ruby-cbc 0.1.9

data/ext/ruby-cbc/install/include/coin/CoinSnapshot.hpp

@@ -0,0 +1,476 @@
+/* $Id: CoinSnapshot.hpp 1416 2011-04-17 09:57:29Z stefan $ */
+// Copyright (C) 2006, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CoinSnapshot_H
+#define CoinSnapshot_H
+
+class CoinPackedMatrix;
+#include "CoinTypes.hpp"
+
+//#############################################################################
+
+/** NON Abstract Base Class for interfacing with cut generators or branching code or ..
+    It is designed to be snapshot of a problem at a node in tree
+    
+  The class may or may not own the arrays - see owned_
+
+
+  Querying a problem that has no data associated with it will result in
+  zeros for the number of rows and columns, and NULL pointers from
+  the methods that return arrays.
+*/
+
+class CoinSnapshot  {
+  
+public:
+  
+  //---------------------------------------------------------------------------
+  /**@name Problem query methods
+     
+     The Matrix pointers may be NULL
+  */
+  //@{
+  /// Get number of columns
+  inline int getNumCols() const
+  { return numCols_;}
+  
+  /// Get number of rows
+  inline int getNumRows() const
+  { return numRows_;}
+  
+  /// Get number of nonzero elements
+  inline int getNumElements() const
+  { return numElements_;}
+  
+  /// Get number of integer variables
+  inline int getNumIntegers() const
+  { return numIntegers_;}
+  
+  /// Get pointer to array[getNumCols()] of column lower bounds
+  inline const double * getColLower() const
+  { return colLower_;}
+  
+  /// Get pointer to array[getNumCols()] of column upper bounds
+  inline const double * getColUpper() const
+  { return colUpper_;}
+  
+  /// Get pointer to array[getNumRows()] of row lower bounds
+  inline const double * getRowLower() const
+  { return rowLower_;}
+  
+  /// Get pointer to array[getNumRows()] of row upper bounds
+  inline const double * getRowUpper() const
+  { return rowUpper_;}
+  
+  /** Get pointer to array[getNumRows()] of row right-hand sides
+      This gives same results as OsiSolverInterface for useful cases
+      If getRowUpper()[i] != infinity then
+        getRightHandSide()[i] == getRowUpper()[i]
+      else
+        getRightHandSide()[i] == getRowLower()[i]
+  */
+  inline const double * getRightHandSide() const
+  { return rightHandSide_;}
+
+  /// Get pointer to array[getNumCols()] of objective function coefficients
+  inline const double * getObjCoefficients() const
+  { return objCoefficients_;}
+  
+  /// Get objective function sense (1 for min (default), -1 for max)
+  inline double getObjSense() const
+  { return objSense_;}
+  
+  /// Return true if variable is continuous
+  inline bool isContinuous(int colIndex) const
+  { return colType_[colIndex]=='C';}
+  
+  /// Return true if variable is binary
+  inline bool isBinary(int colIndex) const
+  { return colType_[colIndex]=='B';}
+  
+  /// Return true if column is integer.
+  inline bool isInteger(int colIndex) const
+  { return colType_[colIndex]=='B'||colType_[colIndex]=='I';}
+  
+  /// Return true if variable is general integer
+  inline bool isIntegerNonBinary(int colIndex) const
+  { return colType_[colIndex]=='I';}
+  
+  /// Return true if variable is binary and not fixed at either bound
+  inline bool isFreeBinary(int colIndex) const
+  { return colType_[colIndex]=='B'&&colUpper_[colIndex]>colLower_[colIndex];}
+
+  /// Get colType array ('B', 'I', or 'C' for Binary, Integer and Continuous) 
+  inline const char * getColType() const
+  { return colType_;}
+  
+  /// Get pointer to row-wise copy of current matrix
+  inline const CoinPackedMatrix * getMatrixByRow() const
+  { return matrixByRow_;}
+  
+  /// Get pointer to column-wise copy of current matrix
+  inline const CoinPackedMatrix * getMatrixByCol() const
+  { return matrixByCol_;}
+  
+  /// Get pointer to row-wise copy of "original" matrix
+  inline const CoinPackedMatrix * getOriginalMatrixByRow() const
+  { return originalMatrixByRow_;}
+  
+  /// Get pointer to column-wise copy of "original" matrix
+  inline const CoinPackedMatrix * getOriginalMatrixByCol() const
+  { return originalMatrixByCol_;}
+  //@}
+  
+  /**@name Solution query methods */
+  //@{
+  /// Get pointer to array[getNumCols()] of primal variable values
+  inline const double * getColSolution() const
+  { return colSolution_;}
+  
+  /// Get pointer to array[getNumRows()] of dual variable values
+  inline const double * getRowPrice() const
+  { return rowPrice_;}
+  
+  /// Get a pointer to array[getNumCols()] of reduced costs
+  inline const double * getReducedCost() const
+  { return reducedCost_;}
+  
+  /// Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector). 
