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: ClpModel.hpp 2074 2014-12-10 09:43:54Z forrest $ */
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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 ClpModel_H
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#define ClpModel_H
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#include "ClpConfig.h"
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#include <iostream>
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#include <cassert>
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#include <cmath>
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#include <vector>
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#include <string>
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//#ifndef COIN_USE_CLP
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//#define COIN_USE_CLP
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//#endif
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#include "ClpPackedMatrix.hpp"
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#include "CoinMessageHandler.hpp"
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#include "CoinHelperFunctions.hpp"
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#include "CoinTypes.hpp"
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#include "CoinFinite.hpp"
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#include "ClpParameters.hpp"
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#include "ClpObjective.hpp"
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class ClpEventHandler;
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/** This is the base class for Linear and quadratic Models
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This knows nothing about the algorithm, but it seems to
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have a reasonable amount of information
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I would welcome suggestions for what should be in this and
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how it relates to OsiSolverInterface. Some methods look
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very similar.
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*/
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class CoinBuild;
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class CoinModel;
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class ClpModel {
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public:
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/**@name Constructors and destructor
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Note - copy methods copy ALL data so can chew up memory
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until other copy is freed
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*/
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//@{
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/// Default constructor
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ClpModel (bool emptyMessages = false );
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/** Copy constructor. May scale depending on mode
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-1 leave mode as is
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0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 auto-but-as-initialSolve-in-bab
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*/
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ClpModel(const ClpModel & rhs, int scalingMode = -1);
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/// Assignment operator. This copies the data
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ClpModel & operator=(const ClpModel & rhs);
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/** Subproblem constructor. A subset of whole model is created from the
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row and column lists given. The new order is given by list order and
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duplicates are allowed. Name and integer information can be dropped
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*/
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ClpModel (const ClpModel * wholeModel,
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int numberRows, const int * whichRows,
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int numberColumns, const int * whichColumns,
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bool dropNames = true, bool dropIntegers = true);
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/// Destructor
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~ClpModel ( );
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//@}
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/**@name Load model - loads some stuff and initializes others */
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//@{
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/** Loads a problem (the constraints on the
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rows are given by lower and upper bounds). If a pointer is 0 then the
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following values are the default:
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<ul>
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<li> <code>colub</code>: all columns have upper bound infinity
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<li> <code>collb</code>: all columns have lower bound 0
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<li> <code>rowub</code>: all rows have upper bound infinity
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<li> <code>rowlb</code>: all rows have lower bound -infinity
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<li> <code>obj</code>: all variables have 0 objective coefficient
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</ul>
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*/
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void loadProblem ( const ClpMatrixBase& matrix,
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const double* collb, const double* colub,
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const double* obj,
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const double* rowlb, const double* rowub,
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const double * rowObjective = NULL);
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void loadProblem ( const CoinPackedMatrix& matrix,
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const double* collb, const double* colub,
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const double* obj,
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const double* rowlb, const double* rowub,
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const double * rowObjective = NULL);
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/** Just like the other loadProblem() method except that the matrix is
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given in a standard column major ordered format (without gaps). */
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void loadProblem ( const int numcols, const int numrows,
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const CoinBigIndex* start, const int* index,
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const double* value,
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const double* collb, const double* colub,
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const double* obj,
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const double* rowlb, const double* rowub,
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const double * rowObjective = NULL);
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/** This loads a model from a coinModel object - returns number of errors.
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modelObject not const as may be changed as part of process
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If tryPlusMinusOne then will try adding as +-1 matrix
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*/
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int loadProblem ( CoinModel & modelObject, bool tryPlusMinusOne = false);
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/// This one is for after presolve to save memory
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void loadProblem ( const int numcols, const int numrows,
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const CoinBigIndex* start, const int* index,
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const double* value, const int * length,
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const double* collb, const double* colub,
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const double* obj,
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const double* rowlb, const double* rowub,
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const double * rowObjective = NULL);
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/** Load up quadratic objective. This is stored as a CoinPackedMatrix */
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void loadQuadraticObjective(const int numberColumns,
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const CoinBigIndex * start,
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const int * column, const double * element);
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void loadQuadraticObjective ( const CoinPackedMatrix& matrix);
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/// Get rid of quadratic objective
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void deleteQuadraticObjective();
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/// This just loads up a row objective
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void setRowObjective(const double * rowObjective);
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/// Read an mps file from the given filename
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int readMps(const char *filename,
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bool keepNames = false,
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bool ignoreErrors = false);
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/// Read GMPL files from the given filenames
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int readGMPL(const char *filename, const char * dataName,
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bool keepNames = false);
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/// Copy in integer informations
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void copyInIntegerInformation(const char * information);
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/// Drop integer informations
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void deleteIntegerInformation();
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/** Set the index-th variable to be a continuous variable */
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void setContinuous(int index);
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/** Set the index-th variable to be an integer variable */
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void setInteger(int index);
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/** Return true if the index-th variable is an integer variable */
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bool isInteger(int index) const;
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/// Resizes rim part of model
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void resize (int newNumberRows, int newNumberColumns);
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/// Deletes rows
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void deleteRows(int number, const int * which);
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/// Add one row
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void addRow(int numberInRow, const int * columns,
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const double * elements, double rowLower = -COIN_DBL_MAX,
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double rowUpper = COIN_DBL_MAX);
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/// Add rows
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void addRows(int number, const double * rowLower,
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const double * rowUpper,
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const CoinBigIndex * rowStarts, const int * columns,
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const double * elements);
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/// Add rows
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void addRows(int number, const double * rowLower,
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const double * rowUpper,
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const CoinBigIndex * rowStarts, const int * rowLengths,
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const int * columns,
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const double * elements);
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#ifndef CLP_NO_VECTOR
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void addRows(int number, const double * rowLower,
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const double * rowUpper,
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const CoinPackedVectorBase * const * rows);
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#endif
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/** Add rows from a build object.
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If tryPlusMinusOne then will try adding as +-1 matrix
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if no matrix exists.
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Returns number of errors e.g. duplicates
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*/
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int addRows(const CoinBuild & buildObject, bool tryPlusMinusOne = false,
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bool checkDuplicates = true);
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/** Add rows from a model object. returns
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-1 if object in bad state (i.e. has column information)
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otherwise number of errors.
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modelObject non const as can be regularized as part of build
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If tryPlusMinusOne then will try adding as +-1 matrix
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if no matrix exists.
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*/
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int addRows(CoinModel & modelObject, bool tryPlusMinusOne = false,
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bool checkDuplicates = true);
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/// Deletes columns
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void deleteColumns(int number, const int * which);
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/// Deletes rows AND columns (keeps old sizes)
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void deleteRowsAndColumns(int numberRows, const int * whichRows,
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int numberColumns, const int * whichColumns);
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/// Add one column
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void addColumn(int numberInColumn,
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const int * rows,
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const double * elements,
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double columnLower = 0.0,
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double columnUpper = COIN_DBL_MAX,
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double objective = 0.0);
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/// Add columns
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void addColumns(int number, const double * columnLower,
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const double * columnUpper,
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const double * objective,
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const CoinBigIndex * columnStarts, const int * rows,
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const double * elements);
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void addColumns(int number, const double * columnLower,
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const double * columnUpper,
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const double * objective,
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const CoinBigIndex * columnStarts, const int * columnLengths,
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const int * rows,
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const double * elements);
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#ifndef CLP_NO_VECTOR
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void addColumns(int number, const double * columnLower,
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const double * columnUpper,
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const double * objective,
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const CoinPackedVectorBase * const * columns);
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#endif
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/** Add columns from a build object
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If tryPlusMinusOne then will try adding as +-1 matrix
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if no matrix exists.
