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onerow: add cut selection parameters

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feature/few-sets
Alinson S. Xavier 9 years ago
parent b6026771ed
commit fac2c3e6e9
8 changed files with 78 additions and 39 deletions
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15
onerow/benchmark/generate_tables
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@ -3,28 +3,21 @@ for i in out/*yaml; do
IN=${i/.pre.yaml/}
IN=${IN/out\//}
grep -q mip_value $i && continue
echo $IN
grep $IN instances/opt.tab | awk '{ print "mip_value:\n "$2 }' >> $i
done
echo " TABLE 1 "
echo "--------------------------------------------------------------------------------"
printf "%s,%s,%s,%s,%s,%s,%s,%s,%s,%s\n" instance cutsmir cutsw origgap mirperf wperf mircontrib wcontrib wimprov wtime | tee 'tables/gap.csv'
printf "%s,%s,%s,%s,%s,%s,%s,%s,%s,%s\n" instance cutsmir cutsw origgap mirperf wperf mircontrib wcontrib wimprov wtime > 'tables/gap.csv'
for i in out/*.yaml; do
IN=${i/.yaml/}
IN=${IN/out\//}
printf "%s," $IN
scripts/gap.rb $i
done | sort -t',' -nrsk 8 | sed -e 's/,$//g' | tee -a 'tables/gap.csv'
done | sed -e 's/,$//g' >> 'tables/gap.csv'
echo
echo
echo " TABLE 2 "
echo "--------------------------------------------------------------------------------"
printf "%s,%s,%s,%s,%s,%s\n" instance cutsmir cutsw mirt wedget avgm | tee 'tables/speed.csv'
printf "%s,%s,%s,%s,%s,%s\n" instance cutsmir cutsw mirt wedget avgm > 'tables/speed.csv'
for i in out/*.yaml; do
IN=${i/.yaml/}
IN=${IN/out\//}
printf "%s," $IN
scripts/speed.rb $i
done | sort | sed -e 's/,$//g' | tee -a 'tables/speed.csv'
done | sort | sed -e 's/,$//g' >> 'tables/speed.csv'

6
onerow/benchmark/src/main.cpp
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@ -149,21 +149,21 @@ int main(int argc, char **argv)
if (enable_gomory_cuts)
{
time_printf("Generating Gomory cuts...\n");
cplexHelper.add_single_row_cuts<GomoryCutGenerator>();
cplexHelper.add_single_row_cuts<GomoryCutGenerator>(0);
cplexHelper.solve(true);
}
if (enable_mir_cuts)
{
time_printf("Generating MIR cuts...\n");
cplexHelper.add_single_row_cuts<MIRCutGenerator>();
cplexHelper.add_single_row_cuts<MIRCutGenerator>(0);
cplexHelper.solve(true);
}
if (enable_wedge_cuts)
{
time_printf("Generating wedge cuts...\n");
cplexHelper.add_single_row_cuts<WedgeCutGenerator>();
cplexHelper.add_single_row_cuts<WedgeCutGenerator>(MAX_GOOD_ROWS);
cplexHelper.solve(true);
}

10
onerow/library/include/onerow/cplex_helper.hpp
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@ -69,10 +69,11 @@ public:
* cuts as possible. The cuts are generated by the provided generator class.
*
* @tparam Generator Class used to generate the cuts.
* @param max_rows The maximum number of rows to consider.
* @returns The number of cuts added.
*/
template<class Generator>
int add_single_row_cuts();
int add_single_row_cuts(int max_rows);
/**
* Gets a single row from the current tableau.
@ -90,7 +91,7 @@ public:
*
* @returns The solution status, as returned by CPXgetstat.
*/
int solve(bool save_stats = false);
void solve(bool save_stats = false);
void dump_constraint(const Constraint &c, const char *msg = "");
@ -107,7 +108,7 @@ public:
void print_solution(double *x);
void find_good_rows();
void find_good_rows(int max_rows);
int n_rows;
int n_cols;
@ -134,6 +135,9 @@ public:
int n_good_rows;
int *good_rows;
double *reduced_costs;
double cost_cutoff;
};
#include "cplex_helper.tpp"

12
onerow/library/include/onerow/cplex_helper.tpp
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@ -30,12 +30,17 @@ using std::endl;
template<class Generator>
int CplexHelper::add_single_row_cuts()
int CplexHelper::add_single_row_cuts(int max_rows)
{
total_cuts = 0;
if(n_good_rows < 0)
find_good_rows();
if(n_good_rows > 0)
{
n_good_rows = 0;
delete good_rows;
}
find_good_rows(max_rows);
eta_reset();
eta_count = 0;
@ -48,7 +53,6 @@ int CplexHelper::add_single_row_cuts()
for (int i = 0; i < n_good_rows; i++)
{
Row *row = get_tableau_row(good_rows[i]);
//Row *row = good_rows[i];
Generator generator(*row);

