ruby-cbc 0.1.9 → 0.2.1

data/ext/ruby-cbc/install/include/coin/CglParam.hpp

@@ -1,93 +0,0 @@
-// Name:     CglParam.hpp
-// Author:   Francois Margot
-//           Tepper School of Business
-//           Carnegie Mellon University, Pittsburgh, PA 15213
-//           email: fmargot@andrew.cmu.edu
-// Date:     11/24/06
-//
-// $Id: CglParam.hpp 1122 2013-04-06 20:39:53Z stefan $
-//
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-//-----------------------------------------------------------------------------
-// Copyright (C) 2006, Francois Margot and others.  All Rights Reserved.
-
-#ifndef CglParam_H
-#define CglParam_H
-#include "CglConfig.h"
-#include "CoinFinite.hpp"
-/** Class collecting parameters for all cut generators. Each generator
-    may have a derived class to add parameters. Each generator might
-    also set different default values for the parameters in CglParam.  */
-
-class CglParam {
-
-public:
-
-  /**@name Public Set/get methods */
-  //@{
-
-  /** Set INFINIT */
-  virtual void setINFINIT(const double inf);
-  /** Get value of INFINIT */
-  inline double getINFINIT() const {return INFINIT;}
-
-  /** Set EPS */
-  virtual void setEPS(const double eps);
-  /** Get value of EPS */
-  inline double getEPS() const {return EPS;}
-
-  /** Set EPS_COEFF */
-  virtual void setEPS_COEFF(const double eps_c);
-  /** Get value of EPS_COEFF */
-  inline double getEPS_COEFF() const {return EPS_COEFF;}
-
-  /** Set MAX_SUPPORT */
-  virtual void setMAX_SUPPORT(const int max_s);
-  /** Get value of MAX_SUPPORT */
-  inline int getMAX_SUPPORT() const {return MAX_SUPPORT;}
-  //@}
-
-  /**@name Constructors and destructors */
-  //@{
-  /// Default constructor 
-  CglParam(const double inf = COIN_DBL_MAX, const double eps = 1e-6,
-	   const double eps_c = 1e-5, const int max_s = COIN_INT_MAX);
- 
-  /// Copy constructor 
-  CglParam(const CglParam&);
-
-  /// Clone
-  virtual CglParam* clone() const;
-
-  /// Assignment operator 
-  CglParam& operator=(const CglParam &rhs);
-
-  /// Destructor 
-  virtual ~CglParam();
-  //@}
-
-protected:
-
-  // Protected member data
-
-  /**@name Protected member data */
-
-  //@{
-  // Value for infinity. Default: COIN_DBL_MAX.
-  double INFINIT;
-
-  // EPSILON for double comparisons. Default: 1e-6.
-  double EPS;
-
-  // Returned cuts do not have coefficients with absolute value smaller 
-  // than EPS_COEFF. Default: 1e-5.
-  double EPS_COEFF;
-
-  /** Maximum number of non zero coefficients in a generated cut;
-      Default: COIN_INT_MAX */ 
-  int MAX_SUPPORT; 
-  //@}
-
-};
-
-#endif

data/ext/ruby-cbc/install/include/coin/CglPreProcess.hpp

@@ -1,492 +0,0 @@
-// Copyright (C) 2005, International Business Machines
-// Corporation and others.  All Rights Reserved.
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-
-#ifndef CglPreProcess_H
-#define CglPreProcess_H
-
-#include <string>
-#include <vector>
-
-#include "CoinMessageHandler.hpp"
-#include "OsiSolverInterface.hpp"
-#include "CglStored.hpp"
-#include "OsiPresolve.hpp"
-#include "CglCutGenerator.hpp"
-
-//#############################################################################
-
-/** Class for preProcessing and postProcessing.
-
-    While cuts can be added at any time in the tree, some cuts are actually just
-    stronger versions of existing constraints.  In this case they can replace those
-    constraints rather than being added as new constraints.  This is awkward in the
-    tree but reasonable at the root node.
