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

 None
 FakeBasis
 Optimum
 InteriorPoint
 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  WarmStartModes { None, FakeBasis, Optimum, InteriorPoint }
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
const std::list< Ipopt::SmartPtr<
TNLPSolver > > & 
debug_apps () 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, const std::string &prefix, Ipopt::SmartPtr< TMINLP > tminlp)
 Facilitator to initialize interface.
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.
const char * prefix () const
 Default Constructor.
Solve methods
virtual void initialSolve ()
 Solve initial continuous relaxation.
virtual void initialSolve (const char *whereFrom)
 Solve initial continuous relaxation (precising from where).
virtual void resolve ()
 Resolve the continuous relaxation after problem modification.
virtual void resolve (const char *whereFrom)
 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.
double getNewCutoffDecr ()
 Are there a numerical difficulties?
void setNewCutoffDecr (double d)
 Are there a numerical difficulties?
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
Problem information methods
These methods call the solver's query routines to return information about the problem referred to by the current object. Querying a problem that has no data associated with it result in zeros for the number of rows and columns, and NULL pointers from the methods that return vectors.

Const pointers returned from any data-query method are valid as long as the data is unchanged and the solver is not called.

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 setWarmStartMode (int mode)
 Get an empty warm start object.
WarmStartModes getWarmStartMode ()
 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, bool fullRay=false) const
 Throws an error.
virtual std::vector< double * > getPrimalRays (int maxNumRays) const
 Throws an error.
Control of Ipopt output
void setSolverOutputToDefault ()
void forceSolverOutput (int log_level)
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 addObjectiveFunction (OsiSolverInterface &si, const double *x)
 Add constraint corresponding to objective function.
virtual void extractLinearRelaxation (OsiSolverInterface &si, bool getObj=1, bool solveNlp=1)
 Extract a linear relaxation of the MINLP.
void getOuterApproximation (OsiCuts &cs, int getObj, const double *x2, bool global)
 Get the outer approximation constraints at the current optimal point.
void getOuterApproximation (OsiCuts &cs, const double *x, int getObj, const double *x2, bool global)
 Get the outer approximation constraints at provided point.
virtual void getOuterApproximation (OsiCuts &cs, const double *x, int 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, bool global)
 Get a benders cut from solution.
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::WarmStartModes

Enumerator:
None 
FakeBasis 
Optimum 
InteriorPoint 

Definition at line 86 of file BonOsiTMINLPInterface.hpp.

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 93 of file BonOsiTMINLPInterface.hpp.


Constructor & Destructor Documentation

Bonmin::OsiTMINLPInterface::OsiTMINLPInterface (  ) 

Default Constructor.

Definition at line 356 of file BonOsiTMINLPInterface.cpp.

Referenced by clone().

Bonmin::OsiTMINLPInterface::OsiTMINLPInterface ( const OsiTMINLPInterface  ) 

Copy constructor.

Definition at line 522 of file BonOsiTMINLPInterface.cpp.

References clone(), and getNumCols().

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

Destructor.

Definition at line 759 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,
const std::string &  prefix,
Ipopt::SmartPtr< TMINLP tminlp 
)

Facilitator to initialize interface.

Definition at line 418 of file BonOsiTMINLPInterface.cpp.

References setModel().

Referenced by Bonmin::BonminAmplSetup::fillOsiInterface(), initialize(), Bonmin::BonminAmplSetup::initialize(), Couenne::CouenneIterativeRounding::setNlp(), CouenneSolver::solve(), and Bonmin::BabSetupBase::use().

void Bonmin::OsiTMINLPInterface::initialize ( Ipopt::SmartPtr< Bonmin::RegisteredOptions roptions,
Ipopt::SmartPtr< Ipopt::OptionsList >  options,
Ipopt::SmartPtr< Ipopt::Journalist >  journalist,
Ipopt::SmartPtr< TMINLP tminlp 
) [inline]

Facilitator to initialize interface.

Definition at line 147 of file BonOsiTMINLPInterface.hpp.

References initialize().

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

Set the model to be solved by interface.

