ruby-cbc 0.1.9 → 0.2.1
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- checksums.yaml +4 -4
- data/README.md +5 -5
- data/Rakefile +0 -2
- data/lib/ruby-cbc.rb +1 -1
- data/lib/ruby-cbc/problem.rb +6 -8
- data/lib/ruby-cbc/version.rb +1 -1
- data/ruby-cbc.gemspec +3 -2
- metadata +17 -287
- data/ext/ruby-cbc/cbc.i +0 -15
- data/ext/ruby-cbc/cbc_wrap.c +0 -4618
- data/ext/ruby-cbc/extconf.rb +0 -60
- data/ext/ruby-cbc/install/bin/cbc +0 -0
- data/ext/ruby-cbc/install/bin/clp +0 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchActual.hpp +0 -24
- data/ext/ruby-cbc/install/include/coin/CbcBranchAllDifferent.hpp +0 -62
- data/ext/ruby-cbc/install/include/coin/CbcBranchBase.hpp +0 -78
- data/ext/ruby-cbc/install/include/coin/CbcBranchCut.hpp +0 -183
- data/ext/ruby-cbc/install/include/coin/CbcBranchDecision.hpp +0 -129
- data/ext/ruby-cbc/install/include/coin/CbcBranchDefaultDecision.hpp +0 -100
- data/ext/ruby-cbc/install/include/coin/CbcBranchDynamic.hpp +0 -206
- data/ext/ruby-cbc/install/include/coin/CbcBranchLotsize.hpp +0 -242
- data/ext/ruby-cbc/install/include/coin/CbcBranchToFixLots.hpp +0 -94
- data/ext/ruby-cbc/install/include/coin/CbcBranchingObject.hpp +0 -236
- data/ext/ruby-cbc/install/include/coin/CbcClique.hpp +0 -303
- data/ext/ruby-cbc/install/include/coin/CbcCompare.hpp +0 -39
- data/ext/ruby-cbc/install/include/coin/CbcCompareActual.hpp +0 -14
- data/ext/ruby-cbc/install/include/coin/CbcCompareBase.hpp +0 -142
- data/ext/ruby-cbc/install/include/coin/CbcCompareDefault.hpp +0 -120
- data/ext/ruby-cbc/install/include/coin/CbcCompareDepth.hpp +0 -47
- data/ext/ruby-cbc/install/include/coin/CbcCompareEstimate.hpp +0 -48
- data/ext/ruby-cbc/install/include/coin/CbcCompareObjective.hpp +0 -49
- data/ext/ruby-cbc/install/include/coin/CbcConfig.h +0 -14
- data/ext/ruby-cbc/install/include/coin/CbcConsequence.hpp +0 -49
- data/ext/ruby-cbc/install/include/coin/CbcCountRowCut.hpp +0 -168
- data/ext/ruby-cbc/install/include/coin/CbcCutGenerator.hpp +0 -482
- data/ext/ruby-cbc/install/include/coin/CbcCutModifier.hpp +0 -57
- data/ext/ruby-cbc/install/include/coin/CbcCutSubsetModifier.hpp +0 -66
- data/ext/ruby-cbc/install/include/coin/CbcDummyBranchingObject.hpp +0 -83
- data/ext/ruby-cbc/install/include/coin/CbcEventHandler.hpp +0 -245
- data/ext/ruby-cbc/install/include/coin/CbcFathom.hpp +0 -137
- data/ext/ruby-cbc/install/include/coin/CbcFathomDynamicProgramming.hpp +0 -169
- data/ext/ruby-cbc/install/include/coin/CbcFeasibilityBase.hpp +0 -56
- data/ext/ruby-cbc/install/include/coin/CbcFixVariable.hpp +0 -67
- data/ext/ruby-cbc/install/include/coin/CbcFollowOn.hpp +0 -207
- data/ext/ruby-cbc/install/include/coin/CbcFullNodeInfo.hpp +0 -161
- data/ext/ruby-cbc/install/include/coin/CbcGeneral.hpp +0 -60
- data/ext/ruby-cbc/install/include/coin/CbcGeneralDepth.hpp +0 -279
- data/ext/ruby-cbc/install/include/coin/CbcHeuristic.hpp +0 -682
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDINS.hpp +0 -96
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDW.hpp +0 -309
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDive.hpp +0 -192
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveCoefficient.hpp +0 -52
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveFractional.hpp +0 -52
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveGuided.hpp +0 -55
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveLineSearch.hpp +0 -52
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDivePseudoCost.hpp +0 -60
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveVectorLength.hpp +0 -52
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicFPump.hpp +0 -340
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicGreedy.hpp +0 -280
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicLocal.hpp +0 -271
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicPivotAndFix.hpp +0 -58
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRENS.hpp +0 -77
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRINS.hpp +0 -102
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRandRound.hpp +0 -58
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicVND.hpp +0 -94
- data/ext/ruby-cbc/install/include/coin/CbcLinked.hpp +0 -1406
- data/ext/ruby-cbc/install/include/coin/CbcMessage.hpp +0 -94
- data/ext/ruby-cbc/install/include/coin/CbcMipStartIO.hpp +0 -26
- data/ext/ruby-cbc/install/include/coin/CbcModel.hpp +0 -2952
- data/ext/ruby-cbc/install/include/coin/CbcNWay.hpp +0 -166
- data/ext/ruby-cbc/install/include/coin/CbcNode.hpp +0 -351
- data/ext/ruby-cbc/install/include/coin/CbcNodeInfo.hpp +0 -349
- data/ext/ruby-cbc/install/include/coin/CbcObject.hpp +0 -272
- data/ext/ruby-cbc/install/include/coin/CbcObjectUpdateData.hpp +0 -64
- data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.cpp +0 -4134
- data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.hpp +0 -532
- data/ext/ruby-cbc/install/include/coin/CbcParam.hpp +0 -324
- data/ext/ruby-cbc/install/include/coin/CbcPartialNodeInfo.hpp +0 -110
- data/ext/ruby-cbc/install/include/coin/CbcSOS.hpp +0 -279
- data/ext/ruby-cbc/install/include/coin/CbcSimpleInteger.hpp +0 -286
- data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +0 -564
- data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerPseudoCost.hpp +0 -114
- data/ext/ruby-cbc/install/include/coin/CbcSolver.hpp +0 -447
- data/ext/ruby-cbc/install/include/coin/CbcStrategy.hpp +0 -258
- data/ext/ruby-cbc/install/include/coin/CbcSubProblem.hpp +0 -83
- data/ext/ruby-cbc/install/include/coin/CbcTree.hpp +0 -490
- data/ext/ruby-cbc/install/include/coin/CbcTreeLocal.hpp +0 -372
- data/ext/ruby-cbc/install/include/coin/Cbc_C_Interface.h +0 -381
- data/ext/ruby-cbc/install/include/coin/Cgl012cut.hpp +0 -464
- data/ext/ruby-cbc/install/include/coin/CglAllDifferent.hpp +0 -115
- data/ext/ruby-cbc/install/include/coin/CglClique.hpp +0 -308
- data/ext/ruby-cbc/install/include/coin/CglConfig.h +0 -19
- data/ext/ruby-cbc/install/include/coin/CglCutGenerator.hpp +0 -121
- data/ext/ruby-cbc/install/include/coin/CglDuplicateRow.hpp +0 -189
- data/ext/ruby-cbc/install/include/coin/CglFlowCover.hpp +0 -371
- data/ext/ruby-cbc/install/include/coin/CglGMI.hpp +0 -364
- data/ext/ruby-cbc/install/include/coin/CglGMIParam.hpp +0 -313
- data/ext/ruby-cbc/install/include/coin/CglGomory.hpp +0 -204
- data/ext/ruby-cbc/install/include/coin/CglKnapsackCover.hpp +0 -310
- data/ext/ruby-cbc/install/include/coin/CglLandP.hpp +0 -306
- data/ext/ruby-cbc/install/include/coin/CglLandPValidator.hpp +0 -130
