ruby-cbc 0.1.9
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- checksums.yaml +7 -0
- data/.gitignore +9 -0
- data/.rspec +2 -0
- data/.travis.yml +4 -0
- data/Gemfile +4 -0
- data/README.md +203 -0
- data/Rakefile +40 -0
- data/bin/console +14 -0
- data/bin/setup +7 -0
- data/ext/ruby-cbc/cbc.i +15 -0
- data/ext/ruby-cbc/cbc_wrap.c +4618 -0
- data/ext/ruby-cbc/extconf.rb +60 -0
- 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 +24 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchAllDifferent.hpp +62 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchBase.hpp +78 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchCut.hpp +183 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchDecision.hpp +129 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchDefaultDecision.hpp +100 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchDynamic.hpp +206 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchLotsize.hpp +242 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchToFixLots.hpp +94 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchingObject.hpp +236 -0
- data/ext/ruby-cbc/install/include/coin/CbcClique.hpp +303 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompare.hpp +39 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareActual.hpp +14 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareBase.hpp +142 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareDefault.hpp +120 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareDepth.hpp +47 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareEstimate.hpp +48 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareObjective.hpp +49 -0
- data/ext/ruby-cbc/install/include/coin/CbcConfig.h +14 -0
- data/ext/ruby-cbc/install/include/coin/CbcConsequence.hpp +49 -0
- data/ext/ruby-cbc/install/include/coin/CbcCountRowCut.hpp +168 -0
- data/ext/ruby-cbc/install/include/coin/CbcCutGenerator.hpp +482 -0
- data/ext/ruby-cbc/install/include/coin/CbcCutModifier.hpp +57 -0
- data/ext/ruby-cbc/install/include/coin/CbcCutSubsetModifier.hpp +66 -0
- data/ext/ruby-cbc/install/include/coin/CbcDummyBranchingObject.hpp +83 -0
- data/ext/ruby-cbc/install/include/coin/CbcEventHandler.hpp +245 -0
- data/ext/ruby-cbc/install/include/coin/CbcFathom.hpp +137 -0
- data/ext/ruby-cbc/install/include/coin/CbcFathomDynamicProgramming.hpp +169 -0
- data/ext/ruby-cbc/install/include/coin/CbcFeasibilityBase.hpp +56 -0
- data/ext/ruby-cbc/install/include/coin/CbcFixVariable.hpp +67 -0
- data/ext/ruby-cbc/install/include/coin/CbcFollowOn.hpp +207 -0
- data/ext/ruby-cbc/install/include/coin/CbcFullNodeInfo.hpp +161 -0
- data/ext/ruby-cbc/install/include/coin/CbcGeneral.hpp +60 -0
- data/ext/ruby-cbc/install/include/coin/CbcGeneralDepth.hpp +279 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristic.hpp +682 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDINS.hpp +96 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDW.hpp +309 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDive.hpp +192 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveCoefficient.hpp +52 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveFractional.hpp +52 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveGuided.hpp +55 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveLineSearch.hpp +52 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDivePseudoCost.hpp +60 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveVectorLength.hpp +52 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicFPump.hpp +340 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicGreedy.hpp +280 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicLocal.hpp +271 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicPivotAndFix.hpp +58 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRENS.hpp +77 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRINS.hpp +102 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRandRound.hpp +58 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicVND.hpp +94 -0
- data/ext/ruby-cbc/install/include/coin/CbcLinked.hpp +1406 -0
- data/ext/ruby-cbc/install/include/coin/CbcMessage.hpp +94 -0
- data/ext/ruby-cbc/install/include/coin/CbcMipStartIO.hpp +26 -0
- data/ext/ruby-cbc/install/include/coin/CbcModel.hpp +2952 -0
- data/ext/ruby-cbc/install/include/coin/CbcNWay.hpp +166 -0
- data/ext/ruby-cbc/install/include/coin/CbcNode.hpp +351 -0
- data/ext/ruby-cbc/install/include/coin/CbcNodeInfo.hpp +349 -0
- data/ext/ruby-cbc/install/include/coin/CbcObject.hpp +272 -0
- data/ext/ruby-cbc/install/include/coin/CbcObjectUpdateData.hpp +64 -0
- data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.cpp +4134 -0
- data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.hpp +532 -0
- data/ext/ruby-cbc/install/include/coin/CbcParam.hpp +324 -0
- data/ext/ruby-cbc/install/include/coin/CbcPartialNodeInfo.hpp +110 -0
- data/ext/ruby-cbc/install/include/coin/CbcSOS.hpp +279 -0
- data/ext/ruby-cbc/install/include/coin/CbcSimpleInteger.hpp +286 -0
- data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +564 -0
- data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerPseudoCost.hpp +114 -0
- data/ext/ruby-cbc/install/include/coin/CbcSolver.hpp +447 -0
- data/ext/ruby-cbc/install/include/coin/CbcStrategy.hpp +258 -0
- data/ext/ruby-cbc/install/include/coin/CbcSubProblem.hpp +83 -0
- data/ext/ruby-cbc/install/include/coin/CbcTree.hpp +490 -0
- data/ext/ruby-cbc/install/include/coin/CbcTreeLocal.hpp +372 -0
- data/ext/ruby-cbc/install/include/coin/Cbc_C_Interface.h +381 -0
- data/ext/ruby-cbc/install/include/coin/Cgl012cut.hpp +464 -0
- data/ext/ruby-cbc/install/include/coin/CglAllDifferent.hpp +115 -0
- data/ext/ruby-cbc/install/include/coin/CglClique.hpp +308 -0
- data/ext/ruby-cbc/install/include/coin/CglConfig.h +19 -0
- data/ext/ruby-cbc/install/include/coin/CglCutGenerator.hpp +121 -0
- data/ext/ruby-cbc/install/include/coin/CglDuplicateRow.hpp +189 -0
- data/ext/ruby-cbc/install/include/coin/CglFlowCover.hpp +371 -0
- data/ext/ruby-cbc/install/include/coin/CglGMI.hpp +364 -0
- data/ext/ruby-cbc/install/include/coin/CglGMIParam.hpp +313 -0
- data/ext/ruby-cbc/install/include/coin/CglGomory.hpp +204 -0
- data/ext/ruby-cbc/install/include/coin/CglKnapsackCover.hpp +310 -0
- data/ext/ruby-cbc/install/include/coin/CglLandP.hpp +306 -0
- data/ext/ruby-cbc/install/include/coin/CglLandPValidator.hpp +130 -0
- data/ext/ruby-cbc/install/include/coin/CglLiftAndProject.hpp +104 -0
- data/ext/ruby-cbc/install/include/coin/CglMessage.hpp +50 -0
- data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding.hpp +429 -0
- data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding2.hpp +427 -0
- data/ext/ruby-cbc/install/include/coin/CglOddHole.hpp +160 -0
- data/ext/ruby-cbc/install/include/coin/CglParam.hpp +93 -0
- data/ext/ruby-cbc/install/include/coin/CglPreProcess.hpp +492 -0
- data/ext/ruby-cbc/install/include/coin/CglProbing.hpp +543 -0
- data/ext/ruby-cbc/install/include/coin/CglRedSplit.hpp +448 -0
- data/ext/ruby-cbc/install/include/coin/CglRedSplit2.hpp +494 -0
- data/ext/ruby-cbc/install/include/coin/CglRedSplit2Param.hpp +495 -0
- data/ext/ruby-cbc/install/include/coin/CglRedSplitParam.hpp +272 -0
- data/ext/ruby-cbc/install/include/coin/CglResidualCapacity.hpp +240 -0
- data/ext/ruby-cbc/install/include/coin/CglSimpleRounding.hpp +174 -0
- data/ext/ruby-cbc/install/include/coin/CglStored.hpp +125 -0
- data/ext/ruby-cbc/install/include/coin/CglTreeInfo.hpp +180 -0
- data/ext/ruby-cbc/install/include/coin/CglTwomir.hpp +565 -0
- data/ext/ruby-cbc/install/include/coin/CglZeroHalf.hpp +133 -0
- data/ext/ruby-cbc/install/include/coin/ClpAmplObjective.hpp +113 -0
- data/ext/ruby-cbc/install/include/coin/ClpCholeskyBase.hpp +294 -0
- data/ext/ruby-cbc/install/include/coin/ClpCholeskyDense.hpp +162 -0
- data/ext/ruby-cbc/install/include/coin/ClpConfig.h +17 -0
- data/ext/ruby-cbc/install/include/coin/ClpConstraint.hpp +125 -0
- data/ext/ruby-cbc/install/include/coin/ClpConstraintAmpl.hpp +108 -0
- data/ext/ruby-cbc/install/include/coin/ClpConstraintLinear.hpp +110 -0
- data/ext/ruby-cbc/install/include/coin/ClpConstraintQuadratic.hpp +119 -0
- data/ext/ruby-cbc/install/include/coin/ClpDualRowDantzig.hpp +71 -0
- data/ext/ruby-cbc/install/include/coin/ClpDualRowPivot.hpp +129 -0
- data/ext/ruby-cbc/install/include/coin/ClpDualRowSteepest.hpp +153 -0
- data/ext/ruby-cbc/install/include/coin/ClpDummyMatrix.hpp +183 -0
- data/ext/ruby-cbc/install/include/coin/ClpDynamicExampleMatrix.hpp +186 -0
- data/ext/ruby-cbc/install/include/coin/ClpDynamicMatrix.hpp +381 -0
- data/ext/ruby-cbc/install/include/coin/ClpEventHandler.hpp +187 -0
- data/ext/ruby-cbc/install/include/coin/ClpFactorization.hpp +432 -0
- data/ext/ruby-cbc/install/include/coin/ClpGubDynamicMatrix.hpp +247 -0
- data/ext/ruby-cbc/install/include/coin/ClpGubMatrix.hpp +358 -0
- data/ext/ruby-cbc/install/include/coin/ClpInterior.hpp +570 -0
- data/ext/ruby-cbc/install/include/coin/ClpLinearObjective.hpp +103 -0
- data/ext/ruby-cbc/install/include/coin/ClpMatrixBase.hpp +524 -0
- data/ext/ruby-cbc/install/include/coin/ClpMessage.hpp +131 -0
- data/ext/ruby-cbc/install/include/coin/ClpModel.hpp +1307 -0
- data/ext/ruby-cbc/install/include/coin/ClpNetworkMatrix.hpp +229 -0
- data/ext/ruby-cbc/install/include/coin/ClpNode.hpp +349 -0
- data/ext/ruby-cbc/install/include/coin/ClpNonLinearCost.hpp +401 -0
- data/ext/ruby-cbc/install/include/coin/ClpObjective.hpp +134 -0
- data/ext/ruby-cbc/install/include/coin/ClpPackedMatrix.hpp +638 -0
- data/ext/ruby-cbc/install/include/coin/ClpParameters.hpp +126 -0
- data/ext/ruby-cbc/install/include/coin/ClpPdcoBase.hpp +103 -0
- data/ext/ruby-cbc/install/include/coin/ClpPlusMinusOneMatrix.hpp +290 -0
- data/ext/ruby-cbc/install/include/coin/ClpPresolve.hpp +299 -0
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnDantzig.hpp +72 -0
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnPivot.hpp +155 -0
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnSteepest.hpp +247 -0
- data/ext/ruby-cbc/install/include/coin/ClpQuadraticObjective.hpp +155 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplex.hpp +1797 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplexDual.hpp +300 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplexNonlinear.hpp +117 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplexOther.hpp +277 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplexPrimal.hpp +244 -0
- data/ext/ruby-cbc/install/include/coin/ClpSolve.hpp +446 -0
- data/ext/ruby-cbc/install/include/coin/Clp_C_Interface.h +525 -0
- data/ext/ruby-cbc/install/include/coin/CoinAlloc.hpp +176 -0
- data/ext/ruby-cbc/install/include/coin/CoinBuild.hpp +149 -0
- data/ext/ruby-cbc/install/include/coin/CoinDenseFactorization.hpp +419 -0
- data/ext/ruby-cbc/install/include/coin/CoinDenseVector.hpp +383 -0
- data/ext/ruby-cbc/install/include/coin/CoinDistance.hpp +48 -0
- data/ext/ruby-cbc/install/include/coin/CoinError.hpp +257 -0
- data/ext/ruby-cbc/install/include/coin/CoinFactorization.hpp +2044 -0
- data/ext/ruby-cbc/install/include/coin/CoinFileIO.hpp +166 -0
- data/ext/ruby-cbc/install/include/coin/CoinFinite.hpp +34 -0
- data/ext/ruby-cbc/install/include/coin/CoinFloatEqual.hpp +177 -0
- data/ext/ruby-cbc/install/include/coin/CoinHelperFunctions.hpp +1111 -0
- data/ext/ruby-cbc/install/include/coin/CoinIndexedVector.hpp +1164 -0
- data/ext/ruby-cbc/install/include/coin/CoinLpIO.hpp +805 -0
- data/ext/ruby-cbc/install/include/coin/CoinMessage.hpp +96 -0
- data/ext/ruby-cbc/install/include/coin/CoinMessageHandler.hpp +666 -0
- data/ext/ruby-cbc/install/include/coin/CoinModel.hpp +1054 -0
- data/ext/ruby-cbc/install/include/coin/CoinModelUseful.hpp +441 -0
- data/ext/ruby-cbc/install/include/coin/CoinMpsIO.hpp +1056 -0
- data/ext/ruby-cbc/install/include/coin/CoinOslFactorization.hpp +280 -0
- data/ext/ruby-cbc/install/include/coin/CoinPackedMatrix.hpp +947 -0
- data/ext/ruby-cbc/install/include/coin/CoinPackedVector.hpp +657 -0
- data/ext/ruby-cbc/install/include/coin/CoinPackedVectorBase.hpp +269 -0
- data/ext/ruby-cbc/install/include/coin/CoinParam.hpp +644 -0
- data/ext/ruby-cbc/install/include/coin/CoinPragma.hpp +26 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDoubleton.hpp +73 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDual.hpp +85 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDupcol.hpp +226 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveEmpty.hpp +116 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveFixed.hpp +181 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveForcing.hpp +61 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveImpliedFree.hpp +60 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveIsolated.hpp +51 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveMatrix.hpp +1842 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveMonitor.hpp +105 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolvePsdebug.hpp +166 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveSingleton.hpp +112 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveSubst.hpp +101 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveTighten.hpp +55 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveTripleton.hpp +66 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveUseless.hpp +63 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveZeros.hpp +60 -0
- data/ext/ruby-cbc/install/include/coin/CoinRational.hpp +44 -0
- data/ext/ruby-cbc/install/include/coin/CoinSearchTree.hpp +465 -0
- data/ext/ruby-cbc/install/include/coin/CoinShallowPackedVector.hpp +148 -0
- data/ext/ruby-cbc/install/include/coin/CoinSignal.hpp +117 -0
- data/ext/ruby-cbc/install/include/coin/CoinSimpFactorization.hpp +431 -0
- data/ext/ruby-cbc/install/include/coin/CoinSmartPtr.hpp +528 -0
- data/ext/ruby-cbc/install/include/coin/CoinSnapshot.hpp +476 -0
- data/ext/ruby-cbc/install/include/coin/CoinSort.hpp +678 -0
- data/ext/ruby-cbc/install/include/coin/CoinStructuredModel.hpp +247 -0
- data/ext/ruby-cbc/install/include/coin/CoinTime.hpp +310 -0
- data/ext/ruby-cbc/install/include/coin/CoinTypes.hpp +64 -0
- data/ext/ruby-cbc/install/include/coin/CoinUtility.hpp +19 -0
- data/ext/ruby-cbc/install/include/coin/CoinUtilsConfig.h +34 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStart.hpp +58 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartBasis.hpp +456 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartDual.hpp +166 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartPrimalDual.hpp +211 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartVector.hpp +488 -0
- data/ext/ruby-cbc/install/include/coin/Coin_C_defines.h +115 -0
- data/ext/ruby-cbc/install/include/coin/Idiot.hpp +298 -0
- data/ext/ruby-cbc/install/include/coin/OsiAuxInfo.hpp +206 -0
- data/ext/ruby-cbc/install/include/coin/OsiBranchingObject.hpp +1005 -0
- data/ext/ruby-cbc/install/include/coin/OsiCbcSolverInterface.hpp +764 -0
- data/ext/ruby-cbc/install/include/coin/OsiChooseVariable.hpp +534 -0
- data/ext/ruby-cbc/install/include/coin/OsiClpSolverInterface.hpp +1509 -0
- data/ext/ruby-cbc/install/include/coin/OsiColCut.hpp +324 -0
- data/ext/ruby-cbc/install/include/coin/OsiCollections.hpp +35 -0
- data/ext/ruby-cbc/install/include/coin/OsiConfig.h +19 -0
- data/ext/ruby-cbc/install/include/coin/OsiCut.hpp +245 -0
- data/ext/ruby-cbc/install/include/coin/OsiCuts.hpp +474 -0
- data/ext/ruby-cbc/install/include/coin/OsiPresolve.hpp +252 -0
- data/ext/ruby-cbc/install/include/coin/OsiRowCut.hpp +331 -0
- data/ext/ruby-cbc/install/include/coin/OsiRowCutDebugger.hpp +187 -0
- data/ext/ruby-cbc/install/include/coin/OsiSolverBranch.hpp +152 -0
- data/ext/ruby-cbc/install/include/coin/OsiSolverInterface.hpp +2143 -0
- data/ext/ruby-cbc/install/include/coin/OsiSolverParameters.hpp +142 -0
- data/ext/ruby-cbc/install/include/coin/OsiUnitTests.hpp +374 -0
- data/ext/ruby-cbc/install/lib/libCbc.la +35 -0
- 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 +35 -0
- 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 +35 -0
- 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 +35 -0
- 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 +35 -0
- 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 +35 -0
- 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 +35 -0
- 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 +35 -0
- 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 +35 -0
- 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 +35 -0
- 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 +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/cgl.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/clp.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/coindatamiplib3.pc +9 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/coindatasample.pc +9 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/coinutils.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-cbc.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-clp.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-unittests.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/osi.pc +12 -0
- data/lib/ruby-cbc/ilp/constant.rb +44 -0
- data/lib/ruby-cbc/ilp/constraint.rb +32 -0
- data/lib/ruby-cbc/ilp/objective.rb +26 -0
- data/lib/ruby-cbc/ilp/term.rb +47 -0
- data/lib/ruby-cbc/ilp/term_array.rb +80 -0
- data/lib/ruby-cbc/ilp/var.rb +62 -0
- data/lib/ruby-cbc/model.rb +125 -0
- data/lib/ruby-cbc/problem.rb +170 -0
- data/lib/ruby-cbc/version.rb +3 -0
- data/lib/ruby-cbc.rb +21 -0
- data/ruby-cbc.gemspec +36 -0
- metadata +431 -0
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// Copyright (C) 2000, International Business Machines
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// Corporation 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 OsiSolverInterface_H
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#define OsiSolverInterface_H
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#include <cstdlib>
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#include <string>
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#include <vector>
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#include "CoinTypes.hpp"
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#include "CoinMessageHandler.hpp"
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#include "CoinPackedVectorBase.hpp"
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#include "CoinPackedMatrix.hpp"
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#include "CoinWarmStart.hpp"
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#include "CoinFinite.hpp"
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#include "CoinError.hpp"
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#include "OsiCollections.hpp"
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#include "OsiSolverParameters.hpp"
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class CoinSnapshot;
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class CoinLpIO;
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class CoinMpsIO;
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class OsiCuts;
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class OsiAuxInfo;
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class OsiRowCut;
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class OsiRowCutDebugger;
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class CoinSet;
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class CoinBuild;
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class CoinModel;
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class OsiSolverBranch;
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class OsiSolverResult;
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class OsiObject;
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//#############################################################################
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/*! \brief Abstract Base Class for describing an interface to a solver.
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Many OsiSolverInterface query methods return a const pointer to the
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requested read-only data. If the model data is changed or the solver
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is called, these pointers may no longer be valid and should be
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refreshed by invoking the member function to obtain an updated copy
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of the pointer.
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For example:
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\code
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OsiSolverInterface solverInterfacePtr ;
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const double * ruBnds = solverInterfacePtr->getRowUpper();
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solverInterfacePtr->applyCuts(someSetOfCuts);
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// ruBnds is no longer a valid pointer and must be refreshed
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ruBnds = solverInterfacePtr->getRowUpper();
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\endcode
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Querying a problem that has no data associated with it will result in
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zeros for the number of rows and columns, and NULL pointers from
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the methods that return vectors.
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*/
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class OsiSolverInterface {
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friend void OsiSolverInterfaceCommonUnitTest(
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const OsiSolverInterface* emptySi,
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const std::string & mpsDir,
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const std::string & netlibDir);
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friend void OsiSolverInterfaceMpsUnitTest(
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const std::vector<OsiSolverInterface*> & vecSiP,
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const std::string & mpsDir);
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public:
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/// Internal class for obtaining status from the applyCuts method
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class ApplyCutsReturnCode {
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friend class OsiSolverInterface;
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friend class OsiClpSolverInterface;
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friend class OsiGrbSolverInterface;
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public:
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///@name Constructors and desctructors
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//@{
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/// Default constructor
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ApplyCutsReturnCode():
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intInconsistent_(0),
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extInconsistent_(0),
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infeasible_(0),
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ineffective_(0),
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applied_(0) {}
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/// Copy constructor
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ApplyCutsReturnCode(const ApplyCutsReturnCode & rhs):
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intInconsistent_(rhs.intInconsistent_),
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extInconsistent_(rhs.extInconsistent_),
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infeasible_(rhs.infeasible_),
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ineffective_(rhs.ineffective_),
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applied_(rhs.applied_) {}
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/// Assignment operator
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ApplyCutsReturnCode & operator=(const ApplyCutsReturnCode& rhs)
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{
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if (this != &rhs) {
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intInconsistent_ = rhs.intInconsistent_;
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extInconsistent_ = rhs.extInconsistent_;
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infeasible_ = rhs.infeasible_;
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ineffective_ = rhs.ineffective_;
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applied_ = rhs.applied_;
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}
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return *this;
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}
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/// Destructor
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~ApplyCutsReturnCode(){}
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//@}
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/**@name Accessing return code attributes */
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//@{
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/// Number of logically inconsistent cuts
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inline int getNumInconsistent() const
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{return intInconsistent_;}
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/// Number of cuts inconsistent with the current model
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inline int getNumInconsistentWrtIntegerModel() const
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{return extInconsistent_;}
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/// Number of cuts that cause obvious infeasibility
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inline int getNumInfeasible() const
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{return infeasible_;}
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/// Number of redundant or ineffective cuts
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inline int getNumIneffective() const
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{return ineffective_;}
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/// Number of cuts applied
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inline int getNumApplied() const
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{return applied_;}
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//@}
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private:
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/**@name Private methods */
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//@{
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/// Increment logically inconsistent cut counter
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inline void incrementInternallyInconsistent(){intInconsistent_++;}
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/// Increment model-inconsistent counter
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inline void incrementExternallyInconsistent(){extInconsistent_++;}
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/// Increment infeasible cut counter
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inline void incrementInfeasible(){infeasible_++;}
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/// Increment ineffective cut counter
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inline void incrementIneffective(){ineffective_++;}
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/// Increment applied cut counter
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inline void incrementApplied(){applied_++;}
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//@}
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///@name Private member data
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//@{
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/// Counter for logically inconsistent cuts
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int intInconsistent_;
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/// Counter for model-inconsistent cuts
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int extInconsistent_;
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/// Counter for infeasible cuts
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int infeasible_;
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/// Counter for ineffective cuts
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int ineffective_;
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/// Counter for applied cuts
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int applied_;
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//@}
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};
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//---------------------------------------------------------------------------
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///@name Solve methods
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//@{
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/// Solve initial LP relaxation
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virtual void initialSolve() = 0;
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/*! \brief Resolve an LP relaxation after problem modification
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Note the `re-' in `resolve'. initialSolve() should be used to solve the
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problem for the first time.
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*/
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virtual void resolve() = 0;
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/// Invoke solver's built-in enumeration algorithm
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virtual void branchAndBound() = 0;
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#ifdef CBC_NEXT_VERSION
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/*
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Would it make sense to collect all of these routines in a `MIP Helper'
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section? It'd make it easier for users and implementors to find them.
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*/
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/**
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Solve 2**N (N==depth) problems and return solutions and bases.
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There are N branches each of which changes bounds on both sides
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as given by branch. The user should provide an array of (empty)
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results which will be filled in. See OsiSolveResult for more details
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(in OsiSolveBranch.?pp) but it will include a basis and primal solution.
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The order of results is left to right at feasible leaf nodes so first one
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is down, down, .....
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Returns number of feasible leaves. Also sets number of solves done and number
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of iterations.
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This is provided so a solver can do faster.
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If forceBranch true then branch done even if satisfied
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*/
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virtual int solveBranches(int depth,const OsiSolverBranch * branch,
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OsiSolverResult * result,
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int & numberSolves, int & numberIterations,
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bool forceBranch=false);
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#endif
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//@}
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//---------------------------------------------------------------------------
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/**@name Parameter set/get methods
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The set methods return true if the parameter was set to the given value,
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false otherwise. When a set method returns false, the original value (if
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any) should be unchanged. There can be various reasons for failure: the
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given parameter is not applicable for the solver (e.g., refactorization
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frequency for the volume algorithm), the parameter is not yet
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implemented for the solver or simply the value of the parameter is out
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of the range the solver accepts. If a parameter setting call returns
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false check the details of your solver.
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The get methods return true if the given parameter is applicable for the
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solver and is implemented. In this case the value of the parameter is
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returned in the second argument. Otherwise they return false.
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\note
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There is a default implementation of the set/get
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methods, namely to store/retrieve the given value using an array in the
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base class. A specific solver implementation can use this feature, for
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example, to store parameters that should be used later on. Implementors
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of a solver interface should overload these functions to provide the
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proper interface to and accurately reflect the capabilities of a
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specific solver.
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The format for hints is slightly different in that a boolean specifies
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the sense of the hint and an enum specifies the strength of the hint.
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Hints should be initialised when a solver is instantiated.
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(See OsiSolverParameters.hpp for defined hint parameters and strength.)
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When specifying the sense of the hint, a value of true means to work with
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the hint, false to work against it. For example,
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<ul>
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<li> \code setHintParam(OsiDoScale,true,OsiHintTry) \endcode
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is a mild suggestion to the solver to scale the constraint
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system.
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<li> \code setHintParam(OsiDoScale,false,OsiForceDo) \endcode
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tells the solver to disable scaling, or throw an exception if
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it cannot comply.
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</ul>
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As another example, a solver interface could use the value and strength
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of the \c OsiDoReducePrint hint to adjust the amount of information
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printed by the interface and/or solver. The extent to which a solver
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obeys hints is left to the solver. The value and strength returned by
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\c getHintParam will match the most recent call to \c setHintParam,
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and will not necessarily reflect the solver's ability to comply with the
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hint. If the hint strength is \c OsiForceDo, the solver is required to
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throw an exception if it cannot perform the specified action.
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\note
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As with the other set/get methods, there is a default implementation
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which maintains arrays in the base class for hint sense and strength.
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The default implementation does not store the \c otherInformation
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pointer, and always throws an exception for strength \c OsiForceDo.
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Implementors of a solver interface should override these functions to
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provide the proper interface to and accurately reflect the capabilities
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of a specific solver.
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*/
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//@{
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//! Set an integer parameter
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virtual bool setIntParam(OsiIntParam key, int value) {
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if (key == OsiLastIntParam) return (false) ;
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intParam_[key] = value;
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return true;
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}
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//! Set a double parameter
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virtual bool setDblParam(OsiDblParam key, double value) {
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if (key == OsiLastDblParam) return (false) ;
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dblParam_[key] = value;
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return true;
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}
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//! Set a string parameter
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virtual bool setStrParam(OsiStrParam key, const std::string & value) {
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if (key == OsiLastStrParam) return (false) ;
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strParam_[key] = value;
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return true;
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}
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/*! \brief Set a hint parameter
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The \c otherInformation parameter can be used to pass in an arbitrary
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block of information which is interpreted by the OSI and the underlying
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solver. Users are cautioned that this hook is solver-specific.
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Implementors:
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The default implementation completely ignores \c otherInformation and
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always throws an exception for OsiForceDo. This is almost certainly not
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the behaviour you want; you really should override this method.
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*/
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virtual bool setHintParam(OsiHintParam key, bool yesNo=true,
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OsiHintStrength strength=OsiHintTry,
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void * /*otherInformation*/ = NULL) {
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if (key==OsiLastHintParam)
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return false;
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hintParam_[key] = yesNo;
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hintStrength_[key] = strength;
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if (strength == OsiForceDo)
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throw CoinError("OsiForceDo illegal",
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"setHintParam", "OsiSolverInterface");
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return true;
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}
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//! Get an integer parameter
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virtual bool getIntParam(OsiIntParam key, int& value) const {
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if (key == OsiLastIntParam) return (false) ;
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value = intParam_[key];
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return true;
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}
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//! Get a double parameter
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virtual bool getDblParam(OsiDblParam key, double& value) const {
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if (key == OsiLastDblParam) return (false) ;
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value = dblParam_[key];
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return true;
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}
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//! Get a string parameter
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virtual bool getStrParam(OsiStrParam key, std::string& value) const {
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if (key == OsiLastStrParam) return (false) ;
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value = strParam_[key];
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return true;
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}
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/*! \brief Get a hint parameter (all information)
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Return all available information for the hint: sense, strength,
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and any extra information associated with the hint.
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Implementors: The default implementation will always set
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\c otherInformation to NULL. This is almost certainly not the
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behaviour you want; you really should override this method.
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*/
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virtual bool getHintParam(OsiHintParam key, bool& yesNo,
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OsiHintStrength& strength,
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void *& otherInformation) const {
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if (key==OsiLastHintParam)
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return false;
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yesNo = hintParam_[key];
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strength = hintStrength_[key];
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otherInformation=NULL;
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return true;
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}
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/*! \brief Get a hint parameter (sense and strength only)
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Return only the sense and strength of the hint.
