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: 4/20/07
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//
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// Name: CglRedSplit.hpp
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// Author: Francois Margot
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// Tepper School of Business
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// Carnegie Mellon University, Pittsburgh, PA 15213
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// email: fmargot@andrew.cmu.edu
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// Date: 2/6/05
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//
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// $Id: CglRedSplit.hpp 1119 2013-04-06 20:24:18Z stefan $
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//-----------------------------------------------------------------------------
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// Copyright (C) 2005, Francois Margot and others. All Rights Reserved.
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// This code is licensed under the terms of the Eclipse Public License (EPL).
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#ifndef CglRedSplit_H
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#define CglRedSplit_H
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#include "CglCutGenerator.hpp"
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#include "CglRedSplitParam.hpp"
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/** Gomory Reduce-and-Split Cut Generator Class; See method generateCuts().
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Based on the paper by K. Anderson, G. Cornuejols, Yanjun Li,
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"Reduce-and-Split Cuts: Improving the Performance of Mixed Integer
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Gomory Cuts", Management Science 51 (2005). */
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class CglRedSplit : public CglCutGenerator {
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friend void CglRedSplitUnitTest(const OsiSolverInterface * siP,
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const std::string mpdDir);
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public:
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/**@name generateCuts */
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//@{
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/** Generate Reduce-and-Split Mixed Integer Gomory cuts
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for the model of the solver 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
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must contain an optimized
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problem and information related to the optimal basis must be available
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through the OsiSolverInterface methods (si->optimalBasisIsAvailable()
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must return 'true'). It is also essential that the integrality of
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structural variable i can be obtained using si->isInteger(i).
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Reduce-and-Split cuts are variants of Gomory cuts: Starting from
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the current optimal tableau, linear combinations of the rows of
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the current optimal simplex tableau are used for generating Gomory
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cuts. The choice of the linear combinations is driven by the objective
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of reducing the coefficients of the non basic continuous variables
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in the resulting row.
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Note that this generator might not be able to generate cuts for some
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solutions violating integrality constraints.
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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;
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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 CglRedSplitParam object.
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void setParam(const CglRedSplitParam &source);
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// Return the CglRedSplitParam object of the generator.
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inline CglRedSplitParam getParam() const {return param;}
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// Compute entries of low_is_lub and up_is_lub.
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void compute_is_lub();
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// Compute entries of is_integer.
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void compute_is_integer();
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/// Set given_optsol to the given optimal solution given_sol.
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/// If given_optsol is set using this method,
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/// the code will stop as soon as
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/// a generated cut is violated by the given solution; exclusively
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/// for debugging purposes.
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void set_given_optsol(const double *given_sol, const int card_sol);
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/// Print some of the data members
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void print() const;
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/// Print the current simplex tableau
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void printOptTab(OsiSolverInterface *solver) const;
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//@}
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/**@name Public Methods (soon to be obsolete)*/
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//@{
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//************************************************************
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// TO BE REMOVED
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/** Set limit, the maximum number of non zero coefficients in generated cut;
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Default: 50 */
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void setLimit(int limit);
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/** Get value of limit */
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int getLimit() const;
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/** Set away, the minimum distance from being integer used for selecting
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rows for cut generation; all rows whose pivot variable should be
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integer but is more than away from integrality will be selected;
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Default: 0.05 */
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void setAway(double value);
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/// Get value of away
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double getAway() const;
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/** Set the value of LUB, value considered large for the absolute value of
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a lower or upper bound on a variable;
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Default: 1000 */
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void setLUB(double value);
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/** Get the value of LUB */
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double getLUB() const;
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/** Set the value of EPS, epsilon for double computations;
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Default: 1e-7 */
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void setEPS(double value);
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/** Get the value of EPS */
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double getEPS() const;
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/** Set the value of EPS_COEFF, epsilon for values of coefficients;
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Default: 1e-8 */
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void setEPS_COEFF(double value);
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/** Get the value of EPS_COEFF */
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double getEPS_COEFF() const;
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/** Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for
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variables with absolute value of lower or upper bound larger than LUB;
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Default: 1e-13 */
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void setEPS_COEFF_LUB(double value);
