ruby-cbc 0.1.9 → 0.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (290) hide show
  1. checksums.yaml +4 -4
  2. data/README.md +5 -5
  3. data/Rakefile +0 -2
  4. data/lib/ruby-cbc.rb +1 -1
  5. data/lib/ruby-cbc/problem.rb +6 -8
  6. data/lib/ruby-cbc/version.rb +1 -1
  7. data/ruby-cbc.gemspec +3 -2
  8. metadata +17 -287
  9. data/ext/ruby-cbc/cbc.i +0 -15
  10. data/ext/ruby-cbc/cbc_wrap.c +0 -4618
  11. data/ext/ruby-cbc/extconf.rb +0 -60
  12. data/ext/ruby-cbc/install/bin/cbc +0 -0
  13. data/ext/ruby-cbc/install/bin/clp +0 -0
  14. data/ext/ruby-cbc/install/include/coin/CbcBranchActual.hpp +0 -24
  15. data/ext/ruby-cbc/install/include/coin/CbcBranchAllDifferent.hpp +0 -62
  16. data/ext/ruby-cbc/install/include/coin/CbcBranchBase.hpp +0 -78
  17. data/ext/ruby-cbc/install/include/coin/CbcBranchCut.hpp +0 -183
  18. data/ext/ruby-cbc/install/include/coin/CbcBranchDecision.hpp +0 -129
  19. data/ext/ruby-cbc/install/include/coin/CbcBranchDefaultDecision.hpp +0 -100
  20. data/ext/ruby-cbc/install/include/coin/CbcBranchDynamic.hpp +0 -206
  21. data/ext/ruby-cbc/install/include/coin/CbcBranchLotsize.hpp +0 -242
  22. data/ext/ruby-cbc/install/include/coin/CbcBranchToFixLots.hpp +0 -94
  23. data/ext/ruby-cbc/install/include/coin/CbcBranchingObject.hpp +0 -236
  24. data/ext/ruby-cbc/install/include/coin/CbcClique.hpp +0 -303
  25. data/ext/ruby-cbc/install/include/coin/CbcCompare.hpp +0 -39
  26. data/ext/ruby-cbc/install/include/coin/CbcCompareActual.hpp +0 -14
  27. data/ext/ruby-cbc/install/include/coin/CbcCompareBase.hpp +0 -142
  28. data/ext/ruby-cbc/install/include/coin/CbcCompareDefault.hpp +0 -120
  29. data/ext/ruby-cbc/install/include/coin/CbcCompareDepth.hpp +0 -47
  30. data/ext/ruby-cbc/install/include/coin/CbcCompareEstimate.hpp +0 -48
  31. data/ext/ruby-cbc/install/include/coin/CbcCompareObjective.hpp +0 -49
  32. data/ext/ruby-cbc/install/include/coin/CbcConfig.h +0 -14
  33. data/ext/ruby-cbc/install/include/coin/CbcConsequence.hpp +0 -49
  34. data/ext/ruby-cbc/install/include/coin/CbcCountRowCut.hpp +0 -168
  35. data/ext/ruby-cbc/install/include/coin/CbcCutGenerator.hpp +0 -482
  36. data/ext/ruby-cbc/install/include/coin/CbcCutModifier.hpp +0 -57
  37. data/ext/ruby-cbc/install/include/coin/CbcCutSubsetModifier.hpp +0 -66
  38. data/ext/ruby-cbc/install/include/coin/CbcDummyBranchingObject.hpp +0 -83
  39. data/ext/ruby-cbc/install/include/coin/CbcEventHandler.hpp +0 -245
  40. data/ext/ruby-cbc/install/include/coin/CbcFathom.hpp +0 -137
  41. data/ext/ruby-cbc/install/include/coin/CbcFathomDynamicProgramming.hpp +0 -169
  42. data/ext/ruby-cbc/install/include/coin/CbcFeasibilityBase.hpp +0 -56
  43. data/ext/ruby-cbc/install/include/coin/CbcFixVariable.hpp +0 -67
  44. data/ext/ruby-cbc/install/include/coin/CbcFollowOn.hpp +0 -207
  45. data/ext/ruby-cbc/install/include/coin/CbcFullNodeInfo.hpp +0 -161
  46. data/ext/ruby-cbc/install/include/coin/CbcGeneral.hpp +0 -60
  47. data/ext/ruby-cbc/install/include/coin/CbcGeneralDepth.hpp +0 -279
  48. data/ext/ruby-cbc/install/include/coin/CbcHeuristic.hpp +0 -682
  49. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDINS.hpp +0 -96
  50. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDW.hpp +0 -309
  51. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDive.hpp +0 -192
  52. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveCoefficient.hpp +0 -52
  53. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveFractional.hpp +0 -52
  54. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveGuided.hpp +0 -55
  55. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveLineSearch.hpp +0 -52
  56. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDivePseudoCost.hpp +0 -60
  57. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveVectorLength.hpp +0 -52
  58. data/ext/ruby-cbc/install/include/coin/CbcHeuristicFPump.hpp +0 -340
  59. data/ext/ruby-cbc/install/include/coin/CbcHeuristicGreedy.hpp +0 -280
  60. data/ext/ruby-cbc/install/include/coin/CbcHeuristicLocal.hpp +0 -271
  61. data/ext/ruby-cbc/install/include/coin/CbcHeuristicPivotAndFix.hpp +0 -58
  62. data/ext/ruby-cbc/install/include/coin/CbcHeuristicRENS.hpp +0 -77
  63. data/ext/ruby-cbc/install/include/coin/CbcHeuristicRINS.hpp +0 -102
  64. data/ext/ruby-cbc/install/include/coin/CbcHeuristicRandRound.hpp +0 -58
  65. data/ext/ruby-cbc/install/include/coin/CbcHeuristicVND.hpp +0 -94
  66. data/ext/ruby-cbc/install/include/coin/CbcLinked.hpp +0 -1406
  67. data/ext/ruby-cbc/install/include/coin/CbcMessage.hpp +0 -94
  68. data/ext/ruby-cbc/install/include/coin/CbcMipStartIO.hpp +0 -26
  69. data/ext/ruby-cbc/install/include/coin/CbcModel.hpp +0 -2952
  70. data/ext/ruby-cbc/install/include/coin/CbcNWay.hpp +0 -166
  71. data/ext/ruby-cbc/install/include/coin/CbcNode.hpp +0 -351
  72. data/ext/ruby-cbc/install/include/coin/CbcNodeInfo.hpp +0 -349
  73. data/ext/ruby-cbc/install/include/coin/CbcObject.hpp +0 -272
  74. data/ext/ruby-cbc/install/include/coin/CbcObjectUpdateData.hpp +0 -64
  75. data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.cpp +0 -4134
  76. data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.hpp +0 -532
  77. data/ext/ruby-cbc/install/include/coin/CbcParam.hpp +0 -324