-
-    This is a general process class which uses other cut generators to strengthen
-    constraints, establish that constraints are redundant, fix variables and
-    find relationships such as x + y == 1.
-
-    Presolve will also be done.
-
-    If row names existed they may be replaced by R0000000 etc
-
-*/
-
-class CglPreProcess  {
-  
-public:
-
-  ///@name Main methods 
-  //@{
-  /** preProcess problem - returning new problem.
-      If makeEquality true then <= cliques converted to ==.
-      Presolve will be done numberPasses times.
-
-      Returns NULL if infeasible
-
-      This version uses default strategy.  For more control copy and edit
-      code from this function i.e. call preProcessNonDefault
-  */
-  OsiSolverInterface * preProcess(OsiSolverInterface & model, 
-                                  bool makeEquality=false, int numberPasses=5);
-  /** preProcess problem - returning new problem.
-      If makeEquality true then <= cliques converted to ==.
-      Presolve will be done numberPasses times.
-
-      Returns NULL if infeasible
-
-      This version assumes user has added cut generators to CglPreProcess object
-      before calling it.  As an example use coding in preProcess
-      If makeEquality is 1 add slacks to get cliques,
-      if 2 add slacks to get sos (but only if looks plausible) and keep sos info
-  */
-  OsiSolverInterface * preProcessNonDefault(OsiSolverInterface & model, 
-                                  int makeEquality=0, int numberPasses=5,
-					    int tuning=0);
-  /// Creates solution in original model
-  void postProcess(OsiSolverInterface &model
-		   ,bool deleteStuff=true);
-  /** Tightens primal bounds to make dual and branch and cutfaster.  Unless
-      fixed or integral, bounds are slightly looser than they could be.
-      Returns non-zero if problem infeasible
-      Fudge for branch and bound - put bounds on columns of factor *
-      largest value (at continuous) - should improve stability
-      in branch and bound on infeasible branches (0.0 is off)
-  */
-  int tightenPrimalBounds(OsiSolverInterface & model,double factor=0.0);
-  /** Fix some of problem - returning new problem.
-      Uses reduced costs.
-      Optional signed character array
-      1 always keep, -1 always discard, 0 use djs
-
-  */
-  OsiSolverInterface * someFixed(OsiSolverInterface & model, 
-                                 double fractionToKeep=0.25,
-                                 bool fixContinuousAsWell=false,
-                                 char * keep=NULL) const;
-  /** Replace cliques by more maximal cliques
-      Returns NULL if rows not reduced by greater than cliquesNeeded*rows
-
-  */
-  OsiSolverInterface * cliqueIt(OsiSolverInterface & model,
-				double cliquesNeeded=0.0) const;
-  /// If we have a cutoff - fix variables
-  int reducedCostFix(OsiSolverInterface & model);
-  //@}
-
-  //---------------------------------------------------------------------------
-
-  /**@name Parameter set/get methods
-
-     The set methods return true if the parameter was set to the given value,
-     false if the value of the parameter is out of range.
-
-     The get methods return the value of the parameter.
-
-  */
-  //@{
-  /** Set cutoff bound on the objective function.
-
-    When using strict comparison, the bound is adjusted by a tolerance to
-    avoid accidentally cutting off the optimal solution.
-  */
-  void setCutoff(double value) ;
-
-  /// Get the cutoff bound on the objective function - always as minimize
-  double getCutoff() const;
-  /// The original solver associated with this model.