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/** Get the value of EPS_COEFF_LUB */
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double getEPS_COEFF_LUB() const;
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/** Set the value of EPS_RELAX, value used for relaxing the right hand side
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of each generated cut;
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Default: 1e-8 */
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void setEPS_RELAX(double value);
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/** Get the value of EPS_RELAX */
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double getEPS_RELAX() const;
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/** Set the value of normIsZero, the threshold for considering a norm to be
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0; Default: 1e-5 */
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void setNormIsZero(double value);
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/** Get the value of normIsZero */
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double getNormIsZero() const;
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/** Set the value of minReduc, threshold for relative norm improvement for
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performing a reduction; Default: 0.05 */
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void setMinReduc(double value);
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/// Get the value of minReduc
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double getMinReduc() const;
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/** Set the maximum allowed value for (mTab * mTab * CoinMax(mTab, nTab)) where
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mTab is the number of rows used in the combinations and nTab is the
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number of continuous non basic variables. The work of the generator is
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proportional to (mTab * mTab * CoinMax(mTab, nTab)). Reducing the value of
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maxTab makes the generator faster, but weaker. Default: 1e7. */
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void setMaxTab(double value);
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/// Get the value of maxTab
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double getMaxTab() const;
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// END TO BE REMOVED
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//************************************************************
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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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CglRedSplit();
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/// Constructor with specified parameters
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CglRedSplit(const CglRedSplitParam &RS_param);
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/// Copy constructor
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CglRedSplit (const CglRedSplit &);
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/// Clone
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virtual CglCutGenerator * clone() const;
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/// Assignment operator
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CglRedSplit &
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operator=(
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const CglRedSplit& rhs);
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/// Destructor
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virtual
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~CglRedSplit ();
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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 CglRedSplit 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 rs_above_integer(double value);
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/// Perform row r1 of pi := row r1 of pi - step * row r2 of pi.
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void update_pi_mat(int r1, int r2, int step);
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/// Perform row r1 of tab := row r1 of tab - step * row r2 of tab.
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void update_redTab(int r1, int r2, int step);
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/// Find optimal integer step for changing row r1 by adding to it a
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/// multiple of another row r2.
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void find_step(int r1, int r2, int *step,
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double *reduc, double *norm);
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/// Test if an ordered pair of rows yields a reduction. Perform the
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/// reduction if it is acceptable.
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int test_pair(int r1, int r2, double *norm);
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/// Reduce rows of contNonBasicTab.
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void reduce_contNonBasicTab();
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/// Generate a row of the current LP tableau.
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void generate_row(int index_row, double *row);
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/// Generate a mixed integer Chvatal-Gomory cut, when all non basic
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/// variables are non negative and at their lower bound.
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int generate_cgcut(double *row, double *rhs);
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/// Generate a mixed integer Chvatal-Gomory cut, when all non basic
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/// variables are non negative and at their lower bound (different formula)
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int generate_cgcut_2(int basic_ind, double *row, double *rhs);
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/// Use multiples of the initial inequalities to cancel out the coefficients
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/// of the slack variables.
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void eliminate_slacks(double *row,
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const double *elements,
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const int *start,
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const int *indices,
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const int *rowLength,
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const double *rhs, double *rowrhs);
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/// Change the sign of the coefficients of the continuous non basic
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/// variables at their upper bound.
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void flip(double *row);
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/// Change the sign of the coefficients of the continuous 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.
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void unflip(double *row, double *rowrhs, double *slack_val);
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/// Return the scale factor for the row.
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/// Compute max_coeff: maximum absolute value of the coefficients.
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/// Compute min_coeff: minimum absolute value of the coefficients
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/// larger than EPS_COEFF.
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/// Return -1 if max_coeff < EPS_COEFF or if max_coeff/min_coeff > MAXDYN
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/// or MAXDYN_LUB (depending if the row has a non zero coeff. for a variable
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/// with large lower/upper bound) */.
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double row_scale_factor(double *row);
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/// Generate the packed cut from the row representation.
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int generate_packed_row(const double *xlp, double *row,
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int *rowind, double *rowelem,
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int *card_row, double & rhs);
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/// Check that the generated cuts do not cut a given optimal solution.
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void check_optsol(const int calling_place,
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const double *xlp, const double *slack_val,
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const int do_flip);
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/// Check that the generated cuts do not cut a given optimal solution.
