ruby-cbc 0.1.9

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (303) hide show
  1. checksums.yaml +7 -0
  2. data/.gitignore +9 -0
  3. data/.rspec +2 -0
  4. data/.travis.yml +4 -0
  5. data/Gemfile +4 -0
  6. data/README.md +203 -0
  7. data/Rakefile +40 -0
  8. data/bin/console +14 -0
  9. data/bin/setup +7 -0
  10. data/ext/ruby-cbc/cbc.i +15 -0
  11. data/ext/ruby-cbc/cbc_wrap.c +4618 -0
  12. data/ext/ruby-cbc/extconf.rb +60 -0
  13. data/ext/ruby-cbc/install/bin/cbc +0 -0
  14. data/ext/ruby-cbc/install/bin/clp +0 -0
  15. data/ext/ruby-cbc/install/include/coin/CbcBranchActual.hpp +24 -0
  16. data/ext/ruby-cbc/install/include/coin/CbcBranchAllDifferent.hpp +62 -0
  17. data/ext/ruby-cbc/install/include/coin/CbcBranchBase.hpp +78 -0
  18. data/ext/ruby-cbc/install/include/coin/CbcBranchCut.hpp +183 -0
  19. data/ext/ruby-cbc/install/include/coin/CbcBranchDecision.hpp +129 -0
  20. data/ext/ruby-cbc/install/include/coin/CbcBranchDefaultDecision.hpp +100 -0
  21. data/ext/ruby-cbc/install/include/coin/CbcBranchDynamic.hpp +206 -0
  22. data/ext/ruby-cbc/install/include/coin/CbcBranchLotsize.hpp +242 -0
  23. data/ext/ruby-cbc/install/include/coin/CbcBranchToFixLots.hpp +94 -0
  24. data/ext/ruby-cbc/install/include/coin/CbcBranchingObject.hpp +236 -0
  25. data/ext/ruby-cbc/install/include/coin/CbcClique.hpp +303 -0
  26. data/ext/ruby-cbc/install/include/coin/CbcCompare.hpp +39 -0
  27. data/ext/ruby-cbc/install/include/coin/CbcCompareActual.hpp +14 -0
  28. data/ext/ruby-cbc/install/include/coin/CbcCompareBase.hpp +142 -0
  29. data/ext/ruby-cbc/install/include/coin/CbcCompareDefault.hpp +120 -0
  30. data/ext/ruby-cbc/install/include/coin/CbcCompareDepth.hpp +47 -0
  31. data/ext/ruby-cbc/install/include/coin/CbcCompareEstimate.hpp +48 -0
  32. data/ext/ruby-cbc/install/include/coin/CbcCompareObjective.hpp +49 -0
  33. data/ext/ruby-cbc/install/include/coin/CbcConfig.h +14 -0
  34. data/ext/ruby-cbc/install/include/coin/CbcConsequence.hpp +49 -0
  35. data/ext/ruby-cbc/install/include/coin/CbcCountRowCut.hpp +168 -0
  36. data/ext/ruby-cbc/install/include/coin/CbcCutGenerator.hpp +482 -0
  37. data/ext/ruby-cbc/install/include/coin/CbcCutModifier.hpp +57 -0
  38. data/ext/ruby-cbc/install/include/coin/CbcCutSubsetModifier.hpp +66 -0
  39. data/ext/ruby-cbc/install/include/coin/CbcDummyBranchingObject.hpp +83 -0
  40. data/ext/ruby-cbc/install/include/coin/CbcEventHandler.hpp +245 -0
  41. data/ext/ruby-cbc/install/include/coin/CbcFathom.hpp +137 -0
  42. data/ext/ruby-cbc/install/include/coin/CbcFathomDynamicProgramming.hpp +169 -0
  43. data/ext/ruby-cbc/install/include/coin/CbcFeasibilityBase.hpp +56 -0
  44. data/ext/ruby-cbc/install/include/coin/CbcFixVariable.hpp +67 -0
  45. data/ext/ruby-cbc/install/include/coin/CbcFollowOn.hpp +207 -0
  46. data/ext/ruby-cbc/install/include/coin/CbcFullNodeInfo.hpp +161 -0
  47. data/ext/ruby-cbc/install/include/coin/CbcGeneral.hpp +60 -0
  48. data/ext/ruby-cbc/install/include/coin/CbcGeneralDepth.hpp +279 -0
  49. data/ext/ruby-cbc/install/include/coin/CbcHeuristic.hpp +682 -0
  50. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDINS.hpp +96 -0
  51. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDW.hpp +309 -0
  52. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDive.hpp +192 -0
  53. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveCoefficient.hpp +52 -0
  54. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveFractional.hpp +52 -0
  55. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveGuided.hpp +55 -0
  56. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveLineSearch.hpp +52 -0
  57. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDivePseudoCost.hpp +60 -0
  58. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveVectorLength.hpp +52 -0
  59. data/ext/ruby-cbc/install/include/coin/CbcHeuristicFPump.hpp +340 -0
  60. data/ext/ruby-cbc/install/include/coin/CbcHeuristicGreedy.hpp +280 -0
  61. data/ext/ruby-cbc/install/include/coin/CbcHeuristicLocal.hpp +271 -0
  62. data/ext/ruby-cbc/install/include/coin/CbcHeuristicPivotAndFix.hpp +58 -0
  63. data/ext/ruby-cbc/install/include/coin/CbcHeuristicRENS.hpp +77 -0
  64. data/ext/ruby-cbc/install/include/coin/CbcHeuristicRINS.hpp +102 -0
  65. data/ext/ruby-cbc/install/include/coin/CbcHeuristicRandRound.hpp +58 -0
  66. data/ext/ruby-cbc/install/include/coin/CbcHeuristicVND.hpp +94 -0
  67. data/ext/ruby-cbc/install/include/coin/CbcLinked.hpp +1406 -0
  68. data/ext/ruby-cbc/install/include/coin/CbcMessage.hpp +94 -0
  69. data/ext/ruby-cbc/install/include/coin/CbcMipStartIO.hpp +26 -0
  70. data/ext/ruby-cbc/install/include/coin/CbcModel.hpp +2952 -0
  71. data/ext/ruby-cbc/install/include/coin/CbcNWay.hpp +166 -0
  72. data/ext/ruby-cbc/install/include/coin/CbcNode.hpp +351 -0
  73. data/ext/ruby-cbc/install/include/coin/CbcNodeInfo.hpp +349 -0
  74. data/ext/ruby-cbc/install/include/coin/CbcObject.hpp +272 -0
  75. data/ext/ruby-cbc/install/include/coin/CbcObjectUpdateData.hpp +64 -0
  76. data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.cpp +4134 -0
  77. data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.hpp +532 -0
  78. data/ext/ruby-cbc/install/include/coin/CbcParam.hpp +324 -0
  79. data/ext/ruby-cbc/install/include/coin/CbcPartialNodeInfo.hpp +110 -0
  80. data/ext/ruby-cbc/install/include/coin/CbcSOS.hpp +279 -0
  81. data/ext/ruby-cbc/install/include/coin/CbcSimpleInteger.hpp +286 -0
  82. data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +564 -0
  83. data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerPseudoCost.hpp +114 -0
  84. data/ext/ruby-cbc/install/include/coin/CbcSolver.hpp +447 -0
  85. data/ext/ruby-cbc/install/include/coin/CbcStrategy.hpp +258 -0
  86. data/ext/ruby-cbc/install/include/coin/CbcSubProblem.hpp +83 -0
  87. data/ext/ruby-cbc/install/include/coin/CbcTree.hpp +490 -0
  88. data/ext/ruby-cbc/install/include/coin/CbcTreeLocal.hpp +372 -0
  89. data/ext/ruby-cbc/install/include/coin/Cbc_C_Interface.h +381 -0
  90. data/ext/ruby-cbc/install/include/coin/Cgl012cut.hpp +464 -0
  91. data/ext/ruby-cbc/install/include/coin/CglAllDifferent.hpp +115 -0
  92. data/ext/ruby-cbc/install/include/coin/CglClique.hpp +308 -0
  93. data/ext/ruby-cbc/install/include/coin/CglConfig.h +19 -0
  94. data/ext/ruby-cbc/install/include/coin/CglCutGenerator.hpp +121 -0
  95. data/ext/ruby-cbc/install/include/coin/CglDuplicateRow.hpp +189 -0
  96. data/ext/ruby-cbc/install/include/coin/CglFlowCover.hpp +371 -0
  97. data/ext/ruby-cbc/install/include/coin/CglGMI.hpp +364 -0
  98. data/ext/ruby-cbc/install/include/coin/CglGMIParam.hpp +313 -0
  99. data/ext/ruby-cbc/install/include/coin/CglGomory.hpp +204 -0
  100. data/ext/ruby-cbc/install/include/coin/CglKnapsackCover.hpp +310 -0
  101. data/ext/ruby-cbc/install/include/coin/CglLandP.hpp +306 -0
  102. data/ext/ruby-cbc/install/include/coin/CglLandPValidator.hpp +130 -0
  103. data/ext/ruby-cbc/install/include/coin/CglLiftAndProject.hpp +104 -0
  104. data/ext/ruby-cbc/install/include/coin/CglMessage.hpp +50 -0
  105. data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding.hpp +429 -0
  106. data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding2.hpp +427 -0
  107. data/ext/ruby-cbc/install/include/coin/CglOddHole.hpp +160 -0
  108. data/ext/ruby-cbc/install/include/coin/CglParam.hpp +93 -0
  109. data/ext/ruby-cbc/install/include/coin/CglPreProcess.hpp +492 -0
  110. data/ext/ruby-cbc/install/include/coin/CglProbing.hpp +543 -0
  111. data/ext/ruby-cbc/install/include/coin/CglRedSplit.hpp +448 -0
  112. data/ext/ruby-cbc/install/include/coin/CglRedSplit2.hpp +494 -0
  113. data/ext/ruby-cbc/install/include/coin/CglRedSplit2Param.hpp +495 -0
  114. data/ext/ruby-cbc/install/include/coin/CglRedSplitParam.hpp +272 -0
  115. data/ext/ruby-cbc/install/include/coin/CglResidualCapacity.hpp +240 -0
  116. data/ext/ruby-cbc/install/include/coin/CglSimpleRounding.hpp +174 -0
  117. data/ext/ruby-cbc/install/include/coin/CglStored.hpp +125 -0
  118. data/ext/ruby-cbc/install/include/coin/CglTreeInfo.hpp +180 -0
  119. data/ext/ruby-cbc/install/include/coin/CglTwomir.hpp +565 -0
  120. data/ext/ruby-cbc/install/include/coin/CglZeroHalf.hpp +133 -0
  121. data/ext/ruby-cbc/install/include/coin/ClpAmplObjective.hpp +113 -0
  122. data/ext/ruby-cbc/install/include/coin/ClpCholeskyBase.hpp +294 -0
  123. data/ext/ruby-cbc/install/include/coin/ClpCholeskyDense.hpp +162 -0
  124. data/ext/ruby-cbc/install/include/coin/ClpConfig.h +17 -0
  125. data/ext/ruby-cbc/install/include/coin/ClpConstraint.hpp +125 -0
  126. data/ext/ruby-cbc/install/include/coin/ClpConstraintAmpl.hpp +108 -0
  127. data/ext/ruby-cbc/install/include/coin/ClpConstraintLinear.hpp +110 -0
  128. data/ext/ruby-cbc/install/include/coin/ClpConstraintQuadratic.hpp +119 -0
  129. data/ext/ruby-cbc/install/include/coin/ClpDualRowDantzig.hpp +71 -0
  130. data/ext/ruby-cbc/install/include/coin/ClpDualRowPivot.hpp +129 -0
  131. data/ext/ruby-cbc/install/include/coin/ClpDualRowSteepest.hpp +153 -0
  132. data/ext/ruby-cbc/install/include/coin/ClpDummyMatrix.hpp +183 -0
  133. data/ext/ruby-cbc/install/include/coin/ClpDynamicExampleMatrix.hpp +186 -0
  134. data/ext/ruby-cbc/install/include/coin/ClpDynamicMatrix.hpp +381 -0
  135. data/ext/ruby-cbc/install/include/coin/ClpEventHandler.hpp +187 -0
  136. data/ext/ruby-cbc/install/include/coin/ClpFactorization.hpp +432 -0
  137. data/ext/ruby-cbc/install/include/coin/ClpGubDynamicMatrix.hpp +247 -0
  138. data/ext/ruby-cbc/install/include/coin/ClpGubMatrix.hpp +358 -0
  139. data/ext/ruby-cbc/install/include/coin/ClpInterior.hpp +570 -0
  140. data/ext/ruby-cbc/install/include/coin/ClpLinearObjective.hpp +103 -0
  141. data/ext/ruby-cbc/install/include/coin/ClpMatrixBase.hpp +524 -0
  142. data/ext/ruby-cbc/install/include/coin/ClpMessage.hpp +131 -0
  143. data/ext/ruby-cbc/install/include/coin/ClpModel.hpp +1307 -0
  144. data/ext/ruby-cbc/install/include/coin/ClpNetworkMatrix.hpp +229 -0
  145. data/ext/ruby-cbc/install/include/coin/ClpNode.hpp +349 -0
  146. data/ext/ruby-cbc/install/include/coin/ClpNonLinearCost.hpp +401 -0
  147. data/ext/ruby-cbc/install/include/coin/ClpObjective.hpp +134 -0
  148. data/ext/ruby-cbc/install/include/coin/ClpPackedMatrix.hpp +638 -0
  149. data/ext/ruby-cbc/install/include/coin/ClpParameters.hpp +126 -0
  150. data/ext/ruby-cbc/install/include/coin/ClpPdcoBase.hpp +103 -0
  151. data/ext/ruby-cbc/install/include/coin/ClpPlusMinusOneMatrix.hpp +290 -0
  152. data/ext/ruby-cbc/install/include/coin/ClpPresolve.hpp +299 -0
  153. data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnDantzig.hpp +72 -0
  154. data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnPivot.hpp +155 -0
  155. data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnSteepest.hpp +247 -0