Referenced by initialize(), and CouenneSolver::solve().

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

Set the solver to be used by interface.

Definition at line 428 of file BonOsiTMINLPInterface.cpp.

Referenced by interfaceTest(), and CouenneSolver::solve().

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

Sets the TMINLP2TNLP to be used by the interface.

Definition at line 3073 of file BonOsiTMINLPInterface.cpp.

Referenced by Couenne::CouenneIterativeRounding::setNlp(), and Bonmin::BabSetupBase::use().

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

Virtual copy constructor.

Definition at line 614 of file BonOsiTMINLPInterface.cpp.

References OsiTMINLPInterface().

Referenced by Bonmin::BabSetupBase::BabSetupBase(), Couenne::CouenneIterativeRounding::CouenneIterativeRounding(), Couenne::NlpSolveHeuristic::NlpSolveHeuristic(), OsiTMINLPInterface(), Couenne::NlpSolveHeuristic::setNlp(), Bonmin::PumpForMinlp::solution(), Bonmin::MilpRounding::solution(), Bonmin::HeuristicRINS::solution(), Bonmin::HeuristicLocalBranching::solution(), Bonmin::HeuristicFPump::solution(), Bonmin::HeuristicDiveMIP::solution(), Bonmin::HeuristicDive::solution(), Bonmin::FixAndSolveHeuristic::solution(), Bonmin::DummyPump::solution(), Bonmin::HeuristicInnerApproximation::solution(), and Bonmin::BabSetupBase::use().

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

Assignment operator.

Definition at line 622 of file BonOsiTMINLPInterface.cpp.

References getNumRows().

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

Read parameter file.

Definition at line 504 of file BonOsiTMINLPInterface.cpp.

References options().

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

Retrieve OsiTMINLPApplication option list.

Definition at line 738 of file BonOsiTMINLPInterface.cpp.

References ERROR_NO_TNLPSOLVER.

Referenced by getDblParam(), main(), readOptionFile(), and Couenne::CouenneIterativeRounding::setNlp().

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

Retrieve OsiTMINLPApplication option list.

Definition at line 748 of file BonOsiTMINLPInterface.cpp.

References ERROR_NO_TNLPSOLVER.

const char* Bonmin::OsiTMINLPInterface::prefix (  )  const [inline]

Default Constructor.

Definition at line 182 of file BonOsiTMINLPInterface.hpp.

References ERROR_NO_TNLPSOLVER.

Referenced by Bonmin::LpBranchingSolver::LpBranchingSolver(), Bonmin::QpBranchingSolver::markHotStart(), and Bonmin::StrongBranchingSolver::StrongBranchingSolver().

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

Solve initial continuous relaxation.

Definition at line 2730 of file BonOsiTMINLPInterface.cpp.

Referenced by extractLinearRelaxation(), main(), resolve(), Bonmin::MilpRounding::solution(), Bonmin::HeuristicFPump::solution(), Bonmin::HeuristicDiveMIP::solution(), Bonmin::HeuristicDive::solution(), Bonmin::HeuristicInnerApproximation::solution(), testOptimAndSolutionQuery(), and testSetMethods().

void Bonmin::OsiTMINLPInterface::initialSolve ( const char *  whereFrom  )  [virtual]

Solve initial continuous relaxation (precising from where).

Only do it once at the root.

Definition at line 2738 of file BonOsiTMINLPInterface.cpp.

References getObjValue(), isAbandoned(), isProvenPrimalInfeasible(), LOG_LINE, Optimum, resolveForCost(), and resolveForRobustness().

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 2795 of file BonOsiTMINLPInterface.cpp.

Referenced by Couenne::CouenneIterativeRounding::feasibilityIR(), Bonmin::LinearCutsGenerator::generateCuts(), Bonmin::OaNlpOptim::generateCuts(), Couenne::CouenneIterativeRounding::improvementIR(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), Bonmin::MinlpFeasPump::performOa(), and testSetMethods().

void Bonmin::OsiTMINLPInterface::resolve ( const char *  whereFrom  )  [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 2801 of file BonOsiTMINLPInterface.cpp.

