CglGomory Class Reference

#include <CglGomory.hpp>

Inheritance diagram for CglGomory:

List of all members.

Public Member Functions
Generate Cuts
virtual void	generateCuts (const OsiSolverInterface &si, OsiCuts &cs) const
int	generateCuts (const OsiRowCutDebugger *debugger, OsiCuts &cs, const CoinPackedMatrix &columnCopy, const double *objective, const double *colsol, const double *colLower, const double *colUpper, const double *rowLower, const double *rowUpper, const char *intVar, const CoinWarmStartBasis *warm) const
Change limit on how many variables in cut (default 50)
void	setLimit (int limit)
	Set.
int	getLimit () const
	Get.
Change criterion on which variables to look at. All ones
more than "away" away from integrality will be investigated (default 0.05)
void	setAway (double value)
	Set.
double	getAway () const
	Get.
Constructors and destructors
	CglGomory ()
	Default constructor.
	CglGomory (const CglGomory &)
	Copy constructor.
CglGomory &	operator= (const CglGomory &rhs)
	Assignment operator.
virtual	~CglGomory ()
	Destructor.
Private Attributes
Private member data
double	away_
	Only investigate if more than this away from integrality.
int	limit_
	Limit - only generate if fewer than this in cut.
Friends
void	CglGomoryUnitTest (const OsiSolverInterface *siP, const std::string mpdDir)

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Detailed Description

Gomory Cut Generator Class

Definition at line 12 of file CglGomory.hpp.

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Member Function Documentation

int CglGomory::generateCuts (  const OsiRowCutDebugger *  debugger, OsiCuts &  cs, const CoinPackedMatrix &  columnCopy, const double *  objective, const double *  colsol, const double *  colLower, const double *  colUpper, const double *  rowLower, const double *  rowUpper, const char *  intVar, const CoinWarmStartBasis *  warm )  const

