remove assumption of integer objective, fixes coin-or#23

rowtricker · Nov 25, 2016 · 297e7f9 · 297e7f9
1 parent 103b7ec
commit 297e7f9
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Showing 15 changed files with 56 additions and 37 deletions.
diff --git a/...in/java/org/jorlib/frameworks/columngeneration/branchandprice/AbstractBranchAndPrice.java b/...in/java/org/jorlib/frameworks/columngeneration/branchandprice/AbstractBranchAndPrice.java
@@ -65,7 +65,7 @@ public abstract class AbstractBranchAndPrice<T extends ModelInterface,
     protected final OptimizationSense optimizationSenseMaster;
 
     /** Stores the objective of the best (integer) solution **/
-    protected int objectiveIncumbentSolution;
+    protected double objectiveIncumbentSolution;
     /**
      * List containing the columns corresponding to the best integer solution (empty list when no
      * feasible solution has been found)
@@ -401,7 +401,7 @@ protected int getUniqueNodeID()
      * 
      * @return the objective of the best integer solution found during the Branch-and-Price search
      */
-    public int getObjective()
+    public double getObjective()
     {
         return this.objectiveIncumbentSolution;
     }
@@ -596,10 +596,17 @@ protected List<U> generateArtificialSolution()
      */
     protected boolean nodeCanBePruned(BAPNode<T, U> node)
     {
-        return (optimizationSenseMaster == OptimizationSense.MINIMIZE
-            && Math.ceil(node.bound - config.PRECISION) >= upperBoundOnObjective
-            || optimizationSenseMaster == OptimizationSense.MAXIMIZE
-                && Math.floor(node.bound + config.PRECISION) <= lowerBoundOnObjective);
+        if (config.INTEGER_OBJECTIVE) {
+            return (optimizationSenseMaster == OptimizationSense.MINIMIZE
+                    && Math.ceil(node.bound - config.PRECISION) >= upperBoundOnObjective
+                    || optimizationSenseMaster == OptimizationSense.MAXIMIZE
+                    && Math.floor(node.bound + config.PRECISION) <= lowerBoundOnObjective);
+        } else {
+            return optimizationSenseMaster == OptimizationSense.MINIMIZE
+                    && node.bound >= upperBoundOnObjective
+                    || optimizationSenseMaster == OptimizationSense.MAXIMIZE
+                    && node.bound <= lowerBoundOnObjective;          
+        }
     }
 
     /**

diff --git a/...rg/jorlib/frameworks/columngeneration/branchandprice/eventhandling/FinishMasterEvent.java b/...rg/jorlib/frameworks/columngeneration/branchandprice/eventhandling/FinishMasterEvent.java
@@ -34,7 +34,7 @@ public class FinishMasterEvent
      * Cutoff value: Column Generation is terminated when the bound on the Master Objective is worse
      * than the cutoff value
      **/
-    public final int cutoffValue;
+    public final double cutoffValue;
     /** Best available bound on the master objective **/
     public final double boundOnMasterObjective;
 
@@ -49,7 +49,7 @@ public class FinishMasterEvent
      * @param boundOnMasterObjective best available bound on master problem
      */
     public FinishMasterEvent(
-        Object source, int columnGenerationIteration, double objective, int cutoffValue,
+        Object source, int columnGenerationIteration, double objective, double cutoffValue,
         double boundOnMasterObjective)
     {
         super(source);

diff --git a/...g/jorlib/frameworks/columngeneration/branchandprice/eventhandling/FinishPricingEvent.java b/...g/jorlib/frameworks/columngeneration/branchandprice/eventhandling/FinishPricingEvent.java
@@ -43,7 +43,7 @@ public class FinishPricingEvent<T extends ModelInterface, U extends AbstractColu
      * Cutoff value: Column Generation is terminated when the bound on the Master Objective is worse
      * than the cutoff value
      **/
-    public final int cutoffValue;
+    public final double cutoffValue;
     /** Best available bound on the master objective **/
     public final double boundOnMasterObjective;
 
@@ -60,7 +60,7 @@ public class FinishPricingEvent<T extends ModelInterface, U extends AbstractColu
      */
     public FinishPricingEvent(
         Object source, int columnGenerationIteration, List<U> columns, double objective,
-        int cutoffValue, double boundOnMasterObjective)
+        double cutoffValue, double boundOnMasterObjective)
     {
         super(source);
         this.columnGenerationIteration = columnGenerationIteration;

diff --git a/...lib/frameworks/columngeneration/branchandprice/eventhandling/ProcessingNextNodeEvent.java b/...lib/frameworks/columngeneration/branchandprice/eventhandling/ProcessingNextNodeEvent.java
@@ -36,7 +36,7 @@ public class ProcessingNextNodeEvent<T extends ModelInterface, U extends Abstrac
     /** Number of nodes currently waiting in the queue **/
     public final int nodesInQueue;
     /** Best integer solution obtained thus far **/
-    public final int objectiveIncumbentSolution;
+    public final double objectiveIncumbentSolution;
 