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void check_optsol(const int calling_place,
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const double *xlp, const double *slack_val,
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const double *ck_row, const double ck_rhs,
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const int cut_number, const int do_flip);
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// Check that two vectors are different.
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bool rs_are_different_vectors(const int *vect1,
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const int *vect2,
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const int dim);
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// Check that two vectors are different.
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bool rs_are_different_vectors(const double *vect1,
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const double *vect2,
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const int dim);
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// Check that two matrices are different.
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bool rs_are_different_matrices(const CoinPackedMatrix *mat1,
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const CoinPackedMatrix *mat2,
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const int nmaj,
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const int nmin);
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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 CglRedSplitParam members.
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CglRedSplitParam 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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/// Number of integer basic structural variables that are fractional in the
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/// current lp solution (at least param.away_ from being integer).
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int card_intBasicVar_frac;
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/// Number of integer non basic structural variables in the
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/// current lp solution.
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int card_intNonBasicVar;
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/// Number of continuous non basic variables (structural or slack) in the
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/// current lp solution.
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int card_contNonBasicVar;
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/// Number of non basic variables (structural or slack) at their
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/// upper bound in the current lp solution.
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int card_nonBasicAtUpper;
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/// Number of non basic variables (structural or slack) at their
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/// lower bound in the current lp solution.
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int card_nonBasicAtLower;
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/// Characteristic vector for integer basic structural variables
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/// with non integer value in the current lp solution.
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int *cv_intBasicVar_frac;
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/// List of integer structural basic variables
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/// (in order of pivot in selected rows for cut generation).
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int *intBasicVar_frac;
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/// List of integer structural non basic variables.
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int *intNonBasicVar;
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/// List of continuous non basic variables (structural or slack).
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// slacks are considered continuous (no harm if this is not the case).
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int *contNonBasicVar;
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/// List of non basic variables (structural or slack) at their
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/// upper bound.
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int *nonBasicAtUpper;
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/// List of non basic variables (structural or slack) at their lower
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/// bound.
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int *nonBasicAtLower;
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/// Number of rows in the reduced tableau (= card_intBasicVar_frac).
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int mTab;
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/// Number of columns in the reduced tableau (= card_contNonBasicVar)
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int nTab;
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int **pi_mat;
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/// Dimensions: mTab by nTab.
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double **contNonBasicTab;
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// Dimensions: mTab by card_intNonBasicVar.
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double **intNonBasicTab;
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/// Right hand side of the tableau.
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double *rhsTab ;
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const double *given_optsol;
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/// Number of entries in given_optsol.
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int card_given_optsol;
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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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int *is_integer;
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/// Characteristic vector of the structural variables whose lower bound
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/// in absolute value is larger than LUB.
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int *low_is_lub;
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/// Characteristic vector of the structural variables whose upper bound
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/// in absolute value is larger than LUB.
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int *up_is_lub;
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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 column type. Reset by each call to generateCuts().
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const char *colType;
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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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//@}
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};
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//#############################################################################
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/** A function that tests the methods in the CglRedSplit 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 CglRedSplitUnitTest(const OsiSolverInterface * siP,
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const std::string mpdDir );
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#endif
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// Last edit: 04/03/10
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//
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// Name: CglRedSplit2.hpp
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// Author: Giacomo Nannicini
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// Singapore University of Technology and Design
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// Singapore
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// email: nannicini@sutd.edu.sg
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// based on CglRedSplit by Francois Margot
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// Date: 03/09/09
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//-----------------------------------------------------------------------------
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// Copyright (C) 2010, Giacomo Nannicini and others. All Rights Reserved.
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#ifndef CglRedSplit2_H
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#define CglRedSplit2_H
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#include "CglCutGenerator.hpp"
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#include "CglRedSplit2Param.hpp"
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#include "CoinWarmStartBasis.hpp"
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#include "CoinHelperFunctions.hpp"
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#include "CoinTime.hpp"
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/** Reduce-and-Split Cut Generator Class; See method generateCuts().
