Cbc
2.9.8
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This is unlike the other heuristics in that it is very very compute intensive. More...
#include <CbcHeuristicDW.hpp>
Public Member Functions | |
CbcHeuristicDW () | |
CbcHeuristicDW (CbcModel &model, int keepContinuous=0) | |
CbcHeuristicDW (CbcModel &model, int callBack(CbcHeuristicDW *currentHeuristic, CbcModel *thisModel, int whereFrom), int keepContinuous=0) | |
CbcHeuristicDW (const CbcHeuristicDW &) | |
~CbcHeuristicDW () | |
virtual CbcHeuristic * | clone () const |
Clone. More... | |
CbcHeuristicDW & | operator= (const CbcHeuristicDW &rhs) |
Assignment operator. More... | |
virtual void | generateCpp (FILE *fp) |
Create C++ lines to get to current state. More... | |
virtual void | resetModel (CbcModel *model) |
Resets stuff if model changes. More... | |
virtual void | setModel (CbcModel *model) |
update model (This is needed if cliques update matrix etc) More... | |
virtual int | solution (double &objectiveValue, double *newSolution) |
returns 0 if no solution, 1 if valid solution. More... | |
int | numberBlocks () const |
Return number of blocks <=0 - no usable structure. More... | |
void | passInSolution (const double *solution) |
Pass in a solution. More... | |
void | passInContinuousSolution (const double *solution) |
Pass in continuous solution. More... | |
void | setProposalActions (int fullDWEverySoOften) |
DW Proposal actions fullDWEverySoOften - 0 - off k - every k times solution gets better. More... | |
double | objectiveValueWhen (int whichDW) const |
Objective value when whichDw created. More... | |
int | numberColumnsDW (int whichDW) const |
Number of columns in DW. More... | |
OsiSolverInterface * | solver () const |
Solver. More... | |
OsiSolverInterface * | DWModel (int whichDW) const |
DW model (user must delete) More... | |
double | bestObjective () const |
Best objective value. More... | |
const double * | bestSolution () const |
Best solution found so far. More... | |
const double * | continuousSolution () const |
Continuous solution. More... | |
const double * | fixedDj () const |
Reduced costs of fixed solution. More... | |
const double * | objectiveDW () const |
Objective at which DW updated. More... | |
int | numberDWTimes () const |
Number of times we have added to DW model. More... | |
const int * | numberColumnsDW () const |
Number of columns in DW. More... | |
void | setNumberPasses (int value) |
Set number of passes. More... | |
void | setNumberBadPasses (int value) |
Set number of passes without better solution. More... | |
void | setNumberNeeded (int value) |
Set number free integers needed (Base value) More... | |
int | getNumberNeeded () const |
Get number free integers needed (Base value) More... | |
void | setCurrentNumberNeeded (int value) |
Set number free integers needed (Current value) More... | |
int | getCurrentNumberNeeded () const |
Get number free integers needed (Current value) More... | |
void | setNumberNodes (int value) |
Set number nodes (could be done in callback) (Base value) More... | |
int | getNumberNodes () const |
Get number nodes (could be done in callback) (Base value) More... | |
void | setCurrentNumberNodes (int value) |
Set number nodes (could be done in callback) (Current value) More... | |
int | getCurrentNumberNodes () const |
Get number nodes (could be done in callback) (Current value) More... | |
void | setTargetObjective (double value) |
Set target objective. More... | |
void | setHowOften (int value) |
Sets how often to do it. More... | |
const int * | whichRowBlock () const |
Block for every row. More... | |
const int * | whichColumnBlock () const |
Block for every column. More... | |
double * | initialLower () const |
Initial Lower bounds. More... | |
double * | initialUpper () const |
Initial Upper bounds. More... | |
int * | intArrays () const |
Local integer arrays (each numberBlocks_ long) More... | |
double * | doubleArrays () const |
Local double arrays (each numberBlocks_ long) More... | |
int | phase () const |
Phase of solution. More... | |
int | pass () const |
Pass number. More... | |
const int * | columnsInBlock () const |
Which columns are in block. More... | |
const int * | startColumnBlock () const |
Starts for columnsInBlock. More... | |
const int * | intsInBlock () const |
Number of integer variables in each block. More... | |
