15#ifndef OsiGrbSolverInterface_H
16#define OsiGrbSolverInterface_H
267 bool fullRay =
false)
const;
295 const double *coeffList);
310 virtual void setColBounds(
int elementIndex,
double lower,
double upper);
320 const double *boundList);
333 virtual void setRowBounds(
int elementIndex,
double lower,
double upper);
336 virtual void setRowType(
int index,
char sense,
double rightHandSide,
347 const double *boundList);
359 const char *senseList,
const double *rhsList,
const double *rangeList);
422 virtual void addCol(
const CoinPackedVectorBase &vec,
const double collb,
423 const double colub,
const double obj);
428 const CoinPackedVectorBase *
const *cols,
const double *collb,
429 const double *colub,
const double *obj);
431 virtual void deleteCols(
const int num,
const int *colIndices);
435 virtual void addRow(
const CoinPackedVectorBase &vec,
const double rowlb,
438 virtual void addRow(
const CoinPackedVectorBase &vec,
const char rowsen,
439 const double rowrhs,
const double rowrng);
444 const CoinPackedVectorBase *
const *rows,
const double *rowlb,
445 const double *rowub);
448 const CoinPackedVectorBase *
const *rows,
const char *rowsen,
449 const double *rowrhs,
const double *rowrng);
451 virtual void deleteRows(
const int num,
const int *rowIndices);
470 virtual void loadProblem(
const CoinPackedMatrix &matrix,
const double *collb,
471 const double *colub,
const double *obj,
const double *rowlb,
472 const double *rowub);
482 double *&colub,
double *&obj,
double *&rowlb,
double *&rowub);
496 virtual void loadProblem(
const CoinPackedMatrix &matrix,
const double *collb,
497 const double *colub,
const double *obj,
const char *rowsen,
498 const double *rowrhs,
const double *rowrng);
508 double *&colub,
double *&obj,
char *&rowsen,
double *&rowrhs,
514 const int *start,
const int *index,
const double *value,
515 const double *collb,
const double *colub,
const double *obj,
516 const double *rowlb,
const double *rowub);
521 const int *start,
const int *index,
const double *value,
522 const double *collb,
const double *colub,
const double *obj,
523 const char *rowsen,
const double *rowrhs,
const double *rowrng);
527 virtual int readMps(
const char *filename,
const char *extension =
"mps");
533 virtual void writeMps(
const char *filename,
const char *extension =
"mps",
534 double objSense = 0.0)
const;
740 double effectivenessLb = 0.0);
struct _GRBmodel GRBmodel
void OsiGrbSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiGrbSolverInterface class.
@ OsiHintTry
This means it is only a hint.
Collections of row cuts and column cuts.
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...
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
OsiGrbSolverInterface(bool use_local_env=false)
Default Constructor.
virtual bool isAbandoned() const
Are there a numerical difficulties?
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
virtual void disableFactorization() const
Useless function, defined only for compatibility with OsiSimplexInterface.
static void setEnvironment(GRBenv *globalenv)
sets the global gurobi environment to a user given one
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...
void freeCachedResults()
free cached result vectors
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
double * rowact_
Pointer to row activity (slack) vector.
virtual void reset()
Resets as if default constructor.
virtual void markHotStart()
Create a hotstart point of the optimization process.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
virtual int getNumRows() const
Get number of rows.
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
double * collower_
Pointer to dense vector of variable lower bounds.
virtual void unmarkHotStart()
Delete the snapshot.
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
void switchToMIP()
switches Gurobi to prob type MIP
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
GRBmodel * getLpPtr(int keepCached=KEEPCACHED_NONE)
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
int colspace_
Size of allocated memory for coltype_, colmap_O2G, and (with offset auxcolspace) colmap_G2O.
void freeCachedData(int keepCached=KEEPCACHED_NONE)
free all cached data (except specified entries, see getLpPtr())
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
void switchToLP()
switches Gurobi to prob type LP
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
int * colmap_O2G
Maps variable indices from Osi to Gurobi Is NULL if there are no ranged rows! (assume identity mappin...
void freeAllMemory()
free all allocated memory
bool probtypemip_
Stores whether we currently see the problem as a MIP.