  156. data/ext/ruby-cbc/install/include/coin/ClpQuadraticObjective.hpp +155 -0
  157. data/ext/ruby-cbc/install/include/coin/ClpSimplex.hpp +1797 -0
  158. data/ext/ruby-cbc/install/include/coin/ClpSimplexDual.hpp +300 -0
  159. data/ext/ruby-cbc/install/include/coin/ClpSimplexNonlinear.hpp +117 -0
  160. data/ext/ruby-cbc/install/include/coin/ClpSimplexOther.hpp +277 -0
  161. data/ext/ruby-cbc/install/include/coin/ClpSimplexPrimal.hpp +244 -0
  162. data/ext/ruby-cbc/install/include/coin/ClpSolve.hpp +446 -0
  163. data/ext/ruby-cbc/install/include/coin/Clp_C_Interface.h +525 -0
  164. data/ext/ruby-cbc/install/include/coin/CoinAlloc.hpp +176 -0
  165. data/ext/ruby-cbc/install/include/coin/CoinBuild.hpp +149 -0
  166. data/ext/ruby-cbc/install/include/coin/CoinDenseFactorization.hpp +419 -0
  167. data/ext/ruby-cbc/install/include/coin/CoinDenseVector.hpp +383 -0
  168. data/ext/ruby-cbc/install/include/coin/CoinDistance.hpp +48 -0
  169. data/ext/ruby-cbc/install/include/coin/CoinError.hpp +257 -0
  170. data/ext/ruby-cbc/install/include/coin/CoinFactorization.hpp +2044 -0
  171. data/ext/ruby-cbc/install/include/coin/CoinFileIO.hpp +166 -0
  172. data/ext/ruby-cbc/install/include/coin/CoinFinite.hpp +34 -0
  173. data/ext/ruby-cbc/install/include/coin/CoinFloatEqual.hpp +177 -0
  174. data/ext/ruby-cbc/install/include/coin/CoinHelperFunctions.hpp +1111 -0
  175. data/ext/ruby-cbc/install/include/coin/CoinIndexedVector.hpp +1164 -0
  176. data/ext/ruby-cbc/install/include/coin/CoinLpIO.hpp +805 -0
  177. data/ext/ruby-cbc/install/include/coin/CoinMessage.hpp +96 -0
  178. data/ext/ruby-cbc/install/include/coin/CoinMessageHandler.hpp +666 -0
  179. data/ext/ruby-cbc/install/include/coin/CoinModel.hpp +1054 -0
  180. data/ext/ruby-cbc/install/include/coin/CoinModelUseful.hpp +441 -0
  181. data/ext/ruby-cbc/install/include/coin/CoinMpsIO.hpp +1056 -0
  182. data/ext/ruby-cbc/install/include/coin/CoinOslFactorization.hpp +280 -0
  183. data/ext/ruby-cbc/install/include/coin/CoinPackedMatrix.hpp +947 -0
  184. data/ext/ruby-cbc/install/include/coin/CoinPackedVector.hpp +657 -0
  185. data/ext/ruby-cbc/install/include/coin/CoinPackedVectorBase.hpp +269 -0
  186. data/ext/ruby-cbc/install/include/coin/CoinParam.hpp +644 -0
  187. data/ext/ruby-cbc/install/include/coin/CoinPragma.hpp +26 -0
  188. data/ext/ruby-cbc/install/include/coin/CoinPresolveDoubleton.hpp +73 -0
  189. data/ext/ruby-cbc/install/include/coin/CoinPresolveDual.hpp +85 -0
  190. data/ext/ruby-cbc/install/include/coin/CoinPresolveDupcol.hpp +226 -0
  191. data/ext/ruby-cbc/install/include/coin/CoinPresolveEmpty.hpp +116 -0
  192. data/ext/ruby-cbc/install/include/coin/CoinPresolveFixed.hpp +181 -0
  193. data/ext/ruby-cbc/install/include/coin/CoinPresolveForcing.hpp +61 -0
  194. data/ext/ruby-cbc/install/include/coin/CoinPresolveImpliedFree.hpp +60 -0
  195. data/ext/ruby-cbc/install/include/coin/CoinPresolveIsolated.hpp +51 -0
  196. data/ext/ruby-cbc/install/include/coin/CoinPresolveMatrix.hpp +1842 -0
  197. data/ext/ruby-cbc/install/include/coin/CoinPresolveMonitor.hpp +105 -0
  198. data/ext/ruby-cbc/install/include/coin/CoinPresolvePsdebug.hpp +166 -0
  199. data/ext/ruby-cbc/install/include/coin/CoinPresolveSingleton.hpp +112 -0
  200. data/ext/ruby-cbc/install/include/coin/CoinPresolveSubst.hpp +101 -0
  201. data/ext/ruby-cbc/install/include/coin/CoinPresolveTighten.hpp +55 -0
  202. data/ext/ruby-cbc/install/include/coin/CoinPresolveTripleton.hpp +66 -0
  203. data/ext/ruby-cbc/install/include/coin/CoinPresolveUseless.hpp +63 -0
  204. data/ext/ruby-cbc/install/include/coin/CoinPresolveZeros.hpp +60 -0
  205. data/ext/ruby-cbc/install/include/coin/CoinRational.hpp +44 -0
  206. data/ext/ruby-cbc/install/include/coin/CoinSearchTree.hpp +465 -0
  207. data/ext/ruby-cbc/install/include/coin/CoinShallowPackedVector.hpp +148 -0
  208. data/ext/ruby-cbc/install/include/coin/CoinSignal.hpp +117 -0
  209. data/ext/ruby-cbc/install/include/coin/CoinSimpFactorization.hpp +431 -0
  210. data/ext/ruby-cbc/install/include/coin/CoinSmartPtr.hpp +528 -0
  211. data/ext/ruby-cbc/install/include/coin/CoinSnapshot.hpp +476 -0
  212. data/ext/ruby-cbc/install/include/coin/CoinSort.hpp +678 -0
  213. data/ext/ruby-cbc/install/include/coin/CoinStructuredModel.hpp +247 -0
  214. data/ext/ruby-cbc/install/include/coin/CoinTime.hpp +310 -0
  215. data/ext/ruby-cbc/install/include/coin/CoinTypes.hpp +64 -0
  216. data/ext/ruby-cbc/install/include/coin/CoinUtility.hpp +19 -0
  217. data/ext/ruby-cbc/install/include/coin/CoinUtilsConfig.h +34 -0
  218. data/ext/ruby-cbc/install/include/coin/CoinWarmStart.hpp +58 -0
  219. data/ext/ruby-cbc/install/include/coin/CoinWarmStartBasis.hpp +456 -0
  220. data/ext/ruby-cbc/install/include/coin/CoinWarmStartDual.hpp +166 -0
  221. data/ext/ruby-cbc/install/include/coin/CoinWarmStartPrimalDual.hpp +211 -0
  222. data/ext/ruby-cbc/install/include/coin/CoinWarmStartVector.hpp +488 -0
  223. data/ext/ruby-cbc/install/include/coin/Coin_C_defines.h +115 -0
  224. data/ext/ruby-cbc/install/include/coin/Idiot.hpp +298 -0
  225. data/ext/ruby-cbc/install/include/coin/OsiAuxInfo.hpp +206 -0
  226. data/ext/ruby-cbc/install/include/coin/OsiBranchingObject.hpp +1005 -0
  227. data/ext/ruby-cbc/install/include/coin/OsiCbcSolverInterface.hpp +764 -0
  228. data/ext/ruby-cbc/install/include/coin/OsiChooseVariable.hpp +534 -0
  229. data/ext/ruby-cbc/install/include/coin/OsiClpSolverInterface.hpp +1509 -0
  230. data/ext/ruby-cbc/install/include/coin/OsiColCut.hpp +324 -0
  231. data/ext/ruby-cbc/install/include/coin/OsiCollections.hpp +35 -0
  232. data/ext/ruby-cbc/install/include/coin/OsiConfig.h +19 -0
  233. data/ext/ruby-cbc/install/include/coin/OsiCut.hpp +245 -0
  234. data/ext/ruby-cbc/install/include/coin/OsiCuts.hpp +474 -0
  235. data/ext/ruby-cbc/install/include/coin/OsiPresolve.hpp +252 -0
  236. data/ext/ruby-cbc/install/include/coin/OsiRowCut.hpp +331 -0
  237. data/ext/ruby-cbc/install/include/coin/OsiRowCutDebugger.hpp +187 -0
  238. data/ext/ruby-cbc/install/include/coin/OsiSolverBranch.hpp +152 -0
  239. data/ext/ruby-cbc/install/include/coin/OsiSolverInterface.hpp +2143 -0
  240. data/ext/ruby-cbc/install/include/coin/OsiSolverParameters.hpp +142 -0
  241. data/ext/ruby-cbc/install/include/coin/OsiUnitTests.hpp +374 -0
  242. data/ext/ruby-cbc/install/lib/libCbc.la +35 -0
  243. data/ext/ruby-cbc/install/lib/libCbc.so +0 -0
  244. data/ext/ruby-cbc/install/lib/libCbc.so.3 +0 -0
  245. data/ext/ruby-cbc/install/lib/libCbc.so.3.9.7 +0 -0
  246. data/ext/ruby-cbc/install/lib/libCbcSolver.la +35 -0
  247. data/ext/ruby-cbc/install/lib/libCbcSolver.so +0 -0
  248. data/ext/ruby-cbc/install/lib/libCbcSolver.so.3 +0 -0
  249. data/ext/ruby-cbc/install/lib/libCbcSolver.so.3.9.7 +0 -0
  250. data/ext/ruby-cbc/install/lib/libCgl.la +35 -0
  251. data/ext/ruby-cbc/install/lib/libCgl.so +0 -0
  252. data/ext/ruby-cbc/install/lib/libCgl.so.1 +0 -0
  253. data/ext/ruby-cbc/install/lib/libCgl.so.1.9.7 +0 -0
  254. data/ext/ruby-cbc/install/lib/libClp.la +35 -0
  255. data/ext/ruby-cbc/install/lib/libClp.so +0 -0
  256. data/ext/ruby-cbc/install/lib/libClp.so.1 +0 -0
  257. data/ext/ruby-cbc/install/lib/libClp.so.1.13.9 +0 -0
  258. data/ext/ruby-cbc/install/lib/libClpSolver.la +35 -0
  259. data/ext/ruby-cbc/install/lib/libClpSolver.so +0 -0
  260. data/ext/ruby-cbc/install/lib/libClpSolver.so.1 +0 -0
  261. data/ext/ruby-cbc/install/lib/libClpSolver.so.1.13.9 +0 -0
  262. data/ext/ruby-cbc/install/lib/libCoinUtils.la +35 -0
  263. data/ext/ruby-cbc/install/lib/libCoinUtils.so +0 -0
  264. data/ext/ruby-cbc/install/lib/libCoinUtils.so.3 +0 -0
  265. data/ext/ruby-cbc/install/lib/libCoinUtils.so.3.10.11 +0 -0
  266. data/ext/ruby-cbc/install/lib/libOsi.la +35 -0
  267. data/ext/ruby-cbc/install/lib/libOsi.so +0 -0
  268. data/ext/ruby-cbc/install/lib/libOsi.so.1 +0 -0
  269. data/ext/ruby-cbc/install/lib/libOsi.so.1.12.6 +0 -0
  270. data/ext/ruby-cbc/install/lib/libOsiCbc.la +35 -0
  271. data/ext/ruby-cbc/install/lib/libOsiCbc.so +0 -0
  272. data/ext/ruby-cbc/install/lib/libOsiCbc.so.3 +0 -0
  273. data/ext/ruby-cbc/install/lib/libOsiCbc.so.3.9.7 +0 -0
  274. data/ext/ruby-cbc/install/lib/libOsiClp.la +35 -0
  275. data/ext/ruby-cbc/install/lib/libOsiClp.so +0 -0
  276. data/ext/ruby-cbc/install/lib/libOsiClp.so.1 +0 -0
  277. data/ext/ruby-cbc/install/lib/libOsiClp.so.1.13.9 +0 -0
  278. data/ext/ruby-cbc/install/lib/libOsiCommonTests.la +35 -0
  279. data/ext/ruby-cbc/install/lib/libOsiCommonTests.so +0 -0
  280. data/ext/ruby-cbc/install/lib/libOsiCommonTests.so.1 +0 -0
  281. data/ext/ruby-cbc/install/lib/libOsiCommonTests.so.1.12.6 +0 -0
  282. data/ext/ruby-cbc/install/lib/pkgconfig/cbc.pc +12 -0
  283. data/ext/ruby-cbc/install/lib/pkgconfig/cgl.pc +12 -0
  284. data/ext/ruby-cbc/install/lib/pkgconfig/clp.pc +12 -0
  285. data/ext/ruby-cbc/install/lib/pkgconfig/coindatamiplib3.pc +9 -0
  286. data/ext/ruby-cbc/install/lib/pkgconfig/coindatasample.pc +9 -0
  287. data/ext/ruby-cbc/install/lib/pkgconfig/coinutils.pc +12 -0
  288. data/ext/ruby-cbc/install/lib/pkgconfig/osi-cbc.pc +12 -0
  289. data/ext/ruby-cbc/install/lib/pkgconfig/osi-clp.pc +12 -0
  290. data/ext/ruby-cbc/install/lib/pkgconfig/osi-unittests.pc +12 -0
  291. data/ext/ruby-cbc/install/lib/pkgconfig/osi.pc +12 -0
  292. data/lib/ruby-cbc/ilp/constant.rb +44 -0
  293. data/lib/ruby-cbc/ilp/constraint.rb +32 -0
  294. data/lib/ruby-cbc/ilp/objective.rb +26 -0
  295. data/lib/ruby-cbc/ilp/term.rb +47 -0
  296. data/lib/ruby-cbc/ilp/term_array.rb +80 -0
  297. data/lib/ruby-cbc/ilp/var.rb +62 -0
  298. data/lib/ruby-cbc/model.rb +125 -0
  299. data/lib/ruby-cbc/problem.rb +170 -0
  300. data/lib/ruby-cbc/version.rb +3 -0
  301. data/lib/ruby-cbc.rb +21 -0
  302. data/ruby-cbc.gemspec +36 -0
  303. metadata +431 -0
@@ -0,0 +1,1509 @@
1
+ // $Id$
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+ // Copyright (C) 2000, International Business Machines
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+ // Corporation and others. All Rights Reserved.
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+ // This code is licensed under the terms of the Eclipse Public License (EPL).
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+
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+
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+ #ifndef OsiClpSolverInterface_H
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+ #define OsiClpSolverInterface_H
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+
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+ #include <string>
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+ #include <cfloat>
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+ #include <map>
