1#ifndef OsiDylpSolverInterface_H
2#define OsiDylpSolverInterface_H
110 const std::string &netLibDir) ;
156 int readMps(
const char *filename,
const char *extension =
"mps") ;
162 int readMps(
const char *filename,
const char *extension,
163 int &numberSets,
CoinSet **&sets) ;
173 const char *extension =
"mps",
174 double objsense = 0.0)
const ;
180 const double *collb,
const double *colub,
const double *obj,
181 const char *rowsen,
const double *rowrhs,
182 const double *rowrng) ;
188 const double *collb,
const double *colub,
const double *obj,
189 const double *rowlb,
const double *rowub) ;
195 const int *start,
const int *index,
const double *value,
196 const double *collb,
const double *colub,
const double *obj,
197 const char *sense,
const double *rhsin,
const double *range) ;
203 const int *start,
const int *index,
const double *value,
204 const double *collb,
const double *colub,
const double *obj,
205 const double *row_lower,
const double *row_upper) ;
211 double *&collb,
double *&colub,
double *&obj,
212 char *&rowsen,
double *&rowrhs,
double *&rowrng) ;
218 double *&collb,
double *&colub,
double *&obj,
219 double *&rowlb,
double *&rowub) ;
370 void setRowType(
int index,
char rowsen,
double rowrhs,
double rowrng) ;
403 const double collb,
const double colub,
const double obj) ;
416 const double rowlb,
const double rowub) ;
421 const char rowsen,
const double rowrhs,
const double rowrng) ;
610 std::vector<double *>
getDualRays(
int maxNumRays,
bool fullRay)
const ;
672 double *duals,
const double *c)
const ;
687 virtual void getBInvARow(
int row,
double *abari,
double *betai = 0)
const ;
714 bool keepContinuous =
false) ;
716# if ODSI_PARANOIA >= 1
726 void indexCheck (
int k,
bool isCol, std::string rtnnme) ;
737 const bool mustexist =
true) ;
815 static int reference_count ;
817 static bool basis_ready ;
847 bool initial_gtxecho ;
853 bool resolve_gtxecho ;
875 double odsiInfinity ;
879 const std::string solvername ;
919 { basisNone = 0, basisFresh, basisModified, basisDamaged } ;
971 mutable double _objval ;
972 mutable double* _col_obj ;
973 mutable double* _col_x ;
974 mutable double* _col_cbar ;
976 mutable double* _row_rhs ;
977 mutable double* _row_lower ;
978 mutable double* _row_upper ;
979 mutable char* _row_sense ;
980 mutable double* _row_range ;
981 mutable double* _row_lhs ;
982 mutable double* _row_price ;
1024 bool keepIntegers_ ;
1030 mutable double* saved_col_obj ;
1031 mutable double* saved_row_rhs ;
1032 mutable double* saved_row_lower ;
1033 mutable double* saved_row_upper ;
1034 mutable char* saved_row_sense ;
1035 mutable double* saved_row_range ;
1057 bool evalPresolve() ;
1060 void saveOriginalSys() ;
1063 void installPresolve() ;
1069 void doPostsolve() ;
1072 void installPostsolve() ;
1075 void destruct_presolve() ;
1084 bool ensureOwnership ()
const ;
1091 void construct_lpprob() ;
1092 void construct_options() ;
1093 void construct_consys(
int cols,
int rows) ;
1094 void dylp_ioinit() ;
1095 void gen_rowparms(
int rowcnt,
1097 const double *rowlb,
const double *rowub) ;
1098 void gen_rowparms(
int rowcnt,
1100 const char *sense,
const double *rhsin,
const double *range) ;
1101 void load_problem(
const CoinMpsIO &mps) ;
1103 const double* col_lower,
const double* col_upper,
const double* obj,
1104 const contyp_enum *ctyp,
const double* rhs,
const double* rhslow) ;
1105 void load_problem (
const int colcnt,
const int rowcnt,
1106 const int *start,
const int *lens,
1107 const int *index,
const double *value,
1108 const double* col_lower,
const double* col_upper,
const double* obj,
1109 const contyp_enum *ctyp,
const double* rhs,
const double* rhslow) ;
1124 void destruct_primal_cache() ;
