Class: Cbc::Problem

Inherits:
Object
  • Object
show all
Defined in:
lib/ruby-cbc/problem.rb

Defined Under Namespace

Classes: CCS

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Instance Attribute Details

#crs ⇒ Object

Returns the value of attribute crs.



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# File 'lib/ruby-cbc/problem.rb', line 3

def crs
  @crs
end

#model ⇒ Object

Returns the value of attribute model.



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# File 'lib/ruby-cbc/problem.rb', line 3

def model
  @model
end

#variable_index ⇒ Object

Returns the value of attribute variable_index.



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# File 'lib/ruby-cbc/problem.rb', line 3

def variable_index
  @variable_index
end

Class Method Details

.crs_to_ccs(crs) ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 25

def self.crs_to_ccs(crs)
  nb_per_column = Array.new(crs.col_idx.max.to_i + 1, 0)
  nb_values = crs.values.size

  crs.col_idx.each { |col_idx| nb_per_column[col_idx] += 1 }

  ccs = CCS.new(Array.new(nb_per_column.size + 1), Array.new(nb_values), Array.new(nb_values))
  ccs.col_ptr[0] = 0
  idx = 0
  while idx < nb_per_column.size
    ccs.col_ptr[idx + 1] = ccs.col_ptr[idx] + nb_per_column[idx]
    idx += 1
  end

  cols_idx = ccs.col_ptr.clone
  row_idx = 0
  end_row_idx = crs.row_ptr.size - 1
  while row_idx < end_row_idx
    current_idx = crs.row_ptr[row_idx]
    last_idx = crs.row_ptr[row_idx + 1] - 1
    while current_idx <= last_idx
      col_idx = crs.col_idx[current_idx]
      ccs_col_idx = cols_idx[col_idx]
      cols_idx[col_idx] += 1
      ccs.row_idx[ccs_col_idx] = row_idx
      ccs.values[ccs_col_idx] = crs.values[current_idx]
      current_idx += 1
    end
    row_idx += 1
  end
  ccs
end

.finalizer(cbc_model, int_arrays, double_arrays) ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 185

def self.finalizer(cbc_model, int_arrays, double_arrays)
  proc do
    Cbc_wrapper.Cbc_deleteModel(cbc_model)
    int_arrays.each { |ar| Cbc_wrapper.delete_intArray(ar) }
    double_arrays.each { |ar| Cbc_wrapper.delete_doubleArray(ar) }
  end
end

.from_compressed_row_storage(crs, continuous: false) ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 10

def self.from_compressed_row_storage(crs, continuous: false)
  new.tap do |p|
    p.model = crs.model
    p.variable_index = crs.variable_index
    p.crs = crs
    p.create_cbc_problem(continuous: continuous)
  end
end

.from_model(model, continuous: false) ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 5

def self.from_model(model, continuous: false)
  crs = Util::CompressedRowStorage.from_model(model)
  from_compressed_row_storage(crs, continuous: continuous)
end

Instance Method Details

#best_bound ⇒ Object

Returns the best know bound so far



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# File 'lib/ruby-cbc/problem.rb', line 173

def best_bound
  Cbc_wrapper.Cbc_getBestPossibleObjValue(@cbc_model)
end

#create_cbc_problem(continuous: false) ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 58

def create_cbc_problem(continuous: false)
  @int_arrays = []
  @double_arrays = []

  ccs = self.class.crs_to_ccs(@crs)
  objective = Array.new(ccs.nb_vars, 0)
  if model.objective
    model.objective.terms.each do |term|
      objective[@variable_index[term.var]] = term.mult
    end
  end

  @cbc_model = Cbc_wrapper.Cbc_newModel
  Cbc_wrapper.Cbc_loadProblem(
    @cbc_model, ccs.nb_vars, @crs.nb_constraints,
    to_int_array(ccs.col_ptr), to_int_array(ccs.row_idx),
    to_double_array(ccs.values), nil, nil, to_double_array(objective),
    nil, nil)

