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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// $Id: CglTwomir.hpp 1119 2013-04-06 20:24:18Z stefan $
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// Copyright (C) 2002, 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 CglTwomir_H
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#define CglTwomir_H
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#include <string>
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#include "CglCutGenerator.hpp"
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#include "CoinFactorization.hpp"
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typedef struct
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{
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int nz; /* current length of arrays index[] and coeff[] */
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int max_nz; /* max length of arrays index[] and coeff[] */
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double *coeff; /* coefficient of each variable in the constraint */
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int *index; /* index of the variable (value in 0 ... nrow+ncol) */
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double rhs; /* rhs of the constraint */
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char sense; /* ?? is it necessary */
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} DGG_constraint_t;
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typedef struct{
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int n;
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DGG_constraint_t **c;
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int *ctype;
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double *alpha;
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} DGG_list_t;
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/******************** BASIS INFORMATION ADTs **********************************/
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typedef struct{
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int q_min;
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int q_max;
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int t_min;
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int t_max;
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int a_max;
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int max_elements;
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} cutParams;
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typedef struct
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{
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double gomory_threshold; /* factional variable must be this away from int */
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int ncol, /* number of columns in LP */
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nrow, /* number of constaints in LP */
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ninteger; /* number of integer variables in LP */
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int nbasic_col, /* number of basic columns in the LP */
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nbasic_row; /* number of basic rows in the LP */
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/* the following arrays are all of size (ncol+nrow) */
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int *info; /* description of each variable (see below) */
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double *lb; /* specifies the lower bound (if any) of each variable */
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double *ub; /* specifies the upper bound (if any) of each variable */
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double *x; /* current solution */
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double *rc; /* current reduced cost */
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double *opt_x;
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cutParams cparams;
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} DGG_data_t;
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/* the following macros allow us to decode the info of the DGG_data
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type. The encoding is as follows,
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bit 1 : if the variable is basic or not (non-basic).
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bit 2 : if the variable is integer or or not (rational).
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bit 3 : if the variable is structural or not (artifical).
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bit 4 : if the variable is non-basic and at its upper bound
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(else if non-basic at lower bound). */
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#define DGG_isBasic(data,idx) ((data->info[idx])&1)
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#define DGG_isInteger(data,idx) ((data->info[idx] >> 1)&1)
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#define DGG_isStructural(data,idx) ((data->info[idx] >> 2)&1)
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#define DGG_isEqualityConstraint(data,idx) ((data->info[idx] >> 3)&1)
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#define DGG_isNonBasicAtUB(data,idx) ((data->info[idx] >> 4)&1)
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#define DGG_isNonBasicAtLB(data,idx) ((data->info[idx] >> 5)&1)
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#define DGG_isConstraintBoundedAbove(data,idx) ((data->info[idx] >> 6)&1)
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#define DGG_isConstraintBoundedBelow(data,idx) ((data->info[idx] >> 7)&1)
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#define DGG_setIsBasic(data,idx) ((data->info[idx]) |= 1)
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#define DGG_setIsInteger(data,idx) ((data->info[idx]) |= (1<<1))
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#define DGG_setIsStructural(data,idx) ((data->info[idx]) |= (1<<2))
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#define DGG_setEqualityConstraint(data,idx) ((data->info[idx]) |= (1<<3))
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#define DGG_setIsNonBasicAtUB(data,idx) ((data->info[idx]) |= (1<<4))
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#define DGG_setIsNonBasicAtLB(data,idx) ((data->info[idx]) |= (1<<5))
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#define DGG_setIsConstraintBoundedAbove(data,idx) ((data->info[idx]) |= (1<<6))
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#define DGG_setIsConstraintBoundedBelow(data,idx) ((data->info[idx]) |= (1<<7))
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class CoinWarmStartBasis;
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/** Twostep MIR Cut Generator Class */
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class CglTwomir : public CglCutGenerator {
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friend void CglTwomirUnitTest(const OsiSolverInterface * siP,
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const std::string mpdDir );
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public:
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/// Problem name
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std::string probname_;
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/**@name Generate Cuts */
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//@{
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/** Generate Two step MIR cuts either from the tableau rows or from the
