remove assumption of integer objective, fixes #23

jorlib-core/src/main/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)
@@ -289,19 +289,19 @@ public void runBranchAndPrice(long timeLimit)
 
             // If solution is integral, check whether it is better than the current best solution
             if (this.isIntegerNode(bapNode)) {
-                int integerObjective = MathProgrammingUtil.doubleToInt(bapNode.objective);
-                notifier.fireNodeIsIntegerEvent(bapNode, bapNode.bound, integerObjective);
+                double objective = bapNode.objective;
+                notifier.fireNodeIsIntegerEvent(bapNode, bapNode.bound, objective);
                 if (optimizationSenseMaster == OptimizationSense.MINIMIZE
-                    && integerObjective < this.upperBoundOnObjective)
+                    && objective < this.upperBoundOnObjective)
                 {
-                    this.objectiveIncumbentSolution = integerObjective;
-                    this.upperBoundOnObjective = integerObjective;
+                    this.objectiveIncumbentSolution = objective;
+                    this.upperBoundOnObjective = objective;
                     this.incumbentSolution = bapNode.solution;
                 } else if (optimizationSenseMaster == OptimizationSense.MAXIMIZE
-                    && integerObjective > this.lowerBoundOnObjective)
+                    && objective > this.lowerBoundOnObjective)
                 {
-                    this.objectiveIncumbentSolution = integerObjective;
-                    this.lowerBoundOnObjective = integerObjective;
+                    this.objectiveIncumbentSolution = objective;
+                    this.lowerBoundOnObjective = objective;
                     this.incumbentSolution = bapNode.solution;
                 }
             } else { // We need to branch
@@ -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;          
+        }
     }
 
     /**
@@ -797,7 +804,7 @@ public void fireNodeIsFractionalEvent(BAPNode<T, U> node, double nodeBound, doub
          * @param nodeBound Bound on the node
          * @param nodeValue Objective value of the node
          */
-        public void fireNodeIsIntegerEvent(BAPNode<T, U> node, double nodeBound, int nodeValue)
+        public void fireNodeIsIntegerEvent(BAPNode<T, U> node, double nodeBound, double nodeValue)
         {
             NodeIsIntegerEvent<T,U> nodeIsIntegerEvent = null;
             for (BAPListener<T,U> listener : listeners) {

jorlib-core/src/main/java/org/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);

jorlib-core/src/main/java/org/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;

jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/branchandprice/eventhandling/NodeIsIntegerEvent.java

@@ -36,7 +36,7 @@ public class NodeIsIntegerEvent<T extends ModelInterface, U extends AbstractColu
     /** Bound on this node **/
     public final double nodeBound;
     /** Objective value of this node **/
-    public final int nodeValue;
+    public final double nodeValue;
 
     /**
      * Creates a new NodeIsIntegerEvent
@@ -47,7 +47,7 @@ public class NodeIsIntegerEvent<T extends ModelInterface, U extends AbstractColu
      * @param nodeValue Objective value of the node. nodeBound and nodeValue are equal when the node
      *        is solved to optimality
      */
-    public NodeIsIntegerEvent(Object source, BAPNode<T,U> node, double nodeBound, int nodeValue)
+    public NodeIsIntegerEvent(Object source, BAPNode<T,U> node, double nodeBound, double nodeValue)
     {
         super(source);
         this.node = node;

jorlib-core/src/main/java/org/jorlib/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;

jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/branchandprice/eventhandling/PruneNodeEvent.java

@@ -35,22 +35,22 @@ public class PruneNodeEvent<T extends ModelInterface, U extends AbstractColumn<T
     public final BAPNode<T, U> node;
     /** Bound on this node **/
     public final double nodeBound;
-    /** Best integer solution discovered so far **/
-    public final int bestIntegerSolution;
+    /** Objective value of best incumbent solution discovered so far **/
+    public final double objectiveIncumbentSolution;
 
     /**
      * Creates a new PruneNodeEvent
      * 
      * @param source Generator of the event
      * @param node ID of the node being pruned
      * @param nodeBound Bound on the node
-     * @param bestIntegerSolution Best integer solution discovered thus far
+     * @param objectiveIncumbentSolution Objective value of best incumbent 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 objectiveIncumbentSolution)
     {
         super(source);
         this.node = node;
         this.nodeBound = nodeBound;
-        this.bestIntegerSolution = bestIntegerSolution;
+        this.objectiveIncumbentSolution = objectiveIncumbentSolution;
     }
 }

jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/branchandprice/eventhandling/StartEvent.java

@@ -30,20 +30,20 @@ public class StartEvent
     public final String instanceName;
 
