cbc-wrapper 2.9.7
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- checksums.yaml +7 -0
- data/.gitignore +9 -0
- data/.rspec +2 -0
- data/.travis.yml +4 -0
- data/Gemfile +4 -0
- data/LICENSE +239 -0
- data/README.md +397 -0
- data/Rakefile +38 -0
- data/bin/console +14 -0
- data/bin/setup +7 -0
- data/cbc-wrapper.gemspec +34 -0
- data/ext/cbc-wrapper/cbc.i +15 -0
- data/ext/cbc-wrapper/cbc_wrap.c +4618 -0
- data/ext/cbc-wrapper/extconf.rb +51 -0
- data/ext/cbc-wrapper/install/.gitignore +4 -0
- data/lib/cbc-wrapper.rb +5 -0
- data/lib/cbc-wrapper/version.rb +3 -0
- metadata +118 -0
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data/Gemfile
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data/LICENSE
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Eclipse Public License - v 1.0
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data/README.md
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# Cbc-Wrapper
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This gem wraps the Coin-Or Cbc Mixed Integer Linear Programming Library.
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It uses the version 2.9.7 of Cbc.
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'cbc-wrapper'
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```
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install cbc-wrapper
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The gem includes a version of the Coin-Or Cbc library. It downloads the library sources and
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recompiles them at installation. (curl, make and some gcc tools are needed)
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It also works on Heroku.
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## Usage
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All functions defined in Cbc_C_interface.h are wrapped. You can use any function named
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`func_name` with
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```ruby
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Cbc_wrapper.func_name
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```
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You can find an example on how to use it at https://github.com/gverger/ruby-cbc.
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Below is the Cbc_C_interface.h file:
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```c
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/**@name Constructors and destructor
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This is a "C" interface to Cbc.
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The user does not need to know structure of Cbc_Model.
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*/
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/*@{*/
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/** Default Cbc_Model constructor */
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COINLIBAPI Cbc_Model * COINLINKAGE
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Cbc_newModel(void)
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;
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/** Cbc_Model Destructor */
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COINLIBAPI void COINLINKAGE
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Cbc_deleteModel(Cbc_Model * model)
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;
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/** Current version of Cbc */
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COINLIBAPI const char* COINLINKAGE Cbc_getVersion(void)
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;
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/*@}*/
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/**@name Getting and setting model data
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Note that problem access and modification methods,
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such as getColLower and setColLower,
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are *not valid* after calling Cbc_solve().
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Therefore it is not recommended to reuse a Cbc_Model
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object for multiple solves. A workaround is to call Cbc_clone()
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before solving.
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* */
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/*@{*/
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/** Loads a problem (the constraints on the
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rows are given by lower and upper bounds). If a pointer is NULL then the
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following values are the default:
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<ul>
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<li> <code>colub</code>: all columns have upper bound infinity
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<li> <code>collb</code>: all columns have lower bound 0
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<li> <code>rowub</code>: all rows have upper bound infinity
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<li> <code>rowlb</code>: all rows have lower bound -infinity
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<li> <code>obj</code>: all variables have 0 objective coefficient
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</ul>
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The constraint matrix is
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given in standard compressed sparse column (without gaps).
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<ul>
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<li> <code>start[i]</code> stores the starting index of the ith column
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<li> <code>index[k]</code> stores the row index of the kth nonzero element
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<li> <code>value[k]</code> stores the coefficient of the kth nonzero element
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</ul>
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*/
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COINLIBAPI void COINLINKAGE
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Cbc_loadProblem (Cbc_Model * model, const int numcols, const int numrows,
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const CoinBigIndex * start, const int* index,
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const double* value,
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const double* collb, const double* colub,
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const double* obj,
|
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+
const double* rowlb, const double* rowub)
|
94
|
+
;
|
95
|
+
/** Read an mps file from the given filename */
|
96
|
+
COINLIBAPI int COINLINKAGE
|
97
|
+
Cbc_readMps(Cbc_Model * model, const char *filename)
|
98
|
+
;
|
99
|
+
/** Write an mps file from the given filename */
|
100
|
+
COINLIBAPI void COINLINKAGE
|
101
|
+
Cbc_writeMps(Cbc_Model * model, const char *filename)
|
102
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+
;
|
103
|
+
/** Provide an initial feasible solution to accelerate branch-and-bound
|
104
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+
Note that feasibility of the solution is *not* verified.
