#include <BonOsiTMINLPInterface.hpp>
Inheritance diagram for Bonmin::OsiTMINLPInterface:
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::UnsolvedError * | newUnsolvedError (int num, Ipopt::SmartPtr< TMINLP2TNLP > problem, std::string name) |
void | setNumIterationSuspect (int value) |
const TMINLP2TNLP * | problem () const |
get pointer to the TMINLP2TNLP adapter | |
TMINLP2TNLP * | problem () |
const TMINLP * | model () const |
Bonmin::TMINLP * | model () |
const Bonmin::TNLPSolver * | solver () const |
const std::list< Ipopt::SmartPtr< TNLPSolver > > & | debug_apps () const |
TNLPSolver * | solver () |
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. | |
OsiTMINLPInterface & | operator= (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 (size_t 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): ![]() | |
Friends | |
class | BonminParam |
Classes | |
class | Messages |
Messages outputed by an OsiTMINLPInterface. More... | |
class | SimpleError |
Error class to throw exceptions from OsiTMINLPInterface. More... |
Definition at line 47 of file BonOsiTMINLPInterface.hpp.
Definition at line 86 of file BonOsiTMINLPInterface.hpp.
Type of the messages specifically outputed by OsiTMINLPInterface.
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.
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] |
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 | ) |
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] |
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 | ( | ) |
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.
Definition at line 1294 of file BonOsiTMINLPInterface.cpp.
Referenced by Bonmin::OaDecompositionBase::post_nlp_solve(), and testOptimAndSolutionQuery().
int Bonmin::OsiTMINLPInterface::nCallOptimizeTNLP | ( | ) | [inline] |
double Bonmin::OsiTMINLPInterface::totalNlpSolveTime | ( | ) | [inline] |
int Bonmin::OsiTMINLPInterface::totalIterations | ( | ) | [inline] |
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] |
void Bonmin::OsiTMINLPInterface::setObjSense | ( | double | s | ) | [virtual] |
Set the objective function sense.
(1 for min (default), -1 for max)
Definition at line 1374 of file BonOsiTMINLPInterface.cpp.
void Bonmin::OsiTMINLPInterface::setColSolution | ( | const double * | colsol | ) | [virtual] |
Set the primal solution variable values.
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.
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] |
virtual std::vector<double*> Bonmin::OsiTMINLPInterface::getPrimalRays | ( | int | maxNumRays | ) | const [inline, virtual] |
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 | ( | size_t | 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): .
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().
friend class BonminParam [friend] |
Definition at line 49 of file BonOsiTMINLPInterface.hpp.