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formulation rows
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*/
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virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
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const CglTreeInfo info = CglTreeInfo());
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/// Return true if needs optimal basis to do cuts (will return true)
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virtual bool needsOptimalBasis() const;
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/**@name Change criterion on which scalings to use (default = 1,1,1,1) */
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//@{
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/// Set
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void setMirScale (int tmin, int tmax) {t_min_ = tmin; t_max_ = tmax;}
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void setTwomirScale (int qmin, int qmax) {q_min_ = qmin; q_max_ = qmax;}
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void setAMax (int a) {a_max_ = a;}
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void setMaxElements (int n) {max_elements_ = n;}
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void setMaxElementsRoot (int n) {max_elements_root_ = n;}
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void setCutTypes (bool mir, bool twomir, bool tab, bool form)
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{ do_mir_ = mir; do_2mir_ = twomir; do_tab_ = tab; do_form_ = form;}
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void setFormulationRows (int n) {form_nrows_ = n;}
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/// Get
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int getTmin() const {return t_min_;}
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int getTmax() const {return t_max_;}
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int getQmin() const {return q_min_;}
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int getQmax() const {return q_max_;}
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int getAmax() const {return a_max_;}
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int getMaxElements() const {return max_elements_;}
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int getMaxElementsRoot() const {return max_elements_root_;}
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int getIfMir() const { return do_mir_;}
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int getIfTwomir() const { return do_2mir_;}
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int getIfTableau() const { return do_tab_;}
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int getIfFormulation() const { return do_form_;}
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//@}
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/**@name Change criterion on which variables to look at. All ones
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more than "away" away from integrality will be investigated
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(default 0.05) */
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//@{
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/// Set away
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void setAway(double value);
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/// Get away
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double getAway() const;
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/// Set away at root
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void setAwayAtRoot(double value);
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/// Get away at root
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double getAwayAtRoot() const;
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/// Return maximum length of cut in tree
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virtual int maximumLengthOfCutInTree() const
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{ return max_elements_;}
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//@}
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/**@name Change way TwoMir works */
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//@{
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/// Pass in a copy of original solver (clone it)
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void passInOriginalSolver(OsiSolverInterface * solver);
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/// Returns original solver
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inline OsiSolverInterface * originalSolver() const
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{ return originalSolver_;}
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/// Set type - 0 normal, 1 add original matrix one, 2 replace
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inline void setTwomirType(int type)
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{ twomirType_=type;}
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/// Return type
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inline int twomirType() const
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{ return twomirType_;}
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//@}
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/**@name Constructors and destructors */
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//@{
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/// Default constructor
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CglTwomir ();
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/// Copy constructor
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CglTwomir (const CglTwomir &);
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/// Clone
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virtual CglCutGenerator * clone() const;
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/// Assignment operator
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CglTwomir & operator=(const CglTwomir& rhs);
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/// Destructor
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virtual ~CglTwomir ();
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/// Create C++ lines to get to current state
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virtual std::string generateCpp( FILE * fp);
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/// This can be used to refresh any inforamtion
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virtual void refreshSolver(OsiSolverInterface * solver);
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//@}
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private:
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// Private member data
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/**@name Private member data */
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//@{
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/// Threadsafe random number generator
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CoinThreadRandom randomNumberGenerator_;
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/// Original solver
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OsiSolverInterface * originalSolver_;
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/// Only investigate if more than this away from integrality
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double away_;
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/// Only investigate if more than this away from integrality (at root)
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double awayAtRoot_;