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+
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+ #include "ClpSimplex.hpp"
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+ #include "ClpLinearObjective.hpp"
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+ #include "CoinPackedMatrix.hpp"
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+ #include "OsiSolverInterface.hpp"
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+ #include "CoinWarmStartBasis.hpp"
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+ #include "ClpEventHandler.hpp"
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+ #include "ClpNode.hpp"
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+ #include "CoinIndexedVector.hpp"
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+ #include "CoinFinite.hpp"
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+
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+ class OsiRowCut;
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+ class OsiClpUserSolver;
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+ class OsiClpDisasterHandler;
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+ class CoinSet;
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+ static const double OsiClpInfinity = COIN_DBL_MAX;
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+
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+ //#############################################################################
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+
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+ /** Clp Solver Interface
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+
34
+ Instantiation of OsiClpSolverInterface for the Model Algorithm.
35
+
36
+ */
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+
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+ class OsiClpSolverInterface :
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+ virtual public OsiSolverInterface {
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+ friend void OsiClpSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
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+
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+ public:
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+ //---------------------------------------------------------------------------
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+ /**@name Solve methods */
45
+ //@{
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+ /// Solve initial LP relaxation
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+ virtual void initialSolve();
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+
49
+ /// Resolve an LP relaxation after problem modification
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+ virtual void resolve();
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+
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+ /// Resolve an LP relaxation after problem modification (try GUB)
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+ virtual void resolveGub(int needed);
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+
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+ /// Invoke solver's built-in enumeration algorithm
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+ virtual void branchAndBound();
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+
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+ /** Solve when primal column and dual row solutions are near-optimal
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+ options - 0 no presolve (use primal and dual)
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+ 1 presolve (just use primal)
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+ 2 no presolve (just use primal)
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+ basis - 0 use all slack basis
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+ 1 try and put some in basis
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+ */
65
+ void crossover(int options,int basis);
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+ //@}
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+
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+ /*! @name OsiSimplexInterface methods
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+ \brief Methods for the Osi Simplex API.
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+
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+ The current implementation should work for both minimisation and
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+ maximisation in mode 1 (tableau access). In mode 2 (single pivot), only
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+ minimisation is supported as of 100907.
74
+ */
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+ //@{
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+ /** \brief Simplex API capability.
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+
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+ Returns
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+ - 0 if no simplex API
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+ - 1 if can just do getBInv etc
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+ - 2 if has all OsiSimplex methods
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+ */
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+ virtual int canDoSimplexInterface() const;
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+
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+ /*! \brief Enables simplex mode 1 (tableau access)
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+
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+ Tells solver that calls to getBInv etc are about to take place.
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+ Underlying code may need mutable as this may be called from
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+ CglCut::generateCuts which is const. If that is too horrific then
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+ each solver e.g. BCP or CBC will have to do something outside
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+ main loop.
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+ */
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+ virtual void enableFactorization() const;
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+
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+ /*! \brief Undo any setting changes made by #enableFactorization */
96
+ virtual void disableFactorization() const;
97
+
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+ /** Returns true if a basis is available
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+ AND problem is optimal. This should be used to see if
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+ the BInvARow type operations are possible and meaningful.
101
+ */
102
+ virtual bool basisIsAvailable() const;
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+
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+ /** The following two methods may be replaced by the
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+ methods of OsiSolverInterface using OsiWarmStartBasis if:
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+ 1. OsiWarmStartBasis resize operation is implemented
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+ more efficiently and
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+ 2. It is ensured that effects on the solver are the same
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+
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+ Returns a basis status of the structural/artificial variables
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+ At present as warm start i.e 0 free, 1 basic, 2 upper, 3 lower
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+
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+ NOTE artificials are treated as +1 elements so for <= rhs
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+ artificial will be at lower bound if constraint is tight
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+
116
+ This means that Clpsimplex flips artificials as it works
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+ in terms of row activities
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+ */
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+ virtual void getBasisStatus(int* cstat, int* rstat) const;
120
+
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+ /** Set the status of structural/artificial variables and
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+ factorize, update solution etc
123
+
124
+ NOTE artificials are treated as +1 elements so for <= rhs
125
+ artificial will be at lower bound if constraint is tight
126
+
127
+ This means that Clpsimplex flips artificials as it works
128
+ in terms of row activities
129
+ Returns 0 if OK, 1 if problem is bad e.g. duplicate elements, too large ...
130
+ */
131
+ virtual int setBasisStatus(const int* cstat, const int* rstat);
132
+
133
+ ///Get the reduced gradient for the cost vector c
134
+ virtual void getReducedGradient(double* columnReducedCosts,
135
+ double * duals,
136
+ const double * c) const ;
137
+
138
+ ///Get a row of the tableau (slack part in slack if not NULL)
139
+ virtual void getBInvARow(int row, double* z, double * slack=NULL) const;
140
+
141
+ /** Get a row of the tableau (slack part in slack if not NULL)
142
+ If keepScaled is true then scale factors not applied after so
143
+ user has to use coding similar to what is in this method
144
+ */
145
+ virtual void getBInvARow(int row, CoinIndexedVector * z, CoinIndexedVector * slack=NULL,
146
+ bool keepScaled=false) const;
147
+
148
+ ///Get a row of the basis inverse
149
+ virtual void getBInvRow(int row, double* z) const;
150
+
151
+ ///Get a column of the tableau
152
+ virtual void getBInvACol(int col, double* vec) const ;
153
+
154
+ ///Get a column of the tableau
155
+ virtual void getBInvACol(int col, CoinIndexedVector * vec) const ;
156
+
157
+ /** Update (i.e. ftran) the vector passed in.
158
+ Unscaling is applied after - can't be applied before
159
+ */
160
+
161
+ virtual void getBInvACol(CoinIndexedVector * vec) const ;
162
+
163
+ ///Get a column of the basis inverse
164
+ virtual void getBInvCol(int col, double* vec) const ;
165
+
166
+ /** Get basic indices (order of indices corresponds to the
167
+ order of elements in a vector retured by getBInvACol() and
168
+ getBInvCol()).
169
+ */
170
+ virtual void getBasics(int* index) const;
171
+
172
+ /*! \brief Enables simplex mode 2 (individual pivot control)
173
+
174
+ This method is supposed to ensure that all typical things (like
175
+ reduced costs, etc.) are updated when individual pivots are executed
176
+ and can be queried by other methods.