- data/ext/ruby-cbc/install/include/coin/CglLiftAndProject.hpp +0 -104
- data/ext/ruby-cbc/install/include/coin/CglMessage.hpp +0 -50
- data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding.hpp +0 -429
- data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding2.hpp +0 -427
- data/ext/ruby-cbc/install/include/coin/CglOddHole.hpp +0 -160
- data/ext/ruby-cbc/install/include/coin/CglParam.hpp +0 -93
- data/ext/ruby-cbc/install/include/coin/CglPreProcess.hpp +0 -492
- data/ext/ruby-cbc/install/include/coin/CglProbing.hpp +0 -543
- data/ext/ruby-cbc/install/include/coin/CglRedSplit.hpp +0 -448
- data/ext/ruby-cbc/install/include/coin/CglRedSplit2.hpp +0 -494
- data/ext/ruby-cbc/install/include/coin/CglRedSplit2Param.hpp +0 -495
- data/ext/ruby-cbc/install/include/coin/CglRedSplitParam.hpp +0 -272
- data/ext/ruby-cbc/install/include/coin/CglResidualCapacity.hpp +0 -240
- data/ext/ruby-cbc/install/include/coin/CglSimpleRounding.hpp +0 -174
- data/ext/ruby-cbc/install/include/coin/CglStored.hpp +0 -125
- data/ext/ruby-cbc/install/include/coin/CglTreeInfo.hpp +0 -180
- data/ext/ruby-cbc/install/include/coin/CglTwomir.hpp +0 -565
- data/ext/ruby-cbc/install/include/coin/CglZeroHalf.hpp +0 -133
- data/ext/ruby-cbc/install/include/coin/ClpAmplObjective.hpp +0 -113
- data/ext/ruby-cbc/install/include/coin/ClpCholeskyBase.hpp +0 -294
- data/ext/ruby-cbc/install/include/coin/ClpCholeskyDense.hpp +0 -162
- data/ext/ruby-cbc/install/include/coin/ClpConfig.h +0 -17
- data/ext/ruby-cbc/install/include/coin/ClpConstraint.hpp +0 -125
- data/ext/ruby-cbc/install/include/coin/ClpConstraintAmpl.hpp +0 -108
- data/ext/ruby-cbc/install/include/coin/ClpConstraintLinear.hpp +0 -110
- data/ext/ruby-cbc/install/include/coin/ClpConstraintQuadratic.hpp +0 -119
- data/ext/ruby-cbc/install/include/coin/ClpDualRowDantzig.hpp +0 -71
- data/ext/ruby-cbc/install/include/coin/ClpDualRowPivot.hpp +0 -129
- data/ext/ruby-cbc/install/include/coin/ClpDualRowSteepest.hpp +0 -153
- data/ext/ruby-cbc/install/include/coin/ClpDummyMatrix.hpp +0 -183
- data/ext/ruby-cbc/install/include/coin/ClpDynamicExampleMatrix.hpp +0 -186
- data/ext/ruby-cbc/install/include/coin/ClpDynamicMatrix.hpp +0 -381
- data/ext/ruby-cbc/install/include/coin/ClpEventHandler.hpp +0 -187
- data/ext/ruby-cbc/install/include/coin/ClpFactorization.hpp +0 -432
- data/ext/ruby-cbc/install/include/coin/ClpGubDynamicMatrix.hpp +0 -247
- data/ext/ruby-cbc/install/include/coin/ClpGubMatrix.hpp +0 -358
- data/ext/ruby-cbc/install/include/coin/ClpInterior.hpp +0 -570
- data/ext/ruby-cbc/install/include/coin/ClpLinearObjective.hpp +0 -103
- data/ext/ruby-cbc/install/include/coin/ClpMatrixBase.hpp +0 -524
- data/ext/ruby-cbc/install/include/coin/ClpMessage.hpp +0 -131
- data/ext/ruby-cbc/install/include/coin/ClpModel.hpp +0 -1307
- data/ext/ruby-cbc/install/include/coin/ClpNetworkMatrix.hpp +0 -229
- data/ext/ruby-cbc/install/include/coin/ClpNode.hpp +0 -349
- data/ext/ruby-cbc/install/include/coin/ClpNonLinearCost.hpp +0 -401
- data/ext/ruby-cbc/install/include/coin/ClpObjective.hpp +0 -134
- data/ext/ruby-cbc/install/include/coin/ClpPackedMatrix.hpp +0 -638
- data/ext/ruby-cbc/install/include/coin/ClpParameters.hpp +0 -126
- data/ext/ruby-cbc/install/include/coin/ClpPdcoBase.hpp +0 -103
- data/ext/ruby-cbc/install/include/coin/ClpPlusMinusOneMatrix.hpp +0 -290
- data/ext/ruby-cbc/install/include/coin/ClpPresolve.hpp +0 -299
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnDantzig.hpp +0 -72
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnPivot.hpp +0 -155
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnSteepest.hpp +0 -247
- data/ext/ruby-cbc/install/include/coin/ClpQuadraticObjective.hpp +0 -155
- data/ext/ruby-cbc/install/include/coin/ClpSimplex.hpp +0 -1797
- data/ext/ruby-cbc/install/include/coin/ClpSimplexDual.hpp +0 -300
- data/ext/ruby-cbc/install/include/coin/ClpSimplexNonlinear.hpp +0 -117
- data/ext/ruby-cbc/install/include/coin/ClpSimplexOther.hpp +0 -277
- data/ext/ruby-cbc/install/include/coin/ClpSimplexPrimal.hpp +0 -244
- data/ext/ruby-cbc/install/include/coin/ClpSolve.hpp +0 -446
- data/ext/ruby-cbc/install/include/coin/Clp_C_Interface.h +0 -525
- data/ext/ruby-cbc/install/include/coin/CoinAlloc.hpp +0 -176
- data/ext/ruby-cbc/install/include/coin/CoinBuild.hpp +0 -149
- data/ext/ruby-cbc/install/include/coin/CoinDenseFactorization.hpp +0 -419
- data/ext/ruby-cbc/install/include/coin/CoinDenseVector.hpp +0 -383
- data/ext/ruby-cbc/install/include/coin/CoinDistance.hpp +0 -48
- data/ext/ruby-cbc/install/include/coin/CoinError.hpp +0 -257
- data/ext/ruby-cbc/install/include/coin/CoinFactorization.hpp +0 -2044
- data/ext/ruby-cbc/install/include/coin/CoinFileIO.hpp +0 -166
- data/ext/ruby-cbc/install/include/coin/CoinFinite.hpp +0 -34
- data/ext/ruby-cbc/install/include/coin/CoinFloatEqual.hpp +0 -177
- data/ext/ruby-cbc/install/include/coin/CoinHelperFunctions.hpp +0 -1111
- data/ext/ruby-cbc/install/include/coin/CoinIndexedVector.hpp +0 -1164
- data/ext/ruby-cbc/install/include/coin/CoinLpIO.hpp +0 -805
- data/ext/ruby-cbc/install/include/coin/CoinMessage.hpp +0 -96
- data/ext/ruby-cbc/install/include/coin/CoinMessageHandler.hpp +0 -666
- data/ext/ruby-cbc/install/include/coin/CoinModel.hpp +0 -1054
- data/ext/ruby-cbc/install/include/coin/CoinModelUseful.hpp +0 -441
- data/ext/ruby-cbc/install/include/coin/CoinMpsIO.hpp +0 -1056
- data/ext/ruby-cbc/install/include/coin/CoinOslFactorization.hpp +0 -280
- data/ext/ruby-cbc/install/include/coin/CoinPackedMatrix.hpp +0 -947
- data/ext/ruby-cbc/install/include/coin/CoinPackedVector.hpp +0 -657
- data/ext/ruby-cbc/install/include/coin/CoinPackedVectorBase.hpp +0 -269
- data/ext/ruby-cbc/install/include/coin/CoinParam.hpp +0 -644
- data/ext/ruby-cbc/install/include/coin/CoinPragma.hpp +0 -26
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDoubleton.hpp +0 -73
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDual.hpp +0 -85
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDupcol.hpp +0 -226
- data/ext/ruby-cbc/install/include/coin/CoinPresolveEmpty.hpp +0 -116
- data/ext/ruby-cbc/install/include/coin/CoinPresolveFixed.hpp +0 -181
- data/ext/ruby-cbc/install/include/coin/CoinPresolveForcing.hpp +0 -61
- data/ext/ruby-cbc/install/include/coin/CoinPresolveImpliedFree.hpp +0 -60
- data/ext/ruby-cbc/install/include/coin/CoinPresolveIsolated.hpp +0 -51
- data/ext/ruby-cbc/install/include/coin/CoinPresolveMatrix.hpp +0 -1842
- data/ext/ruby-cbc/install/include/coin/CoinPresolveMonitor.hpp +0 -105
- data/ext/ruby-cbc/install/include/coin/CoinPresolvePsdebug.hpp +0 -166
