OsiGlpkSolverInterface.hpp

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//-----------------------------------------------------------------------------
// name:     OSI Interface for GLPK
//-----------------------------------------------------------------------------
// Copyright (C) 2001, Vivian De Smedt, Braden Hunsaker
// Copyright (C) 2003  University of Pittsburgh
//   University of Pittsburgh coding done by Brady Hunsaker
// All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

#ifndef OsiGlpkSolverInterface_H
#define OsiGlpkSolverInterface_H

#include <string>
#include "OsiSolverInterface.hpp"
#include "CoinPackedMatrix.hpp"
#include "CoinWarmStartBasis.hpp"

#ifndef LPX
#define LPX glp_prob
#endif

#ifndef GLP_PROB_DEFINED
#define GLP_PROB_DEFINED
// Glpk < 4.48:
typedef struct {
  double _opaque_prob[100];
} glp_prob;
// Glpk 4.48: typedef struct glp_prob glp_prob;
#endif

class OsiGlpkSolverInterface : virtual public OsiSolverInterface {
  friend void OsiGlpkSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);

public:
  //---------------------------------------------------------------------------
  virtual void initialSolve();

  virtual void resolve();

  virtual void branchAndBound();

  //---------------------------------------------------------------------------
  // Set an integer parameter
  bool setIntParam(OsiIntParam key, int value);
  // Set an double parameter
  bool setDblParam(OsiDblParam key, double value);
  // Set a string parameter
  bool setStrParam(OsiStrParam key, const std::string &value);
  // Set a hint parameter
  bool setHintParam(OsiHintParam key, bool sense = true,
    OsiHintStrength strength = OsiHintTry, void *info = 0);
  // Get an integer parameter
  bool getIntParam(OsiIntParam key, int &value) const;
  // Get an double parameter
  bool getDblParam(OsiDblParam key, double &value) const;
  // Get a string parameter
  bool getStrParam(OsiStrParam key, std::string &value) const;

  //---------------------------------------------------------------------------

  virtual bool isAbandoned() const;
  virtual bool isProvenOptimal() const;
  virtual bool isProvenPrimalInfeasible() const;
  virtual bool isProvenDualInfeasible() const;
  virtual bool isPrimalObjectiveLimitReached() const;
  virtual bool isDualObjectiveLimitReached() const;
  virtual bool isIterationLimitReached() const;
  virtual bool isTimeLimitReached() const;
  virtual bool isFeasible() const;

  //---------------------------------------------------------------------------
  inline CoinWarmStart *getEmptyWarmStart() const
  {
    return (dynamic_cast< CoinWarmStart * >(new CoinWarmStartBasis()));
  }
  virtual CoinWarmStart *getWarmStart() const;
  virtual bool setWarmStart(const CoinWarmStart *warmstart);

  //---------------------------------------------------------------------------
  virtual void markHotStart();
  virtual void solveFromHotStart();
  virtual void unmarkHotStart();

  //---------------------------------------------------------------------------
  virtual int getNumCols() const;

  virtual int getNumRows() const;

  virtual CoinBigIndex getNumElements() const;

  virtual const double *getColLower() const;

  virtual const double *getColUpper() const;

  virtual const char *getRowSense() const;

  virtual const double *getRightHandSide() const;

  virtual const double *getRowRange() const;

  virtual const double *getRowLower() const;

  virtual const double *getRowUpper() const;

  virtual const double *getObjCoefficients() const;

  virtual double getObjSense() const;

  virtual bool isContinuous(int colNumber) const;

#if 0
      virtual bool isBinary(int columnNumber) const;
  
      virtual bool isInteger(int columnNumber) const;
  
      virtual bool isIntegerNonBinary(int columnNumber) const;
  
      virtual bool isFreeBinary(int columnNumber) const;
#endif

  virtual const CoinPackedMatrix *getMatrixByRow() const;

  virtual const CoinPackedMatrix *getMatrixByCol() const;

  virtual double getInfinity() const;

  virtual const double *getColSolution() const;

  virtual const double *getRowPrice() const;

  virtual const double *getReducedCost() const;

  virtual const double *getRowActivity() const;

  virtual double getObjValue() const;

  virtual int getIterationCount() const;

  virtual std::vector< double * > getDualRays(int maxNumRays,
    bool fullRay = false) const;
  virtual std::vector< double * > getPrimalRays(int maxNumRays) const;

