@name Overrides */
//@{
CbcAction event(CbcEvent whichEvent) override;
//@}
/**@name Constructors, destructor etc*/
//@{
/** Default constructor. */
MyEventHandler3(EventUserInfo& u_);
/// Constructor with pointer to model (redundant as setEventHandler does)
MyEventHandler3(CbcModel* model, EventUserInfo& u_);
/** Destructor */
~MyEventHandler3() override;
/** The copy constructor. */
MyEventHandler3(const MyEventHandler3& rhs);
/// Assignment
MyEventHandler3& operator=(const MyEventHandler3& rhs);
/// Clone
CbcEventHandler* clone() const override;
//@}
protected:
// data goes here
EventUserInfo _ui;
double _bestSolutionValue = DBL_MAX; // always min
};
//-------------------------------------------------------------------
// Default Constructor
//-------------------------------------------------------------------
MyEventHandler3::MyEventHandler3(EventUserInfo& u_) : _ui(u_) { assert(0); }
//-------------------------------------------------------------------
// Copy constructor
//-------------------------------------------------------------------
MyEventHandler3::MyEventHandler3(const MyEventHandler3& rhs) : CbcEventHandler(rhs), _ui(rhs._ui) {}
// Constructor with pointer to model
MyEventHandler3::MyEventHandler3(CbcModel* model, EventUserInfo& u_)
: CbcEventHandler(model), _ui(u_) {}
//-------------------------------------------------------------------
// Destructor
//-------------------------------------------------------------------
MyEventHandler3::~MyEventHandler3() {}
//----------------------------------------------------------------
// Assignment operator
//-------------------------------------------------------------------
MyEventHandler3& MyEventHandler3::operator=(const MyEventHandler3& rhs) {
if (this != &rhs) {
CbcEventHandler::operator=(rhs);
}
_ui = rhs._ui;
return *this;
}
//-------------------------------------------------------------------
// Clone
//-------------------------------------------------------------------
CbcEventHandler* MyEventHandler3::clone() const { return new MyEventHandler3(*this); }
CbcEventHandler::CbcAction MyEventHandler3::event(CbcEvent whichEvent) {
if (statusOfCbc == 0) {
// override signal handler
// register signal handler
saveSignal = signal(SIGINT, signal_handler);
statusOfCbc = 1;
}
if ((cancelAsap & 2) != 0) {
// printf("Cbc got cancel\n");
// switch off Clp cancel
cancelAsap &= 2;
return stop;
}
// If in sub tree carry on
if (model_->parentModel() == nullptr) {
if (whichEvent == endSearch && statusOfCbc == 1) {
// switch off cancel
cancelAsap = 0;
// restore signal handler
signal(SIGINT, saveSignal);
statusOfCbc = 2;
}
if (whichEvent == solution || whichEvent == heuristicSolution) {
// John Forrest 27.2.16:
// check not duplicate
if (model_->getObjValue() < _bestSolutionValue) {
_bestSolutionValue = model_->getObjValue();
// If preprocessing was done solution will be to processed model
// int numberColumns = model_->getNumCols();
const double* bestSolution = model_->bestSolution();
assert(bestSolution);
// printf("value of solution is %g\n",model_->getObjValue());
// Trying to obtain solution for the original model:
assert(model_ && model_->solver());
// double objOffset=0;
// model_->solver()->getDblParam(OsiObjOffset, objOffset);
double objVal =
(model_->getObjValue()); //- objOffset); John Forrest suggested to remove, 17.11.17
double bestBnd = (model_->getBestPossibleObjValue()); //- objOffset);
if (nullptr != cbcPreProcessPointer) {
if (OsiSolverInterface* cbcPreOrig = cbcPreProcessPointer->originalModel()) {
objVal *= cbcPreOrig->getObjSense();
bestBnd *= cbcPreOrig->getObjSense();
}
} else {
objVal *= model_->getObjSense();
bestBnd *= model_->getObjSense();
}
OsiSolverInterface* origModel = nullptr;
if (nullptr != cbcPreProcessPointer && nullptr != model_->continuousSolver()) {
OsiSolverInterface* solver = (model_->continuousSolver()->clone());
// ? model_->continuousSolver()->clone()