Generates cuts given matrix and solution etc, returns number of cuts generated Definition at line 198 of file CglGomory.cpp. References CoinIndexedVector::add(), away_, CoinIndexedVector::checkClear(), CoinIndexedVector::clear(), CoinIndexedVector::denseVector(), CoinWarmStartBasis::getArtifStatus(), CoinIndexedVector::getIndices(), CoinIndexedVector::getNumElements(), CoinWarmStartBasis::getStructStatus(), limit_, CoinIndexedVector::reserve(), CoinIndexedVector::setNumElements(), and CoinIndexedVector::setVector(). { int numberRows=columnCopy.getNumRows(); int numberColumns=columnCopy.getNumCols(); // Start of code to create a factorization from warm start (A) ==== // check factorization is okay CoinFactorization factorization; // We can either set increasing rows so ...IsBasic gives pivot row // or we can just increment iBasic one by one // for now let ...iBasic give pivot row factorization.increasingRows(2); int status=-100; // probably could use pivotVariables from OsiSimplexModel int * rowIsBasic = new int[numberRows]; int * columnIsBasic = new int[numberColumns]; int i; int numberBasic=0; for (i=0;i<numberRows;i++) { if (warm->getArtifStatus(i) == CoinWarmStartBasis::basic) { rowIsBasic[i]=1; numberBasic++; } else { rowIsBasic[i]=-1; } } for (i=0;i<numberColumns;i++) { if (warm->getStructStatus(i) == CoinWarmStartBasis::basic) { columnIsBasic[i]=1; numberBasic++; } else { columnIsBasic[i]=-1; } } //returns 0 -okay, -1 singular, -2 too many in basis, -99 memory */ while (status<-98) { status=factorization.factorize(columnCopy, rowIsBasic, columnIsBasic); if (status==-99) factorization.areaFactor(factorization.areaFactor() * 2.0); } if (status) { std::cout<<"Bad factorization of basis - status "<<status<<std::endl; return -1; } // End of creation of factorization (A) ==== double bounds[2]={-DBL_MAX,0.0}; int iColumn,iRow; // get row copy of matrix CoinPackedMatrix rowCopy = columnCopy; rowCopy.reverseOrdering(); const int * column = rowCopy.getIndices(); const int * rowStart = rowCopy.getVectorStarts(); const int * rowLength = rowCopy.getVectorLengths(); const double * rowElements = rowCopy.getElements(); const int * row = columnCopy.getIndices(); const int * columnStart = columnCopy.getVectorStarts(); const int * columnLength = columnCopy.getVectorLengths(); const double * columnElements = columnCopy.getElements(); // we need to do book-keeping for variables at ub double tolerance = 1.0e-7; bool * swap= new bool [numberColumns]; for (iColumn=0;iColumn<numberColumns;iColumn++) { if (columnIsBasic[iColumn]<0&& colUpper[iColumn]-colsol[iColumn]<=tolerance) { swap[iColumn]=true; } else { swap[iColumn]=false; } } // get row activities (could use solver but lets do here ) double * rowActivity = new double [numberRows]; CoinFillN(rowActivity,numberRows,0.0); for (iColumn=0;iColumn<numberColumns;iColumn++) { double value = colsol[iColumn]; int k; for (k=columnStart[iColumn];k<columnStart[iColumn]+columnLength[iColumn];k++) { iRow = row[k]; rowActivity[iRow] += columnElements[k]*value; } } /* we need to mark rows: 0) equality 1) slack at lb (activity at ub) 2) slack at ub (activity at lb) and 4 bit is set if slack must be integer */ int * rowType = new int[numberRows]; for (iRow=0;iRow<numberRows;iRow++) { if (rowIsBasic[iRow]<0&&rowUpper[iRow]>rowLower[iRow]+1.0e-7) { int type=0; double rhs=0.0; if (rowActivity[iRow]>=rowUpper[iRow]-1.0e-7) { type=1; rhs=rowUpper[iRow]; } else if (rowActivity[iRow]<=rowLower[iRow]+1.0e-7) { type=2; rhs=rowLower[iRow]; } else { // wrong - but probably large rhs rowType[iRow]=type; #ifdef CGL_DEBUG assert (min(rowUpper[iRow]-rowActivity[iRow], rowActivity[iRow]-rowUpper[iRow])<1.0e-7); abort(); #else continue; #endif } if (above_integer(rhs)<1.0e-10) { // could be integer slack bool allInteger=true; int k; for (k=rowStart[iRow]; k<rowStart[iRow]+rowLength[iRow];k++) { int iColumn=column[k]; if (!intVar[iColumn]||above_integer(rowElements[k])>1.0e-10) { // not integer slacks allInteger=false; break; } } if (allInteger) { type |= 4; } } rowType[iRow]=type; } else { // row is equality or basic rowType[iRow]=0; } } // Start of code to create work arrays for factorization (B) ==== // two vectors for updating (one is work) CoinIndexedVector work; CoinIndexedVector array; // make sure large enough work.reserve(numberRows); array.reserve(numberRows); int * arrayRows = array.getIndices(); double * arrayElements = array.denseVector(); // End of code to create work arrays (B) ==== int numberAdded=0; // we also need somewhere to accumulate cut CoinIndexedVector cutVector; cutVector.reserve(numberColumns+1); int * cutIndex = cutVector.getIndices(); double * cutElement = cutVector.denseVector(); // and for packed form (as not necessarily in order) double * packed = new double[numberColumns+1]; for (iColumn=0;iColumn<numberColumns;iColumn++) { double reducedValue=above_integer(colsol[iColumn]);; // This