#if 0

      virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
        const;
#endif



  //---------------------------------------------------------------------------

  //-------------------------------------------------------------------------
  virtual void setObjCoeff(int elementIndex, double elementValue);

  using OsiSolverInterface::setColLower;
  virtual void setColLower(int elementIndex, double elementValue);

  using OsiSolverInterface::setColUpper;
  virtual void setColUpper(int elementIndex, double elementValue);

  virtual void setColBounds(int elementIndex,
    double lower, double upper);

  virtual void setColSetBounds(const int *indexFirst,
    const int *indexLast,
    const double *boundList);

  virtual void setRowLower(int elementIndex, double elementValue);

  virtual void setRowUpper(int elementIndex, double elementValue);

  virtual void setRowBounds(int elementIndex,
    double lower, double upper);

  virtual void setRowType(int index, char sense, double rightHandSide,
    double range);

  virtual void setRowSetBounds(const int *indexFirst,
    const int *indexLast,
    const double *boundList);

  virtual void setRowSetTypes(const int *indexFirst,
    const int *indexLast,
    const char *senseList,
    const double *rhsList,
    const double *rangeList);

  //-------------------------------------------------------------------------
  virtual void setContinuous(int index);
  virtual void setInteger(int index);
  virtual void setContinuous(const int *indices, int len);
  virtual void setInteger(const int *indices, int len);

  //-------------------------------------------------------------------------
  virtual void setObjSense(double s);

  virtual void setColSolution(const double *colsol);

  virtual void setRowPrice(const double *rowprice);

  //-------------------------------------------------------------------------

  using OsiSolverInterface::addCol;
  virtual void addCol(const CoinPackedVectorBase &vec,
    const double collb, const double colub,
    const double obj);

  using OsiSolverInterface::addCols;
  virtual void addCols(const int numcols,
    const CoinPackedVectorBase *const *cols,
    const double *collb, const double *colub,
    const double *obj);
  virtual void deleteCols(const int num, const int *colIndices);

  using OsiSolverInterface::addRow;
  virtual void addRow(const CoinPackedVectorBase &vec,
    const double rowlb, const double rowub);
  virtual void addRow(const CoinPackedVectorBase &vec,
    const char rowsen, const double rowrhs,
    const double rowrng);

  using OsiSolverInterface::addRows;
  virtual void addRows(const int numrows,
    const CoinPackedVectorBase *const *rows,
    const double *rowlb, const double *rowub);
  virtual void addRows(const int numrows,
    const CoinPackedVectorBase *const *rows,
    const char *rowsen, const double *rowrhs,
    const double *rowrng);
  virtual void deleteRows(const int num, const int *rowIndices);

#if 0
  // ??? implemented in OsiSolverInterface
      //-----------------------------------------------------------------------
      virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
                                            double effectivenessLb = 0.0);
#endif



  //---------------------------------------------------------------------------

  virtual void loadProblem(const CoinPackedMatrix &matrix,
    const double *collb, const double *colub,
    const double *obj,
    const double *rowlb, const double *rowub);

  virtual void assignProblem(CoinPackedMatrix *&matrix,
    double *&collb, double *&colub, double *&obj,
    double *&rowlb, double *&rowub);

  virtual void loadProblem(const CoinPackedMatrix &matrix,
    const double *collb, const double *colub,
    const double *obj,
    const char *rowsen, const double *rowrhs,
    const double *rowrng);

  virtual void assignProblem(CoinPackedMatrix *&matrix,
    double *&collb, double *&colub, double *&obj,
    char *&rowsen, double *&rowrhs,
    double *&rowrng);

  virtual void loadProblem(const int numcols, const int numrows,
    const CoinBigIndex *start, const int *index,
    const double *value,
    const double *collb, const double *colub,
    const double *obj,
    const double *rowlb, const double *rowub);

  virtual void loadProblem(const int numcols, const int numrows,
    const CoinBigIndex *start, const int *index,
    const double *value,
    const double *collb, const double *colub,
    const double *obj,
    const char *rowsen, const double *rowrhs,
    const double *rowrng);

  using OsiSolverInterface::readMps;
  virtual int readMps(const char *filename,
    const char *extension = "mps");

  virtual void writeMps(const char *filename,
    const char *extension = "mps",
    double objSense = 0.0) const;