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Based on the papers "Practical strategies for generating rank-1
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split cuts in mixed-integer linear programming" by G. Cornuejols
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and G. Nannicini, published on Mathematical Programming
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Computation, and "Combining Lift-and-Project and Reduce-and-Split"
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by E. Balas, G. Cornuejols, T. Kis and G. Nannicini, published on
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INFORMS Journal on Computing. Part of this code is based on
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CglRedSplit by F. Margot. */
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class CglRedSplit2 : public CglCutGenerator {
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friend void CglRedSplit2UnitTest(const OsiSolverInterface * siP,
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const std::string mpdDir);
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public:
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/**@name generateCuts */
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//@{
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/** Generate Reduce-and-Split Mixed Integer Gomory cuts
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for the model of the solver interface si.
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Insert the generated cuts into OsiCuts cs.
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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
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and optimal basis inverse and makes assumptions on the way slack
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variables are added by the solver. The Osi implementations for
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Clp and Cplex 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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Reduce-and-Split cuts are a class of split cuts. We compute
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linear combinations of the rows of the simplex tableau, trying
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to reduce some of the coefficients on the nonbasic continuous
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columns. We have a large number of heuristics to choose which
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coefficients should be reduced, and by using which rows. The
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paper explains everything in detail.
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Note that this generator can potentially generate a huge number
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of cuts, depending on how it is parametered. Default parameters
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should be good for most situations; if you want to go heavy on
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split cuts, use more row selection strategies or a different
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number of rows in the linear combinations. Again, look at the
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paper for details. If you want to generate a small number of
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cuts, default parameters are not the best choice.
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A combination of Reduce-and-Split with Lift & Project is
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described in the paper "Combining Lift-and-Project and
|
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Reduce-and-Split". The Reduce-and-Split code for the
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implementation used in that paper is included here.
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This generator does not generate the same cuts as CglRedSplit,
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therefore both generators can be used in conjunction.
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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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|
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|
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/// Return true if needs optimal basis to do cuts (will return true)
|
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virtual bool needsOptimalBasis() const;
|
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|
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|
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// Generate the row multipliers computed by Reduce-and-Split from the
|
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|
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// given OsiSolverInterface. The multipliers are written in lambda;
|
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|
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// lambda should be of size nrow*maxNumMultipliers. We generate at most
|
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|
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// maxNumMultipliers m-vectors of row multipliers, and return the number
|
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|
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// of m-vectors that were generated.
|
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// If the caller wants to know which variables are basic in each row
|
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|
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// (same order as lambda), basicVariables should be non-NULL (size nrow).
|
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|
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// This method can also generate the cuts corresponding to the multipliers
|
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|
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// returned; it suffices to pass non-NULL OsiCuts.
|
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|
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// This method is not needed by the typical user; however, it is useful
|
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|
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// in the context of generating Lift & Project cuts.
|
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|
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int generateMultipliers(const OsiSolverInterface& si, int* lambda,
|
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int maxNumMultipliers, int* basicVariables = NULL,
|
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|
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OsiCuts* cs = NULL);
|
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|
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|
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// Try to improve a Lift & Project cut, by employing the
|
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// Reduce-and-Split procedure. We start from a row of a L&P tableau,
|
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// and generate a cut trying to reduce the coefficients on the
|
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// nonbasic variables. Note that this L&P tableau will in general
|
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// have nonbasic variables which are nonzero in the point that we
|
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|
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// want to cut off, so we should be careful. Arguments:
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// OsiSolverInterface which contains the simplex tableau, initial
|
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// row from which the cut is derived, row rhs, row number of the
|
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// source row (if it is in the simplex tableau; otherwise, a
|
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// negative number; needed to avoid using duplicate rows), point
|
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// that we want to cut off (note: this is NOT a basic solution for
|
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// the OsiSolverInterace!), list of variables which are basic in
|
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// xbar but are nonbasic in the OsiSolverInterface. The computed cut
|
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|
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// is written in OsiRowCut* cs. Finally, if a starting disjunction
|
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// is provided in the vector lambda (of size ncols, i.e. a
|
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// disjunction on the structural variables), the disjunction is
|
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// modified according to the cut which is produced.
|
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int tiltLandPcut(const OsiSolverInterface* si, double* row,
|
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double rowRhs, int rownumber, const double* xbar,
|
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const int* newnonbasics, OsiRowCut* cs, int* lambda = NULL);
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|
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//@}
|
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|
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|
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|
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/**@name Public Methods */
|
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|
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//@{
|
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|
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|
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|
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// Set the parameters to the values of the given CglRedSplit2Param object.