-  inline OsiSolverInterface * originalModel() const
-  { return originalModel_;}
-  /// Solver after making clique equalities (may == original)
-  inline OsiSolverInterface * startModel() const
-  { return startModel_;}
-  /// Copies of solver at various stages after presolve
-  inline OsiSolverInterface * modelAtPass(int iPass) const
-  { if (iPass>=0&&iPass<numberSolvers_) return model_[iPass]; else return NULL;}
-  /// Copies of solver at various stages after presolve after modifications
-  inline OsiSolverInterface * modifiedModel(int iPass) const
-  { if (iPass>=0&&iPass<numberSolvers_) return modifiedModel_[iPass]; else return NULL;}
-  /// Matching presolve information
-  inline OsiPresolve * presolve(int iPass) const
-  { if (iPass>=0&&iPass<numberSolvers_) return presolve_[iPass]; else return NULL;}
-  /** Return a pointer to the original columns (with possible  clique slacks)
-      MUST be called before postProcess otherwise you just get 0,1,2.. */
-  const int * originalColumns();
-  /** Return a pointer to the original rows
-      MUST be called before postProcess otherwise you just get 0,1,2.. */
-  const int * originalRows();
-  /// Number of SOS if found
-  inline int numberSOS() const
-  { return numberSOS_;}
-  /// Type of each SOS
-  inline const int * typeSOS() const
-  { return typeSOS_;}
-  /// Start of each SOS
-  inline const int * startSOS() const
-  { return startSOS_;}
-  /// Columns in SOS
-  inline const int * whichSOS() const
-  { return whichSOS_;}
-  /// Weights for each SOS column
-  inline const double * weightSOS() const
-  { return weightSOS_;}
-  /// Pass in prohibited columns 
-  void passInProhibited(const char * prohibited,int numberColumns);
-  /// Updated prohibited columns
-  inline const char * prohibited()
-  { return prohibited_;}
-  /// Number of iterations PreProcessing
-  inline int numberIterationsPre() const
-  { return numberIterationsPre_;}
-  /// Number of iterations PostProcessing
-  inline int numberIterationsPost() const
-  { return numberIterationsPost_;}
-  /** Pass in row types
-      0 normal
-      1 cut rows - will be dropped if remain in
-      At end of preprocess cut rows will be dropped
-      and put into cuts
-  */
-  void passInRowTypes(const char * rowTypes,int numberRows);
-  /** Updated row types - may be NULL
-      Carried around and corresponds to existing rows
-      -1 added by preprocess e.g. x+y=1
-      0 normal
-      1 cut rows - can be dropped if wanted
-  */
-  inline const char * rowTypes()
-  { return rowType_;}
-  /// Return cuts from dropped rows
-  inline const CglStored & cuts() const
-  { return cuts_;}
-  /// Return pointer to cuts from dropped rows
-  inline const CglStored * cutsPointer() const
-  { return &cuts_;}
-  /// Update prohibited and rowType
-  void update(const OsiPresolve * pinfo,const OsiSolverInterface * solver);
-  /// Set options
-  inline void setOptions(int value)
-  { options_=value;}
-  //@}
-
-  ///@name Cut generator methods 
-  //@{
-  /// Get the number of cut generators
-  inline int numberCutGenerators() const
-  { return numberCutGenerators_;}
-  /// Get the list of cut generators
-  inline CglCutGenerator ** cutGenerators() const
-  { return generator_;}
-  ///Get the specified cut generator
-  inline CglCutGenerator * cutGenerator(int i) const
-  { return generator_[i];}
-  /** Add one generator - up to user to delete generators.
-  */
-  void addCutGenerator(CglCutGenerator * generator);
-//@}
-    
-  /**@name Setting/Accessing application data */
-  //@{
-    /** Set application data.
-
-	This is a pointer that the application can store into and
-	retrieve.
-	This field is available for the application to optionally
-	define and use.