|
105
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+
*/
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106
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+
COINLIBAPI void COINLINKAGE
|
107
|
+
Cbc_setInitialSolution(Cbc_Model *model, const double * sol)
|
108
|
+
;
|
109
|
+
/** Fills in array with problem name */
|
110
|
+
COINLIBAPI void COINLINKAGE
|
111
|
+
Cbc_problemName(Cbc_Model * model, int maxNumberCharacters, char * array)
|
112
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+
;
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113
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+
/** Sets problem name.
|
114
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+
|
115
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+
\p array must be a null-terminated string.
|
116
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+
*/
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117
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+
COINLIBAPI int COINLINKAGE
|
118
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+
Cbc_setProblemName(Cbc_Model * model, const char * array)
|
119
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+
;
|
120
|
+
|
121
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+
/** Number of nonzero elements in constraint matrix */
|
122
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+
COINLIBAPI int COINLINKAGE
|
123
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+
Cbc_getNumElements(Cbc_Model * model)
|
124
|
+
;
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125
|
+
/** "Column start" vector of constraint matrix. Same format as Cbc_loadProblem() */
|
126
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+
COINLIBAPI const CoinBigIndex * COINLINKAGE
|
127
|
+
Cbc_getVectorStarts(Cbc_Model * model)
|
128
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+
;
|
129
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+
/** "Row index" vector of constraint matrix */
|
130
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+
COINLIBAPI const int * COINLINKAGE
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+
Cbc_getIndices(Cbc_Model * model)
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+
;
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133
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+
/** Coefficient vector of constraint matrix */
|
134
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+
COINLIBAPI const double * COINLINKAGE
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+
Cbc_getElements(Cbc_Model * model)
|
136
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+
;
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137
|
+
|
138
|
+
/** Maximum lenght of a row or column name */
|
139
|
+
COINLIBAPI size_t COINLINKAGE
|
140
|
+
Cbc_maxNameLength(Cbc_Model * model)
|
141
|
+
;
|
142
|
+
/** Fill in first maxLength bytes of name array with a row name */
|
143
|
+
COINLIBAPI void COINLINKAGE
|
144
|
+
Cbc_getRowName(Cbc_Model * model, int iRow, char * name, size_t maxLength)
|
145
|
+
;
|
146
|
+
/** Fill in first maxLength bytes of name array with a column name */
|
147
|
+
COINLIBAPI void COINLINKAGE
|
148
|
+
Cbc_getColName(Cbc_Model * model, int iColumn, char * name, size_t maxLength)
|
149
|
+
;
|
150
|
+
/** Set the name of a column */
|
151
|
+
COINLIBAPI void COINLINKAGE
|
152
|
+
Cbc_setColName(Cbc_Model * model, int iColumn, const char * name)
|
153
|
+
;
|
154
|
+
/** Set the name of a row */
|
155
|
+
COINLIBAPI void COINLINKAGE
|
156
|
+
Cbc_setRowName(Cbc_Model * model, int iRow, const char * name)
|
157
|
+
;
|
158
|
+
/** Number of constraints in the model */
|
159
|
+
COINLIBAPI int COINLINKAGE
|
160
|
+
Cbc_getNumRows(Cbc_Model * model)