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/// Type - 0 normal, 1 add original matrix one, 2 replace
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int twomirType_;
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bool do_mir_;
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bool do_2mir_;
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bool do_tab_;
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bool do_form_;
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int t_min_; /// t_min - first value of t to use for tMIR inequalities
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int t_max_; /// t_max - last value of t to use for tMIR inequalities
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int q_min_; /// q_min - first value of t to use for 2-Step tMIR inequalities
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int q_max_; /// q_max - last value of t to use for 2-Step tMIR inequalities
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int a_max_; /// a_max - maximum value of bhat/alpha
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int max_elements_; /// Maximum number of elements in cut
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int max_elements_root_; /// Maximum number of elements in cut at root
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int form_nrows_; //number of rows on which formulation cuts will be generated
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//@}
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};
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//#############################################################################
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/*
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#include <stdlib.h>
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#include <stdio.h>
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#include <stdarg.h>
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#include <math.h>
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#include <float.h>
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#include <cassert>
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#include <iostream.h>
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*/
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/******************** DEBUG DEFINITIONS ***************************************/
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#define DGG_DEBUG_DGG 1
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#define DGG_TRACE_ERRORS 0
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#define DGG_DISPLAY 0
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#define DGG_AUTO_CHECK_CUT_OFF_OPTIMAL 1
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/******************** CONFIGURATION DEFAULTS **********************************/
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#define DGG_DEFAULT_METHOD 2
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#define DGG_DEFAULT_TMIN 1
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#define DGG_DEFAULT_TMAX 1
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#define DGG_DEFAULT_TAUMIN 2
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#define DGG_DEFAULT_TAUMAX 6
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#define DGG_DEFAULT_MAX_CUTS 500
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#define DGG_DEFAULT_IMPROVEMENT_THRESH 0.001
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#define DGG_DEFAULT_NBELOW_THRESH INT_MAX
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#define DGG_DEFAULT_NROOT_ROUNDS 2
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#define DGG_DEFAULT_NEGATIVE_SCALED_TWOSTEPS 0
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#define DGG_DEFAULT_ALPHA_RULE 0
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#define DGG_DEFAULT_CUT_INC 250
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#define DGG_DEFAULT_CUT_FORM 0
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#define DGG_DEFAULT_NICEFY 0
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#define DGG_DEFAULT_ONLY_DELAYED 0
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#define DGG_DEFAULT_DELAYED_FREQ 9999999
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#define DGG_DEFAULT_LPROWS_FREQ 9999999
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#define DGG_DEFAULT_WHICH_FORMULATION_CUTS 2
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/******************** SOLVER CONFIGURATION DEFINITIONS ************************/
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#define DGG_OSI 0
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#define DGG_CPX 1
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#define DGG_QSO 2
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/* determines the solver to be used */
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#define DGG_SOLVER DGG_OSI
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/* adds checking routines to make sure solver works as expected */
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#define DGG_DEBUG_SOLVER 0
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/* turn off screen output from solver */
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#define DGG_SOLVER_SCREEN_FLAG 0
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/******************** CUT DEFINITIONS *****************************************/
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/* internal names for cut types */
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#define DGG_TMIR_CUT 1
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#define DGG_2STEP_CUT 2
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/* internal names for alpha-selection rules */
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#define DGG_ALPHA_MIN_SUM 0
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#define DGG_ALPHA_RANDOM_01 1
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#define DGG_ALPHA_RANDOM_COEFF 2
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#define DGG_ALPHA_ALL 3
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#define DGG_ALPHA_MAX_STEEP 5
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/******************** PRECISION & NUMERICAL ISSUES DEFINITIONS ****************/
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/* how steep a cut must be before adding it to the lp */
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#define DGG_MIN_STEEPNESS 1.0e-4
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#define DGG_MAX_L2NORM 1.0e7
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/* 0 = min steepness, 1 = max norm */
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#define DGG_NORM_CRITERIA 1
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/* internal representation of +infinity */
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#define UB_MAX DBL_MAX
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/* used to define how fractional a basic-integer variable must be
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before choosing to use it to generate a TMIR cut on.
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OSI's default is 1.0e-7 */
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#define DGG_GOMORY_THRESH 0.005
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#define DGG_RHS_THRESH 0.005
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/* used for comparing variables to their upper bounds.
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OSI's default is 1.0e-7.
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We set it to 1.0e6 because e-7 seems too sensitive.