     /**
      * Creates a new ProcessingNextNodeEvent
@@ -47,7 +47,7 @@ public class ProcessingNextNodeEvent<T extends ModelInterface, U extends Abstrac
      * @param objectiveIncumbentSolution Best integer solution found thus far
      */
     public ProcessingNextNodeEvent(
-        Object source, BAPNode<T,U> node, int nodesInQueue, int objectiveIncumbentSolution)
+        Object source, BAPNode<T,U> node, int nodesInQueue, double objectiveIncumbentSolution)
     {
         super(source);
         this.node = node;

diff --git a/...a/org/jorlib/frameworks/columngeneration/branchandprice/eventhandling/PruneNodeEvent.java b/...a/org/jorlib/frameworks/columngeneration/branchandprice/eventhandling/PruneNodeEvent.java
@@ -36,7 +36,7 @@ public class PruneNodeEvent<T extends ModelInterface, U extends AbstractColumn<T
     /** Bound on this node **/
     public final double nodeBound;
     /** Best integer solution discovered so far **/
-    public final int bestIntegerSolution;
+    public final double bestIntegerSolution;
 
     /**
      * Creates a new PruneNodeEvent
@@ -46,7 +46,7 @@ public class PruneNodeEvent<T extends ModelInterface, U extends AbstractColumn<T
      * @param nodeBound Bound on the node
      * @param bestIntegerSolution Best integer solution discovered thus far
      */
-    public PruneNodeEvent(Object source, BAPNode<T, U> node, double nodeBound, int bestIntegerSolution)
+    public PruneNodeEvent(Object source, BAPNode<T, U> node, double nodeBound, double bestIntegerSolution)
     {
         super(source);
         this.node = node;

diff --git a/.../java/org/jorlib/frameworks/columngeneration/branchandprice/eventhandling/StartEvent.java b/.../java/org/jorlib/frameworks/columngeneration/branchandprice/eventhandling/StartEvent.java
@@ -33,7 +33,7 @@ public class StartEvent
      * Best available integer solution at the start of the Branch-and-Price or Column generation
      * procedure
      **/
-    public final int objectiveIncumbentSolution;
+    public final double objectiveIncumbentSolution;
 
     /**
      * Creates a new StartEvent
@@ -43,7 +43,7 @@ public class StartEvent
      * @param objectiveIncumbentSolution Best available integer solution at the start of the
      *        Branch-and-Price or Column generation procedure
      */
-    public StartEvent(Object source, String instanceName, int objectiveIncumbentSolution)
+    public StartEvent(Object source, String instanceName, double objectiveIncumbentSolution)
     {
         super(source);
         this.instanceName = instanceName;

