Osi 0.108.9
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OsiTestSolverInterface.hpp
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1// Copyright (C) 2000, International Business Machines
2// Corporation and others. All Rights Reserved.
3// This file is licensed under the terms of Eclipse Public License (EPL).
4
5// this is a copy of OsiVolSolverInterface (trunk rev. 1466) renamed to OsiTestSolverInterface
6
7#ifndef OsiTestSolverInterface_H
8#define OsiTestSolverInterface_H
9
10#include <string>
11
12#include "OsiTestSolver.hpp"
13
14#include "CoinPackedMatrix.hpp"
15
17
18static const double OsiTestInfinity = 1.0e31;
19
20//#############################################################################
21
28 virtual public OsiSolverInterface, public VOL_user_hooks {
29 friend void OsiTestSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
30
31private:
35
37 int * plusInd_;
40
42 int * minusInd_;
45
46 public:
47 OsiVolMatrixOneMinusOne_(const CoinPackedMatrix& m);
49 void timesMajor(const double* x, double* y) const;
50 };
51
52public:
53 //---------------------------------------------------------------------------
56
57 virtual void initialSolve();
58
60 virtual void resolve();
61
63 virtual void branchAndBound() {
64 throw CoinError("Sorry, the Volume Algorithm doesn't implement B&B",
65 "branchAndBound", "OsiTestSolverInterface");
66 }
68
69 //---------------------------------------------------------------------------
85 // Set an integer parameter
86 bool setIntParam(OsiIntParam key, int value);
87 // Set an double parameter
88 bool setDblParam(OsiDblParam key, double value);
89 // Set a string parameter
90 bool setStrParam(OsiStrParam key, const std::string & value);
91 // Get an integer parameter
92 bool getIntParam(OsiIntParam key, int& value) const;
93 // Get an double parameter
94 bool getDblParam(OsiDblParam key, double& value) const;
95 // Get a string parameter
96 bool getStrParam(OsiStrParam key, std::string& value) const;
98
99 //---------------------------------------------------------------------------
101
102
103 virtual bool isAbandoned() const;
105 virtual bool isProvenOptimal() const;
107 virtual bool isProvenPrimalInfeasible() const;
109 virtual bool isProvenDualInfeasible() const;
111 virtual bool isPrimalObjectiveLimitReached() const;
113 virtual bool isDualObjectiveLimitReached() const;
115 virtual bool isIterationLimitReached() const;
117
118 //---------------------------------------------------------------------------
127 virtual CoinWarmStart *getEmptyWarmStart () const ;
128
130 virtual CoinWarmStart* getWarmStart() const;
133 virtual bool setWarmStart(const CoinWarmStart* warmstart);
135
136 //---------------------------------------------------------------------------
143
144 virtual void markHotStart();
146 virtual void solveFromHotStart();
148 virtual void unmarkHotStart();
150
151 //---------------------------------------------------------------------------
166
167 virtual int getNumCols() const {
168 return rowMatrixCurrent_?
169 rowMatrix_.getNumCols() : colMatrix_.getNumCols(); }
170
172 virtual int getNumRows() const {
173 return rowMatrixCurrent_?
174 rowMatrix_.getNumRows() : colMatrix_.getNumRows(); }
175
177 virtual int getNumElements() const {
178 return rowMatrixCurrent_?