- data/ext/ruby-cbc/install/include/coin/CoinPresolveSingleton.hpp +0 -112
- data/ext/ruby-cbc/install/include/coin/CoinPresolveSubst.hpp +0 -101
- data/ext/ruby-cbc/install/include/coin/CoinPresolveTighten.hpp +0 -55
- data/ext/ruby-cbc/install/include/coin/CoinPresolveTripleton.hpp +0 -66
- data/ext/ruby-cbc/install/include/coin/CoinPresolveUseless.hpp +0 -63
- data/ext/ruby-cbc/install/include/coin/CoinPresolveZeros.hpp +0 -60
- data/ext/ruby-cbc/install/include/coin/CoinRational.hpp +0 -44
- data/ext/ruby-cbc/install/include/coin/CoinSearchTree.hpp +0 -465
- data/ext/ruby-cbc/install/include/coin/CoinShallowPackedVector.hpp +0 -148
- data/ext/ruby-cbc/install/include/coin/CoinSignal.hpp +0 -117
- data/ext/ruby-cbc/install/include/coin/CoinSimpFactorization.hpp +0 -431
- data/ext/ruby-cbc/install/include/coin/CoinSmartPtr.hpp +0 -528
- data/ext/ruby-cbc/install/include/coin/CoinSnapshot.hpp +0 -476
- data/ext/ruby-cbc/install/include/coin/CoinSort.hpp +0 -678
- data/ext/ruby-cbc/install/include/coin/CoinStructuredModel.hpp +0 -247
- data/ext/ruby-cbc/install/include/coin/CoinTime.hpp +0 -310
- data/ext/ruby-cbc/install/include/coin/CoinTypes.hpp +0 -64
- data/ext/ruby-cbc/install/include/coin/CoinUtility.hpp +0 -19
- data/ext/ruby-cbc/install/include/coin/CoinUtilsConfig.h +0 -34
- data/ext/ruby-cbc/install/include/coin/CoinWarmStart.hpp +0 -58
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartBasis.hpp +0 -456
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartDual.hpp +0 -166
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartPrimalDual.hpp +0 -211
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartVector.hpp +0 -488
- data/ext/ruby-cbc/install/include/coin/Coin_C_defines.h +0 -115
- data/ext/ruby-cbc/install/include/coin/Idiot.hpp +0 -298
- data/ext/ruby-cbc/install/include/coin/OsiAuxInfo.hpp +0 -206
- data/ext/ruby-cbc/install/include/coin/OsiBranchingObject.hpp +0 -1005
- data/ext/ruby-cbc/install/include/coin/OsiCbcSolverInterface.hpp +0 -764
- data/ext/ruby-cbc/install/include/coin/OsiChooseVariable.hpp +0 -534
- data/ext/ruby-cbc/install/include/coin/OsiClpSolverInterface.hpp +0 -1509
- data/ext/ruby-cbc/install/include/coin/OsiColCut.hpp +0 -324
- data/ext/ruby-cbc/install/include/coin/OsiCollections.hpp +0 -35
- data/ext/ruby-cbc/install/include/coin/OsiConfig.h +0 -19
- data/ext/ruby-cbc/install/include/coin/OsiCut.hpp +0 -245
- data/ext/ruby-cbc/install/include/coin/OsiCuts.hpp +0 -474
- data/ext/ruby-cbc/install/include/coin/OsiPresolve.hpp +0 -252
- data/ext/ruby-cbc/install/include/coin/OsiRowCut.hpp +0 -331
- data/ext/ruby-cbc/install/include/coin/OsiRowCutDebugger.hpp +0 -187
- data/ext/ruby-cbc/install/include/coin/OsiSolverBranch.hpp +0 -152
- data/ext/ruby-cbc/install/include/coin/OsiSolverInterface.hpp +0 -2143
- data/ext/ruby-cbc/install/include/coin/OsiSolverParameters.hpp +0 -142
- data/ext/ruby-cbc/install/include/coin/OsiUnitTests.hpp +0 -374
- data/ext/ruby-cbc/install/lib/libCbc.la +0 -35
- data/ext/ruby-cbc/install/lib/libCbc.so +0 -0
- data/ext/ruby-cbc/install/lib/libCbc.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libCbc.so.3.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.la +0 -35
- data/ext/ruby-cbc/install/lib/libCbcSolver.so +0 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.so.3.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libCgl.la +0 -35
- data/ext/ruby-cbc/install/lib/libCgl.so +0 -0
- data/ext/ruby-cbc/install/lib/libCgl.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libCgl.so.1.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libClp.la +0 -35
- data/ext/ruby-cbc/install/lib/libClp.so +0 -0
- data/ext/ruby-cbc/install/lib/libClp.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libClp.so.1.13.9 +0 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.la +0 -35
- data/ext/ruby-cbc/install/lib/libClpSolver.so +0 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.so.1.13.9 +0 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.la +0 -35
- data/ext/ruby-cbc/install/lib/libCoinUtils.so +0 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.so.3.10.11 +0 -0
- data/ext/ruby-cbc/install/lib/libOsi.la +0 -35
- data/ext/ruby-cbc/install/lib/libOsi.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsi.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libOsi.so.1.12.6 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.la +0 -35
- data/ext/ruby-cbc/install/lib/libOsiCbc.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.so.3.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.la +0 -35
- data/ext/ruby-cbc/install/lib/libOsiClp.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.so.1.13.9 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.la +0 -35
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.so.1.12.6 +0 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/cbc.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/cgl.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/clp.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/coindatamiplib3.pc +0 -9
- data/ext/ruby-cbc/install/lib/pkgconfig/coindatasample.pc +0 -9
- data/ext/ruby-cbc/install/lib/pkgconfig/coinutils.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-cbc.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-clp.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-unittests.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/osi.pc +0 -12
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// Last edit: 02/05/2013
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//
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// Name: CglGMI.hpp
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// Author: Giacomo Nannicini
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// Singapore University of Technology and Design, Singapore
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// email: nannicini@sutd.edu.sg
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// Date: 11/17/09
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//-----------------------------------------------------------------------------
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// Copyright (C) 2009, Giacomo Nannicini. All Rights Reserved.
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#ifndef CglGMI_H
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#define CglGMI_H
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#include "CglCutGenerator.hpp"
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#include "CglGMIParam.hpp"