  78. data/ext/ruby-cbc/install/include/coin/CbcPartialNodeInfo.hpp +0 -110
  79. data/ext/ruby-cbc/install/include/coin/CbcSOS.hpp +0 -279
  80. data/ext/ruby-cbc/install/include/coin/CbcSimpleInteger.hpp +0 -286
  81. data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +0 -564
  82. data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerPseudoCost.hpp +0 -114
  83. data/ext/ruby-cbc/install/include/coin/CbcSolver.hpp +0 -447
  84. data/ext/ruby-cbc/install/include/coin/CbcStrategy.hpp +0 -258
  85. data/ext/ruby-cbc/install/include/coin/CbcSubProblem.hpp +0 -83
  86. data/ext/ruby-cbc/install/include/coin/CbcTree.hpp +0 -490
  87. data/ext/ruby-cbc/install/include/coin/CbcTreeLocal.hpp +0 -372
  88. data/ext/ruby-cbc/install/include/coin/Cbc_C_Interface.h +0 -381
  89. data/ext/ruby-cbc/install/include/coin/Cgl012cut.hpp +0 -464
  90. data/ext/ruby-cbc/install/include/coin/CglAllDifferent.hpp +0 -115
  91. data/ext/ruby-cbc/install/include/coin/CglClique.hpp +0 -308
  92. data/ext/ruby-cbc/install/include/coin/CglConfig.h +0 -19
  93. data/ext/ruby-cbc/install/include/coin/CglCutGenerator.hpp +0 -121
  94. data/ext/ruby-cbc/install/include/coin/CglDuplicateRow.hpp +0 -189
  95. data/ext/ruby-cbc/install/include/coin/CglFlowCover.hpp +0 -371
  96. data/ext/ruby-cbc/install/include/coin/CglGMI.hpp +0 -364
  97. data/ext/ruby-cbc/install/include/coin/CglGMIParam.hpp +0 -313
  98. data/ext/ruby-cbc/install/include/coin/CglGomory.hpp +0 -204
  99. data/ext/ruby-cbc/install/include/coin/CglKnapsackCover.hpp +0 -310
  100. data/ext/ruby-cbc/install/include/coin/CglLandP.hpp +0 -306
  101. data/ext/ruby-cbc/install/include/coin/CglLandPValidator.hpp +0 -130
  102. data/ext/ruby-cbc/install/include/coin/CglLiftAndProject.hpp +0 -104
  103. data/ext/ruby-cbc/install/include/coin/CglMessage.hpp +0 -50
  104. data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding.hpp +0 -429
  105. data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding2.hpp +0 -427
  106. data/ext/ruby-cbc/install/include/coin/CglOddHole.hpp +0 -160
  107. data/ext/ruby-cbc/install/include/coin/CglParam.hpp +0 -93
  108. data/ext/ruby-cbc/install/include/coin/CglPreProcess.hpp +0 -492
  109. data/ext/ruby-cbc/install/include/coin/CglProbing.hpp +0 -543
  110. data/ext/ruby-cbc/install/include/coin/CglRedSplit.hpp +0 -448
  111. data/ext/ruby-cbc/install/include/coin/CglRedSplit2.hpp +0 -494
  112. data/ext/ruby-cbc/install/include/coin/CglRedSplit2Param.hpp +0 -495
  113. data/ext/ruby-cbc/install/include/coin/CglRedSplitParam.hpp +0 -272
  114. data/ext/ruby-cbc/install/include/coin/CglResidualCapacity.hpp +0 -240
  115. data/ext/ruby-cbc/install/include/coin/CglSimpleRounding.hpp +0 -174
  116. data/ext/ruby-cbc/install/include/coin/CglStored.hpp +0 -125
  117. data/ext/ruby-cbc/install/include/coin/CglTreeInfo.hpp +0 -180
  118. data/ext/ruby-cbc/install/include/coin/CglTwomir.hpp +0 -565
  119. data/ext/ruby-cbc/install/include/coin/CglZeroHalf.hpp +0 -133
  120. data/ext/ruby-cbc/install/include/coin/ClpAmplObjective.hpp +0 -113
  121. data/ext/ruby-cbc/install/include/coin/ClpCholeskyBase.hpp +0 -294
  122. data/ext/ruby-cbc/install/include/coin/ClpCholeskyDense.hpp +0 -162
  123. data/ext/ruby-cbc/install/include/coin/ClpConfig.h +0 -17
  124. data/ext/ruby-cbc/install/include/coin/ClpConstraint.hpp +0 -125
  125. data/ext/ruby-cbc/install/include/coin/ClpConstraintAmpl.hpp +0 -108
  126. data/ext/ruby-cbc/install/include/coin/ClpConstraintLinear.hpp +0 -110
  127. data/ext/ruby-cbc/install/include/coin/ClpConstraintQuadratic.hpp +0 -119
  128. data/ext/ruby-cbc/install/include/coin/ClpDualRowDantzig.hpp +0 -71
  129. data/ext/ruby-cbc/install/include/coin/ClpDualRowPivot.hpp +0 -129
  130. data/ext/ruby-cbc/install/include/coin/ClpDualRowSteepest.hpp +0 -153
  131. data/ext/ruby-cbc/install/include/coin/ClpDummyMatrix.hpp +0 -183
  132. data/ext/ruby-cbc/install/include/coin/ClpDynamicExampleMatrix.hpp +0 -186
  133. data/ext/ruby-cbc/install/include/coin/ClpDynamicMatrix.hpp +0 -381
  134. data/ext/ruby-cbc/install/include/coin/ClpEventHandler.hpp +0 -187
  135. data/ext/ruby-cbc/install/include/coin/ClpFactorization.hpp +0 -432
  136. data/ext/ruby-cbc/install/include/coin/ClpGubDynamicMatrix.hpp +0 -247
  137. data/ext/ruby-cbc/install/include/coin/ClpGubMatrix.hpp +0 -358
  138. data/ext/ruby-cbc/install/include/coin/ClpInterior.hpp +0 -570
  139. data/ext/ruby-cbc/install/include/coin/ClpLinearObjective.hpp +0 -103
  140. data/ext/ruby-cbc/install/include/coin/ClpMatrixBase.hpp +0 -524
  141. data/ext/ruby-cbc/install/include/coin/ClpMessage.hpp +0 -131
  142. data/ext/ruby-cbc/install/include/coin/ClpModel.hpp +0 -1307
  143. data/ext/ruby-cbc/install/include/coin/ClpNetworkMatrix.hpp +0 -229
  144. data/ext/ruby-cbc/install/include/coin/ClpNode.hpp +0 -349
  145. data/ext/ruby-cbc/install/include/coin/ClpNonLinearCost.hpp +0 -401
  146. data/ext/ruby-cbc/install/include/coin/ClpObjective.hpp +0 -134
  147. data/ext/ruby-cbc/install/include/coin/ClpPackedMatrix.hpp +0 -638
  148. data/ext/ruby-cbc/install/include/coin/ClpParameters.hpp +0 -126
  149. data/ext/ruby-cbc/install/include/coin/ClpPdcoBase.hpp +0 -103