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Returns number of errors e.g. duplicates
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*/
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int addColumns(const CoinBuild & buildObject, bool tryPlusMinusOne = false,
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bool checkDuplicates = true);
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/** Add columns from a model object. returns
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-1 if object in bad state (i.e. has row information)
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otherwise number of errors
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modelObject non const as can be regularized as part of build
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If tryPlusMinusOne then will try adding as +-1 matrix
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if no matrix exists.
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*/
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int addColumns(CoinModel & modelObject, bool tryPlusMinusOne = false,
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bool checkDuplicates = true);
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/// Modify one element of a matrix
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inline void modifyCoefficient(int row, int column, double newElement,
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bool keepZero = false) {
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matrix_->modifyCoefficient(row, column, newElement, keepZero);
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}
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/** Change row lower bounds */
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void chgRowLower(const double * rowLower);
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/** Change row upper bounds */
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void chgRowUpper(const double * rowUpper);
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/** Change column lower bounds */
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void chgColumnLower(const double * columnLower);
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/** Change column upper bounds */
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void chgColumnUpper(const double * columnUpper);
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/** Change objective coefficients */
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void chgObjCoefficients(const double * objIn);
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/** Borrow model. This is so we don't have to copy large amounts
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of data around. It assumes a derived class wants to overwrite
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an empty model with a real one - while it does an algorithm */
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void borrowModel(ClpModel & otherModel);
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/** Return model - nulls all arrays so can be deleted safely
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also updates any scalars */
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void returnModel(ClpModel & otherModel);
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/// Create empty ClpPackedMatrix
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void createEmptyMatrix();
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/** Really clean up matrix (if ClpPackedMatrix).
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a) eliminate all duplicate AND small elements in matrix
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b) remove all gaps and set extraGap_ and extraMajor_ to 0.0
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c) reallocate arrays and make max lengths equal to lengths
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d) orders elements
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returns number of elements eliminated or -1 if not ClpPackedMatrix
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*/
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int cleanMatrix(double threshold = 1.0e-20);
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/// Copy contents - resizing if necessary - otherwise re-use memory
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void copy(const ClpMatrixBase * from, ClpMatrixBase * & to);
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#ifndef CLP_NO_STD
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/// Drops names - makes lengthnames 0 and names empty
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void dropNames();
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/// Copies in names
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void copyNames(const std::vector<std::string> & rowNames,
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const std::vector<std::string> & columnNames);
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/// Copies in Row names - modifies names first .. last-1
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void copyRowNames(const std::vector<std::string> & rowNames, int first, int last);
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/// Copies in Column names - modifies names first .. last-1
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void copyColumnNames(const std::vector<std::string> & columnNames, int first, int last);
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/// Copies in Row names - modifies names first .. last-1
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void copyRowNames(const char * const * rowNames, int first, int last);
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/// Copies in Column names - modifies names first .. last-1
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void copyColumnNames(const char * const * columnNames, int first, int last);
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/// Set name of row
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void setRowName(int rowIndex, std::string & name) ;
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/// Set name of col
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void setColumnName(int colIndex, std::string & name) ;
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#endif
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/** Find a network subset.
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rotate array should be numberRows. On output
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-1 not in network
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0 in network as is
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1 in network with signs swapped
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Returns number of network rows
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*/
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int findNetwork(char * rotate, double fractionNeeded = 0.75);
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/** This creates a coinModel object
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*/
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CoinModel * createCoinModel() const;
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/** Write the problem in MPS format to the specified file.
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Row and column names may be null.
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formatType is
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<ul>
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<li> 0 - normal
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<li> 1 - extra accuracy
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<li> 2 - IEEE hex
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</ul>
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Returns non-zero on I/O error
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*/
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int writeMps(const char *filename,
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int formatType = 0, int numberAcross = 2,
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double objSense = 0.0) const ;
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//@}
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/**@name gets and sets */
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//@{
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/// Number of rows
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inline int numberRows() const {
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return numberRows_;
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}
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inline int getNumRows() const {
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return numberRows_;
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}
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/// Number of columns
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inline int getNumCols() const {
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return numberColumns_;
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}
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inline int numberColumns() const {
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return numberColumns_;
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}
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/// Primal tolerance to use
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inline double primalTolerance() const {
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return dblParam_[ClpPrimalTolerance];
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}
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void setPrimalTolerance( double value) ;
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/// Dual tolerance to use
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inline double dualTolerance() const {
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return dblParam_[ClpDualTolerance];
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}
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void setDualTolerance( double value) ;
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/// Primal objective limit
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inline double primalObjectiveLimit() const {
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return dblParam_[ClpPrimalObjectiveLimit];
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}
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void setPrimalObjectiveLimit(double value);
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/// Dual objective limit
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inline double dualObjectiveLimit() const {
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+
return dblParam_[ClpDualObjectiveLimit];
|
346
|
+
}
|
347
|
+
void setDualObjectiveLimit(double value);
|
348
|
+
/// Objective offset
|
349
|
+
inline double objectiveOffset() const {
|
350
|
+
return dblParam_[ClpObjOffset];
|
351
|
+
}
|
352
|
+
void setObjectiveOffset(double value);
|
353
|
+
/// Presolve tolerance to use
|
354
|
+
inline double presolveTolerance() const {
|
355
|
+
return dblParam_[ClpPresolveTolerance];
|
356
|
+
}
|
357
|
+
#ifndef CLP_NO_STD
|
358
|
+
inline const std::string & problemName() const {
|
359
|
+
return strParam_[ClpProbName];
|
360
|
+
}
|
361
|
+
#endif
|
362
|
+
/// Number of iterations
|
363
|
+
inline int numberIterations() const {
|
364
|
+
return numberIterations_;
|
365
|
+
}
|
366
|
+
inline int getIterationCount() const {
|
367
|
+
return numberIterations_;
|
368
|
+
}
|
369
|
+
inline void setNumberIterations(int numberIterationsNew) {
|
370
|
+
numberIterations_ = numberIterationsNew;
|
371
|
+
}
|
372
|
+
/** Solve type - 1 simplex, 2 simplex interface, 3 Interior.*/
|
373
|
+
inline int solveType() const {
|
374
|
+
return solveType_;
|
375
|
+
}
|
376
|
+
inline void setSolveType(int type) {
|
377
|
+
solveType_ = type;
|
378
|
+
}
|
379
|
+
/// Maximum number of iterations
|
380
|
+
inline int maximumIterations() const {
|
381
|
+
return intParam_[ClpMaxNumIteration];
|
382
|
+
}
|
383
|
+
void setMaximumIterations(int value);
|
384
|
+
/// Maximum time in seconds (from when set called)
|
385
|
+
inline double maximumSeconds() const {
|
386
|
+
return dblParam_[ClpMaxSeconds];
|
387
|
+
}
|
388
|
+
void setMaximumSeconds(double value);
|
389
|
+
void setMaximumWallSeconds(double value);
|
390
|
+
/// Returns true if hit maximum iterations (or time)
|
391
|
+
bool hitMaximumIterations() const;
|
392
|
+
/** Status of problem:
|
393
|
+
-1 - unknown e.g. before solve or if postSolve says not optimal
|
394
|
+
0 - optimal
|
395
|
+
1 - primal infeasible
|
396
|
+
2 - dual infeasible
|
397
|
+
3 - stopped on iterations or time
|
398
|
+
4 - stopped due to errors
|
399
|
+
5 - stopped by event handler (virtual int ClpEventHandler::event())
|
400
|
+
*/
|
401
|
+
inline int status() const {
|
402
|
+
return problemStatus_;
|
403
|
+
}
|
404
|
+
inline int problemStatus() const {
|
405
|
+
return problemStatus_;
|
406
|
+
}
|
407
|
+
/// Set problem status
|
408
|
+
inline void setProblemStatus(int problemStatusNew) {
|
409
|
+
problemStatus_ = problemStatusNew;
|
410
|
+
}
|
411
|
+
/** Secondary status of problem - may get extended
|
412
|
+
0 - none
|
413
|
+
1 - primal infeasible because dual limit reached OR (probably primal
|
414
|
+
infeasible but can't prove it - main status was 4)
|
415
|
+
2 - scaled problem optimal - unscaled problem has primal infeasibilities
|
416
|
+
3 - scaled problem optimal - unscaled problem has dual infeasibilities
|
417
|
+
4 - scaled problem optimal - unscaled problem has primal and dual infeasibilities
|
418
|
+
5 - giving up in primal with flagged variables
|
419
|
+
6 - failed due to empty problem check
|
420
|
+
7 - postSolve says not optimal
|
421
|
+
8 - failed due to bad element check
|
422
|
+
9 - status was 3 and stopped on time
|
423
|
+
10 - status was 3 but stopped as primal feasible
|
424
|
+
100 up - translation of enum from ClpEventHandler
|
425
|
+
*/
|
426
|
+
inline int secondaryStatus() const {
|
427
|
+
return secondaryStatus_;
|
428
|
+
}
|
429
|
+
inline void setSecondaryStatus(int newstatus) {
|
430
|
+
secondaryStatus_ = newstatus;
|
431
|
+
}
|
432
|
+
/// Are there a numerical difficulties?
