Bonmin::OsiTMINLPInterface Class Reference

This is class provides an Osi interface for a Mixed Integer Linear Program expressed as a TMINLP (so that we can use it for example as the continuous solver in Cbc). More...

#include <BonOsiTMINLPInterface.hpp>

Inheritance diagram for Bonmin::OsiTMINLPInterface:

Inheritance graph
[legend]
List of all members.

Public Types

 SOLUTION_FOUND
 found a feasible solution
 INFEASIBLE_SOLUTION_FOUND
 found an infeasible problem
 UNSOLVED_PROBLEM_FOUND
 found an unsolved problem
 WARNING_RESOLVING
 Warn that a problem is resolved.
 WARN_SUCCESS_WS
 Problem not solved with warm start but solved without.
 WARN_SUCCESS_RANDOM
 Subproblem not solve with warm start but solved with random point.
 WARN_CONTINUING_ON_FAILURE
 a failure occured but is continuing
 SUSPECT_PROBLEM
 Output the number of the problem.
 SUSPECT_PROBLEM2
 Output the number of the problem.
 IPOPT_SUMMARY
 Output summary statistics on Ipopt solution.
 BETTER_SOL
 Found a better solution with random values.
 LOG_HEAD
 Head of "civilized" log.
 LOG_FIRST_LINE
 First line (first solve) of log.
 LOG_LINE
 standard line (retry solving) of log.
 ALTERNATE_OBJECTIVE
 Recomputed integer feasible with alternate objective function.
 WARN_RESOLVE_BEFORE_INITIAL_SOLVE
 resolve() has been called but there was no previous call to initialSolve().
 ERROR_NO_TNLPSOLVER
 Trying to access non-existent TNLPSolver.
 WARNING_NON_CONVEX_OA
 Warn that there are equality or ranged constraints and OA may works bad.
 SOLVER_DISAGREE_STATUS
 Different solver gives different status for problem.
 SOLVER_DISAGREE_VALUE
 Different solver gives different optimal value for problem.
 OSITMINLPINTERFACE_DUMMY_END
enum  MessagesTypes {
  SOLUTION_FOUND, INFEASIBLE_SOLUTION_FOUND, UNSOLVED_PROBLEM_FOUND, WARNING_RESOLVING,
  WARN_SUCCESS_WS, WARN_SUCCESS_RANDOM, WARN_CONTINUING_ON_FAILURE, SUSPECT_PROBLEM,
  SUSPECT_PROBLEM2, IPOPT_SUMMARY, BETTER_SOL, LOG_HEAD,
  LOG_FIRST_LINE, LOG_LINE, ALTERNATE_OBJECTIVE, WARN_RESOLVE_BEFORE_INITIAL_SOLVE,
  ERROR_NO_TNLPSOLVER, WARNING_NON_CONVEX_OA, SOLVER_DISAGREE_STATUS, SOLVER_DISAGREE_VALUE,
  OSITMINLPINTERFACE_DUMMY_END
}
 Type of the messages specifically outputed by OsiTMINLPInterface. More...

Public Member Functions

TNLPSolver::UnsolvedErrornewUnsolvedError (int num, Ipopt::SmartPtr< TMINLP2TNLP > problem, std::string name)
void setNumIterationSuspect (int value)
const TMINLP2TNLPproblem () const
 get pointer to the TMINLP2TNLP adapter
TMINLP2TNLPproblem ()
const TMINLPmodel () const
Bonmin::TMINLPmodel ()
const Bonmin::TNLPSolversolver () const
TNLPSolversolver ()
Constructors and destructors
 OsiTMINLPInterface ()
 Default Constructor.
void initialize (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, Ipopt::SmartPtr< Ipopt::OptionsList > options, Ipopt::SmartPtr< Ipopt::Journalist > journalist_, Ipopt::SmartPtr< TMINLP > tminlp)
 Facilitator to initialize interface.
void setModel (Ipopt::SmartPtr< TMINLP > tminlp)
 Set the model to be solved by interface.
void setSolver (Ipopt::SmartPtr< TNLPSolver > app)
 Set the solver to be used by interface.
void use (Ipopt::SmartPtr< TMINLP2TNLP > tminlp2tnlp)
 Sets the TMINLP2TNLP to be used by the interface.
 OsiTMINLPInterface (const OsiTMINLPInterface &)
 Copy constructor.
OsiSolverInterface * clone (bool copyData=true) const
 Virtual copy constructor.
OsiTMINLPInterfaceoperator= (const OsiTMINLPInterface &rhs)
 Assignment operator.
virtual ~OsiTMINLPInterface ()
 Destructor.
void readOptionFile (const std::string &fileName)
 Read parameter file.
const Ipopt::SmartPtr< Ipopt::OptionsList > options () const
 Retrieve OsiTMINLPApplication option list.
Ipopt::SmartPtr< Ipopt::OptionsList > options ()
 Retrieve OsiTMINLPApplication option list.
Solve methods
virtual void initialSolve ()
 Solve initial continuous relaxation.
virtual void resolve ()
 Resolve the continuous relaxation after problem modification.
virtual void resolveForCost (int numretry, bool keepWs)
 Resolve the problem with different random starting points to try to find a better solution (only makes sense for a non-convex problem.
virtual void resolveForRobustness (int numretry)
 Method to be called when a problem has failed to be solved.
virtual void branchAndBound ()
 Nescessary for compatibility with OsiSolverInterface but does nothing.
Methods returning info on how the solution process terminated
virtual bool isAbandoned () const
 Are there a numerical difficulties?
virtual bool isProvenOptimal () const
 Is optimality proven?
virtual bool isProvenPrimalInfeasible () const
 Is primal infeasiblity proven?
virtual bool isProvenDualInfeasible () const
 Is dual infeasiblity proven?
virtual bool isPrimalObjectiveLimitReached () const
 Is the given primal objective limit reached?
virtual bool isDualObjectiveLimitReached () const
 Is the given dual objective limit reached?
virtual bool isIterationLimitReached () const
 Iteration limit reached?
void continuingOnAFailure ()
 Warn solver that branch-and-bound is continuing after a failure.
bool hasContinuedOnAFailure ()
 Did we continue on a failure.
void ignoreFailures ()
 tell to ignore the failures (don't throw, don't fathom, don't report)
void forceInfeasible ()
 Force current solution to be infeasible.
void forceBranchable ()
 Force current solution to be branched on (make it fractionnal with small objective).
Parameter set/get methods
The set methods return true if the parameter was set to the given value, false otherwise. There can be various reasons for failure: the given parameter is not applicable for the solver (e.g., refactorization frequency for the clp algorithm), the parameter is not yet implemented for the solver or simply the value of the parameter is out of the range the solver accepts. If a parameter setting call returns false check the details of your solver.