References e, getObjValue(), initialSolve(), INT_BIAS, isAbandoned(), isProvenPrimalInfeasible(), LOG_LINE, Optimum, resolveForCost(), and resolveForRobustness().

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 820 of file BonOsiTMINLPInterface.cpp.

References BETTER_SOL, c, f, getColSolution(), getNumCols(), getNumRows(), getObjValue(), getRowPrice(), INFEASIBLE_SOLUTION_FOUND, isAbandoned(), isProvenOptimal(), isProvenPrimalInfeasible(), LOG_LINE, Bonmin::make_referenced(), Optimum, randomStartingPoint(), setNewCutoffDecr(), 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 977 of file BonOsiTMINLPInterface.cpp.

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

Referenced by Couenne::CouenneIterativeRounding::feasibilityIR(), Couenne::CouenneIterativeRounding::improvementIR(), initialSolve(), and resolve().

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

Nescessary for compatibility with OsiSolverInterface but does nothing.

Definition at line 224 of file BonOsiTMINLPInterface.hpp.

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

Are there a numerical difficulties?

Definition at line 2861 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 Couenne::CouenneIterativeRounding::feasibilityIR(), Bonmin::OaNlpOptim::generateCuts(), Couenne::CouenneIterativeRounding::improvementIR(), initialSolve(), Bonmin::OaDecompositionBase::post_nlp_solve(), resolve(), resolveForCost(), and resolveForRobustness().

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

Is optimality proven?

Definition at line 2877 of file BonOsiTMINLPInterface.cpp.

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

Referenced by Bonmin::OaNlpOptim::generateCuts(), getBendersCut(), Bonmin::MinlpFeasPump::performOa(), Bonmin::OaDecompositionBase::post_nlp_solve(), resolveForCost(), testOptimAndSolutionQuery(), and testSetMethods().

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

Is primal infeasiblity proven?

Definition at line 2883 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::provenInfeasible.

Referenced by Couenne::CouenneIterativeRounding::feasibilityIR(), Couenne::CouenneIterativeRounding::improvementIR(), initialSolve(), resolve(), resolveForCost(), and CouenneSolver::solve().

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

Is dual infeasiblity proven?

Definition at line 2888 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::unbounded.

Referenced by Couenne::CouenneIterativeRounding::feasibilityIR(), and Couenne::CouenneIterativeRounding::improvementIR().

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

Is the given primal objective limit reached?

Definition at line 2893 of file BonOsiTMINLPInterface.cpp.

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

Is the given dual objective limit reached?

Definition at line 2899 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::unbounded.

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

Iteration limit reached?

Definition at line 2906 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TNLPSolver::iterationLimit.

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

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

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

Definition at line 251 of file BonOsiTMINLPInterface.hpp.

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

Are there a numerical difficulties?

Definition at line 259 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::Bab::branchAndBound().

void Bonmin::OsiTMINLPInterface::setNewCutoffDecr ( double  d  )  [inline]

Are there a numerical difficulties?

Definition at line 264 of file BonOsiTMINLPInterface.hpp.

Referenced by resolveForCost().

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

Did we continue on a failure.

Definition at line 271 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 276 of file BonOsiTMINLPInterface.hpp.

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

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

Force current solution to be infeasible.

Definition at line 281 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 286 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 1553 of file BonOsiTMINLPInterface.cpp.

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

Definition at line 1583 of file BonOsiTMINLPInterface.cpp.

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

Definition at line 1622 of file BonOsiTMINLPInterface.cpp.

Referenced by Bonmin::AmplInterface::readAmplNlFile().

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

Definition at line 1642 of file BonOsiTMINLPInterface.cpp.

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

Definition at line 1668 of file BonOsiTMINLPInterface.cpp.

References e, getInfinity(), and options().

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

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

Definition at line 1704 of file BonOsiTMINLPInterface.cpp.

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

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

Definition at line 324 of file BonOsiTMINLPInterface.hpp.

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

Get number of columns.

Definition at line 1087 of file BonOsiTMINLPInterface.cpp.