|
433
|
+
inline bool isAbandoned() const {
|
434
|
+
return problemStatus_ == 4;
|
435
|
+
}
|
436
|
+
/// Is optimality proven?
|
437
|
+
inline bool isProvenOptimal() const {
|
438
|
+
return problemStatus_ == 0;
|
439
|
+
}
|
440
|
+
/// Is primal infeasiblity proven?
|
441
|
+
inline bool isProvenPrimalInfeasible() const {
|
442
|
+
return problemStatus_ == 1;
|
443
|
+
}
|
444
|
+
/// Is dual infeasiblity proven?
|
445
|
+
inline bool isProvenDualInfeasible() const {
|
446
|
+
return problemStatus_ == 2;
|
447
|
+
}
|
448
|
+
/// Is the given primal objective limit reached?
|
449
|
+
bool isPrimalObjectiveLimitReached() const ;
|
450
|
+
/// Is the given dual objective limit reached?
|
451
|
+
bool isDualObjectiveLimitReached() const ;
|
452
|
+
/// Iteration limit reached?
|
453
|
+
inline bool isIterationLimitReached() const {
|
454
|
+
return problemStatus_ == 3;
|
455
|
+
}
|
456
|
+
/// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore
|
457
|
+
inline double optimizationDirection() const {
|
458
|
+
return optimizationDirection_;
|
459
|
+
}
|
460
|
+
inline double getObjSense() const {
|
461
|
+
return optimizationDirection_;
|
462
|
+
}
|
463
|
+
void setOptimizationDirection(double value);
|
464
|
+
/// Primal row solution
|
465
|
+
inline double * primalRowSolution() const {
|
466
|
+
return rowActivity_;
|
467
|
+
}
|
468
|
+
inline const double * getRowActivity() const {
|
469
|
+
return rowActivity_;
|
470
|
+
}
|
471
|
+
/// Primal column solution
|
472
|
+
inline double * primalColumnSolution() const {
|
473
|
+
return columnActivity_;
|
474
|
+
}
|
475
|
+
inline const double * getColSolution() const {
|
476
|
+
return columnActivity_;
|
477
|
+
}
|
478
|
+
inline void setColSolution(const double * input) {
|
479
|
+
memcpy(columnActivity_, input, numberColumns_ * sizeof(double));
|
480
|
+
}
|
481
|
+
/// Dual row solution
|
482
|
+
inline double * dualRowSolution() const {
|
483
|
+
return dual_;
|
484
|
+
}
|
485
|
+
inline const double * getRowPrice() const {
|
486
|
+
return dual_;
|
487
|
+
}
|
488
|
+
/// Reduced costs
|
489
|
+
inline double * dualColumnSolution() const {
|
490
|
+
return reducedCost_;
|
491
|
+
}
|
492
|
+
inline const double * getReducedCost() const {
|
493
|
+
return reducedCost_;
|
494
|
+
}
|
495
|
+
/// Row lower
|
496
|
+
inline double* rowLower() const {
|
497
|
+
return rowLower_;
|
498
|
+
}
|
499
|
+
inline const double* getRowLower() const {
|
500
|
+
return rowLower_;
|
501
|
+
}
|
502
|
+
/// Row upper
|
503
|
+
inline double* rowUpper() const {
|
504
|
+
return rowUpper_;
|
505
|
+
}
|
506
|
+
inline const double* getRowUpper() const {
|
507
|
+
return rowUpper_;
|
508
|
+
}
|
509
|
+
//-------------------------------------------------------------------------
|
510
|
+
/**@name Changing bounds on variables and constraints */
|
511
|
+
//@{
|
512
|
+
/** Set an objective function coefficient */
|
513
|
+
void setObjectiveCoefficient( int elementIndex, double elementValue );
|
514
|
+
/** Set an objective function coefficient */
|
515
|
+
inline void setObjCoeff( int elementIndex, double elementValue ) {
|
516
|
+
setObjectiveCoefficient( elementIndex, elementValue);
|
517
|
+
}
|
518
|
+
|
519
|
+
/** Set a single column lower bound<br>
|
520
|
+
Use -DBL_MAX for -infinity. */
|
521
|
+
void setColumnLower( int elementIndex, double elementValue );
|
522
|
+
|
523
|
+
/** Set a single column upper bound<br>
|
524
|
+
Use DBL_MAX for infinity. */
|
525
|
+
void setColumnUpper( int elementIndex, double elementValue );
|
526
|
+
|
527
|
+
/** Set a single column lower and upper bound */
|
528
|
+
void setColumnBounds( int elementIndex,
|
529
|
+
double lower, double upper );
|
530
|
+
|
531
|
+
/** Set the bounds on a number of columns simultaneously<br>
|
532
|
+
The default implementation just invokes setColLower() and
|
533
|
+
setColUpper() over and over again.
