You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
177 lines
5.7 KiB
177 lines
5.7 KiB
/* glpios12.c (node selection heuristics) */
|
|
|
|
/***********************************************************************
|
|
* This code is part of GLPK (GNU Linear Programming Kit).
|
|
*
|
|
* Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
|
|
* 2009, 2010, 2011, 2013 Andrew Makhorin, Department for Applied
|
|
* Informatics, Moscow Aviation Institute, Moscow, Russia. All rights
|
|
* reserved. E-mail: <mao@gnu.org>.
|
|
*
|
|
* GLPK is free software: you can redistribute it and/or modify it
|
|
* under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* GLPK is distributed in the hope that it will be useful, but WITHOUT
|
|
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
|
|
* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
|
|
* License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with GLPK. If not, see <http://www.gnu.org/licenses/>.
|
|
***********************************************************************/
|
|
|
|
#include "env.h"
|
|
#include "glpios.h"
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* ios_choose_node - select subproblem to continue the search
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* #include "glpios.h"
|
|
* int ios_choose_node(glp_tree *T);
|
|
*
|
|
* DESCRIPTION
|
|
*
|
|
* The routine ios_choose_node selects a subproblem from the active
|
|
* list to continue the search. The choice depends on the backtracking
|
|
* technique option.
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine ios_choose_node return the reference number of the
|
|
* subproblem selected. */
|
|
|
|
static int most_feas(glp_tree *T);
|
|
static int best_proj(glp_tree *T);
|
|
static int best_node(glp_tree *T);
|
|
|
|
int ios_choose_node(glp_tree *T)
|
|
{ int p;
|
|
if (T->parm->bt_tech == GLP_BT_DFS)
|
|
{ /* depth first search */
|
|
xassert(T->tail != NULL);
|
|
p = T->tail->p;
|
|
}
|
|
else if (T->parm->bt_tech == GLP_BT_BFS)
|
|
{ /* breadth first search */
|
|
xassert(T->head != NULL);
|
|
p = T->head->p;
|
|
}
|
|
else if (T->parm->bt_tech == GLP_BT_BLB)
|
|
{ /* select node with best local bound */
|
|
p = best_node(T);
|
|
}
|
|
else if (T->parm->bt_tech == GLP_BT_BPH)
|
|
{ if (T->mip->mip_stat == GLP_UNDEF)
|
|
{ /* "most integer feasible" subproblem */
|
|
p = most_feas(T);
|
|
}
|
|
else
|
|
{ /* best projection heuristic */
|
|
p = best_proj(T);
|
|
}
|
|
}
|
|
else
|
|
xassert(T != T);
|
|
return p;
|
|
}
|
|
|
|
static int most_feas(glp_tree *T)
|
|
{ /* select subproblem whose parent has minimal sum of integer
|
|
infeasibilities */
|
|
IOSNPD *node;
|
|
int p;
|
|
double best;
|
|
p = 0, best = DBL_MAX;
|
|
for (node = T->head; node != NULL; node = node->next)
|
|
{ xassert(node->up != NULL);
|
|
if (best > node->up->ii_sum)
|
|
p = node->p, best = node->up->ii_sum;
|
|
}
|
|
return p;
|
|
}
|
|
|
|
static int best_proj(glp_tree *T)
|
|
{ /* select subproblem using the best projection heuristic */
|
|
IOSNPD *root, *node;
|
|
int p;
|
|
double best, deg, obj;
|
|
/* the global bound must exist */
|
|
xassert(T->mip->mip_stat == GLP_FEAS);
|
|
/* obtain pointer to the root node, which must exist */
|
|
root = T->slot[1].node;
|
|
xassert(root != NULL);
|
|
/* deg estimates degradation of the objective function per unit
|
|
of the sum of integer infeasibilities */
|
|
xassert(root->ii_sum > 0.0);
|
|
deg = (T->mip->mip_obj - root->bound) / root->ii_sum;
|
|
/* nothing has been selected so far */
|
|
p = 0, best = DBL_MAX;
|
|
/* walk through the list of active subproblems */
|
|
for (node = T->head; node != NULL; node = node->next)
|
|
{ xassert(node->up != NULL);
|
|
/* obj estimates optimal objective value if the sum of integer
|
|
infeasibilities were zero */
|
|
obj = node->up->bound + deg * node->up->ii_sum;
|
|
if (T->mip->dir == GLP_MAX) obj = - obj;
|
|
/* select the subproblem which has the best estimated optimal
|
|
objective value */
|
|
if (best > obj) p = node->p, best = obj;
|
|
}
|
|
return p;
|
|
}
|
|
|
|
static int best_node(glp_tree *T)
|
|
{ /* select subproblem with best local bound */
|
|
IOSNPD *node, *best = NULL;
|
|
double bound, eps;
|
|
switch (T->mip->dir)
|
|
{ case GLP_MIN:
|
|
bound = +DBL_MAX;
|
|
for (node = T->head; node != NULL; node = node->next)
|
|
if (bound > node->bound) bound = node->bound;
|
|
xassert(bound != +DBL_MAX);
|
|
eps = 1e-10 * (1.0 + fabs(bound));
|
|
for (node = T->head; node != NULL; node = node->next)
|
|
{ if (node->bound <= bound + eps)
|
|
{ xassert(node->up != NULL);
|
|
if (best == NULL ||
|
|
#if 1
|
|
best->up->ii_sum > node->up->ii_sum) best = node;
|
|
#else
|
|
best->lp_obj > node->lp_obj) best = node;
|
|
#endif
|
|
}
|
|
}
|
|
break;
|
|
case GLP_MAX:
|
|
bound = -DBL_MAX;
|
|
for (node = T->head; node != NULL; node = node->next)
|
|
if (bound < node->bound) bound = node->bound;
|
|
xassert(bound != -DBL_MAX);
|
|
eps = 1e-10 * (1.0 + fabs(bound));
|
|
for (node = T->head; node != NULL; node = node->next)
|
|
{ if (node->bound >= bound - eps)
|
|
{ xassert(node->up != NULL);
|
|
if (best == NULL ||
|
|
#if 1
|
|
best->up->ii_sum > node->up->ii_sum) best = node;
|
|
#else
|
|
best->lp_obj < node->lp_obj) best = node;
|
|
#endif
|
|
}
|
|
}
|
|
break;
|
|
default:
|
|
xassert(T != T);
|
|
}
|
|
xassert(best != NULL);
|
|
return best->p;
|
|
}
|
|
|
|
/* eof */
|