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#include "CoinWarmStartBasis.hpp"
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#include "CoinFactorization.hpp"
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/* Enable tracking of rejection of cutting planes. If this is disabled,
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the cut generator is slightly faster. If defined, it enables proper use
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of setTrackRejection and related functions. */
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//#define TRACK_REJECT
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/* Debug output */
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//#define GMI_TRACE
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/* Debug output: print optimal tableau */
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//#define GMI_TRACETAB
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/* Print reason for cut rejection, whenever a cut is discarded */
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//#define GMI_TRACE_CLEAN
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/** Gomory cut generator with several cleaning procedures, used to test
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* the numerical safety of the resulting cuts
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*/
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class CglGMI : public CglCutGenerator {
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friend void CglGMIUnitTest(const OsiSolverInterface * siP,
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const std::string mpdDir);
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public:
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/** Public enum: all possible reasons for cut rejection */
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enum RejectionType{
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failureFractionality,
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failureDynamism,
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failureViolation,
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failureSupport,
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failureScale
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};
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/**@name generateCuts */
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//@{
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/** Generate Gomory Mixed-Integer cuts for the model of the solver
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interface si.
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Insert the generated cuts into OsiCuts cs.
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Warning: This generator currently works only with the Lp solvers Clp or
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Cplex9.0 or higher. It requires access to the optimal tableau and
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optimal basis inverse and makes assumptions on the way slack variables
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are added by the solver. The Osi implementations for Clp and Cplex
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verify these assumptions.
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When calling the generator, the solver interface si must contain
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an optimized problem and information related to the optimal
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basis must be available through the OsiSolverInterface methods
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(si->optimalBasisIsAvailable() must return 'true'). It is also
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essential that the integrality of structural variable i can be
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obtained using si->isInteger(i).
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*/
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virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
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const CglTreeInfo info = CglTreeInfo());
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/// Return true if needs optimal basis to do cuts (will return true)
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virtual bool needsOptimalBasis() const { return true; }
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//@}
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/**@name Common Methods */
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//@{
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// Function for checking equality with user tolerance
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inline bool areEqual(double x, double y,
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double epsAbs = 1e-12,
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double epsRel = 1e-12) {
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return (fabs((x) - (y)) <=
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std::max(epsAbs, epsRel * std::max(fabs(x), fabs(y))));
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}
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// Function for checking is a number is zero
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inline bool isZero(double x, double epsZero = 1e-20) {
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return (fabs(x) <= epsZero);
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}
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// Function for checking if a number is integer
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inline bool isIntegerValue(double x,
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double intEpsAbs = 1e-9,
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double intEpsRel = 1e-15) {
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return (fabs((x) - floor((x)+0.5)) <=
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std::max(intEpsAbs, intEpsRel * fabs(x)));
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}
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//@}
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/**@name Public Methods */
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//@{
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// Set the parameters to the values of the given CglGMIParam object.