177
+ */
178
+ virtual void enableSimplexInterface(bool doingPrimal);
179
+ /// Copy across enabled stuff from one solver to another
180
+ void copyEnabledSuff(OsiClpSolverInterface & rhs);
181
+
182
+ /*! \brief Undo setting changes made by #enableSimplexInterface */
183
+ virtual void disableSimplexInterface();
184
+ /// Copy across enabled stuff from one solver to another
185
+ void copyEnabledStuff(ClpSimplex & rhs);
186
+
187
+ /** Perform a pivot by substituting a colIn for colOut in the basis.
188
+ The status of the leaving variable is given in statOut. Where
189
+ 1 is to upper bound, -1 to lower bound
190
+ Return code is 0 for okay,
191
+ 1 if inaccuracy forced re-factorization (should be okay) and
192
+ -1 for singular factorization
193
+ */
194
+ virtual int pivot(int colIn, int colOut, int outStatus);
195
+
196
+ /** Obtain a result of the primal pivot
197
+ Outputs: colOut -- leaving column, outStatus -- its status,
198
+ t -- step size, and, if dx!=NULL, *dx -- primal ray direction.
199
+ Inputs: colIn -- entering column, sign -- direction of its change (+/-1).
200
+ Both for colIn and colOut, artificial variables are index by
201
+ the negative of the row index minus 1.
202
+ Return code (for now): 0 -- leaving variable found,
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+ -1 -- everything else?
204
+ Clearly, more informative set of return values is required
205
+ Primal and dual solutions are updated
206
+ */
207
+ virtual int primalPivotResult(int colIn, int sign,
208
+ int& colOut, int& outStatus,
209
+ double& t, CoinPackedVector* dx);
210
+
211
+ /** Obtain a result of the dual pivot (similar to the previous method)
212
+ Differences: entering variable and a sign of its change are now
213
+ the outputs, the leaving variable and its statuts -- the inputs
214
+ If dx!=NULL, then *dx contains dual ray
215
+ Return code: same
216
+ */
217
+ virtual int dualPivotResult(int& colIn, int& sign,
218
+ int colOut, int outStatus,
219
+ double& t, CoinPackedVector* dx);
220
+
221
+
222
+ //@}
223
+ //---------------------------------------------------------------------------
224
+ /**@name Parameter set/get methods
225
+
226
+ The set methods return true if the parameter was set to the given value,
227
+ false otherwise. There can be various reasons for failure: the given
228
+ parameter is not applicable for the solver (e.g., refactorization
229
+ frequency for the clp algorithm), the parameter is not yet implemented
230
+ for the solver or simply the value of the parameter is out of the range
231
+ the solver accepts. If a parameter setting call returns false check the
232
+ details of your solver.
233
+
234
+ The get methods return true if the given parameter is applicable for the
235
+ solver and is implemented. In this case the value of the parameter is
236
+ returned in the second argument. Otherwise they return false.
237
+ */
238
+ //@{
239
+ // Set an integer parameter
240
+ bool setIntParam(OsiIntParam key, int value);
241
+ // Set an double parameter
242
+ bool setDblParam(OsiDblParam key, double value);
243
+ // Set a string parameter
244
+ bool setStrParam(OsiStrParam key, const std::string & value);
245
+ // Get an integer parameter
246
+ bool getIntParam(OsiIntParam key, int& value) const;
247
+ // Get an double parameter
248
+ bool getDblParam(OsiDblParam key, double& value) const;
249
+ // Get a string parameter
250
+ bool getStrParam(OsiStrParam key, std::string& value) const;
251
+ // Set a hint parameter - overrides OsiSolverInterface
252
+ virtual bool setHintParam(OsiHintParam key, bool yesNo=true,
253
+ OsiHintStrength strength=OsiHintTry,
254
+ void * otherInformation=NULL);
255
+ //@}
256
+
257
+ //---------------------------------------------------------------------------
258
+ ///@name Methods returning info on how the solution process terminated
259
+ //@{
260
+ /// Are there a numerical difficulties?
261
+ virtual bool isAbandoned() const;
262
+ /// Is optimality proven?
263
+ virtual bool isProvenOptimal() const;
264
+ /// Is primal infeasiblity proven?
265
+ virtual bool isProvenPrimalInfeasible() const;
266
+ /// Is dual infeasiblity proven?
267
+ virtual bool isProvenDualInfeasible() const;
268
+ /// Is the given primal objective limit reached?
269
+ virtual bool isPrimalObjectiveLimitReached() const;
270
+ /// Is the given dual objective limit reached?
271
+ virtual bool isDualObjectiveLimitReached() const;
272
+ /// Iteration limit reached?
273
+ virtual bool isIterationLimitReached() const;
274
+ //@}
275
+
276
+ //---------------------------------------------------------------------------
277
+ /**@name WarmStart related methods */
278
+ //@{
279
+
280
+ /*! \brief Get an empty warm start object
281
+
282
+ This routine returns an empty CoinWarmStartBasis object. Its purpose is
283
+ to provide a way to give a client a warm start basis object of the
284
+ appropriate type, which can resized and modified as desired.
285
+ */
286
+
287
+ virtual CoinWarmStart *getEmptyWarmStart () const;
288
+
289
+ /// Get warmstarting information
290
+ virtual CoinWarmStart* getWarmStart() const;
291
+ /// Get warmstarting information
292
+ inline CoinWarmStartBasis* getPointerToWarmStart()
293
+ { return &basis_;}
294
+ /// Get warmstarting information
295
+ inline const CoinWarmStartBasis* getConstPointerToWarmStart() const
296
+ { return &basis_;}
297
+ /** Set warmstarting information. Return true/false depending on whether
298
+ the warmstart information was accepted or not. */
299
+ virtual bool setWarmStart(const CoinWarmStart* warmstart);
300
+ /** \brief Get warm start information.
301
+
302
+ Return warm start information for the current state of the solver
303
+ interface. If there is no valid warm start information, an empty warm
304
+ start object wil be returned. This does not necessarily create an
305
+ object - may just point to one. must Delete set true if user
306
+ should delete returned object.
307
+ OsiClp version always returns pointer and false.
308
+ */
309
+ virtual CoinWarmStart* getPointerToWarmStart(bool & mustDelete) ;
310
+
311
+ /// Set column status in ClpSimplex and warmStart
312
+ void setColumnStatus(int iColumn, ClpSimplex::Status status);
313
+
314
+ //@}
315
+
316
+ //---------------------------------------------------------------------------
317
+ /**@name Hotstart related methods (primarily used in strong branching).
318
+ The user can create a hotstart (a snapshot) of the optimization process
319
+ then reoptimize over and over again always starting from there.<br>
320
+ <strong>NOTE</strong>: between hotstarted optimizations only
321
+ bound changes are allowed. */
322
+ //@{
323
+ /// Create a hotstart point of the optimization process
324
+ virtual void markHotStart();
325
+ /// Optimize starting from the hotstart
326
+ virtual void solveFromHotStart();
327
+ /// Delete the snapshot
328
+ virtual void unmarkHotStart();
329
+ /** Start faster dual - returns negative if problems 1 if infeasible,
330
+ Options to pass to solver
331
+ 1 - create external reduced costs for columns
332
+ 2 - create external reduced costs for rows
333
+ 4 - create external row activity (columns always done)
334
+ Above only done if feasible
335
+ When set resolve does less work
336
+ */
337
+ int startFastDual(int options);
338
+ /// Stop fast dual
339
+ void stopFastDual();
340
+ /// Sets integer tolerance and increment
341
+ void setStuff(double tolerance,double increment);
342
+ /// Return a conflict analysis cut from small model
343
+ OsiRowCut * smallModelCut(const double * originalLower, const double * originalUpper,
344
+ int numberRowsAtContinuous,const int * whichGenerator,
345
+ int typeCut=0);
346
+ /** Return a conflict analysis cut from model
347
+ If type is 0 then genuine cut, if 1 then only partially processed
348
+ */
349
+ OsiRowCut * modelCut(const double * originalLower, const double * originalUpper,
350
+ int numberRowsAtContinuous,const int * whichGenerator,
351
+ int typeCut=0);
352
+ //@}
353
+
354
+ //---------------------------------------------------------------------------
355
+ /**@name Problem information methods
356
+
357
+ These methods call the solver's query routines to return
358
+ information about the problem referred to by the current object.
359
+ Querying a problem that has no data associated with it result in
360
+ zeros for the number of rows and columns, and NULL pointers from
361
+ the methods that return vectors.
362
+
363
+ Const pointers returned from any data-query method are valid as
364
+ long as the data is unchanged and the solver is not called.
365
+ */
366
+ //@{
367
+ /**@name Methods related to querying the input data */
368
+ //@{
369
+ /// Get number of columns
370
+ virtual int getNumCols() const {
371
+ return modelPtr_->numberColumns(); }
372
+
373
+ /// Get number of rows
374
+ virtual int getNumRows() const {
375
+ return modelPtr_->numberRows(); }
376
+
377
+ /// Get number of nonzero elements
378
+ virtual int getNumElements() const {
379
+ int retVal = 0;
380
+ const CoinPackedMatrix * matrix =modelPtr_->matrix();
381
+ if ( matrix != NULL ) retVal=matrix->getNumElements();
382
+ return retVal; }
383
+
384
+ /// Return name of row if one exists or Rnnnnnnn
385
+ /// maxLen is currently ignored and only there to match the signature from the base class!
386
+ virtual std::string getRowName(int rowIndex,
387
+ unsigned maxLen = static_cast<unsigned>(std::string::npos)) const;
388
+
389
+ /// Return name of column if one exists or Cnnnnnnn
390
+ /// maxLen is currently ignored and only there to match the signature from the base class!
391
+ virtual std::string getColName(int colIndex,
392
+ unsigned maxLen = static_cast<unsigned>(std::string::npos)) const;
393
+
394
+
395
+ /// Get pointer to array[getNumCols()] of column lower bounds
396
+ virtual const double * getColLower() const { return modelPtr_->columnLower(); }
397
+
398
+ /// Get pointer to array[getNumCols()] of column upper bounds
399
+ virtual const double * getColUpper() const { return modelPtr_->columnUpper(); }
400
+
401
+ /** Get pointer to array[getNumRows()] of row constraint senses.
402
+ <ul>
403
+ <li>'L' <= constraint
404
+ <li>'E' = constraint
405
+ <li>'G' >= constraint
406
+ <li>'R' ranged constraint
407
+ <li>'N' free constraint
408
+ </ul>
409
+ */
410
+ virtual const char * getRowSense() const;
411
+
412
+ /** Get pointer to array[getNumRows()] of rows right-hand sides
413
+ <ul>
414
+ <li> if rowsense()[i] == 'L' then rhs()[i] == rowupper()[i]
415
+ <li> if rowsense()[i] == 'G' then rhs()[i] == rowlower()[i]
416
+ <li> if rowsense()[i] == 'R' then rhs()[i] == rowupper()[i]
417
+ <li> if rowsense()[i] == 'N' then rhs()[i] == 0.0
418
+ </ul>
419
+ */
420
+ virtual const double * getRightHandSide() const ;
421
+
422
+ /** Get pointer to array[getNumRows()] of row ranges.