|
161
|
+
;
|
162
|
+
/** Number of variables in the model */
|
163
|
+
COINLIBAPI int COINLINKAGE
|
164
|
+
Cbc_getNumCols(Cbc_Model * model)
|
165
|
+
;
|
166
|
+
/** Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore) */
|
167
|
+
COINLIBAPI void COINLINKAGE
|
168
|
+
Cbc_setObjSense(Cbc_Model * model, double sense)
|
169
|
+
;
|
170
|
+
/** Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore) */
|
171
|
+
COINLIBAPI double COINLINKAGE
|
172
|
+
Cbc_getObjSense(Cbc_Model * model)
|
173
|
+
;
|
174
|
+
/** Constraint lower bounds */
|
175
|
+
COINLIBAPI const double* COINLINKAGE
|
176
|
+
Cbc_getRowLower(Cbc_Model * model)
|
177
|
+
;
|
178
|
+
/** Set the lower bound of a single constraint */
|
179
|
+
COINLIBAPI void COINLINKAGE
|
180
|
+
Cbc_setRowLower(Cbc_Model * model, int index, double value)
|
181
|
+
;
|
182
|
+
/** Constraint upper bounds */
|
183
|
+
COINLIBAPI const double* COINLINKAGE
|
184
|
+
Cbc_getRowUpper(Cbc_Model * model)
|
185
|
+
;
|
186
|
+
/** Set the upper bound of a single constraint */
|
187
|
+
COINLIBAPI void COINLINKAGE
|
188
|
+
Cbc_setRowUpper(Cbc_Model * model, int index, double value)
|
189
|
+
;
|
190
|
+
/** Objective vector */
|
191
|
+
COINLIBAPI const double * COINLINKAGE
|
192
|
+
Cbc_getObjCoefficients(Cbc_Model * model)
|
193
|
+
;
|
194
|
+
/** Set the objective coefficient of a single variable */
|
195
|
+
COINLIBAPI void COINLINKAGE
|
196
|
+
Cbc_setObjCoeff(Cbc_Model * model, int index, double value)
|
197
|
+
;
|
198
|
+
/** Variable lower bounds */
|
199
|
+
COINLIBAPI const double * COINLINKAGE
|
200
|
+
Cbc_getColLower(Cbc_Model * model)
|
201
|
+
;
|
202
|
+
/** Set the lower bound of a single variable */
|
203
|
+
COINLIBAPI void COINLINKAGE
|
204
|
+
Cbc_setColLower(Cbc_Model * model, int index, double value)
|
205
|
+
;
|
206
|
+
/** Variable upper bounds */
|
207
|
+
COINLIBAPI const double * COINLINKAGE
|
208
|
+
Cbc_getColUpper(Cbc_Model * model)
|
209
|
+
;
|
210
|
+
/** Set the upper bound of a single variable */
|
211
|
+
COINLIBAPI void COINLINKAGE
|
212
|
+
Cbc_setColUpper(Cbc_Model * model, int index, double value)
|
213
|
+
;
|
214
|
+
/** Determine whether the ith variable is integer restricted */
|
215
|
+
COINLIBAPI int COINLINKAGE
|
216
|
+
Cbc_isInteger(Cbc_Model * model, int i)
|
217
|
+
;
|
218
|
+
/** Set this variable to be continuous */
|
219
|
+
COINLIBAPI void COINLINKAGE
|
220
|
+
Cbc_setContinuous(Cbc_Model * model, int iColumn)
|
221
|
+
;
|
222
|
+
/** Set this variable to be integer */
|
223
|
+
COINLIBAPI void COINLINKAGE
|
224
|
+
Cbc_setInteger(Cbc_Model * model, int iColumn)
|
225
|
+
;
|
226
|
+
/** Add SOS constraints to the model using row-order matrix */
|
227
|
+
COINLIBAPI void COINLINKAGE
|
228
|
+
Cbc_addSOS(Cbc_Model * model, int numRows, const int * rowStarts,
|
229
|
+
const int * colIndices, const double * weights, const int type)
|
230
|
+
;
|
231
|
+
/** Print the model */
|
232
|
+
COINLIBAPI void COINLINKAGE
|
233
|
+
Cbc_printModel(Cbc_Model * model, const char * argPrefix)
|
234
|
+
;
|
235
|
+
/** Return a copy of this model */
|
236
|
+
COINLIBAPI Cbc_Model * COINLINKAGE
|
237
|
+
Cbc_clone(Cbc_Model * model)
|
238
|
+
;
|
239
|
+
/*@}*/
|
240
|
+
/**@name Solver parameters */
|
241
|
+
/*@{*/
|
242
|
+
/** Set parameter "name" to value "value". Note that this
|
243
|
+
* translates directly to using "-name value" as a
|
244
|
+
* command-line argument to Cbc.*/
|
245
|
+
COINLIBAPI void COINLINKAGE
|
246
|
+
Cbc_setParameter(Cbc_Model * model, const char * name, const char * value)
|
247
|
+
;
|
248
|
+
|
249
|
+
|
250
|
+
/*@}*/
|
251
|
+
/**@name Message handling. Call backs are handled by ONE function */
|
252
|
+
/*@{*/
|
253
|
+
/** Pass in Callback function.
