/home/coin/SVN-release/Cbc-1.1.1/Osi/src/OsiCpx/OsiCpxSolverInterface.hpp

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00001 //  LAST EDIT: Fri Aug 31 13:54:15 2001 by Tobias Pfender (opt14!bzfpfend) 
00002 //  Last edit to OsiSimplexMethods: 10/7/05 by F. Margot
00003 //-----------------------------------------------------------------------------
00004 // name:     OSI Interface for CPLEX
00005 // author:   Tobias Pfender
00006 //           Konrad-Zuse-Zentrum Berlin (Germany)
00007 //           email: pfender@zib.de
00008 // date:     09/25/2000
00009 // license:  this file may be freely distributed under the terms of CPL
00010 // comments: please scan this file for '???' and read the comments
00011 //-----------------------------------------------------------------------------
00012 // Copyright (C) 2000, Tobias Pfender, International Business Machines
00013 // Corporation and others.  All Rights Reserved.
00014 
00015 #ifndef OsiCpxSolverInterface_H
00016 #define OsiCpxSolverInterface_H
00017 
00018 #include <string>
00019 #include "cplex.h"
00020 #include "OsiSolverInterface.hpp"
00021 #include "CoinPackedMatrix.hpp"
00022 #include "CoinWarmStartBasis.hpp"
00023 
00024 // CPLEX 10.0 removed CPXERR_NO_INT_SOLN
00025 #if !defined(CPXERR_NO_INT_SOLN)
00026 #define CPXERR_NO_INT_SOLN CPXERR_NO_SOLN
00027 #endif
00028 
00029 
00035 class OsiCpxSolverInterface : virtual public OsiSolverInterface {
00036   friend void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00037   
00038 public:
00039   
00040   //---------------------------------------------------------------------------
00043 
00044   virtual void initialSolve();
00045   
00047   virtual void resolve();
00048   
00050   virtual void branchAndBound();
00052   
00053   //---------------------------------------------------------------------------
00069     // Set an integer parameter
00070     bool setIntParam(OsiIntParam key, int value);
00071     // Set an double parameter
00072     bool setDblParam(OsiDblParam key, double value);
00073     // Set a string parameter
00074     bool setStrParam(OsiStrParam key, const std::string & value);
00075     // Get an integer parameter
00076     bool getIntParam(OsiIntParam key, int& value) const;
00077     // Get an double parameter
00078     bool getDblParam(OsiDblParam key, double& value) const;
00079     // Get a string parameter
00080     bool getStrParam(OsiStrParam key, std::string& value) const;
00082 
00083   //---------------------------------------------------------------------------
00085 
00086 
00087     virtual bool isAbandoned() const;
00089     virtual bool isProvenOptimal() const;
00091     virtual bool isProvenPrimalInfeasible() const;
00093     virtual bool isProvenDualInfeasible() const;
00095     virtual bool isPrimalObjectiveLimitReached() const;
00097     virtual bool isDualObjectiveLimitReached() const;
00099     virtual bool isIterationLimitReached() const;
00101 
00102   //---------------------------------------------------------------------------
00105 
00112   inline CoinWarmStart *getEmptyWarmStart () const
00113   { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
00114 
00116     virtual CoinWarmStart* getWarmStart() const;
00119     virtual bool setWarmStart(const CoinWarmStart* warmstart);
00121 
00122   //---------------------------------------------------------------------------
00129 
00130     virtual void markHotStart();
00132     virtual void solveFromHotStart();
00134     virtual void unmarkHotStart();
00136 
00137   //---------------------------------------------------------------------------
00152 
00153       virtual int getNumCols() const;
00154   
00156       virtual int getNumRows() const;
00157   
00159       virtual int getNumElements() const;
00160   
00162       virtual const double * getColLower() const;
00163   
00165       virtual const double * getColUpper() const;
00166   
00176       virtual const char * getRowSense() const;
00177   
00186       virtual const double * getRightHandSide() const;
00187   
00196       virtual const double * getRowRange() const;
00197   
00199       virtual const double * getRowLower() const;
00200   
00202       virtual const double * getRowUpper() const;
00203   
00205       virtual const double * getObjCoefficients() const;
00206   
