genmodel 0.0.42 → 0.0.44

data/ext/Genmodel/GenModelCplex.h

@@ -19,7 +19,7 @@
 #include "GenModel.h"
 
 #ifdef CPLEX_MODULE
-    #include <ilcplex/cplex.h>
+    #include <ilcplex/cplexx.h>
 #else
     typedef void* CPXENVptr;
     typedef void* CPXLPptr;
@@ -28,6 +28,54 @@
 
 using namespace std;
 
+class SolverInfo
+{
+public:
+	SolverInfo() : relative_gap(0.0), upper_bound(std::numeric_limits<double>::infinity()), lower_bound(-std::numeric_limits<double>::infinity()),
+					cutoff(std::numeric_limits<double>::infinity()), nb_node_solved(0), nb_node_left(0), nb_threads(0), nb_iters(0), nb_solutions(0),
+					nb_clique_cuts(0), nb_cover_cuts(0), nb_disjcut_cuts(0), nb_flow_cover_cuts(0), nb_flow_path_cuts(0), nb_fractionnal_cuts(0),
+					nb_gub_cover_cuts(0), nb_implied_bound_cuts(0), nb_lift_project_cuts(0), nb_flow_mc_flow_cuts(0), nb_flow_mir_cuts(0), nb_zero_half_cuts(0),
+					nb_user_cuts(0), nb_lazy_cuts(0), nb_soln_pool_cuts(0) {}
+	~SolverInfo() {}
+
+	string inspect() const;
+	string to_s() const;
+	//vector<vector<double> > solutions;
+	//vector<double> solution_objvals;
+	double relative_gap;
+	double upper_bound;
+	double lower_bound;
+	double cutoff;
+	size_t nb_node_solved;
+	size_t nb_node_left;
+	size_t nb_threads;
+	size_t nb_iters;
+	size_t nb_solutions;
+	
+	size_t nb_clique_cuts;
+	size_t nb_cover_cuts;
+	size_t nb_disjcut_cuts;
+	size_t nb_flow_cover_cuts;
+	size_t nb_flow_path_cuts;
+	size_t nb_fractionnal_cuts;
+	size_t nb_gub_cover_cuts;
+	size_t nb_implied_bound_cuts;
+	size_t nb_lift_project_cuts;
+	size_t nb_flow_mc_flow_cuts;
+	size_t nb_flow_mir_cuts;
+	size_t nb_zero_half_cuts;
+	size_t nb_user_cuts;
+	size_t nb_lazy_cuts;
+	size_t nb_soln_pool_cuts;
+
+	string cpx_results;
+	string cpx_warning;
+	string cpx_error;
+	string cpx_log;
+
+	string status_str;
+};
+
 class CplexData
 {
 public:
@@ -59,6 +107,10 @@ public:
 	long onc;
 	long onr;
     CPXFILEptr cpxfileptr;
+    bool stop_solver;
+    int (*original_mip_cb)(CPXCENVptr, void *, int, void *);
+    void* original_handle;
+    SolverInfo solver_info;
 };
 
 class GenModelCplex : public GenModel
@@ -87,6 +139,7 @@ public:
 	double GetMIPRelativeGap();
     long SetDirectParam(int whichparam, genmodel_param value, string type, string message);
     long SetParam(string param, int whichparam, string type, string message, bool implemented = true);
+    SolverInfo GetSolverInfo();
 };
 
 #endif // GenModelCplex_H

data/ext/Genmodel/GenModelOsi.cpp

@@ -157,6 +157,8 @@ long GenModelOsi::Solve()
 
 
     // Do initial solve to continuous
+    //d->mipmodel->solver()->loadQuadraticObjective(d->nc,d->qpbeg,d->qpind,d->qpv);
+    (dynamic_cast<OsiClpSolverInterface*>(d->mipmodel->solver()))->getModelPtr()->loadQuadraticObjective(nc,d->qpbeg,d->qpind,d->qpv);
     d->mipmodel->initialSolve();
     
     double objValue = d->mipmodel->getObjValue();
@@ -265,6 +267,7 @@ long GenModelOsi::Solve()
     double time1 = CoinCpuTime();
     