423
+ <ul>
424
+ <li> if rowsense()[i] == 'R' then
425
+ rowrange()[i] == rowupper()[i] - rowlower()[i]
426
+ <li> if rowsense()[i] != 'R' then
427
+ rowrange()[i] is undefined
428
+ </ul>
429
+ */
430
+ virtual const double * getRowRange() const ;
431
+
432
+ /// Get pointer to array[getNumRows()] of row lower bounds
433
+ virtual const double * getRowLower() const { return modelPtr_->rowLower(); }
434
+
435
+ /// Get pointer to array[getNumRows()] of row upper bounds
436
+ virtual const double * getRowUpper() const { return modelPtr_->rowUpper(); }
437
+
438
+ /// Get pointer to array[getNumCols()] of objective function coefficients
439
+ virtual const double * getObjCoefficients() const
440
+ { if (fakeMinInSimplex_)
441
+ return linearObjective_ ;
442
+ else
443
+ return modelPtr_->objective(); }
444
+
445
+ /// Get objective function sense (1 for min (default), -1 for max)
446
+ virtual double getObjSense() const
447
+ { return ((fakeMinInSimplex_)?-modelPtr_->optimizationDirection():
448
+ modelPtr_->optimizationDirection()); }
449
+
450
+ /// Return true if column is continuous
451
+ virtual bool isContinuous(int colNumber) const;
452
+ /// Return true if variable is binary
453
+ virtual bool isBinary(int colIndex) const;
454
+
455
+ /** Return true if column is integer.
456
+ Note: This function returns true if the the column
457
+ is binary or a general integer.
458
+ */
459
+ virtual bool isInteger(int colIndex) const;
460
+
461
+ /// Return true if variable is general integer
462
+ virtual bool isIntegerNonBinary(int colIndex) const;
463
+
464
+ /// Return true if variable is binary and not fixed at either bound
465
+ virtual bool isFreeBinary(int colIndex) const;
466
+ /** Return array of column length
467
+ 0 - continuous
468
+ 1 - binary (may get fixed later)
469
+ 2 - general integer (may get fixed later)
470
+ */
471
+ virtual const char * getColType(bool refresh=false) const;
472
+
473
+ /** Return true if column is integer but does not have to
474
+ be declared as such.
475
+ Note: This function returns true if the the column
476
+ is binary or a general integer.
477
+ */
478
+ bool isOptionalInteger(int colIndex) const;
479
+ /** Set the index-th variable to be an optional integer variable */
480
+ void setOptionalInteger(int index);
481
+
482
+ /// Get pointer to row-wise copy of matrix
483
+ virtual const CoinPackedMatrix * getMatrixByRow() const;
484
+
485
+ /// Get pointer to column-wise copy of matrix
486
+ virtual const CoinPackedMatrix * getMatrixByCol() const;
487
+
488
+ /// Get pointer to mutable column-wise copy of matrix
489
+ virtual CoinPackedMatrix * getMutableMatrixByCol() const;
490
+
491
+ /// Get solver's value for infinity
492
+ virtual double getInfinity() const { return OsiClpInfinity; }
493
+ //@}
494
+
495
+ /**@name Methods related to querying the solution */
496
+ //@{
497
+ /// Get pointer to array[getNumCols()] of primal solution vector
498
+ virtual const double * getColSolution() const;
499
+
500
+ /// Get pointer to array[getNumRows()] of dual prices
501
+ virtual const double * getRowPrice() const;
502
+
503
+ /// Get a pointer to array[getNumCols()] of reduced costs
504
+ virtual const double * getReducedCost() const;
505
+
506
+ /** Get pointer to array[getNumRows()] of row activity levels (constraint
507
+ matrix times the solution vector */
508
+ virtual const double * getRowActivity() const;
509
+
510
+ /// Get objective function value
511
+ virtual double getObjValue() const;
512
+
513
+ /** Get how many iterations it took to solve the problem (whatever
514
+ "iteration" mean to the solver. */
515
+ virtual int getIterationCount() const
516
+ { return modelPtr_->numberIterations(); }
517
+
518
+ /** Get as many dual rays as the solver can provide. (In case of proven
519
+ primal infeasibility there should be at least one.)
520
+
521
+ The first getNumRows() ray components will always be associated with
522
+ the row duals (as returned by getRowPrice()). If \c fullRay is true,
523
+ the final getNumCols() entries will correspond to the ray components
524
+ associated with the nonbasic variables. If the full ray is requested
525
+ and the method cannot provide it, it will throw an exception.
526
+
527
+ <strong>NOTE for implementers of solver interfaces:</strong> <br>
528
+ The double pointers in the vector should point to arrays of length
529
+ getNumRows() and they should be allocated via new[]. <br>
530
+
531
+ <strong>NOTE for users of solver interfaces:</strong> <br>
532
+ It is the user's responsibility to free the double pointers in the
533
+ vector using delete[].
534
+ */
535
+ virtual std::vector<double*> getDualRays(int maxNumRays,
536
+ bool fullRay = false) const;
537
+ /** Get as many primal rays as the solver can provide. (In case of proven
538
+ dual infeasibility there should be at least one.)
539
+
540
+ <strong>NOTE for implementers of solver interfaces:</strong> <br>
541
+ The double pointers in the vector should point to arrays of length
542
+ getNumCols() and they should be allocated via new[]. <br>
543
+
544
+ <strong>NOTE for users of solver interfaces:</strong> <br>
545
+ It is the user's responsibility to free the double pointers in the
546
+ vector using delete[].
547
+ */
548
+ virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
549
+
550
+ //@}
551
+ //@}
552
+
553
+ //---------------------------------------------------------------------------
554
+
555
+ /**@name Problem modifying methods */
556
+ //@{
557
+ //-------------------------------------------------------------------------
558
+ /**@name Changing bounds on variables and constraints */
559
+ //@{
560
+ /** Set an objective function coefficient */
561
+ virtual void setObjCoeff( int elementIndex, double elementValue );
562
+
563
+ /** Set a single column lower bound<br>
564
+ Use -DBL_MAX for -infinity. */
565
+ virtual void setColLower( int elementIndex, double elementValue );
566
+
567
+ /** Set a single column upper bound<br>
568
+ Use DBL_MAX for infinity. */
569
+ virtual void setColUpper( int elementIndex, double elementValue );
570
+
571
+ /** Set a single column lower and upper bound */
572
+ virtual void setColBounds( int elementIndex,
573
+ double lower, double upper );
574
+
575
+ /** Set the bounds on a number of columns simultaneously<br>
576
+ The default implementation just invokes setColLower() and
577
+ setColUpper() over and over again.
578
+ @param indexFirst,indexLast pointers to the beginning and after the
579
+ end of the array of the indices of the variables whose
580
+ <em>either</em> bound changes
581
+ @param boundList the new lower/upper bound pairs for the variables
582
+ */
583
+ virtual void setColSetBounds(const int* indexFirst,
584
+ const int* indexLast,
585
+ const double* boundList);
586
+
587
+ /** Set a single row lower bound<br>
588
+ Use -DBL_MAX for -infinity. */
589
+ virtual void setRowLower( int elementIndex, double elementValue );
590
+
591
+ /** Set a single row upper bound<br>
592
+ Use DBL_MAX for infinity. */
593
+ virtual void setRowUpper( int elementIndex, double elementValue ) ;
594
+
595
+ /** Set a single row lower and upper bound */
596
+ virtual void setRowBounds( int elementIndex,
597
+ double lower, double upper ) ;
598
+
599
+ /** Set the type of a single row<br> */
600
+ virtual void setRowType(int index, char sense, double rightHandSide,
601
+ double range);
602
+
603
+ /** Set the bounds on a number of rows simultaneously<br>
604
+ The default implementation just invokes setRowLower() and
605
+ setRowUpper() over and over again.
606
+ @param indexFirst,indexLast pointers to the beginning and after the
607
+ end of the array of the indices of the constraints whose
608
+ <em>either</em> bound changes
609
+ @param boundList the new lower/upper bound pairs for the constraints
610
+ */
611
+ virtual void setRowSetBounds(const int* indexFirst,
612
+ const int* indexLast,
613
+ const double* boundList);
614
+
615
+ /** Set the type of a number of rows simultaneously<br>
616
+ The default implementation just invokes setRowType()
617
+ over and over again.
618
+ @param indexFirst,indexLast pointers to the beginning and after the
619
+ end of the array of the indices of the constraints whose
620
+ <em>any</em> characteristics changes
621
+ @param senseList the new senses
622
+ @param rhsList the new right hand sides
623
+ @param rangeList the new ranges
624
+ */
625
+ virtual void setRowSetTypes(const int* indexFirst,
626
+ const int* indexLast,
627
+ const char* senseList,
628
+ const double* rhsList,
629
+ const double* rangeList);
630
+ /** Set the objective coefficients for all columns
631
+ array [getNumCols()] is an array of values for the objective.
632
+ This defaults to a series of set operations and is here for speed.
633
+ */
634
+ virtual void setObjective(const double * array);
635
+
636
+ /** Set the lower bounds for all columns
637
+ array [getNumCols()] is an array of values for the objective.
638
+ This defaults to a series of set operations and is here for speed.
639
+ */
640
+ virtual void setColLower(const double * array);
641
+
642
+ /** Set the upper bounds for all columns
643
+ array [getNumCols()] is an array of values for the objective.
644
+ This defaults to a series of set operations and is here for speed.
645
+ */
646
+ virtual void setColUpper(const double * array);
647
+
648
+ // using OsiSolverInterface::setRowName ;
649
+ /// Set name of row
650
+ // virtual void setRowName(int rowIndex, std::string & name) ;
651
+ virtual void setRowName(int rowIndex, std::string name) ;
652
+
653
+ // using OsiSolverInterface::setColName ;
654
+ /// Set name of column
655
+ // virtual void setColName(int colIndex, std::string & name) ;
656
+ virtual void setColName(int colIndex, std::string name) ;
657
+
658
+ //@}
659
+
660
+ //-------------------------------------------------------------------------
661
+ /**@name Integrality related changing methods */
662
+ //@{
663
+ /** Set the index-th variable to be a continuous variable */
664
+ virtual void setContinuous(int index);
665
+ /** Set the index-th variable to be an integer variable */
666
+ virtual void setInteger(int index);
667
+ /** Set the variables listed in indices (which is of length len) to be
668
+ continuous variables */
669
+ virtual void setContinuous(const int* indices, int len);
670
+ /** Set the variables listed in indices (which is of length len) to be
671
+ integer variables */
672
+ virtual void setInteger(const int* indices, int len);
673
+ /// Number of SOS sets
674
+ inline int numberSOS() const
675
+ { return numberSOS_;}
676
+ /// SOS set info
677
+ inline const CoinSet * setInfo() const
678
+ { return setInfo_;}
679
+ /** \brief Identify integer variables and SOS and create corresponding objects.
680
+
681
+ Record integer variables and create an OsiSimpleInteger object for each
682
+ one. All existing OsiSimpleInteger objects will be destroyed.
683
+ If the solver supports SOS then do the same for SOS.
684
+ If justCount then no objects created and we just store numberIntegers_
685
+ Returns number of SOS
686
+ */
687
+
688
+ virtual int findIntegersAndSOS(bool justCount);
689
+ //@}
690
+
691
+ //-------------------------------------------------------------------------
692
+ /// Set objective function sense (1 for min (default), -1 for max,)
693
+ virtual void setObjSense(double s )
694
+ { modelPtr_->setOptimizationDirection( s < 0 ? -1 : 1); }
695
+
696
+ /** Set the primal solution column values
697
+
698
+ colsol[numcols()] is an array of values of the problem column
699
+ variables. These values are copied to memory owned by the
700
+ solver object or the solver. They will be returned as the
701
+ result of colsol() until changed by another call to
702
+ setColsol() or by a call to any solver routine. Whether the
703
+ solver makes use of the solution in any way is
704
+ solver-dependent.
705
+ */
706
+ virtual void setColSolution(const double * colsol);
707
+
708
+ /** Set dual solution vector
709
+
710
+ rowprice[numrows()] is an array of values of the problem row
711
+ dual variables. These values are copied to memory owned by the
712
+ solver object or the solver. They will be returned as the
713
+ result of rowprice() until changed by another call to
714
+ setRowprice() or by a call to any solver routine. Whether the
715
+ solver makes use of the solution in any way is
716
+ solver-dependent.