00208       virtual double getObjSense() const;
00209 
00211       virtual bool isContinuous(int colNumber) const;
00212 
00213 #if 0
00215       virtual bool isBinary(int columnNumber) const;
00216   
00221       virtual bool isInteger(int columnNumber) const;
00222   
00224       virtual bool isIntegerNonBinary(int columnNumber) const;
00225   
00227       virtual bool isFreeBinary(int columnNumber) const;
00228 #endif
00229   
00231       virtual const CoinPackedMatrix * getMatrixByRow() const;
00232   
00234       virtual const CoinPackedMatrix * getMatrixByCol() const;
00235   
00237       virtual double getInfinity() const;
00239     
00242 
00243       virtual const double * getColSolution() const;
00244   
00246       virtual const double * getRowPrice() const;
00247   
00249       virtual const double * getReducedCost() const;
00250   
00253       virtual const double * getRowActivity() const;
00254   
00256       virtual double getObjValue() const;
00257   
00260       virtual int getIterationCount() const;
00261   
00273       virtual std::vector<double*> getDualRays(int maxNumRays) const;
00285       virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
00286   
00287 #if 0
00288 
00290       virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
00291         const;
00292 #endif
00293 
00294 
00295   
00296   //---------------------------------------------------------------------------
00297 
00300     //-------------------------------------------------------------------------
00304       virtual void setObjCoeff( int elementIndex, double elementValue );
00305 
00307       virtual void setObjCoeffSet(const int* indexFirst,
00308                                   const int* indexLast,
00309                                   const double* coeffList);
00310 
00313       virtual void setColLower( int elementIndex, double elementValue );
00314       
00317       virtual void setColUpper( int elementIndex, double elementValue );
00318       
00322       virtual void setColBounds( int elementIndex,
00323                                  double lower, double upper );
00324     
00332       virtual void setColSetBounds(const int* indexFirst,
00333                                    const int* indexLast,
00334                                    const double* boundList);
00335       
00338       virtual void setRowLower( int elementIndex, double elementValue );
00339       
00342       virtual void setRowUpper( int elementIndex, double elementValue );
00343     
00347       virtual void setRowBounds( int elementIndex,
00348                                  double lower, double upper );
00349     
00351       virtual void setRowType(int index, char sense, double rightHandSide,
00352                               double range);
00353     
00361       virtual void setRowSetBounds(const int* indexFirst,
00362                                    const int* indexLast,
00363                                    const double* boundList);
00364     
00374       virtual void setRowSetTypes(const int* indexFirst,
00375                                   const int* indexLast,
00376                                   const char* senseList,
00377                                   const double* rhsList,
00378                                   const double* rangeList);
00380     
00381     //-------------------------------------------------------------------------
00385       virtual void setContinuous(int index);
00387       virtual void setInteger(int index);
00390       virtual void setContinuous(const int* indices, int len);
00393       virtual void setInteger(const int* indices, int len);
00395     
00396     //-------------------------------------------------------------------------
00398     virtual void setObjSense(double s);
00399     
00410     virtual void setColSolution(const double * colsol);
00411     
00422     virtual void setRowPrice(const double * rowprice);
00423     
00424     //-------------------------------------------------------------------------
00430       virtual void addCol(const CoinPackedVectorBase& vec,
00431                           const double collb, const double colub,   
00432                           const double obj);
00434       virtual void addCols(const int numcols,
00435                            const CoinPackedVectorBase * const * cols,