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In fact, with e-7 the problem dsbmip.mps complains. */
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#define DGG_BOUND_THRESH 1.0e-6
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/* used for comparing the lhs (activity) value of a tableau row
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with the rhs. This is only used for debugging purposes. */
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#define DGG_EQUALITY_THRESH 1.0e-5
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/* used for comparing a variable's lower bound to 0.0
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and determining if we need to shift the variable */
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#define DGG_SHIFT_THRESH 1.0e-6
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/* used for determing how far from an integer is still an integer.
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This value is used for comparing coefficients to integers.
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OSI's default is 1.0e-10. */
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#define DGG_INTEGRALITY_THRESH 1.0e-10
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/* the min value that a coeff can have in the tableau row
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before being set to zero. */
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#define CBC_CHECK_CUT
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#ifndef CBC_CHECK_CUT
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#define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-8
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#else
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#define DGG_MIN_TABLEAU_COEFFICIENT 1.0e-12
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#endif
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|
+
|
337
|
+
/* smallest value rho is allowed to have for a simple 2-step MIR
|
338
|
+
(ie: not an extended two-step MIR) */
|
339
|
+
#define DGG_MIN_RHO 1.0e-7
|
340
|
+
#define DGG_MIN_ALPHA 1.0e-7
|
341
|
+
|
342
|
+
/* when a slack is null: used to check if a cut is satisfied or not. */
|
343
|
+
#define DGG_NULL_SLACK 1.0e-5
|
344
|
+
|
345
|
+
/* nicefy constants */
|
346
|
+
#define DGG_NICEFY_MIN_ABSVALUE 1.0e-13
|
347
|
+
#define DGG_NICEFY_MIN_FIX 1.0e-7
|
348
|
+
#define DGG_NICEFY_MAX_PADDING 1.0e-6
|
349
|
+
#define DGG_NICEFY_MAX_RATIO 1.0e9
|
350
|
+
|
351
|
+
|
352
|
+
/******************** ERROR-CATCHING MACROS ***********************************/
|
353
|
+
#if DGG_TRACE_ERRORS > 0
|
354
|
+
|
355
|
+
#define __DGG_PRINT_LOC__(F) fprintf(((F==0)?stdout:F), " in %s (%s:%d)\n", __func__, __FILE__, __LINE__)
|
356
|
+
|
357
|
+
#define DGG_THROW(A,REST...) {\
|
358
|
+
fprintf(stdout, ##REST); \
|
359
|
+
__DGG_PRINT_LOC__(stdout); \
|
360
|
+
return (A);}
|
361
|
+
|
362
|
+
#define DGG_IF_EXIT(A,B,REST...) {\
|
363
|
+
if(A) {\
|
364
|
+
fprintf(stdout, ##REST); \
|
365
|
+
__DGG_PRINT_LOC__(stdout); \
|
366
|
+
exit(B);}}
|
367
|
+
|
368
|
+
#define DGG_CHECKRVAL(A,B) {\
|
369
|
+
if(A) {\
|
370
|
+
__DGG_PRINT_LOC__(stdout); \
|
371
|
+
return B; } }
