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MIPSolverCbc.cpp
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MIPSolverCbc.cpp
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/**
The Supporting Hyperplane Optimization Toolkit (SHOT).
@author Andreas Lundell, Åbo Akademi University
@section LICENSE
This software is licensed under the Eclipse Public License 2.0.
Please see the README and LICENSE files for more information.
*/
#include "MIPSolverCbc.h"
#include "MIPSolverCallbackBase.h"
#include "../DualSolver.h"
#include "../Iteration.h"
#include "../Output.h"
#include "../PrimalSolver.h"
#include "../Results.h"
#include "../Settings.h"
#include "../Timing.h"
#include "../Utilities.h"
#include "../Model/Problem.h"
#include "CoinBuild.hpp"
#include "CoinModel.hpp"
#include "CoinPragma.hpp"
#include "CbcModel.hpp"
#include "CbcSolver.hpp"
#include "CbcBranchLotsize.hpp"
#include "OsiClpSolverInterface.hpp"
namespace SHOT
{
class TerminationEventHandler : public CbcEventHandler, public MIPSolverCallbackBase
{
public:
TerminationEventHandler(EnvironmentPtr envPtr) { env = envPtr; };
virtual ~TerminationEventHandler() {};
TerminationEventHandler(const TerminationEventHandler& rhs) : CbcEventHandler(rhs) {};
TerminationEventHandler& operator=(const TerminationEventHandler& rhs)
{
if(this != &rhs)
{
CbcEventHandler::operator=(rhs);
}
return *this;
}
virtual TerminationEventHandler* clone() const { return new TerminationEventHandler(env); };
virtual CbcAction event(CbcEvent whichEvent)
{
if(whichEvent == CbcEventHandler::CbcEvent::node && checkUserTermination())
{
env->output->outputDebug(" Terminated by user.");
return (CbcEventHandler::CbcAction::stop);
}
return (CbcEventHandler::CbcAction::noAction);
}
};
static int dummyCallback(CbcModel* /*model*/, int /*whereFrom*/) { return 0; }
MIPSolverCbc::MIPSolverCbc(EnvironmentPtr envPtr) { env = envPtr; }
MIPSolverCbc::~MIPSolverCbc() = default;
bool MIPSolverCbc::initializeProblem()
{
discreteVariablesActivated = true;
this->cutOff = 1e100;
osiInterface = std::make_unique<OsiClpSolverInterface>();
coinModel = std::make_unique<CoinModel>();
messageHandler = std::make_unique<CbcMessageHandler>(env);
cachedSolutionHasChanged = true;
isVariablesFixed = false;
checkParameters();
return (true);
}
bool MIPSolverCbc::addVariable(
std::string name, E_VariableType type, double lowerBound, double upperBound, double semiBound)
{
int index = numberOfVariables;
if(lowerBound < -getUnboundedVariableBoundValue())
lowerBound = -getUnboundedVariableBoundValue();
if(upperBound > getUnboundedVariableBoundValue())
upperBound = getUnboundedVariableBoundValue();
try
{
coinModel->setColumnBounds(index, lowerBound, upperBound);
coinModel->setColName(index, name.c_str());
switch(type)
{
case E_VariableType::Real:
break;
case E_VariableType::Integer:
isProblemDiscrete = true;
coinModel->setInteger(index);
break;
case E_VariableType::Binary:
isProblemDiscrete = true;
coinModel->setInteger(index);
break;
case E_VariableType::Semiinteger:
coinModel->setInteger(index);
case E_VariableType::Semicontinuous:
{
// variable is either {0} or in [semiBound,upperBound]
std::array<double, 4> points = { 0.0, 0.0, semiBound, upperBound };
if(semiBound < 0.0)
{
// variable is actually either {0} or in [lowerBound,semiBound]
points[2] = lowerBound;
points[3] = semiBound;
}
lotsizes.push_back(std::make_pair(index, points));
isProblemDiscrete = true;
break;
}