  150. data/ext/ruby-cbc/install/include/coin/ClpPlusMinusOneMatrix.hpp +0 -290
  151. data/ext/ruby-cbc/install/include/coin/ClpPresolve.hpp +0 -299
  152. data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnDantzig.hpp +0 -72
  153. data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnPivot.hpp +0 -155
  154. data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnSteepest.hpp +0 -247
  155. data/ext/ruby-cbc/install/include/coin/ClpQuadraticObjective.hpp +0 -155
  156. data/ext/ruby-cbc/install/include/coin/ClpSimplex.hpp +0 -1797
  157. data/ext/ruby-cbc/install/include/coin/ClpSimplexDual.hpp +0 -300
  158. data/ext/ruby-cbc/install/include/coin/ClpSimplexNonlinear.hpp +0 -117
  159. data/ext/ruby-cbc/install/include/coin/ClpSimplexOther.hpp +0 -277
  160. data/ext/ruby-cbc/install/include/coin/ClpSimplexPrimal.hpp +0 -244
  161. data/ext/ruby-cbc/install/include/coin/ClpSolve.hpp +0 -446
  162. data/ext/ruby-cbc/install/include/coin/Clp_C_Interface.h +0 -525
  163. data/ext/ruby-cbc/install/include/coin/CoinAlloc.hpp +0 -176
  164. data/ext/ruby-cbc/install/include/coin/CoinBuild.hpp +0 -149
  165. data/ext/ruby-cbc/install/include/coin/CoinDenseFactorization.hpp +0 -419
  166. data/ext/ruby-cbc/install/include/coin/CoinDenseVector.hpp +0 -383
  167. data/ext/ruby-cbc/install/include/coin/CoinDistance.hpp +0 -48
  168. data/ext/ruby-cbc/install/include/coin/CoinError.hpp +0 -257
  169. data/ext/ruby-cbc/install/include/coin/CoinFactorization.hpp +0 -2044
  170. data/ext/ruby-cbc/install/include/coin/CoinFileIO.hpp +0 -166
  171. data/ext/ruby-cbc/install/include/coin/CoinFinite.hpp +0 -34
  172. data/ext/ruby-cbc/install/include/coin/CoinFloatEqual.hpp +0 -177
  173. data/ext/ruby-cbc/install/include/coin/CoinHelperFunctions.hpp +0 -1111
  174. data/ext/ruby-cbc/install/include/coin/CoinIndexedVector.hpp +0 -1164
  175. data/ext/ruby-cbc/install/include/coin/CoinLpIO.hpp +0 -805
  176. data/ext/ruby-cbc/install/include/coin/CoinMessage.hpp +0 -96
  177. data/ext/ruby-cbc/install/include/coin/CoinMessageHandler.hpp +0 -666
  178. data/ext/ruby-cbc/install/include/coin/CoinModel.hpp +0 -1054
  179. data/ext/ruby-cbc/install/include/coin/CoinModelUseful.hpp +0 -441
  180. data/ext/ruby-cbc/install/include/coin/CoinMpsIO.hpp +0 -1056
  181. data/ext/ruby-cbc/install/include/coin/CoinOslFactorization.hpp +0 -280
  182. data/ext/ruby-cbc/install/include/coin/CoinPackedMatrix.hpp +0 -947
  183. data/ext/ruby-cbc/install/include/coin/CoinPackedVector.hpp +0 -657
  184. data/ext/ruby-cbc/install/include/coin/CoinPackedVectorBase.hpp +0 -269
  185. data/ext/ruby-cbc/install/include/coin/CoinParam.hpp +0 -644
  186. data/ext/ruby-cbc/install/include/coin/CoinPragma.hpp +0 -26
  187. data/ext/ruby-cbc/install/include/coin/CoinPresolveDoubleton.hpp +0 -73
  188. data/ext/ruby-cbc/install/include/coin/CoinPresolveDual.hpp +0 -85
  189. data/ext/ruby-cbc/install/include/coin/CoinPresolveDupcol.hpp +0 -226
  190. data/ext/ruby-cbc/install/include/coin/CoinPresolveEmpty.hpp +0 -116
  191. data/ext/ruby-cbc/install/include/coin/CoinPresolveFixed.hpp +0 -181
  192. data/ext/ruby-cbc/install/include/coin/CoinPresolveForcing.hpp +0 -61
  193. data/ext/ruby-cbc/install/include/coin/CoinPresolveImpliedFree.hpp +0 -60
  194. data/ext/ruby-cbc/install/include/coin/CoinPresolveIsolated.hpp +0 -51
  195. data/ext/ruby-cbc/install/include/coin/CoinPresolveMatrix.hpp +0 -1842
  196. data/ext/ruby-cbc/install/include/coin/CoinPresolveMonitor.hpp +0 -105
  197. data/ext/ruby-cbc/install/include/coin/CoinPresolvePsdebug.hpp +0 -166
  198. data/ext/ruby-cbc/install/include/coin/CoinPresolveSingleton.hpp +0 -112
  199. data/ext/ruby-cbc/install/include/coin/CoinPresolveSubst.hpp +0 -101
  200. data/ext/ruby-cbc/install/include/coin/CoinPresolveTighten.hpp +0 -55
  201. data/ext/ruby-cbc/install/include/coin/CoinPresolveTripleton.hpp +0 -66
  202. data/ext/ruby-cbc/install/include/coin/CoinPresolveUseless.hpp +0 -63
  203. data/ext/ruby-cbc/install/include/coin/CoinPresolveZeros.hpp +0 -60
  204. data/ext/ruby-cbc/install/include/coin/CoinRational.hpp +0 -44
  205. data/ext/ruby-cbc/install/include/coin/CoinSearchTree.hpp +0 -465
  206. data/ext/ruby-cbc/install/include/coin/CoinShallowPackedVector.hpp +0 -148
  207. data/ext/ruby-cbc/install/include/coin/CoinSignal.hpp +0 -117
  208. data/ext/ruby-cbc/install/include/coin/CoinSimpFactorization.hpp +0 -431
  209. data/ext/ruby-cbc/install/include/coin/CoinSmartPtr.hpp +0 -528
  210. data/ext/ruby-cbc/install/include/coin/CoinSnapshot.hpp +0 -476
  211. data/ext/ruby-cbc/install/include/coin/CoinSort.hpp +0 -678
  212. data/ext/ruby-cbc/install/include/coin/CoinStructuredModel.hpp +0 -247
  213. data/ext/ruby-cbc/install/include/coin/CoinTime.hpp +0 -310
  214. data/ext/ruby-cbc/install/include/coin/CoinTypes.hpp +0 -64
  215. data/ext/ruby-cbc/install/include/coin/CoinUtility.hpp +0 -19
  216. data/ext/ruby-cbc/install/include/coin/CoinUtilsConfig.h +0 -34
  217. data/ext/ruby-cbc/install/include/coin/CoinWarmStart.hpp +0 -58
  218. data/ext/ruby-cbc/install/include/coin/CoinWarmStartBasis.hpp +0 -456
  219. data/ext/ruby-cbc/install/include/coin/CoinWarmStartDual.hpp +0 -166