|
372
|
+
|
373
|
+
#define DGG_CHECKRVAL1(A,B) {\
|
374
|
+
if(A) {\
|
375
|
+
__DGG_PRINT_LOC__(stdout); \
|
376
|
+
rval = B; goto CLEANUP; } }
|
377
|
+
|
378
|
+
#define DGG_WARNING(A, REST...) {\
|
379
|
+
if(A) {\
|
380
|
+
fprintf(stdout, ##REST); \
|
381
|
+
__DGG_PRINT_LOC__(stdout); \
|
382
|
+
}}
|
383
|
+
|
384
|
+
#define DGG_TEST(A,B,REST...) {\
|
385
|
+
if(A) DGG_THROW(B,##REST) }
|
386
|
+
|
387
|
+
#define DGG_TEST2(A,B,C,REST) {DGG_TEST(A,B,C,REST) }
|
388
|
+
#define DGG_TEST3(A,B,C,D,REST) {DGG_TEST(A,B,C,D,REST) }
|
389
|
+
|
390
|
+
#else
|
391
|
+
|
392
|
+
#define DGG_IF_EXIT(A,B,REST) {if(A) {fprintf(stdout, REST);exit(B);}}
|
393
|
+
|
394
|
+
#define DGG_THROW(A,B) return(A)
|
395
|
+
|
396
|
+
#define DGG_CHECKRVAL(A,B) { if(A) return(B); }
|
397
|
+
#define DGG_CHECKRVAL1(A,B){ if(A) { rval = B; goto CLEANUP; } }
|
398
|
+
|
399
|
+
#define DGG_TEST(A,B,REST) { if(A) return(B);}
|
400
|
+
#define DGG_TEST2(A,B,REST,C) { DGG_TEST(A,B,REST) }
|
401
|
+
#define DGG_TEST3(A,B,REST,C,D) { DGG_TEST(A,B,REST) }
|
402
|
+
|
403
|
+
#endif
|
404
|
+
|
405
|
+
/******************** SIMPLE MACROS AND FUNCTIONS *****************************/
|
406
|
+
|
407
|
+
#define DGG_MIN(a,b) ( (a<b)?a:b )
|
408
|
+
#define DGG_MAX(a,b) ( (a>b)?a:b )
|
409
|
+
#define KREM(vht,alpha,tau) (DGG_MIN( ceil(vht / alpha), tau ) - 1)
|
410
|
+
#define LMIN(vht, d, bht) (DGG_MIN( floor(d*bht/bht), d))
|
411
|
+
#define ABOV(v) (v - floor(v))
|
412
|
+
#define QINT(vht,bht,tau) ( (int)floor( (vht*(tau-1))/bht ) )
|
413
|
+
#define V2I(bht,tau,i) ( ((i+1)*bht / tau) )
|
414
|
+
|
415
|
+
int DGG_is_even(double vht, double bht, int tau, int q);
|
416
|
+
double frac_part(double value);
|
417
|
+
int DGG_is_a_multiple_of_b(double a, double b);
|
418
|
+
|
419
|
+
|
420
|
+
/* free function for DGG_data_t. Frees internal arrays and data structure */
|
421
|
+
int DGG_freeData( DGG_data_t *data );
|
422
|
+
|
423
|
+
/******************** CONSTRAINT ADTs *****************************************/
|
424
|
+
DGG_constraint_t* DGG_newConstraint(int max_arrays);
|
425
|
+
void DGG_freeConstraint(DGG_constraint_t *c);
|
426
|
+
DGG_constraint_t *DGG_copyConstraint(DGG_constraint_t *c);
|
427
|
+
void DGG_scaleConstraint(DGG_constraint_t *c, int t);
|
428
|
+
|
429
|
+
/******************** CONFIGURATION *******************************************/
|
430
|
+
void DGG_list_init (DGG_list_t *l);
|
431
|
+
int DGG_list_addcut (DGG_list_t *l, DGG_constraint_t *cut, int ctype, double alpha);
|
432
|
+
void DGG_list_delcut (DGG_list_t *l, int i);
|
433
|
+
void DGG_list_free(DGG_list_t *l);
|
434
|
+
|
435
|
+
/******************* SOLVER SPECIFIC METHODS **********************************/
|
436
|
+
DGG_data_t *DGG_getData(const void *solver_ptr);
|
437
|
+
|
438
|
+
/******************* CONSTRAINT MANIPULATION **********************************/
|
439
|
+
|
440
|
+
/* DGG_transformConstraint: manipulates a constraint in the following way:
|
441
|
+
|
442
|
+
packs everything in output
|
443
|
+
|
444
|
+
1 - variables at their upper bounds are substituted for their
|
445
|
+
complements. This is done by adjusting the coefficients and
|
446
|
+
the right hand side (simple substitution).