default:
break;
}
}
catch(std::exception& e)
{
env->output->outputError(" Cbc exception caught when adding variable to model: ", e.what());
return (false);
}
variableTypes.push_back(type);
variableNames.push_back(name);
variableLowerBounds.push_back(lowerBound);
variableUpperBounds.push_back(upperBound);
numberOfVariables++;
return (true);
}
bool MIPSolverCbc::initializeObjective() { return (true); }
bool MIPSolverCbc::addLinearTermToObjective(double coefficient, int variableIndex)
{
try
{
// In case there is already a linear term for the variable present in the objective we need to take this into
// consideration
double currentValue = coinModel->getColObjective(variableIndex);
coinModel->setColObjective(variableIndex, coefficient + currentValue);
}
catch(CoinError& e)
{
env->output->outputError(" Cbc exception caught when adding linear term to objective: ", e.message());
return (false);
}
return (true);
}
bool MIPSolverCbc::addQuadraticTermToObjective([[maybe_unused]] double coefficient,
[[maybe_unused]] int firstVariableIndex, [[maybe_unused]] int secondVariableIndex)
{
// Not implemented
return (false);
}
bool MIPSolverCbc::finalizeObjective(bool isMinimize, double constant)
{
try
{
objectiveLinearExpression.clear();
for(int i = 0; i < coinModel->numberColumns(); i++)
{
if(auto coefficient = coinModel->getColObjective(i); coefficient != 0.0)
{
if(!isMinimize) // if maximize, we need to change the sign
coefficient *= -1;
objectiveLinearExpression.insert(i, coefficient);
coinModel->setColObjective(i, coefficient);
}
}
if(!isMinimize)
{
isMinimizationProblem = false;
coinModel->setObjectiveOffset(-constant);
}
else
{
isMinimizationProblem = true;
coinModel->setObjectiveOffset(constant);
}
coinModel->setOptimizationDirection(1.0);
}
catch(std::exception& e)
{
env->output->outputError(" Cbc exception caught when adding objective function to model: ", e.what());
return (false);
}
return (true);
}
bool MIPSolverCbc::initializeConstraint() { return (true); }
bool MIPSolverCbc::addLinearTermToConstraint(double coefficient, int variableIndex)
{
try
{
// In case there is already a linear term for the variable present in the constraint we need to take this into
// consideration
double currentValue = coinModel->getElement(numberOfConstraints, variableIndex);
coinModel->setElement(numberOfConstraints, variableIndex, coefficient + currentValue);
}
catch(std::exception& e)
{
env->output->outputError(" Cbc exception caught when adding linear term to constraint: ", e.what());
return (false);
}
return (true);
}
bool MIPSolverCbc::addQuadraticTermToConstraint([[maybe_unused]] double coefficient,
[[maybe_unused]] int firstVariableIndex, [[maybe_unused]] int secondVariableIndex)
{
// Not implemented
return (false);
}
bool MIPSolverCbc::finalizeConstraint(std::string name, double valueLHS, double valueRHS, double constant)
{
int index = numberOfConstraints;
try
{
if(valueLHS <= valueRHS)
{
coinModel->setRowBounds(index, valueLHS - constant, valueRHS - constant);
}
else
{
coinModel->setRowBounds(index, valueRHS - constant, valueLHS - constant);
}
coinModel->setRowName(index, name.c_str());
}
catch(std::exception& e)
{
env->output->outputError(" Cbc exception caught when adding constraint to model: ", e.what());
return (false);
}
allowRepairOfConstraint.push_back(false);
numberOfConstraints++;
return (true);
}
bool MIPSolverCbc::finalizeProblem()
{
try
{
osiInterface->loadFromCoinModel(*coinModel);