|
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void setParam(const CglRedSplit2Param &source);
|
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// Return the CglRedSplit2Param object of the generator.
|
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inline CglRedSplit2Param& getParam() {return param;}
|
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|
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|
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/// Print some of the data members; used for debugging
|
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void print() const;
|
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|
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|
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|
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/// Print the current simplex tableau
|
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|
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void printOptTab(OsiSolverInterface *solver) const;
|
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|
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|
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|
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//@}
|
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|
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|
142
|
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/**@name Constructors and destructors */
|
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|
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//@{
|
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|
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/// Default constructor
|
145
|
-
CglRedSplit2();
|
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|
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|
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|
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/// Constructor with specified parameters
|
148
|
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CglRedSplit2(const CglRedSplit2Param &RS_param);
|
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|
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|
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|
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/// Copy constructor
|
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|
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CglRedSplit2(const CglRedSplit2 &);
|
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|
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|
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|
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/// Clone
|
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|
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virtual CglCutGenerator * clone() const;
|
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|
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|
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|
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/// Assignment operator
|
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|
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CglRedSplit2 & operator=(const CglRedSplit2& rhs);
|
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|
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|
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|
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/// Destructor
|
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|
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virtual ~CglRedSplit2 ();
|
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|
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|
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|
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//@}
|
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|
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|
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|
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private:
|
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|
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|
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// Private member methods
|
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|
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|
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/**@name Private member methods */
|
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|
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|
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|
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//@{
|
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|
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|
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|
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// Method generating the cuts after all CglRedSplit2 members are
|
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|
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// properly set. This does the actual work. Returns the number of
|
174
|
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// generated cuts (or multipliers).
|
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|
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// Will generate cuts if cs != NULL, and will generate multipliers
|
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|
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// if lambda != NULL.
|
177
|
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int generateCuts(OsiCuts* cs, int maxNumCuts, int* lambda = NULL);
|
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|
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|
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/// Compute the fractional part of value, allowing for small error.
|
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|
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inline double rs_above_integer(const double value) const;
|
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|
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|
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|
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/// Fill workNonBasicTab, depending on the column selection strategy.
|
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|
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/// Accepts a list of variables indices that should be ignored; by
|
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/// default, this list is empty (it is only used by Lift & Project).
|
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|
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/// The list ignore_list contains -1 as the last element.
|
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|
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/// Note that the implementation of the ignore_list is not very efficient
|
187
|
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/// if the list is long, so it should be used only if its short.
|
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|
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void fill_workNonBasicTab(CglRedSplit2Param::ColumnSelectionStrategy
|
189
|
-
strategy, const int* ignore_list = NULL);
|
190
|
-
|
191
|
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/// Fill workNonBasicTab, alternate version for Lift & Project: also
|
192
|
-
/// reduces columns which are now nonbasic but are basic in xbar.
|
193
|
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/// This function should be called only when CglRedSplit2 is used in
|
194
|
-
/// conjunction with CglLandP to generate L&P+RS cuts.
|
195
|
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void fill_workNonBasicTab(const int* newnonbasics, const double* xbar,
|
196
|
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CglRedSplit2Param::ColumnScalingStrategy scaling);
|
197
|
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|
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|
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/// Reduce rows of workNonBasicTab, i.e. compute integral linear
|
199
|
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/// combinations of the rows in order to reduce row coefficients on
|
200
|
-
/// workNonBasicTab
|
201
|
-
void reduce_workNonBasicTab(int numRows,
|
202
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CglRedSplit2Param::RowSelectionStrategy
|
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-
rowSelectionStrategy,
|
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|
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int maxIterations);
|
205
|
-
|
206
|
-
/// Generate a linear combination of the rows of the current LP
|
207
|
-
/// tableau, using the row multipliers stored in the matrix pi_mat
|
208
|
-
/// on the row of index index_row
|
209
|
-
void generate_row(int index_row, double *row);
|
210
|
-
|
211
|
-
/// Generate a mixed integer Gomory cut, when all non basic
|
212
|
-
/// variables are non negative and at their lower bound.