double | objectiveValue (const double *solution) |
Objective value (could also check validity) More... | |
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CbcHeuristic () | |
CbcHeuristic (CbcModel &model) | |
CbcHeuristic (const CbcHeuristic &) | |
virtual | ~CbcHeuristic () |
CbcHeuristic & | operator= (const CbcHeuristic &rhs) |
Assignment operator. More... | |
virtual int | solution2 (double &, double *, OsiCuts &) |
returns 0 if no solution, 1 if valid solution, -1 if just returning an estimate of best possible solution with better objective value than one passed in Sets solution values if good, sets objective value (only if nonzero code) This is called at same time as cut generators - so can add cuts Default is do nothing More... | |
virtual void | validate () |
Validate model i.e. sets when_ to 0 if necessary (may be NULL) More... | |
void | setWhen (int value) |
Sets "when" flag - 0 off, 1 at root, 2 other than root, 3 always. More... | |
int | when () const |
Gets "when" flag - 0 off, 1 at root, 2 other than root, 3 always. More... | |
void | setNumberNodes (int value) |
Sets number of nodes in subtree (default 200) More... | |
int | numberNodes () const |
Gets number of nodes in a subtree (default 200) More... | |
void | setSwitches (int value) |
Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time. More... | |
int | switches () const |
Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time 65536 bit and above used for temporary communication. More... | |
bool | exitNow (double bestObjective) const |
Whether to exit at once on gap. More... | |
void | setFeasibilityPumpOptions (int value) |
Sets feasibility pump options (-1 is off) More... | |
int | feasibilityPumpOptions () const |
Gets feasibility pump options (-1 is off) More... | |
void | setModelOnly (CbcModel *model) |
Just set model - do not do anything else. More... | |
void | setFractionSmall (double value) |
Sets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) More... | |
double | fractionSmall () const |
Gets fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound (default 1.0) More... | |
int | numberSolutionsFound () const |
Get how many solutions the heuristic thought it got. More... | |
void | incrementNumberSolutionsFound () |
Increment how many solutions the heuristic thought it got. More... | |
int | smallBranchAndBound (OsiSolverInterface *solver, int numberNodes, double *newSolution, double &newSolutionValue, double cutoff, std::string name) const |
Do mini branch and bound - return 0 not finished - no solution 1 not finished - solution 2 finished - no solution 3 finished - solution (could add global cut if finished) -1 returned on size -2 time or user event. More... | |
void | generateCpp (FILE *fp, const char *heuristic) |
Create C++ lines to get to current state - does work for base class. More... | |
virtual bool | canDealWithOdd () const |
Returns true if can deal with "odd" problems e.g. sos type 2. More... | |
const char * | heuristicName () const |
return name of heuristic More... | |
void | setHeuristicName (const char *name) |
set name of heuristic More... | |
void | setSeed (int value) |
Set random number generator seed. More... | |
int | getSeed () const |
Get random number generator seed. More... | |
void | setDecayFactor (double value) |
Sets decay factor (for howOften) on failure. More... | |
void | setInputSolution (const double *solution, double objValue) |
Set input solution. More... | |
void | setWhereFrom (int value) |
int | whereFrom () const |
void | setShallowDepth (int value) |
Upto this depth we call the tree shallow and the heuristic can be called multiple times. More... | |
void | setHowOftenShallow (int value) |
How often to invoke the heuristics in the shallow part of the tree. More... | |
void | setMinDistanceToRun (int value) |
How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too. More... | |
virtual bool | shouldHeurRun (int whereFrom) |
Check whether the heuristic should run at all 0 - before cuts at root node (or from doHeuristics) 1 - during cuts at root 2 - after root node cuts 3 - after cuts at other nodes 4 - during cuts at other nodes 8 added if previous heuristic in loop found solution. More... | |
bool | shouldHeurRun_randomChoice () |
Check whether the heuristic should run this time. More... | |
void | debugNodes () |
void | printDistanceToNodes () |