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
virtual void addRow(const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
Add a row (constraint) to the problem.
virtual double getInfinity() const
Get solver's value for infinity.
GRBenv * getEnvironmentPtr() const
Method to access Gurobi environment pointer.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
char * rowsense_
Pointer to dense vector of row sense indicators.
CoinPackedMatrix * matrixByCol_
Pointer to row-wise copy of problem matrix coefficients.
int auxcolspace
Size of allocated memory for colmap_G2O that exceeds colspace_.
virtual int getNumCols() const
Get number of columns.
void freeCachedRowRim()
free cached row rim vectors
void resizeAuxColSpace(int minsize)
resizes colmap_G2O vector to be able to store at least minsize (auxiliary) elements
virtual void setColName(int ndx, std::string name)
Set a column name.
double * colsol_
Pointer to primal solution vector.
GRBmodel * getMutableLpPtr() const
Get LP Pointer for const methods.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
virtual void enableSimplexInterface(int doingPrimal)
Useless function, defined only for compatibility with OsiSimplexInterface.
static void incrementInstanceCounter()
Gurobi has a context which must be created prior to all other Gurobi calls.
bool setHintParam(OsiHintParam key, bool yesNo=true, OsiHintStrength strength=OsiHintTry, void *=NULL)
Set a hint parameter.
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
bool domipstart
Whether to pass a column solution to CPLEX before starting MIP solve (copymipstart)
static unsigned int numInstances_
Number of instances using the global Gurobi environment.
GRBenv * localenv_
Gurobi environment used only by this class instance.
virtual void setInteger(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be integer variables.
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
virtual OsiSolverInterface::ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
void convertToNormalRow(int rowidx, char sense, double rhs)
converts a ranged row into a normal row by removing its auxiliary variable
double * obj_
Pointer to objective vector.
virtual bool basisIsAvailable() const
Returns true if a basis is available.
void convertToRangedRow(int rowidx, double rhs, double range)
converts a normal row into a ranged row by adding an auxiliary variable
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 ...
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)
virtual void enableFactorization() const
Useless function, defined only for compatibility with OsiSimplexInterface.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
static unsigned int getNumInstances()
Return the number of instances of instantiated objects using Gurobi services.
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...
const char * getCtype() const
return a vector of variable types (continous, binary, integer)
void gutsOfConstructor()
The real work of the constructor.
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.
virtual ~OsiGrbSolverInterface()
Destructor.
int auxcolindspace
Current length of auxcolind array.
virtual bool isProvenOptimal() const
Is optimality proven?
char * coltype_
Pointer to dense vector of variable types (continous, binary, integer)
int * auxcolind
Gives for each row the index of the corresponding auxiliary variable, if it is a ranged row.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
double * rowlower_
Pointer to dense vector of row lower bounds.
void setMipStart(bool value)
int hotStartMaxIteration_
virtual void resolve()
Resolve an LP relaxation after problem modification.
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
void freeCachedMatrix()
free cached matrices
virtual void getBasisStatus(int *cstat, int *rstat) const
Returns a basis status of the structural/artificial variables At present as warm start i....
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
bool getHintParam(OsiHintParam key, bool &yesNo) const
Get a hint parameter (sense only)
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
virtual void setRowName(int ndx, std::string name)
Set a row name.
virtual void setContinuous(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be continuous variables.
double * colupper_
Pointer to dense vector of variable lower bounds.
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...
OsiGrbSolverInterface(GRBenv *localgrbenv)
Constructor that takes a gurobi environment and assumes membership.
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 branchAndBound()
Invoke solver's built-in enumeration algorithm.
int nauxcols
Number of auxiliary columns in Gurobi model for handling of ranged rows.