|
447
|
+
|
448
|
+
2 - variables with non-zero lower bounds are shifted. */
|
449
|
+
|
450
|
+
int DGG_transformConstraint( DGG_data_t *data,
|
451
|
+
double **x_out,
|
452
|
+
double **rc_out,
|
453
|
+
char **isint_out,
|
454
|
+
DGG_constraint_t *constraint );
|
455
|
+
|
456
|
+
/* DGG_unTransformConstraint :
|
457
|
+
|
458
|
+
1 - Undoes step (1) of DGG_transformConstraint
|
459
|
+
2 - Undoes step (2) of DGG_transformConstraint */
|
460
|
+
|
461
|
+
int DGG_unTransformConstraint( DGG_data_t *data,
|
462
|
+
DGG_constraint_t *constraint );
|
463
|
+
|
464
|
+
/* substitutes each slack variable by the structural variables which
|
465
|
+
define it. This function, hence, changes the constraint 'cut'. */
|
466
|
+
|
467
|
+
int DGG_substituteSlacks( const void *solver_ptr,
|
468
|
+
DGG_data_t *data,
|
469
|
+
DGG_constraint_t *cut );
|
470
|
+
|
471
|
+
int DGG_nicefyConstraint( const void *solver_ptr,
|
472
|
+
DGG_data_t *data,
|
473
|
+
DGG_constraint_t *cut);
|
474
|
+
|
475
|
+
/******************* CUT GENERATION *******************************************/
|
476
|
+
int DGG_getFormulaConstraint( int row_idx,
|
477
|
+
const void *solver_ptr,
|
478
|
+
DGG_data_t *data,
|
479
|
+
DGG_constraint_t* row );
|
480
|
+
|
481
|
+
int DGG_getTableauConstraint( int index,
|
482
|
+
const void *solver_ptr,
|
483
|
+
DGG_data_t *data,
|
484
|
+
DGG_constraint_t* tabrow,
|
485
|
+
const int * colIsBasic,
|
486
|
+
const int * rowIsBasic,
|
487
|
+
CoinFactorization & factorization,
|
488
|
+
int mode );
|
489
|
+
|
490
|
+
DGG_constraint_t* DGG_getSlackExpression(const void *solver_ptr, DGG_data_t* data, int row_index);
|
491
|
+
|
492
|
+
int DGG_generateTabRowCuts( DGG_list_t *list,
|
493
|
+
DGG_data_t *data,
|
494
|
+
const void *solver_ptr );
|
495
|
+
|
496
|
+
int DGG_generateFormulationCuts( DGG_list_t *list,
|
497
|
+
DGG_data_t *data,
|
498
|
+
const void *solver_ptr,
|
499
|
+
int nrows,
|
500
|
+
CoinThreadRandom & generator);
|
501
|
+
|
502
|
+
|
503
|
+
int DGG_generateFormulationCutsFromBase( DGG_constraint_t *base,
|
504
|
+
double slack,
|
505
|
+
DGG_list_t *list,
|
506
|
+
DGG_data_t *data,
|
507
|
+
const void *solver_ptr,
|
508
|
+
CoinThreadRandom & generator);
|
509
|
+
|
510
|
+
int DGG_generateCutsFromBase( DGG_constraint_t *base,
|
511
|
+
DGG_list_t *list,
|
512
|
+
DGG_data_t *data,
|
513
|
+
const void *solver_ptr );
|
514
|
+
|
515
|
+
int DGG_buildMir( char *isint,
|
516
|
+
DGG_constraint_t *base,
|
517
|
+
DGG_constraint_t **cut_out );
|
518
|
+
|
519
|
+
int DGG_build2step( double alpha,
|
520
|
+
char *isint,
|
521
|
+
DGG_constraint_t *base,
|
522
|
+
DGG_constraint_t **cut_out );
|
523
|
+
|
524
|
+
int DGG_addMirToList ( DGG_constraint_t *base,
|
525
|
+
char *isint,
|
526
|
+
double *x,
|
527
|
+
DGG_list_t *list,
|
528
|
+
DGG_data_t *data,
|