1125 void destruct_dual_cache() ;
1126 void destruct_col_cache(
bool structure) ;
1127 void destruct_row_cache(
bool structure) ;
1128 void destruct_cache(
bool rowStructure,
bool colStructure) ;
1129 void destruct_problem(
bool preserve_interface) ;
1130 void detach_dylp()
const ;
1143 double vubi,
double obji,
const std::string *nme) ;
1146 double rhsi,
double rhslowi,
const std::string *nme) ;
1147 void calc_objval() ;
1148 contyp_enum bound_to_type(
double lower,
double upper) ;
1149 void gen_rowiparms(
contyp_enum* ctypi,
double* rhsi,
double* rhslowi,
1150 char sensei,
double rhsini,
double rangei) ;
1151 void gen_rowiparms(
contyp_enum* ctypi,
double* rhsi,
double* rhslowi,
1152 double rowlbi,
double rowubi) ;
1153 void unimp_hint(
bool dylpSense,
bool hintSense,
1155 void pessimal_primal() ;
1156 void reduceActiveBasis() ;
1172 template<
class T>
static void copy(
const T* src, T* dst,
int n) ;
1173 template<
class T>
static T* copy(
const T* src,
int n) ;
1174 template<
class T>
static T* copy(
const T* src) ;
1189 template<
class T>
static void assert_same(
const T& t1,
const T& t2,
1191 template<
class T>
static void assert_same(
const T* t1,
const T* t2,
1192 int n,
bool exact) ;
1194 static void assert_same(
double d1,
double d2,
bool exact) ;
1221 template<
class T>
inline static T* idx_vec (T* vec) {
return (vec-1) ; }
1224 inline static int idx (
int i) {
return (i+1) ; }
1231 template<
class T>
inline static T* inv_vec (T* vec) {
return (vec+1) ; }
1234 inline static int inv (
int i) {
return (i-1) ; }
1238 static void packed_vector(
1244 static std::string make_filename(
const char *filename,
1245 const char *ext1,
const char *ext2) ;
1262void OsiDylpSolverInterfaceUnitTest(
const std::string & mpsDir,
1263 const std::string &netLibDir) ;
ODSI_start_enum
Enum to specify cold/warm/hot start.
bool isDualObjectiveLimitReached() const
Is the dual objective limit reached?
bool isInteger(int colIndex) const
Return true if the variable is integer (general or binary)
bool setHintParam(OsiHintParam key, bool sense=true, OsiHintStrength strength=OsiHintTry, void *info=0)
Set an OSI hint.
void unmarkHotStart()
Delete the hot start snapshot.
const double * getRowActivity() const
Return the vector of row activity for the solution.
int canDoSimplexInterface() const
Return the simplex implementation level.
virtual void getBInvRow(int row, double *betai) const
Get a row of the basis inverse.
bool isProvenOptimal() const
True if dylp reported an optimal solution.
void setColLower(int index, double value)
Set the lower bound on a column (variable)
void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
Load a problem description (OSI packed matrix, row sense, parameters unaffected).
void dylp_printsoln(bool wantSoln, bool wantStats)
Print the solution and/or statistics to the output file.
bool isProvenPrimalInfeasible() const
True if dylp reported the problem to be primal infeasible.
void applyColCut(const OsiColCut &cut)
Apply a column (variable) cut (adjust one or more bounds)
void setLanguage(CoinMessages::Language language)
An alias for OsiDylpSolverInterface::newLanguage.
void setRowName(int ndx, std::string name)
Set a row name.
bool isBinary(int colIndex) const
Return true if the variable is binary.
double getObjSense() const
Get the objective function sense (min/max)
bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub)
Load a problem description (OSI packed matrix, row bounds, parameters destroyed).
void setObjective(const double *array)
Set the objective coefficients for all columns.
void dylp_controlfile(const char *name, const bool silent, const bool mustexist=true)
Process an options (.spc) file.