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void setParam(const CglGMIParam &source);
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// Return the CglGMIParam object of the generator.
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inline CglGMIParam getParam() const {return param;}
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inline CglGMIParam & getParam() {return param;}
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// Compute entries of is_integer.
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void computeIsInteger();
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/// Print the current simplex tableau
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void printOptTab(OsiSolverInterface *solver) const;
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/// Set/get tracking of the rejection of cutting planes.
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/// Note that all rejection related functions will not do anything
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/// unless the generator is compiled with the define GMI_TRACK_REJECTION
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void setTrackRejection(bool value);
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bool getTrackRejection();
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/// Get number of cuts rejected for given reason; see above
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int getNumberRejectedCuts(RejectionType reason);
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/// Reset counters for cut rejection tracking; see above
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void resetRejectionCounters();
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/// Get total number of generated cuts since last resetRejectionCounters()
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int getNumberGeneratedCuts();
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//@}
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/**@name Constructors and destructors */
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//@{
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/// Default constructor
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CglGMI();
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/// Constructor with specified parameters
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CglGMI(const CglGMIParam ¶m);
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/// Copy constructor
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CglGMI(const CglGMI &);
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/// Clone
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virtual CglCutGenerator * clone() const;
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/// Assignment operator
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CglGMI & operator=(const CglGMI& rhs);
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/// Destructor
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virtual ~CglGMI();
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/// Create C++ lines to get to current state
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virtual std::string generateCpp( FILE * fp);
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//@}
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private:
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// Private member methods
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/**@name Private member methods */
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//@{
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// Method generating the cuts after all CglGMI members are properly set.
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void generateCuts(OsiCuts & cs);
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/// Compute the fractional part of value, allowing for small error.
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inline double aboveInteger(double value) const;
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/// Compute the fractionalities involved in the cut, and the cut rhs.
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/// Returns true if cut is accepted, false if discarded
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inline bool computeCutFractionality(double varRhs, double& cutRhs);
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/// Compute the cut coefficient on a given variable
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inline double computeCutCoefficient(double rowElem, int index);
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/// Use multiples of the initial inequalities to cancel out the coefficient
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/// on a slack variables.
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inline void eliminateSlack(double cutElem, int cutIndex, double* cut,
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double& cutRhs, const double *elements,
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const int *rowStart, const int *indices,
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const int *rowLength, const double *rhs);
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/// Change the sign of the coefficients of the non basic
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/// variables at their upper bound.
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inline void flip(double& rowElem, int rowIndex);
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/// Change the sign of the coefficients of the non basic
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/// variables at their upper bound and do the translations restoring
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/// the original bounds. Modify the right hand side
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/// accordingly. Two functions: one for original variables, one for slacks.
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inline void unflipOrig(double& rowElem, int rowIndex, double& rowRhs);
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inline void unflipSlack(double& rowElem, int rowIndex, double& rowRhs,
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const double* slack_val);
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/// Pack a row of ncol elements
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inline void packRow(double* row, double* rowElem, int* rowIndex,
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int& rowNz);
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/// Clean the cutting plane; the cleaning procedure does several things
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/// like removing small coefficients, scaling, and checks several
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/// acceptance criteria. If this returns false, the cut should be discarded.
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/// There are several cleaning procedures available, that can be selected
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/// via the parameter param.setCLEANING_PROCEDURE(int value)
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bool cleanCut(double* cutElem, int* cutIndex, int& cutNz,
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double& cutRhs, const double* xbar);
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/// Cut cleaning procedures: return true if successfull, false if
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/// cut should be discarded by the caller of if problems encountered
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/// Check the violation
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bool checkViolation(const double* cutElem, const int* cutIndex,
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int cutNz, double cutrhs, const double* xbar);
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/// Check the dynamism
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bool checkDynamism(const double* cutElem, const int* cutIndex,
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int cutNz);
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/// Check the support
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bool checkSupport(int cutNz);
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/// Remove small coefficients and adjust the rhs accordingly
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bool removeSmallCoefficients(double* cutElem, int* cutIndex,
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int& cutNz, double& cutRhs);
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/// Adjust the rhs by relaxing by a small amount (relative or absolute)
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void relaxRhs(double& rhs);
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/// Scale the cutting plane in different ways;
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/// scaling_type possible values:
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/// 0 : scale to obtain integral cut
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/// 1 : scale based on norm, to obtain cut norm equal to ncol
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/// 2 : scale to obtain largest coefficient equal to 1
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bool scaleCut(double* cutElem, int* cutIndex, int cutNz,
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double& cutRhs, int scalingType);
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/// Scale the cutting plane in order to generate integral coefficients
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bool scaleCutIntegral(double* cutElem, int* cutIndex, int cutNz,
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double& cutRhs);
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/// Compute the nearest rational number; used by scale_row_integral
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bool nearestRational(double val, double maxdelta, long maxdnom,
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long& numerator, long& denominator);
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/// Compute the greatest common divisor
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long computeGcd(long a, long b);
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/// print a vector of integers
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void printvecINT(const char *vecstr, const int *x, int n) const;
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/// print a vector of doubles: dense form
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void printvecDBL(const char *vecstr, const double *x, int n) const;
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/// print a vector of doubles: sparse form
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void printvecDBL(const char *vecstr, const double *elem, const int * index,
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int nz) const;
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/// Recompute the simplex tableau for want of a better accuracy.
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/// Requires an empty CoinFactorization object to do the computations,
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/// and two empty (already allocated) arrays which will contain
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/// the basis indices on exit. Returns 0 if successfull.
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int factorize(CoinFactorization & factorization,
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int* colBasisIndex, int* rowBasisIndex);
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//@}
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// Private member data
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/**@name Private member data */
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//@{
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/// Object with CglGMIParam members.
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CglGMIParam param;
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/// Number of rows ( = number of slack variables) in the current LP.
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int nrow;
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/// Number of structural variables in the current LP.