179 rowMatrix_.getNumElements() : colMatrix_.getNumElements(); }
180
182 virtual const double * getColLower() const { return collower_; }
183
185 virtual const double * getColUpper() const { return colupper_; }
186
196 virtual const char * getRowSense() const { return rowsense_; }
197
206 virtual const double * getRightHandSide() const { return rhs_; }
207
216 virtual const double * getRowRange() const { return rowrange_; }
217
219 virtual const double * getRowLower() const { return rowlower_; }
220
222 virtual const double * getRowUpper() const { return rowupper_; }
223
225 virtual const double * getObjCoefficients() const { return objcoeffs_; }
226
228 virtual double getObjSense() const { return objsense_; }
229
231 virtual bool isContinuous(int colNumber) const;
232
233#if 0
235 virtual bool isBinary(int colNumber) const;
236
241 virtual bool isInteger(int colNumber) const;
242
244 virtual bool isIntegerNonBinary(int colNumber) const;
245
247 virtual bool isFreeBinary(int colNumber) const;
248#endif
249
251 virtual const CoinPackedMatrix * getMatrixByRow() const;
252
254 virtual const CoinPackedMatrix * getMatrixByCol() const;
255
257 virtual double getInfinity() const { return OsiTestInfinity; }
259
263 virtual const double * getColSolution() const { return colsol_; }
264
266 virtual const double * getRowPrice() const { return rowprice_; }
267
269 virtual const double * getReducedCost() const { return rc_; }
270
273 virtual const double * getRowActivity() const { return lhs_; }
274
276 virtual double getObjValue() const {
277#if 1
278 // This does not pass unitTest if getObjValue is called before solve
279 return lagrangeanCost_;
280#else
282#endif
283 }
284
287 virtual int getIterationCount() const { return volprob_.iter(); }
288
306 virtual std::vector<double*> getDualRays(int maxNumRays,
307 bool fullRay = false) const;
319 virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
320
321#if 0
324 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
325 const;
326#endif
328
329
330 //---------------------------------------------------------------------------
331
334 //-------------------------------------------------------------------------
338 virtual void setObjCoeff( int elementIndex, double elementValue ) {
339 objcoeffs_[elementIndex] = elementValue;
340 }
341
345 virtual void setColLower( int elementIndex, double elementValue ) {
346 collower_[elementIndex] = elementValue;
347 }
348
352 virtual void setColUpper( int elementIndex, double elementValue ) {
353 colupper_[elementIndex] = elementValue;
354 }
355
357 virtual void setColBounds( int elementIndex,
358 double lower, double upper ) {
359 collower_[elementIndex] = lower;
360 colupper_[elementIndex] = upper;
361 }
362
371 virtual void setColSetBounds(const int* indexFirst,
372 const int* indexLast,
373 const double* boundList);
374
377 virtual void setRowLower( int elementIndex, double elementValue ) {
378 rowlower_[elementIndex] = elementValue;
379 convertBoundToSense(elementValue, rowupper_[elementIndex],
380 rowsense_[elementIndex], rhs_[elementIndex],
381 rowrange_[elementIndex]);
382 }
383
386 virtual void setRowUpper( int elementIndex, double elementValue ) {
387 rowupper_[elementIndex] = elementValue;
388 convertBoundToSense(rowlower_[elementIndex], elementValue,
389 rowsense_[elementIndex], rhs_[elementIndex],
390 rowrange_[elementIndex]);
391 }
392
394 virtual void setRowBounds( int elementIndex,
395 double lower, double upper ) {
396 rowlower_[elementIndex] = lower;
397 rowupper_[elementIndex] = upper;
398 convertBoundToSense(lower, upper,
399 rowsense_[elementIndex], rhs_[elementIndex],
400 rowrange_[elementIndex]);
401 }
402
404 virtual void setRowType(int index, char sense, double rightHandSide,
405 double range) {
406 rowsense_[index] = sense;
407 rhs_[index] = rightHandSide;
408 rowrange_[index] = range;
409 convertSenseToBound(sense, rightHandSide, range,
410 rowlower_[index], rowupper_[index]);
411 }
412
421 virtual void setRowSetBounds(const int* indexFirst,
422 const int* indexLast,
423 const double* boundList);
424
435 virtual void setRowSetTypes(const int* indexFirst,
436 const int* indexLast,
437 const char* senseList,
438 const double* rhsList,
439 const double* rangeList);
441
442 //-------------------------------------------------------------------------
446 virtual void setContinuous(int index);
448 virtual void setInteger(int index);
451 virtual void setContinuous(const int* indices, int len);
454 virtual void setInteger(const int* indices, int len);
456
457 //-------------------------------------------------------------------------
459 virtual void setObjSense(double s ) { objsense_ = s < 0 ? -1.0 : 1.0; }
460
471 virtual void setColSolution(const double * colsol);
472
483 virtual void setRowPrice(const double * rowprice);
484
485 //-------------------------------------------------------------------------
490
493 virtual void addCol(const CoinPackedVectorBase& vec,
494 const double collb, const double colub,
495 const double obj);
496
499 virtual void addCols(const int numcols,
500 const CoinPackedVectorBase * const * cols,
501 const double* collb, const double* colub,
502 const double* obj);
503#if 0
505 virtual void addCols(const CoinPackedMatrix& matrix,
506 const double* collb, const double* colub,
507 const double* obj);
508#endif
510 virtual void deleteCols(const int num, const int * colIndices);
511