// : model_->continuousSolver()->clone();
int numberColumns = solver->getNumCols();
for (int i = 0; i < numberColumns; i++) {
if (solver->isInteger(i)) {
solver->setColLower(i, bestSolution[i]);
solver->setColUpper(i, bestSolution[i]);
}
}
solver->resolve();
cbcPreProcessPointer->postProcess(*solver, 0);
delete solver;
origModel = cbcPreProcessPointer->originalModel();
_ui.pCbui->pOutput->x = origModel->getColSolution();
} else {
origModel = model_->solver();
_ui.pCbui->pOutput->x = bestSolution;
}
if (_ui.pCbui->fVerb) {
cerr << " % OBJ VAL RAW: " << model_->getObjValue() << " OBJ VAL ORIG(?): " << objVal
<< " % BND RAW: " << model_->getBestPossibleObjValue() << " BND ORIG(?): "
<< bestBnd
// << " &prepro: " << cbcPreProcessPointer
// << " &model_._solver(): " << model_->solver()
<< " orig NCols: " << _ui.pCbui->pOutput->nCols
<< " prepro NCols: " << model_->getNumCols();
}
assert(origModel->getNumCols() == _ui.pCbui->pOutput->nCols);
if (_ui.pCbui->fVerb) {
if (_ui.pCbui->pOutput->nObjVarIndex >= 0) {
cerr << " objVAR: " << _ui.pCbui->pOutput->x[_ui.pCbui->pOutput->nObjVarIndex];
}
cerr << endl;
}
_ui.pCbui->pOutput->objVal = objVal;
// origModel->getObjValue();
_ui.pCbui->pOutput->status = MIPWrapper::SAT;
_ui.pCbui->pOutput->statusName = "feasible from a callback";
_ui.pCbui->pOutput->bestBound = bestBnd;
_ui.pCbui->pOutput->dWallTime =
std::chrono::duration<double>(std::chrono::steady_clock::now() -
_ui.pCbui->pOutput->dWallTime0)
.count();
_ui.pCbui->pOutput->dCPUTime = model_->getCurrentSeconds();
_ui.pCbui->pOutput->nNodes = model_->getNodeCount();
_ui.pCbui->pOutput->nOpenNodes = -1; // model_->getNodeCount2();
/// Call the user function:
if (_ui.pCbui->solcbfn != nullptr) {
(*(_ui.pCbui->solcbfn))(*(_ui.pCbui->pOutput), _ui.pCbui->psi);
_ui.pCbui->printed = true;
}
return noAction; // carry on
}
return noAction; // carry on
}
return noAction;
}
return noAction; // carry on
}
/** This is so user can trap events and do useful stuff.
ClpSimplex model_ is available as well as anything else you care
to pass in
*/
class MyEventHandler4 : public ClpEventHandler {
public:
/**@name Overrides */
//@{
int event(Event whichEvent) override;
//@}
/**@name Constructors, destructor etc*/
//@{
/** Default constructor. */
MyEventHandler4();
/// Constructor with pointer to model (redundant as setEventHandler does)
MyEventHandler4(ClpSimplex* model);
/** Destructor */
~MyEventHandler4() override;
/** The copy constructor. */
MyEventHandler4(const MyEventHandler4& rhs);
/// Assignment
MyEventHandler4& operator=(const MyEventHandler4& rhs);
/// Clone
ClpEventHandler* clone() const override;
//@}
protected:
// data goes here
};
//-------------------------------------------------------------------
// Default Constructor
//-------------------------------------------------------------------
MyEventHandler4::MyEventHandler4() {}
//-------------------------------------------------------------------
// Copy constructor
//-------------------------------------------------------------------
MyEventHandler4::MyEventHandler4(const MyEventHandler4& rhs) : ClpEventHandler(rhs) {}
// Constructor with pointer to model
MyEventHandler4::MyEventHandler4(ClpSimplex* model) : ClpEventHandler(model) {}
//-------------------------------------------------------------------
// Destructor
//-------------------------------------------------------------------
MyEventHandler4::~MyEventHandler4() {}
//----------------------------------------------------------------
// Assignment operator
//-------------------------------------------------------------------
MyEventHandler4& MyEventHandler4::operator=(const MyEventHandler4& rhs) {
if (this != &rhs) {
ClpEventHandler::operator=(rhs);
}
return *this;
}
//-------------------------------------------------------------------
// Clone
//-------------------------------------------------------------------