  //---------------------------------------------------------------------------


  void setObjName(std::string name);

  void setRowName(int ndx, std::string name);

  void setColName(int ndx, std::string name);


  //---------------------------------------------------------------------------

  enum keepCachedFlag {
    KEEPCACHED_NONE = 0,
    KEEPCACHED_COLUMN = 1,
    KEEPCACHED_ROW = 2,
    KEEPCACHED_MATRIX = 4,
    KEEPCACHED_RESULTS = 8,
    KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
    KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
    FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN,
    FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW,
    FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX,
    FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS
  };

  LPX *getModelPtr();


  static void incrementInstanceCounter() { ++numInstances_; }

  static void decrementInstanceCounter();

  static unsigned int getNumInstances() { return numInstances_; }

  OsiGlpkSolverInterface();

  virtual OsiSolverInterface *clone(bool copyData = true) const;

  OsiGlpkSolverInterface(const OsiGlpkSolverInterface &);

  OsiGlpkSolverInterface &operator=(const OsiGlpkSolverInterface &rhs);

  virtual ~OsiGlpkSolverInterface();

  virtual void reset();

protected:
  virtual void applyRowCut(const OsiRowCut &rc);

  virtual void applyColCut(const OsiColCut &cc);

  LPX *getMutableModelPtr() const;


private:

  void gutsOfCopy(const OsiGlpkSolverInterface &source);

  void gutsOfConstructor();

  void gutsOfDestructor();

  void freeCachedColRim();

  void freeCachedRowRim();

  void freeCachedResults();

  void freeCachedMatrix();

  void freeCachedData(int keepCached = KEEPCACHED_NONE);

  void freeAllMemory();

  void printBounds();

  void fillColBounds() const;

  mutable LPX *lp_;

  static unsigned int numInstances_;

  // Remember whether simplex or b&b was most recently done
  // 0 = simplex;  1 = b&b
  int bbWasLast_;

  // Int parameters.
  int maxIteration_;
  int hotStartMaxIteration_;
  int nameDisc_;

  // Double parameters.
  double dualObjectiveLimit_;
  double primalObjectiveLimit_;
  double dualTolerance_;
  double primalTolerance_;
  double objOffset_;

  // String parameters
  std::string probName_;

  mutable void *info_[OsiLastHintParam];


  int hotStartCStatSize_;
  int *hotStartCStat_;
  double *hotStartCVal_;
  double *hotStartCDualVal_;

  int hotStartRStatSize_;
  int *hotStartRStat_;
  double *hotStartRVal_;
  double *hotStartRDualVal_;

  // Status information
  bool isIterationLimitReached_;
  bool isTimeLimitReached_;
  bool isAbandoned_;
  bool isObjLowerLimitReached_;
  bool isObjUpperLimitReached_;
  bool isPrimInfeasible_;
  bool isDualInfeasible_;
  bool isFeasible_;


  mutable int iter_used_;

  mutable double *obj_;

  mutable double *collower_;

  mutable double *colupper_;

  mutable char *ctype_;

  mutable char *rowsense_;

  mutable double *rhs_;

  mutable double *rowrange_;

  mutable double *rowlower_;

  mutable double *rowupper_;

  mutable double *colsol_;

  mutable double *rowsol_;

  mutable double *redcost_;

  mutable double *rowact_;

  mutable CoinPackedMatrix *matrixByRow_;

  mutable CoinPackedMatrix *matrixByCol_;

};

//#############################################################################
void OsiGlpkSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);

#endif // OsiGlpkSolverInterface_H

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