int | numRuns () const |
how many times the heuristic has actually run More... | |
int | numCouldRun () const |
How many times the heuristic could run. More... | |
OsiSolverInterface * | cloneBut (int type) |
Clone, but ... More... | |
Protected Types | |
typedef int(* | heuristicCallBack) (CbcHeuristicDW *, CbcModel *, int) |
Protected Attributes | |
double | targetObjective_ |
Target objective. More... | |
double | bestObjective_ |
Best objective value. More... | |
double | lastObjective_ |
Objective value last time. More... | |
heuristicCallBack | functionPointer_ |
Call back whereFrom - 0 - after blocks found but before data setup 1 - after blocks sorted but before used 2 - just before normal branch and bound 3 - after DW has been updated 4 - if better solution found 5 - every time a block might be used next few for adjustment of nNeeded etc 6 - complete search done - no solution 7 - stopped on nodes - no improvement 8 - improving (same as 4 but after nNeeded changed Pointers to local data given by following pointers. More... | |
int * | intArray_ |
Local integer arrays (each numberBlocks_ long) More... | |
double * | doubleArray_ |
Local double arrays (each numberBlocks_ long) More... | |
OsiSolverInterface * | solver_ |
Base solver. More... | |
OsiSolverInterface * | dwSolver_ |
DW solver. More... | |
double * | bestSolution_ |
Best solution found so far. More... | |
double * | continuousSolution_ |
Continuous solution. More... | |
double * | fixedDj_ |
Reduced costs of fixed solution. More... | |
double * | saveLower_ |
Original lower bounds. More... | |
double * | saveUpper_ |
Original Upper bounds. More... | |
double * | random_ |
random numbers for master rows More... | |
double * | weights_ |
Weights for each proposal. More... | |
double * | objectiveDW_ |
Objective at which DW updated. More... | |
int * | numberColumnsDW_ |
Number of columns in each DW. More... | |
int * | whichRowBlock_ |
Block for every row. More... | |
int * | whichColumnBlock_ |
Block for every column. More... | |
int * | dwBlock_ |
Block number for each proposal. More... | |
int * | backwardRow_ |
Points back to master rows. More... | |
int * | rowsInBlock_ |
Which rows are in blocke. More... | |
int * | columnsInBlock_ |
Which columns are in block. More... | |
int * | startRowBlock_ |
Starts for rowsInBlock. More... | |
int * | startColumnBlock_ |
Starts for columnsInBlock. More... | |
int * | intsInBlock_ |
Number of integer variables in each block. More... | |
unsigned int * | fingerPrint_ |
Bits set for 1 integers in each block. More... | |
unsigned short * | affinity_ |
Affinity each block has for other (will be triangular?) More... | |
int | fullDWEverySoOften_ |
DW Proposal actions fullDWEverySoOften - 0 - off k - every k times solution gets better. More... | |
int | numberPasses_ |
Number of passes. More... | |
int | howOften_ |
How often to do (code can change) More... | |
int | maximumDW_ |
Current maximum number of DW proposals. More... | |
int | numberDW_ |
Number of DW proposals. More... | |
int | numberDWTimes_ |
Number of times we have added to DW model. More... | |
int | sizeFingerPrint_ |
Number of unsigned ints needed for each block of fingerPrint. More... | |
int | numberMasterColumns_ |
Number of columns in master. More... | |
int | numberMasterRows_ |
Number of rows in master. More... | |
int | numberBlocks_ |
Number of blocks. More... | |
int | keepContinuous_ |
Action on decomposition - 1 keep continuous, 0 don't. More... | |
int | phase_ |
Phase of solution. More... | |
int | pass_ |
Pass number. More... | |
int | nNeededBase_ |
Base number of integers needed. More... | |
int | nNodesBase_ |
Base number of nodes needed. More... | |
int | nNeeded_ |
Base number of integers needed. More... | |
int | nNodes_ |
Base number of nodes needed. More... | |
int | numberBadPasses_ |
Number of passes without better solution. More... | |
int | solveState_ |
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CbcModel * | model_ |
Model. More... | |
int | when_ |
When flag - 0 off, 1 at root, 2 other than root, 3 always. More... | |
int | numberNodes_ |
Number of nodes in any sub tree. More... | |
int | feasibilityPumpOptions_ |
Feasibility pump options , -1 is off >=0 for feasibility pump itself -2 quick proximity search -3 longer proximity search. More... | |
double | fractionSmall_ |