|
213
|
-
int generate_cgcut(double *row, double *rhs);
|
214
|
-
|
215
|
-
/// Use multiples of the initial inequalities to cancel out the coefficients
|
216
|
-
/// of the slack variables.
|
217
|
-
void eliminate_slacks(double *row,
|
218
|
-
const double *elements,
|
219
|
-
const int *start,
|
220
|
-
const int *indices,
|
221
|
-
const int *rowLength,
|
222
|
-
const double *rhs, double *rowrhs);
|
223
|
-
|
224
|
-
/// Change the sign of the coefficients of the continuous non basic
|
225
|
-
/// variables at their upper bound.
|
226
|
-
void flip(double *row);
|
227
|
-
|
228
|
-
/// Change the sign of the coefficients of the continuous non basic
|
229
|
-
/// variables at their upper bound and do the translations restoring
|
230
|
-
/// the original bounds. Modify the right hand side
|
231
|
-
/// accordingly.
|
232
|
-
void unflip(double *row, double *rowrhs);
|
233
|
-
|
234
|
-
/// Returns 1 if the row has acceptable max/min coeff ratio.
|
235
|
-
/// Compute max_coeff: maximum absolute value of the coefficients.
|
236
|
-
/// Compute min_coeff: minimum absolute value of the coefficients
|
237
|
-
/// larger than EPS_COEFF.
|
238
|
-
/// Return 0 if max_coeff/min_coeff > MAXDYN.
|
239
|
-
int check_dynamism(double *row);
|
240
|
-
|
241
|
-
/// Generate the packed cut from the row representation.
|
242
|
-
int generate_packed_row(const double *xlp, double *row,
|
243
|
-
int *rowind, double *rowelem,
|
244
|
-
int *card_row, double & rhs);
|
245
|
-
|
246
|
-
// Compute entries of is_integer.
|
247
|
-
void compute_is_integer();
|
248
|
-
|
249
|
-
// Check that two vectors are different.
|
250
|
-
bool rs_are_different_vectors(const int *vect1,
|
251
|
-
const int *vect2,
|
252
|
-
const int dim);
|
253
|
-
|
254
|
-
// allocate matrix of integers
|
255
|
-
void rs_allocmatINT(int ***v, int m, int n);
|
256
|
-
// deallocate matrix of integers
|
257
|
-
void rs_deallocmatINT(int ***v, int m);
|
258
|
-
// allocate matrix of doubles
|
259
|
-
void rs_allocmatDBL(double ***v, int m, int n);
|
260
|
-
// deallocate matrix of doubles
|
261
|
-
void rs_deallocmatDBL(double ***v, int m);
|
262
|
-
// print a vector of integers
|
263
|
-
void rs_printvecINT(const char *vecstr, const int *x, int n) const;
|
264
|
-
// print a vector of doubles
|
265
|
-
void rs_printvecDBL(const char *vecstr, const double *x, int n) const;
|
266
|
-
// print a matrix of integers
|
267
|
-
void rs_printmatINT(const char *vecstr, const int * const *x, int m, int n) const;
|
268
|
-
// print a matrix of doubles
|
269
|
-
void rs_printmatDBL(const char *vecstr, const double * const *x, int m, int n) const;
|
270
|
-
// dot product
|
271
|
-
double rs_dotProd(const double *u, const double *v, int dim) const;
|
272
|
-
double rs_dotProd(const int *u, const double *v, int dim) const;
|
273
|
-
// From Numerical Recipes in C: LU decomposition
|
274
|
-
int ludcmp(double **a, int n, int *indx, double *d, double* vv) const;
|
275
|
-
// from Numerical Recipes in C: backward substitution
|
276
|
-
void lubksb(double **a, int n, int *indx, double *b) const;
|
277
|
-
|
278
|
-
// Check if the linear combination given by listOfRows with given multipliers
|
279
|
-
// improves the norm of row #rowindex; note: multipliers are rounded!
|
280
|
-
// Returns the difference with respect to the old norm (if negative there is
|
281
|
-
// an improvement, if positive norm increases)
|
282
|
-
double compute_norm_change(double oldnorm, const int* listOfRows,
|
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int numElemList, const double* multipliers) const;
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// Compute the list of rows that should be used to reduce row #rowIndex
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int get_list_rows_reduction(int rowIndex, int numRowsReduction,
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int* list, const double* norm,
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CglRedSplit2Param::RowSelectionStrategy
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rowSelectionStrategy) const;
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// Sorts the rows by increasing number of nonzeroes with respect to a given
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// row (rowIndex), on the nonbasic variables (whichTab == 0 means only
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// integer, whichTab == 1 means only workTab, whichTab == 2 means both).