+  inline const double * getRowActivity() const
+  { return rowActivity_;}
+  
+  /// Get pointer to array[getNumCols()] of primal variable values which should not be separated (for debug)
+  inline const double * getDoNotSeparateThis() const
+  { return doNotSeparateThis_;}
+  //@}
+  
+  /**@name Other scalar get methods */
+  //@{
+  /// Get solver's value for infinity
+  inline double getInfinity() const
+  { return infinity_;}
+  
+  /** Get objective function value - includinbg any offset i.e.
+      sum c sub j * x subj - objValue = objOffset */
+  inline double getObjValue() const
+  { return objValue_;}
+
+  /// Get objective offset i.e. sum c sub j * x subj -objValue = objOffset 
+  inline double getObjOffset() const
+  { return objOffset_;}
+
+  /// Get dual tolerance
+  inline double getDualTolerance() const
+  { return dualTolerance_;}
+
+  /// Get primal tolerance
+  inline double getPrimalTolerance() const
+  { return primalTolerance_;}
+
+  /// Get integer tolerance
+  inline double getIntegerTolerance() const
+  { return integerTolerance_;}
+
+  /// Get integer upper bound i.e. best solution * getObjSense
+  inline double getIntegerUpperBound() const
+  { return integerUpperBound_;}
+
+  /// Get integer lower bound i.e. best possible solution * getObjSense
+  inline double getIntegerLowerBound() const
+  { return integerLowerBound_;}
+  //@}
+  
+  //---------------------------------------------------------------------------
+  
+  /**@name Method to input a problem */
+  //@{
+  /** Load in an problem by copying the arguments (the constraints on the
+      rows are given by lower and upper bounds). If a pointer is NULL then the
+      following values are the default:
+      <ul>
+      <li> <code>colub</code>: all columns have upper bound infinity
+      <li> <code>collb</code>: all columns have lower bound 0 
+      <li> <code>rowub</code>: all rows have upper bound infinity
+      <li> <code>rowlb</code>: all rows have lower bound -infinity
+      <li> <code>obj</code>: all variables have 0 objective coefficient
+      </ul>
+      All solution type arrays will be deleted
+  */
+  void loadProblem(const CoinPackedMatrix& matrix,
+		   const double* collb, const double* colub,   
+		   const double* obj,
+		   const double* rowlb, const double* rowub,
+		   bool makeRowCopy=false);
+  
+  //@}
+  
+  //---------------------------------------------------------------------------
+  
+  /**@name Methods to set data */
+  //@{
+  /// Set number of columns
+  inline void setNumCols(int value)
+  { numCols_ = value;}
+  
+  /// Set number of rows
+  inline void setNumRows(int value)
+  { numRows_ = value;}
+  
+  /// Set number of nonzero elements
+  inline void setNumElements(int value)
+  { numElements_ = value;}
+  
+  /// Set number of integer variables
+  inline void setNumIntegers(int value)
+  { numIntegers_ = value;}
+  
+  /// Set pointer to array[getNumCols()] of column lower bounds
+  void setColLower(const double * array, bool copyIn=true);
+  
+  /// Set pointer to array[getNumCols()] of column upper bounds
+  void setColUpper(const double * array, bool copyIn=true);
+  
+  /// Set pointer to array[getNumRows()] of row lower bounds
+  void setRowLower(const double * array, bool copyIn=true);
+  
+  /// Set pointer to array[getNumRows()] of row upper bounds
+  void setRowUpper(const double * array, bool copyIn=true);
+  
+  /** Set pointer to array[getNumRows()] of row right-hand sides
+      This gives same results as OsiSolverInterface for useful cases
+      If getRowUpper()[i] != infinity then
+        getRightHandSide()[i] == getRowUpper()[i]
+      else