Fraction of new(rows+columns)/old(rows+columns) before doing small branch and bound. More... | |
CoinThreadRandom | randomNumberGenerator_ |
Thread specific random number generator. More... | |
std::string | heuristicName_ |
Name for printing. More... | |
int | howOften_ |
How often to do (code can change) More... | |
double | decayFactor_ |
How much to increase how often. More... | |
int | switches_ |
Switches (does not apply equally to all heuristics) 1 bit - stop once allowable gap on objective reached 2 bit - always do given number of passes 4 bit - weaken cutoff by 5% every 50 passes? 8 bit - if has cutoff and suminf bobbling for 20 passes then first try halving distance to best possible then try keep halving distance to known cutoff 16 bit - needs new solution to run 1024 bit - stop all heuristics on max time. More... | |
int | whereFrom_ |
int | shallowDepth_ |
Upto this depth we call the tree shallow and the heuristic can be called multiple times. More... | |
int | howOftenShallow_ |
How often to invoke the heuristics in the shallow part of the tree. More... | |
int | numInvocationsInShallow_ |
How many invocations happened within the same node when in a shallow part of the tree. More... | |
int | numInvocationsInDeep_ |
How many invocations happened when in the deep part of the tree. More... | |
int | lastRunDeep_ |
After how many deep invocations was the heuristic run last time. More... | |
int | numRuns_ |
how many times the heuristic has actually run More... | |
int | minDistanceToRun_ |
How "far" should this node be from every other where the heuristic was run in order to allow the heuristic to run in this node, too. More... | |
CbcHeuristicNodeList | runNodes_ |
The description of the nodes where this heuristic has been applied. More... | |
int | numCouldRun_ |
How many times the heuristic could run. More... | |
int | numberSolutionsFound_ |
How many solutions the heuristic thought it got. More... | |
int | numberNodesDone_ |
How many nodes the heuristic did this go. More... | |
double * | inputSolution_ |
This is unlike the other heuristics in that it is very very compute intensive.
It tries to find a DW structure and use that
Definition at line 17 of file CbcHeuristicDW.hpp.
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Definition at line 194 of file CbcHeuristicDW.hpp.
CbcHeuristicDW::CbcHeuristicDW | ( | ) |
CbcHeuristicDW::CbcHeuristicDW | ( | CbcModel & | model, |
int | keepContinuous = 0 |
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CbcHeuristicDW::CbcHeuristicDW | ( | CbcModel & | model, |
int | callBackCbcHeuristicDW *currentHeuristic, CbcModel *thisModel, int whereFrom, | ||
int | keepContinuous = 0 |
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CbcHeuristicDW::CbcHeuristicDW | ( | const CbcHeuristicDW & | ) |
CbcHeuristicDW::~CbcHeuristicDW | ( | ) |
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Clone.
Implements CbcHeuristic.
CbcHeuristicDW& CbcHeuristicDW::operator= | ( | const CbcHeuristicDW & | rhs | ) |
Assignment operator.
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Create C++ lines to get to current state.
Reimplemented from CbcHeuristic.
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Resets stuff if model changes.
Implements CbcHeuristic.
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update model (This is needed if cliques update matrix etc)
Reimplemented from CbcHeuristic.
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returns 0 if no solution, 1 if valid solution.
Sets solution values if good, sets objective value (only if good) This does Relaxation Induced Neighborhood Search
Implements CbcHeuristic.
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Return number of blocks <=0 - no usable structure.
Definition at line 65 of file CbcHeuristicDW.hpp.
void CbcHeuristicDW::passInSolution | ( | const double * | solution | ) |
Pass in a solution.
void CbcHeuristicDW::passInContinuousSolution | ( | const double * | solution | ) |
Pass in continuous solution.
void CbcHeuristicDW::setProposalActions | ( | int | fullDWEverySoOften | ) |
DW Proposal actions fullDWEverySoOften - 0 - off k - every k times solution gets better.
double CbcHeuristicDW::objectiveValueWhen | ( | int | whichDW | ) | const |
Objective value when whichDw created.
int CbcHeuristicDW::numberColumnsDW | ( | int | whichDW | ) | const |
Number of columns in DW.
