SoPlex Solver Interface Instantiation of OsiSpxSolverInterface for SoPlex. More...
#include <OsiSpxSolverInterface.hpp>
Public Types | |
enum | keepCachedFlag { KEEPCACHED_NONE = 0, KEEPCACHED_COLUMN = 1, KEEPCACHED_ROW = 2, KEEPCACHED_MATRIX = 4, KEEPCACHED_RESULTS = 8, KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX, KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS, FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN, FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW, FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX, FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS } |
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typedef std::vector< std::string > | OsiNameVec |
Data type for name vectors. More... | |
Public Member Functions | |
virtual void | setObjSense (double s) |
Set objective function sense (1 for min (default), -1 for max,) More... | |
virtual void | setColSolution (const double *colsol) |
Set the primal solution column values. More... | |
virtual void | setRowPrice (const double *rowprice) |
Set dual solution vector. More... | |
soplex::SoPlex * | getLpPtr (int keepCached=KEEPCACHED_NONE) |
soplex::SPxOut * | getSPxOut () |
Solve methods | |
virtual void | initialSolve () |
Solve initial LP relaxation. More... | |
virtual void | resolve () |
Resolve an LP relaxation after problem modification. More... | |
virtual void | branchAndBound () |
Invoke solver's built-in enumeration algorithm. More... | |
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 volume 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) |
Set an integer parameter. More... | |
bool | setDblParam (OsiDblParam key, double value) |
Set a double parameter. More... | |
bool | getIntParam (OsiIntParam key, int &value) const |
Get an integer parameter. More... | |
bool | getDblParam (OsiDblParam key, double &value) const |
Get a double parameter. More... | |
bool | getStrParam (OsiStrParam key, std::string &value) const |
Get a string parameter. More... | |
void | setTimeLimit (double value) |
double | getTimeLimit () const |
Methods returning info on how the solution process terminated | |
virtual bool | isAbandoned () const |
Are there a numerical difficulties? More... | |
virtual bool | isProvenOptimal () const |
Is optimality proven? More... | |
virtual bool | isProvenPrimalInfeasible () const |
Is primal infeasiblity proven? More... | |
virtual bool | isProvenDualInfeasible () const |
Is dual infeasiblity proven? More... | |
virtual bool | isDualObjectiveLimitReached () const |
Is the given dual objective limit reached? More... | |
virtual bool | isIterationLimitReached () const |
Iteration limit reached? More... | |
virtual bool | isTimeLimitReached () const |
Time limit reached? More... | |
WarmStart related methods | |
CoinWarmStart * | getEmptyWarmStart () const |
Get empty warm start object. More... | |
virtual CoinWarmStart * | getWarmStart () const |
Get warmstarting information. More... | |
virtual bool | setWarmStart (const CoinWarmStart *warmstart) |
Set warmstarting information. More... | |
Hotstart related methods (primarily used in strong branching). <br> | |
The user can create a hotstart (a snapshot) of the optimization process then reoptimize over and over again always starting from there.
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virtual void | markHotStart () |
Create a hotstart point of the optimization process. More... | |
virtual void | solveFromHotStart () |
Optimize starting from the hotstart. More... | |
virtual void | unmarkHotStart () |
Delete the snapshot. More... | |
Methods related to querying the input data | |
virtual int | getNumCols () const |
Get number of columns. More... | |
virtual int | getNumRows () const |
Get number of rows. More... | |
virtual int | getNumElements () const |
Get number of nonzero elements. More... | |
virtual const double * | getColLower () const |
Get pointer to array[getNumCols()] of column lower bounds. More... | |
virtual const double * | getColUpper () const |
Get pointer to array[getNumCols()] of column upper bounds. More... | |
virtual const char * | getRowSense () const |
Get pointer to array[getNumRows()] of row constraint senses. More... | |
virtual const double * | getRightHandSide () const |
Get pointer to array[getNumRows()] of rows right-hand sides. More... | |
virtual const double * | getRowRange () const |
Get pointer to array[getNumRows()] of row ranges. More... | |
virtual const double * | getRowLower () const |
Get pointer to array[getNumRows()] of row lower bounds. More... | |
virtual const double * | getRowUpper () const |
Get pointer to array[getNumRows()] of row upper bounds. More... | |
virtual const double * | getObjCoefficients () const |
Get pointer to array[getNumCols()] of objective function coefficients. More... | |
virtual double | getObjSense () const |
Get objective function sense (1 for min (default), -1 for max) More... | |
virtual bool | isContinuous (int colNumber) const |
Return true if column is continuous. More... | |
virtual const CoinPackedMatrix * | getMatrixByRow () const |
Get pointer to row-wise copy of matrix. More... | |
virtual const CoinPackedMatrix * | getMatrixByCol () const |
Get pointer to column-wise copy of matrix. More... | |
virtual double | getInfinity () const |