  220. data/ext/ruby-cbc/install/include/coin/CoinWarmStartPrimalDual.hpp +0 -211
  221. data/ext/ruby-cbc/install/include/coin/CoinWarmStartVector.hpp +0 -488
  222. data/ext/ruby-cbc/install/include/coin/Coin_C_defines.h +0 -115
  223. data/ext/ruby-cbc/install/include/coin/Idiot.hpp +0 -298
  224. data/ext/ruby-cbc/install/include/coin/OsiAuxInfo.hpp +0 -206
  225. data/ext/ruby-cbc/install/include/coin/OsiBranchingObject.hpp +0 -1005
  226. data/ext/ruby-cbc/install/include/coin/OsiCbcSolverInterface.hpp +0 -764
  227. data/ext/ruby-cbc/install/include/coin/OsiChooseVariable.hpp +0 -534
  228. data/ext/ruby-cbc/install/include/coin/OsiClpSolverInterface.hpp +0 -1509
  229. data/ext/ruby-cbc/install/include/coin/OsiColCut.hpp +0 -324
  230. data/ext/ruby-cbc/install/include/coin/OsiCollections.hpp +0 -35
  231. data/ext/ruby-cbc/install/include/coin/OsiConfig.h +0 -19
  232. data/ext/ruby-cbc/install/include/coin/OsiCut.hpp +0 -245
  233. data/ext/ruby-cbc/install/include/coin/OsiCuts.hpp +0 -474
  234. data/ext/ruby-cbc/install/include/coin/OsiPresolve.hpp +0 -252
  235. data/ext/ruby-cbc/install/include/coin/OsiRowCut.hpp +0 -331
  236. data/ext/ruby-cbc/install/include/coin/OsiRowCutDebugger.hpp +0 -187
  237. data/ext/ruby-cbc/install/include/coin/OsiSolverBranch.hpp +0 -152
  238. data/ext/ruby-cbc/install/include/coin/OsiSolverInterface.hpp +0 -2143
  239. data/ext/ruby-cbc/install/include/coin/OsiSolverParameters.hpp +0 -142
  240. data/ext/ruby-cbc/install/include/coin/OsiUnitTests.hpp +0 -374
  241. data/ext/ruby-cbc/install/lib/libCbc.la +0 -35
  242. data/ext/ruby-cbc/install/lib/libCbc.so +0 -0
  243. data/ext/ruby-cbc/install/lib/libCbc.so.3 +0 -0
  244. data/ext/ruby-cbc/install/lib/libCbc.so.3.9.7 +0 -0
  245. data/ext/ruby-cbc/install/lib/libCbcSolver.la +0 -35
  246. data/ext/ruby-cbc/install/lib/libCbcSolver.so +0 -0
  247. data/ext/ruby-cbc/install/lib/libCbcSolver.so.3 +0 -0
  248. data/ext/ruby-cbc/install/lib/libCbcSolver.so.3.9.7 +0 -0
  249. data/ext/ruby-cbc/install/lib/libCgl.la +0 -35
  250. data/ext/ruby-cbc/install/lib/libCgl.so +0 -0
  251. data/ext/ruby-cbc/install/lib/libCgl.so.1 +0 -0
  252. data/ext/ruby-cbc/install/lib/libCgl.so.1.9.7 +0 -0
  253. data/ext/ruby-cbc/install/lib/libClp.la +0 -35
  254. data/ext/ruby-cbc/install/lib/libClp.so +0 -0
  255. data/ext/ruby-cbc/install/lib/libClp.so.1 +0 -0
  256. data/ext/ruby-cbc/install/lib/libClp.so.1.13.9 +0 -0
  257. data/ext/ruby-cbc/install/lib/libClpSolver.la +0 -35
  258. data/ext/ruby-cbc/install/lib/libClpSolver.so +0 -0
  259. data/ext/ruby-cbc/install/lib/libClpSolver.so.1 +0 -0
  260. data/ext/ruby-cbc/install/lib/libClpSolver.so.1.13.9 +0 -0
  261. data/ext/ruby-cbc/install/lib/libCoinUtils.la +0 -35
  262. data/ext/ruby-cbc/install/lib/libCoinUtils.so +0 -0
  263. data/ext/ruby-cbc/install/lib/libCoinUtils.so.3 +0 -0
  264. data/ext/ruby-cbc/install/lib/libCoinUtils.so.3.10.11 +0 -0
  265. data/ext/ruby-cbc/install/lib/libOsi.la +0 -35
  266. data/ext/ruby-cbc/install/lib/libOsi.so +0 -0
  267. data/ext/ruby-cbc/install/lib/libOsi.so.1 +0 -0
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@@ -1,448 +0,0 @@
1
- // Last edit: 4/20/07
2
- //
3
- // Name: CglRedSplit.hpp
4
- // Author: Francois Margot
5
- // Tepper School of Business
6
- // Carnegie Mellon University, Pittsburgh, PA 15213
7
- // email: fmargot@andrew.cmu.edu
8
- // Date: 2/6/05
9
- //
10
- // $Id: CglRedSplit.hpp 1119 2013-04-06 20:24:18Z stefan $
11
- //-----------------------------------------------------------------------------
12
- // Copyright (C) 2005, Francois Margot and others. All Rights Reserved.
13
- // This code is licensed under the terms of the Eclipse Public License (EPL).
14
-
15
- #ifndef CglRedSplit_H
16
- #define CglRedSplit_H
17
-
18
- #include "CglCutGenerator.hpp"
19
- #include "CglRedSplitParam.hpp"
20
-
21
- /** Gomory Reduce-and-Split Cut Generator Class; See method generateCuts().
22
- Based on the paper by K. Anderson, G. Cornuejols, Yanjun Li,
23
- "Reduce-and-Split Cuts: Improving the Performance of Mixed Integer
24
- Gomory Cuts", Management Science 51 (2005). */
25
-
26
- class CglRedSplit : public CglCutGenerator {
27
-
28
- friend void CglRedSplitUnitTest(const OsiSolverInterface * siP,
29
- const std::string mpdDir);
30
- public:
31
- /**@name generateCuts */
32
- //@{
33
- /** Generate Reduce-and-Split Mixed Integer Gomory cuts
34
- for the model of the solver interface si.
35
-
36
- Insert the generated cuts into OsiCuts cs.
37
-
38
- Warning: This generator currently works only with the Lp solvers Clp or
39
- Cplex9.0 or higher. It requires access to the optimal tableau and
40
- optimal basis inverse and makes assumptions on the way slack variables
41
- are added by the solver. The Osi implementations for Clp and Cplex
42
- verify these assumptions.
43
-
44
- When calling the generator, the solver interface si
45
- must contain an optimized
46
- problem and information related to the optimal basis must be available
47
- through the OsiSolverInterface methods (si->optimalBasisIsAvailable()
48
- must return 'true'). It is also essential that the integrality of
49
- structural variable i can be obtained using si->isInteger(i).