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
int * colmap_G2O
Maps variable indices from Gurobi to Osi A negative value indicates that a variable is an auxiliary v...
virtual void disableSimplexInterface()
Useless function, defined only for compatibility with OsiSimplexInterface.
virtual double getObjValue() const
Get objective function value.
OsiGrbSolverInterface(const OsiGrbSolverInterface &)
Copy constructor.
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 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.
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
static GRBenv * globalenv_
Gurobi environment pointer.
void freeColSpace()
frees colsize_ vector
GRBmodel * lp_
Gurobi model represented by this class instance.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
friend void OsiGrbSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiGrbSolverInterface class.
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 const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
void freeCachedColRim()
free cached column rim vectors
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
void gutsOfDestructor()
The real work of the destructor.
virtual void setObjCoeffSet(const int *indexFirst, const int *indexLast, const double *coeffList)
Set a a set of objective function coefficients.
OsiGrbSolverInterface & operator=(const OsiGrbSolverInterface &rhs)
Assignment operator.
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 setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
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...
static void decrementInstanceCounter()
Gurobi has a context which should be deleted after Gurobi calls.
bool getHintParam(OsiHintParam key, bool &yesNo, OsiHintStrength &strength) const
Get a hint parameter (sense and strength only)
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
virtual void initialSolve()
Solve initial LP relaxation.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
static bool globalenv_is_ours
whether OsiGrb has created the global environment (and thus should free it)
double * rhs_
Pointer to dense vector of row right-hand side values.
bool isDemoLicense() const
Return whether the current Gurobi environment runs in demo mode.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower() and ...
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
bool getHintParam(OsiHintParam key, bool &yesNo, OsiHintStrength &strength, void *&otherInformation) const
Get a hint parameter (all information)
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
int nameDisc_
OSI name discipline.
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 ...
double * rowsol_
Pointer to dual solution vector.
void resizeColSpace(int minsize)
resizes coltype_, colmap_O2G, colmap_G2O vectors to be able to store at least minsize elements
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
virtual int getNumElements() const
Get number of nonzero elements.
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
double * rowupper_
Pointer to dense vector of row upper bounds.
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
void resizeAuxColIndSpace()
resizes auxcolind vector to current number of rows and inits values to -1
int * hotStartCStat_
Hotstart information.
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
virtual int canDoSimplexInterface() const
Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
void gutsOfCopy(const OsiGrbSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
double * redcost_
Pointer to reduced cost vector.
keepCachedFlag
Get pointer to Gurobi model and free all specified cached data entries (combined with logical or-oper...
@ KEEPCACHED_NONE
discard all cached data (default)
@ KEEPCACHED_COLUMN
column information: objective values, lower and upper bounds, variable types
@ FREECACHED_ROW
free only cached row and LP solution information
@ FREECACHED_MATRIX
free only cached matrix and LP solution information
@ KEEPCACHED_PROBLEM
only discard cached LP solution
@ KEEPCACHED_ROW
row information: right hand sides, ranges and senses, lower and upper bounds for row
@ KEEPCACHED_MATRIX
problem matrix: matrix ordered by column and by row
@ KEEPCACHED_ALL
keep all cached data (similar to getMutableLpPtr())
@ FREECACHED_RESULTS
free only cached LP solution information
@ KEEPCACHED_RESULTS
LP solution: primal and dual solution, reduced costs, row activities.
@ FREECACHED_COLUMN
free only cached column and LP solution information
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
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 bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
Internal class for obtaining status from the applyCuts method.
Abstract Base Class for describing an interface to a solver.
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)=0
Add a column (primal variable) to the problem.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)=0
Add a row (constraint) to the problem.
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.
virtual void setColLower(int elementIndex, double elementValue)=0
Set a single column lower bound.
virtual void setColUpper(int elementIndex, double elementValue)=0
Set a single column upper bound.
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.
virtual int readMps(const char *filename, const char *extension="mps")
Read a problem in MPS format from the given filename.
virtual void enableSimplexInterface(bool doingPrimal)
Enables normal operation of subsequent functions.