Referenced by addObjectiveFunction(), BM_lp::bbBranch(), Couenne::CouenneIterativeRounding::branchToCut(), Couenne::CouenneIterativeRounding::computeIntAtBound(), Couenne::CouenneIterativeRounding::CouenneIterativeRounding(), Bonmin::LocalSolverBasedHeuristic::doLocalSearch(), Bonmin::HeuristicInnerApproximation::extractInnerApproximation(), extractLinearRelaxation(), Couenne::CouenneIterativeRounding::feasibilityIR(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::OaDecompositionBase::generateCuts(), getConstraintOuterApproximation(), getObjCoefficients(), getReducedCost(), Couenne::CouenneIterativeRounding::improvementIR(), main(), Bonmin::CurvBranchingSolver::markHotStart(), Couenne::CouenneIterativeRounding::operator=(), OsiTMINLPInterface(), Bonmin::MinlpFeasPump::performOa(), Bonmin::OaDecompositionBase::post_nlp_solve(), BM_lp::process_message(), randomStartingPoint(), Bonmin::AmplInterface::readAmplNlFile(), resolveForCost(), Bonmin::MinlpFeasPump::set_fp_objective(), setColSolution(), setRowPrice(), Couenne::NlpSolveHeuristic::solution(), Bonmin::LpBranchingSolver::solveFromHotStart(), testGetMethods(), testOa(), BM_lp::unpack_module_data(), BM_tm::write_AMPL_solution(), and Couenne::CouenneIterativeRounding::writeLB().

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

Get number of rows.

Definition at line 1096 of file BonOsiTMINLPInterface.cpp.

Referenced by Bonmin::HeuristicInnerApproximation::extractInnerApproximation(), extractLinearRelaxation(), Bonmin::LinearCutsGenerator::generateCuts(), Couenne::CouenneIterativeRounding::improvementIR(), Bonmin::CurvBranchingSolver::markHotStart(), operator=(), resolveForCost(), setRowPrice(), and testGetMethods().

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

get name of variables

Definition at line 1118 of file BonOsiTMINLPInterface.cpp.

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

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

Definition at line 1102 of file BonOsiTMINLPInterface.cpp.

Referenced by addObjectiveFunction(), Bonmin::addOuterDescription(), BM_lp::bbBranch(), Bonmin::HeuristicInnerApproximation::extractInnerApproximation(), extractLinearRelaxation(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::OaDecompositionBase::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), Bonmin::getMyOuterApproximation(), getOuterApproximation(), isFreeBinary(), Bonmin::MinlpFeasPump::performOa(), 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 1108 of file BonOsiTMINLPInterface.cpp.

Referenced by addObjectiveFunction(), Bonmin::addOuterDescription(), BM_lp::bbBranch(), Bonmin::HeuristicInnerApproximation::extractInnerApproximation(), extractLinearRelaxation(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::OaDecompositionBase::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), Bonmin::getMyOuterApproximation(), getOuterApproximation(), isFreeBinary(), Bonmin::MinlpFeasPump::performOa(), 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 1150 of file BonOsiTMINLPInterface.cpp.

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

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

Definition at line 1167 of file BonOsiTMINLPInterface.cpp.

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

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

Definition at line 1184 of file BonOsiTMINLPInterface.cpp.

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

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

Definition at line 1193 of file BonOsiTMINLPInterface.cpp.

Referenced by Bonmin::HeuristicInnerApproximation::extractInnerApproximation(), extractLinearRelaxation(), Bonmin::LinearCutsGenerator::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), Bonmin::getMyOuterApproximation(), getOuterApproximation(), and testGetMethods().

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

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

Definition at line 1199 of file BonOsiTMINLPInterface.cpp.

Referenced by Bonmin::HeuristicInnerApproximation::extractInnerApproximation(), extractLinearRelaxation(), Bonmin::LinearCutsGenerator::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), Bonmin::getMyOuterApproximation(), 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 398 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 1206 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 1213 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 1223 of file BonOsiTMINLPInterface.cpp.