717
+ */
718
+ virtual void setRowPrice(const double * rowprice);
719
+
720
+ //-------------------------------------------------------------------------
721
+ /**@name Methods to expand a problem.<br>
722
+ Note that if a column is added then by default it will correspond to a
723
+ continuous variable. */
724
+ //@{
725
+
726
+ //using OsiSolverInterface::addCol ;
727
+ /** */
728
+ virtual void addCol(const CoinPackedVectorBase& vec,
729
+ const double collb, const double colub,
730
+ const double obj);
731
+ /*! \brief Add a named column (primal variable) to the problem.
732
+ */
733
+ virtual void addCol(const CoinPackedVectorBase& vec,
734
+ const double collb, const double colub,
735
+ const double obj, std::string name) ;
736
+ /** Add a column (primal variable) to the problem. */
737
+ virtual void addCol(int numberElements, const int * rows, const double * elements,
738
+ const double collb, const double colub,
739
+ const double obj) ;
740
+ /*! \brief Add a named column (primal variable) to the problem.
741
+ */
742
+ virtual void addCol(int numberElements,
743
+ const int* rows, const double* elements,
744
+ const double collb, const double colub,
745
+ const double obj, std::string name) ;
746
+ /** */
747
+ virtual void addCols(const int numcols,
748
+ const CoinPackedVectorBase * const * cols,
749
+ const double* collb, const double* colub,
750
+ const double* obj);
751
+ /** */
752
+ virtual void addCols(const int numcols,
753
+ const int * columnStarts, const int * rows, const double * elements,
754
+ const double* collb, const double* colub,
755
+ const double* obj);
756
+ /** */
757
+ virtual void deleteCols(const int num, const int * colIndices);
758
+
759
+ /** */
760
+ virtual void addRow(const CoinPackedVectorBase& vec,
761
+ const double rowlb, const double rowub);
762
+ /** */
763
+ /*! \brief Add a named row (constraint) to the problem.
764
+
765
+ The default implementation adds the row, then changes the name. This
766
+ can surely be made more efficient within an OsiXXX class.
767
+ */
768
+ virtual void addRow(const CoinPackedVectorBase& vec,
769
+ const double rowlb, const double rowub,
770
+ std::string name) ;
771
+ virtual void addRow(const CoinPackedVectorBase& vec,
772
+ const char rowsen, const double rowrhs,
773
+ const double rowrng);
774
+ /** Add a row (constraint) to the problem. */
775
+ virtual void addRow(int numberElements, const int * columns, const double * element,
776
+ const double rowlb, const double rowub) ;
777
+ /*! \brief Add a named row (constraint) to the problem.
778
+ */
779
+ virtual void addRow(const CoinPackedVectorBase& vec,
780
+ const char rowsen, const double rowrhs,
781
+ const double rowrng, std::string name) ;
782
+ /** */
783
+ virtual void addRows(const int numrows,
784
+ const CoinPackedVectorBase * const * rows,
785
+ const double* rowlb, const double* rowub);
786
+ /** */
787
+ virtual void addRows(const int numrows,
788
+ const CoinPackedVectorBase * const * rows,
789
+ const char* rowsen, const double* rowrhs,
790
+ const double* rowrng);
791
+
792
+ /** */
793
+ virtual void addRows(const int numrows,
794
+ const int * rowStarts, const int * columns, const double * element,
795
+ const double* rowlb, const double* rowub);
796
+ ///
797
+ void modifyCoefficient(int row, int column, double newElement,
798
+ bool keepZero=false)
799
+ {modelPtr_->modifyCoefficient(row,column,newElement, keepZero);}
800
+
801
+ /** */
802
+ virtual void deleteRows(const int num, const int * rowIndices);
803
+ /** If solver wants it can save a copy of "base" (continuous) model here
804
+ */
805
+ virtual void saveBaseModel() ;
806
+ /** Strip off rows to get to this number of rows.
807
+ If solver wants it can restore a copy of "base" (continuous) model here
808
+ */
809
+ virtual void restoreBaseModel(int numberRows);
810
+
811
+ //-----------------------------------------------------------------------
812
+ /** Apply a collection of row cuts which are all effective.
813
+ applyCuts seems to do one at a time which seems inefficient.
814
+ */
815
+ virtual void applyRowCuts(int numberCuts, const OsiRowCut * cuts);
816
+ /** Apply a collection of row cuts which are all effective.
817
+ applyCuts seems to do one at a time which seems inefficient.
818
+ This uses array of pointers
819
+ */
820
+ virtual void applyRowCuts(int numberCuts, const OsiRowCut ** cuts);
821
+ /** Apply a collection of cuts.
822
+
823
+ Only cuts which have an <code>effectiveness >= effectivenessLb</code>
824
+ are applied.
825
+ <ul>
826
+ <li> ReturnCode.getNumineffective() -- number of cuts which were
827
+ not applied because they had an
828
+ <code>effectiveness < effectivenessLb</code>
829
+ <li> ReturnCode.getNuminconsistent() -- number of invalid cuts
830
+ <li> ReturnCode.getNuminconsistentWrtIntegerModel() -- number of
831
+ cuts that are invalid with respect to this integer model
832
+ <li> ReturnCode.getNuminfeasible() -- number of cuts that would
833
+ make this integer model infeasible
834
+ <li> ReturnCode.getNumApplied() -- number of integer cuts which
835
+ were applied to the integer model
836
+ <li> cs.size() == getNumineffective() +
837
+ getNuminconsistent() +
838
+ getNuminconsistentWrtIntegerModel() +
839
+ getNuminfeasible() +
840
+ getNumApplied()
841
+ </ul>
842
+ */
843
+ virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
844
+ double effectivenessLb = 0.0);
845
+
846
+ //@}
847
+ //@}
848
+
849
+ //---------------------------------------------------------------------------
850
+
851
+ public:
852
+
853
+ /**@name Methods to input a problem */
854
+ //@{
855
+ /** Load in an problem by copying the arguments (the constraints on the
856
+ rows are given by lower and upper bounds). If a pointer is NULL then the
857
+ following values are the default:
858
+ <ul>
859
+ <li> <code>colub</code>: all columns have upper bound infinity
860
+ <li> <code>collb</code>: all columns have lower bound 0
861
+ <li> <code>rowub</code>: all rows have upper bound infinity
862
+ <li> <code>rowlb</code>: all rows have lower bound -infinity
863
+ <li> <code>obj</code>: all variables have 0 objective coefficient
864
+ </ul>
865
+ */
866
+ virtual void loadProblem(const CoinPackedMatrix& matrix,
867
+ const double* collb, const double* colub,
868
+ const double* obj,
869
+ const double* rowlb, const double* rowub);
870
+
871
+ /** Load in an problem by assuming ownership of the arguments (the
872
+ constraints on the rows are given by lower and upper bounds). For
873
+ default values see the previous method. <br>
874
+ <strong>WARNING</strong>: The arguments passed to this method will be
875
+ freed using the C++ <code>delete</code> and <code>delete[]</code>
876
+ functions.
877
+ */
878
+ virtual void assignProblem(CoinPackedMatrix*& matrix,
879
+ double*& collb, double*& colub, double*& obj,
880
+ double*& rowlb, double*& rowub);
881
+
882
+ /** Load in an problem by copying the arguments (the constraints on the
883
+ rows are given by sense/rhs/range triplets). If a pointer is NULL then the
884
+ following values are the default:
885
+ <ul>
886
+ <li> <code>colub</code>: all columns have upper bound infinity
887
+ <li> <code>collb</code>: all columns have lower bound 0
888
+ <li> <code>obj</code>: all variables have 0 objective coefficient
889
+ <li> <code>rowsen</code>: all rows are >=
890
+ <li> <code>rowrhs</code>: all right hand sides are 0
891
+ <li> <code>rowrng</code>: 0 for the ranged rows
892
+ </ul>
893
+ */
894
+ virtual void loadProblem(const CoinPackedMatrix& matrix,
895
+ const double* collb, const double* colub,
896
+ const double* obj,
897
+ const char* rowsen, const double* rowrhs,
898
+ const double* rowrng);
899
+
900
+ /** Load in an problem by assuming ownership of the arguments (the
901
+ constraints on the rows are given by sense/rhs/range triplets). For
902
+ default values see the previous method. <br>
903
+ <strong>WARNING</strong>: The arguments passed to this method will be
904
+ freed using the C++ <code>delete</code> and <code>delete[]</code>
905
+ functions.
906
+ */
907
+ virtual void assignProblem(CoinPackedMatrix*& matrix,
908
+ double*& collb, double*& colub, double*& obj,
909
+ char*& rowsen, double*& rowrhs,
910
+ double*& rowrng);
911
+
912
+ /** Just like the other loadProblem() methods except that the matrix is
913
+ given as a ClpMatrixBase. */
914
+ virtual void loadProblem(const ClpMatrixBase& matrix,
915
+ const double* collb, const double* colub,
916
+ const double* obj,
917
+ const double* rowlb, const double* rowub) ;
918
+
919
+ /** Just like the other loadProblem() methods except that the matrix is
920
+ given in a standard column major ordered format (without gaps). */
921
+ virtual void loadProblem(const int numcols, const int numrows,
922
+ const CoinBigIndex * start, const int* index,
923
+ const double* value,
924
+ const double* collb, const double* colub,
925
+ const double* obj,
926
+ const double* rowlb, const double* rowub);
927
+
928
+ /** Just like the other loadProblem() methods except that the matrix is
929
+ given in a standard column major ordered format (without gaps). */
930
+ virtual void loadProblem(const int numcols, const int numrows,
931
+ const CoinBigIndex * start, const int* index,
932
+ const double* value,
933
+ const double* collb, const double* colub,
934
+ const double* obj,
935
+ const char* rowsen, const double* rowrhs,
936
+ const double* rowrng);
937
+ /// This loads a model from a coinModel object - returns number of errors
938
+ virtual int loadFromCoinModel ( CoinModel & modelObject, bool keepSolution=false);
939
+
940
+ using OsiSolverInterface::readMps ;
941
+ /** Read an mps file from the given filename (defaults to Osi reader) - returns
942
+ number of errors (see OsiMpsReader class) */
943
+ virtual int readMps(const char *filename,
944
+ const char *extension = "mps") ;
945
+ /** Read an mps file from the given filename returns
946
+ number of errors (see OsiMpsReader class) */
947
+ int readMps(const char *filename,bool keepNames,bool allowErrors);
948
+ /// Read an mps file
949
+ virtual int readMps (const char *filename, const char*extension,
950
+ int & numberSets, CoinSet ** & sets);
951
+
952
+ /** Write the problem into an mps file of the given filename.
953
+ If objSense is non zero then -1.0 forces the code to write a
954
+ maximization objective and +1.0 to write a minimization one.
955
+ If 0.0 then solver can do what it wants */
956
+ virtual void writeMps(const char *filename,
957
+ const char *extension = "mps",
958
+ double objSense=0.0) const;
959
+ /** Write the problem into an mps file of the given filename,
960
+ names may be null. formatType is
961
+ 0 - normal
962
+ 1 - extra accuracy
963
+ 2 - IEEE hex (later)
964
+
965
+ Returns non-zero on I/O error
966
+ */
967
+ virtual int writeMpsNative(const char *filename,
968
+ const char ** rowNames, const char ** columnNames,
969
+ int formatType=0,int numberAcross=2,
970
+ double objSense=0.0) const ;
971
+ /// Read file in LP format (with names)
972
+ virtual int readLp(const char *filename, const double epsilon = 1e-5);
973
+ /** Write the problem into an Lp file of the given filename.