cbcModel = std::make_unique<CbcModel>(*osiInterface);
CbcSolverUsefulData solverData;
CbcMain0(*cbcModel, solverData);
if(!env->settings->getSetting<bool>("Console.DualSolver.Show", "Output"))
{
cbcModel->setLogLevel(0);
osiInterface->setHintParam(OsiDoReducePrint, false, OsiHintTry);
}
setSolutionLimit(1);
}
catch(std::exception& e)
{
env->output->outputError(" Cbc exception caught when finalizing model", e.what());
return (false);
}
return (true);
}
void MIPSolverCbc::initializeSolverSettings()
{
// Set termination tolerances
cbcModel->setAllowableGap(env->settings->getSetting<double>("ObjectiveGap.Absolute", "Termination") / 1.0);
cbcModel->setAllowableFractionGap(env->settings->getSetting<double>("ObjectiveGap.Relative", "Termination") / 1.0);
osiInterface->setDblParam(
OsiPrimalTolerance, env->settings->getSetting<double>("Tolerance.LinearConstraint", "Primal"));
cbcModel->setIntegerTolerance(env->settings->getSetting<double>("Tolerance.Integer", "Primal"));
osiInterface->setDblParam(OsiDualTolerance, env->settings->getSetting<double>("MIP.OptimalityTolerance", "Dual"));
// Adds a user-provided node limit
if(auto nodeLimit = env->settings->getSetting<double>("MIP.NodeLimit", "Dual"); nodeLimit > 0)
{
if(nodeLimit > SHOT_INT_MAX)
nodeLimit = SHOT_INT_MAX;
cbcModel->setMaximumNodes(nodeLimit);
}
// Set solution pool settings
cbcModel->setMaximumSolutions(solLimit);
cbcModel->setMaximumSavedSolutions(env->settings->getSetting<int>("MIP.SolutionPool.Capacity", "Dual"));
// Set number of threads
if(cbcModel->haveMultiThreadSupport())
{
// Cbc runs deterministcally if 100 is added to the number of threads
if(env->settings->getSetting<bool>("Cbc.DeterministicParallelMode", "Subsolver"))
numberOfThreads = env->settings->getSetting<int>("MIP.NumberOfThreads", "Dual") + 100;
else
numberOfThreads = env->settings->getSetting<int>("MIP.NumberOfThreads", "Dual");
}
else
numberOfThreads = 1;
cbcModel->passInMessageHandler(messageHandler.get());
}
int MIPSolverCbc::addLinearConstraint(
const std::map<int, double>& elements, double constant, std::string name, bool isGreaterThan, bool allowRepair)
{
try
{
int numConstraintsBefore = osiInterface->getNumRows();
CoinPackedVector cut;
for(auto E : elements)
{
cut.insert(E.first, E.second);
}
// Adds the cutting plane
if(isGreaterThan)
{
osiInterface->addRow(cut, -constant, osiInterface->getInfinity(), name);
assert(osiInterface->getRowLower()[osiInterface->getNumRows() - 1] == -constant);
}
else
{
osiInterface->addRow(cut, -osiInterface->getInfinity(), -constant, name);
assert(osiInterface->getRowUpper()[osiInterface->getNumRows() - 1] == -constant);
}
if(osiInterface->getNumRows() > numConstraintsBefore)
{
allowRepairOfConstraint.push_back(allowRepair);
}
else
{
env->output->outputDebug(" Linear constraint not added by Cbc");
return (-1);
}
}
catch(std::exception& e)
{
env->output->outputError(" Error when adding term to linear constraint in Cbc: ", e.what());
return (-1);
}
catch(CoinError& e)
{
env->output->outputError(" Error when adding term to linear constraint in Cbc: ", e.message());
return (-1);
}
return (osiInterface->getNumRows() - 1);
}
bool MIPSolverCbc::addSpecialOrderedSet(E_SOSType type, VectorInteger variableIndexes, VectorDouble variableWeights)
{
try
{
if(variableWeights.size() == 0)
{
variableWeights.resize(variableIndexes.size());
for(size_t i = 0; i < variableIndexes.size(); i++)
variableWeights[i] = i;
}