529
|
+
DGG_constraint_t *orig_base );
|
530
|
+
|
531
|
+
int DGG_add2stepToList ( DGG_constraint_t *base,
|
532
|
+
char *isint,
|
533
|
+
double *x,
|
534
|
+
double *rc,
|
535
|
+
DGG_list_t *list,
|
536
|
+
DGG_data_t *data,
|
537
|
+
DGG_constraint_t *orig_base );
|
538
|
+
|
539
|
+
/******************* CUT INFORMATION ******************************************/
|
540
|
+
|
541
|
+
double DGG_cutLHS(DGG_constraint_t *c, double *x);
|
542
|
+
int DGG_isCutDesirable(DGG_constraint_t *c, DGG_data_t *d);
|
543
|
+
|
544
|
+
/******************* TEST / DEBUGGING ROUTINES ********************************/
|
545
|
+
|
546
|
+
int DGG_isConstraintViolated(DGG_data_t *d, DGG_constraint_t *c);
|
547
|
+
|
548
|
+
int DGG_isBaseTrivial(DGG_data_t *d, DGG_constraint_t* c);
|
549
|
+
int DGG_is2stepValid(double alpha, double bht);
|
550
|
+
|
551
|
+
int DGG_cutsOffPoint(double *x, DGG_constraint_t *cut);
|
552
|
+
|
553
|
+
//#############################################################################
|
554
|
+
/** A function that tests the methods in the CglTwomir class. The
|
555
|
+
only reason for it not to be a member method is that this way it doesn't
|
556
|
+
have to be compiled into the library. And that's a gain, because the
|
557
|
+
library should be compiled with optimization on, but this method should be
|
558
|
+
compiled with debugging. */
|
559
|
+
void CglTwomirUnitTest(const OsiSolverInterface * siP,
|
560
|
+
const std::string mpdDir);
|
561
|
+
|
562
|
+
|
563
|
+
#endif
|
564
|
+
|
565
|
+
|
@@ -0,0 +1,133 @@
|
|
1
|
+
// $Id: CglZeroHalf.hpp 1122 2013-04-06 20:39:53Z stefan $
|
2
|
+
// Copyright (C) 2010, International Business Machines
|
3
|
+
// Corporation and others. All Rights Reserved.
|
4
|
+
// This code is licensed under the terms of the Eclipse Public License (EPL).
|
5
|
+
#ifndef CglZeroHalf_H
|
6
|
+
#define CglZeroHalf_H
|
7
|
+
|
8
|
+
#include <string>
|
9
|
+
|
10
|
+
#include "CglCutGenerator.hpp"
|
11
|
+
#include "CoinPackedMatrix.hpp"
|
12
|
+
#include "Cgl012cut.hpp"
|
13
|
+
|
14
|
+
/** Zero Half Cut Generator Class
|
15
|
+
|
16
|
+
This class generates zero half cuts via the following method:
|
17
|
+
|
18
|
+
See -
|
19
|
+
|
20
|
+
G. Andreello, A. Caprara, M. Fischetti,
|
21
|
+
“Embedding Cuts in a Branch and Cut Framework: a Computational Study
|
22
|
+
with {0,1/2}-Cuts”, INFORMS Journal on Computing 19(2), 229-238, 2007.
|
23
|
+
|
24
|
+
*/
|
25
|
+
|
26
|
+
class CglZeroHalf : public CglCutGenerator {
|
27
|
+
friend void CglZeroHalfUnitTest(const OsiSolverInterface * siP,
|
28
|
+
const std::string mpdDir );
|
29
|
+
|
30
|
+
public:
|
31
|
+
|
32
|
+
/**@name Generate Cuts */
|
33
|
+
//@{
|
34
|
+
/** Generate zero half cuts for the model accessed through the solver interface.
|
35
|
+
Insert generated cuts into the cut set cs.