|
534
|
+
@param indexFirst,indexLast pointers to the beginning and after the
|
535
|
+
end of the array of the indices of the variables whose
|
536
|
+
<em>either</em> bound changes
|
537
|
+
@param boundList the new lower/upper bound pairs for the variables
|
538
|
+
*/
|
539
|
+
void setColumnSetBounds(const int* indexFirst,
|
540
|
+
const int* indexLast,
|
541
|
+
const double* boundList);
|
542
|
+
|
543
|
+
/** Set a single column lower bound<br>
|
544
|
+
Use -DBL_MAX for -infinity. */
|
545
|
+
inline void setColLower( int elementIndex, double elementValue ) {
|
546
|
+
setColumnLower(elementIndex, elementValue);
|
547
|
+
}
|
548
|
+
/** Set a single column upper bound<br>
|
549
|
+
Use DBL_MAX for infinity. */
|
550
|
+
inline void setColUpper( int elementIndex, double elementValue ) {
|
551
|
+
setColumnUpper(elementIndex, elementValue);
|
552
|
+
}
|
553
|
+
|
554
|
+
/** Set a single column lower and upper bound */
|
555
|
+
inline void setColBounds( int elementIndex,
|
556
|
+
double lower, double upper ) {
|
557
|
+
setColumnBounds(elementIndex, lower, upper);
|
558
|
+
}
|
559
|
+
|
560
|
+
/** Set the bounds on a number of columns simultaneously<br>
|
561
|
+
@param indexFirst,indexLast pointers to the beginning and after the
|
562
|
+
end of the array of the indices of the variables whose
|
563
|
+
<em>either</em> bound changes
|
564
|
+
@param boundList the new lower/upper bound pairs for the variables
|
565
|
+
*/
|
566
|
+
inline void setColSetBounds(const int* indexFirst,
|
567
|
+
const int* indexLast,
|
568
|
+
const double* boundList) {
|
569
|
+
setColumnSetBounds(indexFirst, indexLast, boundList);
|
570
|
+
}
|
571
|
+
|
572
|
+
/** Set a single row lower bound<br>
|
573
|
+
Use -DBL_MAX for -infinity. */
|
574
|
+
void setRowLower( int elementIndex, double elementValue );
|
575
|
+
|
576
|
+
/** Set a single row upper bound<br>
|
577
|
+
Use DBL_MAX for infinity. */
|
578
|
+
void setRowUpper( int elementIndex, double elementValue ) ;
|
579
|
+
|
580
|
+
/** Set a single row lower and upper bound */
|
581
|
+
void setRowBounds( int elementIndex,
|
582
|
+
double lower, double upper ) ;
|
583
|
+
|
584
|
+
/** Set the bounds on a number of rows simultaneously<br>
|
585
|
+
@param indexFirst,indexLast pointers to the beginning and after the
|
586
|
+
end of the array of the indices of the constraints whose
|
587
|
+
<em>either</em> bound changes
|
588
|
+
@param boundList the new lower/upper bound pairs for the constraints
|
589
|
+
*/
|
590
|
+
void setRowSetBounds(const int* indexFirst,
|
591
|
+
const int* indexLast,
|
592
|
+
const double* boundList);
|
593
|
+
|
594
|
+
//@}
|
595
|
+
/// Scaling
|
596
|
+
inline const double * rowScale() const {
|
597
|
+
return rowScale_;
|
598
|
+
}
|
599
|
+
inline const double * columnScale() const {
|
600
|
+
return columnScale_;
|
601
|
+
}
|
602
|
+
inline const double * inverseRowScale() const {
|
603
|
+
return inverseRowScale_;
|
604
|
+
}
|
605
|
+
inline const double * inverseColumnScale() const {
|
606
|
+
return inverseColumnScale_;
|
607
|
+
}
|
608
|
+
inline double * mutableRowScale() const {
|
609
|
+
return rowScale_;
|
610
|
+
}
|
611
|
+
inline double * mutableColumnScale() const {
|
612
|
+
return columnScale_;
|
613
|
+
}
|
614
|
+
inline double * mutableInverseRowScale() const {
|
615
|
+
return inverseRowScale_;
|
616
|
+
}
|
617
|
+
inline double * mutableInverseColumnScale() const {
|
618
|
+
return inverseColumnScale_;
|
619
|
+
}
|
620
|
+
inline double * swapRowScale(double * newScale) {
|
621
|
+
double * oldScale = rowScale_;
|
622
|
+
rowScale_ = newScale;
|
623
|
+
return oldScale;
|
624
|
+
}
|
625
|
+
void setRowScale(double * scale) ;
|
626
|
+
void setColumnScale(double * scale);
|
627
|
+
/// Scaling of objective
|
628
|
+
inline double objectiveScale() const {
|
629
|
+
return objectiveScale_;
|
630
|
+
}
|
631
|
+
inline void setObjectiveScale(double value) {
|
632
|
+
objectiveScale_ = value;
|
633
|
+
}
|
634
|
+
/// Scaling of rhs and bounds
|
635
|
+
inline double rhsScale() const {
|
636
|
+
return rhsScale_;
|
637
|
+
}
|
638
|
+
inline void setRhsScale(double value) {
|
639
|
+
rhsScale_ = value;
|
640
|
+
}
|
641
|
+
/// Sets or unsets scaling, 0 -off, 1 equilibrium, 2 geometric, 3 auto, 4 auto-but-as-initialSolve-in-bab
|
642
|
+
void scaling(int mode = 1);
|
643
|
+
/** If we constructed a "really" scaled model then this reverses the operation.
|
644
|
+
Quantities may not be exactly as they were before due to rounding errors */
|
645
|
+
void unscale();
|
646
|
+
/// Gets scalingFlag
|
647
|
+
inline int scalingFlag() const {
|
648
|
+
return scalingFlag_;
|
649
|
+
}
|
650
|
+
/// Objective
|
651
|
+
inline double * objective() const {
|
652
|
+
if (objective_) {
|
653
|
+
double offset;
|
654
|
+
return objective_->gradient(NULL, NULL, offset, false);
|
655
|
+
} else {
|
656
|
+
return NULL;
|
657
|
+
}
|
658
|
+
}
|
659
|
+
inline double * objective(const double * solution, double & offset, bool refresh = true) const {
|
660
|
+
offset = 0.0;
|
661
|
+
if (objective_) {
|
662
|
+
return objective_->gradient(NULL, solution, offset, refresh);
|
663
|
+
} else {
|
664
|
+
return NULL;
|
665
|
+
}
|
666
|
+
}
|
667
|
+
inline const double * getObjCoefficients() const {
|
668
|
+
if (objective_) {
|
669
|
+
double offset;
|
670
|
+
return objective_->gradient(NULL, NULL, offset, false);
|
671
|
+
} else {
|
672
|
+
return NULL;
|
673
|
+
}
|
674
|
+
}
|
675
|
+
/// Row Objective
|
676
|
+
inline double * rowObjective() const {
|
677
|
+
return rowObjective_;
|
678
|
+
}
|
679
|
+
inline const double * getRowObjCoefficients() const {
|
680
|
+
return rowObjective_;
|
681
|
+
}
|
682
|
+
/// Column Lower
|
683
|
+
inline double * columnLower() const {
|
684
|
+
return columnLower_;
|
685
|
+
}
|
686
|
+
inline const double * getColLower() const {
|
687
|
+
return columnLower_;
|
688
|
+
}
|
689
|
+
/// Column Upper
|
690
|
+
inline double * columnUpper() const {
|
691
|
+
return columnUpper_;
|
692
|
+
}
|
693
|
+
inline const double * getColUpper() const {
|
694
|
+
return columnUpper_;
|
695
|
+
}
|
696
|
+
/// Matrix (if not ClpPackedmatrix be careful about memory leak
|
697
|
+
inline CoinPackedMatrix * matrix() const {
|
698
|
+
if ( matrix_ == NULL ) return NULL;
|
699
|
+
else return matrix_->getPackedMatrix();
|
700
|
+
}
|
701
|
+
/// Number of elements in matrix
|
702
|
+
inline int getNumElements() const {
|
703
|
+
return matrix_->getNumElements();
|
704
|
+
}
|
705
|
+
/** Small element value - elements less than this set to zero,
|
706
|
+
default is 1.0e-20 */
|
707
|
+
inline double getSmallElementValue() const {
|
708
|
+
return smallElement_;
|
709
|
+
}
|
710
|
+
inline void setSmallElementValue(double value) {
|
711
|
+
smallElement_ = value;
|
712
|
+
}
|
713
|
+
/// Row Matrix
|
714
|
+
inline ClpMatrixBase * rowCopy() const {
|
715
|
+
return rowCopy_;
|
716
|
+
}
|
717
|
+
/// Set new row matrix
|
718
|
+
void setNewRowCopy(ClpMatrixBase * newCopy);
|
719
|
+
/// Clp Matrix
|
720
|
+
inline ClpMatrixBase * clpMatrix() const {
|
721
|
+
return matrix_;
|
722
|
+
}
|
723
|
+
/// Scaled ClpPackedMatrix
|
724
|
+
inline ClpPackedMatrix * clpScaledMatrix() const {
|
725
|
+
return scaledMatrix_;
|
726
|
+
}
|
727
|
+
/// Sets pointer to scaled ClpPackedMatrix
|
728
|
+
inline void setClpScaledMatrix(ClpPackedMatrix * scaledMatrix) {
|
729
|
+
delete scaledMatrix_;
|
730
|
+
scaledMatrix_ = scaledMatrix;
|
731
|
+
}
|
732
|
+
/// Swaps pointer to scaled ClpPackedMatrix
|
733
|
+
inline ClpPackedMatrix * swapScaledMatrix(ClpPackedMatrix * scaledMatrix) {
|
734
|
+
ClpPackedMatrix * oldMatrix = scaledMatrix_;
|
735
|
+
scaledMatrix_ = scaledMatrix;
|
736
|
+
return oldMatrix;
|
737
|
+
}
|
738
|
+
/** Replace Clp Matrix (current is not deleted unless told to
|
739
|
+
and new is used)
|
740
|
+
So up to user to delete current. This was used where
|
741
|
+
matrices were being rotated. ClpModel takes ownership.
