11 #ifndef OsiMskSolverInterface_H
12 #define OsiMskSolverInterface_H
205 virtual bool isBinary(
int columnNumber)
const;
212 virtual bool isInteger(
int columnNumber)
const;
270 virtual std::vector<double*>
getDualRays(
int maxNumRays,
271 bool fullRay=
false)
const;
283 virtual std::vector<double*>
getPrimalRays(
int maxNumRays)
const;
302 virtual void setObjCoeff(
int elementIndex,
double elementValue );
306 const int* indexLast,
307 const double* coeffList);
311 virtual void setColLower(
int elementIndex,
double elementValue );
315 virtual void setColUpper(
int elementIndex,
double elementValue );
321 double lower,
double upper );
331 const int* indexLast,
332 const double* boundList);
336 virtual void setRowLower(
int elementIndex,
double elementValue );
340 virtual void setRowUpper(
int elementIndex,
double elementValue );
346 double lower,
double upper );
349 virtual void setRowType(
int index,
char sense,
double rightHandSide,
360 const int* indexLast,
361 const double* boundList);
373 const int* indexLast,
374 const char* senseList,
375 const double* rhsList,
376 const double* rangeList);
391 virtual void setInteger(
const int* indices,
int len);
429 const double collb,
const double colub,
432 virtual void addCols(
const int numcols,
434 const double* collb,
const double* colub,
437 virtual void deleteCols(
const int num,
const int * colIndices);
441 const double rowlb,
const double rowub);
444 const char rowsen,
const double rowrhs,
445 const double rowrng);
447 virtual void addRows(
const int numrows,
449 const double* rowlb,
const double* rowub);
451 virtual void addRows(
const int numrows,
453 const char* rowsen,
const double* rowrhs,
454 const double* rowrng);
456 virtual void deleteRows(
const int num,
const int * rowIndices);
483 double effectivenessLb = 0.0);
504 const double* collb,
const double* colub,
506 const double* rowlb,
const double* rowub);
516 double*& collb,
double*& colub,
double*& obj,
517 double*& rowlb,
double*& rowub);
532 const double* collb,
const double* colub,
534 const char* rowsen,
const double* rowrhs,
535 const double* rowrng);
545 double*& collb,
double*& colub,
double*& obj,
546 char*& rowsen,
double*& rowrhs,
551 virtual void loadProblem(
const int numcols,
const int numrows,
552 const int* start,
const int* index,
554 const double* collb,
const double* colub,
556 const double* rowlb,
const double* rowub);
560 virtual void loadProblem(
const int numcols,
const int numrows,
561 const int* start,
const int* index,
563 const double* collb,
const double* colub,
565 const char* rowsen,
const double* rowrhs,
566 const double* rowrng);
569 virtual int readMps(
const char *filename,
570 const char *extension =
"mps");
576 virtual void writeMps(
const char *filename,
577 const char *extension =
"mps",
578 double objSense=0.0)
const;
777 mutable double *
obj_;
static void incrementInstanceCounter()
MOSEK has a context which must be created prior to all other MOSEK calls.
char * coltype_
Pointer to dense vector of variable types (continous, binary, integer)
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
only discard cached LP solution
virtual void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound The default implementation just invokes setRowLower() and set...
MSKtask_t getMutableLpPtr() const
Get task Pointer for const methods.
void freeCachedRowRim()
free cached row rim vectors
static unsigned int getNumInstances()
Return the number of instances of instantiated objects using MOSEK services.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
virtual int getNumElements() const
Get number of nonzero elements.
virtual void resolve()
Resolve an LP relaxation after problem modification.
free only cached row and LP solution information
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
virtual bool isIterationLimitReached() const
Iteration limit reached?
virtual bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
void switchToLP()
switches MOSEK to prob type LP
keepCachedFlag
Get pointer to MOSEK model and free all specified cached data entries (combined with logical or-opera...
void freeCachedData(int keepCached=KEEPCACHED_NONE)
free all cached data (except specified entries, see getLpPtr())
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
void passInMessageHandler(CoinMessageHandler *handler)
Pass in a message handler It is the client's responsibility to destroy a message handler installed by...
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
double * colsol_
Pointer to primal solution vector.
virtual void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper...
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
int getRescode() const
Get rescode return of last Mosek optimizer call.
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
int * hotStartCStat_
Hotstart information.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
const char * getCtype() const
return a vector of variable types (continous, binary, integer)
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
Collections of row cuts and column cuts.
virtual void unmarkHotStart()
Delete the snapshot.
