7#ifndef OsiTestSolverInterface_H
8#define OsiTestSolverInterface_H
14#include "CoinPackedMatrix.hpp"
64 throw CoinError(
"Sorry, the Volume Algorithm doesn't implement B&B",
65 "branchAndBound",
"OsiTestSolverInterface");
235 virtual bool isBinary(
int colNumber)
const;
241 virtual bool isInteger(
int colNumber)
const;
307 bool fullRay =
false)
const;
338 virtual void setObjCoeff(
int elementIndex,
double elementValue ) {
345 virtual void setColLower(
int elementIndex,
double elementValue ) {
352 virtual void setColUpper(
int elementIndex,
double elementValue ) {
358 double lower,
double upper ) {
372 const int* indexLast,
373 const double* boundList);
377 virtual void setRowLower(
int elementIndex,
double elementValue ) {
386 virtual void setRowUpper(
int elementIndex,
double elementValue ) {
395 double lower,
double upper ) {
404 virtual void setRowType(
int index,
char sense,
double rightHandSide,
407 rhs_[index] = rightHandSide;
422 const int* indexLast,
423 const double* boundList);
436 const int* indexLast,
437 const char* senseList,
438 const double* rhsList,
439 const double* rangeList);
493 virtual void addCol(
const CoinPackedVectorBase& vec,
494 const double collb,
const double colub,
500 const CoinPackedVectorBase *
const * cols,
501 const double* collb,
const double* colub,
505 virtual void addCols(
const CoinPackedMatrix& matrix,
506 const double* collb,
const double* colub,
510 virtual void deleteCols(
const int num,
const int * colIndices);
514 virtual void addRow(
const CoinPackedVectorBase& vec,
515 const double rowlb,
const double rowub);
517 virtual void addRow(
const CoinPackedVectorBase& vec,
518 const char rowsen,
const double rowrhs,
519 const double rowrng);
524 const CoinPackedVectorBase *
const * rows,
525 const double* rowlb,
const double* rowub);
528 const CoinPackedVectorBase *
const * rows,
529 const char* rowsen,
const double* rowrhs,
530 const double* rowrng);
533 virtual void addRows(
const CoinPackedMatrix& matrix,
534 const double* rowlb,
const double* rowub);
536 virtual void addRows(
const CoinPackedMatrix& matrix,
537 const char* rowsen,
const double* rowrhs,
538 const double* rowrng);
541 virtual void deleteRows(
const int num,
const int * rowIndices);
567 double effectivenessLb = 0.0);
577 const double* rowlb,
const double* rowub);
579 const double* rowrhs,
const double* rowrng);
581 const double* colub,
const double* obj);
598 const double* collb,
const double* colub,
600 const double* rowlb,
const double* rowub);
610 double*& collb,
double*& colub,
double*& obj,
611 double*& rowlb,
double*& rowub);
626 const double* collb,
const double* colub,
628 const char* rowsen,
const double* rowrhs,
629 const double* rowrng);
639 double*& collb,
double*& colub,
double*& obj,
640 char*& rowsen,
double*& rowrhs,
646 const int* start,
const int* index,
648 const double* collb,
const double* colub,
650 const double* rowlb,
const double* rowub);
655 const int* start,
const int* index,
657 const double* collb,
const double* colub,
659 const char* rowsen,
const double* rowrhs,
660 const double* rowrng);
665 const char *extension =
"mps");
672 const char *extension =
"mps",
673 double objSense=0.0)
const;
732 heur_val = COIN_DBL_MAX;
std::vector< int > OsiVectorInt
Vector of int.
static const double OsiTestInfinity
void OsiTestSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiTestSolverInterface class.
Collections of row cuts and column cuts.
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.
void convertSenseToBound(const char sense, const double right, const double range, double &lower, double &upper) const
A quick inlined function to convert from the sense/rhs/range style of constraint definition to the lb...
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 double getObjValue() const =0
Get the objective function value.
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.
void convertBoundToSense(const double lower, const double upper, char &sense, double &right, double &range) const
A quick inlined function to convert from the lb/ub style of constraint definition to the sense/rhs/ra...
~OsiVolMatrixOneMinusOne_()
void timesMajor(const double *x, double *y) const
OsiVolMatrixOneMinusOne_(const CoinPackedMatrix &m)
Vol(ume) Solver Interface.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
virtual void markHotStart()
Create a hotstart point of the optimization process.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
double lagrangeanCost_
The Lagrangean cost, a lower bound on the objective value.
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (adjust one or more bounds).
virtual CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
void colRimResize_(const int newSize)
Reallocate the rim arrays corresponding to the columns.
double * collower_
Pointer to dense vector of structural variable lower bounds.
virtual void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound.
double * colsol_
Pointer to dense vector of primal structural variable values.
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
char * rowsense_
Pointer to dense vector of row sense indicators.
virtual void addRow(const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
Add a row (constraint) to the problem.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
bool isZeroOneMinusOne_
An indicator whether the matrix is 0/1/-1.
double * rowlower_
Pointer to dense vector of slack variable lower bounds.
void checkData_() const
Test whether the Volume Algorithm can be applied to the given problem.