assert(variableWeights.size() == variableIndexes.size());
OsiObject* object = new OsiSOS(osiInterface.get(), variableIndexes.size(), &variableIndexes[0],
&variableWeights[0], (type == E_SOSType::One) ? 1 : 2);
osiInterface->addObjects(1, &object);
delete object;
}
catch(std::exception& e)
{
env->output->outputError(" Error when adding special ordered set constraint in Cbc:", e.what());
return (false);
}
catch(CoinError& e)
{
env->output->outputError(" Error when adding special ordered set constraint in Cbc:", e.message());
return (false);
}
return (true);
}
void MIPSolverCbc::activateDiscreteVariables(bool activate)
{
if(env->reformulatedProblem->properties.numberOfSemiintegerVariables > 0
|| env->reformulatedProblem->properties.numberOfSemicontinuousVariables > 0)
return;
if(activate)
{
env->output->outputDebug(" Activating MIP strategy");
for(int i = 0; i < numberOfVariables; i++)
{
assert(variableTypes.at(i) != E_VariableType::Semicontinuous
&& variableTypes.at(i) != E_VariableType::Semiinteger);
if(variableTypes.at(i) == E_VariableType::Integer || variableTypes.at(i) == E_VariableType::Binary)
{
osiInterface->setInteger(i);
assert(osiInterface->isInteger(i));
}
}
discreteVariablesActivated = true;
}
else
{
env->output->outputDebug(" Activating LP strategy");
for(int i = 0; i < numberOfVariables; i++)
{
assert(variableTypes.at(i) != E_VariableType::Semicontinuous
&& variableTypes.at(i) != E_VariableType::Semiinteger);
if(variableTypes.at(i) == E_VariableType::Integer || variableTypes.at(i) == E_VariableType::Binary)
{
osiInterface->setContinuous(i);
assert(osiInterface->isContinuous(i));
}
}
discreteVariablesActivated = false;
}
}
E_ProblemSolutionStatus MIPSolverCbc::getSolutionStatus()
{
E_ProblemSolutionStatus MIPSolutionStatus;
if(cbcModel->isProvenOptimal())
{
MIPSolutionStatus = E_ProblemSolutionStatus::Optimal;
}
else if(cbcModel->isProvenInfeasible())
{
MIPSolutionStatus = E_ProblemSolutionStatus::Infeasible;
}
else if(cbcModel->isProvenDualInfeasible())
{
MIPSolutionStatus = E_ProblemSolutionStatus::Unbounded;
}
else if(cbcModel->isSolutionLimitReached())
{
MIPSolutionStatus = E_ProblemSolutionStatus::SolutionLimit;
}
else if(cbcModel->isSecondsLimitReached())
{
MIPSolutionStatus = E_ProblemSolutionStatus::TimeLimit;
}
else if(cbcModel->isNodeLimitReached())
{
MIPSolutionStatus = E_ProblemSolutionStatus::NodeLimit;
}
else if(cbcModel->isAbandoned())
{
MIPSolutionStatus = E_ProblemSolutionStatus::Abort;
}
else if(cbcModel->isContinuousUnbounded())
{
MIPSolutionStatus = E_ProblemSolutionStatus::Unbounded;
}
else if(cbcModel->status() == 5)
{
MIPSolutionStatus = E_ProblemSolutionStatus::Abort;
}
else
{
auto status = cbcModel->status();
MIPSolutionStatus = E_ProblemSolutionStatus::Error;
env->output->outputError(
fmt::format(" MIP solver return status unknown (Cbc returned status {}).", status));
}
return (MIPSolutionStatus);
}
E_ProblemSolutionStatus MIPSolverCbc::solveProblem()
{
E_ProblemSolutionStatus MIPSolutionStatus;
cachedSolutionHasChanged = true;
const int numArguments = 17;
char* argv[numArguments];
std::string arg;
argv[0] = strdup("");
argv[1] = strdup("-autoscale");
if(env->settings->getSetting<bool>("Cbc.AutoScale", "Subsolver"))
argv[2] = strdup("on");
else
argv[2] = strdup("off");
argv[3] = strdup("-nodestrategy");
switch(env->settings->getSetting<int>("Cbc.NodeStrategy", "Subsolver"))
{
case 0:
arg = "depth";
break;
case 1:
arg = "downdepth";
break;
case 2:
arg = "downfewest";
break;
case 3:
arg = "fewest";
break;
case 4:
arg = "hybrid";
break;
case 5:
arg = "updepth";
break;
case 6:
arg = "upfewest";
break;
default:
arg = "hybrid";
break;
}
argv[4] = strdup(arg.c_str());
argv[5] = strdup("-scaling");
switch(env->settings->getSetting<int>("Cbc.Scaling", "Subsolver"))
{
case 0:
arg = "automatic";
break;
case 1:
arg = "dynamic";
break;
case 2:
arg = "equilibrium";
break;
case 3:
arg = "geometric";
break;
case 4:
arg = "off";
break;
case 5:
arg = "rowsonly";
break;
default:
arg = "automatic";
break;
}
argv[6] = strdup(arg.c_str());
argv[7] = strdup("-strategy");
arg = std::to_string(env->settings->getSetting<int>("Cbc.Strategy", "Subsolver"));
argv[8] = strdup(arg.c_str());
argv[9] = strdup("-cutoff");
if(this->cutOff > 1e100)
arg = "1e100";
else if(this->cutOff < -1e100)
arg = "-1e100";
else
arg = fmt::format("{}", this->cutOff);
argv[10] = strdup(arg.c_str());
argv[11] = strdup("-sec");
arg = fmt::format("{}", this->timeLimit);
argv[12] = strdup(arg.c_str());
if(cbcModel->haveMultiThreadSupport())
{
argv[13] = strdup("-threads");
arg = std::to_string(numberOfThreads);
argv[14] = strdup(arg.c_str());
argv[15] = strdup("-solve");
argv[16] = strdup("-quit");
}
else
{
argv[13] = strdup("-solve");
argv[14] = strdup("-quit");
argv[15] = strdup("");
argv[16] = strdup("");
}
try
{
cbcModel = std::make_unique<CbcModel>(*osiInterface);
initializeSolverSettings();
// Adding the MIP start provided, so far only if there are no special variable types included, since the MIP
// start functionality in Cbc version 2 is unstable
if(MIPStart.size() > 0
&& (env->reformulatedProblem->properties.numberOfSemiintegerVariables
+ env->reformulatedProblem->properties.numberOfSemicontinuousVariables
+ env->reformulatedProblem->properties.numberOfSpecialOrderedSets
== 0))
cbcModel->setMIPStart(MIPStart);
// Create and add lotsize objects
if(!lotsizes.empty())
{
std::vector<CbcObject*> cbcobjects;
cbcobjects.reserve(lotsizes.size());
for(const auto& l : lotsizes)
{
if(l.second[2] == l.second[3]) // special case where second interval is singleton, too
cbcobjects.push_back(new CbcLotsize(cbcModel.get(), l.first, 2, l.second.data() + 1, false));
else
cbcobjects.push_back(new CbcLotsize(cbcModel.get(), l.first, 2, l.second.data(), true));
}
cbcModel->addObjects(cbcobjects.size(), cbcobjects.data());
for(CbcObject* o : cbcobjects)
delete o;
}
CbcSolverUsefulData solverData;
CbcMain0(*cbcModel, solverData);
if(!env->settings->getSetting<bool>("Console.DualSolver.Show", "Output"))
{
cbcModel->setLogLevel(0);
osiInterface->setHintParam(OsiDoReducePrint, false, OsiHintTry);
}
TerminationEventHandler eventHandler(env);
cbcModel->passInEventHandler(&eventHandler);
CbcMain1(numArguments, const_cast<const char**>(argv), *cbcModel, dummyCallback, solverData);
MIPSolutionStatus = getSolutionStatus();
}
catch(std::exception& e)
{
env->output->outputError(" Error when solving subproblem with Cbc", e.what());
MIPSolutionStatus = E_ProblemSolutionStatus::Error;
}
if(MIPSolutionStatus == E_ProblemSolutionStatus::Infeasible)
{
if(env->reformulatedProblem->objectiveFunction->properties.classification
== E_ObjectiveFunctionClassification::QuadraticConsideredAsNonlinear
&& hasDualAuxiliaryObjectiveVariable())
{
osiInterface->setColBounds(getDualAuxiliaryObjectiveVariableIndex(), -1000000000.0, 1000000000.0);
cbcModel = std::make_unique<CbcModel>(*osiInterface);
initializeSolverSettings();
