10#ifndef OsiGlpkSolverInterface_H
11#define OsiGlpkSolverInterface_H
15#include "CoinPackedMatrix.hpp"
16#include "CoinWarmStartBasis.hpp"
115 return (
dynamic_cast< CoinWarmStart *
>(
new CoinWarmStartBasis()));
217 virtual bool isBinary(
int columnNumber)
const;
223 virtual bool isInteger(
int columnNumber)
const;
276 bool fullRay =
false)
const;
329 double lower,
double upper);
340 const int *indexLast,
341 const double *boundList);
355 double lower,
double upper);
358 virtual void setRowType(
int index,
char sense,
double rightHandSide,
370 const int *indexLast,
371 const double *boundList);
384 const int *indexLast,
385 const char *senseList,
386 const double *rhsList,
387 const double *rangeList);
441 virtual void addCol(
const CoinPackedVectorBase &vec,
442 const double collb,
const double colub,
448 const CoinPackedVectorBase *
const *cols,
449 const double *collb,
const double *colub,
452 virtual void deleteCols(
const int num,
const int *colIndices);
456 virtual void addRow(
const CoinPackedVectorBase &vec,
457 const double rowlb,
const double rowub);
459 virtual void addRow(
const CoinPackedVectorBase &vec,
460 const char rowsen,
const double rowrhs,
461 const double rowrng);
466 const CoinPackedVectorBase *
const *rows,
467 const double *rowlb,
const double *rowub);
470 const CoinPackedVectorBase *
const *rows,
471 const char *rowsen,
const double *rowrhs,
472 const double *rowrng);
474 virtual void deleteRows(
const int num,
const int *rowIndices);
501 double effectivenessLb = 0.0);
522 const double *collb,
const double *colub,
524 const double *rowlb,
const double *rowub);
534 double *&collb,
double *&colub,
double *&obj,
535 double *&rowlb,
double *&rowub);
550 const double *collb,
const double *colub,
552 const char *rowsen,
const double *rowrhs,
553 const double *rowrng);
563 double *&collb,
double *&colub,
double *&obj,
564 char *&rowsen,
double *&rowrhs,
570 const CoinBigIndex *start,
const int *index,
572 const double *collb,
const double *colub,
574 const double *rowlb,
const double *rowub);
579 const CoinBigIndex *start,
const int *index,
581 const double *collb,
const double *colub,
583 const char *rowsen,
const double *rowrhs,
584 const double *rowrng);
589 const char *extension =
"mps");
596 const char *extension =
"mps",
597 double objSense = 0.0)
const;
std::vector< int > OsiVectorInt
Vector of int.
#define LPX
GPLK Solver Interface.
void OsiGlpkSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiGlpkSolverInterface class.
@ OsiHintTry
This means it is only a hint.
@ OsiLastHintParam
Just a marker, so that OsiSolverInterface can allocate a static sized array to store parameters.
Collections of row cuts and column cuts.
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
glp_smcp simplex_params_
Parameters passed to the simplex solver.
double * rowsol_
Pointer to dual solution vector.
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
void freeCachedResults()
free cached result vectors
static void decrementInstanceCounter()
GLPK has a context which must be freed after all GLPK LPs (or MIPs) are freed.
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
double * hotStartRDualVal_
row dual values
bool isTimeLimitReached_
glpk stopped on time limit
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
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 const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
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.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
void printBounds()
Just for testing purposes.
bool isObjLowerLimitReached_
glpk stopped on lower objective limit
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...
static void incrementInstanceCounter()
GLPK has a context which must be freed after all GLPK LPs (or MIPs) are freed.
double * colupper_
Pointer to dense vector of variable lower bounds.
int hotStartMaxIteration_
simplex iteration limit (for hot start)
virtual void setInteger(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be integer variables.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
virtual bool isAbandoned() const
Are there a numerical difficulties?
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.
glp_iocp integer_params_
Parameters passed to the integer solver.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
virtual bool isFeasible() const
(Integer) Feasible solution found?
virtual void solveFromHotStart()
Optimize starting from the hotstart.
void freeCachedData(int keepCached=KEEPCACHED_NONE)
free all cached data (except specified entries, see getLpPtr())
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
double * hotStartRVal_
row slack values
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
int * hotStartRStat_
row status array
virtual ~OsiGlpkSolverInterface()
Destructor.
virtual void setContinuous(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be continuous variables.
static unsigned int getNumInstances()
Return the number of LP/MIP instances of instantiated objects using the GLPK environment.
bool isDualInfeasible_
glpk declared the problem dual infeasible
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)
double * rowupper_
Pointer to dense vector of row upper bounds.
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...
static unsigned int numInstances_
number of GLPK instances currently in use (counts only those created by OsiGlpk)
virtual double getObjValue() const
Get objective function value.
virtual int getNumCols() const
Get number of columns.
virtual void resolve()
Resolve an LP relaxation after problem modification.
virtual void reset()
Resets as if default constructor.