     /**
-     * Best available integer solution at the start of the Branch-and-Price or Column generation
+     * Objective value of best available incumbent 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
      * 
      * @param source Generator of the event
      * @param instanceName Name of the instance being solved
-     * @param objectiveIncumbentSolution Best available integer solution at the start of the
+     * @param objectiveIncumbentSolution Objective value of best available incumbent 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;

jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/colgenmain/ColGen.java

@@ -73,15 +73,18 @@ public class ColGen<T extends ModelInterface, U extends AbstractColumn<T, V>,
     /**
      * The ColGen procedure is terminated if the bound on the best attainable solution to the master
      * problem is worse than the cutoffValue. If the master is a minimization problem, the Colgen
-     * procedure is terminated if {@code ceil(boundOnMasterObjective) >= cutoffValue}. If the master
-     * is a maximization problem, the Colgen procedure is terminated if
-     * {@code floor(boundOnMasterObjective) <= cutoffValue}.
+     * procedure is terminated if {@code ceil(boundOnMasterObjective) >= cutoffValue} in case 
+     * {@link Configuration#INTEGER_OBJECTIVE} is set to {@code true} and if
+     * {@code boundOnMasterObjective) >= cutoffValue} otherwise. If the master is a maximization problem, the Colgen 
+     * procedure is terminated if {@code floor(boundOnMasterObjective) <= cutoffValue} when the objective value
+     * is guaranteed to be integer and is terminated if {@code boundOnMasterObjective <= cutoffValue} otherwise.
      **/
-    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
-     * {@code ceil(boundOnMasterObjective) >= cutoffValue}.
+     * {@code ceil(boundOnMasterObjective) >= cutoffValue} if {@link Configuration#INTEGER_OBJECTIVE} is set to 
+     * {@code true} and is terminated if {@code boundOnMasterObjective >= cutoffValue} otherwise.
      **/
     protected double boundOnMasterObjective = 0;
     /** Total number of column generation iterations. **/
@@ -114,7 +117,7 @@ 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 +164,7 @@ 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 +191,7 @@ 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 +522,17 @@ 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;
+        }
     }
 
     /**

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;
     /**

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;
 

jorlib-core/src/main/java/org/jorlib/frameworks/columngeneration/io/SimpleDebugger.java

@@ -54,8 +54,8 @@ 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;
+    /** Objective value of best incumbent solution obtained thus far **/
+    protected double objectiveIncumbentSolution;
 
     /**
      * Creates a debugger for Column Generation instances
@@ -120,7 +120,7 @@ public SimpleDebugger(
     public void startBAP(StartEvent startEvent)
     {
         instanceName = startEvent.instanceName;
-        bestIntegerSolution = startEvent.objectiveIncumbentSolution;
+        objectiveIncumbentSolution = startEvent.objectiveIncumbentSolution;
         logger.debug(
             "BAP solving {} - Initial solution: {}", instanceName,
             startEvent.objectiveIncumbentSolution);
@@ -138,7 +138,7 @@ public void pruneNode(PruneNodeEvent<T,U> pruneNodeEvent)
         logger.debug(
             "Pruning node {}. Bound: {}, best integer solution: {}",
             new Object[] { pruneNodeEvent.node.nodeID, pruneNodeEvent.nodeBound,
-                pruneNodeEvent.bestIntegerSolution });
+                pruneNodeEvent.objectiveIncumbentSolution});
     }
 
     @Override
@@ -150,11 +150,11 @@ public void nodeIsInfeasible(NodeIsInfeasibleEvent<T,U> nodeIsInfeasibleEvent)
     @Override
     public void nodeIsInteger(NodeIsIntegerEvent<T,U> nodeIsIntegerEvent)
     {
-        this.bestIntegerSolution = Math.min(this.bestIntegerSolution, nodeIsIntegerEvent.nodeValue);
+        this.objectiveIncumbentSolution = Math.min(this.objectiveIncumbentSolution, nodeIsIntegerEvent.nodeValue);
         logger.debug(
             "Node {} is integer. Objective: {} (best integer solution: {})",
             new Object[] { nodeIsIntegerEvent.node.nodeID, nodeIsIntegerEvent.nodeValue,
-                bestIntegerSolution });
+                    objectiveIncumbentSolution});
     }
 
     @Override
@@ -185,7 +185,7 @@ public void startCG(StartEvent startEvent)
     {
         if (colGen != null) {
             instanceName = startEvent.instanceName;
-            bestIntegerSolution = startEvent.objectiveIncumbentSolution;
+            objectiveIncumbentSolution = startEvent.objectiveIncumbentSolution;
             logger.debug(
                 "CG solving {} - Initial upper bound: {}", instanceName,
                 startEvent.objectiveIncumbentSolution);

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 +125,11 @@ 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 whether the objective value of any feasible solution is an integer value. More precisely, this value
+     *  should be set to true if all coefficients in the objective function are integer values, and all variables in 
+     *  the objective function are integer variables. This parameter influences the rounding and pruning behavior in 
+     *  a Branch-and-Price application. Default: true */
+    public final boolean INTEGER_OBJECTIVE;
 
     /*
      * Cut handling