returns pivot row for columns or -1 if not basic (C) ==== int iBasic=columnIsBasic[iColumn]; double ratio=reducedValue/(1.0-reducedValue); if (iBasic>=0) { // Debug code below computes tableau column of basic ==== int j; #ifdef CGL_DEBUG { // put column into array array.setVector(columnLength[iColumn],row+columnStart[iColumn], columnElements+columnStart[iColumn]); // get column in tableau factorization.updateColumn ( &work, &array ); int nn=0; int numberInArray=array.getNumElements(); for (j=0;j<numberInArray;j++) { int indexValue=arrayRows[j]; double value=arrayElements[indexValue]; if (fabs(value)>1.0e-6) { assert (fabs(value-1.0)<1.0e-7); assert (indexValue==iBasic); nn++; } } assert (nn==1); } #endif if(intVar[iColumn]&&reducedValue<1.0-away_&&reducedValue>away_) { #ifdef CGL_DEBUG cutVector.checkClear(); #endif // get row of tableau double one =1.0; array.setVector(1,&iBasic,&one); int numberNonInteger=0; //Code below computes tableau row ==== // get pi factorization.updateColumnTranspose ( &work, &array ); int numberInArray=array.getNumElements(); // check pivot on iColumn { double value=0.0; int k; // add in row of tableau for (k=columnStart[iColumn]; k<columnStart[iColumn]+columnLength[iColumn];k++) { iRow = row[k]; value += columnElements[k]*arrayElements[iRow]; } // should be 1 #ifdef CGL_DEBUG assert (fabs(value-1.0) < 1.0e-7); #endif } //reducedValue=colsol[iColumn]; // coding from pg 130 of Wolsey // adjustment to rhs double rhs=0.0; int number=0; // columns for (j=0;j<numberColumns;j++) { double value=0.0; if (columnIsBasic[j]<0&& colUpper[j]>colLower[j]+1.0e-8) { int k; // add in row of tableau for (k=columnStart[j];k<columnStart[j]+columnLength[j];k++) { iRow = row[k]; value += columnElements[k]*arrayElements[iRow]; } // value is entry in tableau row end (C) ==== if (fabs(value)<1.0e-16) { // small value continue; } else { #if CGL_DEBUG>1 if (iColumn==314) printf("for basic %d, column %d has alpha %g, colsol %g\n", iColumn,j,value,colsol[j]); #endif // deal with bounds if (swap[j]) { //reducedValue -= value*colUpper[j]; // negate value = - value; } else { //reducedValue -= value*colLower[j]; } #if CGL_DEBUG>1 if (iColumn==348) printf("%d value %g reduced %g int %d rhs %g swap %d\n", j,value,reducedValue,intVar[j],rhs,swap[j]); #endif double coefficient; if (intVar[j]) { // integer coefficient = above_integer(value); if (coefficient > reducedValue) { coefficient = ratio * (1.0-coefficient); } } else { // continuous numberNonInteger++; if (value > 0.0) { coefficient = value; } else { //??? sign wrong in book coefficient = -ratio*value; } } if (swap[j]) { // negate coefficient = - coefficient; rhs += colUpper[j]*coefficient; } else { rhs += colLower[j]*coefficient; } if (fabs(coefficient)>= COIN_INDEXED_TINY_ELEMENT) { cutElement[j] = coefficient; cutIndex[number++]=j; // If too many - break from loop if (number>limit_) break; } } } else { // basic continue; } } cutVector.setNumElements(number); // If too many - just clear vector and skip if (number>limit_) { cutVector.clear(); continue; } //check will be cut //reducedValue=above_integer(reducedValue); rhs += reducedValue; double violation = reducedValue; #ifdef CGL_DEBUG std::cout<<"cut has violation of "<<violation <<" value "<<colsol[iColumn]<<std::endl; #endif // now do slacks part for (j=0;j<numberInArray;j++) { iRow=arrayRows[j]; double value = arrayElements[iRow]; int type=rowType[iRow]; if (type&&fabs(value)>=1.0e-16) { if ((type&1)==0) { // negate to get correct coefficient value = - value; } double coefficient; if ((type&4)!=0) { // integer coefficient = above_integer(value); if (coefficient > reducedValue) { coefficient = ratio * (1.0-coefficient); } } else { numberNonInteger++; // continuous if (value > 0.0) { coefficient = value; } else { coefficient = -ratio*value; } } if ((type&1)!=0) { // slack at ub - treat as +1.0 rhs -= coefficient*rowUpper[iRow]; } else { // negate yet again ? coefficient = - coefficient; rhs -= coefficient*rowLower[iRow]; } int k; for (k=rowStart[iRow]; k<rowStart[iRow]+rowLength[iRow];k++) { int jColumn=column[k]; double value=rowElements[k]; cutVector.add(jColumn,-coefficient*value); } } } //check again and pack down // also change signs // also zero cutElement double sum=0.0; rhs = - rhs; int n = cutVector.getNumElements(); number=0; for (j=0;j<n;j++) { int jColumn =cutIndex[j]; double value=-cutElement[jColumn]; cutElement[jColumn]=0.0; if (fabs(value)>1.0e-13) { sum+=value*colsol[jColumn]; packed[number]=value; cutIndex[number++]=jColumn; } } // say zeroed out cutVector.setNumElements(0); if (sum >rhs+0.9*away_&& fabs((sum-rhs)-violation)<1.0e-6) { //#ifdef CGL_DEBUG #ifdef CGL_DEBUG #if CGL_DEBUG<=1 if (number<=-10) { #endif for (j=0;j<number;j++) { std::cout<<" ["<<cutIndex[j]<<","<<packed[j]<<"]"; } std::cout<<" <= "<<rhs<<std::endl; #if CGL_DEBUG<=1 } #endif #endif if (!numberNonInteger&&number) { #ifdef