+        getRightHandSide()[i] == getRowLower()[i]
+  */
+  void setRightHandSide(const double * array, bool copyIn=true);
+
+  /** Create array[getNumRows()] of row right-hand sides
+      using existing information
+      This gives same results as OsiSolverInterface for useful cases
+      If getRowUpper()[i] != infinity then
+        getRightHandSide()[i] == getRowUpper()[i]
+      else
+        getRightHandSide()[i] == getRowLower()[i]
+  */
+  void createRightHandSide();
+
+  /// Set pointer to array[getNumCols()] of objective function coefficients
+  void setObjCoefficients(const double * array, bool copyIn=true);
+  
+  /// Set objective function sense (1 for min (default), -1 for max)
+  inline void setObjSense(double value)
+  { objSense_ = value;}
+  
+  /// Set colType array ('B', 'I', or 'C' for Binary, Integer and Continuous) 
+  void setColType(const char *array, bool copyIn=true);
+  
+  /// Set pointer to row-wise copy of current matrix
+  void setMatrixByRow(const CoinPackedMatrix * matrix, bool copyIn=true);
+  
+  /// Create row-wise copy from MatrixByCol
+  void createMatrixByRow();
+  
+  /// Set pointer to column-wise copy of current matrix
+  void setMatrixByCol(const CoinPackedMatrix * matrix, bool copyIn=true);
+  
+  /// Set pointer to row-wise copy of "original" matrix
+  void setOriginalMatrixByRow(const CoinPackedMatrix * matrix, bool copyIn=true);
+  
+  /// Set pointer to column-wise copy of "original" matrix
+  void setOriginalMatrixByCol(const CoinPackedMatrix * matrix, bool copyIn=true);
+
+  /// Set pointer to array[getNumCols()] of primal variable values
+  void setColSolution(const double * array, bool copyIn=true);
+  
+  /// Set pointer to array[getNumRows()] of dual variable values
+  void setRowPrice(const double * array, bool copyIn=true);
+  
+  /// Set a pointer to array[getNumCols()] of reduced costs
+  void setReducedCost(const double * array, bool copyIn=true);
+  
+  /// Set pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector). 
+  void setRowActivity(const double * array, bool copyIn=true);
+  
+  /// Set pointer to array[getNumCols()] of primal variable values which should not be separated (for debug)
+  void setDoNotSeparateThis(const double * array, bool copyIn=true);
+
+  /// Set solver's value for infinity
+  inline void setInfinity(double value)
+  { infinity_ = value;}
+  
+  /// Set objective function value (including any rhs offset)
+  inline void setObjValue(double value)
+  { objValue_ = value;}
+
+  /// Set objective offset i.e. sum c sub j * x subj -objValue = objOffset 
+  inline void setObjOffset(double value)
+  { objOffset_ = value;}
+
+  /// Set dual tolerance
+  inline void setDualTolerance(double value)
+  { dualTolerance_ = value;}
+
+  /// Set primal tolerance
+  inline void setPrimalTolerance(double value)
+  { primalTolerance_ = value;}
+
+  /// Set integer tolerance
+  inline void setIntegerTolerance(double value)
+  { integerTolerance_ = value;}
+
+  /// Set integer upper bound i.e. best solution * getObjSense
+  inline void setIntegerUpperBound(double value)
+  { integerUpperBound_ = value;}
+
+  /// Set integer lower bound i.e. best possible solution * getObjSense
+  inline void setIntegerLowerBound(double value)
+  { integerLowerBound_ = value;}
+  //@}
+  
+  //---------------------------------------------------------------------------
+  
+  ///@name Constructors and destructors
+  //@{
+  /// Default Constructor
+  CoinSnapshot(); 
+    
+  /// Copy constructor 
+  CoinSnapshot(const CoinSnapshot &);
+  
+  /// Assignment operator 
+  CoinSnapshot & operator=(const CoinSnapshot& rhs);
+  
+  /// Destructor 
+  virtual ~CoinSnapshot ();