|
742
|
+
*/
|
743
|
+
void replaceMatrix(ClpMatrixBase * matrix, bool deleteCurrent = false);
|
744
|
+
/** Replace Clp Matrix (current is not deleted unless told to
|
745
|
+
and new is used) So up to user to delete current. This was used where
|
746
|
+
matrices were being rotated. This version changes CoinPackedMatrix
|
747
|
+
to ClpPackedMatrix. ClpModel takes ownership.
|
748
|
+
*/
|
749
|
+
inline void replaceMatrix(CoinPackedMatrix * newmatrix,
|
750
|
+
bool deleteCurrent = false) {
|
751
|
+
replaceMatrix(new ClpPackedMatrix(newmatrix), deleteCurrent);
|
752
|
+
}
|
753
|
+
/// Objective value
|
754
|
+
inline double objectiveValue() const {
|
755
|
+
return objectiveValue_ * optimizationDirection_ - dblParam_[ClpObjOffset];
|
756
|
+
}
|
757
|
+
inline void setObjectiveValue(double value) {
|
758
|
+
objectiveValue_ = (value + dblParam_[ClpObjOffset]) / optimizationDirection_;
|
759
|
+
}
|
760
|
+
inline double getObjValue() const {
|
761
|
+
return objectiveValue_ * optimizationDirection_ - dblParam_[ClpObjOffset];
|
762
|
+
}
|
763
|
+
/// Integer information
|
764
|
+
inline char * integerInformation() const {
|
765
|
+
return integerType_;
|
766
|
+
}
|
767
|
+
/** Infeasibility/unbounded ray (NULL returned if none/wrong)
|
768
|
+
Up to user to use delete [] on these arrays. */
|
769
|
+
double * infeasibilityRay(bool fullRay=false) const;
|
770
|
+
double * unboundedRay() const;
|
771
|
+
/// For advanced users - no need to delete - sign not changed
|
772
|
+
inline double * ray() const
|
773
|
+
{ return ray_;}
|
774
|
+
/// just test if infeasibility or unbounded Ray exists
|
775
|
+
inline bool rayExists() const {
|
776
|
+
return (ray_!=NULL);
|
777
|
+
}
|
778
|
+
/// just delete ray if exists
|
779
|
+
inline void deleteRay() {
|
780
|
+
delete [] ray_;
|
781
|
+
ray_=NULL;
|
782
|
+
}
|
783
|
+
/// Access internal ray storage. Users should call infeasibilityRay() or unboundedRay() instead.
|
784
|
+
inline const double * internalRay() const {
|
785
|
+
return ray_;
|
786
|
+
}
|
787
|
+
/// See if status (i.e. basis) array exists (partly for OsiClp)
|
788
|
+
inline bool statusExists() const {
|
789
|
+
return (status_ != NULL);
|
790
|
+
}
|
791
|
+
/// Return address of status (i.e. basis) array (char[numberRows+numberColumns])
|
792
|
+
inline unsigned char * statusArray() const {
|
793
|
+
return status_;
|
794
|
+
}
|
795
|
+
/** Return copy of status (i.e. basis) array (char[numberRows+numberColumns]),
|
796
|
+
use delete [] */
|
797
|
+
unsigned char * statusCopy() const;
|
798
|
+
/// Copy in status (basis) vector
|
799
|
+
void copyinStatus(const unsigned char * statusArray);
|
800
|
+
|
801
|
+
/// User pointer for whatever reason
|
802
|
+
inline void setUserPointer (void * pointer) {
|
803
|
+
userPointer_ = pointer;
|
804
|
+
}
|
805
|
+
inline void * getUserPointer () const {
|
806
|
+
return userPointer_;
|
807
|
+
}
|
808
|
+
/// Trusted user pointer
|
809
|
+
inline void setTrustedUserPointer (ClpTrustedData * pointer) {
|
810
|
+
trustedUserPointer_ = pointer;
|
811
|
+
}
|
812
|
+
inline ClpTrustedData * getTrustedUserPointer () const {
|
813
|
+
return trustedUserPointer_;
|
814
|
+
}
|
815
|
+
/// What has changed in model (only for masochistic users)
|
816
|
+
inline int whatsChanged() const {
|
817
|
+
return whatsChanged_;
|
818
|
+
}
|
819
|
+
inline void setWhatsChanged(int value) {
|
820
|
+
whatsChanged_ = value;
|
821
|
+
}
|
822
|
+
/// Number of threads (not really being used)
|
823
|
+
inline int numberThreads() const {
|
824
|
+
return numberThreads_;
|
825
|
+
}
|
826
|
+
inline void setNumberThreads(int value) {
|
827
|
+
numberThreads_ = value;
|
828
|
+
}
|
829
|
+
//@}
|
830
|
+
/**@name Message handling */
|
831
|
+
//@{
|
832
|
+
/// Pass in Message handler (not deleted at end)
|
833
|
+
void passInMessageHandler(CoinMessageHandler * handler);
|
834
|
+
/// Pass in Message handler (not deleted at end) and return current
|
835
|
+
CoinMessageHandler * pushMessageHandler(CoinMessageHandler * handler,
|
836
|
+
bool & oldDefault);
|
837
|
+
/// back to previous message handler
|
838
|
+
void popMessageHandler(CoinMessageHandler * oldHandler, bool oldDefault);
|
839
|
+
/// Set language
|
840
|
+
void newLanguage(CoinMessages::Language language);
|
841
|
+
inline void setLanguage(CoinMessages::Language language) {
|
842
|
+
newLanguage(language);
|
843
|
+
}
|
844
|
+
/// Overrides message handler with a default one
|
845
|
+
void setDefaultMessageHandler();
|
846
|
+
/// Return handler
|
847
|
+
inline CoinMessageHandler * messageHandler() const {
|
848
|
+
return handler_;
|
849
|
+
}
|
850
|
+
/// Return messages
|
851
|
+
inline CoinMessages messages() const {
|
852
|
+
return messages_;
|
853
|
+
}
|
854
|
+
/// Return pointer to messages
|
855
|
+
inline CoinMessages * messagesPointer() {
|
856
|
+
return & messages_;
|
857
|
+
}
|
858
|
+
/// Return Coin messages
|
859
|
+
inline CoinMessages coinMessages() const {
|
860
|
+
return coinMessages_;
|
861
|
+
}
|
862
|
+
/// Return pointer to Coin messages
|
863
|
+
inline CoinMessages * coinMessagesPointer() {
|
864
|
+
return & coinMessages_;
|
865
|
+
}
|
866
|
+
/** Amount of print out:
|
867
|
+
0 - none
|
868
|
+
1 - just final
|
869
|
+
2 - just factorizations
|
870
|
+
3 - as 2 plus a bit more
|
871
|
+
4 - verbose
|
872
|
+
above that 8,16,32 etc just for selective debug
|
873
|
+
*/
|
874
|
+
inline void setLogLevel(int value) {
|
875
|
+
handler_->setLogLevel(value);
|
876
|
+
}
|
877
|
+
inline int logLevel() const {
|
878
|
+
return handler_->logLevel();
|
879
|
+
}
|
880
|
+
/// Return true if default handler
|
881
|
+
inline bool defaultHandler() const {
|
882
|
+
return defaultHandler_;
|
883
|
+
}
|
884
|
+
/// Pass in Event handler (cloned and deleted at end)
|
885
|
+
void passInEventHandler(const ClpEventHandler * eventHandler);
|
886
|
+
/// Event handler
|
887
|
+
inline ClpEventHandler * eventHandler() const {
|
888
|
+
return eventHandler_;
|
889
|
+
}
|
890
|
+
/// Thread specific random number generator
|
891
|
+
inline CoinThreadRandom * randomNumberGenerator() {
|
892
|
+
return &randomNumberGenerator_;
|
893
|
+
}
|
894
|
+
/// Thread specific random number generator
|
895
|
+
inline CoinThreadRandom & mutableRandomNumberGenerator() {