|
254
|
+
Message numbers up to 1000000 are Clp, Coin ones have 1000000 added */
|
255
|
+
COINLIBAPI void COINLINKAGE
|
256
|
+
Cbc_registerCallBack(Cbc_Model * model,
|
257
|
+
cbc_callback userCallBack)
|
258
|
+
;
|
259
|
+
/** Unset Callback function */
|
260
|
+
COINLIBAPI void COINLINKAGE
|
261
|
+
Cbc_clearCallBack(Cbc_Model * model)
|
262
|
+
;
|
263
|
+
|
264
|
+
/*@}*/
|
265
|
+
|
266
|
+
|
267
|
+
/**@name Solving the model */
|
268
|
+
/*@{*/
|
269
|
+
/* Solve the model with Cbc (using CbcMain1).
|
270
|
+
*/
|
271
|
+
COINLIBAPI int COINLINKAGE
|
272
|
+
Cbc_solve(Cbc_Model * model)
|
273
|
+
;
|
274
|
+
/*@}*/
|
275
|
+
|
276
|
+
|
277
|
+
/**@name Accessing the solution and solution status */
|
278
|
+
/*@{*/
|
279
|
+
|
280
|
+
/** Sum of primal infeasibilities */
|
281
|
+
COINLIBAPI double COINLINKAGE
|
282
|
+
Cbc_sumPrimalInfeasibilities(Cbc_Model * model)
|
283
|
+
;
|
284
|
+
/** Number of primal infeasibilities */
|
285
|
+
COINLIBAPI int COINLINKAGE
|
286
|
+
Cbc_numberPrimalInfeasibilities(Cbc_Model * model)
|
287
|
+
;
|
288
|
+
|
289
|
+
/** Just check solution (for external use) - sets sum of
|
290
|
+
infeasibilities etc */
|
291
|
+
COINLIBAPI void COINLINKAGE
|
292
|
+
Cbc_checkSolution(Cbc_Model * model)
|
293
|
+
;
|
294
|
+
|
295
|
+
/** Number of iterations */
|
296
|
+
COINLIBAPI int COINLINKAGE
|
297
|
+
Cbc_getIterationCount(Cbc_Model * model)
|
298
|
+
;
|
299
|
+
/** Are there a numerical difficulties? */
|
300
|
+
COINLIBAPI int COINLINKAGE
|
301
|
+
Cbc_isAbandoned(Cbc_Model * model)
|
302
|
+
;
|
303
|
+
/** Is optimality proven? */
|
304
|
+
COINLIBAPI int COINLINKAGE
|
305
|
+
Cbc_isProvenOptimal(Cbc_Model * model)
|
306
|
+
;
|
307
|
+
/** Is infeasiblity proven (or none better than cutoff)? */
|
308
|
+
COINLIBAPI int COINLINKAGE
|
309
|
+
Cbc_isProvenInfeasible(Cbc_Model * model)
|
310
|
+
;
|
311
|
+
/** Was continuous solution unbounded? */
|
312
|
+
COINLIBAPI int COINLINKAGE
|
313
|
+
Cbc_isContinuousUnbounded(Cbc_Model * model)
|
314
|
+
;
|
315
|
+
/** Node limit reached? */
|
316
|
+
COINLIBAPI int COINLINKAGE
|
317
|
+
Cbc_isNodeLimitReached(Cbc_Model * model)
|
318
|
+
;
|
319
|
+
/** Time limit reached? */
|
320
|
+
COINLIBAPI int COINLINKAGE
|
321
|
+
Cbc_isSecondsLimitReached(Cbc_Model * model)
|
322
|
+
;
|
323
|
+
/** Solution limit reached? */
|
324
|
+
COINLIBAPI int COINLINKAGE
|
325
|
+
Cbc_isSolutionLimitReached(Cbc_Model * model)
|
326
|
+
;
|
327
|
+
/** Are there numerical difficulties (for initialSolve) ? */
|
328
|
+
COINLIBAPI int COINLINKAGE
|
329
|
+
Cbc_isInitialSolveAbandoned(Cbc_Model * model)
|