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*/
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virtual bool getHintParam(OsiHintParam key, bool& yesNo,
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OsiHintStrength& strength) const {
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if (key==OsiLastHintParam)
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return false;
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yesNo = hintParam_[key];
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strength = hintStrength_[key];
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return true;
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}
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/*! \brief Get a hint parameter (sense only)
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Return only the sense (true/false) of the hint.
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*/
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virtual bool getHintParam(OsiHintParam key, bool& yesNo) const {
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if (key==OsiLastHintParam)
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return false;
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+
yesNo = hintParam_[key];
|
363
|
+
return true;
|
364
|
+
}
|
365
|
+
/*! \brief Copy all parameters in this section from one solver to another
|
366
|
+
|
367
|
+
Note that the current implementation also copies the appData block,
|
368
|
+
message handler, and rowCutDebugger. Arguably these should have
|
369
|
+
independent copy methods.
|
370
|
+
*/
|
371
|
+
void copyParameters(OsiSolverInterface & rhs);
|
372
|
+
|
373
|
+
/** \brief Return the integrality tolerance of the underlying solver.
|
374
|
+
|
375
|
+
We should be able to get an integrality tolerance, but
|
376
|
+
until that time just use the primal tolerance
|
377
|
+
|
378
|
+
\todo
|
379
|
+
This method should be replaced; it's architecturally wrong. This
|
380
|
+
should be an honest dblParam with a keyword. Underlying solvers
|
381
|
+
that do not support integer variables should return false for set and
|
382
|
+
get on this parameter. Underlying solvers that support integrality
|
383
|
+
should add this to the parameters they support, using whatever
|
384
|
+
tolerance is appropriate. -lh, 091021-
|
385
|
+
*/
|
386
|
+
inline double getIntegerTolerance() const
|
387
|
+
{ return dblParam_[OsiPrimalTolerance];}
|
388
|
+
//@}
|
389
|
+
|
390
|
+
//---------------------------------------------------------------------------
|
391
|
+
///@name Methods returning info on how the solution process terminated
|
392
|
+
//@{
|
393
|
+
/// Are there numerical difficulties?
|
394
|
+
virtual bool isAbandoned() const = 0;
|
395
|
+
/// Is optimality proven?
|
396
|
+
virtual bool isProvenOptimal() const = 0;
|
397
|
+
/// Is primal infeasibility proven?
|
398
|
+
virtual bool isProvenPrimalInfeasible() const = 0;
|
399
|
+
/// Is dual infeasibility proven?
|
400
|
+
virtual bool isProvenDualInfeasible() const = 0;
|
401
|
+
/// Is the given primal objective limit reached?
|
402
|
+
virtual bool isPrimalObjectiveLimitReached() const;
|
403
|
+
/// Is the given dual objective limit reached?
|
404
|
+
virtual bool isDualObjectiveLimitReached() const;
|
405
|
+
/// Iteration limit reached?
|
406
|
+
virtual bool isIterationLimitReached() const = 0;
|
407
|
+
//@}
|
408
|
+
|
409
|
+
//---------------------------------------------------------------------------
|
410
|
+
/** \name Warm start methods
|
411
|
+
|
412
|
+
Note that the warm start methods return a generic CoinWarmStart object.
|
413
|
+
The precise characteristics of this object are solver-dependent. Clients
|
414
|
+
who wish to maintain a maximum degree of solver independence should take
|
415
|
+
care to avoid unnecessary assumptions about the properties of a warm start
|
416
|
+
object.
|
417
|
+
*/
|
418
|
+
//@{
|
419
|
+
/*! \brief Get an empty warm start object
|
420
|
+
|
421
|
+
This routine returns an empty warm start object. Its purpose is
|
422
|
+
to provide a way for a client to acquire a warm start object of the
|
423
|
+
appropriate type for the solver, which can then be resized and modified
|
424
|
+
as desired.
|
425
|
+
*/
|
426
|
+
|
427
|
+
virtual CoinWarmStart *getEmptyWarmStart () const = 0 ;
|
428
|
+
|
429
|
+
/** \brief Get warm start information.
|
430
|
+
|
431
|
+
Return warm start information for the current state of the solver
|
432
|
+
interface. If there is no valid warm start information, an empty warm
|
433
|
+
start object wil be returned.
|
434
|
+
*/
|
435
|
+
virtual CoinWarmStart* getWarmStart() const = 0;
|
436
|
+
/** \brief Get warm start information.
|
437
|
+
|
438
|
+
Return warm start information for the current state of the solver
|
439
|
+
interface. If there is no valid warm start information, an empty warm
|
440
|
+
start object wil be returned. This does not necessarily create an
|
441
|
+
object - may just point to one. must Delete set true if user
|
442
|
+
should delete returned object.
|
443
|
+
*/
|
444
|
+
virtual CoinWarmStart* getPointerToWarmStart(bool & mustDelete) ;
|
445
|
+
|
446
|
+
/** \brief Set warm start information.
|
447
|
+
|
448
|
+
Return true or false depending on whether the warm start information was
|
449
|
+
accepted or not.
|
450
|
+
By definition, a call to setWarmStart with a null parameter should
|
451
|
+
cause the solver interface to refresh its warm start information
|
452
|
+
from the underlying solver.
|
453
|
+
*/
|
454
|
+
virtual bool setWarmStart(const CoinWarmStart* warmstart) = 0;
|
455
|
+
//@}
|
456
|
+
|
457
|
+
//---------------------------------------------------------------------------
|
458
|
+
/**@name Hot start methods
|
459
|
+
|
460
|
+
Primarily used in strong branching. The user can create a hot start
|
461
|
+
object --- a snapshot of the optimization process --- then reoptimize
|
462
|
+
over and over again, starting from the same point.
|
463
|
+
|
464
|
+
\note
|
465
|
+
<ul>
|
466
|
+
<li> Between hot started optimizations only bound changes are allowed.
|
467
|
+
<li> The copy constructor and assignment operator should NOT copy any
|
468
|
+
hot start information.
|
469
|
+
<li> The default implementation simply extracts a warm start object in
|
470
|
+
\c markHotStart, resets to the warm start object in
|
471
|
+
\c solveFromHotStart, and deletes the warm start object in
|
472
|
+
\c unmarkHotStart.
|
473
|
+
<em>Actual solver implementations are encouraged to do better.</em>
|
474
|
+
</ul>
|
475
|
+
|
476
|
+
*/
|
477
|
+
//@{
|
478
|
+
/// Create a hot start snapshot of the optimization process.
|
479
|
+
virtual void markHotStart();
|
480
|
+
/// Optimize starting from the hot start snapshot.
|
481
|
+
virtual void solveFromHotStart();
|
482
|
+
/// Delete the hot start snapshot.
|
483
|
+
virtual void unmarkHotStart();
|
484
|
+
//@}
|
485
|
+
|
486
|
+
//---------------------------------------------------------------------------
|
487
|
+
/**@name Problem query methods
|
488
|
+
|
489
|
+
Querying a problem that has no data associated with it will result in
|
490
|
+
zeros for the number of rows and columns, and NULL pointers from the
|
491
|
+
methods that return vectors.
|
492
|
+
|
493
|
+
Const pointers returned from any data-query method are valid as long as
|
494
|
+
the data is unchanged and the solver is not called.
|
495
|
+
*/
|
496
|
+
//@{
|
497
|
+
/// Get the number of columns
|
498
|
+
virtual int getNumCols() const = 0;
|
499
|
+
|
500
|
+
/// Get the number of rows
|
501
|
+
virtual int getNumRows() const = 0;
|
502
|
+
|
503
|
+
/// Get the number of nonzero elements
|
504
|
+
virtual int getNumElements() const = 0;
|
505
|
+
|
506
|
+
/// Get the number of integer variables
|
507
|
+
virtual int getNumIntegers() const ;
|
508
|
+
|
509
|
+
/// Get a pointer to an array[getNumCols()] of column lower bounds
|
510
|
+
virtual const double * getColLower() const = 0;
|
511
|
+
|
512
|
+
/// Get a pointer to an array[getNumCols()] of column upper bounds
|
513
|
+
virtual const double * getColUpper() const = 0;
|
514
|
+
|
515
|
+
/*! \brief Get a pointer to an array[getNumRows()] of row constraint senses.
|
516
|
+
|
517
|
+
<ul>
|
518
|
+
<li>'L': <= constraint
|
519
|
+
<li>'E': = constraint
|
520
|
+
<li>'G': >= constraint
|
521
|
+
<li>'R': ranged constraint
|
522
|
+
<li>'N': free constraint
|
523
|
+
</ul>
|
524
|
+
*/
|
525
|
+
virtual const char * getRowSense() const = 0;
|
526
|
+
|
527
|
+
/*! \brief Get a pointer to an array[getNumRows()] of row right-hand sides
|
528
|
+
|
529
|
+
<ul>
|
530
|
+
<li> if getRowSense()[i] == 'L' then
|
531
|
+
getRightHandSide()[i] == getRowUpper()[i]
|
532
|
+
<li> if getRowSense()[i] == 'G' then
|
533
|
+
getRightHandSide()[i] == getRowLower()[i]
|
534
|
+
<li> if getRowSense()[i] == 'R' then
|
535
|
+
getRightHandSide()[i] == getRowUpper()[i]
|
536
|
+
<li> if getRowSense()[i] == 'N' then
|
537
|
+
getRightHandSide()[i] == 0.0
|
538
|
+
</ul>
|
539
|
+
*/
|
540
|
+
virtual const double * getRightHandSide() const = 0;
|
541
|
+
|
542
|
+
/*! \brief Get a pointer to an array[getNumRows()] of row ranges.
|
543
|
+
|
544
|
+
<ul>
|
545
|
+
<li> if getRowSense()[i] == 'R' then
|
546
|
+
getRowRange()[i] == getRowUpper()[i] - getRowLower()[i]
|
547
|
+
<li> if getRowSense()[i] != 'R' then
|
548
|
+
getRowRange()[i] is 0.0
|
549
|
+
</ul>
|
550
|
+
*/
|
551
|
+
virtual const double * getRowRange() const = 0;
|
552
|
+
|
553
|
+
/// Get a pointer to an array[getNumRows()] of row lower bounds
|
554
|
+
virtual const double * getRowLower() const = 0;
|
555
|
+
|
556
|
+
/// Get a pointer to an array[getNumRows()] of row upper bounds
|
557
|
+
virtual const double * getRowUpper() const = 0;
|
558
|
+
|
559
|
+
/*! \brief Get a pointer to an array[getNumCols()] of objective
|
560
|
+
function coefficients.
|
561
|
+
*/
|
562
|
+
virtual const double * getObjCoefficients() const = 0;
|
563
|
+
|
564
|
+
/*! \brief Get the objective function sense
|
565
|
+
|
566
|
+
- 1 for minimisation (default)
|
567
|
+
- -1 for maximisation
|
568
|
+
*/
|
569
|
+
virtual double getObjSense() const = 0;
|
570
|
+
|
571
|
+
/// Return true if the variable is continuous
|
572
|
+
virtual bool isContinuous(int colIndex) const = 0;
|
573
|
+
|
574
|
+
/// Return true if the variable is binary
|
575
|
+
virtual bool isBinary(int colIndex) const;
|
576
|
+
|
577
|
+
/*! \brief Return true if the variable is integer.
|
578
|
+
|
579
|
+
This method returns true if the variable is binary or general integer.
|
580
|
+
*/
|
581
|
+
virtual bool isInteger(int colIndex) const;
|
582
|
+
|
583
|
+
/// Return true if the variable is general integer
|
584
|
+
virtual bool isIntegerNonBinary(int colIndex) const;
|
585
|
+
|
586
|
+
/// Return true if the variable is binary and not fixed
|
587
|
+
virtual bool isFreeBinary(int colIndex) const;
|
588
|
+
|
589
|
+
/*! \brief Return an array[getNumCols()] of column types
|
590
|
+
|
591
|
+
\deprecated See #getColType
|
592
|
+
*/
|
593
|
+
inline const char *columnType(bool refresh=false) const
|
594
|
+
{ return getColType(refresh); }
|
595
|
+
|
596
|
+
/*! \brief Return an array[getNumCols()] of column types
|
597
|
+
|
598
|
+
- 0 - continuous
|
599
|
+
- 1 - binary
|
600
|
+
- 2 - general integer
|
601
|
+
|
602
|
+
If \p refresh is true, the classification of integer variables as
|
603
|
+
binary or general integer will be reevaluated. If the current bounds
|
604
|
+
are [0,1], or if the variable is fixed at 0 or 1, it will be classified
|
605
|
+
as binary, otherwise it will be classified as general integer.
|
606
|
+
*/
|
607
|
+
virtual const char * getColType(bool refresh=false) const;
|
608
|
+
|
609
|
+
/// Get a pointer to a row-wise copy of the matrix
|
610
|
+
virtual const CoinPackedMatrix * getMatrixByRow() const = 0;
|
611
|
+
|
612
|
+
/// Get a pointer to a column-wise copy of the matrix
|
613
|
+
virtual const CoinPackedMatrix * getMatrixByCol() const = 0;
|
614
|
+
|
615
|
+
/*! \brief Get a pointer to a mutable row-wise copy of the matrix.
|
616
|
+
|
617
|
+
Returns NULL if the request is not meaningful (i.e., the OSI will not
|
618
|
+
recognise any modifications to the matrix).
|
619
|
+
*/
|
620
|
+
virtual CoinPackedMatrix * getMutableMatrixByRow() const {return NULL;}
|
621
|
+
|
622
|
+
/*! \brief Get a pointer to a mutable column-wise copy of the matrix
|
623
|
+
|
624
|
+
Returns NULL if the request is not meaningful (i.e., the OSI will not
|
625
|
+
recognise any modifications to the matrix).
|
626
|
+
*/
|
627
|
+
virtual CoinPackedMatrix * getMutableMatrixByCol() const {return NULL;}
|
628
|
+
|
629
|
+
/// Get the solver's value for infinity
|
630
|
+
virtual double getInfinity() const = 0;
|
631
|
+
//@}
|
632
|
+
|
633
|
+
/**@name Solution query methods */
|
634
|
+
//@{
|
635
|
+
/// Get a pointer to an array[getNumCols()] of primal variable values
|
636
|
+
virtual const double * getColSolution() const = 0;
|
637
|
+
|
638
|
+
/** Get a pointer to an array[getNumCols()] of primal variable values
|
639
|
+
guaranteed to be between the column lower and upper bounds.
|
640
|
+
*/
|
641
|
+
virtual const double * getStrictColSolution();
|
642
|
+
|
643
|
+
/// Get pointer to array[getNumRows()] of dual variable values
|
644
|
+
virtual const double * getRowPrice() const = 0;
|
645
|
+
|
646
|
+
/// Get a pointer to an array[getNumCols()] of reduced costs
|
647
|
+
virtual const double * getReducedCost() const = 0;
|
648
|
+
|
649
|
+
/** Get a pointer to array[getNumRows()] of row activity levels.
|
650
|
+
|
651
|
+
The row activity for a row is the left-hand side evaluated at the
|
652
|
+
current solution.
|
653
|
+
*/
|
654
|
+
virtual const double * getRowActivity() const = 0;
|
655
|
+
|
656
|
+
/// Get the objective function value.