Get solver's value for infinity. More... | |
Methods related to querying the solution | |
virtual const double * | getColSolution () const |
Get pointer to array[getNumCols()] of primal solution vector. More... | |
virtual const double * | getRowPrice () const |
Get pointer to array[getNumRows()] of dual prices. More... | |
virtual const double * | getReducedCost () const |
Get a pointer to array[getNumCols()] of reduced costs. More... | |
virtual const double * | getRowActivity () const |
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector. More... | |
virtual double | getObjValue () const |
Get objective function value. More... | |
virtual int | getIterationCount () const |
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver. More... | |
virtual std::vector< double * > | getDualRays (int maxNumRays, bool fullRay=false) const |
Get as many dual rays as the solver can provide. More... | |
virtual std::vector< double * > | getPrimalRays (int maxNumRays) const |
Get as many primal rays as the solver can provide. More... | |
Changing bounds on variables and constraints | |
virtual void | setObjCoeff (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
virtual void | setColLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -COIN_DBL_MAX for -infinity. More... | |
virtual void | setColUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use COIN_DBL_MAX for infinity. More... | |
virtual void | setColBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound The default implementation just invokes setColLower and setColUpper More... | |
virtual void | setRowLower (int elementIndex, double elementValue) |
Set a single row lower bound Use -COIN_DBL_MAX for -infinity. More... | |
virtual void | setRowUpper (int elementIndex, double elementValue) |
Set a single row upper bound Use COIN_DBL_MAX for infinity. More... | |
virtual void | setRowBounds (int elementIndex, double lower, double upper) |
Set a single row lower and upper bound The default implementation just invokes setRowUower and setRowUpper More... | |
virtual void | setRowType (int index, char sense, double rightHandSide, double range) |
Set the type of a single row More... | |
Integrality related changing methods | |
virtual void | setContinuous (int index) |
Set the index-th variable to be a continuous variable. More... | |
virtual void | setInteger (int index) |
Set the index-th variable to be an integer variable. More... | |
Methods to expand a problem.<br> | |
Note that if a column is added then by default it will correspond to a continuous variable. | |
virtual void | addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj) |
Add a column (primal variable) to the problem. More... | |
virtual void | deleteCols (const int num, const int *colIndices) |
Remove a set of columns (primal variables) from the problem. More... | |
virtual void | addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub) |
Add a row (constraint) to the problem. More... | |
virtual void | addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng) |
Add a row (constraint) to the problem. More... | |
virtual void | deleteRows (const int num, const int *rowIndices) |
Delete a set of rows (constraints) from the problem. More... | |
Methods to input a problem | |
virtual void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub) |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
virtual void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub) |
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
virtual void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng) |
Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range triplets). More... | |
virtual void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng) |
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets). More... | |
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) |
Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps). More... | |
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) |
Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps). More... | |
virtual int | readMps (const char *filename, const char *extension="mps") |
Read an mps file from the given filename. More... | |
virtual void | writeMps (const char *filename, const char *extension="mps", double objSense=0.0) const |
Write the problem into an mps file of the given filename. More... | |
Constructors and destructor | |
OsiSpxSolverInterface () | |
Default Constructor. More... | |
virtual OsiSolverInterface * | clone (bool copyData=true) const |
Clone. More... | |
OsiSpxSolverInterface (const OsiSpxSolverInterface &) | |
Copy constructor. More... | |
OsiSpxSolverInterface & | operator= (const OsiSpxSolverInterface &rhs) |
Assignment operator. More... | |
virtual | ~OsiSpxSolverInterface () |
Destructor. More... | |
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virtual bool | setStrParam (OsiStrParam key, const std::string &value) |
Set a string parameter. More... | |
virtual bool | setHintParam (OsiHintParam key, bool yesNo=true, OsiHintStrength strength=OsiHintTry, void *=NULL) |
Set a hint parameter. More... | |
virtual bool | getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength, void *&otherInformation) const |
Get a hint parameter (all information) More... | |