diff --git a/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/colgenmain/ColGen.java b/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/colgenmain/ColGen.java
@@ -77,7 +77,7 @@ public class ColGen<T extends ModelInterface, U extends AbstractColumn<T, V>,
      * is a maximization problem, the Colgen procedure is terminated if
      * {@code floor(boundOnMasterObjective) <= cutoffValue}.
      **/
-    protected int cutoffValue;
+    protected double cutoffValue;
     /**
      * Bound on the best attainable objective value from the master problem. Assuming that the
      * master is a minimization problem, the Colgen procedure is terminated if
@@ -114,7 +114,7 @@ public class ColGen<T extends ModelInterface, U extends AbstractColumn<T, V>,
     public ColGen(
         T dataModel, AbstractMaster<T, U, V, ? extends MasterData<T, U, V, ?>> master, List<V> pricingProblems,
         List<Class<? extends AbstractPricingProblemSolver<T, U, V>>> solvers, List<U> initSolution,
-        int cutoffValue, double boundOnMasterObjective)
+        double cutoffValue, double boundOnMasterObjective)
     {
         this.dataModel = dataModel;
         this.master = master;
@@ -161,7 +161,7 @@ public ColGen(
     public ColGen(
         T dataModel, AbstractMaster<T, U, V, ? extends MasterData<T, U, V, ?>> master, V pricingProblem,
         List<Class<? extends AbstractPricingProblemSolver<T, U, V>>> solvers, List<U> initSolution,
-        int cutoffValue, double boundOnMasterObjective)
+        double cutoffValue, double boundOnMasterObjective)
     {
         this(
             dataModel, master, Collections.singletonList(pricingProblem), solvers, initSolution,
@@ -188,7 +188,7 @@ public ColGen(
     public ColGen(
         T dataModel, AbstractMaster<T, U, V, ? extends MasterData<T, U, V, ?>> master, List<V> pricingProblems,
         List<Class<? extends AbstractPricingProblemSolver<T, U, V>>> solvers,
-        PricingProblemManager<T, U, V> pricingProblemManager, List<U> initSolution, int cutoffValue,
+        PricingProblemManager<T, U, V> pricingProblemManager, List<U> initSolution, double cutoffValue,
         double boundOnMasterObjective)
     {
         this.dataModel = dataModel;
@@ -519,10 +519,17 @@ public List<AbstractInequality> getCuts()
      */
     protected boolean boundOnMasterExceedsCutoffValue()
     {
-        if (optimizationSenseMaster == OptimizationSense.MINIMIZE)
-            return Math.ceil(boundOnMasterObjective - config.PRECISION) >= cutoffValue;
-        else
-            return Math.floor(boundOnMasterObjective + config.PRECISION) <= cutoffValue;
+        if (config.INTEGER_OBJECTIVE) {
+            if (optimizationSenseMaster == OptimizationSense.MINIMIZE)
+                return Math.ceil(boundOnMasterObjective - config.PRECISION) >= cutoffValue;
+            else
+                return Math.floor(boundOnMasterObjective + config.PRECISION) <= cutoffValue;
+        } else {
+            if (optimizationSenseMaster == OptimizationSense.MINIMIZE)
+                return boundOnMasterObjective >= cutoffValue;
+            else
+                return boundOnMasterObjective <= cutoffValue;
+        }
     }
 
     /**

diff --git a/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/io/SimpleBAPLogger.java b/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/io/SimpleBAPLogger.java
@@ -42,7 +42,7 @@ public class SimpleBAPLogger<T extends ModelInterface, U extends AbstractColumn<
     /** Parent node ID, -1 if root node **/
     protected int parentNodeID;
     /** Best integer solution **/
-    protected int objectiveIncumbentSolution;
+    protected double objectiveIncumbentSolution;
     /** Bound on the BAP node **/
     protected double nodeBound;
     /**

diff --git a/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/io/SimpleCGLogger.java b/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/io/SimpleCGLogger.java
@@ -49,7 +49,7 @@ public class SimpleCGLogger<T extends ModelInterface, U extends AbstractColumn<T
     /** Objective of master problem at the end of iteration it **/
     protected double objective;
     /** Cutoff value **/
-    protected int cutoffValue;
+    protected double cutoffValue;
     /** Bound on the objective at the end of iteration it **/
     protected double boundOnMasterObjective;
 

diff --git a/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/io/SimpleDebugger.java b/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/io/SimpleDebugger.java
@@ -55,7 +55,7 @@ public class SimpleDebugger<T extends ModelInterface, U extends AbstractColumn<T
     /** Name of the instance being solved **/
     protected String instanceName;
     /** Best integer solution obtained thus far **/
-    protected int bestIntegerSolution;
+    protected double bestIntegerSolution;
 
     /**
      * Creates a debugger for Column Generation instances

diff --git a/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/util/Configuration.java b/jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/util/Configuration.java
@@ -43,6 +43,7 @@ protected Configuration()
         CUTSENABLED = true;
         EXPORT_MODEL = false;
         EXPORT_MASTER_DIR = "./output/masterLP/";
+        INTEGER_OBJECTIVE = true;
 
         // Cut handling
         QUICK_RETURN_AFTER_CUTS_FOUND = true;
@@ -70,6 +71,8 @@ protected Configuration(Properties properties)
             ? Boolean.valueOf(properties.getProperty("EXPORT_MODEL")) : false);
         EXPORT_MASTER_DIR = (properties.containsKey("EXPORT_MODEL_DIR")
             ? properties.getProperty("EXPORT_MODEL_DIR") : "./output/masterLP/");
+        INTEGER_OBJECTIVE = (properties.containsKey("INTEGER_OBJECTIVE") 
+            ? Boolean.valueOf(properties.getProperty("INTEGER_OBJECTIVE")): true);
 