+  
+  //@}
+
+private:
+  ///@name private functions
+  //@{
+  /** Does main work of destructor - type (or'ed)
+      1 - NULLify pointers
+      2 - delete pointers
+      4 - initialize scalars (tolerances etc)
+      8 - initialize scalars (objValue etc0
+  */
+  void gutsOfDestructor(int type);
+  /// Does main work of copy
+  void gutsOfCopy(const CoinSnapshot & rhs);
+  //@}
+
+  ///@name Private member data 
+
+  /// objective function sense (1 for min (default), -1 for max)
+  double objSense_;
+  
+  /// solver's value for infinity
+  double infinity_;
+  
+  /// objective function value (including any rhs offset)
+  double objValue_;
+
+  /// objective offset i.e. sum c sub j * x subj -objValue = objOffset 
+  double objOffset_;
+
+  /// dual tolerance
+  double dualTolerance_;
+
+  /// primal tolerance
+  double primalTolerance_;
+
+  /// integer tolerance
+  double integerTolerance_;
+
+  /// integer upper bound i.e. best solution * getObjSense
+  double integerUpperBound_;
+
+  /// integer lower bound i.e. best possible solution * getObjSense
+  double integerLowerBound_;
+
+  /// pointer to array[getNumCols()] of column lower bounds
+  const double * colLower_;
+  
+  /// pointer to array[getNumCols()] of column upper bounds
+  const double * colUpper_;
+  
+  /// pointer to array[getNumRows()] of row lower bounds
+  const double * rowLower_;
+  
+  /// pointer to array[getNumRows()] of row upper bounds
+  const double * rowUpper_;
+  
+  /// pointer to array[getNumRows()] of rhs side values
+  const double * rightHandSide_;
+  
+  /// pointer to array[getNumCols()] of objective function coefficients
+  const double * objCoefficients_;
+  
+  /// colType array ('B', 'I', or 'C' for Binary, Integer and Continuous) 
+  const char * colType_;
+  
+  /// pointer to row-wise copy of current matrix
+  const CoinPackedMatrix * matrixByRow_;
+  
+  /// pointer to column-wise copy of current matrix
+  const CoinPackedMatrix * matrixByCol_;
+  
+  /// pointer to row-wise copy of "original" matrix
+  const CoinPackedMatrix * originalMatrixByRow_;
+  
+  /// pointer to column-wise copy of "original" matrix
+  const CoinPackedMatrix * originalMatrixByCol_;
+
+  /// pointer to array[getNumCols()] of primal variable values
+  const double * colSolution_;
+  
+  /// pointer to array[getNumRows()] of dual variable values
+  const double * rowPrice_;
+  
+  /// a pointer to array[getNumCols()] of reduced costs
+  const double * reducedCost_;
+  
+  /// pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector). 
+  const double * rowActivity_;
+  
+  /// pointer to array[getNumCols()] of primal variable values which should not be separated (for debug)
+  const double * doNotSeparateThis_;
+
+  /// number of columns
+  int numCols_;
+  
+  /// number of rows
+  int numRows_;
+  
+  /// number of nonzero elements
+  int numElements_;
+  
+  /// number of integer variables
+  int numIntegers_;
+
+  /// To say whether arrays etc are owned by CoinSnapshot
+    typedef struct {
+      unsigned int colLower:1;
+      unsigned int colUpper:1;
+      unsigned int rowLower:1;
+      unsigned int rowUpper:1;
+      unsigned int rightHandSide:1;
+      unsigned int objCoefficients:1;
+      unsigned int colType:1;
+      unsigned int matrixByRow:1;
+      unsigned int matrixByCol:1;
+      unsigned int originalMatrixByRow:1;
+      unsigned int originalMatrixByCol:1;
+      unsigned int colSolution:1;
+      unsigned int rowPrice:1;
+      unsigned int reducedCost:1;
+      unsigned int rowActivity:1;
+      unsigned int doNotSeparateThis:1;
+  } coinOwned;
+  coinOwned owned_;
+  //@}
+};  
+#endif