The get methods return true if the given parameter is applicable for the solver and is implemented. In this case the value of the parameter is returned in the second argument. Otherwise they return false.

bool setIntParam (OsiIntParam key, int value)
bool setDblParam (OsiDblParam key, double value)
bool setStrParam (OsiStrParam key, const std::string &value)
bool getIntParam (OsiIntParam key, int &value) const
bool getDblParam (OsiDblParam key, double &value) const
bool getStrParam (OsiStrParam key, std::string &value) const
double getPushFact () const
Methods related to querying the input data
virtual int getNumCols () const
 Get number of columns.
virtual int getNumRows () const
 Get number of rows.
const OsiSolverInterface::OsiNameVec & getVarNames ()
 get name of variables
virtual const double * getColLower () const
 Get pointer to array[getNumCols()] of column lower bounds.
virtual const double * getColUpper () const
 Get pointer to array[getNumCols()] of column upper bounds.
virtual const char * getRowSense () const
 Get pointer to array[getNumRows()] of row constraint senses.
virtual const double * getRightHandSide () const
 Get pointer to array[getNumRows()] of rows right-hand sides.
virtual const double * getRowRange () const
 Get pointer to array[getNumRows()] of row ranges.
virtual const double * getRowLower () const
 Get pointer to array[getNumRows()] of row lower bounds.
virtual const double * getRowUpper () const
 Get pointer to array[getNumRows()] of row upper bounds.
virtual double getObjSense () const
 Get objective function sense (1 for min (default), -1 for max) Always minimizes.
virtual bool isContinuous (int colNumber) const
 Return true if column is continuous.
virtual bool isBinary (int columnNumber) const
 Return true if column is binary.
virtual bool isInteger (int columnNumber) const
 Return true if column is integer.
virtual bool isIntegerNonBinary (int columnNumber) const
 Return true if column is general integer.
virtual bool isFreeBinary (int columnNumber) const
 Return true if column is binary and not fixed at either bound.
virtual double getInfinity () const
 Get solver's value for infinity.
const int * getPriorities () const
 Get priorities on integer variables.
const int * getBranchingDirections () const
 get prefered branching directions
const double * getUpPsCosts () const
 Get number of columns.
const double * getDownPsCosts () const
 Get number of columns.
Methods related to querying the solution
virtual const double * getColSolution () const
 Get pointer to array[getNumCols()] of primal solution vector.
virtual const double * getRowPrice () const
 Get pointer to array[getNumRows()] of dual prices.
virtual const double * getReducedCost () const
 Get a pointer to array[getNumCols()] of reduced costs.
virtual const double * getRowActivity () const
 Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.
virtual int getIterationCount () const
 Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
int nCallOptimizeTNLP ()
 get total number of calls to solve.
double totalNlpSolveTime ()
 get total time taken to solve NLP's.
int totalIterations ()
 get total number of iterations
Methods to modify the objective, bounds, and solution
virtual void setColLower (int elementIndex, double elementValue)
 Set a single column lower bound.
virtual void setColUpper (int elementIndex, double elementValue)
 Set a single column upper bound.
virtual void setColLower (const double *array)
 Set the lower bounds for all columns Use -getInfinity() for -infinity.
virtual void setColUpper (const double *array)
 Set Set the upper bounds for all columns Use getInfinity() for infinity.
virtual void setRowLower (int elementIndex, double elementValue)
 Set a single row lower bound.
virtual void setRowUpper (int elementIndex, double elementValue)
 Set a single row upper bound.
virtual void setRowType (int index, char sense, double rightHandSide, double range)
 Set the type of a single row.
virtual void setObjSense (double s)
 Set the objective function sense.
virtual void setColSolution (const double *colsol)
 Set the primal solution variable values.
virtual void setRowPrice (const double *rowprice)
 Set dual solution variable values.
WarmStart related methods (those should really do nothing for the moment)
virtual CoinWarmStart * getEmptyWarmStart () const
 Get an empty warm start object.
virtual CoinWarmStart * getWarmStart () const
 Get warmstarting information.
virtual bool setWarmStart (const CoinWarmStart *warmstart)
 Set warmstarting information.
void setExposeWarmStart (bool value)
 Get an empty warm start object.
bool getExposeWarmStart ()
 Get an empty warm start object.
void randomStartingPoint ()
 Get an empty warm start object.
virtual bool basisIsAvailable () const
 Get an empty warm start object.
Methods to set variable type
virtual void setContinuous (int index)
 Set the index-th variable to be a continuous variable.
virtual void setInteger (int index)
 Set the index-th variable to be an integer variable.
Dummy functions
Functions which have to be implemented in an OsiSolverInterface, but which do not do anything (but throwing exceptions) here in the case of a minlp solved using an nlp solver for continuous relaxations

virtual int getNumElements () const
 Cbc will understand that no matrix exsits if return -1.
virtual const double * getObjCoefficients () const
 This returns the objective function gradient at the current point.
virtual const CoinPackedMatrix * getMatrixByRow () const
 We have to keep this but it will return NULL.
virtual const CoinPackedMatrix * getMatrixByCol () const
 We have to keep this but it will return NULL.
virtual void setObjCoeff (int elementIndex, double elementValue)
 We have to keep this but it will throw an error.
virtual void addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
 We have to keep this but it will throw an error.
virtual void deleteCols (const int num, const int *colIndices)
 We have to keep this but it will throw an error.
virtual void addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
 We have to keep this but it will throw an error.
virtual void addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
 We have to keep this but it will throw an error.
virtual void deleteRows (const int num, const int *rowIndices)
 We have to keep this but it will throw an error.
virtual void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
 We have to keep this but it will throw an error.
virtual void assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub)
 We have to keep this but it will throw an error.
virtual void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
 We have to keep this but it will throw an error.
virtual void assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)
 We have to keep this but it will throw an error.
virtual void loadProblem (const int numcols, const int numrows, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
 We have to keep this but it will throw an error.
virtual void loadProblem (const int numcols, const int numrows, const int *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)
 We have to keep this but it will throw an error.
virtual int readMps (const char *filename, const char *extension="mps")
 We have to keep this but it will throw an error.
virtual void writeMps (const char *filename, const char *extension="mps", double objSense=0.0) const
 We have to keep this but it will throw an error.
virtual std::vector< double * > getDualRays (int maxNumRays) const
 Throws an error.
virtual std::vector< double * > getPrimalRays (int maxNumRays) const
 Throws an error.
Control of Ipopt output
void turnOffSolverOutput ()
void turnOnSolverOutput ()
Sets and Getss
virtual double getObjValue () const
 Get objective function value (can't use default).
Methods to build outer approximations
virtual void extractLinearRelaxation (OsiSolverInterface &si, const double *x, bool getObj=1)
 Extract a linear relaxation of the MINLP.
virtual void extractLinearRelaxation (OsiSolverInterface &si, bool getObj=1, bool solveNlp=1)
 Extract a linear relaxation of the MINLP.
void getOuterApproximation (OsiCuts &cs, bool getObj, const double *x2, bool global)
 Get the outer approximation constraints at the current optimal point.
void getOuterApproximation (OsiCuts &cs, const double *x, bool getObj, const double *x2, bool global)
 Get the outer approximation constraints at provided point.
virtual void getOuterApproximation (OsiCuts &cs, const double *x, bool getObj, const double *x2, double theta, bool global)
 Get the outer approximation constraints at the point x.
virtual void getConstraintOuterApproximation (OsiCuts &cs, int constraintNumber, const double *x, const double *x2, bool global)
 Get the outer approximation of a single constraint at the point x.
void getConstraintOuterApproximation (OsiCuts &cs, int constraintNumber, const double *x2, bool global)
 Get the outer approximation at current optimal point for given constraint.
void getBendersCut (OsiCuts &cs, const double *x, const double *lambda, bool getObj=1)
 Get the Benders cut at provided point with provided multipliers.
double getFeasibilityOuterApproximation (int n, const double *x_bar, const int *ind, OsiCuts &cs, bool addOnlyViolated, bool global)
 solve the problem of finding the closest point to x_bar in the subspace of coordinates given by ind (i.e., $ min \sum\limits_{i=1}^n (x_{ind[i]} -\overline{x}_i)^2 $ , and get the corresponding outer-approximation constraints.
double solveFeasibilityProblem (int n, const double *x_bar, const int *ind, double a, double s, int L)
 Given a point x_bar this solves the problem of finding the point which minimize a convex combination between the distance to x_bar and the original objective function f(x): $ min a * (\sum\limits_{i=1}^n ||x_{ind[i]} -\overline{x}_i)||_L) + (1 - a)* s *f(x) $.