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// The array for sorting must be allocated (and deleted) by caller.
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// Corresponds to BRS1 in the paper.
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int sort_rows_by_nonzeroes(struct sortElement* array, int rowIndex,
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int maxRows, int whichTab) const;
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// Greedy variant of the previous function; slower but typically
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// more effective. Corresponds to BRS2 in the paper.
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int sort_rows_by_nonzeroes_greedy(struct sortElement* array, int rowIndex,
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int maxRows, int whichTab) const;
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// Sorts the rows by decreasing absolute value of the cosine of the
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// angle with respect to a given row (rowIndex), on the nonbasic
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// variables (whichTab == 0 means only integer, whichTab == 1 means
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// only workTab, whichTab == 2 means both). The array for sorting
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// must be allocated (and deleted) by caller. Very effective
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// strategy in practice. Corresponds to BRS3 in the paper.
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int sort_rows_by_cosine(struct sortElement* array, int rowIndex,
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int maxRows, int whichTab) const;
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// Did we hit the time limit?
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inline bool checkTime() const{
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if ((CoinCpuTime() - startTime) < param.getTimeLimit()){
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return true;
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}
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return false;
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}
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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 CglRedSplit2Param members.
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CglRedSplit2Param 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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336
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/// Number of structural variables in the current LP.
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int ncol;
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/// Number of rows which have been reduced
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int numRedRows;
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341
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342
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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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347
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/// Lower bounds for constraints
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const double *rowLower;
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351
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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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356
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357
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/// Reduced costs for columns
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358
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const double *reducedCost;
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359
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360
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/// Row price
|
361
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const double *rowPrice;
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362
|
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|
363
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/// Objective coefficients
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364
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const double* objective;
|
365
|
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366
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/// Number of integer basic structural variables
|
367
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int card_intBasicVar;
|
368
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|
369
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/// Number of integer basic structural variables that are fractional in the
|
370
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/// current lp solution (at least param.away_ from being integer).
|
371
|
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int card_intBasicVar_frac;
|
372
|
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|
373
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/// Number of integer non basic structural variables in the
|
374
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/// current lp solution.
|
375
|
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int card_intNonBasicVar;
|
376
|
-
|
377
|
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/// Number of continuous non basic variables (structural or slack) in the
|
378
|
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/// current lp solution.
|
379
|
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int card_contNonBasicVar;
|
380
|
-
|
381
|
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/// Number of continuous non basic variables (structural or slack) in the
|
382
|
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/// current working set for coefficient reduction
|
383
|
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int card_workNonBasicVar;
|
384
|
-
|
385
|
-
/// Number of non basic variables (structural or slack) at their
|
386
|
-
/// upper bound in the current lp solution.
|
387
|
-
int card_nonBasicAtUpper;
|
388
|
-
|
389
|
-
/// Number of non basic variables (structural or slack) at their
|
390
|
-
/// lower bound in the current lp solution.
|
391
|
-
int card_nonBasicAtLower;
|
392
|
-
|
393
|
-
/// Characteristic vector for integer basic structural variables
|
394
|
-
int *cv_intBasicVar;
|
395
|
-
|
396
|
-
/// Characteristic vector for integer basic structural variables
|
397
|
-
/// with non integer value in the current lp solution.
|
398
|
-
int *cv_intBasicVar_frac;
|
399
|
-
|
400
|
-
/// Characteristic vector for rows of the tableau selected for reduction
|
401
|
-
/// with non integer value in the current lp solution
|
402
|
-
int *cv_fracRowsTab;
|
403
|
-
|
404
|
-
/// List of integer structural basic variables
|
405
|
-
/// (in order of pivot in selected rows for cut generation).
|
406
|
-
int *intBasicVar;
|
407
|
-
|
408
|
-
/// List of integer structural basic variables with fractional value
|
409
|
-
/// (in order of pivot in selected rows for cut generation).