00436                            const double* collb, const double* colub,   
00437                            const double* obj);
00439       virtual void deleteCols(const int num, const int * colIndices);
00440     
00442       virtual void addRow(const CoinPackedVectorBase& vec,
00443                           const double rowlb, const double rowub);
00445       virtual void addRow(const CoinPackedVectorBase& vec,
00446                           const char rowsen, const double rowrhs,   
00447                           const double rowrng);
00449       virtual void addRows(const int numrows,
00450                            const CoinPackedVectorBase * const * rows,
00451                            const double* rowlb, const double* rowub);
00453       virtual void addRows(const int numrows,
00454                            const CoinPackedVectorBase * const * rows,
00455                            const char* rowsen, const double* rowrhs,   
00456                            const double* rowrng);
00458       virtual void deleteRows(const int num, const int * rowIndices);
00459     
00460 #if 0
00461   // ??? implemented in OsiSolverInterface
00462       //-----------------------------------------------------------------------
00484       virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
00485                                             double effectivenessLb = 0.0);
00486 #endif
00487 
00488 
00489 
00490   //---------------------------------------------------------------------------
00491 
00505     virtual void loadProblem(const CoinPackedMatrix& matrix,
00506                              const double* collb, const double* colub,   
00507                              const double* obj,
00508                              const double* rowlb, const double* rowub);
00509                             
00517     virtual void assignProblem(CoinPackedMatrix*& matrix,
00518                                double*& collb, double*& colub, double*& obj,
00519                                double*& rowlb, double*& rowub);
00520 
00533     virtual void loadProblem(const CoinPackedMatrix& matrix,
00534                              const double* collb, const double* colub,
00535                              const double* obj,
00536                              const char* rowsen, const double* rowrhs,   
00537                              const double* rowrng);
00538 
00546     virtual void assignProblem(CoinPackedMatrix*& matrix,
00547                                double*& collb, double*& colub, double*& obj,
00548                                char*& rowsen, double*& rowrhs,
00549                                double*& rowrng);
00550 
00553     virtual void loadProblem(const int numcols, const int numrows,
00554                              const int* start, const int* index,
00555                              const double* value,
00556                              const double* collb, const double* colub,   
00557                              const double* obj,
00558                              const double* rowlb, const double* rowub);
00559 
00562     virtual void loadProblem(const int numcols, const int numrows,
00563                              const int* start, const int* index,
00564                              const double* value,
00565                              const double* collb, const double* colub,   
00566                              const double* obj,
00567                              const char* rowsen, const double* rowrhs,   
00568                              const double* rowrng);
00569 
00571     virtual int readMps(const char *filename,
00572                          const char *extension = "mps");
00573 
00578     virtual void writeMps(const char *filename,
00579                           const char *extension = "mps",
00580                           double objSense=0.0) const;
00581 
00583 
00584   //---------------------------------------------------------------------------
00585 
00591   enum keepCachedFlag
00592   {
00594     KEEPCACHED_NONE    = 0,
00596     KEEPCACHED_COLUMN  = 1,
00598     KEEPCACHED_ROW     = 2,
00600     KEEPCACHED_MATRIX  = 4,
00602     KEEPCACHED_RESULTS = 8,
00604     KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
00606     KEEPCACHED_ALL     = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
