Osi 0.108.9
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OsiXprSolverInterface.hpp
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1// Copyright (C) 2000, International Business Machines
2// Corporation and others. All Rights Reserved.
3// This code is licensed under the terms of the Eclipse Public License (EPL).
4
5#ifndef OsiXprSolverInterface_H
6#define OsiXprSolverInterface_H
7
8#include <string>
9#include <cstdio>
10
12
13typedef struct xo_prob_struct *XPRSprob;
14
15//#############################################################################
16
22 friend void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);
23
24public:
28 virtual void initialSolve();
29
31 virtual void resolve();
32
34 virtual void branchAndBound();
36
52 // Set an integer parameter
53 bool setIntParam(OsiIntParam key, int value);
54 // Set an double parameter
55 bool setDblParam(OsiDblParam key, double value);
56 // Set a string parameter
57 bool setStrParam(OsiStrParam key, const std::string &value);
58 // Get an integer parameter
59 bool getIntParam(OsiIntParam key, int &value) const;
60 // Get an double parameter
61 bool getDblParam(OsiDblParam key, double &value) const;
62 // Get a string parameter
63 bool getStrParam(OsiStrParam key, std::string &value) const;
64 // Set mipstart option (pass column solution to XPRESS before MIP start)
65 void setMipStart(bool value) { domipstart = value; }
66 // Get mipstart option value
67 bool getMipStart() const { return domipstart; }
69
70 //---------------------------------------------------------------------------
72
73
74 virtual bool isAbandoned() const;
76 virtual bool isProvenOptimal() const;
78 virtual bool isProvenPrimalInfeasible() const;
80 virtual bool isProvenDualInfeasible() const;
82 virtual bool isPrimalObjectiveLimitReached() const;
84 virtual bool isDualObjectiveLimitReached() const;
86 virtual bool isIterationLimitReached() const;
88
89 //---------------------------------------------------------------------------
92
93 CoinWarmStart *getEmptyWarmStart() const;
95 virtual CoinWarmStart *getWarmStart() const;
98 virtual bool setWarmStart(const CoinWarmStart *warmstart);
100
101 //---------------------------------------------------------------------------
108
109 virtual void markHotStart();
111 virtual void solveFromHotStart();
113 virtual void unmarkHotStart();
115
116 //---------------------------------------------------------------------------
131
132 virtual int getNumCols() const;
133
135 virtual int getNumRows() const;
136
138 virtual int getNumElements() const;
139
141 virtual const double *getColLower() const;
142
144 virtual const double *getColUpper() const;
145
155 virtual const char *getRowSense() const;
156
165 virtual const double *getRightHandSide() const;
166
175 virtual const double *getRowRange() const;
176
178 virtual const double *getRowLower() const;
179
181 virtual const double *getRowUpper() const;
182
184 virtual const double *getObjCoefficients() const;
185
187 virtual double getObjSense() const;
188
190 virtual bool isContinuous(int colIndex) const;
191
192#if 0
194 virtual bool isBinary(int colIndex) const;
195
200 virtual bool isInteger(int colIndex) const;
201
203 virtual bool isIntegerNonBinary(int colIndex) const;
204
206 virtual bool isFreeBinary(int colIndex) const;
207#endif
209 virtual const CoinPackedMatrix *getMatrixByRow() const;
210
212 virtual const CoinPackedMatrix *getMatrixByCol() const;
213
215 virtual double getInfinity() const;
217
221 virtual const double *getColSolution() const;
222
224 virtual const double *getRowPrice() const;
225
227 virtual const double *getReducedCost() const;
228
231 virtual const double *getRowActivity() const;
232
234 virtual double getObjValue() const;
235
238 virtual int getIterationCount() const;
239
257 virtual std::vector< double * > getDualRays(int maxNumRays,
258 bool fullRay = false) const;
270 virtual std::vector< double * > getPrimalRays(int maxNumRays) const;
271
272#if 0
275 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
276 const;
277#endif
279
280
281 //---------------------------------------------------------------------------
282
285 //-------------------------------------------------------------------------
289 virtual void setObjCoeff(int elementIndex, double elementValue);
290
293 virtual void setColLower(int elementIndex, double elementValue);
294
297 virtual void setColUpper(int elementIndex, double elementValue);
298
302 virtual void setColBounds(int elementIndex,
303 double lower, double upper);
304
313 virtual void setColSetBounds(const int *indexFirst,
314 const int *indexLast,
315 const double *boundList);
316
319 virtual void setRowLower(int elementIndex, double elementValue);