|
410
|
-
int *intBasicVar_frac;
|
411
|
-
|
412
|
-
/// List of integer structural non basic variables.
|
413
|
-
int *intNonBasicVar;
|
414
|
-
|
415
|
-
/// List of continuous non basic variables (structural or slack).
|
416
|
-
// slacks are considered continuous (no harm if this is not the case).
|
417
|
-
int *contNonBasicVar;
|
418
|
-
|
419
|
-
/// List of non basic variables (structural or slack) at their
|
420
|
-
/// upper bound.
|
421
|
-
int *nonBasicAtUpper;
|
422
|
-
|
423
|
-
/// List of non basic variables (structural or slack) at their lower
|
424
|
-
/// bound.
|
425
|
-
int *nonBasicAtLower;
|
426
|
-
|
427
|
-
/// Number of rows in the reduced tableau (= card_intBasicVar).
|
428
|
-
int mTab;
|
429
|
-
|
430
|
-
/// Number of columns in the reduced tableau (= card_contNonBasicVar)
|
431
|
-
int nTab;
|
432
|
-
|
433
|
-
/// Tableau of multipliers used to alter the rows used in generation.
|
434
|
-
/// Dimensions: mTab by mTab. Initially, pi_mat is the identity matrix.
|
435
|
-
int **pi_mat;
|
436
|
-
|
437
|
-
/// Simplex tableau for continuous non basic variables (structural or slack).
|
438
|
-
/// Only rows used for generation.
|
439
|
-
/// Dimensions: mTab by card_contNonBasicVar.
|
440
|
-
double **contNonBasicTab;
|
441
|
-
|
442
|
-
/// Current tableau for continuous non basic variables (structural or slack).
|
443
|
-
/// Only columns used for coefficient reduction.
|
444
|
-
/// Dimensions: mTab by card_workNonBasicVar.
|
445
|
-
double **workNonBasicTab;
|
446
|
-
|
447
|
-
/// Simplex tableau for integer non basic structural variables.
|
448
|
-
/// Only rows used for generation.
|
449
|
-
// Dimensions: mTab by card_intNonBasicVar.
|
450
|
-
double **intNonBasicTab;
|
451
|
-
|
452
|
-
/// Right hand side of the tableau.
|
453
|
-
/// Only rows used for generation.
|
454
|
-
double *rhsTab;
|
455
|
-
|
456
|
-
/// Norm of rows in workNonBasicTab; needed for faster computations
|
457
|
-
double *norm;
|
458
|
-
|
459
|
-
/// Characteristic vectors of structural integer variables or continuous
|
460
|
-
/// variables currently fixed to integer values.
|
461
|
-
int *is_integer;
|
462
|
-
|
463
|
-
/// Pointer on solver. Reset by each call to generateCuts().
|
464
|
-
OsiSolverInterface *solver;
|
465
|
-
|
466
|
-
/// Pointer on point to separate. Reset by each call to generateCuts().
|
467
|
-
const double *xlp;
|
468
|
-
|
469
|
-
/// Pointer on row activity. Reset by each call to generateCuts().
|
470
|
-
const double *rowActivity;
|
471
|
-
|
472
|
-
/// Pointer on matrix of coefficient ordered by rows.
|
473
|
-
/// Reset by each call to generateCuts().
|
474
|
-
const CoinPackedMatrix *byRow;
|
475
|
-
|
476
|
-
/// Time at which cut computations began.
|
477
|
-
/// Reset by each call to generateCuts().
|
478
|
-
double startTime;
|
479
|
-
|
480
|
-
//@}
|
481
|
-
};
|
482
|
-
|
483
|
-
//#############################################################################
|
484
|
-
/** A function that tests some of the methods in the CglRedSplit2
|
485
|
-
class. The only reason for it not to be a member method is that
|
486
|
-
this way it doesn't have to be compiled into the library. And
|
487
|
-
that's a gain, because the library should be compiled with
|
488
|
-
optimization on, but this method should be compiled with
|
489
|
-
debugging. */
|
490
|
-
void CglRedSplit2UnitTest(const OsiSolverInterface * siP,
|
491
|
-
const std::string mpdDir );
|
492
|
-
|
493
|
-
|
494
|
-
#endif
|