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.
- 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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/// Tableau of multipliers used to alter the rows used in generation.
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/// Dimensions: mTab by mTab. Initially, pi_mat is the identity matrix.
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385
|
-
int **pi_mat;
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386
|
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387
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/// Current tableau for continuous non basic variables (structural or slack).
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388
|
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/// Only rows used for generation.
|
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389
|
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/// Dimensions: mTab by nTab.
|
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390
|
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double **contNonBasicTab;
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391
|
-
|
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392
|
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/// Current tableau for integer non basic structural variables.
|
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393
|
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/// Only rows used for generation.
|
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394
|
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// Dimensions: mTab by card_intNonBasicVar.
|
|
395
|
-
double **intNonBasicTab;
|
|
396
|
-
|
|
397
|
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/// Right hand side of the tableau.
|
|
398
|
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/// 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
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void reduce_workNonBasicTab(int numRows,
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202
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CglRedSplit2Param::RowSelectionStrategy
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rowSelectionStrategy,
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204
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int maxIterations);
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205
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206
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/// Generate a linear combination of the rows of the current LP
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207
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/// tableau, using the row multipliers stored in the matrix pi_mat
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208
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/// on the row of index index_row
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209
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void generate_row(int index_row, double *row);
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210
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-
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211
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/// Generate a mixed integer Gomory cut, when all non basic
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212
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/// variables are non negative and at their lower bound.
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213
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int generate_cgcut(double *row, double *rhs);
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214
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215
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/// Use multiples of the initial inequalities to cancel out the coefficients
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216
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/// of the slack variables.
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217
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void eliminate_slacks(double *row,
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218
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const double *elements,
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219
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const int *start,
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220
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const int *indices,
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221
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const int *rowLength,
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222
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const double *rhs, double *rowrhs);
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223
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224
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/// Change the sign of the coefficients of the continuous non basic
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225
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/// variables at their upper bound.
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226
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void flip(double *row);
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227
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228
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/// Change the sign of the coefficients of the continuous non basic
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229
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/// variables at their upper bound and do the translations restoring
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230
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/// the original bounds. Modify the right hand side
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231
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/// accordingly.
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232
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void unflip(double *row, double *rowrhs);
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233
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234
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/// Returns 1 if the row has acceptable max/min coeff ratio.
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235
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/// Compute max_coeff: maximum absolute value of the coefficients.
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236
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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 0 if max_coeff/min_coeff > MAXDYN.
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239
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int check_dynamism(double *row);
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240
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241
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/// Generate the packed cut from the row representation.
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242
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int generate_packed_row(const double *xlp, double *row,
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243
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int *rowind, double *rowelem,
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244
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int *card_row, double & rhs);
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245
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246
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// Compute entries of is_integer.
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247
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void compute_is_integer();
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248
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249
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// Check that two vectors are different.
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250
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bool rs_are_different_vectors(const int *vect1,
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251
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const int *vect2,
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252
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const int dim);
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253
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254
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// allocate matrix of integers
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255
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void rs_allocmatINT(int ***v, int m, int n);
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256
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// deallocate matrix of integers
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257
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void rs_deallocmatINT(int ***v, int m);
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258
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// allocate matrix of doubles
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259
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void rs_allocmatDBL(double ***v, int m, int n);
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260
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// deallocate matrix of doubles
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261
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void rs_deallocmatDBL(double ***v, int m);
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262
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// print a vector of integers
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263
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void rs_printvecINT(const char *vecstr, const int *x, int n) const;
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264
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// print a vector of doubles
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265
|
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void rs_printvecDBL(const char *vecstr, const double *x, int n) const;
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266
|
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// print a matrix of integers
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267
|
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void rs_printmatINT(const char *vecstr, const int * const *x, int m, int n) const;
|
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268
|
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// print a matrix of doubles
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269
|
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void rs_printmatDBL(const char *vecstr, const double * const *x, int m, int n) const;
|
|
270
|
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// dot product
|
|
271
|
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double rs_dotProd(const double *u, const double *v, int dim) const;
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272
|
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double rs_dotProd(const int *u, const double *v, int dim) const;
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273
|
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// From Numerical Recipes in C: LU decomposition
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274
|
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int ludcmp(double **a, int n, int *indx, double *d, double* vv) const;
|
|
275
|
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// from Numerical Recipes in C: backward substitution
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|
276
|
-
void lubksb(double **a, int n, int *indx, double *b) const;
|
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277
|
-
|
|
278
|
-
// Check if the linear combination given by listOfRows with given multipliers
|
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279
|
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// 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
|