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int ncol;
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/// Lower bounds for structural variables
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const double *colLower;
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/// Upper bounds for structural variables
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const double *colUpper;
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/// Lower bounds for constraints
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const double *rowLower;
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/// Upper bounds for constraints
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const double *rowUpper;
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/// Righ hand side for constraints (upper bound for ranged constraints).
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const double *rowRhs;
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/// Characteristic vectors of structural integer variables or continuous
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/// variables currently fixed to integer values.
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bool *isInteger;
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/// Current basis status: columns
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int *cstat;
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/// Current basis status: rows
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int *rstat;
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/// Pointer on solver. Reset by each call to generateCuts().
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OsiSolverInterface *solver;
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/// Pointer on point to separate. Reset by each call to generateCuts().
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const double *xlp;
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/// Pointer on row activity. Reset by each call to generateCuts().
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const double *rowActivity;
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/// Pointer on matrix of coefficient ordered by rows.
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/// Reset by each call to generateCuts().
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const CoinPackedMatrix *byRow;
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/// Pointer on matrix of coefficient ordered by columns.
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/// Reset by each call to generateCuts().
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const CoinPackedMatrix *byCol;
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/// Fractionality of the cut and related quantities.
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double f0;
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double f0compl;
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double ratiof0compl;
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#if defined(TRACK_REJECT) || defined (TRACK_REJECT_SIMPLE)
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/// Should we track the reason of each cut rejection?
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bool trackRejection;
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/// Number of failures by type
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int fracFail;
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int dynFail;
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int violFail;
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int suppFail;
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int smallCoeffFail;
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int scaleFail;
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/// Total number of generated cuts
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int numGeneratedCuts;
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#endif
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//@}
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};
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//#############################################################################
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/** A function that tests the methods in the CglGMI class. The
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only reason for it not to be a member method is that this way it doesn't
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have to be compiled into the library. And that's a gain, because the
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library should be compiled with optimization on, but this method should be
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compiled with debugging. */
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void CglGMIUnitTest(const OsiSolverInterface * siP,
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const std::string mpdDir );
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#endif
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// Name: CglGMIParam.hpp
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// Author: Giacomo Nannicini
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// Singapore University of Technology and Design
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// email: nannicini@sutd.edu.sg
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// based on CglRedSplitParam.hpp by Francois Margot
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// Date: 11/17/09
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//-----------------------------------------------------------------------------
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// Copyright (C) 2009, Giacomo Nannicini and others. All Rights Reserved.
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#ifndef CglGMIParam_H
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#define CglGMIParam_H
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#include "CglParam.hpp"
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/**@name CglGMI Parameters */
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//@{
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/** Class collecting parameters for the GMI cut generator.
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Parameters of the generator are listed below. Modifying the default
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values for parameters other than the last four might result in
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23
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invalid cuts.
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24
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-
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25
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- MAXDYN: Maximum ratio between largest and smallest non zero
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26
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coefficients in a cut. See method setMAXDYN().
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27
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- EPS_ELIM: Precision for deciding if a coefficient is zero when
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28
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eliminating slack variables. See method setEPS_ELIM().
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- MINVIOL: Minimum violation for the current basic solution in
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30
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a generated cut. See method setMINVIOL().
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- USE_INTSLACKS: Use integer slacks to generate cuts.
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(not implemented yet, will be in the future).
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33
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See method setUSE_INTSLACKS().
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- AWAY: Look only at basic integer variables whose current value is at
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35