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

Referenced by Couenne::CouenneIterativeRounding::computeIntAtBound(), extractLinearRelaxation(), Bonmin::OuterApprox::extractLinearRelaxation(), Bonmin::OaNlpOptim::generateCuts(), Couenne::CouenneIterativeRounding::improvementIR(), BM_tm::initialize_core(), main(), Bonmin::MinlpFeasPump::set_fp_objective(), Bonmin::DummyPump::solution(), testGetMethods(), testOa(), BM_lp::unpack_module_data(), and Couenne::CouenneIterativeRounding::writeLB().

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

Return true if column is general integer.

Definition at line 1231 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 1237 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 1245 of file BonOsiTMINLPInterface.cpp.

Referenced by addObjectiveFunction(), Bonmin::HeuristicInnerApproximation::extractInnerApproximation(), getBendersCut(), getConstraintOuterApproximation(), getDblParam(), Bonmin::HeuristicInnerApproximation::getMyInnerApproximation(), Bonmin::getMyOuterApproximation(), getOuterApproximation(), Bonmin::HeuristicDiveMIP::solution(), and testGetMethods().

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

Get priorities on integer variables.

Definition at line 425 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 433 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 440 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 447 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 1252 of file BonOsiTMINLPInterface.cpp.

Referenced by Couenne::CouenneProblem::aggressiveBT(), extractLinearRelaxation(), Couenne::CouenneIterativeRounding::feasibilityIR(), Bonmin::LinearCutsGenerator::generateCuts(), Bonmin::OaNlpOptim::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), getOuterApproximation(), Couenne::CouenneIterativeRounding::improvementIR(), main(), Bonmin::LpBranchingSolver::markHotStart(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), Bonmin::MinlpFeasPump::performOa(), Bonmin::OaDecompositionBase::post_nlp_solve(), resolveForCost(), Bonmin::HeuristicRINS::solution(), testFp(), testOptimAndSolutionQuery(), and testSetMethods().

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

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

Definition at line 1262 of file BonOsiTMINLPInterface.cpp.

Referenced by extractLinearRelaxation(), getBendersCut(), getConstraintOuterApproximation(), Bonmin::getMyOuterApproximation(), getOuterApproximation(), resolveForCost(), Bonmin::MilpRounding::solution(), and testOptimAndSolutionQuery().

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

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

Definition at line 1272 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 1285 of file BonOsiTMINLPInterface.cpp.

Referenced by Bonmin::LinearCutsGenerator::generateCuts(), and 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 1294 of file BonOsiTMINLPInterface.cpp.

Referenced by Bonmin::OaDecompositionBase::post_nlp_solve(), and testOptimAndSolutionQuery().

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

get total number of calls to solve.

Definition at line 481 of file BonOsiTMINLPInterface.hpp.

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

get total time taken to solve NLP's.

Definition at line 486 of file BonOsiTMINLPInterface.hpp.

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

get total number of iterations

Definition at line 491 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 1303 of file BonOsiTMINLPInterface.cpp.

Referenced by Bonmin::OaDecompositionBase::generateCuts(), Couenne::CouenneIterativeRounding::improvementIR(), BM_lp::initialize_new_search_tree_node(), Bonmin::MinlpFeasPump::performOa(), BM_lp::process_message(), Bonmin::BoundsReader::readAndApply(), Couenne::NlpSolveHeuristic::solution(), Bonmin::HeuristicRINS::solution(), 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 1313 of file BonOsiTMINLPInterface.cpp.

Referenced by Bonmin::OaDecompositionBase::generateCuts(), Couenne::CouenneIterativeRounding::improvementIR(), BM_lp::initialize_new_search_tree_node(), Bonmin::MinlpFeasPump::performOa(), BM_lp::process_message(), Bonmin::BoundsReader::readAndApply(), Couenne::NlpSolveHeuristic::solution(), Bonmin::HeuristicRINS::solution(), and testSetMethods().

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

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

Definition at line 1323 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 1333 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 1343 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 1353 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 1362 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 1374 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 1391 of file BonOsiTMINLPInterface.cpp.