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);
520
523 virtual void addRows(const int numrows,
524 const CoinPackedVectorBase * const * rows,
525 const double* rowlb, const double* rowub);
527 virtual void addRows(const int numrows,
528 const CoinPackedVectorBase * const * rows,
529 const char* rowsen, const double* rowrhs,
530 const double* rowrng);
531#if 0
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);
539#endif
541 virtual void deleteRows(const int num, const int * rowIndices);
542
543 //-----------------------------------------------------------------------
544#if 0
566 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
567 double effectivenessLb = 0.0);
568#endif
570
571
572 //---------------------------------------------------------------------------
573
574protected:
576 void initFromRlbRub(const int rownum,
577 const double* rowlb, const double* rowub);
578 void initFromRhsSenseRange(const int rownum, const char* rowsen,
579 const double* rowrhs, const double* rowrng);
580 void initFromClbCubObj(const int colnum, const double* collb,
581 const double* colub, const double* obj);
582public:
583
597 virtual void loadProblem(const CoinPackedMatrix& matrix,
598 const double* collb, const double* colub,
599 const double* obj,
600 const double* rowlb, const double* rowub);
601
609 virtual void assignProblem(CoinPackedMatrix*& matrix,
610 double*& collb, double*& colub, double*& obj,
611 double*& rowlb, double*& rowub);
612
625 virtual void loadProblem(const CoinPackedMatrix& matrix,
626 const double* collb, const double* colub,
627 const double* obj,
628 const char* rowsen, const double* rowrhs,
629 const double* rowrng);
630
638 virtual void assignProblem(CoinPackedMatrix*& matrix,
639 double*& collb, double*& colub, double*& obj,
640 char*& rowsen, double*& rowrhs,
641 double*& rowrng);
642
645 virtual void loadProblem(const int numcols, const int numrows,
646 const int* start, const int* index,
647 const double* value,
648 const double* collb, const double* colub,
649 const double* obj,
650 const double* rowlb, const double* rowub);
651
654 virtual void loadProblem(const int numcols, const int numrows,
655 const int* start, const int* index,
656 const double* value,
657 const double* collb, const double* colub,
658 const double* obj,
659 const char* rowsen, const double* rowrhs,
660 const double* rowrng);
661
664 virtual int readMps(const char *filename,
665 const char *extension = "mps");
666
671 virtual void writeMps(const char *filename,
672 const char *extension = "mps",
673 double objSense=0.0) const;
675
676 //---------------------------------------------------------------------------
677
683
684 //---------------------------------------------------------------------------
685
690
692 virtual OsiSolverInterface * clone(bool copyData = true) const;
693
696
699
703
704 //---------------------------------------------------------------------------
705
706protected:
708
709
710 virtual void applyRowCut(const OsiRowCut& rc);
711
713 virtual void applyColCut(const OsiColCut& cc);
715
716 //---------------------------------------------------------------------------
717
718private:
722 virtual int compute_rc(const VOL_dvector& u, VOL_dvector& rc);
724 virtual int solve_subproblem(const VOL_dvector& dual,
725 const VOL_dvector& rc,
726 double& lcost, VOL_dvector& x, VOL_dvector& v,
727 double& pcost);
730 virtual int heuristics(const VOL_problem& /*p*/,
731 const VOL_dvector& /*x*/, double& heur_val) {
732 heur_val = COIN_DBL_MAX;
733 return 0;
734 }
736
737 //---------------------------------------------------------------------------
738
739private:
743 void updateRowMatrix_() const;
745 void updateColMatrix_() const;
746
749 void checkData_() const;
752 void compute_rc_(const double* u, double* rc) const;
755
762
764 void rowRimResize_(const int newSize);
766 void colRimResize_(const int newSize);
767
772
774 bool test_zero_one_minusone_(const CoinPackedMatrix& m) const;
776
777 //---------------------------------------------------------------------------
778
779private:
780
781 //---------------------------------------------------------------------------
785
786 mutable bool rowMatrixCurrent_;
788 mutable CoinPackedMatrix rowMatrix_;
790 mutable bool colMatrixCurrent_;
792 mutable CoinPackedMatrix colMatrix_;
794
795 //---------------------------------------------------------------------------
798
805
806 //---------------------------------------------------------------------------
809
810 double *colupper_;
812 double *collower_;
816 double *rowupper_;
818 double *rowlower_;
822 double *rhs_;
825 double *rowrange_;
827 double *objcoeffs_;
829
830 //---------------------------------------------------------------------------
832 double objsense_;
833
834 //---------------------------------------------------------------------------
837
838 double *colsol_;
840 double *rowprice_;
842 double *rc_;
844 double *lhs_;
848
849 //---------------------------------------------------------------------------
853
858
861};
862
864void
865OsiTestSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
866
867#endif
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.
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 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...
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.
vector of doubles.
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...