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least this value away from being integer. See method setAway().
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36
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- CHECK_DUPLICATES: Should we check for duplicates when adding a cut
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37
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to the collection? Can be slow.
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Default 0 - do not check, add cuts anyway.
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- CLEAN_PROC: Cleaning procedure that should be used. Look below at the
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enumeration CleaningProcedure for possible values.
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41
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- INTEGRAL_SCALE_CONT: If we try to scale cut coefficients so that
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42
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they become integral, do we also scale on
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continuous variables?
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44
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Default 0 - do not scale continuous vars.
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Used only if CLEAN_PROC does integral scaling.
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- ENFORCE_SCALING: Discard badly scaled cuts, or keep them (unscaled).
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Default 1 - yes.
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48
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-
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49
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-
*/
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50
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//@}
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51
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-
|
52
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class CglGMIParam : public CglParam {
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54
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public:
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55
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56
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/**@name Enumerations */
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57
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enum CleaningProcedure{
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/* CglLandP procedure I */
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CP_CGLLANDP1,
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/* CglLandP procedure II */
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CP_CGLLANDP2,
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62
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/* CglRedSplit procedure I */
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CP_CGLREDSPLIT,
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64
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/* Only integral cuts, i.e. cuts with integral coefficients */
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CP_INTEGRAL_CUTS,
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66
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/* CglLandP procedure I with integral scaling */
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CP_CGLLANDP1_INT,
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68
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/* CglLandP procedure I with scaling of the max element to 1 if possible */
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CP_CGLLANDP1_SCALEMAX,
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70
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/* CglLandP procedure I with scaling of the rhs to 1 if possible */
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71
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CP_CGLLANDP1_SCALERHS
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72
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};
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73
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-
|
74
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/**@name Set/get methods */
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-
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76
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//@{
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77
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/** Aliases for parameter get/set method in the base class CglParam */
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78
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-
|
79
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/** Value for Infinity. Default: DBL_MAX */
|
80
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-
inline void setInfinity(double value) {setINFINIT(value);}
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81
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inline double getInfinity() const {return INFINIT;}
|
82
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-
|
83
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/** Epsilon for comparing numbers. Default: 1.0e-6 */
|
84
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inline void setEps(double value) {setEPS(value);}
|
85
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-
inline double getEps() const {return EPS;}
|
86
|
-
|
87
|
-
/** Epsilon for zeroing out coefficients. Default: 1.0e-5 */
|
88
|
-
inline void setEpsCoeff(double value) {setEPS_COEFF(value);}
|
89
|
-
inline double getEpsCoeff() const {return EPS_COEFF;}
|
90
|
-
|
91
|
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/** Maximum support of the cutting planes. Default: INT_MAX */
|
92
|
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inline void setMaxSupport(int value) {setMAX_SUPPORT(value);}
|
93
|
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inline int getMaxSupport() const {return MAX_SUPPORT;}
|
94
|
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/** Alias for consistency with our naming scheme */
|
95
|
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inline void setMaxSupportAbs(int value) {setMAX_SUPPORT(value);}
|
96
|
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inline int getMaxSupportAbs() const {return MAX_SUPPORT;}
|
97
|
-
inline int getMAX_SUPPORT_ABS() const {return MAX_SUPPORT;}
|
98
|
-
|
99
|
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/** Set AWAY, the minimum distance from being integer used for selecting
|
100
|
-
rows for cut generation; all rows whose pivot variable should be
|
101
|
-
integer but is more than away from integrality will be selected;
|
102
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-
Default: 0.005 */
|
103
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virtual void setAway(double value);
|
104
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/** Get value of away */
|
105
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inline double getAway() const {return AWAY;}
|
106
|
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/// Aliases
|
107
|
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inline void setAWAY(double value) {setAway(value);}
|
108
|
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inline double getAWAY() const {return AWAY;}
|
109
|
-
|
110
|
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/** Set the value of EPS_ELIM, epsilon for values of coefficients when
|
111
|
-
eliminating slack variables;
|
112
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-
Default: 0 */
|
113
|
-
virtual void setEPS_ELIM(double value);
|
114
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/** Get the value of EPS_ELIM */
|
115
|
-
inline double getEPS_ELIM() const {return EPS_ELIM;}
|
116
|
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/// Aliases
|
117
|
-
inline void setEpsElim(double value) {setEPS_ELIM(value);}
|
118
|
-
inline double getEpsElim() const {return EPS_ELIM;}
|
119
|
-
|
120
|
-
/** Set EPS_RELAX_ABS */
|
121
|
-
virtual void setEPS_RELAX_ABS(double value);