50
-
51
- Reduce-and-Split cuts are variants of Gomory cuts: Starting from
52
- the current optimal tableau, linear combinations of the rows of
53
- the current optimal simplex tableau are used for generating Gomory
54
- cuts. The choice of the linear combinations is driven by the objective
55
- of reducing the coefficients of the non basic continuous variables
56
- in the resulting row.
57
- Note that this generator might not be able to generate cuts for some
58
- solutions violating integrality constraints.
59
-
60
- */
61
- virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
62
- const CglTreeInfo info = CglTreeInfo());
63
-
64
- /// Return true if needs optimal basis to do cuts (will return true)
65
- virtual bool needsOptimalBasis() const;
66
- //@}
67
-
68
-
69
- /**@name Public Methods */
70
- //@{
71
-
72
- // Set the parameters to the values of the given CglRedSplitParam object.
73
- void setParam(const CglRedSplitParam &source);
74
- // Return the CglRedSplitParam object of the generator.
75
- inline CglRedSplitParam getParam() const {return param;}
76
-
77
- // Compute entries of low_is_lub and up_is_lub.
78
- void compute_is_lub();
79
-
80
- // Compute entries of is_integer.
81
- void compute_is_integer();
82
-
83
- /// Set given_optsol to the given optimal solution given_sol.
84
- /// If given_optsol is set using this method,
85
- /// the code will stop as soon as
86
- /// a generated cut is violated by the given solution; exclusively
87
- /// for debugging purposes.
88
- void set_given_optsol(const double *given_sol, const int card_sol);
89
-
90
- /// Print some of the data members
91
- void print() const;
92
-
93
- /// Print the current simplex tableau
94
- void printOptTab(OsiSolverInterface *solver) const;
95
-
96
- //@}
97
-
98
- /**@name Public Methods (soon to be obsolete)*/
99
- //@{
100
- //************************************************************
101
- // TO BE REMOVED
102
- /** Set limit, the maximum number of non zero coefficients in generated cut;
103
- Default: 50 */
104
- void setLimit(int limit);
105
- /** Get value of limit */
106
- int getLimit() const;
107
-
108
- /** Set away, the minimum distance from being integer used for selecting
109
- rows for cut generation; all rows whose pivot variable should be
110
- integer but is more than away from integrality will be selected;
111
- Default: 0.05 */
112
- void setAway(double value);
113
- /// Get value of away
114
- double getAway() const;
115
- /** Set the value of LUB, value considered large for the absolute value of
116
- a lower or upper bound on a variable;
117
- Default: 1000 */
118
- void setLUB(double value);
119
- /** Get the value of LUB */
120
- double getLUB() const;
121
-
122
- /** Set the value of EPS, epsilon for double computations;
123
- Default: 1e-7 */
124
- void setEPS(double value);
125
- /** Get the value of EPS */
126
- double getEPS() const;
127
-
128
- /** Set the value of EPS_COEFF, epsilon for values of coefficients;
129
- Default: 1e-8 */
130
- void setEPS_COEFF(double value);
131
- /** Get the value of EPS_COEFF */
132
- double getEPS_COEFF() const;
133
-
134
- /** Set the value of EPS_COEFF_LUB, epsilon for values of coefficients for
135
- variables with absolute value of lower or upper bound larger than LUB;
136
- Default: 1e-13 */
137
- void setEPS_COEFF_LUB(double value);
138
- /** Get the value of EPS_COEFF_LUB */
139
- double getEPS_COEFF_LUB() const;
140
-
141
- /** Set the value of EPS_RELAX, value used for relaxing the right hand side
142
- of each generated cut;
143
- Default: 1e-8 */
144
- void setEPS_RELAX(double value);
145
- /** Get the value of EPS_RELAX */
146
- double getEPS_RELAX() const;
147
-
148
- /** Set the value of normIsZero, the threshold for considering a norm to be
149
- 0; Default: 1e-5 */
150
- void setNormIsZero(double value);
151
- /** Get the value of normIsZero */
152
- double getNormIsZero() const;
153
-
154
- /** Set the value of minReduc, threshold for relative norm improvement for
155
- performing a reduction; Default: 0.05 */
156
- void setMinReduc(double value);
157
- /// Get the value of minReduc
158
- double getMinReduc() const;
159
-
160
- /** Set the maximum allowed value for (mTab * mTab * CoinMax(mTab, nTab)) where
161
- mTab is the number of rows used in the combinations and nTab is the
162
- number of continuous non basic variables. The work of the generator is
163
- proportional to (mTab * mTab * CoinMax(mTab, nTab)). Reducing the value of
164
- maxTab makes the generator faster, but weaker. Default: 1e7. */
165
- void setMaxTab(double value);
166
- /// Get the value of maxTab
167
- double getMaxTab() const;
168
- // END TO BE REMOVED
169
- //************************************************************
170
-
171
- //@}
172
-
173
- /**@name Constructors and destructors */
174
- //@{
175
- /// Default constructor
176
- CglRedSplit();
177
-
178
- /// Constructor with specified parameters
179
- CglRedSplit(const CglRedSplitParam &RS_param);
180
-
181
- /// Copy constructor
182
- CglRedSplit (const CglRedSplit &);
183
-
184
- /// Clone
185
- virtual CglCutGenerator * clone() const;
186
-
187
- /// Assignment operator
188
- CglRedSplit &
189
- operator=(
190
- const CglRedSplit& rhs);
191
-
192
- /// Destructor
193
- virtual
194
- ~CglRedSplit ();
195
- /// Create C++ lines to get to current state
196
- virtual std::string generateCpp( FILE * fp);
197
- //@}
198
-
199
- private:
200
-
201
- // Private member methods
202
-
203
- /**@name Private member methods */
204
-
205
- //@{
206
-
207
- // Method generating the cuts after all CglRedSplit members are properly set.
208
- void generateCuts(OsiCuts & cs);
209
-
210
- /// Compute the fractional part of value, allowing for small error.
211
- inline double rs_above_integer(double value);
212
-
213
- /// Perform row r1 of pi := row r1 of pi - step * row r2 of pi.
214
- void update_pi_mat(int r1, int r2, int step);
215
-
216
- /// Perform row r1 of tab := row r1 of tab - step * row r2 of tab.
217
- void update_redTab(int r1, int r2, int step);
218
-
219
- /// Find optimal integer step for changing row r1 by adding to it a
220
- /// multiple of another row r2.
221
- void find_step(int r1, int r2, int *step,
222
- double *reduc, double *norm);
223
-
224
- /// Test if an ordered pair of rows yields a reduction. Perform the
225
- /// reduction if it is acceptable.
226
- int test_pair(int r1, int r2, double *norm);
227
-
228
- /// Reduce rows of contNonBasicTab.
229
- void reduce_contNonBasicTab();
230
-
231
- /// Generate a row of the current LP tableau.
232
- void generate_row(int index_row, double *row);
233
-
234
- /// Generate a mixed integer Chvatal-Gomory cut, when all non basic
235
- /// variables are non negative and at their lower bound.