|
896
|
+
return randomNumberGenerator_;
|
897
|
+
}
|
898
|
+
/// Set seed for thread specific random number generator
|
899
|
+
inline void setRandomSeed(int value) {
|
900
|
+
randomNumberGenerator_.setSeed(value);
|
901
|
+
}
|
902
|
+
/// length of names (0 means no names0
|
903
|
+
inline int lengthNames() const {
|
904
|
+
return lengthNames_;
|
905
|
+
}
|
906
|
+
#ifndef CLP_NO_STD
|
907
|
+
/// length of names (0 means no names0
|
908
|
+
inline void setLengthNames(int value) {
|
909
|
+
lengthNames_ = value;
|
910
|
+
}
|
911
|
+
/// Row names
|
912
|
+
inline const std::vector<std::string> * rowNames() const {
|
913
|
+
return &rowNames_;
|
914
|
+
}
|
915
|
+
inline const std::string& rowName(int iRow) const {
|
916
|
+
return rowNames_[iRow];
|
917
|
+
}
|
918
|
+
/// Return name or Rnnnnnnn
|
919
|
+
std::string getRowName(int iRow) const;
|
920
|
+
/// Column names
|
921
|
+
inline const std::vector<std::string> * columnNames() const {
|
922
|
+
return &columnNames_;
|
923
|
+
}
|
924
|
+
inline const std::string& columnName(int iColumn) const {
|
925
|
+
return columnNames_[iColumn];
|
926
|
+
}
|
927
|
+
/// Return name or Cnnnnnnn
|
928
|
+
std::string getColumnName(int iColumn) const;
|
929
|
+
#endif
|
930
|
+
/// Objective methods
|
931
|
+
inline ClpObjective * objectiveAsObject() const {
|
932
|
+
return objective_;
|
933
|
+
}
|
934
|
+
void setObjective(ClpObjective * objective);
|
935
|
+
inline void setObjectivePointer(ClpObjective * newobjective) {
|
936
|
+
objective_ = newobjective;
|
937
|
+
}
|
938
|
+
/** Solve a problem with no elements - return status and
|
939
|
+
dual and primal infeasibilites */
|
940
|
+
int emptyProblem(int * infeasNumber = NULL, double * infeasSum = NULL, bool printMessage = true);
|
941
|
+
|
942
|
+
//@}
|
943
|
+
|
944
|
+
/**@name Matrix times vector methods
|
945
|
+
They can be faster if scalar is +- 1
|
946
|
+
These are covers so user need not worry about scaling
|
947
|
+
Also for simplex I am not using basic/non-basic split */
|
948
|
+
//@{
|
949
|
+
/** Return <code>y + A * x * scalar</code> in <code>y</code>.
|
950
|
+
@pre <code>x</code> must be of size <code>numColumns()</code>
|
951
|
+
@pre <code>y</code> must be of size <code>numRows()</code> */
|
952
|
+
void times(double scalar,
|
953
|
+
const double * x, double * y) const;
|
954
|
+
/** Return <code>y + x * scalar * A</code> in <code>y</code>.
|
955
|
+
@pre <code>x</code> must be of size <code>numRows()</code>
|
956
|
+
@pre <code>y</code> must be of size <code>numColumns()</code> */
|
957
|
+
void transposeTimes(double scalar,
|
958
|
+
const double * x, double * y) const ;
|
959
|
+
//@}
|
960
|
+
|
961
|
+
|
962
|
+
//---------------------------------------------------------------------------
|
963
|
+
/**@name Parameter set/get methods
|
964
|
+
|
965
|
+
The set methods return true if the parameter was set to the given value,
|
966
|
+
false otherwise. There can be various reasons for failure: the given
|
967
|
+
parameter is not applicable for the solver (e.g., refactorization
|
968
|
+
frequency for the volume algorithm), the parameter is not yet implemented
|
969
|
+
for the solver or simply the value of the parameter is out of the range
|
970
|
+
the solver accepts. If a parameter setting call returns false check the
|
971
|
+
details of your solver.
|
972
|
+
|
973
|
+
The get methods return true if the given parameter is applicable for the
|
974
|
+
solver and is implemented. In this case the value of the parameter is
|
975
|
+
returned in the second argument. Otherwise they return false.
|
976
|
+
|
977
|
+
** once it has been decided where solver sits this may be redone
|
978
|
+
*/
|
979
|
+
//@{
|
980
|
+
/// Set an integer parameter
|
981
|
+
bool setIntParam(ClpIntParam key, int value) ;
|
982
|
+
/// Set an double parameter
|
983
|
+
bool setDblParam(ClpDblParam key, double value) ;
|
984
|
+
#ifndef CLP_NO_STD
|
985
|
+
/// Set an string parameter
|
986
|
+
bool setStrParam(ClpStrParam key, const std::string & value);
|
987
|
+
#endif
|
988
|
+
// Get an integer parameter
|
989
|
+
inline bool getIntParam(ClpIntParam key, int& value) const {
|
990
|
+
if (key < ClpLastIntParam) {
|
991
|
+
value = intParam_[key];
|
992
|
+
return true;
|
993
|
+
} else {
|
994
|
+
return false;
|
995
|
+
}
|
996
|
+
}
|
997
|
+
// Get an double parameter
|
998
|
+
inline bool getDblParam(ClpDblParam key, double& value) const {
|
999
|
+
if (key < ClpLastDblParam) {
|
1000
|
+
value = dblParam_[key];
|
1001
|
+
return true;
|
1002
|
+
} else {
|
1003
|
+
return false;
|
1004
|
+
}
|
1005
|
+
}
|
1006
|
+
#ifndef CLP_NO_STD
|
1007
|
+
// Get a string parameter
|
1008
|
+
inline bool getStrParam(ClpStrParam key, std::string& value) const {
|
1009
|
+
if (key < ClpLastStrParam) {
|
1010
|
+
value = strParam_[key];
|
1011
|
+
return true;
|
1012
|
+
} else {
|
1013
|
+
return false;
|
1014
|
+
}
|
1015
|
+
}
|
1016
|
+
#endif
|
1017
|
+
/// Create C++ lines to get to current state
|
1018
|
+
void generateCpp( FILE * fp);
|
1019
|
+
/** For advanced options
|
1020
|
+
1 - Don't keep changing infeasibility weight
|
1021
|
+
2 - Keep nonLinearCost round solves
|
1022
|
+
4 - Force outgoing variables to exact bound (primal)
|
1023
|
+
8 - Safe to use dense initial factorization
|
1024
|
+
16 -Just use basic variables for operation if column generation
|
1025
|
+
32 -Create ray even in BAB
|
1026
|
+
64 -Treat problem as feasible until last minute (i.e. minimize infeasibilities)
|
1027
|
+
128 - Switch off all matrix sanity checks
|
1028
|
+
256 - No row copy
|
1029
|
+
512 - If not in values pass, solution guaranteed, skip as much as possible
|
1030
|
+
1024 - In branch and bound
|
1031
|
+
2048 - Don't bother to re-factorize if < 20 iterations
|
1032
|
+
4096 - Skip some optimality checks
|
1033
|
+
8192 - Do Primal when cleaning up primal
|
1034
|
+
16384 - In fast dual (so we can switch off things)
|
1035
|
+
32768 - called from Osi
|
1036
|
+
65536 - keep arrays around as much as possible (also use maximumR/C)
|
1037
|
+
131072 - transposeTimes is -1.0 and can skip basic and fixed
|
1038
|
+
262144 - extra copy of scaled matrix
|
1039
|
+
524288 - Clp fast dual
|
1040
|
+
1048576 - don't need to finish dual (can return 3)
|
1041
|
+
2097152 - zero costs!