const CoinPackedMatrix * getMatrixByRow() const
Get a pointer to a row-major copy of the constraint matrix.
void deleteCols(const int num, const int *colIndices)
Remove column(s) (variable(s)) from the problem.
double getInfinity() const
Get dylp's value for infinity.
int getNumCols() const
Get the number of columns (variables)
bool setDblParam(OsiDblParam key, double value)
Set an OSI double parameter.
bool isProvenDualInfeasible() const
True if dylp reported the problem to be dual infeasible (primal unbounded)
virtual void getBasics(int *index) const
Get indices of basic variables.
const double * getColSolution() const
Return the vector of primal variables for the solution.
OsiSolverInterface * clone(bool copyData=true) const
Clone the solver object.
void writeMps(const char *basename, const char *extension="mps", double objsense=0.0) const
Write the problem into the specified file in MPS format.
void addRow(const CoinPackedVectorBase &row, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
virtual void getReducedGradient(double *columnReducedCosts, double *duals, const double *c) const
Calculate duals and reduced costs for the given objective coefficients.
bool isContinuous(int colIndex) const
Return true if the variable is continuous.
const double * getRightHandSide() const
Get the row (constraint) right-hand-side vector.
lpopts_struct * resolveOptions
Solver options for a resolve.
lpopts_struct * initialSolveOptions
Solver options for an initial solve.
void enableFactorization() const
Prepare the solver for the use of tableau access methods.
void setColName(int ndx, std::string name)
Set a column name.
bool getIntParam(OsiIntParam key, int &value) const
Get an OSI integer parameter.
void disableFactorization() const
Undo the effects of enableFactorization.
void setColUpper(int index, double value)
Set the upper bound on a column (variable)
CoinWarmStart * getEmptyWarmStart() const
Get an empty OsiDylpWarmStartBasis object.
void activateRowCutDebugger(const char *modelName)
Activate the row cut debugger.
const double * getRowUpper() const
Get the row (constraint) upper bound vector.
bool setStrParam(OsiStrParam key, const std::string &value)
Set an OSI string parameter.
void markHotStart()
Create a hot start snapshot.
int setBasisStatus(const int *archStatus, const int *logStatus)
Set a basis and update the factorization and solution.
CoinWarmStart * getWarmStart() const
Build a warm start object for the current lp solution.
int readMps(const char *filename, const char *extension="mps")
Read a problem description in MPS format from a file.
bool isIterationLimitReached() const
True if dylp reached the iteration limit.
const double * getObjCoefficients() const
Get the objective function coefficient vector.
const double * getColLower() const
Get the column (variable) lower bound vector.
void setColSolution(const double *colsol)
Set the value of the primal variables in the problem solution.
friend void OsiDylpSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netLibDir)
Unit test for OsiDylpSolverInterface.
void branchAndBound()
Invoke the solver's built-in branch-and-bound algorithm.
void reset()
Reset the solver object to the state produced by the default constructor.
lptols_struct * tolerances
Solver numeric tolerances.
void addRow(const CoinPackedVectorBase &row, const char rowsen, const double rowrhs, const double rowrng)
Add a row (constraint) to the problem.
void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (variable) to the problem.
void setObjSense(double sense)
Set the sense (min/max) of the objective.
bool setWarmStart(const CoinWarmStart *warmStart)
Apply a warm start object.
void setObjCoeff(int index, double value)
Set an objective function coefficient.