8
onerow/library/include/onerow/params.hpp
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@ -25,16 +25,14 @@ const long REDUCE_FACTOR_RHS = 1000000;
const long REDUCE_FACTOR_R1 = 1000;
const long REDUCE_FACTOR_COEFFICIENT = 1000000;
const int MAX_CUT_DEPTH = 200;
const int MAX_R1_RAYS = 1000000;
const int MAX_CUT_DEPTH = 1000000;
const int MAX_GOOD_ROWS = 1000000;
const int ETA_UPDATE_INTERVAL = 300;
const unsigned int MAX_CUT_BUFFER_SIZE = 100;
const double COEFFICIENT_SAFETY_MARGIN = 0.00001;
#define INTERSECTION_CUT_USE_DOUBLE
#define ENABLE_TRIVIAL_LIFTING
// #define ENABLE_EXTENDED_STATISTICS
// #define PRETEND_TO_ADD_CUTS

2
onerow/library/include/onerow/single_row_cut_generator.hpp
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@ -66,6 +66,8 @@ struct Row {
int basic_var_index;
bool* is_integer;
double* reduced_costs;
double cost_cutoff;
};
/**

61
onerow/library/src/cplex_helper.cpp
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@ -29,6 +29,7 @@
#include <onerow/geometry.hpp>
#include <onerow/stats.hpp>
#include <onerow/params.hpp>
#include <cstring>
using std::cout;
using std::endl;
@ -39,7 +40,7 @@ static bool debug = false;
CplexHelper::CplexHelper(CPXENVptr _env, CPXLPptr _lp) :
env(_env), lp(_lp), is_integer(0), n_cuts(0), n_rows(0), ub(0), lb(0),
cstat(0), cplex_rows(0), first_solution(0), current_solution(0),
optimal_solution(0), current_round(0), n_good_rows(-1)
optimal_solution(0), current_round(0), n_good_rows(-1), reduced_costs(0)
{
}
@ -260,6 +261,9 @@ Row* CplexHelper::get_tableau_row(int index)
row->is_integer = is_integer;
row->c = cplex_row_to_constraint(cplex_rows[index]);
row->reduced_costs = reduced_costs;
row->cost_cutoff = cost_cutoff;
if (optimal_solution)
assert(cplex_rows[index].get_violation(optimal_solution) <= 0.001);
@ -272,7 +276,7 @@ Row* CplexHelper::get_tableau_row(int index)
return row;
}
int CplexHelper::solve(bool should_end_round)
void CplexHelper::solve(bool should_end_round)
{
// Optimize
int status = CPXlpopt(env, lp);
@ -312,8 +316,6 @@ int CplexHelper::solve(bool should_end_round)
if (should_end_round)
Stats::set_solution(current_round++, objval, string(buffer));
return objval;
}
@ -364,6 +366,16 @@ void CplexHelper::read_basis()
CPXgetlb(env, lp, lb, 0, n_cols - 1);
CPXgetbase(env, lp, cstat, rstat);
reduced_costs = new double[n_cols];
CPXgetdj(env, lp, reduced_costs, 0, n_cols-1);
cost_cutoff = -INFINITY;
double *costs_copy = new double[n_cols];
memcpy(costs_copy, reduced_costs, sizeof(double) * n_cols);
std::sort(costs_copy, costs_copy + n_cols, std::greater<double>());
if(n_cols > MAX_R1_RAYS) cost_cutoff = costs_copy[MAX_R1_RAYS];
delete costs_copy;
cplex_rows = new CplexRow[n_rows];
assert(cplex_rows != 0);
@ -509,10 +521,10 @@ void CplexHelper::eta_print()
FINISHED:;
}
void CplexHelper::find_good_rows()
void CplexHelper::find_good_rows(int max_rows)
{
n_good_rows = 0;
good_rows = new int[n_rows];
bool *is_good = new bool[n_rows];
double *fractionality = new double[n_rows];
time_printf("Finding interesting rows...\n");
@ -521,14 +533,37 @@ void CplexHelper::find_good_rows()
{
Row *row = get_tableau_row(i);
if (row->c.pi_zero.frac() != 0 &&
row->is_integer[row->basic_var_index])
{
good_rows[n_good_rows++] = i;
}
fractionality[i] = row->c.pi_zero.frac().get_double();
fractionality[i] = fabs(fractionality[i] - 0.5);
is_good[i] = true;
if (row->c.pi_zero.frac() == 0) is_good[i] = false;
if (!row->is_integer[row->basic_var_index]) is_good[i] = false;
delete row;
}
time_printf(" %d rows found\n", n_good_rows, n_rows);
if(max_rows > 0)
{
double frac_cutoff = 1.0;
std::sort(fractionality, fractionality + n_rows);
if (n_rows > max_rows) frac_cutoff = fractionality[max_rows];
for (int i = 0; i < n_rows; i++)
if (fractionality[i] > frac_cutoff)
is_good[i] = false;
}
n_good_rows = 0;
good_rows = new int[n_rows];
for (int i = 0; i < n_rows; i++)
{
if (!is_good[i]) continue;
good_rows[n_good_rows++] = i;
if(max_rows > 0 && n_good_rows >= max_rows) break;
}
delete is_good;
delete fractionality;
time_printf(" %d rows found\n", n_good_rows);
}

3
onerow/library/src/wedge_cut_generator.cpp
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@ -296,6 +296,9 @@ void WedgeCutGenerator::eval_next()
}
int r1_index = row.c.pi.index(r1_offset);
if(row.reduced_costs[r1_index] < row.cost_cutoff)
continue;
r1[0] = -row.c.pi.value(r1_offset).reduce(REDUCE_FACTOR_R1);
r1[1] = 1;