|
1042
|
+
4194304 - don't scale integer variables
|
1043
|
+
8388608 - Idiot when not really sure about it
|
1044
|
+
NOTE - many applications can call Clp but there may be some short cuts
|
1045
|
+
which are taken which are not guaranteed safe from all applications.
|
1046
|
+
Vetted applications will have a bit set and the code may test this
|
1047
|
+
At present I expect a few such applications - if too many I will
|
1048
|
+
have to re-think. It is up to application owner to change the code
|
1049
|
+
if she/he needs these short cuts. I will not debug unless in Coin
|
1050
|
+
repository. See COIN_CLP_VETTED comments.
|
1051
|
+
0x01000000 is Cbc (and in branch and bound)
|
1052
|
+
0x02000000 is in a different branch and bound
|
1053
|
+
*/
|
1054
|
+
inline unsigned int specialOptions() const {
|
1055
|
+
return specialOptions_;
|
1056
|
+
}
|
1057
|
+
void setSpecialOptions(unsigned int value);
|
1058
|
+
#define COIN_CBC_USING_CLP 0x01000000
|
1059
|
+
inline bool inCbcBranchAndBound() const {
|
1060
|
+
return (specialOptions_ & COIN_CBC_USING_CLP) != 0;
|
1061
|
+
}
|
1062
|
+
//@}
|
1063
|
+
|
1064
|
+
/**@name private or protected methods */
|
1065
|
+
//@{
|
1066
|
+
protected:
|
1067
|
+
/// Does most of deletion (0 = all, 1 = most)
|
1068
|
+
void gutsOfDelete(int type);
|
1069
|
+
/** Does most of copying
|
1070
|
+
If trueCopy 0 then just points to arrays
|
1071
|
+
If -1 leaves as much as possible */
|
1072
|
+
void gutsOfCopy(const ClpModel & rhs, int trueCopy = 1);
|
1073
|
+
/// gets lower and upper bounds on rows
|
1074
|
+
void getRowBound(int iRow, double& lower, double& upper) const;
|
1075
|
+
/// puts in format I like - 4 array matrix - may make row copy
|
1076
|
+
void gutsOfLoadModel ( int numberRows, int numberColumns,
|
1077
|
+
const double* collb, const double* colub,
|
1078
|
+
const double* obj,
|
1079
|
+
const double* rowlb, const double* rowub,
|
1080
|
+
const double * rowObjective = NULL);
|
1081
|
+
/// Does much of scaling
|
1082
|
+
void gutsOfScaling();
|
1083
|
+
/// Objective value - always minimize
|
1084
|
+
inline double rawObjectiveValue() const {
|
1085
|
+
return objectiveValue_;
|
1086
|
+
}
|
1087
|
+
/// If we are using maximumRows_ and Columns_
|
1088
|
+
inline bool permanentArrays() const {
|
1089
|
+
return (specialOptions_ & 65536) != 0;
|
1090
|
+
}
|
1091
|
+
/// Start using maximumRows_ and Columns_
|
1092
|
+
void startPermanentArrays();
|
1093
|
+
/// Stop using maximumRows_ and Columns_
|
1094
|
+
void stopPermanentArrays();
|
1095
|
+
/// Create row names as char **
|
1096
|
+
const char * const * rowNamesAsChar() const;
|
1097
|
+
/// Create column names as char **
|
1098
|
+
const char * const * columnNamesAsChar() const;
|
1099
|
+
/// Delete char * version of names
|
1100
|
+
void deleteNamesAsChar(const char * const * names, int number) const;
|
1101
|
+
/// On stopped - sets secondary status
|
1102
|
+
void onStopped();
|
1103
|
+
//@}
|
1104
|
+
|
1105
|
+
|
1106
|
+
////////////////// data //////////////////
|
1107
|
+
protected:
|
1108
|
+
|
1109
|
+
/**@name data */
|
1110
|
+
//@{
|
1111
|
+
/// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore
|
1112
|
+
double optimizationDirection_;
|
1113
|
+
/// Array of double parameters
|
1114
|
+
double dblParam_[ClpLastDblParam];
|
1115
|
+
/// Objective value
|
1116
|
+
double objectiveValue_;
|
1117
|
+
/// Small element value
|
1118
|
+
double smallElement_;
|
1119
|
+
/// Scaling of objective
|
1120
|
+
double objectiveScale_;
|
1121
|
+
/// Scaling of rhs and bounds
|
1122
|
+
double rhsScale_;
|
1123
|
+
/// Number of rows
|
1124
|
+
int numberRows_;
|
1125
|
+
/// Number of columns
|
1126
|
+
int numberColumns_;
|
1127
|
+
/// Row activities
|
1128
|
+
double * rowActivity_;
|
1129
|
+
/// Column activities
|
1130
|
+
double * columnActivity_;
|
1131
|
+
/// Duals
|
1132
|
+
double * dual_;
|
1133
|
+
/// Reduced costs
|
1134
|
+
double * reducedCost_;
|
1135
|
+
/// Row lower
|
1136
|
+
double* rowLower_;
|
1137
|
+
/// Row upper
|
1138
|
+
double* rowUpper_;
|
1139
|
+
/// Objective
|
1140
|
+
ClpObjective * objective_;
|
1141
|
+
/// Row Objective (? sign) - may be NULL
|
1142
|
+
double * rowObjective_;
|
1143
|
+
/// Column Lower
|
1144
|
+
double * columnLower_;
|
1145
|
+
/// Column Upper
|
1146
|
+
double * columnUpper_;
|
1147
|
+
/// Packed matrix
|
1148
|
+
ClpMatrixBase * matrix_;
|
1149
|
+
/// Row copy if wanted
|
1150
|
+
ClpMatrixBase * rowCopy_;
|
1151
|
+
/// Scaled packed matrix
|
1152
|
+
ClpPackedMatrix * scaledMatrix_;
|
1153
|
+
/// Infeasible/unbounded ray
|
1154
|
+
double * ray_;
|
1155
|
+
/// Row scale factors for matrix
|
1156
|
+
double * rowScale_;
|
1157
|
+
/// Column scale factors
|
1158
|
+
double * columnScale_;
|
1159
|
+
/// Inverse row scale factors for matrix (end of rowScale_)
|
1160
|
+
double * inverseRowScale_;
|
1161
|
+
/// Inverse column scale factors for matrix (end of columnScale_)
|
1162
|
+
double * inverseColumnScale_;
|
1163
|
+
/** Scale flag, 0 none, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic,
|
1164
|
+
5 geometric on rows */
|
1165
|
+
int scalingFlag_;
|
1166
|
+
/** Status (i.e. basis) Region. I know that not all algorithms need a status
|
1167
|
+
array, but it made sense for things like crossover and put
|
1168
|
+
all permanent stuff in one place. No assumption is made
|
1169
|
+
about what is in status array (although it might be good to reserve
|
1170
|
+
bottom 3 bits (i.e. 0-7 numeric) for classic status). This
|
1171
|
+
is number of columns + number of rows long (in that order).