CGL_DEBUG assert (sizeof(Rational)==sizeof(double)); #endif Rational * cleaned = (Rational *) cutElement; int * xInt = (int *) cutElement; // cut should have an integer slack so try and simplify // add in rhs and put in cutElements (remember to zero later) cutIndex[number]=numberColumns+1; packed[number]=rhs; int numberNonSmall=0; int lcm = 1; for (j=0;j<number+1;j++) { double value=above_integer(fabs(packed[j])); if (fabs(value)<1.0e-4) { // too small continue; } else { numberNonSmall++; } cleaned[j]=nearestRational(value,100000); if (cleaned[j].denominator<0) { // bad rational lcm=-1; break; } int thisGcd = gcd(lcm,cleaned[j].denominator); // may need to check for overflow lcm /= thisGcd; lcm *= cleaned[j].denominator; } if (lcm>0&&numberNonSmall) { double multiplier = lcm; int nOverflow = 0; for (j=0; j<number+1;j++) { double value = fabs(packed[j]); double dxInt = value*multiplier; xInt[j]= (int) (dxInt+0.5); #if CGL_DEBUG>1 printf("%g => %g \n",value,dxInt); #endif if (dxInt>1.0e9||fabs(dxInt-xInt[j])> 1.0e-8) { nOverflow++; break; } } if (nOverflow){ #ifdef CGL_DEBUG printf("Gomory Scaling: Warning: Overflow detected \n"); #endif numberNonInteger=-1; } else { // find greatest common divisor of the elements j=0; while (!xInt[j]) j++; // skip zeros int thisGcd = gcd(xInt[j],xInt[j+1]); j++; for (;j<number+1;j++) { if (xInt[j]) thisGcd = gcd(thisGcd,xInt[j]); } #if 0 // Check nothing too illegal - FIX this for (j=0;j<number+1;j++) { double old = lcm*packed[j]; int newOne; if (old>0.0) newOne=xInt[j]/thisGcd; else newOne=-xInt[j]/thisGcd; if (fabs(((double) newOne)-old)> 1.0e-10*(fabs(newOne)+1.0)) { // say no good - first see if happens printf("Fix this test 456 - just skip\n"); abort(); } } #endif #if CGL_DEBUG>1 printf("The gcd of xInt is %i\n",thisGcd); #endif // construct new cut by dividing through by gcd and double minMultiplier=1.0e100; double maxMultiplier=0.0; for (j=0; j<number+1;j++) { double old=packed[j]; if (old>0.0) { packed[j]=xInt[j]/thisGcd; } else { packed[j]=-xInt[j]/thisGcd; } #if CGL_DEBUG>1 printf("%g => %g \n",old,packed[j]); #endif if (packed[j]) { if (fabs(packed[j])>maxMultiplier*fabs(old)) maxMultiplier = packed[j]/old; if (fabs(packed[j])<minMultiplier*fabs(old)) minMultiplier = packed[j]/old; } } rhs = packed[number]; double ratio=maxMultiplier/minMultiplier; #ifdef CGL_DEBUG printf("min, max multipliers - %g, %g\n", minMultiplier,maxMultiplier); #endif assert(ratio>0.9999&&ratio<1.0001); } } // erase cutElement CoinFillN(cutElement,number+1,0.0); } else { // relax rhs a tiny bit rhs += 1.0e-8; // relax if lots of elements for mixed gomory if (number>=20) { rhs += 1.0e-7*((double) (number/20)); } } // Take off tiny elements // for first pass reject #define TINY_ELEMENT 1.0e-7 { int i,number2=number; number=0; double largest=0.0; double smallest=1.0e30; for (i=0;i<number2;i++) { double value=fabs(packed[i]); if (value<TINY_ELEMENT) { int iColumn = cutIndex[i]; if (colUpper[iColumn]-colLower[iColumn]<10.0) { // weaken cut if (packed[i]>0.0) rhs -= value*colLower[iColumn]; else rhs += value*colUpper[iColumn]; } else { // throw away number=limit_+1; numberNonInteger=1; break; } } else { largest=max(largest,value); smallest=min(smallest,value); cutIndex[number]=cutIndex[i]; packed[number++]=packed[i]; } } if (largest>1.0e9*smallest) { number=limit_+1; //reject numberNonInteger=1; } } if (number<limit_||!numberNonInteger) { bounds[1]=rhs; if (number>50&&numberNonInteger) bounds[1] += 1.0e-6; // weaken { OsiRowCut rc; rc.setRow(number,cutIndex,packed); rc.setLb(bounds[0]); rc.setUb(bounds[1]); cs.insert(rc); #ifdef CGL_DEBUG if (!number) std::cout<<"******* Empty cut - infeasible"<<std::endl; if (debugger) assert(!debugger->invalidCut(rc)); #endif } numberAdded++; } else { #ifdef CGL_DEBUG std::cout<<"cut has "<<number<<" entries - skipped" <<std::endl; if (!number) std::cout<<"******* Empty cut - infeasible"<<std::endl; #endif } } else { // why dropped? #ifdef CGL_DEBUG std::cout<<"first violation "<<violation<<" now " <<sum-rhs<<" why?, rhs= "<<rhs<<std::endl; for (j=0;j<number;j++) { int jColumn =cutIndex[j]; double value=packed[j]; std::cout<<"("<<jColumn<<","<<value<<","<<colsol[jColumn] <<") "; } std::cout<<std::endl; abort(); #endif } } } else { // not basic #if CGL_DEBUG>1 { // put column into array array.setVector(columnLength[iColumn],row+columnStart[iColumn], columnElements+columnStart[iColumn]); // get column in tableau factorization.updateColumn ( &work, &array ); int numberInArray=array.getNumElements(); printf("non-basic %d\n",iColumn); for (j=0;j<numberInArray;j++) { int indexValue=arrayRows[j]; double value=arrayElements[indexValue]; if (fabs(value)>1.0e-6) { printf("%d %g\n",indexValue,value); } } } #endif } } delete [] rowActivity; delete [] swap; delete [] rowType; delete [] packed; delete [] rowIsBasic; delete [] columnIsBasic; return numberAdded; }