|
657
|
+
virtual double getObjValue() const = 0;
|
658
|
+
|
659
|
+
/** Get the number of iterations it took to solve the problem (whatever
|
660
|
+
`iteration' means to the solver).
|
661
|
+
*/
|
662
|
+
virtual int getIterationCount() const = 0;
|
663
|
+
|
664
|
+
/** Get as many dual rays as the solver can provide. In case of proven
|
665
|
+
primal infeasibility there should (with high probability) be at least
|
666
|
+
one.
|
667
|
+
|
668
|
+
The first getNumRows() ray components will always be associated with
|
669
|
+
the row duals (as returned by getRowPrice()). If \c fullRay is true,
|
670
|
+
the final getNumCols() entries will correspond to the ray components
|
671
|
+
associated with the nonbasic variables. If the full ray is requested
|
672
|
+
and the method cannot provide it, it will throw an exception.
|
673
|
+
|
674
|
+
\note
|
675
|
+
Implementors of solver interfaces note that the double pointers in
|
676
|
+
the vector should point to arrays of length getNumRows() (fullRay =
|
677
|
+
false) or (getNumRows()+getNumCols()) (fullRay = true) and they should
|
678
|
+
be allocated with new[].
|
679
|
+
|
680
|
+
\note
|
681
|
+
Clients of solver interfaces note that it is the client's
|
682
|
+
responsibility to free the double pointers in the vector using
|
683
|
+
delete[]. Clients are reminded that a problem can be dual and primal
|
684
|
+
infeasible.
|
685
|
+
*/
|
686
|
+
virtual std::vector<double*> getDualRays(int maxNumRays,
|
687
|
+
bool fullRay = false) const = 0;
|
688
|
+
|
689
|
+
/** Get as many primal rays as the solver can provide. In case of proven
|
690
|
+
dual infeasibility there should (with high probability) be at least
|
691
|
+
one.
|
692
|
+
|
693
|
+
\note
|
694
|
+
Implementors of solver interfaces note that the double pointers in
|
695
|
+
the vector should point to arrays of length getNumCols() and they
|
696
|
+
should be allocated with new[].
|
697
|
+
|
698
|
+
\note
|
699
|
+
Clients of solver interfaces note that it is the client's
|
700
|
+
responsibility to free the double pointers in the vector using
|
701
|
+
delete[]. Clients are reminded that a problem can be dual and primal
|
702
|
+
infeasible.
|
703
|
+
*/
|
704
|
+
virtual std::vector<double*> getPrimalRays(int maxNumRays) const = 0;
|
705
|
+
|
706
|
+
/** Get vector of indices of primal variables which are integer variables
|
707
|
+
but have fractional values in the current solution. */
|
708
|
+
virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
|
709
|
+
const;
|
710
|
+
//@}
|
711
|
+
|
712
|
+
//-------------------------------------------------------------------------
|
713
|
+
/**@name Methods to modify the objective, bounds, and solution
|
714
|
+
|
715
|
+
For functions which take a set of indices as parameters
|
716
|
+
(\c setObjCoeffSet(), \c setColSetBounds(), \c setRowSetBounds(),
|
717
|
+
\c setRowSetTypes()), the parameters follow the C++ STL iterator
|
718
|
+
convention: \c indexFirst points to the first index in the
|
719
|
+
set, and \c indexLast points to a position one past the last index
|
720
|
+
in the set.
|
721
|
+
|
722
|
+
*/
|
723
|
+
//@{
|
724
|
+
/** Set an objective function coefficient */
|
725
|
+
virtual void setObjCoeff( int elementIndex, double elementValue ) = 0;
|
726
|
+
|
727
|
+
/** Set a set of objective function coefficients */
|
728
|
+
virtual void setObjCoeffSet(const int* indexFirst,
|
729
|
+
const int* indexLast,
|
730
|
+
const double* coeffList);
|
731
|
+
|
732
|
+
/** Set the objective coefficients for all columns.
|
733
|
+
|
734
|
+
array [getNumCols()] is an array of values for the objective.
|
735
|
+
This defaults to a series of set operations and is here for speed.
|
736
|
+
*/
|
737
|
+
virtual void setObjective(const double * array);
|
738
|
+
|
739
|
+
/** Set the objective function sense.
|
740
|
+
|
741
|
+
Use 1 for minimisation (default), -1 for maximisation.
|
742
|
+
|
743
|
+
\note
|
744
|
+
Implementors note that objective function sense is a parameter of
|
745
|
+
the OSI, not a property of the problem. Objective sense can be
|
746
|
+
set prior to problem load and should not be affected by loading a
|
747
|
+
new problem.
|
748
|
+
*/
|
749
|
+
virtual void setObjSense(double s) = 0;
|
750
|
+
|
751
|
+
|
752
|
+
/** Set a single column lower bound.
|
753
|
+
Use -getInfinity() for -infinity. */
|
754
|
+
virtual void setColLower( int elementIndex, double elementValue ) = 0;
|
755
|
+
|
756
|
+
/** Set the lower bounds for all columns.
|
757
|
+
|
758
|
+
array [getNumCols()] is an array of values for the lower bounds.
|
759
|
+
This defaults to a series of set operations and is here for speed.
|
760
|
+
*/
|
761
|
+
virtual void setColLower(const double * array);
|
762
|
+
|
763
|
+
/** Set a single column upper bound.
|
764
|
+
Use getInfinity() for infinity. */
|
765
|
+
virtual void setColUpper( int elementIndex, double elementValue ) = 0;
|
766
|
+
|
767
|
+
/** Set the upper bounds for all columns.
|
768
|
+
|
769
|
+
array [getNumCols()] is an array of values for the upper bounds.
|
770
|
+
This defaults to a series of set operations and is here for speed.
|
771
|
+
*/
|
772
|
+
virtual void setColUpper(const double * array);
|
773
|
+
|
774
|
+
|
775
|
+
/** Set a single column lower and upper bound.
|
776
|
+
The default implementation just invokes setColLower() and
|
777
|
+
setColUpper() */
|
778
|
+
virtual void setColBounds( int elementIndex,
|
779
|
+
double lower, double upper ) {
|
780
|
+
setColLower(elementIndex, lower);
|
781
|
+
setColUpper(elementIndex, upper);
|
782
|
+
}
|
783
|
+
|
784
|
+
/** Set the upper and lower bounds of a set of columns.
|
785
|
+
|
786
|
+
The default implementation just invokes setColBounds() over and over
|
787
|
+
again. For each column, boundList must contain both a lower and
|
788
|
+
upper bound, in that order.
|
789
|
+
*/
|
790
|
+
virtual void setColSetBounds(const int* indexFirst,
|
791
|
+
const int* indexLast,
|
792
|
+
const double* boundList);
|
793
|
+
|
794
|
+
/** Set a single row lower bound.
|
795
|
+
Use -getInfinity() for -infinity. */
|
796
|
+
virtual void setRowLower( int elementIndex, double elementValue ) = 0;
|
797
|
+
|
798
|
+
/** Set a single row upper bound.
|
799
|
+
Use getInfinity() for infinity. */
|
800
|
+
virtual void setRowUpper( int elementIndex, double elementValue ) = 0;
|
801
|
+
|
802
|
+
/** Set a single row lower and upper bound.
|
803
|
+
The default implementation just invokes setRowLower() and
|
804
|
+
setRowUpper() */
|
805
|
+
virtual void setRowBounds( int elementIndex,
|
806
|
+
double lower, double upper ) {
|
807
|
+
setRowLower(elementIndex, lower);
|
808
|
+
setRowUpper(elementIndex, upper);
|
809
|
+
}
|
810
|
+
|
811
|
+
/** Set the bounds on a set of rows.
|
812
|
+
|
813
|
+
The default implementation just invokes setRowBounds() over and over
|
814
|
+
again. For each row, boundList must contain both a lower and
|
815
|
+
upper bound, in that order.
|
816
|
+
*/
|
817
|
+
virtual void setRowSetBounds(const int* indexFirst,
|
818
|
+
const int* indexLast,
|
819
|
+
const double* boundList);
|
820
|
+
|
821
|
+
|
822
|
+
/** Set the type of a single row */
|
823
|
+
virtual void setRowType(int index, char sense, double rightHandSide,
|
824
|
+
double range) = 0;
|
825
|
+
|
826
|
+
/** Set the type of a set of rows.
|
827
|
+
The default implementation just invokes setRowType()
|
828
|
+
over and over again.
|
829
|
+
*/
|
830
|
+
virtual void setRowSetTypes(const int* indexFirst,
|
831
|
+
const int* indexLast,
|
832
|
+
const char* senseList,
|
833
|
+
const double* rhsList,
|
834
|
+
const double* rangeList);
|
835
|
+
|
836
|
+
/** Set the primal solution variable values
|
837
|
+
|
838
|
+
colsol[getNumCols()] is an array of values for the primal variables.
|
839
|
+
These values are copied to memory owned by the solver interface
|
840
|
+
object or the solver. They will be returned as the result of
|
841
|
+
getColSolution() until changed by another call to setColSolution() or
|
842
|
+
by a call to any solver routine. Whether the solver makes use of the
|
843
|
+
solution in any way is solver-dependent.
|
844
|
+
*/
|
845
|
+
virtual void setColSolution(const double *colsol) = 0;
|
846
|
+
|
847
|
+
/** Set dual solution variable values
|
848
|
+
|
849
|
+
rowprice[getNumRows()] is an array of values for the dual variables.
|
850
|
+
These values are copied to memory owned by the solver interface
|
851
|
+
object or the solver. They will be returned as the result of
|
852
|
+
getRowPrice() until changed by another call to setRowPrice() or by a
|
853
|
+
call to any solver routine. Whether the solver makes use of the
|
854
|
+
solution in any way is solver-dependent.
|
855
|
+
*/
|
856
|
+
virtual void setRowPrice(const double * rowprice) = 0;
|
857
|
+
|
858
|
+
/** Fix variables at bound based on reduced cost
|
859
|
+
|
860
|
+
For variables currently at bound, fix the variable at bound if the
|
861
|
+
reduced cost exceeds the gap. Return the number of variables fixed.
|
862
|
+
|
863
|
+
If justInteger is set to false, the routine will also fix continuous
|
864
|
+
variables, but the test still assumes a delta of 1.0.
|
865
|
+
*/
|
866
|
+
virtual int reducedCostFix(double gap, bool justInteger=true);
|
867
|
+
//@}
|
868
|
+
|
869
|
+
//-------------------------------------------------------------------------
|
870
|
+
/**@name Methods to set variable type */
|
871
|
+
//@{
|
872
|
+
/** Set the index-th variable to be a continuous variable */
|
873
|
+
virtual void setContinuous(int index) = 0;
|
874
|
+
/** Set the index-th variable to be an integer variable */
|
875
|
+
virtual void setInteger(int index) = 0;
|
876
|
+
/** Set the variables listed in indices (which is of length len) to be
|
877
|
+
continuous variables */
|
878
|
+
virtual void setContinuous(const int* indices, int len);
|
879
|
+
/** Set the variables listed in indices (which is of length len) to be
|
880
|
+
integer variables */
|
881
|
+
virtual void setInteger(const int* indices, int len);
|
882
|
+
//@}
|
883
|
+
//-------------------------------------------------------------------------
|
884
|
+
|
885
|
+
//-------------------------------------------------------------------------
|
886
|
+
|
887
|
+
/*! \brief Data type for name vectors. */
|
888
|
+
typedef std::vector<std::string> OsiNameVec ;
|
889
|
+
|
890
|
+
/*! \name Methods for row and column names
|
891
|
+
|
892
|
+
Osi defines three name management disciplines: `auto names' (0), `lazy
|
893
|
+
names' (1), and `full names' (2). See the description of
|
894
|
+
#OsiNameDiscipline for details. Changing the name discipline (via
|
895
|
+
setIntParam()) will not automatically add or remove name information,
|
896
|
+
but setting the discipline to auto will make existing information
|
897
|
+
inaccessible until the discipline is reset to lazy or full.
|
898
|
+
|
899
|
+
By definition, a row index of getNumRows() (<i>i.e.</i>, one larger than
|
900
|
+
the largest valid row index) refers to the objective function.
|
901
|
+
|
902
|
+
OSI users and implementors: While the OSI base class can define an
|
903
|
+
interface and provide rudimentary support, use of names really depends
|
904
|
+
on support by the OsiXXX class to ensure that names are managed
|
905
|
+
correctly. If an OsiXXX class does not support names, it should return
|
906
|
+
false for calls to getIntParam() or setIntParam() that reference
|
907
|
+
OsiNameDiscipline.
|
908
|
+
*/
|
909
|
+
//@{
|
910
|
+
|
911
|
+
/*! \brief Generate a standard name of the form Rnnnnnnn or Cnnnnnnn
|
912
|
+
|
913
|
+
Set \p rc to 'r' for a row name, 'c' for a column name.
|
914
|
+
The `nnnnnnn' part is generated from ndx and will contain 7 digits
|
915
|
+
by default, padded with zeros if necessary. As a special case,
|
916
|
+
ndx = getNumRows() is interpreted as a request for the name of the
|
917
|
+
objective function. OBJECTIVE is returned, truncated to digits+1
|
918
|
+
characters to match the row and column names.
|
919
|
+
*/
|
920
|
+
virtual std::string dfltRowColName(char rc,
|
921
|
+
int ndx, unsigned digits = 7) const ;
|
922
|
+
|
923
|
+
/*! \brief Return the name of the objective function */
|
924
|
+
|
925
|
+
virtual std::string getObjName (unsigned maxLen = static_cast<unsigned>(std::string::npos)) const ;
|
926
|
+
|
927
|
+
/*! \brief Set the name of the objective function */
|
928
|
+
|
929
|
+
virtual inline void setObjName (std::string name)
|
930
|
+
{ objName_ = name ; }
|
931
|
+
|
932
|
+
/*! \brief Return the name of the row.
|
933
|
+
|
934
|
+
The routine will <i>always</i> return some name, regardless of the name
|
935
|
+
discipline or the level of support by an OsiXXX derived class. Use
|
936
|
+
maxLen to limit the length.
|
937
|
+
*/
|
938
|
+
virtual std::string getRowName(int rowIndex,
|
939
|
+
unsigned maxLen = static_cast<unsigned>(std::string::npos)) const ;
|
940
|
+
|
941
|
+
/*! \brief Return a pointer to a vector of row names
|
942
|
+
|
943
|
+
If the name discipline (#OsiNameDiscipline) is auto, the return value
|
944
|
+
will be a vector of length zero. If the name discipline is lazy, the
|
945
|
+
vector will contain only names supplied by the client and will be no
|
946
|
+
larger than needed to hold those names; entries not supplied will be
|
947
|
+
null strings. In particular, the objective name is <i>not</i>
|
948
|
+
included in the vector for lazy names. If the name discipline is
|
949
|
+
full, the vector will have getNumRows() names, either supplied or
|
950
|
+
generated, plus one additional entry for the objective name.
|
951
|
+
*/
|
952
|
+
virtual const OsiNameVec &getRowNames() ;
|
953
|
+
|
954
|
+
/*! \brief Set a row name
|
955
|
+
|
956
|
+
Quietly does nothing if the name discipline (#OsiNameDiscipline) is
|
957
|
+
auto. Quietly fails if the row index is invalid.