Friends

class BonminParam

Classes

class  Messages
 Messages outputed by an OsiTMINLPInterface. More...
class  SimpleError
 Error class to throw exceptions from OsiTMINLPInterface. More...

Detailed Description

This is class provides an Osi interface for a Mixed Integer Linear Program expressed as a TMINLP (so that we can use it for example as the continuous solver in Cbc).

Definition at line 47 of file BonOsiTMINLPInterface.hpp.


Member Enumeration Documentation

enum Bonmin::OsiTMINLPInterface::MessagesTypes

Type of the messages specifically outputed by OsiTMINLPInterface.

Enumerator:
SOLUTION_FOUND  found a feasible solution
INFEASIBLE_SOLUTION_FOUND  found an infeasible problem
UNSOLVED_PROBLEM_FOUND  found an unsolved problem
WARNING_RESOLVING  Warn that a problem is resolved.
WARN_SUCCESS_WS  Problem not solved with warm start but solved without.
WARN_SUCCESS_RANDOM  Subproblem not solve with warm start but solved with random point.
WARN_CONTINUING_ON_FAILURE  a failure occured but is continuing
SUSPECT_PROBLEM  Output the number of the problem.
SUSPECT_PROBLEM2  Output the number of the problem.
IPOPT_SUMMARY  Output summary statistics on Ipopt solution.
BETTER_SOL  Found a better solution with random values.
LOG_HEAD  Head of "civilized" log.
LOG_FIRST_LINE  First line (first solve) of log.
LOG_LINE  standard line (retry solving) of log.
ALTERNATE_OBJECTIVE  Recomputed integer feasible with alternate objective function.
WARN_RESOLVE_BEFORE_INITIAL_SOLVE  resolve() has been called but there was no previous call to initialSolve().
ERROR_NO_TNLPSOLVER  Trying to access non-existent TNLPSolver.
WARNING_NON_CONVEX_OA  Warn that there are equality or ranged constraints and OA may works bad.
SOLVER_DISAGREE_STATUS  Different solver gives different status for problem.
SOLVER_DISAGREE_VALUE  Different solver gives different optimal value for problem.
OSITMINLPINTERFACE_DUMMY_END 

Definition at line 88 of file BonOsiTMINLPInterface.hpp.


Constructor & Destructor Documentation

Bonmin::OsiTMINLPInterface::OsiTMINLPInterface (  ) 

Default Constructor.

Definition at line 314 of file BonOsiTMINLPInterface.cpp.

Referenced by clone().

Bonmin::OsiTMINLPInterface::OsiTMINLPInterface ( const OsiTMINLPInterface  ) 

Copy constructor.

Definition at line 471 of file BonOsiTMINLPInterface.cpp.

References clone(), and getNumCols().

Bonmin::OsiTMINLPInterface::~OsiTMINLPInterface (  )  [virtual]

Destructor.

Definition at line 699 of file BonOsiTMINLPInterface.cpp.


Member Function Documentation

TNLPSolver::UnsolvedError* Bonmin::OsiTMINLPInterface::newUnsolvedError ( int  num,
Ipopt::SmartPtr< TMINLP2TNLP problem,
std::string  name 
) [inline]

Definition at line 81 of file BonOsiTMINLPInterface.hpp.

Referenced by resolveForRobustness(), and Bonmin::CbcNlpStrategy::status().

void Bonmin::OsiTMINLPInterface::initialize ( Ipopt::SmartPtr< Bonmin::RegisteredOptions roptions,
Ipopt::SmartPtr< Ipopt::OptionsList >  options,
Ipopt::SmartPtr< Ipopt::Journalist >  journalist_,
Ipopt::SmartPtr< TMINLP tminlp 
)

Facilitator to initialize interface.

Definition at line 368 of file BonOsiTMINLPInterface.cpp.

References setModel().

Referenced by Bonmin::BonminAmplSetup::fillOsiInterface(), Bonmin::BonminAmplSetup::initialize(), and Bonmin::BabSetupBase::use().

void Bonmin::OsiTMINLPInterface::setModel ( Ipopt::SmartPtr< TMINLP tminlp  ) 

Set the model to be solved by interface.

Referenced by initialize().

void Bonmin::OsiTMINLPInterface::setSolver ( Ipopt::SmartPtr< TNLPSolver app  ) 

Set the solver to be used by interface.

Definition at line 377 of file BonOsiTMINLPInterface.cpp.

Referenced by interfaceTest().

void Bonmin::OsiTMINLPInterface::use ( Ipopt::SmartPtr< TMINLP2TNLP tminlp2tnlp  )  [inline]

Sets the TMINLP2TNLP to be used by the interface.

Definition at line 145 of file BonOsiTMINLPInterface.hpp.

OsiSolverInterface * Bonmin::OsiTMINLPInterface::clone ( bool  copyData = true  )  const

Virtual copy constructor.

Definition at line 562 of file BonOsiTMINLPInterface.cpp.

References OsiTMINLPInterface().

Referenced by Bonmin::BabSetupBase::BabSetupBase(), Bonmin::BonminSetup::BonminSetup(), Bonmin::BonminSetup::initializeBHyb(), OsiTMINLPInterface(), and Bonmin::BabSetupBase::use().

OsiTMINLPInterface & Bonmin::OsiTMINLPInterface::operator= ( const OsiTMINLPInterface rhs  ) 

Assignment operator.

Definition at line 570 of file BonOsiTMINLPInterface.cpp.

References getNumRows().

void Bonmin::OsiTMINLPInterface::readOptionFile ( const std::string &  fileName  ) 

Read parameter file.

Definition at line 453 of file BonOsiTMINLPInterface.cpp.

References options().

const SmartPtr< OptionsList > Bonmin::OsiTMINLPInterface::options (  )  const

Retrieve OsiTMINLPApplication option list.

Definition at line 678 of file BonOsiTMINLPInterface.cpp.