CoinPackedMatrix * matrixByCol_
Pointer to row-wise copy of problem matrix coefficients.
std::string probName_
Problem name.
bool isAbandoned_
glpk abandoned the problem
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
virtual bool isIterationLimitReached() const
Iteration limit reached?
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
double * obj_
Pointer to objective vector.
double objOffset_
constant offset for objective function
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
OsiGlpkSolverInterface & operator=(const OsiGlpkSolverInterface &rhs)
Assignment operator.
OsiGlpkSolverInterface(const OsiGlpkSolverInterface &)
Copy constructor.
void setColName(int ndx, std::string name)
Set a column name.
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...
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.
LPX * lp_
GPLK model represented by this class instance.
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
void freeCachedRowRim()
free cached row rim vectors
int maxIteration_
simplex iteration limit (per call to solver)
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
int * hotStartCStat_
column status array
virtual CoinBigIndex getNumElements() const
Get number of nonzero elements.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
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 addRow(const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
Add a row (constraint) to the problem.
int nameDisc_
OSI name discipline.
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
double primalTolerance_
primal feasibility tolerance
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
void setObjName(std::string name)
Set the objective function name.
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
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...
bool isPrimInfeasible_
glpk declared the problem primal infeasible
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
bool setHintParam(OsiHintParam key, bool sense=true, OsiHintStrength strength=OsiHintTry, void *info=0)
Set a hint parameter.
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
virtual void loadProblem(const int numcols, const int numrows, const CoinBigIndex *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 setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower() and ...
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual void unmarkHotStart()
Delete the snapshot.
void setRowName(int ndx, std::string name)
Set a row name.
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
double * redcost_
Pointer to reduced cost vector.
double * hotStartCVal_
primal variable values
LPX * getMutableModelPtr() const
Pointer to the model.
void * info_[OsiLastHintParam]
Array for info blocks associated with hints.
virtual void initialSolve()
Solve initial LP relaxation.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
int hotStartCStatSize_
Hotstart information.
void gutsOfConstructor()
The real work of the constructor.
double * rowlower_
Pointer to dense vector of row lower bounds.
OsiGlpkSolverInterface()
Default Constructor.
int hotStartRStatSize_
size of row status and value arrays
void freeAllMemory()
free all allocated memory
void gutsOfDestructor()
The real work of the destructor.
friend void OsiGlpkSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiGlpkSolverInterface class.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
char * rowsense_
Pointer to dense vector of row sense indicators.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
bool isIterationLimitReached_
glpk stopped on iteration limit
double * collower_
Pointer to dense vector of variable lower bounds.
virtual bool isProvenOptimal() const
Is optimality proven?
@ KEEPCACHED_NONE
discard all cached data (default)
@ KEEPCACHED_PROBLEM
only discard cached LP solution
@ FREECACHED_COLUMN
free only cached column and LP solution information
@ KEEPCACHED_ROW
row information: right hand sides, ranges and senses, lower and upper bounds for row
@ FREECACHED_RESULTS
free only cached LP solution information
@ KEEPCACHED_RESULTS
LP solution: primal and dual solution, reduced costs, row activities.
@ KEEPCACHED_ALL
keep all cached data (similar to getMutableLpPtr())
@ FREECACHED_ROW
free only cached row and LP solution information
@ KEEPCACHED_MATRIX
problem matrix: matrix ordered by column and by row
@ FREECACHED_MATRIX
free only cached matrix and LP solution information
@ KEEPCACHED_COLUMN
column information: objective values, lower and upper bounds, variable types
virtual double getInfinity() const
Get solver's value for infinity.
virtual void markHotStart()
Create a hotstart point of the optimization process.
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.
void fillColBounds() const
Fill cached collumn bounds.
virtual bool isTimeLimitReached() const
Time limit reached?
void gutsOfCopy(const OsiGlpkSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
double dualObjectiveLimit_
dual objective limit (measure of badness; stop if we're worse)
CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
bool isFeasible_
glpk declared the problem feasible
virtual int getNumRows() const
Get number of rows.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
LPX * getModelPtr()
Get pointer to GLPK model.
char * ctype_
Pointer to dense vector of variable types (continous, binary, integer)
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 void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
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...
double * rhs_
Pointer to dense vector of row right-hand side values.
double * colsol_
Pointer to primal solution vector.
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
double * hotStartCDualVal_
dual variable values
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
double dualTolerance_
dual feasibility tolerance
virtual void loadProblem(const int numcols, const int numrows, const CoinBigIndex *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 primalObjectiveLimit_
primal objective limit (measure of goodness; stop if we're better)
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
void freeCachedColRim()
free cached column rim vectors
int iter_used_
Number of iterations.
double * rowact_
Pointer to row activity (slack) vector.
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
bool isObjUpperLimitReached_
glpk stopped on upper objective limit
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
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...
void freeCachedMatrix()
free cached matrices
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 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 void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)=0
Add a row (constraint) to the problem.
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 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 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 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 bool isInteger(int colIndex) const
Return true if the variable is integer.