|
958
|
+
*/
|
959
|
+
virtual void setRowName(int ndx, std::string name) ;
|
960
|
+
|
961
|
+
/*! \brief Set multiple row names
|
962
|
+
|
963
|
+
The run of len entries starting at srcNames[srcStart] are installed as
|
964
|
+
row names starting at row index tgtStart. The base class implementation
|
965
|
+
makes repeated calls to setRowName.
|
966
|
+
*/
|
967
|
+
virtual void setRowNames(OsiNameVec &srcNames,
|
968
|
+
int srcStart, int len, int tgtStart) ;
|
969
|
+
|
970
|
+
/*! \brief Delete len row names starting at index tgtStart
|
971
|
+
|
972
|
+
The specified row names are removed and the remaining row names are
|
973
|
+
copied down to close the gap.
|
974
|
+
*/
|
975
|
+
virtual void deleteRowNames(int tgtStart, int len) ;
|
976
|
+
|
977
|
+
/*! \brief Return the name of the column
|
978
|
+
|
979
|
+
The routine will <i>always</i> return some name, regardless of the name
|
980
|
+
discipline or the level of support by an OsiXXX derived class. Use
|
981
|
+
maxLen to limit the length.
|
982
|
+
*/
|
983
|
+
virtual std::string getColName(int colIndex,
|
984
|
+
unsigned maxLen = static_cast<unsigned>(std::string::npos)) const ;
|
985
|
+
|
986
|
+
/*! \brief Return a pointer to a vector of column names
|
987
|
+
|
988
|
+
If the name discipline (#OsiNameDiscipline) is auto, the return value
|
989
|
+
will be a vector of length zero. If the name discipline is lazy, the
|
990
|
+
vector will contain only names supplied by the client and will be no
|
991
|
+
larger than needed to hold those names; entries not supplied will be
|
992
|
+
null strings. If the name discipline is full, the vector will have
|
993
|
+
getNumCols() names, either supplied or generated.
|
994
|
+
*/
|
995
|
+
virtual const OsiNameVec &getColNames() ;
|
996
|
+
|
997
|
+
/*! \brief Set a column name
|
998
|
+
|
999
|
+
Quietly does nothing if the name discipline (#OsiNameDiscipline) is
|
1000
|
+
auto. Quietly fails if the column index is invalid.
|
1001
|
+
*/
|
1002
|
+
virtual void setColName(int ndx, std::string name) ;
|
1003
|
+
|
1004
|
+
/*! \brief Set multiple column names
|
1005
|
+
|
1006
|
+
The run of len entries starting at srcNames[srcStart] are installed as
|
1007
|
+
column names starting at column index tgtStart. The base class
|
1008
|
+
implementation makes repeated calls to setColName.
|
1009
|
+
*/
|
1010
|
+
virtual void setColNames(OsiNameVec &srcNames,
|
1011
|
+
int srcStart, int len, int tgtStart) ;
|
1012
|
+
|
1013
|
+
/*! \brief Delete len column names starting at index tgtStart
|
1014
|
+
|
1015
|
+
The specified column names are removed and the remaining column names
|
1016
|
+
are copied down to close the gap.
|
1017
|
+
*/
|
1018
|
+
virtual void deleteColNames(int tgtStart, int len) ;
|
1019
|
+
|
1020
|
+
|
1021
|
+
/*! \brief Set row and column names from a CoinMpsIO object.
|
1022
|
+
|
1023
|
+
Also sets the name of the objective function. If the name discipline
|
1024
|
+
is auto, you get what you asked for. This routine does not use
|
1025
|
+
setRowName or setColName.
|
1026
|
+
*/
|
1027
|
+
void setRowColNames(const CoinMpsIO &mps) ;
|
1028
|
+
|
1029
|
+
/*! \brief Set row and column names from a CoinModel object.
|
1030
|
+
|
1031
|
+
If the name discipline is auto, you get what you asked for.
|
1032
|
+
This routine does not use setRowName or setColName.
|
1033
|
+
*/
|
1034
|
+
void setRowColNames(CoinModel &mod) ;
|
1035
|
+
|
1036
|
+
/*! \brief Set row and column names from a CoinLpIO object.
|
1037
|
+
|
1038
|
+
Also sets the name of the objective function. If the name discipline is
|
1039
|
+
auto, you get what you asked for. This routine does not use setRowName
|
1040
|
+
or setColName.
|
1041
|
+
*/
|
1042
|
+
void setRowColNames(CoinLpIO &mod) ;
|
1043
|
+
|
1044
|
+
//@}
|
1045
|
+
//-------------------------------------------------------------------------
|
1046
|
+
|
1047
|
+
//-------------------------------------------------------------------------
|
1048
|
+
/**@name Methods to modify the constraint system.
|
1049
|
+
|
1050
|
+
Note that new columns are added as continuous variables.
|
1051
|
+
*/
|
1052
|
+
//@{
|
1053
|
+
|
1054
|
+
/** Add a column (primal variable) to the problem. */
|
1055
|
+
virtual void addCol(const CoinPackedVectorBase& vec,
|
1056
|
+
const double collb, const double colub,
|
1057
|
+
const double obj) = 0;
|
1058
|
+
|
1059
|
+
/*! \brief Add a named column (primal variable) to the problem.
|
1060
|
+
|
1061
|
+
The default implementation adds the column, then changes the name. This
|
1062
|
+
can surely be made more efficient within an OsiXXX class.
|
1063
|
+
*/
|
1064
|
+
virtual void addCol(const CoinPackedVectorBase& vec,
|
1065
|
+
const double collb, const double colub,
|
1066
|
+
const double obj, std::string name) ;
|
1067
|
+
|
1068
|
+
/** Add a column (primal variable) to the problem. */
|
1069
|
+
virtual void addCol(int numberElements,
|
1070
|
+
const int* rows, const double* elements,
|
1071
|
+
const double collb, const double colub,
|
1072
|
+
const double obj) ;
|
1073
|
+
|
1074
|
+
/*! \brief Add a named column (primal variable) to the problem.
|
1075
|
+
|
1076
|
+
The default implementation adds the column, then changes the name. This
|
1077
|
+
can surely be made more efficient within an OsiXXX class.
|
1078
|
+
*/
|
1079
|
+
virtual void addCol(int numberElements,
|
1080
|
+
const int* rows, const double* elements,
|
1081
|
+
const double collb, const double colub,
|
1082
|
+
const double obj, std::string name) ;
|
1083
|
+
|
1084
|
+
/** Add a set of columns (primal variables) to the problem.
|
1085
|
+
|
1086
|
+
The default implementation simply makes repeated calls to
|
1087
|
+
addCol().
|
1088
|
+
*/
|
1089
|
+
virtual void addCols(const int numcols,
|
1090
|
+
const CoinPackedVectorBase * const * cols,
|
1091
|
+
const double* collb, const double* colub,
|
1092
|
+
const double* obj);
|
1093
|
+
|
1094
|
+
/** Add a set of columns (primal variables) to the problem.
|
1095
|
+
|
1096
|
+
The default implementation simply makes repeated calls to
|
1097
|
+
addCol().
|
1098
|
+
*/
|
1099
|
+
virtual void addCols(const int numcols, const int* columnStarts,
|
1100
|
+
const int* rows, const double* elements,
|
1101
|
+
const double* collb, const double* colub,
|
1102
|
+
const double* obj);
|
1103
|
+
|
1104
|
+
/// Add columns using a CoinBuild object
|
1105
|
+
void addCols(const CoinBuild & buildObject);
|
1106
|
+
|
1107
|
+
/** Add columns from a model object. returns
|
1108
|
+
-1 if object in bad state (i.e. has row information)
|
1109
|
+
otherwise number of errors
|
1110
|
+
modelObject non const as can be regularized as part of build
|
1111
|
+
*/
|
1112
|
+
int addCols(CoinModel & modelObject);
|
1113
|
+
|
1114
|
+
#if 0
|
1115
|
+
/** */
|
1116
|
+
virtual void addCols(const CoinPackedMatrix& matrix,
|
1117
|
+
const double* collb, const double* colub,
|
1118
|
+
const double* obj);
|
1119
|
+
#endif
|
1120
|
+
|
1121
|
+
/** \brief Remove a set of columns (primal variables) from the
|
1122
|
+
problem.
|
1123
|
+
|
1124
|
+
The solver interface for a basis-oriented solver will maintain valid
|
1125
|
+
warm start information if all deleted variables are nonbasic.
|
1126
|
+
*/
|
1127
|
+
virtual void deleteCols(const int num, const int * colIndices) = 0;
|
1128
|
+
|
1129
|
+
/*! \brief Add a row (constraint) to the problem. */
|
1130
|
+
virtual void addRow(const CoinPackedVectorBase& vec,
|
1131
|
+
const double rowlb, const double rowub) = 0;
|
1132
|
+
|
1133
|
+
/*! \brief Add a named row (constraint) to the problem.
|
1134
|
+
|
1135
|
+
The default implementation adds the row, then changes the name. This
|
1136
|
+
can surely be made more efficient within an OsiXXX class.
|
1137
|
+
*/
|
1138
|
+
virtual void addRow(const CoinPackedVectorBase& vec,
|
1139
|
+
const double rowlb, const double rowub,
|
1140
|
+
std::string name) ;
|
1141
|
+
|
1142
|
+
/*! \brief Add a row (constraint) to the problem. */
|
1143
|
+
virtual void addRow(const CoinPackedVectorBase& vec,
|
1144
|
+
const char rowsen, const double rowrhs,
|
1145
|
+
const double rowrng) = 0;
|
1146
|
+
|
1147
|
+
/*! \brief Add a named row (constraint) to the problem.
|
1148
|
+
|
1149
|
+
The default implementation adds the row, then changes the name. This
|
1150
|
+
can surely be made more efficient within an OsiXXX class.
|
1151
|
+
*/
|
1152
|
+
virtual void addRow(const CoinPackedVectorBase& vec,
|
1153
|
+
const char rowsen, const double rowrhs,
|
1154
|
+
const double rowrng, std::string name) ;
|
1155
|
+
|
1156
|
+
/*! Add a row (constraint) to the problem.
|
1157
|
+
|
1158
|
+
Converts to addRow(CoinPackedVectorBase&,const double,const double).
|
1159
|
+
*/
|
1160
|
+
virtual void addRow(int numberElements,
|
1161
|
+
const int *columns, const double *element,
|
1162
|
+
const double rowlb, const double rowub) ;
|
1163
|
+
|
1164
|
+
/*! Add a set of rows (constraints) to the problem.
|
1165
|
+
|
1166
|
+
The default implementation simply makes repeated calls to
|
1167
|
+
addRow().
|
1168
|
+
*/
|
1169
|
+
virtual void addRows(const int numrows,
|
1170
|
+
const CoinPackedVectorBase * const * rows,
|
1171
|
+
const double* rowlb, const double* rowub);
|
1172
|
+
|
1173
|
+
/** Add a set of rows (constraints) to the problem.
|
1174
|
+
|
1175
|
+
The default implementation simply makes repeated calls to
|
1176
|
+
addRow().
|
1177
|
+
*/
|
1178
|
+
virtual void addRows(const int numrows,
|
1179
|
+
const CoinPackedVectorBase * const * rows,
|
1180
|
+
const char* rowsen, const double* rowrhs,
|
1181
|
+
const double* rowrng);
|
1182
|
+
|
1183
|
+
/** Add a set of rows (constraints) to the problem.
|
1184
|
+
|
1185
|
+
The default implementation simply makes repeated calls to
|
1186
|
+
addRow().
|
1187
|
+
*/
|
1188
|
+
virtual void addRows(const int numrows, const int *rowStarts,
|
1189
|
+
const int *columns, const double *element,
|
1190
|
+
const double *rowlb, const double *rowub);
|
1191
|
+
|
1192
|
+
/// Add rows using a CoinBuild object
|
1193
|
+
void addRows(const CoinBuild &buildObject);
|
1194
|
+
|
1195
|
+
/*! Add rows from a CoinModel object.
|
1196
|
+
|
1197
|
+
Returns -1 if the object is in the wrong state (<i>i.e.</i>, has
|
1198
|
+
column-major information), otherwise the number of errors.
|
1199
|
+
|
1200
|
+
The modelObject is not const as it can be regularized as part of
|
1201
|
+
the build.
|
1202
|
+
*/
|
1203
|
+
int addRows(CoinModel &modelObject);
|
1204
|
+
|
1205
|
+
#if 0
|
1206
|
+
/** */
|
1207
|
+
virtual void addRows(const CoinPackedMatrix& matrix,
|
1208
|
+
const double* rowlb, const double* rowub);
|
1209
|
+
/** */
|
1210
|
+
virtual void addRows(const CoinPackedMatrix& matrix,
|
1211
|
+
const char* rowsen, const double* rowrhs,
|
1212
|
+
const double* rowrng);
|
1213
|
+
#endif
|
1214
|
+
|
1215
|
+
/** \brief Delete a set of rows (constraints) from the problem.
|
1216
|
+
|
1217
|
+
The solver interface for a basis-oriented solver will maintain valid
|
1218
|
+
warm start information if all deleted rows are loose.
|
1219
|
+
*/
|
1220
|
+
virtual void deleteRows(const int num, const int * rowIndices) = 0;
|
1221
|
+
|
1222
|
+
/** \brief Replace the constraint matrix
|
1223
|
+
|
1224
|
+
I (JJF) am getting annoyed because I can't just replace a matrix.
|
1225
|
+
The default behavior of this is do nothing so only use where that would
|
1226
|
+
not matter, e.g. strengthening a matrix for MIP.
|
1227
|
+
*/
|
1228
|
+
virtual void replaceMatrixOptional(const CoinPackedMatrix & ) {}
|
1229
|
+
|
1230
|
+
/** \brief Replace the constraint matrix
|
1231
|
+
|
1232
|
+
And if it does matter (not used at present)
|
1233
|
+
*/
|
1234
|
+
virtual void replaceMatrix(const CoinPackedMatrix & ) {abort();}
|
1235
|
+
|
1236
|
+
/** \brief Save a copy of the base model
|
1237
|
+
|
1238
|
+
If solver wants it can save a copy of "base" (continuous) model here.
|
1239
|
+
*/
|
1240
|
+
virtual void saveBaseModel() {}
|
1241
|
+
|
1242
|
+
/** \brief Reduce the constraint system to the specified number of
|
1243
|
+
constraints.
|
1244
|
+
|
1245
|
+
If solver wants it can restore a copy of "base" (continuous) model
|
1246
|
+
here.
|
1247
|
+
|
1248
|
+
\note
|
1249
|
+
The name is somewhat misleading. Implementors should consider
|
1250
|
+
the opportunity to optimise behaviour in the common case where
|
1251
|
+
\p numberRows is exactly the number of original constraints. Do not,
|
1252
|
+
however, neglect the possibility that \p numberRows does not equal
|
1253
|
+
the number of original constraints.
|
1254
|
+
*/
|
1255
|
+
virtual void restoreBaseModel(int numberRows);
|
1256
|
+
//-----------------------------------------------------------------------
|
1257
|
+
/** Apply a collection of cuts.