         // Cut handling
         QUICK_RETURN_AFTER_CUTS_FOUND = (properties.containsKey("QUICK_RETURN_AFTER_CUTS_FOUND")
@@ -122,6 +125,8 @@ public static void readFromFile(Properties properties)
     public final boolean EXPORT_MODEL;
     /** Define export directory for master models. Default: ./output/masterLP/ **/
     public final String EXPORT_MASTER_DIR;
+    /** Defines if an integer solution has an integer objective. Default = true */
+    public final boolean INTEGER_OBJECTIVE;
 
     /*
      * Cut handling

diff --git a/jorlib-core/src/test/java/org/jorlib/frameworks/columngeneration/tsp/BAPTSPTest.java b/jorlib-core/src/test/java/org/jorlib/frameworks/columngeneration/tsp/BAPTSPTest.java
@@ -92,14 +92,14 @@ public void testBAPFrameworkThroughTSP()
             if (inputStream == null)
                 Assert.fail("Cannot find problem instance!");
             TSP tsp = new TSP(inputStream);
-            int solution = this.solveTSPInstance(tsp);
+            double solution = this.solveTSPInstance(tsp);
             System.out.println("Solution for : " + instance + " is: " + solution);
-            Assert.assertEquals(solution, instances.get(instance).intValue());
+            Assert.assertEquals(solution, instances.get(instance).intValue(), 0.000001);
             inputStream.close();
         }
     }
 
-    private int solveTSPInstance(TSP tsp)
+    private double solveTSPInstance(TSP tsp)
     {
         if (tsp.N % 2 == 1)
             throw new RuntimeException(
@@ -146,7 +146,7 @@ private int solveTSPInstance(TSP tsp)
         bap.runBranchAndPrice(System.currentTimeMillis() + 8000000L);
 
         // Get the solution
-        int solution = -1;
+        double solution = -1;
         if (bap.hasSolution()) {
             assert (bap.isOptimal());
             solution = bap.getObjective();

diff --git a/jorlib-core/src/test/java/org/jorlib/frameworks/columngeneration/tsp/cg/Matching.java b/jorlib-core/src/test/java/org/jorlib/frameworks/columngeneration/tsp/cg/Matching.java
@@ -37,7 +37,7 @@ public final class Matching
      **/
     public final int[] succ;
     /** Weighted cost of the matching **/
-    public final int cost;
+    public final double cost;
 
     /**
      * Creates a new column (matching)
@@ -51,7 +51,7 @@ public final class Matching
      */
     public Matching(
         String creator, boolean isVolatile, PricingProblemByColor associatedPricingProblem,
-        Set<DefaultWeightedEdge> edges, int[] succ, int cost)
+        Set<DefaultWeightedEdge> edges, int[] succ, double cost)
     {
         super(associatedPricingProblem, isVolatile, creator);
         this.edges = edges;

diff --git a/.../java/org/jorlib/demo/frameworks/columngeneration/graphcoloringbap/cg/IndependentSet.java b/.../java/org/jorlib/demo/frameworks/columngeneration/graphcoloringbap/cg/IndependentSet.java
@@ -30,7 +30,7 @@ public final class IndependentSet
     /** Vertices in the independent set **/
     public final Set<Integer> vertices;
     /** Cost of this column in the objective of the Master Problem **/
-    public final int cost;
+    public final double cost;
 
     /**
      * Constructs a new column
@@ -43,7 +43,7 @@ public final class IndependentSet
      */
     public IndependentSet(
         ChromaticNumberPricingProblem associatedPricingProblem, boolean isVolatile,
-        String creator, Set<Integer> vertices, int cost)
+        String creator, Set<Integer> vertices, double cost)
     {
         super(associatedPricingProblem, isVolatile, creator);
         this.vertices = vertices;

diff --git a/...ib-demo/src/main/java/org/jorlib/demo/frameworks/columngeneration/tspbap/cg/Matching.java b/...ib-demo/src/main/java/org/jorlib/demo/frameworks/columngeneration/tspbap/cg/Matching.java
@@ -37,7 +37,7 @@ public final class Matching
      **/
     public final int[] succ;
     /** Weighted cost of the matching **/
-    public final int cost;
+    public final double cost;
 
     /**
      * Creates a new column (matching)
@@ -51,7 +51,7 @@ public final class Matching
      */
     public Matching(
         String creator, boolean isVolatile, PricingProblemByColor associatedPricingProblem,
-        Set<DefaultWeightedEdge> edges, int[] succ, int cost)
+        Set<DefaultWeightedEdge> edges, int[] succ, double cost)
     {
         super(associatedPricingProblem, isVolatile, creator);
         this.edges = edges;