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Solver.
Definition at line 82 of file CbcHeuristicDW.hpp.
OsiSolverInterface* CbcHeuristicDW::DWModel | ( | int | whichDW | ) | const |
DW model (user must delete)
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Best objective value.
Definition at line 87 of file CbcHeuristicDW.hpp.
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Best solution found so far.
Definition at line 90 of file CbcHeuristicDW.hpp.
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Continuous solution.
Definition at line 93 of file CbcHeuristicDW.hpp.
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Reduced costs of fixed solution.
Definition at line 96 of file CbcHeuristicDW.hpp.
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Objective at which DW updated.
Definition at line 99 of file CbcHeuristicDW.hpp.
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Number of times we have added to DW model.
Definition at line 102 of file CbcHeuristicDW.hpp.
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Number of columns in DW.
Definition at line 105 of file CbcHeuristicDW.hpp.
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Set number of passes.
Definition at line 108 of file CbcHeuristicDW.hpp.
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Set number of passes without better solution.
Definition at line 111 of file CbcHeuristicDW.hpp.
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Set number free integers needed (Base value)
Definition at line 114 of file CbcHeuristicDW.hpp.
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Get number free integers needed (Base value)
Definition at line 117 of file CbcHeuristicDW.hpp.
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Set number free integers needed (Current value)
Definition at line 120 of file CbcHeuristicDW.hpp.
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Get number free integers needed (Current value)
Definition at line 123 of file CbcHeuristicDW.hpp.
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Set number nodes (could be done in callback) (Base value)
Definition at line 126 of file CbcHeuristicDW.hpp.
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Get number nodes (could be done in callback) (Base value)
Definition at line 129 of file CbcHeuristicDW.hpp.
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Set number nodes (could be done in callback) (Current value)
Definition at line 132 of file CbcHeuristicDW.hpp.
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Get number nodes (could be done in callback) (Current value)
Definition at line 135 of file CbcHeuristicDW.hpp.
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Set target objective.
Definition at line 138 of file CbcHeuristicDW.hpp.
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Sets how often to do it.
Definition at line 141 of file CbcHeuristicDW.hpp.
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Block for every row.
Definition at line 145 of file CbcHeuristicDW.hpp.
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Block for every column.
Definition at line 148 of file CbcHeuristicDW.hpp.
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Initial Lower bounds.
Definition at line 151 of file CbcHeuristicDW.hpp.
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Initial Upper bounds.
Definition at line 154 of file CbcHeuristicDW.hpp.
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Local integer arrays (each numberBlocks_ long)
Definition at line 157 of file CbcHeuristicDW.hpp.
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Local double arrays (each numberBlocks_ long)
Definition at line 160 of file CbcHeuristicDW.hpp.
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Phase of solution.
Definition at line 163 of file CbcHeuristicDW.hpp.
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Pass number.
Definition at line 166 of file CbcHeuristicDW.hpp.
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Which columns are in block.
Definition at line 169 of file CbcHeuristicDW.hpp.
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Starts for columnsInBlock.
Definition at line 172 of file CbcHeuristicDW.hpp.
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Number of integer variables in each block.
Definition at line 175 of file CbcHeuristicDW.hpp.
double CbcHeuristicDW::objectiveValue | ( | const double * | solution | ) |
Objective value (could also check validity)
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Target objective.
Definition at line 197 of file CbcHeuristicDW.hpp.
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Best objective value.
Definition at line 199 of file CbcHeuristicDW.hpp.
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Objective value last time.
Definition at line 201 of file CbcHeuristicDW.hpp.
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Call back whereFrom - 0 - after blocks found but before data setup 1 - after blocks sorted but before used 2 - just before normal branch and bound 3 - after DW has been updated 4 - if better solution found 5 - every time a block might be used next few for adjustment of nNeeded etc 6 - complete search done - no solution 7 - stopped on nodes - no improvement 8 - improving (same as 4 but after nNeeded changed Pointers to local data given by following pointers.
Definition at line 216 of file CbcHeuristicDW.hpp.