References ERROR_NO_TNLPSOLVER.

Referenced by getDblParam(), main(), and readOptionFile().

SmartPtr< OptionsList > Bonmin::OsiTMINLPInterface::options (  ) 

Retrieve OsiTMINLPApplication option list.

Definition at line 688 of file BonOsiTMINLPInterface.cpp.

References ERROR_NO_TNLPSOLVER.

void Bonmin::OsiTMINLPInterface::initialSolve (  )  [virtual]

Solve initial continuous relaxation.

Only do it once at the root.

Definition at line 2541 of file BonOsiTMINLPInterface.cpp.

References getObjValue(), isAbandoned(), LOG_FIRST_LINE, resolveForCost(), and resolveForRobustness().

Referenced by enhancedOA(), extractLinearRelaxation(), FP(), FPGeneralIntegers(), iteratedFP(), main(), resolve(), testOptimAndSolutionQuery(), and testSetMethods().

void Bonmin::OsiTMINLPInterface::resolve (  )  [virtual]

Resolve the continuous relaxation after problem modification.

initialSolve may or may not have been called before this is called. In any case, this must solve the problem, and speed the process up if it can reuse any remnants of data that might exist from a previous solve.

Definition at line 2598 of file BonOsiTMINLPInterface.cpp.

References getObjValue(), initialSolve(), INT_BIAS, isAbandoned(), isProvenPrimalInfeasible(), LOG_FIRST_LINE, resolveForCost(), and resolveForRobustness().

Referenced by Bonmin::OaNlpOptim::generateCuts(), Bonmin::OaDecompositionBase::solveNlp(), and testSetMethods().

void Bonmin::OsiTMINLPInterface::resolveForCost ( int  numretry,
bool  keepWs 
) [virtual]

Resolve the problem with different random starting points to try to find a better solution (only makes sense for a non-convex problem.

Save current optimum.

Definition at line 759 of file BonOsiTMINLPInterface.cpp.

References BETTER_SOL, c, f, getColSolution(), getNumCols(), getNumRows(), getObjValue(), getRowPrice(), INFEASIBLE_SOLUTION_FOUND, isAbandoned(), isProvenOptimal(), LOG_LINE, Bonmin::make_referenced(), randomStartingPoint(), setColSolution(), setRowPrice(), SOLUTION_FOUND, UNSOLVED_PROBLEM_FOUND, and WARNING_RESOLVING.

Referenced by initialSolve(), and resolve().

void Bonmin::OsiTMINLPInterface::resolveForRobustness ( int  numretry  )  [virtual]

Method to be called when a problem has failed to be solved.

Will try to resolve it with different settings.

Definition at line 847 of file BonOsiTMINLPInterface.cpp.

References c, f, getObjValue(), getStrParam(), IPOPT_SUMMARY, isAbandoned(), LOG_LINE, newUnsolvedError(), problem(), randomStartingPoint(), Bonmin::TMINLP2TNLP::resetStartingPoint(), WARN_CONTINUING_ON_FAILURE, WARN_SUCCESS_RANDOM, WARN_SUCCESS_WS, and WARNING_RESOLVING.

Referenced by initialSolve(), and resolve().

virtual void Bonmin::OsiTMINLPInterface::branchAndBound (  )  [inline, virtual]

Nescessary for compatibility with OsiSolverInterface but does nothing.

Definition at line 192 of file BonOsiTMINLPInterface.hpp.

bool Bonmin::OsiTMINLPInterface::isAbandoned (  )  const [virtual]

Are there a numerical difficulties?

Definition at line 2655 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::computationError, Bonmin::TNLPSolver::exception, Bonmin::TNLPSolver::externalException, Bonmin::TNLPSolver::illDefinedProblem, Bonmin::TNLPSolver::illegalOption, and Bonmin::TNLPSolver::iterationLimit.

Referenced by Bonmin::OaNlpOptim::generateCuts(), initialSolve(), resolve(), resolveForCost(), resolveForRobustness(), and Bonmin::OaDecompositionBase::solveNlp().

bool Bonmin::OsiTMINLPInterface::isProvenOptimal (  )  const [virtual]

Is optimality proven?

Definition at line 2668 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::solvedOptimal, and Bonmin::TNLPSolver::solvedOptimalTol.

Referenced by enhancedOA(), FP(), FPGeneralIntegers(), Bonmin::OaNlpOptim::generateCuts(), iteratedFP(), resolveForCost(), Bonmin::OaDecompositionBase::solveNlp(), testOptimAndSolutionQuery(), and testSetMethods().

bool Bonmin::OsiTMINLPInterface::isProvenPrimalInfeasible (  )  const [virtual]

Is primal infeasiblity proven?

Definition at line 2674 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::provenInfeasible.

Referenced by resolve().

bool Bonmin::OsiTMINLPInterface::isProvenDualInfeasible (  )  const [virtual]

Is dual infeasiblity proven?

Definition at line 2679 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::unbounded.

bool Bonmin::OsiTMINLPInterface::isPrimalObjectiveLimitReached (  )  const [virtual]

Is the given primal objective limit reached?

Definition at line 2684 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isDualObjectiveLimitReached (  )  const [virtual]

Is the given dual objective limit reached?

Definition at line 2690 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::unbounded.

bool Bonmin::OsiTMINLPInterface::isIterationLimitReached (  )  const [virtual]

Iteration limit reached?

Definition at line 2697 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::iterationLimit.

Referenced by Bonmin::OaNlpOptim::generateCuts(), BM_lp::select_branching_candidates(), and Bonmin::OaDecompositionBase::solveNlp().

void Bonmin::OsiTMINLPInterface::continuingOnAFailure (  )  [inline]

Warn solver that branch-and-bound is continuing after a failure.

Definition at line 219 of file BonOsiTMINLPInterface.hpp.

bool Bonmin::OsiTMINLPInterface::hasContinuedOnAFailure (  )  [inline]

Did we continue on a failure.

Definition at line 224 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::ignoreFailures (  )  [inline]

tell to ignore the failures (don't throw, don't fathom, don't report)

Definition at line 229 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::BonminSetup::initializeBBB().

void Bonmin::OsiTMINLPInterface::forceInfeasible (  )  [inline]

Force current solution to be infeasible.

Definition at line 234 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::CbcNlpStrategy::status().

void Bonmin::OsiTMINLPInterface::forceBranchable (  )  [inline]

Force current solution to be branched on (make it fractionnal with small objective).

Definition at line 239 of file BonOsiTMINLPInterface.hpp.

Referenced by BM_lp::select_branching_candidates(), and Bonmin::CbcNlpStrategy::status().

bool Bonmin::OsiTMINLPInterface::setIntParam ( OsiIntParam  key,
int  value 
)

Definition at line 1386 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::setDblParam ( OsiDblParam  key,
double  value 
)

Definition at line 1416 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::setStrParam ( OsiStrParam  key,
const std::string &  value 
)

Definition at line 1455 of file BonOsiTMINLPInterface.cpp.