-    */
-    void setApplicationData (void * appData);
-
-    /// Get application data
-    void * getApplicationData() const;
-  //@}
-  
-  //---------------------------------------------------------------------------
-
-  /**@name Message handling */
-  //@{
-  /// Pass in Message handler (not deleted at end)
-  void passInMessageHandler(CoinMessageHandler * handler);
-  /// Set language
-  void newLanguage(CoinMessages::Language language);
-  inline void setLanguage(CoinMessages::Language language)
-  {newLanguage(language);}
-  /// Return handler
-  inline CoinMessageHandler * messageHandler() const
-  {return handler_;}
-  /// Return messages
-  inline CoinMessages messages() 
-  {return messages_;}
-  /// Return pointer to messages
-  inline CoinMessages * messagesPointer() 
-  {return &messages_;}
-  //@}
-  //---------------------------------------------------------------------------
-
-
-  ///@name Constructors and destructors etc
-  //@{
-  /// Constructor
-  CglPreProcess(); 
-  
-  /// Copy constructor .
-  CglPreProcess(const CglPreProcess & rhs);
-  
-  /// Assignment operator 
-  CglPreProcess & operator=(const CglPreProcess& rhs);
-
-  /// Destructor 
-  ~CglPreProcess ();
-  
-  /// Clears out as much as possible
-  void gutsOfDestructor();
-  //@}
-private:
-
-  ///@name private methods
-  //@{
-  /** Return model with useful modifications.  
-      If constraints true then adds any x+y=1 or x-y=0 constraints
-      If NULL infeasible
-  */
-  OsiSolverInterface * modified(OsiSolverInterface * model,
-                                bool constraints,
-                                int & numberChanges,
-                                int iBigPass,
-				int numberPasses);
-  /// create original columns and rows
-  void createOriginalIndices();
-  /// Make continuous variables integer
-  void makeInteger();
-  //@}
-
-//---------------------------------------------------------------------------
-
-private:
-  ///@name Private member data 
-  //@{
-
-  /// The original solver associated with this model.
-  OsiSolverInterface * originalModel_;
-  /// Solver after making clique equalities (may == original)
-  OsiSolverInterface * startModel_;
-  /// Number of solvers at various stages
-  int numberSolvers_;
-  /// Copies of solver at various stages after presolve
-  OsiSolverInterface ** model_;
-  /// Copies of solver at various stages after presolve after modifications
-  OsiSolverInterface ** modifiedModel_;
-  /// Matching presolve information
-  OsiPresolve ** presolve_;
-
-   /// Message handler
-  CoinMessageHandler * handler_;
-
-  /** Flag to say if handler_ is the default handler.
-  
-    The default handler is deleted when the model is deleted. Other
-    handlers (supplied by the client) will not be deleted.
-  */
-  bool defaultHandler_;
-
-  /// Cgl messages
-  CoinMessages messages_;
-
-  /// Pointer to user-defined data structure
-  void * appData_;
-  /// Original column numbers
-  int * originalColumn_;
-  /// Original row numbers
-  int * originalRow_;
-  /// Number of cut generators
-  int numberCutGenerators_;
-  /// Cut generators
-  CglCutGenerator ** generator_;
-  /// Number of SOS if found
-  int numberSOS_;
-  /// Type of each SOS
-  int * typeSOS_;
-  /// Start of each SOS
-  int * startSOS_;
-  /// Columns in SOS
-  int * whichSOS_;
-  /// Weights for each SOS column
-  double * weightSOS_;
-  /// Number of columns in original prohibition set
-  int numberProhibited_;
-  /// Number of iterations done in PreProcessing
-  int numberIterationsPre_;
-  /// Number of iterations done in PostProcessing
-  int numberIterationsPost_;
-  /// Columns which should not be presolved e.g. SOS
-  char * prohibited_;
-  /// Number of rows in original row types
-  int numberRowType_;
-  /** Options
-      1 - original model had integer bounds before tightening
-      2 - don't do probing
-      4 - don't do duplicate rows
-      8 - don't do cliques
-      16 - some heavy probing options
-      64 - very heavy probing
-  */
-  int options_;
-  /** Row types (may be NULL) 
-      Carried around and corresponds to existing rows
-      -1 added by preprocess e.g. x+y=1
-      0 normal
-      1 cut rows - can be dropped if wanted
-  */
-  char * rowType_;
-  /// Cuts from dropped rows
-  CglStored cuts_;
- //@}
-};
-/// For Bron-Kerbosch
-class CglBK  {
-  
-public:
-
-  ///@name Main methods 
-  //@{
-  /// For recursive Bron-Kerbosch
-  void bronKerbosch();
-  /// Creates strengthened smaller model
-  OsiSolverInterface * newSolver(const OsiSolverInterface & model);
-  //@}
-
-  //---------------------------------------------------------------------------
-
-  /**@name Parameter set/get methods
-
-     The set methods return true if the parameter was set to the given value,
-     false if the value of the parameter is out of range.
