Merge pull request #3 from spoorendonk/cutting_stock_cbc

Cutting stock cbc

Former-commit-id: ea62b49 [formerly 9433678]
Former-commit-id: 0a88318

Author: h-g-s

examples/cutting_stock.py

@@ -1,12 +1,26 @@
 #!/usr/bin/python
 # -*- coding: utf-8 -*-
 
-import pdb
 from mip.model import *
 
 EPS = 10e-4
 SOLVER = GUROBI
 
+def get_pricing(m, w, L):
+    # creating the pricing problem
+    pricing = Model(SOLVER)
+
+    # creating pricing variables
+    a = []
+    for i in range(m):
+        a.append(pricing.add_var(obj=0, var_type=INTEGER, name='a_%d' % (i + 1)))
+
+    # creating pricing constraint
+    pricing.add_constr(xsum(w[i] * a[i] for i in range(m)) <= L, 'bar_length')
+
+    pricing.write('pricing.lp')
+
+    return a, pricing
 
 def cg():
     """
@@ -32,19 +46,6 @@ def cg():
     for i in range(m):
         constraints.append(master.add_constr(lambdas[i] >= b[i], name='i_%d' % (i + 1)))
 
-    # creating the pricing problem
-    pricing = Model(SOLVER)
-
-    # creating pricing variables
-    a = []
-    for i in range(m):
-        a.append(pricing.add_var(obj=0, var_type=INTEGER, name='a_%d' % (i + 1)))
-
-    # creating pricing constraint
-    pricing.add_constr(xsum(w[i] * a[i] for i in range(m)) <= L, 'bar_length')
-
-    pricing.write('pricing.lp')
-
     new_vars = True
     while new_vars:
 
@@ -65,6 +66,8 @@ def cg():
         # STEP 2: updating pricing objective with dual values from master
         ##########
 
+        a, pricing = get_pricing(m, w, L)
+
         pricing.objective = 1
         for i in range(m):
             a[i].obj = -constraints[i].pi
@@ -86,7 +89,7 @@ def cg():
 
         # checking if columns with negative reduced cost were produced and
         # adding them into the restricted master problem
-        if pricing.objective_value < - EPS:
+        if 1 + pricing.objective_value < - EPS:
             coeffs = [a[i].x for i in range(m)]
             column = Column(constraints, coeffs)
             lambdas.append(master.add_var(obj=1, column=column, name='lambda_%d' % (len(lambdas) + 1)))
@@ -99,7 +102,6 @@ def cg():
             new_vars = False
 
         pricing.write('pricing.lp')
-        pdb.set_trace()
 
     print_solution(master)
 

mip/cbc.py

@@ -332,6 +332,10 @@
         cbc_progress_callback prgcbc, void *appData);
 
     void Cbc_clearCallBack(Cbc_Model *model);
+
+    const double *Cbc_getRowPrice(Cbc_Model *model);
+
+    const double *Osi_getRowPrice(void *osi);
     """)
 
 CHAR_ONE = "{}".format(chr(1)).encode("utf-8")
@@ -680,12 +684,18 @@ def var_get_lb(self, var: "Var") -> float:
             raise Exception('Error while getting lower bound of variables')
         return float(lb[var.idx])
 
+    def var_set_lb(self, var: "Var", value: float):
+        cbclib.Cbc_setColLower(self._model, var.idx, value)
+
     def var_get_ub(self, var: "Var") -> float:
         ub = cbclib.Cbc_getColUpper(self._model)
         if ub == ffi.NULL:
             raise Exception('Error while getting upper bound of variables')
         return float(ub[var.idx])
 
+    def var_set_ub(self, var: "Var", value: float):
+        cbclib.Cbc_setColUpper(self._model, var.idx, value)
+
     def var_get_name(self, idx: int) -> str:
         namep = self.__name_space
         cbclib.Cbc_getColName(self._model, idx, namep, MAX_NAME_SIZE)
@@ -906,6 +916,12 @@ def get_pump_passes(self) -> int:
     def set_pump_passes(self, passes: int):
         self.__pumpp = passes
 
+    def constr_get_pi(self, constr: Constr) -> float:
+        rp = cbclib.Cbc_getRowPrice(self._model)
+        if rp == ffi.NULL:
+            raise Exception('row prices not available')
+        return float(rp[constr.idx])
+
 
 class ModelOsi(Model):
     def __init__(self, osi_ptr: CData):