974
+ If objSense is non zero then -1.0 forces the code to write a
975
+ maximization objective and +1.0 to write a minimization one.
976
+ If 0.0 then solver can do what it wants.
977
+ This version calls writeLpNative with names */
978
+ virtual void writeLp(const char *filename,
979
+ const char *extension = "lp",
980
+ double epsilon = 1e-5,
981
+ int numberAcross = 10,
982
+ int decimals = 5,
983
+ double objSense = 0.0,
984
+ bool useRowNames = true) const;
985
+ /** Write the problem into the file pointed to by the parameter fp.
986
+ Other parameters are similar to
987
+ those of writeLp() with first parameter filename.
988
+ */
989
+ virtual void writeLp(FILE *fp,
990
+ double epsilon = 1e-5,
991
+ int numberAcross = 10,
992
+ int decimals = 5,
993
+ double objSense = 0.0,
994
+ bool useRowNames = true) const;
995
+ /**
996
+ I (JJF) am getting annoyed because I can't just replace a matrix.
997
+ The default behavior of this is do nothing so only use where that would not matter
998
+ e.g. strengthening a matrix for MIP
999
+ */
1000
+ virtual void replaceMatrixOptional(const CoinPackedMatrix & matrix);
1001
+ /// And if it does matter (not used at present)
1002
+ virtual void replaceMatrix(const CoinPackedMatrix & matrix) ;
1003
+ //@}
1004
+
1005
+ /**@name Message handling (extra for Clp messages).
1006
+ Normally I presume you would want the same language.
1007
+ If not then you could use underlying model pointer */
1008
+ //@{
1009
+ /** Pass in a message handler
1010
+
1011
+ It is the client's responsibility to destroy a message handler installed
1012
+ by this routine; it will not be destroyed when the solver interface is
1013
+ destroyed.
1014
+ */
1015
+ virtual void passInMessageHandler(CoinMessageHandler * handler);
1016
+ /// Set language
1017
+ void newLanguage(CoinMessages::Language language);
1018
+ void setLanguage(CoinMessages::Language language)
1019
+ {newLanguage(language);}
1020
+ /// Set log level (will also set underlying solver's log level)
1021
+ void setLogLevel(int value);
1022
+ /// Create C++ lines to get to current state
1023
+ void generateCpp( FILE * fp);
1024
+ //@}
1025
+ //---------------------------------------------------------------------------
1026
+
1027
+ /**@name Clp specific public interfaces */
1028
+ //@{
1029
+ /// Get pointer to Clp model
1030
+ ClpSimplex * getModelPtr() const ;
1031
+ /// Set pointer to Clp model and return old
1032
+ inline ClpSimplex * swapModelPtr(ClpSimplex * newModel)
1033
+ { ClpSimplex * model = modelPtr_; modelPtr_=newModel;return model;}
1034
+ /// Get special options
1035
+ inline unsigned int specialOptions() const
1036
+ { return specialOptions_;}
1037
+ void setSpecialOptions(unsigned int value);
1038
+ /// Last algorithm used , 1 = primal, 2 = dual other unknown
1039
+ inline int lastAlgorithm() const
1040
+ { return lastAlgorithm_;}
1041
+ /// Set last algorithm used , 1 = primal, 2 = dual other unknown
1042
+ inline void setLastAlgorithm(int value)
1043
+ { lastAlgorithm_ = value;}
1044
+ /// Get scaling action option
1045
+ inline int cleanupScaling() const
1046
+ { return cleanupScaling_;}
1047
+ /** Set Scaling option
1048
+ When scaling is on it is possible that the scaled problem
1049
+ is feasible but the unscaled is not. Clp returns a secondary
1050
+ status code to that effect. This option allows for a cleanup.
1051
+ If you use it I would suggest 1.
1052
+ This only affects actions when scaled optimal
1053
+ 0 - no action
1054
+ 1 - clean up using dual if primal infeasibility
1055
+ 2 - clean up using dual if dual infeasibility
1056
+ 3 - clean up using dual if primal or dual infeasibility
1057
+ 11,12,13 - as 1,2,3 but use primal
1058
+ */
1059
+ inline void setCleanupScaling(int value)
1060
+ { cleanupScaling_=value;}
1061
+ /** Get smallest allowed element in cut.
1062
+ If smaller than this then ignored */
1063
+ inline double smallestElementInCut() const
1064
+ { return smallestElementInCut_;}
1065
+ /** Set smallest allowed element in cut.
1066
+ If smaller than this then ignored */
1067
+ inline void setSmallestElementInCut(double value)
1068
+ { smallestElementInCut_=value;}
1069
+ /** Get smallest change in cut.
1070
+ If (upper-lower)*element < this then element is
1071
+ taken out and cut relaxed.
1072
+ (upper-lower) is taken to be at least 1.0 and
1073
+ this is assumed >= smallestElementInCut_
1074
+ */
1075
+ inline double smallestChangeInCut() const
1076
+ { return smallestChangeInCut_;}
1077
+ /** Set smallest change in cut.
1078
+ If (upper-lower)*element < this then element is
1079
+ taken out and cut relaxed.
1080
+ (upper-lower) is taken to be at least 1.0 and
1081
+ this is assumed >= smallestElementInCut_
1082
+ */
1083
+ inline void setSmallestChangeInCut(double value)
1084
+ { smallestChangeInCut_=value;}
1085
+ /// Pass in initial solve options
1086
+ inline void setSolveOptions(const ClpSolve & options)
1087
+ { solveOptions_ = options;}
1088
+ /** Tighten bounds - lightweight or very lightweight
1089
+ 0 - normal, 1 lightweight but just integers, 2 lightweight and all
1090
+ */
1091
+ virtual int tightenBounds(int lightweight=0);
1092
+ /// See if any integer variables make infeasible other way
1093
+ int infeasibleOtherWay(char * whichWay);
1094
+ /// Return number of entries in L part of current factorization
1095
+ virtual CoinBigIndex getSizeL() const;
1096
+ /// Return number of entries in U part of current factorization
1097
+ virtual CoinBigIndex getSizeU() const;
1098
+ /// Get disaster handler
1099
+ const OsiClpDisasterHandler * disasterHandler() const
1100
+ { return disasterHandler_;}
1101
+ /// Pass in disaster handler
1102
+ void passInDisasterHandler(OsiClpDisasterHandler * handler);
1103
+ /// Get fake objective
1104
+ ClpLinearObjective * fakeObjective() const
1105
+ { return fakeObjective_;}
1106
+ /// Set fake objective (and take ownership)
1107
+ void setFakeObjective(ClpLinearObjective * fakeObjective);
1108
+ /// Set fake objective
1109
+ void setFakeObjective(double * fakeObjective);
1110
+ /*! \brief Set up solver for repeated use by Osi interface.
1111
+
1112
+ The normal usage does things like keeping factorization around so can be
1113
+ used. Will also do things like keep scaling and row copy of matrix if
1114
+ matrix does not change.
1115
+
1116
+ \p senseOfAdventure:
1117
+ - 0 - safe stuff as above
1118
+ - 1 - will take more risks - if it does not work then bug which will be
1119
+ fixed
1120
+ - 2 - don't bother doing most extreme termination checks e.g. don't bother
1121
+ re-factorizing if less than 20 iterations.
1122
+ - 3 - Actually safer than 1 (mainly just keeps factorization)
1123
+
1124
+ \p printOut
1125
+ - -1 always skip round common messages instead of doing some work
1126
+ - 0 skip if normal defaults
1127
+ - 1 leaves
1128
+ */
1129
+ void setupForRepeatedUse(int senseOfAdventure=0, int printOut=0);
1130
+ /// Synchronize model (really if no cuts in tree)
1131
+ virtual void synchronizeModel();
1132
+ /*! \brief Set special options in underlying clp solver.
1133
+
1134
+ Safe as const because #modelPtr_ is mutable.
1135
+ */
1136
+ void setSpecialOptionsMutable(unsigned int value) const;
1137
+
1138
+ //@}
1139
+
1140
+ //---------------------------------------------------------------------------
1141
+
1142
+ /**@name Constructors and destructors */
1143
+ //@{
1144
+ /// Default Constructor
1145
+ OsiClpSolverInterface ();
1146
+
1147
+ /// Clone
1148
+ virtual OsiSolverInterface * clone(bool copyData = true) const;
1149
+
1150
+ /// Copy constructor
1151
+ OsiClpSolverInterface (const OsiClpSolverInterface &);
1152
+
1153
+ /// Borrow constructor - only delete one copy
1154
+ OsiClpSolverInterface (ClpSimplex * rhs, bool reallyOwn=false);
1155
+
1156
+ /// Releases so won't error
1157
+ void releaseClp();
1158
+
1159
+ /// Assignment operator
1160
+ OsiClpSolverInterface & operator=(const OsiClpSolverInterface& rhs);
1161
+
1162
+ /// Destructor
1163
+ virtual ~OsiClpSolverInterface ();
1164
+
1165
+ /// Resets as if default constructor
1166
+ virtual void reset();
1167
+ //@}
1168
+
1169
+ //---------------------------------------------------------------------------
1170
+
1171
+ protected:
1172
+ ///@name Protected methods
1173
+ //@{
1174
+ /** Apply a row cut (append to constraint matrix). */
1175
+ virtual void applyRowCut(const OsiRowCut& rc);
1176
+
1177
+ /** Apply a column cut (adjust one or more bounds). */
1178
+ virtual void applyColCut(const OsiColCut& cc);
1179
+ //@}
1180
+
1181
+ //---------------------------------------------------------------------------
1182
+
1183
+ protected:
1184
+ /**@name Protected methods */
1185
+ //@{
1186
+ /// The real work of a copy constructor (used by copy and assignment)
1187
+ void gutsOfDestructor();
1188
+
1189
+ /// Deletes all mutable stuff
1190
+ void freeCachedResults() const;
1191
+
1192
+ /// Deletes all mutable stuff for row ranges etc
1193
+ void freeCachedResults0() const;
1194
+
1195
+ /// Deletes all mutable stuff for matrix etc
1196
+ void freeCachedResults1() const;
1197
+
1198
+ /// A method that fills up the rowsense_, rhs_ and rowrange_ arrays
1199
+ void extractSenseRhsRange() const;
1200
+
1201
+ ///
1202
+ void fillParamMaps();
1203
+ /** Warm start
1204
+
1205
+ NOTE artificials are treated as +1 elements so for <= rhs
1206
+ artificial will be at lower bound if constraint is tight
1207
+
1208
+ This means that Clpsimplex flips artificials as it works
1209
+ in terms of row activities
1210
+ */
1211
+ CoinWarmStartBasis getBasis(ClpSimplex * model) const;
1212
+ /** Sets up working basis as a copy of input
1213
+
1214
+ NOTE artificials are treated as +1 elements so for <= rhs
1215
+ artificial will be at lower bound if constraint is tight
1216
+
1217
+ This means that Clpsimplex flips artificials as it works
1218
+ in terms of row activities
1219
+ */
1220
+ void setBasis( const CoinWarmStartBasis & basis, ClpSimplex * model);
1221
+ /// Crunch down problem a bit
1222
+ void crunch();
1223
+ /// Extend scale factors
1224
+ void redoScaleFactors(int numberRows,const CoinBigIndex * starts,
1225
+ const int * indices, const double * elements);
1226
+ public:
1227
+ /** Sets up working basis as a copy of input and puts in as basis
1228
+ */
1229
+ void setBasis( const CoinWarmStartBasis & basis);
1230
+ /// Just puts current basis_ into ClpSimplex model
1231
+ inline void setBasis( )
1232
+ { setBasis(basis_,modelPtr_);}
1233
+ /// Warm start difference from basis_ to statusArray
1234
+ CoinWarmStartDiff * getBasisDiff(const unsigned char * statusArray) const ;
1235
+ /// Warm start from statusArray
1236
+ CoinWarmStartBasis * getBasis(const unsigned char * statusArray) const ;
1237
+ /// Delete all scale factor stuff and reset option
1238
+ void deleteScaleFactors();
1239
+ /// If doing fast hot start then ranges are computed
1240
+ inline const double * upRange() const
1241
+ { return rowActivity_;}
1242
+ inline const double * downRange() const
1243
+ { return columnActivity_;}
1244
+ /// Pass in range array
1245
+ inline void passInRanges(int * array)
1246
+ { whichRange_=array;}
1247
+ /// Pass in sos stuff from AMPl
1248
+ void setSOSData(int numberSOS,const char * type,
1249
+ const int * start,const int * indices, const double * weights=NULL);
1250
+ /// Compute largest amount any at continuous away from bound
1251
+ void computeLargestAway();
1252
+ /// Get largest amount continuous away from bound
1253
+ inline double largestAway() const
1254
+ { return largestAway_;}
1255
+ /// Set largest amount continuous away from bound
1256
+ inline void setLargestAway(double value)
1257
+ { largestAway_ = value;}
1258
+ /// Sort of lexicographic resolve
1259
+ void lexSolve();
1260
+ //@}
1261
+
1262
+ protected:
1263
+ /**@name Protected member data */
1264
+ //@{
1265
+ /// Clp model represented by this class instance
1266
+ mutable ClpSimplex * modelPtr_;
1267
+ //@}
1268
+ /**@name Cached information derived from the OSL model */
1269
+ //@{
1270
+ /// Pointer to dense vector of row sense indicators
1271
+ mutable char *rowsense_;
1272
+
1273
+ /// Pointer to dense vector of row right-hand side values
1274
+ mutable double *rhs_;
1275
+
1276
+ /** Pointer to dense vector of slack upper bounds for range
1277
+ constraints (undefined for non-range rows)
1278
+ */
1279
+ mutable double *rowrange_;
1280
+
1281
+ /** A pointer to the warmstart information to be used in the hotstarts.