ClpEventHandler* MyEventHandler4::clone() const { return new MyEventHandler4(*this); }
int MyEventHandler4::event(Event whichEvent) {
if ((cancelAsap & 1) != 0) {
// printf("Clp got cancel\n");
return 5;
}
return -1;
}
// end SolutionCallback ---------------------------------------------------------------------
MIPosicbcWrapper::Status MIPosicbcWrapper::convertStatus(CbcModel* pModel) {
Status s = Status::UNKNOWN;
/* Converting the status. */
if (pModel->isProvenOptimal()) {
s = Status::OPT;
output.statusName = "Optimal";
// wrapAssert(_osi., "Optimality reported but pool empty?", false);
} else if (pModel->isProvenInfeasible()) {
s = Status::UNSAT;
output.statusName = "Infeasible";
} else if (pModel->isProvenDualInfeasible()) {
s = Status::UNBND;
output.statusName = "Dual infeasible";
// s = Status::UNSATorUNBND;
} else if // wrong: (pModel->getColSolution())
(fabs(pModel->getObjValue()) < 1e50) {
s = Status::SAT;
output.statusName = "Feasible";
} else if (pModel->isAbandoned()) { // AFTER feas-ty
s = Status::__ERROR;
output.statusName = "Abandoned";
} else {
s = Status::UNKNOWN;
output.statusName = "Unknown";
}
return s;
}
MIPosicbcWrapper::Status MIPosicbcWrapper::convertStatus() {
Status s = Status::UNKNOWN;
/* Converting the status. */
if (_osi.isProvenOptimal()) {
s = Status::OPT;
output.statusName = "Optimal";
// wrapAssert(_osi., "Optimality reported but pool empty?", false);
} else if (_osi.isProvenPrimalInfeasible()) {
s = Status::UNSAT;
output.statusName = "Infeasible";
} else if (_osi.isProvenDualInfeasible()) {
s = Status::UNBND;
output.statusName = "Dual infeasible";
// s = Status::UNSATorUNBND;
} else if (_osi.isAbandoned()) {
s = Status::__ERROR;
output.statusName = "Abandoned";
} else if // wrong: (pModel->getColSolution())
(fabs(_osi.getObjValue()) < _osi.getInfinity()) {
s = Status::SAT;
output.statusName = "Feasible";
cout << " getSolverObjValue(as minim) == " << _osi.getObjValue() << endl;
} else {
s = Status::UNKNOWN;
output.statusName = "Unknown";
}
return s;
}
void MIPosicbcWrapper::solve() { // Move into ancestor?
try {
/// Not using CoinPackedMatrix any more, so need to add all constraints at once:
/// But this gives segf:
// _osi.addRows(rowStarts.size(), rowStarts.data(),
// columns.data(), element.data(), rowlb.data(), rowub.data());
/// So:
MIPWrapper::addPhase1Vars(); // only now
if (fVerbose) {
cerr << " MIPosicbcWrapper: adding constraints physically..." << flush;
}
vector<CoinPackedVectorBase*> pRows(_rowlb.size());
for (int i = 0; i < _rowlb.size(); ++i) {
pRows[i] = &_rows[i];
}
_osi.addRows(_rowlb.size(), pRows.data(), _rowlb.data(), _rowub.data());
// rowStarts.clear();
// columns.clear();
// element.clear();
pRows.clear();
_rows.clear();
_rowlb.clear();
_rowub.clear();
if (fVerbose) {
cerr << " done." << endl;
}
/////////////// Last-minute solver options //////////////////
// osi->loadProblem(*matrix,
{
std::vector<VarId> integer_vars;
for (unsigned int i = 0; i < colObj.size(); i++) {
if (REAL != colTypes[i]
// && is_used[i]
) {
integer_vars.push_back(i);
}
}
_osi.setInteger(integer_vars.data(), integer_vars.size());
}
if (!_options->sExportModel.empty()) {
// Not implemented for OsiClp:
// _osi.setColNames(colNames, 0, colObj.size(), 0);
vector<const char*> colN(colObj.size());
for (int j = 0; j < colNames.size(); ++j) {
colN[j] = colNames[j].c_str();
}
_osi.writeMpsNative(_options->sExportModel.c_str(), nullptr, colN.data());
}
// Tell solver to return fast if presolve or initial solve infeasible
_osi.getModelPtr()->setMoreSpecialOptions(3);
// allow Clp to handle interrupts
MyEventHandler4 clpEventHandler;
_osi.getModelPtr()->passInEventHandler(&clpEventHandler);
/* switch on/off output to the screen */
class NullCoinMessageHandler : public CoinMessageHandler {
int print() override { return 0; }
void checkSeverity() override {}
} nullHandler;
// CbcSolver control(osi);
// // initialize ???????