Referenced by Bonmin::AmplInterface::readAmplNlFile(), and FPInterface::readAmplNlFile2().

bool Bonmin::OsiTMINLPInterface::getIntParam ( OsiIntParam  key,
int &  value 
) const

Definition at line 1475 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::getDblParam ( OsiDblParam  key,
double &  value 
) const

Definition at line 1501 of file BonOsiTMINLPInterface.cpp.

References getInfinity(), and options().

Referenced by BM_lp::bbBranch(), and Bonmin::LpBranchingSolver::markHotStart().

bool Bonmin::OsiTMINLPInterface::getStrParam ( OsiStrParam  key,
std::string &  value 
) const

Definition at line 1537 of file BonOsiTMINLPInterface.cpp.

Referenced by enhancedOA(), iteratedFP(), main(), Bonmin::AmplInterface::readNames(), resolveForRobustness(), and Bonmin::CbcNlpStrategy::status().

double Bonmin::OsiTMINLPInterface::getPushFact (  )  const [inline]

Definition at line 277 of file BonOsiTMINLPInterface.hpp.

int Bonmin::OsiTMINLPInterface::getNumCols (  )  const [virtual]

Get number of columns.

Definition at line 956 of file BonOsiTMINLPInterface.cpp.

Referenced by BM_lp::bbBranch(), enhancedOA(), extractLinearRelaxation(), FP(), FPGeneralIntegers(), Bonmin::OaNlpOptim::generateCuts(), getConstraintOuterApproximation(), getObjCoefficients(), getReducedCost(), iteratedFP(), main(), Bonmin::CurvBranchingSolver::markHotStart(), OsiTMINLPInterface(), BM_lp::process_message(), randomStartingPoint(), Bonmin::AmplInterface::readAmplNlFile(), FPInterface::readAmplNlFile2(), resolveForCost(), setColSolution(), setRowPrice(), Bonmin::LpBranchingSolver::solveFromHotStart(), Bonmin::OaDecompositionBase::solveNlp(), testGetMethods(), testOa(), BM_lp::unpack_module_data(), and BM_tm::write_AMPL_solution().

int Bonmin::OsiTMINLPInterface::getNumRows (  )  const [virtual]

Get number of rows.

Definition at line 965 of file BonOsiTMINLPInterface.cpp.

Referenced by extractLinearRelaxation(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::CurvBranchingSolver::markHotStart(), operator=(), resolveForCost(), setRowPrice(), and testGetMethods().

const OsiSolverInterface::OsiNameVec & Bonmin::OsiTMINLPInterface::getVarNames (  ) 

get name of variables

Definition at line 987 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getColLower (  )  const [virtual]

Get pointer to array[getNumCols()] of column lower bounds.

Definition at line 971 of file BonOsiTMINLPInterface.cpp.

Referenced by BM_lp::bbBranch(), enhancedOA(), extractLinearRelaxation(), FPGeneralIntegers(), Bonmin::OaNlpOptim::generateCuts(), getConstraintOuterApproximation(), getOuterApproximation(), isFreeBinary(), iteratedFP(), randomStartingPoint(), Bonmin::LpBranchingSolver::solveFromHotStart(), Bonmin::CurvBranchingSolver::solveFromHotStart(), testGetMethods(), testSetMethods(), and BM_lp::unpack_module_data().

const double * Bonmin::OsiTMINLPInterface::getColUpper (  )  const [virtual]

Get pointer to array[getNumCols()] of column upper bounds.

Definition at line 977 of file BonOsiTMINLPInterface.cpp.

Referenced by BM_lp::bbBranch(), enhancedOA(), extractLinearRelaxation(), FPGeneralIntegers(), Bonmin::OaNlpOptim::generateCuts(), getConstraintOuterApproximation(), getOuterApproximation(), isFreeBinary(), iteratedFP(), randomStartingPoint(), Bonmin::LpBranchingSolver::solveFromHotStart(), Bonmin::CurvBranchingSolver::solveFromHotStart(), testGetMethods(), testSetMethods(), and BM_lp::unpack_module_data().

const char * Bonmin::OsiTMINLPInterface::getRowSense (  )  const [virtual]

Get pointer to array[getNumRows()] of row constraint senses.

Definition at line 1018 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getRightHandSide (  )  const [virtual]

Get pointer to array[getNumRows()] of rows right-hand sides.

Definition at line 1035 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getRowRange (  )  const [virtual]

Get pointer to array[getNumRows()] of row ranges.

Definition at line 1052 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getRowLower (  )  const [virtual]

Get pointer to array[getNumRows()] of row lower bounds.

Definition at line 1061 of file BonOsiTMINLPInterface.cpp.

Referenced by extractLinearRelaxation(), getConstraintOuterApproximation(), getOuterApproximation(), and testGetMethods().

const double * Bonmin::OsiTMINLPInterface::getRowUpper (  )  const [virtual]

Get pointer to array[getNumRows()] of row upper bounds.

Definition at line 1067 of file BonOsiTMINLPInterface.cpp.

Referenced by extractLinearRelaxation(), getConstraintOuterApproximation(), getOuterApproximation(), and testGetMethods().

virtual double Bonmin::OsiTMINLPInterface::getObjSense (  )  const [inline, virtual]

Get objective function sense (1 for min (default), -1 for max) Always minimizes.

Definition at line 353 of file BonOsiTMINLPInterface.hpp.

Referenced by testGetMethods(), and testOa().

bool Bonmin::OsiTMINLPInterface::isContinuous ( int  colNumber  )  const [virtual]

Return true if column is continuous.

Definition at line 1074 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TMINLP::CONTINUOUS.

Referenced by testGetMethods().

bool Bonmin::OsiTMINLPInterface::isBinary ( int  columnNumber  )  const [virtual]

Return true if column is binary.

Definition at line 1081 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TMINLP::BINARY.

Referenced by testGetMethods().

bool Bonmin::OsiTMINLPInterface::isInteger ( int  columnNumber  )  const [virtual]

Return true if column is integer.

Note: This function returns true if the the column is binary or a general integer.

Definition at line 1091 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TMINLP::BINARY, and Bonmin::TMINLP::INTEGER.

Referenced by enhancedOA(), extractLinearRelaxation(), FP(), FPGeneralIntegers(), Bonmin::OaNlpOptim::generateCuts(), BM_tm::initialize_core(), iteratedFP(), main(), testGetMethods(), testOa(), and BM_lp::unpack_module_data().

bool Bonmin::OsiTMINLPInterface::isIntegerNonBinary ( int  columnNumber  )  const [virtual]

Return true if column is general integer.

Definition at line 1099 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TMINLP::INTEGER.

Referenced by testGetMethods().

bool Bonmin::OsiTMINLPInterface::isFreeBinary ( int  columnNumber  )  const [virtual]

Return true if column is binary and not fixed at either bound.

Definition at line 1105 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TMINLP::BINARY, e, getColLower(), and getColUpper().

Referenced by testGetMethods().

double Bonmin::OsiTMINLPInterface::getInfinity (  )  const [virtual]

Get solver's value for infinity.

Definition at line 1113 of file BonOsiTMINLPInterface.cpp.

