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tsp_c++.cpp
/* Copyright 2016, Gurobi Optimization, Inc. */ /* Solve a traveling salesman problem on a randomly generated set of points using lazy constraints. The base MIP model only includes 'degree-2' constraints, requiring each node to have exactly two incident edges. Solutions to this model may contain subtours - tours that don't visit every node. The lazy constraint callback adds new constraints to cut them off. */ #include "gurobi_c++.h" #include <cassert> #include <cstdlib> #include <cmath> #include <sstream> using namespace std; string itos(int i) {stringstream s; s << i; return s.str(); } double distance(double* x, double* y, int i, int j); void findsubtour(int n, double** sol, int* tourlenP, int* tour); // Subtour elimination callback. Whenever a feasible solution is found, // find the smallest subtour, and add a subtour elimination constraint // if the tour doesn't visit every node. class subtourelim: public GRBCallback { public: GRBVar** vars; int n; subtourelim(GRBVar** xvars, int xn) { vars = xvars; n = xn; } protected: void callback() { try { if (where == GRB_CB_MIPSOL) { // Found an integer feasible solution - does it visit every node? double **x = new double*[n]; int *tour = new int[n]; int i, j, len; for (i = 0; i < n; i++) x[i] = getSolution(vars[i], n); findsubtour(n, x, &len, tour); if (len < n) { // Add subtour elimination constraint GRBLinExpr expr = 0; for (i = 0; i < len; i++) for (j = i+1; j < len; j++) expr += vars[tour[i]][tour[j]]; addLazy(expr <= len-1); } for (i = 0; i < n; i++) delete[] x[i]; delete[] x; delete[] tour; } } catch (GRBException e) { cout << "Error number: " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch (...) { cout << "Error during callback" << endl; } } }; // Given an integer-feasible solution 'sol', find the smallest // sub-tour. Result is returned in 'tour', and length is // returned in 'tourlenP'. void findsubtour(int n, double** sol, int* tourlenP, int* tour) { bool* seen = new bool[n]; int bestind, bestlen; int i, node, len, start; for (i = 0; i < n; i++) seen[i] = false; start = 0; bestlen = n+1; bestind = -1; node = 0; while (start < n) { for (node = 0; node < n; node++) if (!seen[node]) break; if (node == n) break; for (len = 0; len < n; len++) { tour[start+len] = node; seen[node] = true; for (i = 0; i < n; i++) { if (sol[node][i] > 0.5 && !seen[i]) { node = i; break; } } if (i == n) { len++; if (len < bestlen) { bestlen = len; bestind = start; } start += len; break; } } } for (i = 0; i < bestlen; i++) tour[i] = tour[bestind+i]; *tourlenP = bestlen; delete[] seen; } // Euclidean distance between points 'i' and 'j'. double distance(double* x, double* y, int i, int j) { double dx = x[i]-x[j]; double dy = y[i]-y[j]; return sqrt(dx*dx+dy*dy); } int main(int argc, char *argv[]) { if (argc < 2) { cout << "Usage: tsp_c++ size" << endl; return 1; } int n = atoi(argv[1]); double* x = new double[n]; double* y = new double[n]; int i; for (i = 0; i < n; i++) { x[i] = ((double) rand())/RAND_MAX; y[i] = ((double) rand())/RAND_MAX; } GRBEnv *env = NULL; GRBVar **vars = NULL; vars = new GRBVar*[n]; for (i = 0; i < n; i++) vars[i] = new GRBVar[n]; try { int j; env = new GRBEnv(); GRBModel model = GRBModel(*env); // Must set LazyConstraints parameter when using lazy constraints model.set(GRB_IntParam_LazyConstraints, 1); // Create binary decision variables for (i = 0; i < n; i++) { for (j = 0; j <= i; j++) { vars[i][j] = model.addVar(0.0, 1.0, distance(x, y, i, j), GRB_BINARY, "x_"+itos(i)+"_"+itos(j)); vars[j][i] = vars[i][j]; } } // Degree-2 constraints for (i = 0; i < n; i++) { GRBLinExpr expr = 0; for (j = 0; j < n; j++) expr += vars[i][j]; model.addConstr(expr == 2, "deg2_"+itos(i)); } // Forbid edge from node back to itself for (i = 0; i < n; i++) vars[i][i].set(GRB_DoubleAttr_UB, 0); // Set callback function subtourelim cb = subtourelim(vars, n); model.setCallback(&cb); // Optimize model model.optimize(); // Extract solution if (model.get(GRB_IntAttr_SolCount) > 0) { double **sol = new double*[n]; for (i = 0; i < n; i++) sol[i] = model.get(GRB_DoubleAttr_X, vars[i], n); int* tour = new int[n]; int len; findsubtour(n, sol, &len, tour); assert(len == n); cout << "Tour: "; for (i = 0; i < len; i++) cout << tour[i] << " "; cout << endl; for (i = 0; i < n; i++) delete[] sol[i]; delete[] sol; delete[] tour; } } catch (GRBException e) { cout << "Error number: " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch (...) { cout << "Error during optimization" << endl; } for (i = 0; i < n; i++) delete[] vars[i]; delete[] vars; delete[] x; delete[] y; delete env; return 0; }