// control.fillValuesInSolver();
// CbcModel * pModel = control.model();
if (fVerbose) {
cerr << " Model creation..." << endl;
}
// #define __USE_CbcSolver__ -- not linked rev2274
/// FOR WARMSTART
for (const auto& vv : _warmstart) {
_osi.setColName(vv.first, colNames[vv.first]);
}
#ifdef __USE_CbcSolver__
CbcSolver control(osi);
// initialize
control.fillValuesInSolver();
CbcModel& model = *control.model();
#else
CbcModel model(_osi);
#endif
// CbcSolver control(osi);
// control.solve();
if (_options->absGap >= 0.0) {
model.setAllowableGap(_options->absGap);
}
if (_options->relGap >= 0.0) {
model.setAllowableFractionGap(_options->relGap);
}
if (_options->intTol >= 0.0) {
model.setIntegerTolerance(_options->intTol);
}
// model.setCutoffIncrement( objDiff );
/// WARMSTART
{
std::vector<std::pair<std::string, double> > mipstart;
for (const auto& vv : _warmstart) {
mipstart.emplace_back(colNames[vv.first], vv.second);
}
_warmstart.clear();
model.setMIPStart(mipstart);
}
CoinMessageHandler msgStderr(stderr);
class StderrCoinMessageHandler : public CoinMessageHandler {
int print() override {
cerr << messageBuffer_ << endl;
return 0;
}
void checkSeverity() override {}
} stderrHandler;
if (fVerbose) {
// _osi.messageHandler()->setLogLevel(1);
// _osi.getModelPtr()->setLogLevel(1);
// _osi.getRealSolverPtr()->messageHandler()->setLogLevel(0);
// DOES NOT WORK: TODO
// model.passInMessageHandler( &stderrHandler );
msgStderr.setLogLevel(0, 1);
model.passInMessageHandler(&msgStderr);
// model.setLogLevel(1);
// model.solver()->messageHandler()->setLogLevel(0);
} else {
model.passInMessageHandler(&nullHandler);
model.messageHandler()->setLogLevel(0);
model.setLogLevel(0);
model.solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
// _osi.passInMessageHandler(&nullHandler);
// _osi.messageHandler()->setLogLevel(0);
// _osi.setHintParam(OsiDoReducePrint, true, OsiHintTry);
}
if (_options->nTimeout != 0) {
// _osi.setMaximumSeconds(nTimeout);
model.setMaximumSeconds(static_cast<double>(_options->nTimeout) / 1000.0);
}
/// TODO
// if(all_solutions && obj.getImpl()) {
// IloNum lastObjVal = (obj.getSense() == IloObjective::Minimize ) ?
// _iloosicbc->use(SolutionCallback(_iloenv, lastObjVal, *this));
// Turn off OSICBC logging
/// Solution callback
output.nCols = colObj.size();
// x.resize(output.nCols);
// output.x = &x[0];
if (_options->flagIntermediate && (cbui.solcbfn != nullptr)) {
// Event handler. Should be after CbcMain0()?