  # Segmentation errors when setting name
  # Cbc_wrapper.Cbc_setProblemName(@cbc_model, model.name) if model.name

  if model.objective
    obj_sense = model.objective.objective_function == Ilp::Objective::MINIMIZE ? 1 : -1
    Cbc_wrapper.Cbc_setObjSense(@cbc_model, obj_sense)
  end

  idx = 0
  while idx < @crs.nb_constraints
    c = @crs.model.constraints[idx]
    set_constraint_bounds(c, idx)
    idx += 1
  end
  idx = 0
  while idx < ccs.nb_vars
    v = @crs.model.vars[idx]
    if continuous
      Cbc_wrapper.Cbc_setContinuous(@cbc_model, idx)
    else
      case v.kind
      when Ilp::Var::INTEGER_KIND, Ilp::Var::BINARY_KIND
        Cbc_wrapper.Cbc_setInteger(@cbc_model, idx)
      when Ilp::Var::CONTINUOUS_KIND
        Cbc_wrapper.Cbc_setContinuous(@cbc_model, idx)
      end
    end
    Cbc_wrapper.Cbc_setColLower(@cbc_model, idx, v.lower_bound) unless v.lower_bound.nil?
    Cbc_wrapper.Cbc_setColUpper(@cbc_model, idx, v.upper_bound) unless v.upper_bound.nil?
    idx += 1
  end

  ObjectSpace.define_finalizer(self, self.class.finalizer(@cbc_model, @int_arrays, @double_arrays))

  @default_solve_params = {
    log: 0
  }
end

#find_conflict ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 177

def find_conflict
  @conflict_set ||= ConflictSolver.new(self).find_conflict
end

#find_conflict_vars ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 181

def find_conflict_vars
  @conflict_vars ||= find_conflict.map(&:vars).flatten.uniq
end

#objective_value ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 168

def objective_value
  Cbc_wrapper.Cbc_getObjValue(@cbc_model)
end

#proven_infeasible? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/ruby-cbc/problem.rb', line 156

def proven_infeasible?
  Cbc_wrapper.Cbc_isProvenInfeasible(@cbc_model) == 1
end

#proven_optimal? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/ruby-cbc/problem.rb', line 152

def proven_optimal?
  Cbc_wrapper.Cbc_isProvenOptimal(@cbc_model) == 1
end

#set_constraint_bounds(c, idx) ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 116

def set_constraint_bounds(c, idx)
  case c.type
  when Ilp::Constraint::LESS_OR_EQ
    Cbc_wrapper.Cbc_setRowUpper(@cbc_model, idx, c.bound)
  when Ilp::Constraint::GREATER_OR_EQ
    Cbc_wrapper.Cbc_setRowLower(@cbc_model, idx, c.bound)
  when Ilp::Constraint::EQUALS
    Cbc_wrapper.Cbc_setRowUpper(@cbc_model, idx, c.bound)
    Cbc_wrapper.Cbc_setRowLower(@cbc_model, idx, c.bound)
  end
end

#set_time_limit(seconds) ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 148

def set_time_limit(seconds)
  @default_solve_params[:sec] = seconds
end

#solution_limit_reached? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/ruby-cbc/problem.rb', line 164

def solution_limit_reached?
  Cbc_wrapper.Cbc_isSolutionLimitReached(@cbc_model) == 1
end

#solve(params = {}) ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 128

def solve(params = {})
  @default_solve_params.merge(params).each do |name, value|
    Cbc_wrapper.Cbc_setParameter(@cbc_model, name.to_s, value.to_s)
  end
  Cbc_wrapper.Cbc_solve(@cbc_model)
  @solution = Cbc_wrapper::DoubleArray.frompointer(Cbc_wrapper.Cbc_getColSolution(@cbc_model))
  @double_arrays << @solution
  @solution
end

#time_limit_reached? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/ruby-cbc/problem.rb', line 160

def time_limit_reached?
  Cbc_wrapper.Cbc_isSecondsLimitReached(@cbc_model) == 1
end

#value_of(var) ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 138

def value_of(var)
  idx = @variable_index[var]
  return nil if idx.nil?
  if var.kind == Ilp::Var::CONTINUOUS_KIND
    @solution[idx]
  else
    @solution[idx].round
  end
end

#write ⇒ Object 



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# File 'lib/ruby-cbc/problem.rb', line 193

def write
  Cbc_wrapper.Cbc_writeMps(@cbc_model, "test")
end