|
36
|
+
*/
|
37
|
+
virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
|
38
|
+
const CglTreeInfo info = CglTreeInfo());
|
39
|
+
//@}
|
40
|
+
|
41
|
+
/**@name Sets and Gets */
|
42
|
+
//@{
|
43
|
+
/// Get flags
|
44
|
+
inline int getFlags() const
|
45
|
+
{ return flags_;}
|
46
|
+
/// Set flags
|
47
|
+
inline void setFlags(int value)
|
48
|
+
{ flags_ = value;}
|
49
|
+
//@}
|
50
|
+
|
51
|
+
/**@name Constructors and destructors */
|
52
|
+
//@{
|
53
|
+
/// Default constructor
|
54
|
+
CglZeroHalf ();
|
55
|
+
|
56
|
+
/// Copy constructor
|
57
|
+
CglZeroHalf (
|
58
|
+
const CglZeroHalf &);
|
59
|
+
|
60
|
+
/// Clone
|
61
|
+
virtual CglCutGenerator * clone() const;
|
62
|
+
|
63
|
+
/// Assignment operator
|
64
|
+
CglZeroHalf &
|
65
|
+
operator=(
|
66
|
+
const CglZeroHalf& rhs);
|
67
|
+
|
68
|
+
/// Destructor
|
69
|
+
virtual
|
70
|
+
~CglZeroHalf ();
|
71
|
+
/// Create C++ lines to get to current state
|
72
|
+
virtual std::string generateCpp( FILE * fp);
|
73
|
+
/// This can be used to refresh any information
|
74
|
+
virtual void refreshSolver(OsiSolverInterface * solver);
|
75
|
+
//@}
|
76
|
+
|
77
|
+
private:
|
78
|
+
|
79
|
+
// Private member methods
|
80
|
+
|
81
|
+
/**@name Private methods */
|
82
|
+
//@{
|
83
|
+
//@}
|
84
|
+
|
85
|
+
|
86
|
+
/**@name Private member data */
|
87
|
+
//@{
|
88
|
+
/// number of rows in the ILP matrix
|
89
|
+
int mr_;
|
90
|
+
/// number of columns in the ILP matrix
|
91
|
+
int mc_;
|
92
|
+
/// number of nonzero's in the ILP matrix
|
93
|
+
int mnz_;
|
94
|
+
/// starting position of each row in arrays mtind and mtval
|
95
|
+
int *mtbeg_;
|
96
|
+
/// number of entries of each row in arrays mtind and mtval
|
97
|
+
int *mtcnt_;
|
98
|
+
/// column indices of the nonzero entries of the ILP matrix
|
99
|
+
int *mtind_;
|
100
|
+
/// values of the nonzero entries of the ILP matrix
|
101
|
+
int *mtval_;
|
102
|
+
/// lower bounds on the variables
|
103
|
+
int *vlb_;
|
104
|
+
/// upper bounds on the variables
|
105
|
+
int *vub_;
|
106
|
+
/// right hand sides of the constraints
|
107
|
+
int *mrhs_;
|
108
|
+
/// senses of the constraints: 'L', 'G' or 'E'
|
109
|
+
char *msense_;
|
110
|
+
/// Cgl012Cut object to make thread safe
|
111
|
+
Cgl012Cut cutInfo_;
|
112
|
+
/** Flags
|
113
|
+
1 bit - global cuts
|
114
|
+
*/
|
115
|
+
int flags_;
|
116
|
+
//@}
|
117
|
+
};
|
118
|
+
/// A simple Dijkstra shortest path - make better later
|
119
|
+
#ifndef CGL_NEW_SHORT
|
120
|
+
void cglShortestPath(cgl_graph * graph, int source, int maximumLength);
|
121
|
+
#else
|
122
|
+
void cglShortestPath(auxiliary_graph * graph, int source, int maximumLength);
|
123
|
+
#endif
|
124
|
+
//#############################################################################
|
125
|
+
/** A function that tests the methods in the CglZeroHalf class. The
|
126
|
+
only reason for it not to be a member method is that this way it doesn't
|
127
|
+
have to be compiled into the library. And that's a gain, because the
|
128
|
+
library should be compiled with optimization on, but this method should be
|
129
|
+
compiled with debugging. */
|
130
|
+
void CglZeroHalfUnitTest(const OsiSolverInterface * siP,
|
131
|
+
const std::string mpdDir );
|
132
|
+
|
133
|
+
#endif
|