236
- int generate_cgcut(double *row, double *rhs);
237
-
238
- /// Generate a mixed integer Chvatal-Gomory cut, when all non basic
239
- /// variables are non negative and at their lower bound (different formula)
240
- int generate_cgcut_2(int basic_ind, double *row, double *rhs);
241
-
242
- /// Use multiples of the initial inequalities to cancel out the coefficients
243
- /// of the slack variables.
244
- void eliminate_slacks(double *row,
245
- const double *elements,
246
- const int *start,
247
- const int *indices,
248
- const int *rowLength,
249
- const double *rhs, double *rowrhs);
250
-
251
- /// Change the sign of the coefficients of the continuous non basic
252
- /// variables at their upper bound.
253
- void flip(double *row);
254
-
255
- /// Change the sign of the coefficients of the continuous non basic
256
- /// variables at their upper bound and do the translations restoring
257
- /// the original bounds. Modify the right hand side
258
- /// accordingly.
259
- void unflip(double *row, double *rowrhs, double *slack_val);
260
-
261
- /// Return the scale factor for the row.
262
- /// Compute max_coeff: maximum absolute value of the coefficients.
263
- /// Compute min_coeff: minimum absolute value of the coefficients
264
- /// larger than EPS_COEFF.
265
- /// Return -1 if max_coeff < EPS_COEFF or if max_coeff/min_coeff > MAXDYN
266
- /// or MAXDYN_LUB (depending if the row has a non zero coeff. for a variable
267
- /// with large lower/upper bound) */.
268
- double row_scale_factor(double *row);
269
-
270
- /// Generate the packed cut from the row representation.
271
- int generate_packed_row(const double *xlp, double *row,
272
- int *rowind, double *rowelem,
273
- int *card_row, double & rhs);
274
-
275
- /// Check that the generated cuts do not cut a given optimal solution.
276
- void check_optsol(const int calling_place,
277
- const double *xlp, const double *slack_val,
278
- const int do_flip);
279
-
280
- /// Check that the generated cuts do not cut a given optimal solution.
281
- void check_optsol(const int calling_place,
282
- const double *xlp, const double *slack_val,
283
- const double *ck_row, const double ck_rhs,
284
- const int cut_number, const int do_flip);
285
-
286
- // Check that two vectors are different.
287
- bool rs_are_different_vectors(const int *vect1,
288
- const int *vect2,
289
- const int dim);
290
-
291
- // Check that two vectors are different.
292
- bool rs_are_different_vectors(const double *vect1,
293
- const double *vect2,
294
- const int dim);
295
-
296
- // Check that two matrices are different.
297
- bool rs_are_different_matrices(const CoinPackedMatrix *mat1,
298
- const CoinPackedMatrix *mat2,
299
- const int nmaj,
300
- const int nmin);
301
- //@}
302
-
303
-
304
- // Private member data
305
-
306
- /**@name Private member data */
307
-
308
- //@{
309
-
310
- /// Object with CglRedSplitParam members.
311
- CglRedSplitParam param;
312
-
313
- /// Number of rows ( = number of slack variables) in the current LP.
314
- int nrow;
315
-
316
- /// Number of structural variables in the current LP.
317
- int ncol;
318
-
319
- /// Lower bounds for structural variables
320
- const double *colLower;
321
-
322
- /// Upper bounds for structural variables
323
- const double *colUpper;
324
-
325
- /// Lower bounds for constraints
326
- const double *rowLower;
327
-
328
- /// Upper bounds for constraints
329
- const double *rowUpper;
330
-
331
- /// Righ hand side for constraints (upper bound for ranged constraints).
332
- const double *rowRhs;
333
-
334
- /// Number of integer basic structural variables that are fractional in the
335
- /// current lp solution (at least param.away_ from being integer).
336
- int card_intBasicVar_frac;
337
-
338
- /// Number of integer non basic structural variables in the
339
- /// current lp solution.
340
- int card_intNonBasicVar;
341
-
342
- /// Number of continuous non basic variables (structural or slack) in the
343
- /// current lp solution.
344
- int card_contNonBasicVar;
345
-
346
- /// Number of non basic variables (structural or slack) at their
347
- /// upper bound in the current lp solution.
348
- int card_nonBasicAtUpper;
349
-
350
- /// Number of non basic variables (structural or slack) at their
351
- /// lower bound in the current lp solution.
352
- int card_nonBasicAtLower;
353
-
354
- /// Characteristic vector for integer basic structural variables
355
- /// with non integer value in the current lp solution.
356
- int *cv_intBasicVar_frac;
357
-
358
- /// List of integer structural basic variables
359
- /// (in order of pivot in selected rows for cut generation).
360
- int *intBasicVar_frac;
361
-
362
- /// List of integer structural non basic variables.
363
- int *intNonBasicVar;
364
-
365
- /// List of continuous non basic variables (structural or slack).
366
- // slacks are considered continuous (no harm if this is not the case).
367
- int *contNonBasicVar;
368
-
369
- /// List of non basic variables (structural or slack) at their
370
- /// upper bound.
371
- int *nonBasicAtUpper;
372
-
373
- /// List of non basic variables (structural or slack) at their lower
374
- /// bound.
375
- int *nonBasicAtLower;
376
-
377
- /// Number of rows in the reduced tableau (= card_intBasicVar_frac).
378
- int mTab;
379
-
380
- /// Number of columns in the reduced tableau (= card_contNonBasicVar)
381
- int nTab;
382
-
383
- /// Tableau of multipliers used to alter the rows used in generation.
384
- /// Dimensions: mTab by mTab. Initially, pi_mat is the identity matrix.
385
- int **pi_mat;
386
-
387
- /// Current tableau for continuous non basic variables (structural or slack).
388
- /// Only rows used for generation.
389
- /// Dimensions: mTab by nTab.
390
- double **contNonBasicTab;
391
-
392
- /// Current tableau for integer non basic structural variables.
393
- /// Only rows used for generation.
394
- // Dimensions: mTab by card_intNonBasicVar.
395
- double **intNonBasicTab;
396
-
397
- /// Right hand side of the tableau.
398
- /// Only rows used for generation.
399
- double *rhsTab ;
400
-
401
- /// Given optimal solution that should not be cut; only for debug.
402
- const double *given_optsol;
403
-
404
- /// Number of entries in given_optsol.
405
- int card_given_optsol;
406
-
407
- /// Characteristic vectors of structural integer variables or continuous
408
- /// variables currently fixed to integer values.
409
- int *is_integer;
410
-
411
- /// Characteristic vector of the structural variables whose lower bound
412
- /// in absolute value is larger than LUB.
413
- int *low_is_lub;
414
-
415
- /// Characteristic vector of the structural variables whose upper bound
416
- /// in absolute value is larger than LUB.
417
- int *up_is_lub;
418
-
419
- /// Pointer on solver. Reset by each call to generateCuts().
420
- OsiSolverInterface *solver;
421
-
422
- /// Pointer on point to separate. Reset by each call to generateCuts().