|
1258
|
+
|
1259
|
+
Only cuts which have an <code>effectiveness >= effectivenessLb</code>
|
1260
|
+
are applied.
|
1261
|
+
<ul>
|
1262
|
+
<li> ReturnCode.getNumineffective() -- number of cuts which were
|
1263
|
+
not applied because they had an
|
1264
|
+
<code>effectiveness < effectivenessLb</code>
|
1265
|
+
<li> ReturnCode.getNuminconsistent() -- number of invalid cuts
|
1266
|
+
<li> ReturnCode.getNuminconsistentWrtIntegerModel() -- number of
|
1267
|
+
cuts that are invalid with respect to this integer model
|
1268
|
+
<li> ReturnCode.getNuminfeasible() -- number of cuts that would
|
1269
|
+
make this integer model infeasible
|
1270
|
+
<li> ReturnCode.getNumApplied() -- number of integer cuts which
|
1271
|
+
were applied to the integer model
|
1272
|
+
<li> cs.size() == getNumineffective() +
|
1273
|
+
getNuminconsistent() +
|
1274
|
+
getNuminconsistentWrtIntegerModel() +
|
1275
|
+
getNuminfeasible() +
|
1276
|
+
getNumApplied()
|
1277
|
+
</ul>
|
1278
|
+
*/
|
1279
|
+
virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
|
1280
|
+
double effectivenessLb = 0.0);
|
1281
|
+
|
1282
|
+
/** Apply a collection of row cuts which are all effective.
|
1283
|
+
applyCuts seems to do one at a time which seems inefficient.
|
1284
|
+
Would be even more efficient to pass an array of pointers.
|
1285
|
+
*/
|
1286
|
+
virtual void applyRowCuts(int numberCuts, const OsiRowCut * cuts);
|
1287
|
+
|
1288
|
+
/** Apply a collection of row cuts which are all effective.
|
1289
|
+
This is passed in as an array of pointers.
|
1290
|
+
*/
|
1291
|
+
virtual void applyRowCuts(int numberCuts, const OsiRowCut ** cuts);
|
1292
|
+
|
1293
|
+
/// Deletes branching information before columns deleted
|
1294
|
+
void deleteBranchingInfo(int numberDeleted, const int * which);
|
1295
|
+
|
1296
|
+
//@}
|
1297
|
+
|
1298
|
+
//---------------------------------------------------------------------------
|
1299
|
+
|
1300
|
+
/**@name Methods for problem input and output */
|
1301
|
+
//@{
|
1302
|
+
/*! \brief Load in a problem by copying the arguments. The constraints on
|
1303
|
+
the rows are given by lower and upper bounds.
|
1304
|
+
|
1305
|
+
If a pointer is 0 then the following values are the default:
|
1306
|
+
<ul>
|
1307
|
+
<li> <code>colub</code>: all columns have upper bound infinity
|
1308
|
+
<li> <code>collb</code>: all columns have lower bound 0
|
1309
|
+
<li> <code>rowub</code>: all rows have upper bound infinity
|
1310
|
+
<li> <code>rowlb</code>: all rows have lower bound -infinity
|
1311
|
+
<li> <code>obj</code>: all variables have 0 objective coefficient
|
1312
|
+
</ul>
|
1313
|
+
|
1314
|
+
Note that the default values for rowub and rowlb produce the
|
1315
|
+
constraint -infty <= ax <= infty. This is probably not what you want.
|
1316
|
+
*/
|
1317
|
+
virtual void loadProblem (const CoinPackedMatrix& matrix,
|
1318
|
+
const double* collb, const double* colub,
|
1319
|
+
const double* obj,
|
1320
|
+
const double* rowlb, const double* rowub) = 0;
|
1321
|
+
|
1322
|
+
/*! \brief Load in a problem by assuming ownership of the arguments.
|
1323
|
+
The constraints on the rows are given by lower and upper bounds.
|
1324
|
+
|
1325
|
+
For default argument values see the matching loadProblem method.
|
1326
|
+
|
1327
|
+
\warning
|
1328
|
+
The arguments passed to this method will be freed using the
|
1329
|
+
C++ <code>delete</code> and <code>delete[]</code> functions.
|
1330
|
+
*/
|
1331
|
+
virtual void assignProblem (CoinPackedMatrix*& matrix,
|
1332
|
+
double*& collb, double*& colub, double*& obj,
|
1333
|
+
double*& rowlb, double*& rowub) = 0;
|
1334
|
+
|
1335
|
+
/*! \brief Load in a problem by copying the arguments.
|
1336
|
+
The constraints on the rows are given by sense/rhs/range triplets.
|
1337
|
+
|
1338
|
+
If a pointer is 0 then the following values are the default:
|
1339
|
+
<ul>
|
1340
|
+
<li> <code>colub</code>: all columns have upper bound infinity
|
1341
|
+
<li> <code>collb</code>: all columns have lower bound 0
|
1342
|
+
<li> <code>obj</code>: all variables have 0 objective coefficient
|
1343
|
+
<li> <code>rowsen</code>: all rows are >=
|
1344
|
+
<li> <code>rowrhs</code>: all right hand sides are 0
|
1345
|
+
<li> <code>rowrng</code>: 0 for the ranged rows
|
1346
|
+
</ul>
|
1347
|
+
|
1348
|
+
Note that the default values for rowsen, rowrhs, and rowrng produce the
|
1349
|
+
constraint ax >= 0.
|
1350
|
+
*/
|
1351
|
+
virtual void loadProblem (const CoinPackedMatrix& matrix,
|
1352
|
+
const double* collb, const double* colub,
|
1353
|
+
const double* obj,
|
1354
|
+
const char* rowsen, const double* rowrhs,
|
1355
|
+
const double* rowrng) = 0;
|
1356
|
+
|
1357
|
+
/*! \brief Load in a problem by assuming ownership of the arguments.
|
1358
|
+
The constraints on the rows are given by sense/rhs/range triplets.
|
1359
|
+
|
1360
|
+
For default argument values see the matching loadProblem method.
|
1361
|
+
|
1362
|
+
\warning
|
1363
|
+
The arguments passed to this method will be freed using the
|
1364
|
+
C++ <code>delete</code> and <code>delete[]</code> functions.
|
1365
|
+
*/
|
1366
|
+
virtual void assignProblem (CoinPackedMatrix*& matrix,
|
1367
|
+
double*& collb, double*& colub, double*& obj,
|
1368
|
+
char*& rowsen, double*& rowrhs,
|
1369
|
+
double*& rowrng) = 0;
|
1370
|
+
|
1371
|
+
/*! \brief Load in a problem by copying the arguments. The constraint
|
1372
|
+
matrix is is specified with standard column-major
|
1373
|
+
column starts / row indices / coefficients vectors.
|
1374
|
+
The constraints on the rows are given by lower and upper bounds.
|
1375
|
+
|
1376
|
+
The matrix vectors must be gap-free. Note that <code>start</code> must
|
1377
|
+
have <code>numcols+1</code> entries so that the length of the last column
|
1378
|
+
can be calculated as <code>start[numcols]-start[numcols-1]</code>.
|
1379
|
+
|
1380
|
+
See the previous loadProblem method using rowlb and rowub for default
|
1381
|
+
argument values.
|
1382
|
+
*/
|
1383
|
+
virtual void loadProblem (const int numcols, const int numrows,
|
1384
|
+
const CoinBigIndex * start, const int* index,
|
1385
|
+
const double* value,
|
1386
|
+
const double* collb, const double* colub,
|
1387
|
+
const double* obj,
|
1388
|
+
const double* rowlb, const double* rowub) = 0;
|
1389
|
+
|
1390
|
+
/*! \brief Load in a problem by copying the arguments. The constraint
|
1391
|
+
matrix is is specified with standard column-major
|
1392
|
+
column starts / row indices / coefficients vectors.
|
1393
|
+
The constraints on the rows are given by sense/rhs/range triplets.
|
1394
|
+
|
1395
|
+
The matrix vectors must be gap-free. Note that <code>start</code> must
|
1396
|
+
have <code>numcols+1</code> entries so that the length of the last column
|
1397
|
+
can be calculated as <code>start[numcols]-start[numcols-1]</code>.
|
1398
|
+
|
1399
|
+
See the previous loadProblem method using sense/rhs/range for default
|
1400
|
+
argument values.
|
1401
|
+
*/
|
1402
|
+
virtual void loadProblem (const int numcols, const int numrows,
|
1403
|
+
const CoinBigIndex * start, const int* index,
|
1404
|
+
const double* value,
|
1405
|
+
const double* collb, const double* colub,
|
1406
|
+
const double* obj,
|
1407
|
+
const char* rowsen, const double* rowrhs,
|
1408
|
+
const double* rowrng) = 0;
|
1409
|
+
|
1410
|
+
/*! \brief Load a model from a CoinModel object. Return the number of
|
1411
|
+
errors encountered.
|
1412
|
+
|
1413
|
+
The modelObject parameter cannot be const as it may be changed as part
|
1414
|
+
of process. If keepSolution is true will try and keep warmStart.
|
1415
|
+
*/
|
1416
|
+
virtual int loadFromCoinModel (CoinModel & modelObject,
|
1417
|
+
bool keepSolution=false);
|
1418
|
+
|
1419
|
+
/*! \brief Read a problem in MPS format from the given filename.
|
1420
|
+
|
1421
|
+
The default implementation uses CoinMpsIO::readMps() to read
|
1422
|
+
the MPS file and returns the number of errors encountered.
|
1423
|
+
*/
|
1424
|
+
virtual int readMps (const char *filename,
|
1425
|
+
const char *extension = "mps") ;
|
1426
|
+
|
1427
|
+
/*! \brief Read a problem in MPS format from the given full filename.
|
1428
|
+
|
1429
|
+
This uses CoinMpsIO::readMps() to read the MPS file and returns the
|
1430
|
+
number of errors encountered. It also may return an array of set
|
1431
|
+
information
|
1432
|
+
*/
|
1433
|
+
virtual int readMps (const char *filename, const char*extension,
|
1434
|
+
int & numberSets, CoinSet ** & sets);
|
1435
|
+
|
1436
|
+
/*! \brief Read a problem in GMPL format from the given filenames.
|
1437
|
+
|
1438
|
+
The default implementation uses CoinMpsIO::readGMPL(). This capability
|
1439
|
+
is available only if the third-party package Glpk is installed.
|
1440
|
+
*/
|
1441
|
+
virtual int readGMPL (const char *filename, const char *dataname=NULL);
|
1442
|
+
|
1443
|
+
/*! \brief Write the problem in MPS format to the specified file.
|
1444
|
+
|
1445
|
+
If objSense is non-zero, a value of -1.0 causes the problem to be
|
1446
|
+
written with a maximization objective; +1.0 forces a minimization
|
1447
|
+
objective. If objSense is zero, the choice is left to the implementation.
|
1448
|
+
*/
|
1449
|
+
virtual void writeMps (const char *filename,
|
1450
|
+
const char *extension = "mps",
|
1451
|
+
double objSense=0.0) const = 0;
|
1452
|
+
|
1453
|
+
/*! \brief Write the problem in MPS format to the specified file with
|
1454
|
+
more control over the output.
|
1455
|
+
|
1456
|
+
Row and column names may be null.
|
1457
|
+
formatType is
|
1458
|
+
<ul>
|
1459
|
+
<li> 0 - normal
|
1460
|
+
<li> 1 - extra accuracy
|
1461
|
+
<li> 2 - IEEE hex
|
1462
|
+
</ul>
|
1463
|
+
|
1464
|
+
Returns non-zero on I/O error
|
1465
|
+
*/
|
1466
|
+
int writeMpsNative (const char *filename,
|
1467
|
+
const char ** rowNames, const char ** columnNames,
|
1468
|
+
int formatType=0,int numberAcross=2,
|
1469
|
+
double objSense=0.0, int numberSOS=0,
|
1470
|
+
const CoinSet * setInfo=NULL) const ;
|
1471
|
+
|
1472
|
+
/***********************************************************************/
|
1473
|
+
// Lp files
|
1474
|
+
|
1475
|
+
/** Write the problem into an Lp file of the given filename with the
|
1476
|
+
specified extension.
|
1477
|
+
Coefficients with value less than epsilon away from an integer value
|
1478
|
+
are written as integers.
|
1479
|
+
Write at most numberAcross monomials on a line.
|
1480
|
+
Write non integer numbers with decimals digits after the decimal point.
|
1481
|
+
|
1482
|
+
The written problem is always a minimization problem.
|
1483
|
+
If the current problem is a maximization problem, the
|
1484
|
+
intended objective function for the written problem is the current
|
1485
|
+
objective function multiplied by -1. If the current problem is a
|
1486
|
+
minimization problem, the intended objective function for the
|
1487
|
+
written problem is the current objective function.
|
1488
|
+
If objSense < 0, the intended objective function is multiplied by -1
|
1489
|
+
before writing the problem. It is left unchanged otherwise.
|
1490
|
+
|
1491
|
+
Write objective function name and constraint names if useRowNames is
|
1492
|
+
true. This version calls writeLpNative().
|
1493
|
+
*/
|
1494
|
+
virtual void writeLp(const char *filename,
|
1495
|
+
const char *extension = "lp",
|
1496
|
+
double epsilon = 1e-5,
|
1497
|
+
int numberAcross = 10,
|
1498
|
+
int decimals = 5,
|
1499
|
+
double objSense = 0.0,
|
1500
|
+
bool useRowNames = true) const;
|
1501
|
+
|
1502
|
+
/** Write the problem into the file pointed to by the parameter fp.
|
1503
|
+
Other parameters are similar to
|
1504
|
+
those of writeLp() with first parameter filename.
|
1505
|
+
*/
|
1506
|
+
virtual void writeLp(FILE *fp,
|
1507
|
+
double epsilon = 1e-5,
|
1508
|
+
int numberAcross = 10,
|
1509
|
+
int decimals = 5,
|
1510
|
+
double objSense = 0.0,
|
1511
|
+
bool useRowNames = true) const;
|
1512
|
+
|
1513
|
+
/** Write the problem into an Lp file. Parameters are similar to
|
1514
|
+
those of writeLp(), but in addition row names and column names
|
1515
|
+
may be given.
|
1516
|
+
|
1517
|
+
Parameter rowNames may be NULL, in which case default row names
|
1518
|
+
are used. If rowNames is not NULL, it must have exactly one entry
|
1519
|
+
per row in the problem and one additional
|
1520
|
+
entry (rowNames[getNumRows()] with the objective function name.
|
1521
|
+
These getNumRows()+1 entries must be distinct. If this is not the
|
1522
|
+
case, default row names
|
1523
|
+
are used. In addition, format restrictions are imposed on names
|
1524
|
+
(see CoinLpIO::is_invalid_name() for details).
|
1525
|
+
|
1526
|
+
Similar remarks can be made for the parameter columnNames which
|
1527
|
+
must either be NULL or have exactly getNumCols() distinct entries.