-
-     The get methods return the value of the parameter.
-
-  */
-  //@{
-  //@}
-
-  //---------------------------------------------------------------------------
-
-
-  ///@name Constructors and destructors etc
-  //@{
-  /// Default constructor
-  CglBK(); 
-  
-  /// Useful constructor
-  CglBK(const OsiSolverInterface & model, const char * rowType,
-	int numberElements);
-  
-  /// Copy constructor .
-  CglBK(const CglBK & rhs);
-  
-  /// Assignment operator 
-  CglBK & operator=(const CglBK& rhs);
-
-  /// Destructor 
-  ~CglBK ();
-  
-  //@}
-
-//---------------------------------------------------------------------------
-
-private:
-  ///@name Private member data 
-  //@{
-  /// Current candidates (created at each level)
-  int * candidates_;
-  /// Array to mark stuff 
-  char * mark_;
-  /// Starts for graph (numberPossible+1)
-  int * start_;
-  /// Other column/node
-  int * otherColumn_;
-  /// Original row (in parallel with otherColumn_)
-  int * originalRow_;
-  /// How many times each original row dominated
-  int * dominated_;
-  /// Clique entries
-  CoinPackedMatrix * cliqueMatrix_;
-  /// points to row types
-  const char * rowType_;
-  /// Number of original columns
-  int numberColumns_;
-  /// Number of original rows
-  int numberRows_;
-  /// Number possible
-  int numberPossible_;
-  /// Current number of candidates
-  int numberCandidates_;
-  /// First not (stored backwards from numberPossible_)
-  int firstNot_;
-  /// Current number in clique
-  int numberIn_;
-  /// For acceleration
-  int left_;
-  int lastColumn_;
- //@}
-};
-/**
-   Only store unique row cuts
-*/
-// for hashing
-typedef struct {
-  int index, next;
-} CglHashLink;
-class OsiRowCut;
-class CglUniqueRowCuts {
-public:
-
-  CglUniqueRowCuts(int initialMaxSize=0, int hashMultiplier=4 );
-  ~CglUniqueRowCuts();
-  CglUniqueRowCuts(const CglUniqueRowCuts& rhs);
-  CglUniqueRowCuts& operator=(const CglUniqueRowCuts& rhs);
-  inline OsiRowCut * cut(int sequence) const
-  { return rowCut_[sequence];}
-  inline int numberCuts() const
-  { return numberCuts_;}
-  inline int sizeRowCuts() const
-  { return numberCuts_;}
-  inline OsiRowCut * rowCutPtr(int sequence)
-  { return rowCut_[sequence];}
-  void eraseRowCut(int sequence);
-  // insert cut
-  inline void insert(const OsiRowCut & cut)
-  { insertIfNotDuplicate(cut);}
-  // Return 0 if added, 1 if not
-  int insertIfNotDuplicate(const OsiRowCut & cut);
-  // Add in cuts as normal cuts (and delete)
-  void addCuts(OsiCuts & cs);
-private:
-  OsiRowCut ** rowCut_;
-  /// Hash table
-  CglHashLink *hash_;
-  int size_;
-  int hashMultiplier_;
-  int numberCuts_;
-  int lastHash_;
-};
-#endif