423
- const double *xlp;
424
-
425
- /// Pointer on row activity. Reset by each call to generateCuts().
426
- const double *rowActivity;
427
-
428
- /// Pointer on column type. Reset by each call to generateCuts().
429
- const char *colType;
430
-
431
- /// Pointer on matrix of coefficient ordered by rows.
432
- /// Reset by each call to generateCuts().
433
- const CoinPackedMatrix *byRow;
434
-
435
- //@}
436
- };
437
-
438
- //#############################################################################
439
- /** A function that tests the methods in the CglRedSplit class. The
440
- only reason for it not to be a member method is that this way it doesn't
441
- have to be compiled into the library. And that's a gain, because the
442
- library should be compiled with optimization on, but this method should be
443
- compiled with debugging. */
444
- void CglRedSplitUnitTest(const OsiSolverInterface * siP,
445
- const std::string mpdDir );
446
-
447
-
448
- #endif
@@ -1,494 +0,0 @@
1
- // Last edit: 04/03/10
2
- //
3
- // Name: CglRedSplit2.hpp
4
- // Author: Giacomo Nannicini
5
- // Singapore University of Technology and Design
6
- // Singapore
7
- // email: nannicini@sutd.edu.sg
8
- // based on CglRedSplit by Francois Margot
9
- // Date: 03/09/09
10
- //-----------------------------------------------------------------------------
11
- // Copyright (C) 2010, Giacomo Nannicini and others. All Rights Reserved.
12
-
13
- #ifndef CglRedSplit2_H
14
- #define CglRedSplit2_H
15
-
16
- #include "CglCutGenerator.hpp"
17
- #include "CglRedSplit2Param.hpp"
18
- #include "CoinWarmStartBasis.hpp"
19
- #include "CoinHelperFunctions.hpp"
20
- #include "CoinTime.hpp"
21
-
22
- /** Reduce-and-Split Cut Generator Class; See method generateCuts().
23
- Based on the papers "Practical strategies for generating rank-1
24
- split cuts in mixed-integer linear programming" by G. Cornuejols
25
- and G. Nannicini, published on Mathematical Programming
26
- Computation, and "Combining Lift-and-Project and Reduce-and-Split"
27
- by E. Balas, G. Cornuejols, T. Kis and G. Nannicini, published on
28
- INFORMS Journal on Computing. Part of this code is based on
29
- CglRedSplit by F. Margot. */
30
-
31
- class CglRedSplit2 : public CglCutGenerator {
32
-
33
- friend void CglRedSplit2UnitTest(const OsiSolverInterface * siP,
34
- const std::string mpdDir);
35
- public:
36
- /**@name generateCuts */
37
- //@{
38
- /** Generate Reduce-and-Split Mixed Integer Gomory cuts
39
- for the model of the solver interface si.
40
-
41
- Insert the generated cuts into OsiCuts cs.
42
-
43
- This generator currently works only with the Lp solvers Clp or
44
- Cplex9.0 or higher. It requires access to the optimal tableau
45
- and optimal basis inverse and makes assumptions on the way slack
46
- variables are added by the solver. The Osi implementations for
47
- Clp and Cplex verify these assumptions.
48
-
49
- When calling the generator, the solver interface si must contain
50
- an optimized problem and information related to the optimal
51
- basis must be available through the OsiSolverInterface methods
52
- (si->optimalBasisIsAvailable() must return 'true'). It is also
53
- essential that the integrality of structural variable i can be
54
- obtained using si->isInteger(i).
55
-
56
- Reduce-and-Split cuts are a class of split cuts. We compute
57
- linear combinations of the rows of the simplex tableau, trying
58
- to reduce some of the coefficients on the nonbasic continuous
59
- columns. We have a large number of heuristics to choose which
60
- coefficients should be reduced, and by using which rows. The
61
- paper explains everything in detail.
62
-
63
- Note that this generator can potentially generate a huge number
64
- of cuts, depending on how it is parametered. Default parameters
65
- should be good for most situations; if you want to go heavy on
66
- split cuts, use more row selection strategies or a different
67
- number of rows in the linear combinations. Again, look at the
68
- paper for details. If you want to generate a small number of
69
- cuts, default parameters are not the best choice.
70
-
71
- A combination of Reduce-and-Split with Lift & Project is
72
- described in the paper "Combining Lift-and-Project and
73
- Reduce-and-Split". The Reduce-and-Split code for the
74
- implementation used in that paper is included here.
75
-
76
- This generator does not generate the same cuts as CglRedSplit,
77
- therefore both generators can be used in conjunction.
78
-
79
- */
80
-
81
- virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs,
82
- const CglTreeInfo info = CglTreeInfo());
83
-
84
- /// Return true if needs optimal basis to do cuts (will return true)
85
- virtual bool needsOptimalBasis() const;
86
-
87
- // Generate the row multipliers computed by Reduce-and-Split from the
88
- // given OsiSolverInterface. The multipliers are written in lambda;
89
- // lambda should be of size nrow*maxNumMultipliers. We generate at most
90
- // maxNumMultipliers m-vectors of row multipliers, and return the number
91
- // of m-vectors that were generated.
92
- // If the caller wants to know which variables are basic in each row
93
- // (same order as lambda), basicVariables should be non-NULL (size nrow).
94
- // This method can also generate the cuts corresponding to the multipliers
95
- // returned; it suffices to pass non-NULL OsiCuts.
96
- // This method is not needed by the typical user; however, it is useful
97
- // in the context of generating Lift & Project cuts.
98
- int generateMultipliers(const OsiSolverInterface& si, int* lambda,
99
- int maxNumMultipliers, int* basicVariables = NULL,
100
- OsiCuts* cs = NULL);
101
-
102
- // Try to improve a Lift & Project cut, by employing the
103
- // Reduce-and-Split procedure. We start from a row of a L&P tableau,
104
- // and generate a cut trying to reduce the coefficients on the
105
- // nonbasic variables. Note that this L&P tableau will in general
106
- // have nonbasic variables which are nonzero in the point that we
107
- // want to cut off, so we should be careful. Arguments:
108
- // OsiSolverInterface which contains the simplex tableau, initial
109
- // row from which the cut is derived, row rhs, row number of the
110
- // source row (if it is in the simplex tableau; otherwise, a
111
- // negative number; needed to avoid using duplicate rows), point
112
- // that we want to cut off (note: this is NOT a basic solution for
113
- // the OsiSolverInterace!), list of variables which are basic in
114
- // xbar but are nonbasic in the OsiSolverInterface. The computed cut
115
- // is written in OsiRowCut* cs. Finally, if a starting disjunction
116
- // is provided in the vector lambda (of size ncols, i.e. a
117
- // disjunction on the structural variables), the disjunction is
118
- // modified according to the cut which is produced.