CbcSolverUsefulData solverData;
CbcMain0(*cbcModel, solverData);
if(!env->settings->getSetting<bool>("Console.DualSolver.Show", "Output"))
{
cbcModel->setLogLevel(0);
osiInterface->setHintParam(OsiDoReducePrint, false, OsiHintTry);
}
CbcMain1(numArguments, const_cast<const char**>(argv), *cbcModel, dummyCallback, solverData);
MIPSolutionStatus = getSolutionStatus();
osiInterface->setColBounds(getDualAuxiliaryObjectiveVariableIndex(), -getUnboundedVariableBoundValue(),
getUnboundedVariableBoundValue());
}
}
// To find a feasible point for an unbounded dual problem
if(MIPSolutionStatus == E_ProblemSolutionStatus::Unbounded)
{
std::vector<PairIndexValue> originalObjectiveCoefficients;
bool problemUpdated = false;
if((env->reformulatedProblem->objectiveFunction->properties.classification
== E_ObjectiveFunctionClassification::Linear
&& std::dynamic_pointer_cast<LinearObjectiveFunction>(env->reformulatedProblem->objectiveFunction)
->isDualUnbounded())
|| (env->reformulatedProblem->objectiveFunction->properties.classification
== E_ObjectiveFunctionClassification::Quadratic
&& std::dynamic_pointer_cast<QuadraticObjectiveFunction>(env->reformulatedProblem->objectiveFunction)
->isDualUnbounded()))
{
for(auto& V : env->reformulatedProblem->allVariables)
{
if(V->isDualUnbounded())
{
// Temporarily remove unbounded terms from objective
originalObjectiveCoefficients.emplace_back(V->index, osiInterface->getObjCoefficients()[V->index]);
osiInterface->setObjCoeff(V->index, 0.0);
problemUpdated = true;
}
}
}
else if(env->reformulatedProblem->objectiveFunction->properties.classification
>= E_ObjectiveFunctionClassification::QuadraticConsideredAsNonlinear
&& hasDualAuxiliaryObjectiveVariable())
{
// The auxiliary variable in the dual problem is unbounded
updateVariableBound(getDualAuxiliaryObjectiveVariableIndex(), -getUnboundedVariableBoundValue() / 10e40,
getUnboundedVariableBoundValue() / 10e40);
problemUpdated = true;
}
if(env->settings->getSetting<bool>("Debug.Enable", "Output"))
{
std::stringstream ss;
ss << env->settings->getSetting<std::string>("Debug.Path", "Output");
ss << "/lp";
ss << env->results->getCurrentIteration()->iterationNumber - 1;
ss << "unbounded.lp";
try
{
osiInterface->writeLp(ss.str().c_str(), "");
}
catch(std::exception& e)
{
env->output->outputError(
" Error when saving relaxed infesibility model to file in Cbc", e.what());
}
}
if(problemUpdated)
{
cbcModel = std::make_unique<CbcModel>(*osiInterface);
initializeSolverSettings();
CbcSolverUsefulData solverData;
CbcMain0(*cbcModel, solverData);
if(!env->settings->getSetting<bool>("Console.DualSolver.Show", "Output"))
{
cbcModel->setLogLevel(0);
osiInterface->setHintParam(OsiDoReducePrint, false, OsiHintTry);
}
CbcMain1(numArguments, const_cast<const char**>(argv), *cbcModel, dummyCallback, solverData);
MIPSolutionStatus = getSolutionStatus();
for(auto& P : originalObjectiveCoefficients)
{
osiInterface->setObjCoeff(P.index, P.value);
assert(osiInterface->getObjCoefficients()[P.index] == P.value);
}
env->results->getCurrentIteration()->hasInfeasibilityRepairBeenPerformed = true;
}
}
for(int i = numArguments - 1; i >= 0; --i)
free(argv[i]);
return (MIPSolutionStatus);
}
bool MIPSolverCbc::repairInfeasibility()
{
if(env->dualSolver->generatedHyperplanes.size() == 0)
return (false);
try
{
// auto repairedInterface = std::make_unique<OsiClpSolverInterface>(*osiInterface->clone());
auto repairedInterface = osiInterface->clone();