EventUserInfo ui;
ui.pCbui = &cbui;
// ui.pPP = 0;
MyEventHandler3 eventHandler(&model, ui);
model.passInEventHandler(&eventHandler);
}
/// Cuts needed
if (cbui.cutcbfn != nullptr) {
/// This class is passed to CBC to organize cut callbacks
/// We need original solutions here (combinatorial cuts)
class CutCallback : public CglCutGenerator {
MIPWrapper::CBUserInfo& _cbui;
public:
CutCallback(MIPWrapper::CBUserInfo& ui) : _cbui(ui) {}
CglCutGenerator* clone() const override { return new CutCallback(_cbui); }
/// Make sure this overrides but we might need to compile this with old CBC as well
static bool needsOriginalModel() /*override*/ { return true; }
void generateCuts(const OsiSolverInterface& si, OsiCuts& cs,
const CglTreeInfo info = CglTreeInfo()) override {
_cbui.pOutput->nCols = si.getNumCols();
MZN_ASSERT_HARD_MSG(
_cbui.pOutput->nCols == ((MIPWrapper*)(_cbui.wrapper))->colNames.size(),
"CBC cut callback: current model is different? Ncols="
<< _cbui.pOutput->nCols << ", originally "
<< ((MIPWrapper*)(_cbui.wrapper))->colNames.size()
<< ". If you have an old version of CBC, to use combinatorial cuts"
" run with --cbcArgs '-preprocess off'");
_cbui.pOutput->x = si.getColSolution(); // change the pointer?
MIPWrapper::CutInput cuts;
_cbui.cutcbfn(*_cbui.pOutput, cuts, _cbui.psi,
(info.options & 128) != 0); // options&128: integer candidate
for (const auto& cut : cuts) { // Convert cut sense
OsiRowCut rc;
switch (cut.sense) {
case LQ:
rc.setUb(cut.rhs);
break;
case GQ:
rc.setLb(cut.rhs);
break;
default:
assert(EQ == cut.sense);
rc.setLb(cut.rhs);
rc.setUb(cut.rhs);
}
rc.setRow(cut.rmatind.size(), cut.rmatind.data(), cut.rmatval.data());
cs.insertIfNotDuplicate(rc);
}
}
};
CutCallback ccb(cbui);
model.addCutGenerator(&ccb, 10, "MZN_cuts", true, true); // also at solution
}
// Process extra flags options
for (const auto& it : _options->extraParams) {
_options->cbcCmdOptions.push_back(it.first.substr(5));
_options->cbcCmdOptions.push_back(it.second);
}
if (1 < _options->nThreads) {
_options->cbcCmdOptions.emplace_back("-threads");
ostringstream oss;
oss << _options->nThreads;
_options->cbcCmdOptions.push_back(oss.str());
}
_options->cbcCmdOptions.emplace_back("-solve");
_options->cbcCmdOptions.emplace_back("-quit");
auto cbc_argc = _options->cbcCmdOptions.size() + 1;
std::vector<const char*> cbc_argv;
cbc_argv.reserve(cbc_argc);
cbc_argv.push_back("cbc");
for (const auto& arg : _options->cbcCmdOptions) {
cbc_argv.push_back(arg.c_str());
}
cbui.pOutput->dWallTime0 = output.dWallTime0 = std::chrono::steady_clock::now();
output.dCPUTime = clock();
/* OLD: Optimize the problem and obtain solution. */
// model.branchAndBound();
// _osi.branchAndBound();
/// TAKEN FORM DRIVER3.CPP, seems to use most features:
// CbcMain0(model);
// CbcCbcParamUtils::setCbcModelDefaults(model) ;
// const char * argv2[]={"mzn-cbc","-solve","-quit"};
// CbcMain1(3,argv2,model);
#ifdef __USE_CbcSolver__
if (fVerbose)
cerr << " Calling control.solve() with options '" << options->cbcCmdOptions << "'..."