void CglGomory::generateCuts (  const OsiSolverInterface &  si, OsiCuts &  cs )  const [virtual]

Generate Mixed Integer Gomory cuts for the model of the solver interface, si. Insert the generated cuts into OsiCut, cs. There is a limit option, which will only generate cuts with less than this number of entries. We can also only look at 0-1 variables a certain distance from integer. Implements CglCutGenerator. Definition at line 26 of file CglGomory.cpp. { // Get basic problem information int numberColumns=si.getNumCols(); // get integer variables and basis char * intVar = new char[numberColumns]; int i; CoinWarmStart * warmstart = si.getWarmStart(); const CoinWarmStartBasis* warm = dynamic_cast<const CoinWarmStartBasis*>(warmstart); const double * colUpper = si.getColUpper(); const double * colLower = si.getColLower(); for (i=0;i<numberColumns;i++) { if (si.isInteger(i)) { if (colUpper[i]>colLower[i]+0.5) { if (fabs(colUpper[i]-1.0)<1.0e-12&&fabs(colLower[i])<1.0e-12) { intVar[i]=1; //0-1 } else if (colLower[i]>=0.0) { intVar[i] = 2; // other } else { // negative bounds - I am not sure works intVar[i] = 0; } } else { intVar[i] = 0; } } else { intVar[i]=0; } } #ifdef CGL_DEBUG const OsiRowCutDebugger * debugger = si.getRowCutDebugger(); if (debugger&&!debugger->onOptimalPath(si)) debugger = NULL; #else const OsiRowCutDebugger * debugger = NULL; #endif generateCuts(debugger, cs, *si.getMatrixByCol(), si.getObjCoefficients(), si.getColSolution(), si.getColLower(), si.getColUpper(), si.getRowLower(), si.getRowUpper(), intVar,warm); delete warmstart; delete [] intVar; }

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Friends And Related Function Documentation

void CglGomoryUnitTest (  const OsiSolverInterface *  siP, const std::string  mpdDir )  [friend]