|
1528
|
+
|
1529
|
+
Write objective function name and constraint names if
|
1530
|
+
useRowNames is true. */
|
1531
|
+
int writeLpNative(const char *filename,
|
1532
|
+
char const * const * const rowNames,
|
1533
|
+
char const * const * const columnNames,
|
1534
|
+
const double epsilon = 1.0e-5,
|
1535
|
+
const int numberAcross = 10,
|
1536
|
+
const int decimals = 5,
|
1537
|
+
const double objSense = 0.0,
|
1538
|
+
const bool useRowNames = true) const;
|
1539
|
+
|
1540
|
+
/** Write the problem into the file pointed to by the parameter fp.
|
1541
|
+
Other parameters are similar to
|
1542
|
+
those of writeLpNative() with first parameter filename.
|
1543
|
+
*/
|
1544
|
+
int writeLpNative(FILE *fp,
|
1545
|
+
char const * const * const rowNames,
|
1546
|
+
char const * const * const columnNames,
|
1547
|
+
const double epsilon = 1.0e-5,
|
1548
|
+
const int numberAcross = 10,
|
1549
|
+
const int decimals = 5,
|
1550
|
+
const double objSense = 0.0,
|
1551
|
+
const bool useRowNames = true) const;
|
1552
|
+
|
1553
|
+
/// Read file in LP format from file with name filename.
|
1554
|
+
/// See class CoinLpIO for description of this format.
|
1555
|
+
virtual int readLp(const char *filename, const double epsilon = 1e-5);
|
1556
|
+
|
1557
|
+
/// Read file in LP format from the file pointed to by fp.
|
1558
|
+
/// See class CoinLpIO for description of this format.
|
1559
|
+
int readLp(FILE *fp, const double epsilon = 1e-5);
|
1560
|
+
|
1561
|
+
//@}
|
1562
|
+
|
1563
|
+
//---------------------------------------------------------------------------
|
1564
|
+
|
1565
|
+
/**@name Miscellaneous */
|
1566
|
+
//@{
|
1567
|
+
/** Check two models against each other. Return nonzero if different.
|
1568
|
+
Ignore names if that set.
|
1569
|
+
(Note initial version does not check names)
|
1570
|
+
May modify both models by cleaning up
|
1571
|
+
*/
|
1572
|
+
int differentModel(OsiSolverInterface & other,
|
1573
|
+
bool ignoreNames=true);
|
1574
|
+
#ifdef COIN_SNAPSHOT
|
1575
|
+
/// Return a CoinSnapshot
|
1576
|
+
virtual CoinSnapshot * snapshot(bool createArrays=true) const;
|
1577
|
+
#endif
|
1578
|
+
#ifdef COIN_FACTORIZATION_INFO
|
1579
|
+
/// Return number of entries in L part of current factorization
|
1580
|
+
virtual CoinBigIndex getSizeL() const;
|
1581
|
+
/// Return number of entries in U part of current factorization
|
1582
|
+
virtual CoinBigIndex getSizeU() const;
|
1583
|
+
#endif
|
1584
|
+
//@}
|
1585
|
+
|
1586
|
+
//---------------------------------------------------------------------------
|
1587
|
+
|
1588
|
+
/**@name Setting/Accessing application data */
|
1589
|
+
//@{
|
1590
|
+
/** Set application data.
|
1591
|
+
|
1592
|
+
This is a pointer that the application can store into and
|
1593
|
+
retrieve from the solver interface.
|
1594
|
+
This field is available for the application to optionally
|
1595
|
+
define and use.
|
1596
|
+
*/
|
1597
|
+
void setApplicationData (void * appData);
|
1598
|
+
/** Create a clone of an Auxiliary Information object.
|
1599
|
+
The base class just stores an application data pointer
|
1600
|
+
but can be more general. Application data pointer is
|
1601
|
+
designed for one user while this can be extended to cope
|
1602
|
+
with more general extensions.
|
1603
|
+
*/
|
1604
|
+
void setAuxiliaryInfo(OsiAuxInfo * auxiliaryInfo);
|
1605
|
+
|
1606
|
+
/// Get application data
|
1607
|
+
void * getApplicationData() const;
|
1608
|
+
/// Get pointer to auxiliary info object
|
1609
|
+
OsiAuxInfo * getAuxiliaryInfo() const;
|
1610
|
+
//@}
|
1611
|
+
//---------------------------------------------------------------------------
|
1612
|
+
|
1613
|
+
/**@name Message handling
|
1614
|
+
|
1615
|
+
See the COIN library documentation for additional information about
|
1616
|
+
COIN message facilities.
|
1617
|
+
|
1618
|
+
*/
|
1619
|
+
//@{
|
1620
|
+
/** Pass in a message handler
|
1621
|
+
|
1622
|
+
It is the client's responsibility to destroy a message handler installed
|
1623
|
+
by this routine; it will not be destroyed when the solver interface is
|
1624
|
+
destroyed.
|
1625
|
+
*/
|
1626
|
+
virtual void passInMessageHandler(CoinMessageHandler * handler);
|
1627
|
+
/// Set language
|
1628
|
+
void newLanguage(CoinMessages::Language language);
|
1629
|
+
inline void setLanguage(CoinMessages::Language language)
|
1630
|
+
{newLanguage(language);}
|
1631
|
+
/// Return a pointer to the current message handler
|
1632
|
+
inline CoinMessageHandler * messageHandler() const
|
1633
|
+
{return handler_;}
|
1634
|
+
/// Return the current set of messages
|
1635
|
+
inline CoinMessages messages()
|
1636
|
+
{return messages_;}
|
1637
|
+
/// Return a pointer to the current set of messages
|
1638
|
+
inline CoinMessages * messagesPointer()
|
1639
|
+
{return &messages_;}
|
1640
|
+
/// Return true if default handler
|
1641
|
+
inline bool defaultHandler() const
|
1642
|
+
{ return defaultHandler_;}
|
1643
|
+
//@}
|
1644
|
+
//---------------------------------------------------------------------------
|
1645
|
+
/**@name Methods for dealing with discontinuities other than integers.
|
1646
|
+
|
1647
|
+
Osi should be able to know about SOS and other types. This is an optional
|
1648
|
+
section where such information can be stored.
|
1649
|
+
|
1650
|
+
*/
|
1651
|
+
//@{
|
1652
|
+
/** \brief Identify integer variables and create corresponding objects.
|
1653
|
+
|
1654
|
+
Record integer variables and create an OsiSimpleInteger object for each
|
1655
|
+
one. All existing OsiSimpleInteger objects will be destroyed.
|
1656
|
+
If justCount then no objects created and we just store numberIntegers_
|
1657
|
+
*/
|
1658
|
+
|
1659
|
+
void findIntegers(bool justCount);
|
1660
|
+
/** \brief Identify integer variables and SOS and create corresponding objects.
|
1661
|
+
|
1662
|
+
Record integer variables and create an OsiSimpleInteger object for each
|
1663
|
+
one. All existing OsiSimpleInteger objects will be destroyed.
|
1664
|
+
If the solver supports SOS then do the same for SOS.
|
1665
|
+
|
1666
|
+
If justCount then no objects created and we just store numberIntegers_
|
1667
|
+
Returns number of SOS
|
1668
|
+
*/
|
1669
|
+
|
1670
|
+
virtual int findIntegersAndSOS(bool justCount);
|
1671
|
+
/// Get the number of objects
|
1672
|
+
inline int numberObjects() const { return numberObjects_;}
|
1673
|
+
/// Set the number of objects
|
1674
|
+
inline void setNumberObjects(int number)
|
1675
|
+
{ numberObjects_=number;}
|
1676
|
+
|
1677
|
+
/// Get the array of objects
|
1678
|
+
inline OsiObject ** objects() const { return object_;}
|
1679
|
+
|
1680
|
+
/// Get the specified object
|
1681
|
+
const inline OsiObject * object(int which) const { return object_[which];}
|
1682
|
+
/// Get the specified object
|
1683
|
+
inline OsiObject * modifiableObject(int which) const { return object_[which];}
|
1684
|
+
|
1685
|
+
/// Delete all object information
|
1686
|
+
void deleteObjects();
|
1687
|
+
|
1688
|
+
/** Add in object information.
|
1689
|
+
|
1690
|
+
Objects are cloned; the owner can delete the originals.
|
1691
|
+
*/
|
1692
|
+
void addObjects(int numberObjects, OsiObject ** objects);
|
1693
|
+
/** Use current solution to set bounds so current integer feasible solution will stay feasible.
|
1694
|
+
Only feasible bounds will be used, even if current solution outside bounds. The amount of
|
1695
|
+
such violation will be returned (and if small can be ignored)
|
1696
|
+
*/
|
1697
|
+
double forceFeasible();
|
1698
|
+
//@}
|
1699
|
+
//---------------------------------------------------------------------------
|
1700
|
+
|
1701
|
+
/*! @name Methods related to testing generated cuts
|
1702
|
+
|
1703
|
+
See the documentation for OsiRowCutDebugger for additional details.
|
1704
|
+
*/
|
1705
|
+
//@{
|
1706
|
+
/*! \brief Activate the row cut debugger.
|
1707
|
+
|
1708
|
+
If \p modelName is in the set of known models then all cuts are
|
1709
|
+
checked to see that they do NOT cut off the optimal solution known
|
1710
|
+
to the debugger.
|
1711
|
+
*/
|
1712
|
+
virtual void activateRowCutDebugger (const char *modelName);
|
1713
|
+
|
1714
|
+
/*! \brief Activate the row cut debugger using a full solution array.
|
1715
|
+
|
1716
|
+
|
1717
|
+
Activate the debugger for a model not included in the debugger's
|
1718
|
+
internal database. Cuts will be checked to see that they do NOT
|
1719
|
+
cut off the given solution.
|
1720
|
+
|
1721
|
+
\p solution must be a full solution vector, but only the integer
|
1722
|
+
variables need to be correct. The debugger will fill in the continuous
|
1723
|
+
variables by solving an lp relaxation with the integer variables
|
1724
|
+
fixed as specified. If the given values for the continuous variables
|
1725
|
+
should be preserved, set \p keepContinuous to true.
|
1726
|
+
*/
|
1727
|
+
virtual void activateRowCutDebugger(const double *solution,
|
1728
|
+
bool enforceOptimality = true);
|
1729
|
+
|
1730
|
+
/*! \brief Get the row cut debugger provided the solution known to the
|
1731
|
+
debugger is within the feasible region held in the solver.
|
1732
|
+
|
1733
|
+
If there is a row cut debugger object associated with model AND if
|
1734
|
+
the solution known to the debugger is within the solver's current
|
1735
|
+
feasible region (i.e., the column bounds held in the solver are
|
1736
|
+
compatible with the known solution) then a pointer to the debugger
|
1737
|
+
is returned which may be used to test validity of cuts.
|
1738
|
+
|
1739
|
+
Otherwise NULL is returned
|
1740
|
+
*/
|
1741
|
+
const OsiRowCutDebugger *getRowCutDebugger() const;
|
1742
|
+
|
1743
|
+
/*! \brief Get the row cut debugger object
|
1744
|
+
|
1745
|
+
Return the row cut debugger object if it exists. One common usage of
|
1746
|
+
this method is to obtain a debugger object in order to execute
|
1747
|
+
OsiRowCutDebugger::redoSolution (so that the stored solution is again
|
1748
|
+
compatible with the problem held in the solver).
|
1749
|
+
*/
|
1750
|
+
OsiRowCutDebugger * getRowCutDebuggerAlways() const;
|
1751
|
+
//@}
|
1752
|
+
|
1753
|
+
/*! \name OsiSimplexInterface
|
1754
|
+
\brief Simplex Interface
|
1755
|
+
|
1756
|
+
Methods for an advanced interface to a simplex solver. The interface
|
1757
|
+
comprises two groups of methods. Group 1 contains methods for tableau
|
1758
|
+
access. Group 2 contains methods for dictating individual simplex pivots.
|
1759
|
+
*/
|
1760
|
+
//@{
|
1761
|
+
|
1762
|
+
/*! \brief Return the simplex implementation level.
|
1763
|
+
|
1764
|
+
The return codes are:
|
1765
|
+
- 0: the simplex interface is not implemented.
|
1766
|
+
- 1: the Group 1 (tableau access) methods are implemented.
|
1767
|
+
- 2: the Group 2 (pivoting) methods are implemented
|
1768
|
+
|
1769
|
+
The codes are cumulative - a solver which implements Group 2 also
|
1770
|
+
implements Group 1.
|
1771
|
+
*/
|
1772
|
+
virtual int canDoSimplexInterface() const ;
|
1773
|
+
//@}
|
1774
|
+
|
1775
|
+
/*! \name OsiSimplex Group 1
|
1776
|
+
\brief Tableau access methods.
|
1777
|
+
|
1778
|
+
This group of methods provides access to rows and columns of the basis
|
1779
|
+
inverse and to rows and columns of the tableau.
|
1780
|
+
*/
|
1781
|
+
//@{
|
1782
|
+
|
1783
|
+
/*! \brief Prepare the solver for the use of tableau access methods.
|
1784
|
+
|
1785
|
+
Prepares the solver for the use of the tableau access methods, if
|
1786
|
+
any such preparation is required.
|
1787
|
+
|
1788
|
+
The \c const attribute is required due to the places this method
|
1789
|
+
may be called (e.g., within CglCutGenerator::generateCuts()).
|
1790
|
+
*/
|
1791
|
+
virtual void enableFactorization() const ;
|
1792
|
+
|
1793
|
+
/*! \brief Undo the effects of #enableFactorization. */
|
1794
|
+
virtual void disableFactorization() const ;
|
1795
|
+
|
1796
|
+
/*! \brief Check if an optimal basis is available.
|
1797
|
+
|
1798
|
+
Returns true if the problem has been solved to optimality and a
|
1799
|
+
basis is available. This should be used to see if the tableau access
|
1800
|
+
operations are possible and meaningful.
|
1801
|
+
|
1802
|
+
\note
|
1803
|
+
Implementors please note that this method may be called
|
1804
|
+
before #enableFactorization.
|
1805
|
+
*/
|
1806
|
+
virtual bool basisIsAvailable() const ;
|
1807
|
+
|
1808
|
+
/// Synonym for #basisIsAvailable
|
1809
|
+
inline bool optimalBasisIsAvailable() const { return basisIsAvailable() ; }
|
1810
|
+
|
1811
|
+
/*! \brief Retrieve status information for column and row variables.
|
1812
|
+
|
1813
|
+
This method returns status as integer codes:
|
1814
|
+
<ul>
|
1815
|
+
<li> 0: free
|
1816
|
+
<li> 1: basic
|
1817
|
+
<li> 2: nonbasic at upper bound
|
1818
|
+
<li> 3: nonbasic at lower bound
|
1819
|
+
</ul>
|
1820
|
+
|
1821
|
+
The #getWarmStart method provides essentially the same functionality
|
1822
|
+
for a simplex-oriented solver, but the implementation details are very
|
1823
|
+
different.
|
1824
|
+
|
1825
|
+
\note
|
1826
|
+
Logical variables associated with rows are all assumed to have +1
|
1827
|
+
coefficients, so for a <= constraint the logical will be at lower
|
1828
|
+
bound if the constraint is tight.
|
1829
|
+
|
1830
|
+
\note
|
1831
|
+
Implementors may choose to implement this method as a wrapper which
|
1832
|
+
converts a CoinWarmStartBasis to the requested representation.