|
122
|
-
/** Get value of EPS_RELAX_ABS */
|
123
|
-
inline double getEPS_RELAX_ABS() const {return EPS_RELAX_ABS;}
|
124
|
-
/// Aliases
|
125
|
-
inline void setEpsRelaxAbs(double value) {setEPS_RELAX_ABS(value);}
|
126
|
-
inline double getEpsRelaxAbs() const {return EPS_RELAX_ABS;}
|
127
|
-
|
128
|
-
/** Set EPS_RELAX_REL */
|
129
|
-
virtual void setEPS_RELAX_REL(double value);
|
130
|
-
/** Get value of EPS_RELAX_REL */
|
131
|
-
inline double getEPS_RELAX_REL() const {return EPS_RELAX_REL;}
|
132
|
-
/// Aliases
|
133
|
-
inline void setEpsRelaxRel(double value) {setEPS_RELAX_REL(value);}
|
134
|
-
inline double getEpsRelaxRel() const {return EPS_RELAX_REL;}
|
135
|
-
|
136
|
-
// Set the maximum ratio between largest and smallest non zero
|
137
|
-
// coefficients in a cut. Default: 1e6.
|
138
|
-
virtual void setMAXDYN(double value);
|
139
|
-
/** Get the value of MAXDYN */
|
140
|
-
inline double getMAXDYN() const {return MAXDYN;}
|
141
|
-
/// Aliases
|
142
|
-
inline void setMaxDyn(double value) {setMAXDYN(value);}
|
143
|
-
inline double getMaxDyn() const {return MAXDYN;}
|
144
|
-
|
145
|
-
/** Set the value of MINVIOL, the minimum violation for the current
|
146
|
-
basic solution in a generated cut. Default: 1e-7 */
|
147
|
-
virtual void setMINVIOL(double value);
|
148
|
-
/** Get the value of MINVIOL */
|
149
|
-
inline double getMINVIOL() const {return MINVIOL;}
|
150
|
-
/// Aliases
|
151
|
-
inline void setMinViol(double value) {setMINVIOL(value);}
|
152
|
-
inline double getMinViol() const {return MINVIOL;}
|
153
|
-
|
154
|
-
/** Set the value of MAX_SUPPORT_REL, the factor contributing to the
|
155
|
-
maximum support relative to the number of columns. Maximum
|
156
|
-
allowed support is: MAX_SUPPORT_ABS +
|
157
|
-
MAX_SUPPORT_REL*ncols. Default: 0.1 */
|
158
|
-
virtual void setMAX_SUPPORT_REL(double value);
|
159
|
-
/** Get the value of MINVIOL */
|
160
|
-
inline double getMAX_SUPPORT_REL() const {return MAX_SUPPORT_REL;}
|
161
|
-
/// Aliases
|
162
|
-
inline void setMaxSupportRel(double value) {setMAX_SUPPORT_REL(value);}
|
163
|
-
inline double getMaxSupportRel() const {return MAX_SUPPORT_REL;}
|
164
|
-
|
165
|
-
/** Set the value of USE_INTSLACKS. Default: 0 */
|
166
|
-
virtual void setUSE_INTSLACKS(bool value);
|
167
|
-
/** Get the value of USE_INTSLACKS */
|
168
|
-
inline bool getUSE_INTSLACKS() const {return USE_INTSLACKS;}
|
169
|
-
/// Aliases
|
170
|
-
inline void setUseIntSlacks(bool value) {setUSE_INTSLACKS(value);}
|
171
|
-
inline int getUseIntSlacks() const {return USE_INTSLACKS;}
|
172
|
-
|
173
|
-
/** Set the value of CHECK_DUPLICATES. Default: 0 */
|
174
|
-
virtual void setCHECK_DUPLICATES(bool value);
|
175
|
-
/** Get the value of CHECK_DUPLICATES */
|
176
|
-
inline bool getCHECK_DUPLICATES() const {return CHECK_DUPLICATES;}
|
177
|
-
/// Aliases
|
178
|
-
inline void setCheckDuplicates(bool value) {setCHECK_DUPLICATES(value);}
|
179
|
-
inline bool getCheckDuplicates() const {return CHECK_DUPLICATES;}
|
180
|
-
|
181
|
-
/** Set the value of CLEAN_PROC. Default: CP_CGLLANDP1 */
|
182
|
-
virtual void setCLEAN_PROC(CleaningProcedure value);
|
183
|
-
/** Get the value of CLEAN_PROC. */
|
184
|
-
inline CleaningProcedure getCLEAN_PROC() const {return CLEAN_PROC;}
|
185
|
-
/// Aliases
|
186
|
-
inline void setCleanProc(CleaningProcedure value) {setCLEAN_PROC(value);}
|
187
|
-
inline CleaningProcedure getCleaningProcedure() const {return CLEAN_PROC;}
|
188
|
-
|
189
|
-
/** Set the value of INTEGRAL_SCALE_CONT. Default: 0 */
|
190
|
-
virtual void setINTEGRAL_SCALE_CONT(bool value);
|
191
|
-
/** Get the value of INTEGRAL_SCALE_CONT. */
|
192
|
-
inline bool getINTEGRAL_SCALE_CONT() const {return INTEGRAL_SCALE_CONT;}
|
193
|
-
/// Aliases
|
194
|
-
inline void setIntegralScaleCont(bool value) {setINTEGRAL_SCALE_CONT(value);}
|
195
|
-
inline bool getIntegralScaleCont() const {return INTEGRAL_SCALE_CONT;}
|
196
|
-
|
197
|
-
/** Set the value of ENFORCE_SCALING. Default: 1 */
|
198
|
-
virtual void setENFORCE_SCALING(bool value);
|
199
|
-
/** Get the value of ENFORCE_SCALING. */
|
200
|
-
inline bool getENFORCE_SCALING() const {return ENFORCE_SCALING;}
|
201
|
-
/// Aliases
|
202
|
-
inline void setEnforceScaling(bool value) {setENFORCE_SCALING(value);}
|
203
|
-
inline bool getEnforcescaling() const {return ENFORCE_SCALING;}
|
204
|
-
|
205
|
-
//@}
|
206
|
-
|
207
|
-
/**@name Constructors and destructors */
|
208
|
-
//@{
|
209
|
-
/// Default constructor
|
210
|
-
CglGMIParam(double eps = 1e-12,
|
211
|
-
double away = 0.005,
|
212
|
-
double eps_coeff = 1e-11,
|
213
|
-
double eps_elim = 0,
|
214
|
-
double eps_relax_abs = 1e-11,
|
215
|
-
double eps_relax_rel = 1e-13,
|
216
|
-
double max_dyn = 1e6,
|
217
|
-
double min_viol = 1e-4,
|
218
|
-
int max_supp_abs = 1000,
|
219
|
-
double max_supp_rel = 0.1,
|
220
|
-
CleaningProcedure clean_proc = CP_CGLLANDP1,
|
221
|
-
bool use_int_slacks = false,
|
222
|
-
bool check_duplicates = false,
|
223
|
-
bool integral_scale_cont = false,
|
224
|
-
bool enforce_scaling = true);
|
225
|
-
|
226
|
-
/// Constructor from CglParam
|
227
|
-
CglGMIParam(CglParam &source,
|
228
|
-
double away = 0.005,
|
229
|
-
double eps_elim = 1e-12,
|
230
|
-
double eps_relax_abs = 1e-11,
|
231
|
-
double eps_relax_rel = 1e-13,
|
232
|
-
double max_dyn = 1e6,
|
233
|
-
double min_viol = 1e-4,
|
234
|
-
double max_supp_rel = 0.1,
|
235
|
-
CleaningProcedure clean_proc = CP_CGLLANDP1,
|
236
|
-
bool use_int_slacks = false,
|
237
|
-
bool check_duplicates = false,
|
238
|
-
bool integral_scale_cont = false,
|
239
|
-
bool enforce_scaling = true);
|
240
|
-
|
241
|
-
/// Copy constructor
|
242
|
-
CglGMIParam(const CglGMIParam &source);
|
243
|
-
|
244
|
-
/// Clone
|
245
|
-
virtual CglGMIParam* clone() const;
|
246
|
-
|
247
|
-
/// Assignment operator
|
248
|
-
virtual CglGMIParam& operator=(const CglGMIParam &rhs);
|
249
|
-
|
250
|
-
/// Destructor
|
251
|
-
virtual ~CglGMIParam();
|
252
|
-
//@}
|
253
|
-
|
254
|
-
protected:
|
255
|
-
|
256
|
-
/**@name Parameters */
|
257
|
-
//@{
|
258
|
-
|
259
|
-
/** Use row only if pivot variable should be integer but is more
|
260
|
-
than AWAY from being integer. */
|
261
|
-
double AWAY;
|
262
|
-
|
263
|
-
/** Epsilon for value of coefficients when eliminating slack variables.
|
264
|
-
Default: 0. */
|
265
|
-
double EPS_ELIM;
|
266
|
-
|
267
|
-
/** Value added to the right hand side of each generated cut to relax it.
|
268
|
-
Default: 1e-11 */
|
269
|
-
double EPS_RELAX_ABS;
|
270
|
-
|
271
|
-
/** For a generated cut with right hand side rhs_val,
|
272
|
-
EPS_RELAX_EPS * fabs(rhs_val) is used to relax the constraint.
|
273
|
-
Default: 1.e-13 */
|
274
|
-
double EPS_RELAX_REL;
|
275
|
-
|
276
|
-
/** Maximum ratio between largest and smallest non zero
|
277
|
-
coefficients in a cut. Default: 1e6. */
|
278
|
-
double MAXDYN;
|
279
|
-
|
280
|
-
/** Minimum violation for the current basic solution in a generated cut.
|
281
|
-
Default: 1e-4. */
|
282
|
-
double MINVIOL;
|
283
|
-
|
284
|
-
/** Maximum support relative to number of columns. Must be between 0
|
285
|
-
and 1. Default: 0. */
|
286
|
-
double MAX_SUPPORT_REL;
|
287
|
-
|
288
|
-
/** Which cleaning procedure should be used? */
|
289
|
-
CleaningProcedure CLEAN_PROC;
|
290
|
-
|
291
|
-
/** Use integer slacks to generate cuts if USE_INTSLACKS = 1. Default: 0. */
|
292
|
-
bool USE_INTSLACKS;
|
293
|
-
|
294
|
-
/** Check for duplicates when adding the cut to the collection? */
|
295
|
-
bool CHECK_DUPLICATES;
|
296
|
-
|
297
|
-
/** Should we try to rescale cut coefficients on continuous variables
|
298
|
-
so that they become integral, or do we only rescale coefficients
|
299
|
-
on integral variables? Used only by cleaning procedure that try
|
300
|
-
the integral scaling. */
|
301
|
-
bool INTEGRAL_SCALE_CONT;
|
302
|
-
|
303
|
-
/** Should we discard badly scaled cuts (according to the scaling
|
304
|
-
procedure in use)? If false, CglGMI::scaleCut always returns
|
305
|
-
true, even though it still scales cuts whenever possible, but
|
306
|
-
not cut is rejected for scaling. Default true. Used only by
|
307
|
-
cleaning procedure that try to scale. */
|
308
|
-
bool ENFORCE_SCALING;
|
309
|
-
|
310
|
-
//@}
|
311
|
-
};
|
312
|
-
|
313
|
-
#endif
|