Referenced by extractLinearRelaxation(), getConstraintOuterApproximation(), getDblParam(), getOuterApproximation(), and testGetMethods().

const int* Bonmin::OsiTMINLPInterface::getPriorities (  )  const [inline]

Get priorities on integer variables.

Definition at line 380 of file BonOsiTMINLPInterface.hpp.

References Bonmin::TMINLP::BranchingInfo::priorities.

Referenced by Bonmin::BabSetupBase::addSos(), Bonmin::BabSetupBase::setPriorities(), and BM_lp::unpack_module_data().

const int* Bonmin::OsiTMINLPInterface::getBranchingDirections (  )  const [inline]

get prefered branching directions

Definition at line 388 of file BonOsiTMINLPInterface.hpp.

References Bonmin::TMINLP::BranchingInfo::branchingDirections.

Referenced by Bonmin::BabSetupBase::setPriorities().

const double* Bonmin::OsiTMINLPInterface::getUpPsCosts (  )  const [inline]

Get number of columns.

Definition at line 395 of file BonOsiTMINLPInterface.hpp.

References Bonmin::TMINLP::BranchingInfo::upPsCosts.

Referenced by Bonmin::BabSetupBase::setPriorities().

const double* Bonmin::OsiTMINLPInterface::getDownPsCosts (  )  const [inline]

Get number of columns.

Definition at line 402 of file BonOsiTMINLPInterface.hpp.

References Bonmin::TMINLP::BranchingInfo::downPsCosts.

const double * Bonmin::OsiTMINLPInterface::getColSolution (  )  const [virtual]

Get pointer to array[getNumCols()] of primal solution vector.

Definition at line 1120 of file BonOsiTMINLPInterface.cpp.

Referenced by enhancedOA(), extractLinearRelaxation(), FP(), FPGeneralIntegers(), Bonmin::OaNlpOptim::generateCuts(), getConstraintOuterApproximation(), getFeasibilityOuterApproximation(), getOuterApproximation(), iteratedFP(), main(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), resolveForCost(), Bonmin::OaDecompositionBase::solveNlp(), testFp(), testOptimAndSolutionQuery(), and testSetMethods().

const double * Bonmin::OsiTMINLPInterface::getRowPrice (  )  const [virtual]

Get pointer to array[getNumRows()] of dual prices.

Definition at line 1130 of file BonOsiTMINLPInterface.cpp.

Referenced by extractLinearRelaxation(), FP(), FPGeneralIntegers(), getConstraintOuterApproximation(), getOuterApproximation(), resolveForCost(), and testOptimAndSolutionQuery().

const double * Bonmin::OsiTMINLPInterface::getReducedCost (  )  const [virtual]

Get a pointer to array[getNumCols()] of reduced costs.

Definition at line 1140 of file BonOsiTMINLPInterface.cpp.

References getNumCols().

const double * Bonmin::OsiTMINLPInterface::getRowActivity (  )  const [virtual]

Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.

Definition at line 1153 of file BonOsiTMINLPInterface.cpp.

Referenced by testOptimAndSolutionQuery().

int Bonmin::OsiTMINLPInterface::getIterationCount (  )  const [virtual]

Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.

Todo:
Figure out what it could mean for Ipopt.

Definition at line 1162 of file BonOsiTMINLPInterface.cpp.

Referenced by FP(), FPGeneralIntegers(), Bonmin::OaDecompositionBase::solveNlp(), and testOptimAndSolutionQuery().

int Bonmin::OsiTMINLPInterface::nCallOptimizeTNLP (  )  [inline]

get total number of calls to solve.

Definition at line 436 of file BonOsiTMINLPInterface.hpp.

double Bonmin::OsiTMINLPInterface::totalNlpSolveTime (  )  [inline]

get total time taken to solve NLP's.

Definition at line 441 of file BonOsiTMINLPInterface.hpp.

int Bonmin::OsiTMINLPInterface::totalIterations (  )  [inline]

get total number of iterations

Definition at line 446 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::setColLower ( int  elementIndex,
double  elementValue 
) [virtual]

Set a single column lower bound.

Use -getInfinity() for -infinity.

Definition at line 1171 of file BonOsiTMINLPInterface.cpp.

Referenced by enhancedOA(), FP(), FPGeneralIntegers(), BM_lp::initialize_new_search_tree_node(), iteratedFP(), BM_lp::process_message(), Bonmin::BoundsReader::readAndApply(), testGetMethods(), and testSetMethods().

void Bonmin::OsiTMINLPInterface::setColUpper ( int  elementIndex,
double  elementValue 
) [virtual]

Set a single column upper bound.

Use getInfinity() for infinity.

Definition at line 1181 of file BonOsiTMINLPInterface.cpp.

Referenced by enhancedOA(), FP(), FPGeneralIntegers(), BM_lp::initialize_new_search_tree_node(), iteratedFP(), BM_lp::process_message(), Bonmin::BoundsReader::readAndApply(), and testSetMethods().

void Bonmin::OsiTMINLPInterface::setColLower ( const double *  array  )  [virtual]

Set the lower bounds for all columns Use -getInfinity() for -infinity.

Definition at line 1191 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setColUpper ( const double *  array  )  [virtual]

Set Set the upper bounds for all columns Use getInfinity() for infinity.

Definition at line 1201 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setRowLower ( int  elementIndex,
double  elementValue 
) [virtual]

Set a single row lower bound.

Use -getInfinity() for -infinity.

Definition at line 1211 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setRowUpper ( int  elementIndex,
double  elementValue 
) [virtual]

Set a single row upper bound.

Use getInfinity() for infinity.

Definition at line 1221 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setRowType ( int  index,
char  sense,
double  rightHandSide,
double  range 
) [virtual]

Set the type of a single row.

Definition at line 1230 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setObjSense ( double  s  )  [virtual]

Set the objective function sense.

(1 for min (default), -1 for max)

Todo:
Make it work.
Bug:
Can not treat maximisation problems.

Definition at line 1242 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setColSolution ( const double *  colsol  )  [virtual]

Set the primal solution variable values.

Warning:
getColSolution will never return this vector (unless it is optimal).

Definition at line 1259 of file BonOsiTMINLPInterface.cpp.

References getNumCols().

Referenced by extractLinearRelaxation(), FP(), FPGeneralIntegers(), randomStartingPoint(), Bonmin::StartPointReader::readAndApply(), and resolveForCost().

void Bonmin::OsiTMINLPInterface::setRowPrice ( const double *  rowprice  )  [virtual]

Set dual solution variable values.

set the values for the starting point.

Warning:
getRowPrice will never return this vector (unless it is optimal).

Definition at line 1276 of file BonOsiTMINLPInterface.cpp.

References getNumCols(), and getNumRows().

Referenced by extractLinearRelaxation(), FP(), FPGeneralIntegers(), Bonmin::StartPointReader::readAndApply(), and resolveForCost().

CoinWarmStart * Bonmin::OsiTMINLPInterface::getEmptyWarmStart (  )  const [virtual]

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 1289 of file BonOsiTMINLPInterface.cpp.

Referenced by getWarmStart().

CoinWarmStart * Bonmin::OsiTMINLPInterface::getWarmStart (  )  const [virtual]

Get warmstarting information.