330
|
+
;
|
331
|
+
/** Is optimality proven (for initialSolve) ? */
|
332
|
+
COINLIBAPI int COINLINKAGE
|
333
|
+
Cbc_isInitialSolveProvenOptimal(Cbc_Model * model)
|
334
|
+
;
|
335
|
+
/** Is primal infeasiblity proven (for initialSolve) ? */
|
336
|
+
COINLIBAPI int COINLINKAGE
|
337
|
+
Cbc_isInitialSolveProvenPrimalInfeasible(Cbc_Model * model)
|
338
|
+
;
|
339
|
+
/** "row" solution
|
340
|
+
* This is the vector A*x, where A is the constraint matrix
|
341
|
+
* and x is the current solution. */
|
342
|
+
COINLIBAPI const double * COINLINKAGE
|
343
|
+
Cbc_getRowActivity(Cbc_Model * model)
|
344
|
+
;
|
345
|
+
/** Best feasible solution vector */
|
346
|
+
COINLIBAPI const double * COINLINKAGE
|
347
|
+
Cbc_getColSolution(Cbc_Model * model)
|
348
|
+
;
|
349
|
+
/** Objective value of best feasible solution */
|
350
|
+
COINLIBAPI double COINLINKAGE
|
351
|
+
Cbc_getObjValue(Cbc_Model * model)
|
352
|
+
;
|
353
|
+
/** Best known bound on the optimal objective value */
|
354
|
+
COINLIBAPI double COINLINKAGE
|
355
|
+
Cbc_getBestPossibleObjValue(Cbc_Model * model)
|
356
|
+
;
|
357
|
+
/** Number of nodes explored in B&B tree */
|
358
|
+
COINLIBAPI int COINLINKAGE
|
359
|
+
Cbc_getNodeCount(Cbc_Model * model)
|
360
|
+
;
|
361
|
+
/** Print the solution */
|
362
|
+
COINLIBAPI void COINLINKAGE
|
363
|
+
Cbc_printSolution(Cbc_Model * model)
|
364
|
+
;
|
365
|
+
/** Final status of problem
|
366
|
+
Some of these can be found out by is...... functions
|
367
|
+
-1 before branchAndBound
|
368
|
+
0 finished - check isProvenOptimal or isProvenInfeasible to see if solution found
|
369
|
+
(or check value of best solution)
|
370
|
+
1 stopped - on maxnodes, maxsols, maxtime
|
371
|
+
2 difficulties so run was abandoned
|
372
|
+
(5 event user programmed event occurred)
|
373
|
+
*/
|
374
|
+
COINLIBAPI int COINLINKAGE
|
375
|
+
Cbc_status(Cbc_Model * model)
|
376
|
+
;
|
377
|
+
/** Secondary status of problem
|
378
|
+
-1 unset (status_ will also be -1)
|
379
|
+
0 search completed with solution
|
380
|
+
1 linear relaxation not feasible (or worse than cutoff)
|
381
|
+
2 stopped on gap
|
382
|
+
3 stopped on nodes
|
383
|
+
4 stopped on time
|
384
|
+
5 stopped on user event
|
385
|
+
6 stopped on solutions
|
386
|
+
7 linear relaxation unbounded
|
387
|
+
8 stopped on iteration limit
|
388
|
+
*/
|
389
|
+
COINLIBAPI int COINLINKAGE
|
390
|
+
Cbc_secondaryStatus(Cbc_Model * model)
|
391
|
+
;
|
392
|
+
```
|
393
|
+
|
394
|
+
## Contributing
|
395
|
+
|
396
|
+
Bug reports and pull requests are welcome on GitHub at https://github.com/gverger/cbc-wrapper.
|
397
|
+
|