A function that tests the methods in the CglGomory 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. Definition at line 25 of file CglGomoryTest.cpp. { CoinRelFltEq eq(0.000001); // Test default constructor { CglGomory aGenerator; assert (aGenerator.getLimit()==50); assert (aGenerator.getAway()==0.05); } // Test copy & assignment etc { CglGomory rhs; { CglGomory bGenerator; bGenerator.setLimit(99); bGenerator.setAway(0.2); CglGomory cGenerator(bGenerator); rhs=bGenerator; assert (rhs.getLimit()==99); assert (rhs.getAway()==0.2); } } // Test explicit form - all integer (pg 125 Wolsey) if (1) { OsiCuts osicuts; CglGomory test1; int i; int nOldCuts=0,nRowCuts; // matrix data //deliberate hiccup of 2 between 0 and 1 int start[5]={0,4,7,8,9}; int length[5]={2,3,1,1,1}; int rows[11]={0,2,-1,-1,0,1,2,0,1,2}; double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0,1,1,1}; CoinPackedMatrix matrix(true,3,5,8,elements,rows,start,length); // rim data (objective not used just yet) double objective[7]={-4.0,1.0,0.0,0.0,0.0,0.0,0.0}; double rowLower[5]={14.0,3.0,3.0,1.0e10,1.0e10}; double rowUpper[5]={14.0,3.0,3.0,-1.0e10,-1.0e10}; double colLower[7]={0.0,0.0,0.0,0.0,0.0,0.0,0.0}; double colUpper[7]={100.0,100.0,100.0,100.0,100.0,100.0,100.0}; // integer char intVar[7]={2,2,2,2,2,2,2}; // basis 1 int rowBasis1[3]={-1,-1,-1}; int colBasis1[5]={1,1,-1,-1,1}; CoinWarmStartBasis warm; warm.setSize(5,3); for (i=0;i<3;i++) { if (rowBasis1[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<5;i++) { if (colBasis1[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 1 double colsol1[5]={20.0/7.0,3.0,0.0,0.0,23.0/7.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol1, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==2); // cuts always <= int testCut=0; // test first cut as stronger double rhs=-6.0; double testCut1[5]={0.0,0.0,-1.0,-2.0,0.0}; double * cut = testCut1; double * colsol = colsol1; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==2); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut // explicit slack matrix.setDimensions(-1,6); rpv.insert(5,1.0*7.0); // to get cut in book rowLower[3]=ub; rowUpper[3]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 2 int rowBasis2[4]={-1,-1,-1,-1}; int colBasis2[6]={1,1,1,1,-1,-1}; warm.setSize(6,4); for (i=0;i<4;i++) { if (rowBasis2[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<6;i++) { if (colBasis2[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 2 double colsol2[6]={2.0,0.5,1.0,2.5,0.0,0.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol2, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts-nOldCuts==2); // cuts always <= testCut=0; // test first cut as stronger rhs=-1.0; double testCut2[6]={0.0,0.0,0.0,0.0,-1.0,0.0}; cut = testCut2; colsol = colsol2; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==1); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut // explicit slack matrix.setDimensions(-1,7); rpv.insert(6,1.0); rowLower[4]=ub; rowUpper[4]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 3 int rowBasis3[5]={-1,-1,-1,-1,-1}; int colBasis3[7]={1,1,1,1,1,-1,-1}; warm.setSize(7,5); for (i=0;i<5;i++) { if (rowBasis3[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<7;i++) { if (colBasis3[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 3 double colsol3[7]={2.0,1.0,2.0,2.0,1.0,0.0,0.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol3, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==nOldCuts); } // Test explicit form - this time with x4 flipped if (1) { OsiCuts osicuts; CglGomory test1; int i; int nOldCuts=0,nRowCuts; // matrix data //deliberate hiccup of 2 between 0 and 1 int start[5]={0,4,7,8,9}; int length[5]={2,3,1,1,1}; int rows[11]={0,2,-1,-1,0,1,2,0,1,2}; double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0,1,-1,1}; CoinPackedMatrix matrix(true,3,5,8,elements,rows,start,length); // rim data (objective not used just yet) double objective[7]={-4.0,1.0,0.0,0.0,0.0,0.0,0.0}; double rowLower[5]={14.0,-5.0,3.0,1.0e10,1.0e10}; double rowUpper[5]={14.0,-5.0,3.0,-1.0e10,-1.0e10}; double colLower[7]={0.0,0.0,0.0,0.0,0.0,0.0,0.0}; double colUpper[7]={100.0,100.0,100.0,8.0,100.0,100.0,100.0}; // integer char intVar[7]={2,2,2,2,2,2,2}; // basis 1 int rowBasis1[3]={-1,-1,-1}; int colBasis1[5]={1,1,-1,-1,1}; CoinWarmStartBasis warm; warm.setSize(5,3); for (i=0;i<3;i++) { if (rowBasis1[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<5;i++) { if (colBasis1[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 1 double colsol1[5]={20.0/7.0,3.0,0.0,8.0,23.0/7.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol1, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==2); // cuts always <= int testCut=0; // test first cut as stronger double rhs=10.0; double testCut1[5]={0.0,0.0,-1.0,2.0,0.0}; double * cut = testCut1; double * colsol = colsol1; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==2); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut // explicit slack matrix.setDimensions(-1,6); rpv.insert(5,1.0*7.0); // to get cut in book rowLower[3]=ub; rowUpper[3]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 2 int rowBasis2[4]={-1,-1,-1,-1}; int colBasis2[6]={1,1,1,1,-1,-1}; warm.setSize(6,4); for (i=0;i<4;i++) { if (rowBasis2[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<6;i++) { if (colBasis2[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 2 double colsol2[6]={2.0,0.5,1.0,5.5,0.0,0.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol2, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts-nOldCuts==2); // cuts always <= testCut=0; // test first cut as stronger rhs=-1.0; double testCut2[6]={0.0,0.0,0.0,0.0,-1.0,0.0}; cut = testCut2; colsol = colsol2; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==1); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut // explicit slack matrix.setDimensions(-1,7); rpv.insert(6,1.0); rowLower[4]=ub; rowUpper[4]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 3 int rowBasis3[5]={-1,-1,-1,-1,-1}; int colBasis3[7]={1,1,1,1,1,-1,-1}; warm.setSize(7,5); for (i=0;i<5;i++) { if (rowBasis3[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<7;i++) { if (colBasis3[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 3 double colsol3[7]={2.0,1.0,2.0,6.0,1.0,0.0,0.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol3, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==nOldCuts); } // Test with slacks if (1) { OsiCuts osicuts; CglGomory test1; int i; int nOldCuts=0,nRowCuts; // matrix data //deliberate hiccup of 2 between 0 and 1 int start[5]={0,4}; int length[5]={2,3}; int rows[11]={0,2,-1,-1,0,1,2}; double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0}; CoinPackedMatrix matrix(true,3,2,5,elements,rows,start,length); // rim data (objective not used just yet) double objective[2]={-4.0,1.0}; double rowLower[5]={-1.0e10,-1.0e10,-1.0e10,1.0e10,1.0e10}; double rowUpper[5]={14.0,3.0,3.0,-1.0e10,-1.0e10}; double colLower[2]={0.0,0.0}; double colUpper[2]={100.0,100.0}; // integer char intVar[2]={2,2}; // basis 1 int rowBasis1[3]={-1,-1,1}; int colBasis1[2]={1,1}; CoinWarmStartBasis warm; warm.setSize(2,3); for (i=0;i<3;i++) { if (rowBasis1[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis1[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 1 double colsol1[2]={20.0/7.0,3.