References getNumCols().

Referenced by extractLinearRelaxation(), Couenne::CouenneIterativeRounding::improvementIR(), randomStartingPoint(), and Bonmin::StartPointReader::readAndApply().

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 1411 of file BonOsiTMINLPInterface.cpp.

References getNumCols(), and getNumRows().

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

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 1424 of file BonOsiTMINLPInterface.cpp.

Referenced by getWarmStart().

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

Get warmstarting information.

Definition at line 1429 of file BonOsiTMINLPInterface.cpp.

References FakeBasis, getEmptyWarmStart(), and Optimum.

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 1444 of file BonOsiTMINLPInterface.cpp.

References Optimum.

Referenced by testSetMethods().

void Bonmin::OsiTMINLPInterface::setWarmStartMode ( int  mode  )  [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 575 of file BonOsiTMINLPInterface.hpp.

Referenced by interfaceTest().

WarmStartModes Bonmin::OsiTMINLPInterface::getWarmStartMode (  )  [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 578 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 1723 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 585 of file BonOsiTMINLPInterface.hpp.

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

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

Definition at line 1528 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 1535 of file BonOsiTMINLPInterface.cpp.

References Bonmin::TMINLP::INTEGER.

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

Definition at line 604 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 617 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 3050 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 631 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 639 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 646 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 654 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 663 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 671 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 679 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 688 of file BonOsiTMINLPInterface.hpp.

Referenced by Couenne::CouenneIterativeRounding::improvementIR().

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 698 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 710 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 720 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 732 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 744 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 757 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 771 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 781 of file BonOsiTMINLPInterface.hpp.

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

Throws an error.

Definition at line 790 of file BonOsiTMINLPInterface.hpp.

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

Throws an error.

Definition at line 797 of file BonOsiTMINLPInterface.hpp.

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

Definition at line 814 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::Bab::branchAndBound(), and Bonmin::BonminSetup::initializeBHyb().

void Bonmin::OsiTMINLPInterface::forceSolverOutput ( int  log_level  )  [inline]

Definition at line 816 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::Bab::branchAndBound(), and Bonmin::BonminSetup::initializeBHyb().

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

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

Definition at line 1543 of file BonOsiTMINLPInterface.cpp.

Referenced by Couenne::CouenneProblem::aggressiveBT(), Couenne::CouenneIterativeRounding::feasibilityIR(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::EcpCuts::generateCuts(), Couenne::CouenneIterativeRounding::improvementIR(), initialSolve(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), Bonmin::MinlpFeasPump::performOa(), Bonmin::OaDecompositionBase::post_nlp_solve(), resolve(), resolveForCost(), resolveForRobustness(), solveFeasibilityProblem(), and testOptimAndSolutionQuery().

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

get pointer to the TMINLP2TNLP adapter

Definition at line 828 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::addOuterDescription(), Bonmin::Bab::branchAndBound(), Bonmin::HeuristicInnerApproximation::extractInnerApproximation(), extractLinearRelaxation(), Bonmin::OuterApprox::extractLinearRelaxation(), Bonmin::HeuristicInnerApproximation::getMyInnerApproximation(), Bonmin::getMyOuterApproximation(), Bonmin::QpBranchingSolver::markHotStart(), Bonmin::CurvBranchingSolver::markHotStart(), resolveForRobustness(), Bonmin::MilpRounding::solution(), Bonmin::HeuristicFPump::solution(), Bonmin::HeuristicDiveMIP::solution(), Bonmin::HeuristicDive::solution(), Bonmin::HeuristicInnerApproximation::solution(), Bonmin::LpBranchingSolver::solveFromHotStart(), Bonmin::CurvBranchingSolver::solveFromHotStart(), Bonmin::CbcNlpStrategy::status(), and Bonmin::HeuristicLocalBranching::validate().

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

Definition at line 833 of file BonOsiTMINLPInterface.hpp.