320
323 virtual void setRowUpper(int elementIndex, double elementValue);
324
328 virtual void setRowBounds(int elementIndex,
329 double lower, double upper);
330
332 virtual void setRowType(int index, char sense, double rightHandSide,
333 double range);
334
343 virtual void setRowSetBounds(const int *indexFirst,
344 const int *indexLast,
345 const double *boundList);
346
357 virtual void setRowSetTypes(const int *indexFirst,
358 const int *indexLast,
359 const char *senseList,
360 const double *rhsList,
361 const double *rangeList);
363
364 //-------------------------------------------------------------------------
368 virtual void setContinuous(int index);
370 virtual void setInteger(int index);
373 virtual void setContinuous(const int *indices, int len);
376 virtual void setInteger(const int *indices, int len);
378
379 //-------------------------------------------------------------------------
381 virtual void setObjSense(double s);
382
393 virtual void setColSolution(const double *colsol);
394
405 virtual void setRowPrice(const double *rowprice);
406
407 //-------------------------------------------------------------------------
413 virtual void addCol(const CoinPackedVectorBase &vec,
414 const double collb, const double colub,
415 const double obj);
417 virtual void addCols(const int numcols,
418 const CoinPackedVectorBase *const *cols,
419 const double *collb, const double *colub,
420 const double *obj);
422 virtual void deleteCols(const int num, const int *colIndices);
423
425 virtual void addRow(const CoinPackedVectorBase &vec,
426 const double rowlb, const double rowub);
428 virtual void addRow(const CoinPackedVectorBase &vec,
429 const char rowsen, const double rowrhs,
430 const double rowrng);
432 virtual void addRows(const int numrows,
433 const CoinPackedVectorBase *const *rows,
434 const double *rowlb, const double *rowub);
436 virtual void addRows(const int numrows,
437 const CoinPackedVectorBase *const *rows,
438 const char *rowsen, const double *rowrhs,
439 const double *rowrng);
441 virtual void deleteRows(const int num, const int *rowIndices);
442#if 0
443 //-----------------------------------------------------------------------
465 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
466 double effectivenessLb = 0.0);
468
469#endif
470 //---------------------------------------------------------------------------
471
485 virtual void loadProblem(const CoinPackedMatrix &matrix,
486 const double *collb, const double *colub,
487 const double *obj,
488 const double *rowlb, const double *rowub);
489
497 virtual void assignProblem(CoinPackedMatrix *&matrix,
498 double *&collb, double *&colub, double *&obj,
499 double *&rowlb, double *&rowub);
500
513 virtual void loadProblem(const CoinPackedMatrix &matrix,
514 const double *collb, const double *colub,
515 const double *obj,
516 const char *rowsen, const double *rowrhs,
517 const double *rowrng);
518
526 virtual void assignProblem(CoinPackedMatrix *&matrix,
527 double *&collb, double *&colub, double *&obj,
528 char *&rowsen, double *&rowrhs,
529 double *&rowrng);
530
533 virtual void loadProblem(const int numcols, const int numrows,
534 const int *start, const int *index,
535 const double *value,
536 const double *collb, const double *colub,
537 const double *obj,
538 const double *rowlb, const double *rowub);
539
542 virtual void loadProblem(const int numcols, const int numrows,
543 const int *start, const int *index,
544 const double *value,
545 const double *collb, const double *colub,
546 const double *obj,
547 const char *rowsen, const double *rowrhs,
548 const double *rowrng);
549
551 virtual int readMps(const char *filename,
552 const char *extension = "mps");
553
558 virtual void writeMps(const char *filename,
559 const char *extension = "mps",
560 double objSense = 0.0) const;
562
570 void passInMessageHandler(CoinMessageHandler *handler);
572
573 //---------------------------------------------------------------------------
574
589
599
602 static unsigned int getNumInstances();
603
605 XPRSprob getLpPtr() { return prob_; }
607
609 static int version();
610
613 static int iXprCallCount_;
614
616 static FILE *getLogFilePtr();
619 static void setLogFileName(const char *filename);
621
622
626 OsiXprSolverInterface(int newrows = 50, int newnz = 100);
627
629 virtual OsiSolverInterface *clone(bool copyData = true) const;
630
633
636
640
641 /***************************************************************************/
645
649 virtual void getBasisStatus(int *cstat, int *rstat) const;
650
651protected:
655 virtual void applyRowCut(const OsiRowCut &rc);
656
660 virtual void applyColCut(const OsiColCut &cc);
662
663private:
667 static const char *logFileName_;
668
670 static FILE *logFilePtr_;
671
673 static unsigned int numInstances_;
674
676 static unsigned int osiSerial_;
677
679
684
687
690
693
697
699 int getNumIntVars() const;
700
704 void getVarTypes() const;
705
709 void activateMe() const;
710
715 bool isDataLoaded() const;
717
718
721
724
726
728 mutable std::string xprProbname_;
730
738 mutable CoinPackedMatrix *matrixByRow_;
739 mutable CoinPackedMatrix *matrixByCol_;
740
742 mutable double *colupper_;
743
745 mutable double *collower_;
746
748 mutable double *rowupper_;
749
751 mutable double *rowlower_;
752
754 mutable char *rowsense_;
755
757 mutable double *rhs_;
758
762 mutable double *rowrange_;
763
765 mutable double *objcoeffs_;
766
768 mutable double objsense_;
769
771 mutable double *colsol_;
772
774 mutable double *rowsol_;
775
777 mutable double *rowact_;
778
780 mutable double *rowprice_;
781
783 mutable double *colprice_;
784
786 mutable int *ivarind_;
787
796 mutable char *ivartype_;
797
801 mutable char *vartype_;
802
804 mutable bool lastsolvewasmip;
806
807
810};
811
812//#############################################################################
814void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);
815
816#endif
817
818/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
819*/
std::vector< int > OsiVectorInt
Vector of int.
struct xo_prob_struct * XPRSprob
void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiXprSolverInterface class.
Column Cut Class.
Definition OsiColCut.hpp:23
Collections of row cuts and column cuts.
Definition OsiCuts.hpp:19
Row Cut Class.
Definition OsiRowCut.hpp:29
Internal class for obtaining status from the applyCuts method.
Abstract Base Class for describing an interface to a solver.
virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05) const
Get vector of indices of primal variables which are integer variables but have fractional values in t...
virtual bool isFreeBinary(int colIndex) const
Return true if the variable is binary and not fixed.
virtual bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
virtual ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
virtual bool isBinary(int colIndex) const
Return true if the variable is binary.
virtual bool isInteger(int colIndex) const
Return true if the variable is integer.
XPRESS-MP Solver Interface.
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
virtual void unmarkHotStart()
Delete the snapshot.
double * colprice_
Pointer to dense vector of dual column variable values.
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
double * rhs_
Pointer to dense vector of row right-hand side values.
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
double * colsol_
Pointer to dense vector of primal structural variable values.
virtual double getInfinity() const
Get solver's value for infinity.
virtual bool isIterationLimitReached() const
Iteration limit reached?
virtual void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub)
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by l...
static void incrementInstanceCounter()
XPRESS has a context that must be created prior to all other XPRESS calls.
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
bool lastsolvewasmip
Indicates whether the last solve was for a MIP or an LP.
void passInMessageHandler(CoinMessageHandler *handler)
Pass in a message handler It is the client's responsibility to destroy a message handler installed by...
double * rowprice_
Pointer to dense vector of dual row variable values.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
bool domipstart
Whether to pass a column solution to XPRESS before starting MIP solve (loadmipsol)
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
bool isDataLoaded() const
Save and restore are necessary if there is data associated with this problem.
double * colupper_
Pointer to dense vector of structural variable upper bounds.
double * collower_
Pointer to dense vector of structural variable lower bounds.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
static void decrementInstanceCounter()
XPRESS has a context that should be deleted after XPRESS calls.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower() and ...
CoinWarmStart * getEmptyWarmStart() const
Get empty warm start object.
virtual void addCols(const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj)
Add a set of columns (primal variables) to the problem.
void gutsOfCopy(const OsiXprSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
void getVarTypes() const
Build cached copy of variable types.
virtual void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously The default implementation just invokes setRowLowe...