119
- int tiltLandPcut(const OsiSolverInterface* si, double* row,
120
- double rowRhs, int rownumber, const double* xbar,
121
- const int* newnonbasics, OsiRowCut* cs, int* lambda = NULL);
122
-
123
- //@}
124
-
125
-
126
- /**@name Public Methods */
127
- //@{
128
-
129
- // Set the parameters to the values of the given CglRedSplit2Param object.
130
- void setParam(const CglRedSplit2Param &source);
131
- // Return the CglRedSplit2Param object of the generator.
132
- inline CglRedSplit2Param& getParam() {return param;}
133
-
134
- /// Print some of the data members; used for debugging
135
- void print() const;
136
-
137
- /// Print the current simplex tableau
138
- void printOptTab(OsiSolverInterface *solver) const;
139
-
140
- //@}
141
-
142
- /**@name Constructors and destructors */
143
- //@{
144
- /// Default constructor
145
- CglRedSplit2();
146
-
147
- /// Constructor with specified parameters
148
- CglRedSplit2(const CglRedSplit2Param &RS_param);
149
-
150
- /// Copy constructor
151
- CglRedSplit2(const CglRedSplit2 &);
152
-
153
- /// Clone
154
- virtual CglCutGenerator * clone() const;
155
-
156
- /// Assignment operator
157
- CglRedSplit2 & operator=(const CglRedSplit2& rhs);
158
-
159
- /// Destructor
160
- virtual ~CglRedSplit2 ();
161
-
162
- //@}
163
-
164
- private:
165
-
166
- // Private member methods
167
-
168
- /**@name Private member methods */
169
-
170
- //@{
171
-
172
- // Method generating the cuts after all CglRedSplit2 members are
173
- // properly set. This does the actual work. Returns the number of
174
- // generated cuts (or multipliers).
175
- // Will generate cuts if cs != NULL, and will generate multipliers
176
- // if lambda != NULL.
177
- int generateCuts(OsiCuts* cs, int maxNumCuts, int* lambda = NULL);
178
-
179
- /// Compute the fractional part of value, allowing for small error.
180
- inline double rs_above_integer(const double value) const;
181
-
182
- /// Fill workNonBasicTab, depending on the column selection strategy.
183
- /// Accepts a list of variables indices that should be ignored; by
184
- /// default, this list is empty (it is only used by Lift & Project).
185
- /// The list ignore_list contains -1 as the last element.
186
- /// Note that the implementation of the ignore_list is not very efficient
187
- /// if the list is long, so it should be used only if its short.
188
- void fill_workNonBasicTab(CglRedSplit2Param::ColumnSelectionStrategy
189
- strategy, const int* ignore_list = NULL);
190
-
191
- /// Fill workNonBasicTab, alternate version for Lift & Project: also
192
- /// reduces columns which are now nonbasic but are basic in xbar.
193
- /// This function should be called only when CglRedSplit2 is used in
194
- /// conjunction with CglLandP to generate L&P+RS cuts.
195
- void fill_workNonBasicTab(const int* newnonbasics, const double* xbar,
196
- CglRedSplit2Param::ColumnScalingStrategy scaling);
197
-
198
- /// Reduce rows of workNonBasicTab, i.e. compute integral linear
199
- /// combinations of the rows in order to reduce row coefficients on
200
- /// workNonBasicTab
201
- void reduce_workNonBasicTab(int numRows,
202
- CglRedSplit2Param::RowSelectionStrategy
203
- rowSelectionStrategy,
204
- 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,
283
- int numElemList, const double* multipliers) const;
284
-
285
- // Compute the list of rows that should be used to reduce row #rowIndex
286
- int get_list_rows_reduction(int rowIndex, int numRowsReduction,
287
- int* list, const double* norm,
288
- CglRedSplit2Param::RowSelectionStrategy
289
- rowSelectionStrategy) const;
290
-
291
- // Sorts the rows by increasing number of nonzeroes with respect to a given
292
- // row (rowIndex), on the nonbasic variables (whichTab == 0 means only
293
- // integer, whichTab == 1 means only workTab, whichTab == 2 means both).
294
- // The array for sorting must be allocated (and deleted) by caller.
295
- // Corresponds to BRS1 in the paper.
296
- int sort_rows_by_nonzeroes(struct sortElement* array, int rowIndex,
297
- int maxRows, int whichTab) const;
298
-
299
- // Greedy variant of the previous function; slower but typically
300
- // more effective. Corresponds to BRS2 in the paper.
301
- int sort_rows_by_nonzeroes_greedy(struct sortElement* array, int rowIndex,
302
- int maxRows, int whichTab) const;
303
-
304
- // Sorts the rows by decreasing absolute value of the cosine of the
305
- // angle with respect to a given row (rowIndex), on the nonbasic
306
- // variables (whichTab == 0 means only integer, whichTab == 1 means
307
- // only workTab, whichTab == 2 means both). The array for sorting
308
- // must be allocated (and deleted) by caller. Very effective
309
- // strategy in practice. Corresponds to BRS3 in the paper.
310
- int sort_rows_by_cosine(struct sortElement* array, int rowIndex,
311
- int maxRows, int whichTab) const;
312
-
313
- // Did we hit the time limit?
314
- inline bool checkTime() const{
315
- if ((CoinCpuTime() - startTime) < param.getTimeLimit()){
316
- return true;
317
- }
318
- return false;
319
- }
320
-
321
- //@}
322
-
323
-
324
- // Private member data
325
-
326
- /**@name Private member data */
327
-
328
- //@{
329
-
330
- /// Object with CglRedSplit2Param members.
331
- CglRedSplit2Param param;
332
-
333
- /// Number of rows ( = number of slack variables) in the current LP.
334
- int nrow;
335
-
336
- /// Number of structural variables in the current LP.
337
- int ncol;
338
-
339
- /// Number of rows which have been reduced
340
- int numRedRows;
341
-
342
- /// Lower bounds for structural variables
343
- const double *colLower;
344
-
345
- /// Upper bounds for structural variables
346
- const double *colUpper;
347
-
348
- /// Lower bounds for constraints
349
- const double *rowLower;
350
-
351
- /// Upper bounds for constraints
352
- const double *rowUpper;
353
-
354
- /// Righ hand side for constraints (upper bound for ranged constraints).
355
- const double *rowRhs;
356
-
357
- /// Reduced costs for columns
358
- const double *reducedCost;
359
-
360
- /// Row price
361
- const double *rowPrice;
362
-
363
- /// Objective coefficients
364
- const double* objective;
365
-
366
- /// Number of integer basic structural variables
367
- int card_intBasicVar;
368
-
369
- /// Number of integer basic structural variables that are fractional in the
370
- /// current lp solution (at least param.away_ from being integer).
371
- int card_intBasicVar_frac;
372
-
373
- /// Number of integer non basic structural variables in the
374
- /// current lp solution.
375
- int card_intNonBasicVar;
376
-
377
- /// Number of continuous non basic variables (structural or slack) in the
378
- /// current lp solution.
379
- int card_contNonBasicVar;
380
-
381
- /// Number of continuous non basic variables (structural or slack) in the
382
- /// current working set for coefficient reduction
383
- 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