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
double * rowprice_
Pointer to dense vector of dual row variable values.
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
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...
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
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 int compute_rc(const VOL_dvector &u, VOL_dvector &rc)
compute reduced costs
virtual bool isProvenOptimal() const
Is optimality proven?
void updateRowMatrix_() const
Update the row ordered matrix from the column ordered one.
OsiTestSolverInterface(const OsiTestSolverInterface &)
Copy constructor.
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut (append to constraint matrix).
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
double * colupper_
Pointer to dense vector of structural variable upper bounds.
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
OsiTestSolverInterface()
Default Constructor.
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...
CoinPackedMatrix rowMatrix_
The problem matrix in a row ordered form.
void convertBoundsToSenses_()
For each row convert LB/UB style row constraints to sense/rhs style.
double * rowpriceHotStart_
An array to store the hotstart information between solveHotStart() calls.
virtual int getNumCols() const
Get number of columns.
bool test_zero_one_minusone_(const CoinPackedMatrix &m) const
test whether the given matrix is 0/1/-1 entries only.
virtual void setContinuous(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be continuous variables.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
int maxNumcols_
allocated size of the column related rim vectors
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...
double * objcoeffs_
Pointer to dense vector of objective coefficients.
void compute_rc_(const double *u, double *rc) const
Compute the reduced costs (rc) with respect to the dual values given in u.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
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 ...
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
OsiVolMatrixOneMinusOne_ * rowMatrixOneMinusOne_
The row ordered matrix without the elements.
virtual int heuristics(const VOL_problem &, const VOL_dvector &, double &heur_val)
Starting from the primal vector x, run a heuristic to produce an integer solution.
bool colMatrixCurrent_
A flag indicating whether the column ordered matrix is up-to-date.
virtual int getNumElements() const
Get number of nonzero elements.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
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 double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
bool * continuous_
Pointer to dense vector of bool to indicate if column is continuous.
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 const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
virtual void initialSolve()
Solve initial LP relaxation.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
void updateColMatrix_() const
Update the column ordered matrix from the row ordered one.
virtual bool isIterationLimitReached() const
Iteration limit reached?
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
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...
int maxNumrows_
allocated size of the row related rim vectors
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
double * rowupper_
Pointer to dense vector of slack variable upper bounds.
virtual ~OsiTestSolverInterface()
Destructor.
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
virtual int getNumRows() const
Get number of rows.
OsiTestSolverInterface & operator=(const OsiTestSolverInterface &rhs)
Assignment operator.
VOL_problem * volprob()
Get pointer to Vol model.
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
double objsense_
Sense of objective (1 for min; -1 for max)
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
virtual double getInfinity() const
Get solver's value for infinity.
double * rhs_
Pointer to dense vector of row right-hand side values.
OsiVolMatrixOneMinusOne_ * colMatrixOneMinusOne_
The column ordered matrix without the elements.
void colRimAllocator_()
A method allocating sufficient space for the rim vectors corresponding to the columns.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
double * rc_
Pointer to dense vector of reduced costs.
virtual bool isAbandoned() const
Are there a numerical difficulties?
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 setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
virtual void unmarkHotStart()
Delete the snapshot.
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual int solve_subproblem(const VOL_dvector &dual, const VOL_dvector &rc, double &lcost, VOL_dvector &x, VOL_dvector &v, double &pcost)
Solve the subproblem for the subgradient step.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
VOL_problem volprob_
The volume solver.
void initFromRhsSenseRange(const int rownum, const char *rowsen, const double *rowrhs, const double *rowrng)
CoinPackedMatrix colMatrix_
The problem matrix in a column ordered form.
void gutsOfDestructor_()
A method deleting every member data.
friend void OsiTestSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiTestSolverInterface class.
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows).
virtual void resolve()
Resolve an LP relaxation after problem modification.
virtual void setInteger(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be integer variables.
virtual double getObjValue() const
Get objective function value.
double * lhs_
Pointer to dense vector of left hand sides (row activity levels)
void rowRimResize_(const int newSize)
Reallocate the rim arrays corresponding to the rows.
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.
void rowRimAllocator_()
A method allocating sufficient space for the rim vectors corresponding to the rows.
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 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 const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
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...
void initFromClbCubObj(const int colnum, const double *collb, const double *colub, const double *obj)
void convertSensesToBounds_()
For each row convert sense/rhs style row constraints to LB/UB style.
bool rowMatrixCurrent_
A flag indicating whether the row ordered matrix is up-to-date.
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
void initFromRlbRub(const int rownum, const double *rowlb, const double *rowub)
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound.
This class holds every data for the Volume Algorithm and its solve method must be invoked to solve th...
int iter() const
returns the iteration number
The user hooks should be overridden by the user to provide the problem specific routines for the volu...