MSKtask_t getLpPtr(int keepCached=KEEPCACHED_NONE)
void gutsOfDestructor()
The real work of the destructor.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
double * rhs_
Pointer to dense vector of row right-hand side values.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
Base class for message handling.
virtual void setObjCoeffSet(const int *indexFirst, const int *indexLast, const double *coeffList)
Set a a set of objective function coefficients.
virtual bool isInteger(int colIndex) const
Return true if the variable is integer.
virtual void addCols(const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj)
Add a set of columns (primal variables) to the problem.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
virtual void setRowSetTypes(const int *indexFirst, const int *indexLast, const char *senseList, const double *rhsList, const double *rangeList)
Set the type of a number of rows simultaneously The default implementation just invokes setRowType()...
void freeCachedColRim()
free cached column rim vectors
virtual void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub)
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by l...
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
friend void OsiMskSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiMskSolverInterface class.
Abstract Base Class for describing an interface to a solver.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
virtual void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously The default implementation just invokes setRowLowe...
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
void freeColType()
frees colsize_ vector
discard all cached data (default)
void OsiMskSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiMskSolverInterface class.
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
Abstract base class for various sparse vectors.
virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05) const
Get vector of indices of primal variables which are integer variables but have fractional values in t...
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
double * rowupper_
Pointer to dense vector of row upper bounds.
void resizeColType(int minsize)
resizes coltype_ vector to be able to store at least minsize elements
virtual void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously The default implementation just invokes setColl...
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
CoinPackedMatrix * matrixByCol_
Pointer to row-wise copy of problem matrix coefficients.
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) ...
problem matrix: matrix ordered by column and by row
void freeCachedResults()
free cached result vectors
void gutsOfCopy(const OsiMskSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
virtual int getNumCols() const
Get number of columns.
int hotStartMaxIteration_
void freeCachedMatrix()
free cached matrices
double * redcost_
Pointer to reduced cost vector.
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
virtual bool isBinary(int colIndex) const
Return true if the variable is binary.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
double * collower_
Pointer to dense vector of variable lower bounds.
virtual int getNumRows() const
Get number of rows.
virtual bool isProvenOptimal() const
Is optimality proven?
free only cached column and LP solution information
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
int coltypesize_
Size of allocated memory for coltype_.
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
char * rowsense_
Pointer to dense vector of row sense indicators.
void switchToMIP()
switches MOSEK to prob type MIP
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
virtual void markHotStart()
Create a hotstart point of the optimization process.
virtual ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower() and ...
Sparse Matrix Base Class.
free only cached matrix and LP solution information
row information: right hand sides, ranges and senses, lower and upper bounds for row ...
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
virtual ~OsiMskSolverInterface()
Destructor.
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
OsiMskSolverInterface & operator=(const OsiMskSolverInterface &rhs)
Assignment operator.
virtual double getInfinity() const
Get solver's value for infinity.
OsiMskSolverInterface(MSKenv_t mskenv=NULL)
Default Constructor optional argument mskenv can be used to reach in an initialized user environment ...
static MSKenv_t env_
MOSEK environment pointer.
virtual bool isFreeBinary(int colIndex) const
Return true if the variable is binary and not fixed.
double * obj_
Pointer to objective vector.
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual bool isAbandoned() const
Are there a numerical difficulties?
virtual void initialSolve()
Solve initial LP relaxation.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver...
virtual void writeMps(const char *filename, const char *extension="mps", double objSense=0.0) const
Write the problem into an mps file of the given filename.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
static void decrementInstanceCounter()
MOSEK has a context which should be deleted after MOSEK calls.
keep all cached data (similar to getMutableLpPtr())
LP solution: primal and dual solution, reduced costs, row activities.
CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
void gutsOfConstructor()
The real work of the constructor.
MSKenv_t getEnvironmentPtr()
Method to access MOSEK environment pointer.
bool definedSolution(int solution) const
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
std::vector< int > OsiVectorInt
Vector of int.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
double * colupper_
Pointer to dense vector of variable lower bounds.
column information: objective values, lower and upper bounds, variable types
bool probtypemip_
Stores whether MOSEK' prob type is currently set to MIP.
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
void freeAllMemory()
free all allocated memory
virtual double getObjValue() const
Get objective function value.
static unsigned int numInstances_
Number of live problem instances.
free only cached LP solution information
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
Abstract base class for warm start information.
virtual bool isLicenseError() const
Has there been a license problem?
double * rowsol_
Pointer to dual solution vector.
double * rowlower_
Pointer to dense vector of row lower bounds.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
Add a set of rows (constraints) to the problem.
double * rowact_
Pointer to row activity (slack) vector.
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
MSKtask_t task_
MOSEK model represented by this class instance.