     // Do complete search
+
     d->mipmodel->branchAndBound();
     
     snprintf(tmp,4096," took %f seconds, %d nodes with objective %f, %s\n",
@@ -565,9 +568,9 @@ long GenModelOsi::CreateModel()
     {
         vector<vector<pair<int,double> > > qptemp;
         qptemp.resize(nc);
-        int* qpbeg = NULL;
-        CoinBigIndex* qpind = NULL;
-        double* qpv = NULL;
+        d->qpbeg = NULL;
+        d->qpind = NULL;
+        d->qpv = NULL;
         int qpnz = 0;
         
         vector<long>::iterator iti;
@@ -587,31 +590,27 @@ long GenModelOsi::CreateModel()
         if(!vars.qi.empty())
         {
             boolParam["qp"] = true;
-            qpbeg = new int[nc+1];
-            
-            qpv = new double[qpnz];
-            qpind = new CoinBigIndex[qpnz];
+            d->qpbeg = new int[nc+1];
+            d->qpv = new double[qpnz];
+            d->qpind = new CoinBigIndex[qpnz];
             
             qpnz=0;
             for(int i = 0; i < int(nc); i++)
             {
-                qpbeg[i] = qpnz;
+                d->qpbeg[i] = qpnz;
                 for(int j = 0; j < int(qptemp[i].size()); j++)
                 {
-                    qpind[qpnz] = qptemp[i][j].first;
-                    qpv[qpnz] = d->mult*2*qptemp[i][j].second;
+                    d->qpind[qpnz] = qptemp[i][j].first;
+                    d->qpv[qpnz] = d->mult*2*qptemp[i][j].second;
                     qpnz++;
                 }
             }
-            qpbeg[nc] = qpnz;
-            printf("Adding quadratic obj\n");
-            (dynamic_cast<GenModelOsiInterface*>(d->model))->setQuadraticObjective(nc,qpbeg,qpind,qpv);
-            //(dynamic_cast<OsiClpSolverInterface*>(d->model))->getModelPtr()->loadQuadraticObjective(nc,qpbeg,qpind,qpv);
+            d->qpbeg[nc] = qpnz;
+            printf("Adding quadratic obj3\n");
+            //(dynamic_cast<GenModelOsiInterface*>(d->model))->setQuadraticObjective(nc,qpbeg,qpind,qpv);
+            //(dynamic_cast<OsiClpSolverInterface*>(d->model))->getModelPtr()->loadQuadraticObjective(nc,d->qpbeg,d->qpind,d->qpv);
+            //d->model->loadQuadraticObjective(nc,qpbeg,qpind,qpv);
             d->nq = qpnz;
-            
-            delete[] qpbeg;
-            delete[] qpind;
-            delete[] qpv;
         }
 	}
     nz = oldnz;
@@ -660,9 +659,9 @@ long GenModelOsi::Init(string name) //, int type)
     d->solvertype = type;
     if(type==0)
     {
-        if(boolParam.count("qp_mat") > 0 && boolParam["qp_mat"] && !vars.qi.empty())
-            d->model = new GenModelOsiInterface();
-        else
+        //if(boolParam.count("qp_mat") > 0 && boolParam["qp_mat"] && !vars.qi.empty())
+        //    d->model = new GenModelOsiInterface();
+        //else
             d->model = new OsiClpSolverInterface();
     }
     /*else if(type==1)
@@ -882,9 +881,9 @@ long OsiData::Reset()
     model = NULL;
     mipmodel = NULL;
 	mat_beg = NULL;
-    /*Q_beg = NULL;
-	Q_r = NULL;
-	Q_v = NULL;*/
+    qpbeg = NULL;
+	qpind = NULL;
+	qpv = NULL;
 	mat_r = NULL;
 	mat_v = NULL;
 	lrhs = NULL;
@@ -919,6 +918,12 @@ long OsiData::Delete()
 		delete[] mat_r;
 	if(mat_v != NULL)
 		delete[] mat_v;
+    if(qpbeg != NULL)
+        delete[] qpbeg;
+    if(qpind != NULL)
+        delete[] qpind;
+    if(qpv != NULL)
+        delete[] qpv;
     if(lrhs != NULL)
 		delete[] lrhs;
 	if(obj != NULL)

data/ext/Genmodel/GenModelOsi.h

@@ -58,6 +58,9 @@ public:
 	OsiSolverInterface* model;
     CbcModel* mipmodel;
     CoinBigIndex* mat_beg;
+    CoinBigIndex* qpind;
+    int* qpbeg;
+    double* qpv;
 	int* mat_r;
 	double* mat_v;
 	double* lrhs;