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol1, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==1); // cuts always <= int testCut=0; // test first cut as stronger double rhs=2.0; double testCut1[2]={1.0,0.0}; double * cut = testCut1; double * colsol = colsol1; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==1); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut rowLower[3]=-1.0e100; rowUpper[3]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 2 int rowBasis2[4]={1,1,-1,-1}; int colBasis2[2]={1,1}; warm.setSize(2,4); for (i=0;i<4;i++) { if (rowBasis2[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis2[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 2 double colsol2[2]={2.0,0.5}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol2, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts-nOldCuts==1); // cuts always <= testCut=0; // test first cut as stronger rhs=1.0; double testCut2[2]={1.0,-1.0}; cut = testCut2; colsol = colsol2; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==2); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut rowLower[4]=-1.0e100; rowUpper[4]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 3 int rowBasis3[5]={1,1,1,-1,-1}; int colBasis3[2]={1,1}; warm.setSize(2,5); for (i=0;i<5;i++) { if (rowBasis3[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis3[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 3 double colsol3[2]={2.0,1.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol3, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==nOldCuts); } // swap some rows to G if (1) { OsiCuts osicuts; CglGomory test1; int i; int nOldCuts=0,nRowCuts; // matrix data //deliberate hiccup of 2 between 0 and 1 int start[5]={0,4}; int length[5]={2,3}; int rows[11]={0,2,-1,-1,0,1,2}; double elements[11]={-7.0,-2.0,1.0e10,1.0e10,+2.0,1.0,+2.0}; CoinPackedMatrix matrix(true,3,2,5,elements,rows,start,length); // rim data (objective not used just yet) double objective[2]={-4.0,1.0}; double rowUpper[5]={1.0e10,3.0,1.0e10,-1.0e10,-1.0e10}; double rowLower[5]={-14.0,-1.0e10,-3.0,1.0e10,1.0e10}; double colLower[2]={0.0,0.0}; double colUpper[2]={100.0,100.0}; // integer char intVar[2]={2,2}; // basis 1 int rowBasis1[3]={-1,-1,1}; int colBasis1[2]={1,1}; CoinWarmStartBasis warm; warm.setSize(2,3); for (i=0;i<3;i++) { if (rowBasis1[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis1[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 1 double colsol1[2]={20.0/7.0,3.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol1, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==1); // cuts always <= int testCut=0; // test first cut as stronger double rhs=2.0; double testCut1[2]={1.0,0.0}; double * cut = testCut1; double * colsol = colsol1; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==1); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut rowLower[3]=-1.0e100; rowUpper[3]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 2 int rowBasis2[4]={1,1,-1,-1}; int colBasis2[2]={1,1}; warm.setSize(2,4); for (i=0;i<4;i++) { if (rowBasis2[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis2[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 2 double colsol2[2]={2.0,0.5}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol2, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts-nOldCuts==1); // cuts always <= testCut=0; // test first cut as stronger rhs=1.0; double testCut2[2]={1.0,-1.0}; cut = testCut2; colsol = colsol2; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==2); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut rowLower[4]=-1.0e100; rowUpper[4]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 3 int rowBasis3[5]={1,1,1,-1,-1}; int colBasis3[2]={1,1}; warm.setSize(2,5); for (i=0;i<5;i++) { if (rowBasis3[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis3[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 3 double colsol3[2]={2.0,1.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol3, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==nOldCuts); } // NOW mixed integer gomory cuts // Test explicit form - (pg 130 Wolsey) // Some arrays left same size as previously although not used in full if (1) { OsiCuts osicuts; CglGomory test1; int i; int nOldCuts=0,nRowCuts; // matrix data //deliberate hiccup of 2 between 0 and 1 int start[5]={0,4,7,8,9}; int length[5]={2,3,1,1,1}; int rows[11]={0,2,-1,-1,0,1,2,0,1,2}; double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0,1,1,1}; CoinPackedMatrix matrix(true,3,5,8,elements,rows,start,length); // rim data (objective not used just yet) double objective[7]={-4.0,1.0,0.0,0.0,0.0,0.0,0.0}; double rowLower[5]={14.0,3.0,3.0,1.0e10,1.0e10}; double rowUpper[5]={14.0,3.0,3.0,-1.0e10,-1.0e10}; double colLower[7]={0.0,0.0,0.0,0.0,0.0,0.0,0.0}; double colUpper[7]={100.0,100.0,100.0,100.0,100.0,100.0,100.0}; // integer char intVar[7]={2,0,0,0,0,0,0}; // basis 1 int rowBasis1[3]={-1,-1,-1}; int colBasis1[5]={1,1,-1,-1,1}; CoinWarmStartBasis warm; warm.setSize(5,3); for (i=0;i<3;i++) { if (rowBasis1[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<5;i++) { if (colBasis1[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 1 double colsol1[5]={20.0/7.0,3.0,0.0,0.0,23.0/7.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol1, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==1); // cuts always <= int testCut=0; // test first cut as stronger double rhs=-6.0/7.0; double testCut1[5]={0.0,0.0,-1.0/7.0,-2.0/7.0,0.0}; double * cut = testCut1; double * colsol = colsol1; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==2); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut // explicit slack matrix.setDimensions(-1,6); rpv.insert(5,1.0); // to get cut in book rowLower[3]=ub; rowUpper[3]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 2 int rowBasis2[4]={-1,-1,-1,-1}; int colBasis2[6]={1,1,1,1,-1,-1}; warm.setSize(6,4); for (i=0;i<4;i++) { if (rowBasis2[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<6;i++) { if (colBasis2[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 2 double colsol2[6]={2.0,0.5,1.0,2.5,0.0,0.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol2, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==nOldCuts); } // Test explicit form - this time with x4 flipped if (1) { OsiCuts osicuts; CglGomory test1; int i; int nOldCuts=0,nRowCuts; // matrix data //deliberate hiccup of 2 between 0 and 1 int start[5]={0,4,7,8,9}; int length[5]={2,3,1,1,1}; int rows[11]={0,2,-1,-1,0,1,2,0,1,2}; double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0,1,-1,1}; CoinPackedMatrix matrix(true,3,5,8,elements,rows,start,length); // rim data (objective not used just yet) double objective[7]={-4.0,1.0,0.0,0.0,0.0,0.0,0.0}; double rowLower[5]={14.0,-5.0,3.0,1.0e10,1.0e10}; double rowUpper[5]={14.0,-5.0,3.0,-1.0e10,-1.0e10}; double colLower[7]={0.0,0.0,0.0,0.0,0.0,0.0,0.0}; double colUpper[7]={100.0,100.0,100.0,8.0,100.0,100.0,100.0}; // integer char intVar[7]={2,0,0,0,0,0,0}; // basis 1 int rowBasis1[3]={-1,-1,-1}; int colBasis1[5]={1,1,-1,-1,1}; CoinWarmStartBasis warm; warm.setSize(5,3); for (i=0;i<3;i++) { if (rowBasis1[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<5;i++) { if (colBasis1[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 1 double colsol1[5]={20.0/7.0,3.0,0.0,8.0,23.0/7.