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
virtual void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously The default implementation just invokes setColL...
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
virtual void loadProblem(const int numcols, const int numrows, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
Just like the other loadProblem() methods except that the matrix is given in a standard column major ...
virtual void initialSolve()
Solve initial LP relaxation.
double * rowsol_
Pointer to dense vector of primal slack variable values.
static FILE * logFilePtr_
The FILE* to the logfile.
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
static const char * logFileName_
Name of the logfile.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
virtual void getBasisStatus(int *cstat, int *rstat) const
Returns a basis status of the structural/artificial variables At present as warm start i....
virtual void setContinuous(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be continuous variables.
void freeSolution()
Destroy cached copy of solution data (whenever it changes)
virtual int getNumElements() const
Get number of nonzero elements.
char * ivartype_
Pointer to list of global variable types:
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const char *rowsen, const double *rowrhs, const double *rowrng)
Add a set of rows (constraints) to the problem.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
virtual void setInteger(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be integer variables.
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
Add a set of rows (constraints) to the problem.
static unsigned int numInstances_
Number of live problem instances.
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)
int * ivarind_
Pointer to list of indices of XPRESS "global" variables.
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
double objsense_
Sense of objective (1 for min; -1 for max)
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
static unsigned int osiSerial_
Counts calls to incrementInstanceCounter()
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
virtual void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by s...
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
void activateMe() const
Save the current problem in XPRESS (if necessary) and make this problem current (restore if necessary...
OsiXprSolverInterface & operator=(const OsiXprSolverInterface &rhs)
Assignment operator.
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
static unsigned int getNumInstances()
Return the number of instances of instantiated objects using XPRESS services.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
char * vartype_
Pointer to dense vector of variable types (as above, or 'C' for continuous)
OsiXprSolverInterface(const OsiXprSolverInterface &)
Copy constructor.
virtual bool isProvenOptimal() const
Is optimality proven?
virtual bool isContinuous(int colIndex) const
Return true if variable is continuous.
XPRSprob getLpPtr()
Return a pointer to the XPRESS problem.
static int version()
Return XPRESS-MP Version number.
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
virtual void loadProblem(const int numcols, const int numrows, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
Just like the other loadProblem() methods except that the matrix is given in a standard column major ...
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
double * rowact_
Pointer to dense vector of primal slack variable values.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
double * objcoeffs_
Pointer to dense vector of objective coefficients.
virtual bool isAbandoned() const
Are there a numerical difficulties?
OsiXprSolverInterface(int newrows=50, int newnz=100)
Default Constructor.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
virtual int getNumCols() const
Get number of columns.
virtual ~OsiXprSolverInterface()
Destructor.
void gutsOfDestructor()
The real work of a destructor (used by copy and assignment)
friend void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiXprSolverInterface class.
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
virtual double getObjValue() const
Get objective function value.
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
virtual void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound The default implementation just invokes setRowLower() and set...
virtual void resolve()
Resolve an LP relaxation after problem modification.
virtual void addRow(const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
Add a row (constraint) to the problem.
static FILE * getLogFilePtr()
Get logfile FILE *.
std::string xprProbname_
XPRESS problem name (should be unique for each saved problem)
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
double * rowupper_
Pointer to dense vector of slack variable upper bounds.
virtual void writeMps(const char *filename, const char *extension="mps", double objSense=0.0) const
Write the problem into an mps file of the given filename.
virtual void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper...
void gutsOfConstructor()
The real work of a constructor (used by construct and assignment)
virtual void setRowSetTypes(const int *indexFirst, const int *indexLast, const char *senseList, const double *rhsList, const double *rangeList)
Set the type of a number of rows simultaneously The default implementation just invokes setRowType()...
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
static void setLogFileName(const char *filename)
Set logfile name.
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
virtual void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range...
virtual void markHotStart()
Create a hotstart point of the optimization process.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
int getNumIntVars() const
Number of integer variables in the problem.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
virtual int getNumRows() const
Get number of rows.
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
char * rowsense_
Pointer to dense vector of row sense indicators.
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
void freeCachedResults()
Destroy cached copies of problem and solution data (whenever they change)
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
double * rowlower_
Pointer to dense vector of slack variable lower bounds.
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.