source: branches/2457_ExpertSystem/HeuristicLab.Problems.GeneralizedQuadraticAssignment.Algorithms/3.3/CPLEX/CplexSolver.cs @ 17935

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2017 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
 *
 * This file is part of HeuristicLab.
 *
 * HeuristicLab is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * HeuristicLab is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using System.Threading;
using HEAL.Attic;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.IntegerVectorEncoding;
using HeuristicLab.Optimization;
using ILOG.CPLEX;
using ILOG.OPL;

namespace HeuristicLab.Problems.GeneralizedQuadraticAssignment.Algorithms.CPLEX {
  [Item("CPLEX Solver (GQAP)", "Base class")]
  [StorableType("09AC71C5-20C7-4AC0-9E5A-405BA5075552")]
  public abstract class CplexSolver : ContextAlgorithm<CplexContext, IntegerVectorEncoding> {
    public override bool SupportsPause {
      get { return false; }
    }

    public override Type ProblemType {
      get { return typeof(GQAP); }
    }

    public new GQAP Problem {
      get { return (GQAP)base.Problem; }
      set { base.Problem = value; }
    }

    [StorableConstructor]
    protected CplexSolver(StorableConstructorFlag _) : base(_) { }
    protected CplexSolver(CplexSolver original, Cloner cloner)
    : base(original, cloner) {
    }
    public CplexSolver() {
      Problem = new GQAP();
    }

    protected override void Run(CancellationToken cancellationToken) {
      base.Run(cancellationToken);
      var factory = new OplFactory();
      var cplex = factory.CreateCplex();
      cplex.Use(new LogCallback(this, cancellationToken));
      cplex.SetParam(Cplex.DoubleParam.TiLim, MaximumRuntime.TotalSeconds);
      cplex.SetParam(Cplex.IntParam.Threads, 1);
      var dataSource = new GQAPDataSource(factory, Problem.ProblemInstance);
      using (var settings = factory.CreateOplSettings(factory.CreateOplErrorHandler()))
      using (var opl = GetModel(factory, settings, cplex)) {
        opl.AddDataSource(dataSource);
        opl.Generate();
        if (cplex.Solve()) {
          var obj = cplex.ObjValue;
          if (double.IsNaN(Context.BestQuality) || obj < Context.BestQuality)
            Context.BestQuality = obj;
          IResult result;
          if (Results.TryGetValue("BestQuality", out result))
            ((DoubleValue)result.Value).Value = Context.BestQuality;
          else Results.Add(new Result("BestQuality", new DoubleValue(Context.BestQuality)));

          Context.RunOperator(Analyzer, CancellationToken.None);
        }
        cplex.End();
      }
      Context.RunOperator(Analyzer, CancellationToken.None);
    }

    protected abstract OplModel GetModel(OplFactory factory, OplSettings settings, Cplex cplex);
  }

  public class LogCallback : Cplex.MIPInfoCallback {
    private CplexSolver algorithm;
    private CancellationToken token;
    private double prev;


    public LogCallback(CplexSolver algorithm, CancellationToken token) {
      this.algorithm = algorithm;
      this.token = token;
      prev = double.NaN;
    }

    protected override void Main() {
      if (HasIncumbent()) {
        var val = GetIncumbentObjValue();
        if (val >= prev) return;
        algorithm.Context.Iterations++;
        algorithm.Context.BestQuality = val;
        IResult result;
        if (algorithm.Results.TryGetValue("Iterations", out result))
          ((IntValue)result.Value).Value = algorithm.Context.Iterations;
        else algorithm.Results.Add(new Result("Iterations", new IntValue(algorithm.Context.Iterations)));
        if (algorithm.Results.TryGetValue("BestQuality", out result))
          ((DoubleValue)result.Value).Value = algorithm.Context.BestQuality;
        else algorithm.Results.Add(new Result("BestQuality", new DoubleValue(algorithm.Context.BestQuality)));
        algorithm.Context.RunOperator(algorithm.Analyzer, CancellationToken.None);
        prev = val;
        if (val.IsAlmost(algorithm.Problem.BestKnownQuality))
          Abort();
      }
      if (token.IsCancellationRequested) Abort();
    }
  }
}