<< endl;
control.solve(options->cbcCmdOptions.c_str(), 1);
#else
#define __USE_callCbc1__
#ifdef __USE_callCbc1__
if (fVerbose) {
cerr << " Calling CbcMain with command 'cbc";
for (const auto& arg : _options->cbcCmdOptions) {
cerr << " " << arg;
}
cerr << "'..." << endl;
}
CbcMain(cbc_argc, &cbc_argv[0], model);
// callCbc(_options->cbcCmdOptions, model);
// callCbc1(cbcCmdOptions, model, callBack);
// What is callBack() for? TODO
#else
CbcMain0(model);
// should be here?
// // Event handler
// EventUserInfo ui;
// MyEventHandler3 eventHandler( &model, ui );
// model.passInEventHandler(&eventHandler);
/* Now go into code for standalone solver
Could copy arguments and add -quit at end to be safe
but this will do
*/
vector<string> argvS;
MiniZinc::split(cbcCmdOptions, argvS);
vector<const char*> argv;
MiniZinc::vec_string2vec_pchar(argvS, argv);
if (fVerbose) cerr << " Calling CbcMain1 with options '" << cbcCmdOptions << "'..." << endl;
CbcMain1(argv.size(), argv.data(), model, callBack);
#endif
#endif
output.dWallTime =
std::chrono::duration<double>(std::chrono::steady_clock::now() - output.dWallTime0).count();
output.dCPUTime = (clock() - output.dCPUTime) / CLOCKS_PER_SEC;
output.status = convertStatus(&model);
// output.status = convertStatus();
/// Continuing to fill the output object:
if (Status::OPT == output.status || Status::SAT == output.status) {
output.objVal = model.getObjValue();
// output.objVal = _osi.getObjValue();
/* The size of the problem should be obtained by asking OSICBC what
the actual size is, rather than using what was passed to CBCcopylp.
cur_numrows and cur_numcols store the current number of rows and
columns, respectively. */ // ?????????????? TODO
int cur_numcols = model.getNumCols();
// int cur_numcols = _osi.getNumCols ();
assert(cur_numcols == colObj.size());
wrapAssert(model.getColSolution() != nullptr, "Failed to get variable values.");
_x.assign(model.getColSolution(), model.getColSolution() + cur_numcols); // ColSolution();
output.x = _x.data();
// output.x = _osi.getColSolution();
if ((cbui.solcbfn != nullptr) && (!_options->flagIntermediate || !cbui.printed)) {
cbui.solcbfn(output, cbui.psi);
}
}
output.bestBound = model.getBestPossibleObjValue();
// output.bestBound = -1;
output.nNodes = model.getNodeCount();
// output.nNodes = _osi.getNodeCount();
output.nOpenNodes = -1;
} catch (CoinError& err) {
err.print(true);
}
}
void MIPosicbcWrapper::setObjSense(int s) { _osi.setObjSense(-s); }
/*
try the following for example:
CbcMain0(model);
const char * argv2[]={"driver4","-cuts","off" ,"-preprocess","off","-passc","1","-solve","-quit"};
CbcMain1(9,argv2,model);
you can add any feature you want to argv2 ...