1282
+ This is NOT efficient and more thought should be given to it... */
1283
+ mutable CoinWarmStartBasis* ws_;
1284
+ /** also save row and column information for hot starts
1285
+ only used in hotstarts so can be casual */
1286
+ mutable double * rowActivity_;
1287
+ mutable double * columnActivity_;
1288
+ /// Stuff for fast dual
1289
+ ClpNodeStuff stuff_;
1290
+ /// Number of SOS sets
1291
+ int numberSOS_;
1292
+ /// SOS set info
1293
+ CoinSet * setInfo_;
1294
+ /// Alternate model (hot starts) - but also could be permanent and used for crunch
1295
+ ClpSimplex * smallModel_;
1296
+ /// factorization for hot starts
1297
+ ClpFactorization * factorization_;
1298
+ /** Smallest allowed element in cut.
1299
+ If smaller than this then ignored */
1300
+ double smallestElementInCut_;
1301
+ /** Smallest change in cut.
1302
+ If (upper-lower)*element < this then element is
1303
+ taken out and cut relaxed. */
1304
+ double smallestChangeInCut_;
1305
+ /// Largest amount continuous away from bound
1306
+ double largestAway_;
1307
+ /// Arrays for hot starts
1308
+ char * spareArrays_;
1309
+ /** Warmstart information to be used in resolves. */
1310
+ CoinWarmStartBasis basis_;
1311
+ /** The original iteration limit before hotstarts started. */
1312
+ int itlimOrig_;
1313
+
1314
+ /*! \brief Last algorithm used
1315
+
1316
+ Coded as
1317
+ - 0 invalid
1318
+ - 1 primal
1319
+ - 2 dual
1320
+ - -911 disaster in the algorithm that was attempted
1321
+ - 999 current solution no longer optimal due to change in problem or
1322
+ basis
1323
+ */
1324
+ mutable int lastAlgorithm_;
1325
+
1326
+ /// To say if destructor should delete underlying model
1327
+ bool notOwned_;
1328
+
1329
+ /// Pointer to row-wise copy of problem matrix coefficients.
1330
+ mutable CoinPackedMatrix *matrixByRow_;
1331
+
1332
+ /// Pointer to row-wise copy of continuous problem matrix coefficients.
1333
+ CoinPackedMatrix *matrixByRowAtContinuous_;
1334
+
1335
+ /// Pointer to integer information
1336
+ char * integerInformation_;
1337
+
1338
+ /** Pointer to variables for which we want range information
1339
+ The number is in [0]
1340
+ memory is not owned by OsiClp
1341
+ */
1342
+ int * whichRange_;
1343
+
1344
+ //std::map<OsiIntParam, ClpIntParam> intParamMap_;
1345
+ //std::map<OsiDblParam, ClpDblParam> dblParamMap_;
1346
+ //std::map<OsiStrParam, ClpStrParam> strParamMap_;
1347
+
1348
+ /*! \brief Faking min to get proper dual solution signs in simplex API */
1349
+ mutable bool fakeMinInSimplex_ ;
1350
+ /*! \brief Linear objective
1351
+
1352
+ Normally a pointer to the linear coefficient array in the clp objective.
1353
+ An independent copy when #fakeMinInSimplex_ is true, because we need
1354
+ something permanent to point to when #getObjCoefficients is called.
1355
+ */
1356
+ mutable double *linearObjective_;
1357
+
1358
+ /// To save data in OsiSimplex stuff
1359
+ mutable ClpDataSave saveData_;
1360
+ /// Options for initialSolve
1361
+ ClpSolve solveOptions_;
1362
+ /** Scaling option
1363
+ When scaling is on it is possible that the scaled problem
1364
+ is feasible but the unscaled is not. Clp returns a secondary
1365
+ status code to that effect. This option allows for a cleanup.
1366
+ If you use it I would suggest 1.
1367
+ This only affects actions when scaled optimal
1368
+ 0 - no action
1369
+ 1 - clean up using dual if primal infeasibility
1370
+ 2 - clean up using dual if dual infeasibility
1371
+ 3 - clean up using dual if primal or dual infeasibility
1372
+ 11,12,13 - as 1,2,3 but use primal
1373
+ */
1374
+ int cleanupScaling_;
1375
+ /** Special options
1376
+ 0x80000000 off
1377
+ 0 simple stuff for branch and bound
1378
+ 1 try and keep work regions as much as possible
1379
+ 2 do not use any perturbation
1380
+ 4 allow exit before re-factorization
1381
+ 8 try and re-use factorization if no cuts
1382
+ 16 use standard strong branching rather than clp's
1383
+ 32 Just go to first factorization in fast dual
1384
+ 64 try and tighten bounds in crunch
1385
+ 128 Model will only change in column bounds
1386
+ 256 Clean up model before hot start
1387
+ 512 Give user direct access to Clp regions in getBInvARow etc (i.e.,
1388
+ do not unscale, and do not return result in getBInv parameters;
1389
+ you have to know where to look for the answer)
1390
+ 1024 Don't "borrow" model in initialSolve
1391
+ 2048 Don't crunch
1392
+ 4096 quick check for optimality
1393
+ Bits above 8192 give where called from in Cbc
1394
+ At present 0 is normal, 1 doing fast hotstarts, 2 is can do quick check
1395
+ 65536 Keep simple i.e. no crunch etc
1396
+ 131072 Try and keep scaling factors around
1397
+ 262144 Don't try and tighten bounds (funny global cuts)
1398
+ 524288 Fake objective and 0-1
1399
+ 1048576 Don't recompute ray after crunch
1400
+ 2097152
1401
+ */
1402
+ mutable unsigned int specialOptions_;
1403
+ /// Copy of model when option 131072 set
1404
+ ClpSimplex * baseModel_;
1405
+ /// Number of rows when last "scaled"
1406
+ int lastNumberRows_;
1407
+ /// Continuous model
1408
+ ClpSimplex * continuousModel_;
1409
+ /// Possible disaster handler
1410
+ OsiClpDisasterHandler * disasterHandler_ ;
1411
+ /// Fake objective
1412
+ ClpLinearObjective * fakeObjective_;
1413
+ /// Row scale factors (has inverse at end)
1414
+ CoinDoubleArrayWithLength rowScale_;
1415
+ /// Column scale factors (has inverse at end)
1416
+ CoinDoubleArrayWithLength columnScale_;
1417
+ //@}
1418
+ };
1419
+
1420
+ class OsiClpDisasterHandler : public ClpDisasterHandler {
1421
+ public:
1422
+ /**@name Virtual methods that the derived classe should provide.
1423
+ */
1424
+ //@{
1425
+ /// Into simplex
1426
+ virtual void intoSimplex();
1427
+ /// Checks if disaster
1428
+ virtual bool check() const ;
1429
+ /// saves information for next attempt
1430
+ virtual void saveInfo();
1431
+ /// Type of disaster 0 can fix, 1 abort
1432
+ virtual int typeOfDisaster();
1433
+ //@}
1434
+
1435
+
1436
+ /**@name Constructors, destructor */
1437
+
1438
+ //@{
1439
+ /** Default constructor. */
1440
+ OsiClpDisasterHandler(OsiClpSolverInterface * model = NULL);
1441
+ /** Destructor */
1442
+ virtual ~OsiClpDisasterHandler();
1443
+ // Copy
1444
+ OsiClpDisasterHandler(const OsiClpDisasterHandler&);
1445
+ // Assignment
1446
+ OsiClpDisasterHandler& operator=(const OsiClpDisasterHandler&);
1447
+ /// Clone
1448
+ virtual ClpDisasterHandler * clone() const;
1449
+
1450
+ //@}
1451
+
1452
+ /**@name Sets/gets */
1453
+
1454
+ //@{
1455
+ /** set model. */
1456
+ void setOsiModel(OsiClpSolverInterface * model);
1457
+ /// Get model
1458
+ inline OsiClpSolverInterface * osiModel() const
1459
+ { return osiModel_;}
1460
+ /// Set where from
1461
+ inline void setWhereFrom(int value)
1462
+ { whereFrom_=value;}
1463
+ /// Get where from
1464
+ inline int whereFrom() const
1465
+ { return whereFrom_;}
1466
+ /// Set phase
1467
+ inline void setPhase(int value)
1468
+ { phase_=value;}
1469
+ /// Get phase
1470
+ inline int phase() const
1471
+ { return phase_;}
1472
+ /// are we in trouble
1473
+ bool inTrouble() const;
1474
+
1475
+ //@}
1476
+
1477
+
1478
+ protected:
1479
+ /**@name Data members
1480
+ The data members are protected to allow access for derived classes. */
1481
+ //@{
1482
+ /// Pointer to model
1483
+ OsiClpSolverInterface * osiModel_;
1484
+ /** Where from
1485
+ 0 dual (resolve)
1486
+ 1 crunch
1487
+ 2 primal (resolve)
1488
+ 4 dual (initialSolve)
1489
+ 6 primal (initialSolve)
1490
+ */
1491
+ int whereFrom_;
1492
+ /** phase
1493
+ 0 initial
1494
+ 1 trying continuing with back in and maybe different perturb
1495
+ 2 trying continuing with back in and different scaling
1496
+ 3 trying dual from all slack
1497
+ 4 trying primal from previous stored basis
1498
+ */
1499
+ int phase_;
1500
+ /// Are we in trouble
1501
+ bool inTrouble_;
1502
+ //@}
1503
+ };
1504
+ // So unit test can find out if NDEBUG set
1505
+ bool OsiClpHasNDEBUG();
1506
+ //#############################################################################
1507
+ /** A function that tests the methods in the OsiClpSolverInterface class. */
1508
+ void OsiClpSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
1509
+ #endif