|
1833
|
+
*/
|
1834
|
+
virtual void getBasisStatus(int* cstat, int* rstat) const ;
|
1835
|
+
|
1836
|
+
/*! \brief Set the status of column and row variables and update
|
1837
|
+
the basis factorization and solution.
|
1838
|
+
|
1839
|
+
Status information should be coded as documented for #getBasisStatus.
|
1840
|
+
Returns 0 if all goes well, 1 if something goes wrong.
|
1841
|
+
|
1842
|
+
This method differs from #setWarmStart in the format of the input
|
1843
|
+
and in its immediate effect. Think of it as #setWarmStart immediately
|
1844
|
+
followed by #resolve, but no pivots are allowed.
|
1845
|
+
|
1846
|
+
\note
|
1847
|
+
Implementors may choose to implement this method as a wrapper that calls
|
1848
|
+
#setWarmStart and #resolve if the no pivot requirement can be satisfied.
|
1849
|
+
*/
|
1850
|
+
virtual int setBasisStatus(const int* cstat, const int* rstat) ;
|
1851
|
+
|
1852
|
+
/*! \brief Calculate duals and reduced costs for the given objective
|
1853
|
+
coefficients.
|
1854
|
+
|
1855
|
+
The solver's objective coefficient vector is not changed.
|
1856
|
+
*/
|
1857
|
+
virtual void getReducedGradient(double* columnReducedCosts,
|
1858
|
+
double* duals, const double* c) const ;
|
1859
|
+
|
1860
|
+
/*! \brief Get a row of the tableau
|
1861
|
+
|
1862
|
+
If \p slack is not null, it will be loaded with the coefficients for
|
1863
|
+
the artificial (logical) variables (i.e., the row of the basis inverse).
|
1864
|
+
*/
|
1865
|
+
virtual void getBInvARow(int row, double* z, double* slack = NULL) const ;
|
1866
|
+
|
1867
|
+
/*! \brief Get a row of the basis inverse */
|
1868
|
+
virtual void getBInvRow(int row, double* z) const ;
|
1869
|
+
|
1870
|
+
/*! \brief Get a column of the tableau */
|
1871
|
+
virtual void getBInvACol(int col, double* vec) const ;
|
1872
|
+
|
1873
|
+
/*! \brief Get a column of the basis inverse */
|
1874
|
+
virtual void getBInvCol(int col, double* vec) const ;
|
1875
|
+
|
1876
|
+
/*! \brief Get indices of basic variables
|
1877
|
+
|
1878
|
+
If the logical (artificial) for row i is basic, the index should be coded
|
1879
|
+
as (#getNumCols + i).
|
1880
|
+
The order of indices must match the order of elements in the vectors
|
1881
|
+
returned by #getBInvACol and #getBInvCol.
|
1882
|
+
*/
|
1883
|
+
virtual void getBasics(int* index) const ;
|
1884
|
+
|
1885
|
+
//@}
|
1886
|
+
|
1887
|
+
/*! \name OsiSimplex Group 2
|
1888
|
+
\brief Pivoting methods
|
1889
|
+
|
1890
|
+
This group of methods provides for control of individual pivots by a
|
1891
|
+
simplex solver.
|
1892
|
+
*/
|
1893
|
+
//@{
|
1894
|
+
|
1895
|
+
/**Enables normal operation of subsequent functions.
|
1896
|
+
This method is supposed to ensure that all typical things (like
|
1897
|
+
reduced costs, etc.) are updated when individual pivots are executed
|
1898
|
+
and can be queried by other methods. says whether will be
|
1899
|
+
doing primal or dual
|
1900
|
+
*/
|
1901
|
+
virtual void enableSimplexInterface(bool doingPrimal) ;
|
1902
|
+
|
1903
|
+
///Undo whatever setting changes the above method had to make
|
1904
|
+
virtual void disableSimplexInterface() ;
|
1905
|
+
/** Perform a pivot by substituting a colIn for colOut in the basis.
|
1906
|
+
The status of the leaving variable is given in outStatus. Where
|
1907
|
+
1 is to upper bound, -1 to lower bound
|
1908
|
+
Return code was undefined - now for OsiClp is 0 for okay,
|
1909
|
+
1 if inaccuracy forced re-factorization (should be okay) and
|
1910
|
+
-1 for singular factorization
|
1911
|
+
*/
|
1912
|
+
virtual int pivot(int colIn, int colOut, int outStatus) ;
|
1913
|
+
|
1914
|
+
/** Obtain a result of the primal pivot
|
1915
|
+
Outputs: colOut -- leaving column, outStatus -- its status,
|
1916
|
+
t -- step size, and, if dx!=NULL, *dx -- primal ray direction.
|
1917
|
+
Inputs: colIn -- entering column, sign -- direction of its change (+/-1).
|
1918
|
+
Both for colIn and colOut, artificial variables are index by
|
1919
|
+
the negative of the row index minus 1.
|
1920
|
+
Return code (for now): 0 -- leaving variable found,
|
1921
|
+
-1 -- everything else?
|
1922
|
+
Clearly, more informative set of return values is required
|
1923
|
+
Primal and dual solutions are updated
|
1924
|
+
*/
|
1925
|
+
virtual int primalPivotResult(int colIn, int sign,
|
1926
|
+
int& colOut, int& outStatus,
|
1927
|
+
double& t, CoinPackedVector* dx);
|
1928
|
+
|
1929
|
+
/** Obtain a result of the dual pivot (similar to the previous method)
|
1930
|
+
Differences: entering variable and a sign of its change are now
|
1931
|
+
the outputs, the leaving variable and its statuts -- the inputs
|
1932
|
+
If dx!=NULL, then *dx contains dual ray
|
1933
|
+
Return code: same
|
1934
|
+
*/
|
1935
|
+
virtual int dualPivotResult(int& colIn, int& sign,
|
1936
|
+
int colOut, int outStatus,
|
1937
|
+
double& t, CoinPackedVector* dx) ;
|
1938
|
+
//@}
|
1939
|
+
|
1940
|
+
//---------------------------------------------------------------------------
|
1941
|
+
|
1942
|
+
///@name Constructors and destructors
|
1943
|
+
//@{
|
1944
|
+
/// Default Constructor
|
1945
|
+
OsiSolverInterface();
|
1946
|
+
|
1947
|
+
/** Clone
|
1948
|
+
|
1949
|
+
The result of calling clone(false) is defined to be equivalent to
|
1950
|
+
calling the default constructor OsiSolverInterface().
|
1951
|
+
*/
|
1952
|
+
virtual OsiSolverInterface * clone(bool copyData = true) const = 0;
|
1953
|
+
|
1954
|
+
/// Copy constructor
|
1955
|
+
OsiSolverInterface(const OsiSolverInterface &);
|
1956
|
+
|
1957
|
+
/// Assignment operator
|
1958
|
+
OsiSolverInterface & operator=(const OsiSolverInterface& rhs);
|
1959
|
+
|
1960
|
+
/// Destructor
|
1961
|
+
virtual ~OsiSolverInterface ();
|
1962
|
+
|
1963
|
+
/** Reset the solver interface.
|
1964
|
+
|
1965
|
+
A call to reset() returns the solver interface to the same state as
|
1966
|
+
it would have if it had just been constructed by calling the default
|
1967
|
+
constructor OsiSolverInterface().
|
1968
|
+
*/
|
1969
|
+
virtual void reset();
|
1970
|
+
//@}
|
1971
|
+
|
1972
|
+
//---------------------------------------------------------------------------
|
1973
|
+
|
1974
|
+
protected:
|
1975
|
+
///@name Protected methods
|
1976
|
+
//@{
|
1977
|
+
/** Apply a row cut (append to the constraint matrix). */
|
1978
|
+
virtual void applyRowCut( const OsiRowCut & rc ) = 0;
|
1979
|
+
|
1980
|
+
/** Apply a column cut (adjust the bounds of one or more variables). */
|
1981
|
+
virtual void applyColCut( const OsiColCut & cc ) = 0;
|
1982
|
+
|
1983
|
+
/** A quick inlined function to convert from the lb/ub style of
|
1984
|
+
constraint definition to the sense/rhs/range style */
|
1985
|
+
inline void
|
1986
|
+
convertBoundToSense(const double lower, const double upper,
|
1987
|
+
char& sense, double& right, double& range) const;
|
1988
|
+
/** A quick inlined function to convert from the sense/rhs/range style
|
1989
|
+
of constraint definition to the lb/ub style */
|
1990
|
+
inline void
|
1991
|
+
convertSenseToBound(const char sense, const double right,
|
1992
|
+
const double range,
|
1993
|
+
double& lower, double& upper) const;
|
1994
|
+
/** A quick inlined function to force a value to be between a minimum and
|
1995
|
+
a maximum value */
|
1996
|
+
template <class T> inline T
|
1997
|
+
forceIntoRange(const T value, const T lower, const T upper) const {
|
1998
|
+
return value < lower ? lower : (value > upper ? upper : value);
|
1999
|
+
}
|
2000
|
+
/** Set OsiSolverInterface object state for default constructor
|
2001
|
+
|
2002
|
+
This routine establishes the initial values of data fields in the
|
2003
|
+
OsiSolverInterface object when the object is created using the
|
2004
|
+
default constructor.
|
2005
|
+
*/
|
2006
|
+
void setInitialData();
|
2007
|
+
//@}
|
2008
|
+
|
2009
|
+
///@name Protected member data
|
2010
|
+
//@{
|
2011
|
+
/*! \brief Pointer to row cut debugger object
|
2012
|
+
|
2013
|
+
Mutable so that we can update the solution held in the debugger while
|
2014
|
+
maintaining const'ness for the Osi object.
|
2015
|
+
*/
|
2016
|
+
mutable OsiRowCutDebugger * rowCutDebugger_;
|
2017
|
+
// Why not just make useful stuff protected?
|
2018
|
+
/// Message handler
|
2019
|
+
CoinMessageHandler * handler_;
|
2020
|
+
/** Flag to say if the currrent handler is the default handler.
|
2021
|
+
Indicates if the solver interface object is responsible
|
2022
|
+
for destruction of the handler (true) or if the client is
|
2023
|
+
responsible (false).
|
2024
|
+
*/
|
2025
|
+
bool defaultHandler_;
|
2026
|
+
/// Messages
|
2027
|
+
CoinMessages messages_;
|
2028
|
+
/// Number of integers
|
2029
|
+
int numberIntegers_;
|
2030
|
+
/// Total number of objects
|
2031
|
+
int numberObjects_;
|
2032
|
+
|
2033
|
+
/// Integer and ... information (integer info normally at beginning)
|
2034
|
+
OsiObject ** object_;
|
2035
|
+
/** Column type
|
2036
|
+
0 - continuous
|
2037
|
+
1 - binary (may get fixed later)
|
2038
|
+
2 - general integer (may get fixed later)
|
2039
|
+
*/
|
2040
|
+
mutable char * columnType_;
|
2041
|
+
|
2042
|
+
//@}
|
2043
|
+
|
2044
|
+
//---------------------------------------------------------------------------
|
2045
|
+
|
2046
|
+
private:
|
2047
|
+
///@name Private member data
|
2048
|
+
//@{
|
2049
|
+
/// Pointer to user-defined data structure - and more if user wants
|
2050
|
+
OsiAuxInfo * appDataEtc_;
|
2051
|
+
/// Array of integer parameters
|
2052
|
+
int intParam_[OsiLastIntParam];
|
2053
|
+
/// Array of double parameters
|
2054
|
+
double dblParam_[OsiLastDblParam];
|
2055
|
+
/// Array of string parameters
|
2056
|
+
std::string strParam_[OsiLastStrParam];
|
2057
|
+
/// Array of hint parameters
|
2058
|
+
bool hintParam_[OsiLastHintParam];
|
2059
|
+
/// Array of hint strengths
|
2060
|
+
OsiHintStrength hintStrength_[OsiLastHintParam];
|
2061
|
+
/** Warm start information used for hot starts when the default
|
2062
|
+
hot start implementation is used. */
|
2063
|
+
CoinWarmStart* ws_;
|
2064
|
+
/// Column solution satisfying lower and upper column bounds
|
2065
|
+
std::vector<double> strictColSolution_;
|
2066
|
+
|
2067
|
+
/// Row names
|
2068
|
+
OsiNameVec rowNames_ ;
|
2069
|
+
/// Column names
|
2070
|
+
OsiNameVec colNames_ ;
|
2071
|
+
/// Objective name
|
2072
|
+
std::string objName_ ;
|
2073
|
+
|
2074
|
+
//@}
|
2075
|
+
};
|
2076
|
+
|
2077
|
+
//#############################################################################
|
2078
|
+
/** A quick inlined function to convert from the lb/ub style of constraint
|
2079
|
+
definition to the sense/rhs/range style */
|
2080
|
+
inline void
|
2081
|
+
OsiSolverInterface::convertBoundToSense(const double lower, const double upper,
|
2082
|
+
char& sense, double& right,
|
2083
|
+
double& range) const
|
2084
|
+
{
|
2085
|
+
double inf = getInfinity();
|
2086
|
+
range = 0.0;
|
2087
|
+
if (lower > -inf) {
|
2088
|
+
if (upper < inf) {
|
2089
|
+
right = upper;
|
2090
|
+
if (upper==lower) {
|
2091
|
+
sense = 'E';
|
2092
|
+
} else {
|
2093
|
+
sense = 'R';
|
2094
|
+
range = upper - lower;
|
2095
|
+
}
|
2096
|
+
} else {
|
2097
|
+
sense = 'G';
|
2098
|
+
right = lower;
|
2099
|
+
}
|
2100
|
+
} else {
|
2101
|
+
if (upper < inf) {
|
2102
|
+
sense = 'L';
|
2103
|
+
right = upper;
|
2104
|
+
} else {
|
2105
|
+
sense = 'N';
|
2106
|
+
right = 0.0;
|
2107
|
+
}
|
2108
|
+
}
|
2109
|
+
}
|
2110
|
+
|
2111
|
+
//-----------------------------------------------------------------------------
|
2112
|
+
/** A quick inlined function to convert from the sense/rhs/range style of
|
2113
|
+
constraint definition to the lb/ub style */
|
2114
|
+
inline void
|
2115
|
+
OsiSolverInterface::convertSenseToBound(const char sense, const double right,
|
2116
|
+
const double range,
|
2117
|
+
double& lower, double& upper) const
|
2118
|
+
{
|
2119
|
+
double inf=getInfinity();
|
2120
|
+
switch (sense) {
|
2121
|
+
case 'E':
|
2122
|
+
lower = upper = right;
|
2123
|
+
break;
|
2124
|
+
case 'L':
|
2125
|
+
lower = -inf;
|
2126
|
+
upper = right;
|
2127
|
+
break;
|
2128
|
+
case 'G':
|
2129
|
+
lower = right;
|
2130
|
+
upper = inf;
|
2131
|
+
break;
|
2132
|
+
case 'R':
|
2133
|
+
lower = right - range;
|
2134
|
+
upper = right;
|
2135
|
+
break;
|
2136
|
+
case 'N':
|
2137
|
+
lower = -inf;
|
2138
|
+
upper = inf;
|
2139
|
+
break;
|
2140
|
+
}
|
2141
|
+
}
|
2142
|
+
|
2143
|
+
#endif
|