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

Definition at line 838 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::BabSetupBase::addSos(), BM_tm::initialize_core(), Bonmin::BonminSetup::initializeBBB(), Couenne::CouenneIterativeRounding::setNlp(), Bonmin::MilpRounding::solution(), Bonmin::HeuristicDiveMIP::solution(), BM_lp::unpack_module_data(), and BM_tm::write_AMPL_solution().

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

Definition at line 843 of file BonOsiTMINLPInterface.hpp.

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

Definition at line 848 of file BonOsiTMINLPInterface.hpp.

Referenced by Bonmin::Bab::branchAndBound(), Couenne::CouenneIterativeRounding::feasibilityIR(), Bonmin::BonminAmplSetup::initialize(), Bonmin::LpBranchingSolver::LpBranchingSolver(), main(), Bonmin::QpBranchingSolver::markHotStart(), Bonmin::StartPointReader::readAndApply(), Couenne::CouenneIterativeRounding::setNlp(), Bonmin::StrongBranchingSolver::StrongBranchingSolver(), and Bonmin::BabSetupBase::use().

const std::list<Ipopt::SmartPtr<TNLPSolver> >& Bonmin::OsiTMINLPInterface::debug_apps (  )  const [inline]

Definition at line 853 of file BonOsiTMINLPInterface.hpp.

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

Definition at line 857 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 2352 of file BonOsiTMINLPInterface.cpp.

References addObjectiveFunction(), Bonmin::cleanNnz(), e, g, getColLower(), getColUpper(), getNumCols(), getNumRows(), getRowLower(), getRowPrice(), getRowUpper(), infty, isInteger(), Couenne::LINEAR, Bonmin::WarnedForNonConvexOa, and WARNING_NON_CONVEX_OA.

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

void Bonmin::OsiTMINLPInterface::addObjectiveFunction ( OsiSolverInterface &  si,
const double *  x 
) [virtual]

Add constraint corresponding to objective function.

Definition at line 2500 of file BonOsiTMINLPInterface.cpp.

References Bonmin::cleanNnz(), e, getColLower(), getColUpper(), getInfinity(), and getNumCols().

Referenced by Bonmin::HeuristicInnerApproximation::extractInnerApproximation(), extractLinearRelaxation(), and Bonmin::MinlpFeasPump::performOa().

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 879 of file BonOsiTMINLPInterface.hpp.

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

void Bonmin::OsiTMINLPInterface::getOuterApproximation ( OsiCuts &  cs,
int  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 894 of file BonOsiTMINLPInterface.hpp.

References getColSolution().

Referenced by Bonmin::OaNlpOptim::generateCuts(), Bonmin::EcpCuts::generateCuts(), getOuterApproximation(), Bonmin::BonminSetup::initializeBHyb(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), and Bonmin::MinlpFeasPump::performOa().

void Bonmin::OsiTMINLPInterface::getOuterApproximation ( OsiCuts &  cs,
const double *  x,
int  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 902 of file BonOsiTMINLPInterface.hpp.

References getOuterApproximation().

void Bonmin::OsiTMINLPInterface::getOuterApproximation ( OsiCuts &  cs,
const double *  x,
int  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 1903 of file BonOsiTMINLPInterface.cpp.

References Bonmin::cleanNnz(), e, g, 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 2181 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 917 of file BonOsiTMINLPInterface.hpp.

References getColSolution(), and getConstraintOuterApproximation().

void Bonmin::OsiTMINLPInterface::getBendersCut ( OsiCuts &  cs,
bool  global 
)

Get a benders cut from solution.

Definition at line 2085 of file BonOsiTMINLPInterface.cpp.

References Bonmin::cleanNnz(), e, g, getColLower(), getColSolution(), getColUpper(), getInfinity(), getRowLower(), getRowPrice(), getRowUpper(), isProvenOptimal(), lam, and n.

Referenced by Bonmin::OaFeasibilityChecker::performOa().

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 2290 of file BonOsiTMINLPInterface.cpp.

References getObjValue().

Referenced by Bonmin::MinlpFeasPump::performOa(), Bonmin::HeuristicFPump::solution(), and testFp().


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 Thu Sep 22 03:14:41 2011 by  doxygen 1.4.7