Definition at line 1294 of file BonOsiTMINLPInterface.cpp.

References getEmptyWarmStart().

Referenced by testSetMethods().

bool Bonmin::OsiTMINLPInterface::setWarmStart ( const CoinWarmStart *  warmstart  )  [virtual]

Set warmstarting information.

Return true/false depending on whether the warmstart information was accepted or not.

Definition at line 1306 of file BonOsiTMINLPInterface.cpp.

Referenced by testSetMethods().

void Bonmin::OsiTMINLPInterface::setExposeWarmStart ( bool  value  )  [inline]

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 530 of file BonOsiTMINLPInterface.hpp.

Referenced by interfaceTest().

bool Bonmin::OsiTMINLPInterface::getExposeWarmStart (  )  [inline]

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 534 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::randomStartingPoint (  ) 

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 1556 of file BonOsiTMINLPInterface.cpp.

References getColLower(), getColUpper(), getNumCols(), Bonmin::TMINLP::PerturbInfo::GetPerturbationArray(), and setColSolution().

Referenced by resolveForCost(), and resolveForRobustness().

virtual bool Bonmin::OsiTMINLPInterface::basisIsAvailable (  )  const [inline, virtual]

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 541 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::setContinuous ( int  index  )  [virtual]

Set the index-th variable to be a continuous variable.

Definition at line 1361 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TMINLP::CONTINUOUS.

void Bonmin::OsiTMINLPInterface::setInteger ( int  index  )  [virtual]

Set the index-th variable to be an integer variable.

Definition at line 1368 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TMINLP::INTEGER.

void Bonmin::OsiTMINLPInterface::setNumIterationSuspect ( int  value  )  [inline]

Definition at line 560 of file BonOsiTMINLPInterface.hpp.

virtual int Bonmin::OsiTMINLPInterface::getNumElements (  )  const [inline, virtual]

Cbc will understand that no matrix exsits if return -1.

Definition at line 573 of file BonOsiTMINLPInterface.hpp.

const double * Bonmin::OsiTMINLPInterface::getObjCoefficients (  )  const [virtual]

This returns the objective function gradient at the current point.

It seems to be required for Cbc's pseudo cost initialization

Definition at line 2823 of file BonOsiTMINLPInterface.cpp.

References getNumCols().

virtual const CoinPackedMatrix* Bonmin::OsiTMINLPInterface::getMatrixByRow (  )  const [inline, virtual]

We have to keep this but it will return NULL.

Definition at line 587 of file BonOsiTMINLPInterface.hpp.

virtual const CoinPackedMatrix* Bonmin::OsiTMINLPInterface::getMatrixByCol (  )  const [inline, virtual]

We have to keep this but it will return NULL.

Definition at line 595 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::setObjCoeff ( int  elementIndex,
double  elementValue 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 602 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::addCol ( const CoinPackedVectorBase &  vec,
const double  collb,
const double  colub,
const double  obj 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 610 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::deleteCols ( const int  num,
const int *  colIndices 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 619 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::addRow ( const CoinPackedVectorBase &  vec,
const double  rowlb,
const double  rowub 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 627 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::addRow ( const CoinPackedVectorBase &  vec,
const char  rowsen,
const double  rowrhs,
const double  rowrng 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 635 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::deleteRows ( const int  num,
const int *  rowIndices 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 644 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::loadProblem ( const CoinPackedMatrix &  matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 654 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::assignProblem ( CoinPackedMatrix *&  matrix,
double *&  collb,
double *&  colub,
double *&  obj,
double *&  rowlb,
double *&  rowub 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 666 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::loadProblem ( const CoinPackedMatrix &  matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const char *  rowsen,
const double *  rowrhs,
const double *  rowrng 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 676 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::assignProblem ( CoinPackedMatrix *&  matrix,
double *&  collb,
double *&  colub,
double *&  obj,
char *&  rowsen,
double *&  rowrhs,
double *&  rowrng 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 688 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::loadProblem ( const int  numcols,
const int  numrows,
const int *  start,
const int *  index,
const double *  value,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 700 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::loadProblem ( const int  numcols,
const int  numrows,
const int *  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 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 713 of file BonOsiTMINLPInterface.hpp.

virtual int Bonmin::OsiTMINLPInterface::readMps ( const char *  filename,
const char *  extension = "mps" 
) [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 727 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::writeMps ( const char *  filename,
const char *  extension = "mps",
double  objSense = 0.0 
) const [inline, virtual]

We have to keep this but it will throw an error.

Definition at line 737 of file BonOsiTMINLPInterface.hpp.

virtual std::vector<double*> Bonmin::OsiTMINLPInterface::getDualRays ( int  maxNumRays  )  const [inline, virtual]

Throws an error.

Definition at line 746 of file BonOsiTMINLPInterface.hpp.

virtual std::vector<double*> Bonmin::OsiTMINLPInterface::getPrimalRays ( int  maxNumRays  )  const [inline, virtual]

Throws an error.

Definition at line 753 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::turnOffSolverOutput (  )  [inline]

Definition at line 770 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::turnOnSolverOutput (  )  [inline]

Definition at line 772 of file BonOsiTMINLPInterface.hpp.

Referenced by enhancedOA(), and iteratedFP().

double Bonmin::OsiTMINLPInterface::getObjValue (  )  const [virtual]

Get objective function value (can't use default).

Definition at line 1376 of file BonOsiTMINLPInterface.cpp.

Referenced by enhancedOA(), FP(), FPGeneralIntegers(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::EcpCuts::generateCuts(), initialSolve(), iteratedFP(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), resolve(), resolveForCost(), resolveForRobustness(), solveFeasibilityProblem(), Bonmin::OaDecompositionBase::solveNlp(), and testOptimAndSolutionQuery().

const TMINLP2TNLP* Bonmin::OsiTMINLPInterface::problem (  )  const [inline]

get pointer to the TMINLP2TNLP adapter

Definition at line 784 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::Bab::branchAndBound(), extractLinearRelaxation(), Bonmin::QpBranchingSolver::markHotStart(), Bonmin::CurvBranchingSolver::markHotStart(), resolveForRobustness(), Bonmin::LpBranchingSolver::solveFromHotStart(), Bonmin::CurvBranchingSolver::solveFromHotStart(), and Bonmin::CbcNlpStrategy::status().

TMINLP2TNLP* Bonmin::OsiTMINLPInterface::problem (  )  [inline]

Definition at line 789 of file BonOsiTMINLPInterface.hpp.

const TMINLP* Bonmin::OsiTMINLPInterface::model (  )  const [inline]

Definition at line 794 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::BabSetupBase::addSos(), BM_tm::initialize_core(), BM_lp::unpack_module_data(), and BM_tm::write_AMPL_solution().