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Local integer arrays (each numberBlocks_ long)
Definition at line 218 of file CbcHeuristicDW.hpp.
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Local double arrays (each numberBlocks_ long)
Definition at line 220 of file CbcHeuristicDW.hpp.
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Base solver.
Definition at line 222 of file CbcHeuristicDW.hpp.
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DW solver.
Definition at line 224 of file CbcHeuristicDW.hpp.
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Best solution found so far.
Definition at line 226 of file CbcHeuristicDW.hpp.
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Continuous solution.
Definition at line 228 of file CbcHeuristicDW.hpp.
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Reduced costs of fixed solution.
Definition at line 230 of file CbcHeuristicDW.hpp.
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Original lower bounds.
Definition at line 232 of file CbcHeuristicDW.hpp.
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Original Upper bounds.
Definition at line 234 of file CbcHeuristicDW.hpp.
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random numbers for master rows
Definition at line 236 of file CbcHeuristicDW.hpp.
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Weights for each proposal.
Definition at line 238 of file CbcHeuristicDW.hpp.
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Objective at which DW updated.
Definition at line 240 of file CbcHeuristicDW.hpp.
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Number of columns in each DW.
Definition at line 242 of file CbcHeuristicDW.hpp.
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Block for every row.
Definition at line 244 of file CbcHeuristicDW.hpp.
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Block for every column.
Definition at line 246 of file CbcHeuristicDW.hpp.
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Block number for each proposal.
Definition at line 248 of file CbcHeuristicDW.hpp.
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Points back to master rows.
Definition at line 250 of file CbcHeuristicDW.hpp.
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Which rows are in blocke.
Definition at line 252 of file CbcHeuristicDW.hpp.
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Which columns are in block.
Definition at line 254 of file CbcHeuristicDW.hpp.
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Starts for rowsInBlock.
Definition at line 256 of file CbcHeuristicDW.hpp.
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Starts for columnsInBlock.
Definition at line 258 of file CbcHeuristicDW.hpp.
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Number of integer variables in each block.
Definition at line 260 of file CbcHeuristicDW.hpp.
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Bits set for 1 integers in each block.
Definition at line 262 of file CbcHeuristicDW.hpp.
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Affinity each block has for other (will be triangular?)
Definition at line 264 of file CbcHeuristicDW.hpp.
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DW Proposal actions fullDWEverySoOften - 0 - off k - every k times solution gets better.
Definition at line 270 of file CbcHeuristicDW.hpp.
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Number of passes.
Definition at line 272 of file CbcHeuristicDW.hpp.
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How often to do (code can change)
Definition at line 274 of file CbcHeuristicDW.hpp.
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Current maximum number of DW proposals.
Definition at line 276 of file CbcHeuristicDW.hpp.
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Number of DW proposals.
Definition at line 278 of file CbcHeuristicDW.hpp.
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Number of times we have added to DW model.
Definition at line 280 of file CbcHeuristicDW.hpp.
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Number of unsigned ints needed for each block of fingerPrint.
Definition at line 282 of file CbcHeuristicDW.hpp.
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Number of columns in master.
Definition at line 284 of file CbcHeuristicDW.hpp.
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Number of rows in master.
Definition at line 286 of file CbcHeuristicDW.hpp.
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Number of blocks.
Definition at line 288 of file CbcHeuristicDW.hpp.
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Action on decomposition - 1 keep continuous, 0 don't.
Definition at line 290 of file CbcHeuristicDW.hpp.
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Phase of solution.
Definition at line 292 of file CbcHeuristicDW.hpp.
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Pass number.
Definition at line 294 of file CbcHeuristicDW.hpp.
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Base number of integers needed.
Definition at line 296 of file CbcHeuristicDW.hpp.
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Base number of nodes needed.
Definition at line 298 of file CbcHeuristicDW.hpp.
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Base number of integers needed.
Definition at line 300 of file CbcHeuristicDW.hpp.
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Base number of nodes needed.
Definition at line 302 of file CbcHeuristicDW.hpp.
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Number of passes without better solution.
Definition at line 304 of file CbcHeuristicDW.hpp.
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Definition at line 306 of file CbcHeuristicDW.hpp.