if you want to add cuts yourself, or heuristics, do the following:
OsiSolverInterface *solver2 = osi;
CglPreProcess *process = new CglPreProcess;
solver2 = process->preProcess(*solver,false,2);
CbcModel model1(*solver2);
model1.initialSolve();
//==============================================
CglProbing generator1;
generator1.setUsingObjective(true);
generator1.setMaxPass(1);
generator1.setMaxPassRoot(5);
generator1.setMaxProbe(10);
generator1.setMaxProbeRoot(1000);
generator1.setMaxLook(50);
generator1.setMaxLookRoot(500);
generator1.setMaxElements(200);
generator1.setRowCuts(3);
CglGomory generator2;
generator2.setLimit(300);
CglKnapsackCover generator3;
CglRedSplit generator4;
generator4.setLimit(200);
CglClique generator5;
generator5.setStarCliqueReport(false);
generator5.setRowCliqueReport(false);
CglMixedIntegerRounding2 mixedGen;
CglFlowCover flowGen;
CglGMI cut1;
CglMixedIntegerRounding2 cut2;
CglOddHole cut3;
CglSimpleRounding cut4;
CglResidualCapacity cut5;
CglTwomir cut6;
CglZeroHalf cut7;
model1.addCutGenerator(&generator1,-1,"Probing");
model1.addCutGenerator(&generator2,-1,"Gomory");
model1.addCutGenerator(&generator3,-1,"Knapsack");
model1.addCutGenerator(&generator4,-1,"RedSplit");
model1.addCutGenerator(&generator5,-1,"Clique");
model1.addCutGenerator(&flowGen,-1,"FlowCover");
model1.addCutGenerator(&mixedGen,-1,"MixedIntegerRounding");
model1.addCutGenerator(&cut1,-1,"GMI");
model1.addCutGenerator(&cut2,-1,"MixedIntegerRounding2");
model1.addCutGenerator(&cut3,-1,"OddHole");
model1.addCutGenerator(&cut4,-1,"SimpleRounding");
model1.addCutGenerator(&cut5,-1,"ResidualCapacity");
model1.addCutGenerator(&cut6,-1,"Twomir");
model1.addCutGenerator(&cut7,-1,"ZeroHalf");
CbcRounding heuristic1(model1);
CbcHeuristicLocal heuristic2(model1);
model1.addHeuristic(&heuristic1);
model1.addHeuristic(&heuristic2);
model1.setMaximumCutPassesAtRoot(50);
model1.setMaximumCutPasses(1000);
model1.branchAndBound();
OsiSolverInterface * solver3;
process->postProcess(*model1.solver());
solver3 = solver;
or, use the default strategy:
CbcStrategyDefault strategy(5);
model1.setStrategy(strategy);
On Sun, Oct 11, 2015 at 8:38 PM, Gleb Belov <gleb.belov@monash.edu> wrote:
Hi,
I am trying to call Cbc 2.9.6 from my program. When using the tutorial-style approach
OsiClpSolverInterface osi;
osi.add .......
CbcModel model(osi);
model.branchAndBound();
there seem to be no cuts and other stuff applied. When using the method from the examples,
CbcMain0(model);
const char * argv2[]={"driver4","-solve","-quit"};
CbcMain1(3,argv2,model);
there are cuts applied, but obviously different (less aggressive) to the standalone Cbc
executable. I also tried CbcSolver class but its method solve() is not found by the linker. So what
is the 'standard' way of using the 'default' add-ons?
Moreover. The attached example crashes both in the standalone Cbc and in the CbcCmain0/1 variant
after a few minutes.
Thanks
_______________________________________________
Cbc mailing list
Cbc@list.coin-or.org
http://list.coin-or.org/mailman/listinfo/cbc
Hi, what is currently good way to have a solution callback in Cbc? the
interrupt example shows 2 ways, don't know which is right.
Moreover, it says that the solution would be given for the preprocessed
model. Is it possible to produce one for the original? Is it possible to
call other functions from inside, such as number of nodes, dual bound?
Thanks
From john.forrest at fastercoin.com Thu Oct 8 10:34:15 2015
From: john.forrest at fastercoin.com (John Forrest)
Date: Thu, 8 Oct 2015 15:34:15 +0100
Subject: [Cbc] Solution callbacks
In-Reply-To: <5615F778.9020601@monash.edu>
References: <5615F778.9020601@monash.edu>
Message-ID: <56167EE7.6000607@fastercoin.com>
Gleb,
On 08/10/15 05:56, Gleb Belov wrote:
> Hi, what is currently good way to have a solution callback in Cbc? the
> interrupt example shows 2 ways, don't know which is right.
>
It is the event handling code you would be using.
> Moreover, it says that the solution would be given for the
> preprocessed model. Is it possible to produce one for the original?
At present no. In principle not difficult. First the callback function
would have to be modified to get passed the CglPreProcess object -
easy. Then in event handler you could make a copy of object and
postsolve (you need a copy as postsolve deletes data).
> Is it possible to call other functions from inside, such as number of
> nodes, dual bound?
Yes - you have CbcModel * model_ so things like that are available (or
could easily be made available)
>
> Thanks
>
John Forrest
*/