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol1, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==1); // cuts always <= int testCut=0; double rhs=10.0/7.0; double testCut1[5]={0.0,0.0,-1.0/7.0,2.0/7.0,0.0}; double * cut = testCut1; double * colsol = colsol1; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==2); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut // explicit slack matrix.setDimensions(-1,6); rpv.insert(5,1.0); // to get cut in book rowLower[3]=ub; rowUpper[3]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 2 int rowBasis2[4]={-1,-1,-1,-1}; int colBasis2[6]={1,1,1,1,-1,-1}; warm.setSize(6,4); for (i=0;i<4;i++) { if (rowBasis2[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<6;i++) { if (colBasis2[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 2 double colsol2[6]={2.0,0.5,1.0,5.5,0.0,0.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol2, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==nOldCuts); } // Test with slacks if (1) { OsiCuts osicuts; CglGomory test1; int i; int nOldCuts=0,nRowCuts; // matrix data //deliberate hiccup of 2 between 0 and 1 int start[5]={0,4}; int length[5]={2,3}; int rows[11]={0,2,-1,-1,0,1,2}; double elements[11]={7.0,2.0,1.0e10,1.0e10,-2.0,1.0,-2.0}; CoinPackedMatrix matrix(true,3,2,5,elements,rows,start,length); // rim data (objective not used just yet) double objective[2]={-4.0,1.0}; double rowLower[5]={-1.0e10,-1.0e10,-1.0e10,1.0e10,1.0e10}; double rowUpper[5]={14.0,3.0,3.0,-1.0e10,-1.0e10}; double colLower[2]={0.0,0.0}; double colUpper[2]={100.0,100.0}; // integer char intVar[2]={2,0}; // basis 1 int rowBasis1[3]={-1,-1,1}; int colBasis1[2]={1,1}; CoinWarmStartBasis warm; warm.setSize(2,3); for (i=0;i<3;i++) { if (rowBasis1[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis1[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 1 double colsol1[2]={20.0/7.0,3.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol1, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==1); // cuts always <= int testCut=0; // test first cut as stronger double rhs=2.0; double testCut1[2]={1.0,0.0}; double * cut = testCut1; double * colsol = colsol1; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==1); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut rowLower[3]=-1.0e100; rowUpper[3]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 2 int rowBasis2[4]={1,1,-1,-1}; int colBasis2[2]={1,1}; warm.setSize(2,4); for (i=0;i<4;i++) { if (rowBasis2[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis2[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 2 double colsol2[2]={2.0,0.5}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol2, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==nOldCuts); } // swap some rows to G if (1) { OsiCuts osicuts; CglGomory test1; int i; int nOldCuts=0,nRowCuts; // matrix data //deliberate hiccup of 2 between 0 and 1 int start[5]={0,4}; int length[5]={2,3}; int rows[11]={0,2,-1,-1,0,1,2}; double elements[11]={-7.0,-2.0,1.0e10,1.0e10,+2.0,1.0,+2.0}; CoinPackedMatrix matrix(true,3,2,5,elements,rows,start,length); // rim data (objective not used just yet) double objective[2]={-4.0,1.0}; double rowUpper[5]={1.0e10,3.0,1.0e10,-1.0e10,-1.0e10}; double rowLower[5]={-14.0,-1.0e10,-3.0,1.0e10,1.0e10}; double colLower[2]={0.0,0.0}; double colUpper[2]={100.0,100.0}; // integer char intVar[2]={2,0}; // basis 1 int rowBasis1[3]={-1,-1,1}; int colBasis1[2]={1,1}; CoinWarmStartBasis warm; warm.setSize(2,3); for (i=0;i<3;i++) { if (rowBasis1[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis1[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 1 double colsol1[2]={20.0/7.0,3.0}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol1, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==1); // cuts always <= int testCut=0; // test first cut as stronger double rhs=2.0; double testCut1[2]={1.0,0.0}; double * cut = testCut1; double * colsol = colsol1; for (i=nOldCuts; i<nRowCuts; i++){ OsiRowCut rcut; CoinPackedVector rpv; rcut = osicuts.rowCut(i); rpv = rcut.row(); const int n = rpv.getNumElements(); const int * indices = rpv.getIndices(); double* elements = rpv.getElements(); double sum2=0.0; int k=0; double lb=rcut.lb(); double ub=rcut.ub(); for (k=0; k<n; k++){ int column=indices[k]; sum2 += colsol[column]*elements[k]; } if (sum2 >ub + 1.0e-7 ||sum2 < lb - 1.0e-7) { std::cout<<"Cut "<<i<<" lb "<<lb<<" solution "<<sum2<<" ub "<<ub<<std::endl; for (k=0; k<n; k++){ int column=indices[k]; std::cout<<"(col="<<column<<",el="<<elements[k]<<",sol="<< colsol[column]<<") "; } std::cout <<std::endl; } if (i-nOldCuts==testCut) { assert( eq(rhs,ub)); assert(n==1); for (k=0; k<n; k++){ int column=indices[k]; assert (eq(cut[column],elements[k])); } // add cut rowLower[3]=-1.0e100; rowUpper[3]=ub; matrix.appendRow(rpv); } } nOldCuts=nRowCuts; // basis 2 int rowBasis2[4]={1,1,-1,-1}; int colBasis2[2]={1,1}; warm.setSize(2,4); for (i=0;i<4;i++) { if (rowBasis2[i]<0) { warm.setArtifStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setArtifStatus(i,CoinWarmStartBasis::basic); } } for (i=0;i<2;i++) { if (colBasis2[i]<0) { warm.setStructStatus(i,CoinWarmStartBasis::atLowerBound); } else { warm.setStructStatus(i,CoinWarmStartBasis::basic); } } // solution 2 double colsol2[2]={2.0,0.5}; test1.generateCuts(NULL, osicuts, matrix, objective, colsol2, colLower, colUpper, rowLower, rowUpper, intVar, &warm); nRowCuts = osicuts.sizeRowCuts(); std::cout<<"There are "<<nRowCuts<<" gomory cuts"<<std::endl; assert (nRowCuts==nOldCuts); } // Miplib3 problem p0033 if (1) { // Setup OsiSolverInterface * siP = baseSiP->clone(); std::string fn(mpsDir+"p0033"); siP->readMps(fn.c_str(),"mps"); siP->activateRowCutDebugger("p0033"); CglGomory test; // Solve the LP relaxation of the model and // print out ofv for sake of comparison siP->initialSolve(); double lpRelaxBefore=siP->getObjValue(); assert( eq(lpRelaxBefore, 2520.5717391304347) ); double mycs[] = {0, 1, 0, 0, -2.0837010502455788e-19, 1, 0, 0, 1, 0.021739130434782594, 0.35652173913043478, -6.7220534694101275e-18, 5.3125906451789717e-18, 1, 0, 1.9298798670241979e-17, 0, 0, 0, 7.8875708048320448e-18, 0.5, 0, 0.85999999999999999, 1, 1, 0.57999999999999996, 1, 0, 1, 0, 0.25, 0, 0.67500000000000004}; siP->setColSolution(mycs); #ifdef CGL_DEBUG printf("\n\nOrig LP min=%f\n",lpRelaxBefore); #endif OsiCuts cuts; // Test generateCuts method test.generateCuts(*siP,cuts); OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts); siP->resolve(); double lpRelaxAfter=siP->getObjValue(); //assert( eq(lpRelaxAfter, 2592.1908295194507) ); assert( eq(lpRelaxAfter, 2582.6167554453768) ); #ifdef CGL_DEBUG printf("\n\nOrig LP min=%f\n",lpRelaxBefore); printf("\n\nFinal LP min=%f\n",lpRelaxAfter); #endif assert( lpRelaxBefore < lpRelaxAfter ); delete siP; } //exit(0); }

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

• CglGomory.hpp
• CglGomory.cpp

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