int numOrigConstraints = env->reformulatedProblem->properties.numberOfLinearConstraints;
int numOrigVariables = osiInterface->getNumCols();
int numCurrConstraints = osiInterface->getNumRows();
VectorInteger repairConstraints;
VectorDouble relaxParameters;
int numConstraintsToRepair = 0;
auto rowSense = osiInterface->getRowSense();
for(int i = numOrigConstraints; i < numCurrConstraints; i++)
{
if(allowRepairOfConstraint[i])
{
repairConstraints.push_back(i);
relaxParameters.push_back(1 / (((double)i) - numOrigConstraints + 1.0));
numConstraintsToRepair++;
}
}
// Saves the relaxation weights to a file
if(env->settings->getSetting<bool>("Debug.Enable", "Output"))
{
VectorString constraints(relaxParameters.size());
for(size_t i = 0; i < relaxParameters.size(); i++)
{
std::ostringstream expression;
constraints[i] = osiInterface->getRowName(repairConstraints[i]);
}
std::stringstream ss;
ss << env->settings->getSetting<std::string>("Debug.Path", "Output");
ss << "/lp";
ss << env->results->getCurrentIteration()->iterationNumber - 1;
ss << "repairedweights.txt";
Utilities::saveVariablePointVectorToFile(relaxParameters, constraints, ss.str());
}
for(int i = 0; i < numConstraintsToRepair; i++)
{
if(rowSense[repairConstraints.at(i)] == 'L')
{
int tmpConstraint[1] = { repairConstraints.at(i) };
double tmpCoefficient[1] = { -1.0 };
repairedInterface->addCol(
1, tmpConstraint, tmpCoefficient, 0.0, osiInterface->getInfinity(), relaxParameters.at(i));
}
else if(rowSense[repairConstraints.at(i)] == 'G')
{
int tmpConstraint[1] = { repairConstraints.at(i) };
double tmpCoefficient[1] = { 1.0 };
repairedInterface->addCol(
1, tmpConstraint, tmpCoefficient, 0.0, osiInterface->getInfinity(), relaxParameters.at(i));
}
else
{
std::cout << " constraint not supported\n";
}
}
if(env->settings->getSetting<bool>("Debug.Enable", "Output"))
{
std::stringstream ss;
ss << env->settings->getSetting<std::string>("Debug.Path", "Output");
ss << "/lp";
ss << env->results->getCurrentIteration()->iterationNumber - 1;
ss << "infeasrelax.lp";
try
{
repairedInterface->writeLp(ss.str().c_str(), "");
}
catch(std::exception& e)
{
env->output->outputError(
" Error when saving relaxed infesibility model to file in Cbc", e.what());
}
}
cbcModel = std::make_unique<CbcModel>(*repairedInterface);
initializeSolverSettings();
CbcSolverUsefulData solverData;
CbcMain0(*cbcModel, solverData);
if(!env->settings->getSetting<bool>("Console.DualSolver.Show", "Output"))
{
cbcModel->setLogLevel(0);
osiInterface->setHintParam(OsiDoReducePrint, false, OsiHintTry);
}
cachedSolutionHasChanged = true;
const int numArguments = 17;
char* argv[numArguments];
std::string arg;
argv[0] = strdup("");
argv[1] = strdup("-autoscale");
if(env->settings->getSetting<bool>("Cbc.AutoScale", "Subsolver"))
argv[2] = strdup("on");
else
argv[2] = strdup("off");
argv[3] = strdup("-nodestrategy");
switch(env->settings->getSetting<int>("Cbc.NodeStrategy", "Subsolver"))
{
case 0:
arg = "depth";
break;
case 1:
arg = "downdepth";
break;
case 2:
arg = "downfewest";
break;
case 3:
arg = "fewest";
break;
case 4:
arg = "hybrid";
break;
case 5:
arg = "updepth";
break;
case 6:
arg = "upfewest";
break;
default:
arg = "hybrid";
break;
}
argv[4] = strdup(arg.c_str());
argv[5] = strdup("-scaling");
switch(env->settings->getSetting<int>("Cbc.Scaling", "Subsolver"))
{
case 0:
arg = "automatic";
break;
case 1:
arg = "dynamic";
break;
case 2:
arg = "equilibrium";