OsiDylpSolverInterface & operator=(const OsiDylpSolverInterface &rhs)
Assignment.
bool basisIsAvailable() const
Check if an optimal basis is available.
void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
Load a problem description (OSI packed matrix, row bounds, parameters unaffected).
void loadProblem(const int colcnt, const int rowcnt, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *row_lower, const double *row_upper)
Load a problem description (standard column-major packed matrix, row bounds, parameters unaffected)
void loadProblem(const int colcnt, const int rowcnt, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const char *sense, const double *rhsin, const double *range)
Load a problem description (standard column-major packed matrix, row sense, parameters unaffected)
const double * getColUpper() const
Get the column (variable) upper bound vector.
void setOsiDylpMessages(CoinMessages::Language local_language)
Set the language for messages.
std::vector< double * > getDualRays(int maxNumRays, bool fullRay) const
Get as many dual rays as the solver can provide.
double getObjValue() const
Get the objective function value for the solution.
void getBasisStatus(int *archStatus, int *logStatus) const
Retrieve status information for architectural and logical variables.
void resolve()
Call dylp to reoptimize (warm start).
void setObjName(std::string name)
Set the objective function name.
void activateRowCutDebugger(const double *solution, bool keepContinuous=false)
Activate the row cut debugger.
void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)
Load a problem description (OSI packed matrix, row sense, parameters destroyed).
void setRowLower(int index, double value)
Set the lower bound on a row (constraint)
const char * getRowSense() const
Get the row sense (constraint type) vector.
void setInteger(int index)
Set a single variable to be integer.
OsiDylpSolverInterface(const OsiDylpSolverInterface &src)
Copy constructor.
void setRowPrice(const double *)
Set the value of the dual variables in the problem solution.
const double * getRowLower() const
Get the row (constraint) lower bound vector.
void setContinuous(int index)
Set a single variable to be continuous.
void setRowUpper(int index, double value)
Set the upper bound on a row (constraint)
int getNumIntegers() const
Get the number of integer variables.
int getNumElements() const
Get the number of non-zero coefficients.
OsiDylpSolverInterface()
Default constructor.
void setRowType(int index, char rowsen, double rowrhs, double rowrng)
Set the type of a row (constraint)
bool getStrParam(OsiStrParam key, std::string &value) const
Get an OSI string parameter.
void solveFromHotStart()
Call dylp to reoptimize (hot start).
void dylp_logfile(const char *name, bool echo=false)
Establish a log file.
void dylp_outfile(const char *name)
Establish an output (solution and/or statistics) file.
virtual void getBInvACol(int col, double *abarj) const
Get a column of the tableau.
const CoinPackedMatrix * getMatrixByCol() const
Get a pointer to a column-major copy of the constraint matrix.
void initialSolve()
Solve an lp from scratch.
std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
void deleteRows(const int num, const int *rowIndices)
Delete row(s) (constraint(s)) from the problem.
virtual void getBInvCol(int col, double *betak) const
Get a column of the basis inverse.
int getNumRows() const
Get the number of rows (constraints)
void applyRowCut(const OsiRowCut &cut)
Apply a row (constraint) cut (add one constraint)
virtual void getBInvARow(int row, double *abari, double *betai=0) const
Get a row of the tableau.
const double * getReducedCost() const
Return the vector of reduced costs for the solution.
bool setIntParam(OsiIntParam key, int value)
Set an OSI integer parameter.
const double * getRowPrice() const
Return the vector of dual variables for the solution.
void newLanguage(CoinMessages::Language language)
Change the language for OsiDylp messages.
bool getDblParam(OsiDblParam key, double &value) const
Get an OSI double parameter.
const double * getRowRange() const
Get the row (constraint) range vector.
bool isPrimalObjectiveLimitReached() const
Is the primal objective limit reached?
bool getHintParam(OsiHintParam key, bool &sense, OsiHintStrength &strength, void *&info) const
Get an OSI hint.
bool isAbandoned() const
True if dylp abandoned the problem.
int getIterationCount() const
Get the number of iterations for the last lp.
int readMps(const char *filename, const char *extension, int &numberSets, CoinSet **&sets)
Read a problem description in MPS format from a file, including SOS information.
~OsiDylpSolverInterface()
Destructor.
The dylp warm start class.
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)=0
virtual bool getHintParam(OsiHintParam key, bool &yesNo, OsiHintStrength &strength, void *&otherInformation) const
virtual void setContinuous(int index)=0
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)=0
virtual void setColLower(int elementIndex, double elementValue)=0
virtual void setColUpper(int elementIndex, double elementValue)=0
virtual void setInteger(int index)=0