00608     FREECACHED_COLUMN  = KEEPCACHED_PROBLEM & !KEEPCACHED_COLUMN,
00610     FREECACHED_ROW     = KEEPCACHED_PROBLEM & !KEEPCACHED_ROW,
00612     FREECACHED_MATRIX  = KEEPCACHED_PROBLEM & !KEEPCACHED_MATRIX,
00614     FREECACHED_RESULTS = KEEPCACHED_ALL & !KEEPCACHED_RESULTS
00615   };
00616   CPXLPptr getLpPtr( int keepCached = KEEPCACHED_NONE );
00617   
00619 
00620   CPXENVptr getEnvironmentPtr();
00622 
00624   const char* getCtype() const;
00625   
00635   static void incrementInstanceCounter(); 
00636   
00645   static void decrementInstanceCounter();
00646   
00648   static unsigned int getNumInstances();
00650 
00651   
00654 
00655   OsiCpxSolverInterface(); 
00656   
00658   virtual OsiSolverInterface * clone(bool copyData = true) const;
00659   
00661   OsiCpxSolverInterface( const OsiCpxSolverInterface& );
00662   
00664   OsiCpxSolverInterface& operator=( const OsiCpxSolverInterface& rhs );
00665   
00667   virtual ~OsiCpxSolverInterface();
00668 
00670   virtual void reset();
00672   
00673 /***************************************************************************/
00693 
00697   virtual int canDoSimplexInterface() const;
00698 
00702   virtual void enableSimplexInterface(int doingPrimal) {};
00703 
00707   virtual void disableSimplexInterface() {};
00708 
00712   virtual void enableFactorization() const {};
00713 
00717   virtual void disableFactorization() const {};
00718 
00720   virtual bool basisIsAvailable() const;
00721 
00725    virtual void getBasisStatus(int* cstat, int* rstat) const;
00726 
00728   virtual void getBInvARow(int row, double* z, double * slack=NULL) const;
00729 
00731   virtual void getBInvRow(int row, double* z) const;
00732 
00734   virtual void getBInvACol(int col, double* vec) const;
00735 
00737   virtual void getBInvCol(int col, double* vec) const;
00738 
00744   virtual void getBasics(int* index) const;
00746 /***************************************************************************/
00747 
00748 protected:
00749   
00752 
00753   virtual void applyRowCut( const OsiRowCut & rc );
00754   
00758   virtual void applyColCut( const OsiColCut & cc );
00760   
00761 private:
00764 
00765   void switchToLP();
00766 
00768   void switchToMIP();
00769 
00771   void resizeColType( int minsize );
00772 
00774   void freeColType();
00776 
00779 
00780   static CPXENVptr env_;
00782   static int cpxVersionMajor_;
00783   static int cpxVersionMinor_;
00784   static int cpxVersionMinorMinor_;
00786   static unsigned int numInstances_;
00788   
00789   
00792   
00794   CPXLPptr getMutableLpPtr() const;
00795   
00797   void gutsOfCopy( const OsiCpxSolverInterface & source );
00798   
00800   void gutsOfConstructor();
00801   
00803   void gutsOfDestructor();
00804 
00806   void freeCachedColRim();
00807 
00809   void freeCachedRowRim();
00810 
00812   void freeCachedResults();
00813   
00815   void freeCachedMatrix();
00816 
00818   void freeCachedData( int keepCached = KEEPCACHED_NONE );
00819 
00821   void freeAllMemory();
00822 
00824   void printBounds(); 
00826   
00827   
00830 
00831   mutable CPXLPptr lp_;
00832 
00834   int *hotStartCStat_;
00835   int hotStartCStatSize_;
00836   int *hotStartRStat_;
00837   int hotStartRStatSize_;
00838   int hotStartMaxIteration_;
00839 
00842 
00843   mutable double  *obj_;
00844   
00846   mutable double  *collower_;
00847   
00849   mutable double  *colupper_;
00850   
00852   mutable char    *rowsense_;
00853   
00855   mutable double  *rhs_;
00856   
00858   mutable double  *rowrange_;
00859   
00861   mutable double  *rowlower_;
00862   
00864   mutable double  *rowupper_;
00865   
00867   mutable double  *colsol_;
00868   
00870   mutable double  *rowsol_;
00871 
00873   mutable double  *redcost_;
00874 
00876   mutable double  *rowact_;
00877 
00879   mutable CoinPackedMatrix *matrixByRow_;  
00880   
00882   mutable CoinPackedMatrix *matrixByCol_;  
00884 
00887 
00888   char            *coltype_;
00889 
00891   int             coltypesize_;
00892   
00894   mutable bool    probtypemip_;
00895 
00897 };
00898 
00899 //#############################################################################
00905 void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00906 
00907 #endif
00908 

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