|
1172
|
+
*/
|
1173
|
+
unsigned char * status_;
|
1174
|
+
/// Integer information
|
1175
|
+
char * integerType_;
|
1176
|
+
/// User pointer for whatever reason
|
1177
|
+
void * userPointer_;
|
1178
|
+
/// Trusted user pointer e.g. for heuristics
|
1179
|
+
ClpTrustedData * trustedUserPointer_;
|
1180
|
+
/// Array of integer parameters
|
1181
|
+
int intParam_[ClpLastIntParam];
|
1182
|
+
/// Number of iterations
|
1183
|
+
int numberIterations_;
|
1184
|
+
/** Solve type - 1 simplex, 2 simplex interface, 3 Interior.*/
|
1185
|
+
int solveType_;
|
1186
|
+
/** Whats changed since last solve. This is a work in progress
|
1187
|
+
It is designed so careful people can make go faster.
|
1188
|
+
It is only used when startFinishOptions used in dual or primal.
|
1189
|
+
Bit 1 - number of rows/columns has not changed (so work arrays valid)
|
1190
|
+
2 - matrix has not changed
|
1191
|
+
4 - if matrix has changed only by adding rows
|
1192
|
+
8 - if matrix has changed only by adding columns
|
1193
|
+
16 - row lbs not changed
|
1194
|
+
32 - row ubs not changed
|
1195
|
+
64 - column objective not changed
|
1196
|
+
128 - column lbs not changed
|
1197
|
+
256 - column ubs not changed
|
1198
|
+
512 - basis not changed (up to user to set this to 0)
|
1199
|
+
top bits may be used internally
|
1200
|
+
shift by 65336 is 3 all same, 1 all except col bounds
|
1201
|
+
*/
|
1202
|
+
#define ROW_COLUMN_COUNTS_SAME 1
|
1203
|
+
#define MATRIX_SAME 2
|
1204
|
+
#define MATRIX_JUST_ROWS_ADDED 4
|
1205
|
+
#define MATRIX_JUST_COLUMNS_ADDED 8
|
1206
|
+
#define ROW_LOWER_SAME 16
|
1207
|
+
#define ROW_UPPER_SAME 32
|
1208
|
+
#define OBJECTIVE_SAME 64
|
1209
|
+
#define COLUMN_LOWER_SAME 128
|
1210
|
+
#define COLUMN_UPPER_SAME 256
|
1211
|
+
#define BASIS_SAME 512
|
1212
|
+
#define ALL_SAME 65339
|
1213
|
+
#define ALL_SAME_EXCEPT_COLUMN_BOUNDS 65337
|
1214
|
+
unsigned int whatsChanged_;
|
1215
|
+
/// Status of problem
|
1216
|
+
int problemStatus_;
|
1217
|
+
/// Secondary status of problem
|
1218
|
+
int secondaryStatus_;
|
1219
|
+
/// length of names (0 means no names)
|
1220
|
+
int lengthNames_;
|
1221
|
+
/// Number of threads (not very operational)
|
1222
|
+
int numberThreads_;
|
1223
|
+
/** For advanced options
|
1224
|
+
See get and set for meaning
|
1225
|
+
*/
|
1226
|
+
unsigned int specialOptions_;
|
1227
|
+
/// Message handler
|
1228
|
+
CoinMessageHandler * handler_;
|
1229
|
+
/// Flag to say if default handler (so delete)
|
1230
|
+
bool defaultHandler_;
|
1231
|
+
/// Thread specific random number generator
|
1232
|
+
CoinThreadRandom randomNumberGenerator_;
|
1233
|
+
/// Event handler
|
1234
|
+
ClpEventHandler * eventHandler_;
|
1235
|
+
#ifndef CLP_NO_STD
|
1236
|
+
/// Row names
|
1237
|
+
std::vector<std::string> rowNames_;
|
1238
|
+
/// Column names
|
1239
|
+
std::vector<std::string> columnNames_;
|
1240
|
+
#endif
|
1241
|
+
/// Messages
|
1242
|
+
CoinMessages messages_;
|
1243
|
+
/// Coin messages
|
1244
|
+
CoinMessages coinMessages_;
|
1245
|
+
/// Maximum number of columns in model
|
1246
|
+
int maximumColumns_;
|
1247
|
+
/// Maximum number of rows in model
|
1248
|
+
int maximumRows_;
|
1249
|
+
/// Maximum number of columns (internal arrays) in model
|
1250
|
+
int maximumInternalColumns_;
|
1251
|
+
/// Maximum number of rows (internal arrays) in model
|
1252
|
+
int maximumInternalRows_;
|
1253
|
+
/// Base packed matrix
|
1254
|
+
CoinPackedMatrix baseMatrix_;
|
1255
|
+
/// Base row copy
|
1256
|
+
CoinPackedMatrix baseRowCopy_;
|
1257
|
+
/// Saved row scale factors for matrix
|
1258
|
+
double * savedRowScale_;
|
1259
|
+
/// Saved column scale factors
|
1260
|
+
double * savedColumnScale_;
|
1261
|
+
#ifndef CLP_NO_STD
|
1262
|
+
/// Array of string parameters
|
1263
|
+
std::string strParam_[ClpLastStrParam];
|
1264
|
+
#endif
|
1265
|
+
//@}
|
1266
|
+
};
|
1267
|
+
/** This is a tiny class where data can be saved round calls.
|
1268
|
+
*/
|
1269
|
+
class ClpDataSave {
|
1270
|
+
|
1271
|
+
public:
|
1272
|
+
/**@name Constructors and destructor
|
1273
|
+
*/
|
1274
|
+
//@{
|
1275
|
+
/// Default constructor
|
1276
|
+
ClpDataSave ( );
|
1277
|
+
|
1278
|
+
/// Copy constructor.
|
1279
|
+
ClpDataSave(const ClpDataSave &);
|
1280
|
+
/// Assignment operator. This copies the data
|
1281
|
+
ClpDataSave & operator=(const ClpDataSave & rhs);
|
1282
|
+
/// Destructor
|
1283
|
+
~ClpDataSave ( );
|
1284
|
+
|
1285
|
+
//@}
|
1286
|
+
|
1287
|
+
////////////////// data //////////////////
|
1288
|
+
public:
|
1289
|
+
|
1290
|
+
/**@name data - with same names as in other classes*/
|
1291
|
+
//@{
|
1292
|
+
double dualBound_;
|
1293
|
+
double infeasibilityCost_;
|
1294
|
+
double pivotTolerance_;
|
1295
|
+
double zeroFactorizationTolerance_;
|
1296
|
+
double zeroSimplexTolerance_;
|
1297
|
+
double acceptablePivot_;
|
1298
|
+
double objectiveScale_;
|
1299
|
+
int sparseThreshold_;
|
1300
|
+
int perturbation_;
|
1301
|
+
int forceFactorization_;
|
1302
|
+
int scalingFlag_;
|
1303
|
+
unsigned int specialOptions_;
|
1304
|
+
//@}
|
1305
|
+
};
|
1306
|
+
|
1307
|
+
#endif
|