Bonmin::TMINLP* Bonmin::OsiTMINLPInterface::model (  )  [inline]

Definition at line 799 of file BonOsiTMINLPInterface.hpp.

const Bonmin::TNLPSolver* Bonmin::OsiTMINLPInterface::solver (  )  const [inline]

Definition at line 804 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::Bab::branchAndBound(), FP(), FPGeneralIntegers(), Bonmin::BonminAmplSetup::initialize(), Bonmin::LpBranchingSolver::LpBranchingSolver(), main(), Bonmin::QpBranchingSolver::markHotStart(), Bonmin::StartPointReader::readAndApply(), Bonmin::StrongBranchingSolver::StrongBranchingSolver(), and Bonmin::BabSetupBase::use().

TNLPSolver* Bonmin::OsiTMINLPInterface::solver (  )  [inline]

Definition at line 809 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::extractLinearRelaxation ( OsiSolverInterface &  si,
const double *  x,
bool  getObj = 1 
) [virtual]

Extract a linear relaxation of the MINLP.

Use user-provided point to build first-order outer-approximation constraints at the optimum. And put it in an OsiSolverInterface.

Definition at line 2120 of file BonOsiTMINLPInterface.cpp.

References Bonmin::cleanNnz(), e, getColLower(), getColSolution(), getColUpper(), getInfinity(), getNumCols(), getNumRows(), getRowLower(), getRowPrice(), getRowUpper(), infty, isInteger(), Bonmin::WarnedForNonConvexOa, and WARNING_NON_CONVEX_OA.

Referenced by Bonmin::BonminSetup::BonminSetup(), enhancedOA(), extractLinearRelaxation(), Bonmin::BonminSetup::initializeBHyb(), iteratedFP(), Bonmin::LpBranchingSolver::markHotStart(), Bonmin::OACutGenerator2::OACutGenerator2(), and testOa().

virtual void Bonmin::OsiTMINLPInterface::extractLinearRelaxation ( OsiSolverInterface &  si,
bool  getObj = 1,
bool  solveNlp = 1 
) [inline, virtual]

Extract a linear relaxation of the MINLP.

Solve the continuous relaxation and takes first-order outer-approximation constraints at the optimum. The put everything in an OsiSolverInterface.

Definition at line 828 of file BonOsiTMINLPInterface.hpp.

References extractLinearRelaxation(), getColSolution(), initialSolve(), problem(), setColSolution(), and setRowPrice().

void Bonmin::OsiTMINLPInterface::getOuterApproximation ( OsiCuts &  cs,
bool  getObj,
const double *  x2,
bool  global 
) [inline]

Get the outer approximation constraints at the current optimal point.

If x2 is different from NULL only add cuts violated by x2. (Only get outer-approximations of nonlinear constraints of the problem.)

Definition at line 843 of file BonOsiTMINLPInterface.hpp.

References getColSolution().

Referenced by enhancedOA(), FP(), FPGeneralIntegers(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::EcpCuts::generateCuts(), getFeasibilityOuterApproximation(), getOuterApproximation(), Bonmin::BonminSetup::initializeBHyb(), iteratedFP(), Bonmin::OaFeasibilityChecker::performOa(), and Bonmin::OACutGenerator2::performOa().

void Bonmin::OsiTMINLPInterface::getOuterApproximation ( OsiCuts &  cs,
const double *  x,
bool  getObj,
const double *  x2,
bool  global 
) [inline]

Get the outer approximation constraints at provided point.

If x2 is different from NULL only add cuts violated by x2. (Only get outer-approximations of nonlinear constraints of the problem.)

Definition at line 851 of file BonOsiTMINLPInterface.hpp.

References getOuterApproximation().

void Bonmin::OsiTMINLPInterface::getOuterApproximation ( OsiCuts &  cs,
const double *  x,
bool  getObj,
const double *  x2,
double  theta,
bool  global 
) [virtual]

Get the outer approximation constraints at the point x.

If x2 is different from NULL only add cuts violated by x2 by more than delta. (Only get outer-approximations of nonlinear constraints of the problem.)

Definition at line 1736 of file BonOsiTMINLPInterface.cpp.

References Bonmin::cleanNnz(), e, getColLower(), getColUpper(), getInfinity(), getRowLower(), getRowPrice(), getRowUpper(), and infty.

void Bonmin::OsiTMINLPInterface::getConstraintOuterApproximation ( OsiCuts &  cs,
int  constraintNumber,
const double *  x,
const double *  x2,
bool  global 
) [virtual]

Get the outer approximation of a single constraint at the point x.

Definition at line 1949 of file BonOsiTMINLPInterface.cpp.

References Bonmin::cleanNnz(), getColLower(), getColUpper(), getInfinity(), getNumCols(), getRowLower(), getRowPrice(), getRowUpper(), and infty.

Referenced by getConstraintOuterApproximation().

void Bonmin::OsiTMINLPInterface::getConstraintOuterApproximation ( OsiCuts &  cs,
int  constraintNumber,
const double *  x2,
bool  global 
) [inline]

Get the outer approximation at current optimal point for given constraint.

Definition at line 866 of file BonOsiTMINLPInterface.hpp.

References getColSolution(), and getConstraintOuterApproximation().

void Bonmin::OsiTMINLPInterface::getBendersCut ( OsiCuts &  cs,
const double *  x,
const double *  lambda,
bool  getObj = 1 
)

Get the Benders cut at provided point with provided multipliers.

double Bonmin::OsiTMINLPInterface::getFeasibilityOuterApproximation ( int  n,
const double *  x_bar,
const int *  ind,
OsiCuts &  cs,
bool  addOnlyViolated,
bool  global 
)

solve the problem of finding the closest point to x_bar in the subspace of coordinates given by ind (i.e., $ min \sum\limits_{i=1}^n (x_{ind[i]} -\overline{x}_i)^2 $ , and get the corresponding outer-approximation constraints.

(Only get outer-approximations of nonlinear constraints of the problem.)

Returns:
Distance between feasibility set and x
Parameters:
n number of element in arrays x and ind
ind indices of the coordinate

Definition at line 2108 of file BonOsiTMINLPInterface.cpp.

References getColSolution(), getOuterApproximation(), and solveFeasibilityProblem().

Referenced by enhancedOA(), FP(), FPGeneralIntegers(), iteratedFP(), and testFp().

double Bonmin::OsiTMINLPInterface::solveFeasibilityProblem ( int  n,
const double *  x_bar,
const int *  ind,
double  a,
double  s,
int  L 
)

Given a point x_bar this solves the problem of finding the point which minimize a convex combination between the distance to x_bar and the original objective function f(x): $ min a * (\sum\limits_{i=1}^n ||x_{ind[i]} -\overline{x}_i)||_L) + (1 - a)* s *f(x) $.

Returns:
Distance between feasibility set a x_bar on components in ind
Parameters:
n number of elements in array x_bar and ind
s scaling of the original objective.
a Combination to take between feasibility and original objective (must be between 0 and 1).
L L-norm to use (can be either 1 or 2).

Definition at line 2059 of file BonOsiTMINLPInterface.cpp.

References getObjValue().

Referenced by getFeasibilityOuterApproximation().


Friends And Related Function Documentation

friend class BonminParam [friend]

Definition at line 49 of file BonOsiTMINLPInterface.hpp.


The documentation for this class was generated from the following files:
Generated on Tue Sep 30 03:03:05 2008 by  doxygen 1.4.7