virtual bool | getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength) const |
Get a hint parameter (sense and strength only) More... | |
virtual bool | getHintParam (OsiHintParam key, bool &yesNo) const |
Get a hint parameter (sense only) More... | |
void | copyParameters (OsiSolverInterface &rhs) |
Copy all parameters in this section from one solver to another. More... | |
double | getIntegerTolerance () const |
Return the integrality tolerance of the underlying solver. More... | |
virtual bool | isPrimalObjectiveLimitReached () const |
Is the given primal objective limit reached? More... | |
virtual CoinWarmStart * | getPointerToWarmStart (bool &mustDelete) |
Get warm start information. More... | |
virtual int | getNumIntegers () const |
Get the number of integer variables. More... | |
virtual bool | isBinary (int colIndex) const |
Return true if the variable is binary. More... | |
virtual bool | isInteger (int colIndex) const |
Return true if the variable is integer. More... | |
virtual bool | isIntegerNonBinary (int colIndex) const |
Return true if the variable is general integer. More... | |
virtual bool | isFreeBinary (int colIndex) const |
Return true if the variable is binary and not fixed. More... | |
const char * | columnType (bool refresh=false) const |
Return an array[getNumCols()] of column types. More... | |
virtual const char * | getColType (bool refresh=false) const |
Return an array[getNumCols()] of column types. More... | |
virtual CoinPackedMatrix * | getMutableMatrixByRow () const |
Get a pointer to a mutable row-wise copy of the matrix. More... | |
virtual CoinPackedMatrix * | getMutableMatrixByCol () const |
Get a pointer to a mutable column-wise copy of the matrix. More... | |
virtual const double * | getStrictColSolution () |
Get a pointer to an array[getNumCols()] of primal variable values guaranteed to be between the column lower and upper bounds. More... | |
virtual OsiVectorInt | getFractionalIndices (const double etol=1.e-05) const |
Get vector of indices of primal variables which are integer variables but have fractional values in the current solution. More... | |
virtual void | setObjCoeffSet (const int *indexFirst, const int *indexLast, const double *coeffList) |
Set a set of objective function coefficients. More... | |
virtual void | setObjective (const double *array) |
Set the objective coefficients for all columns. More... | |
virtual void | setColLower (const double *array) |
Set the lower bounds for all columns. More... | |
virtual void | setColUpper (const double *array) |
Set the upper bounds for all columns. More... | |
virtual void | setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the upper and lower bounds of a set of columns. More... | |
virtual void | setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a set of rows. More... | |
virtual void | setRowSetTypes (const int *indexFirst, const int *indexLast, const char *senseList, const double *rhsList, const double *rangeList) |
Set the type of a set of rows. More... | |
virtual int | reducedCostFix (double gap, bool justInteger=true) |
Fix variables at bound based on reduced cost. More... | |
virtual void | setContinuous (const int *indices, int len) |
Set the variables listed in indices (which is of length len) to be continuous variables. More... | |
virtual void | setInteger (const int *indices, int len) |
Set the variables listed in indices (which is of length len) to be integer variables. More... | |
virtual std::string | dfltRowColName (char rc, int ndx, unsigned digits=7) const |
Generate a standard name of the form Rnnnnnnn or Cnnnnnnn. More... | |
virtual std::string | getObjName (unsigned maxLen=static_cast< unsigned >(std::string::npos)) const |
Return the name of the objective function. More... | |
virtual void | setObjName (std::string name) |
Set the name of the objective function. More... | |
virtual std::string | getRowName (int rowIndex, unsigned maxLen=static_cast< unsigned >(std::string::npos)) const |
Return the name of the row. More... | |
virtual const OsiNameVec & | getRowNames () |
Return a pointer to a vector of row names. More... | |
virtual void | setRowName (int ndx, std::string name) |
Set a row name. More... | |
virtual void | setRowNames (OsiNameVec &srcNames, int srcStart, int len, int tgtStart) |
Set multiple row names. More... | |
virtual void | deleteRowNames (int tgtStart, int len) |
Delete len row names starting at index tgtStart. More... | |
virtual std::string | getColName (int colIndex, unsigned maxLen=static_cast< unsigned >(std::string::npos)) const |
Return the name of the column. More... | |
virtual const OsiNameVec & | getColNames () |
Return a pointer to a vector of column names. More... | |
virtual void | setColName (int ndx, std::string name) |
Set a column name. More... | |
virtual void | setColNames (OsiNameVec &srcNames, int srcStart, int len, int tgtStart) |
Set multiple column names. More... | |
virtual void | deleteColNames (int tgtStart, int len) |
Delete len column names starting at index tgtStart. More... | |
void | setRowColNames (const CoinMpsIO &mps) |
Set row and column names from a CoinMpsIO object. More... | |
void | setRowColNames (CoinModel &mod) |
Set row and column names from a CoinModel object. More... | |
void | setRowColNames (CoinLpIO &mod) |
Set row and column names from a CoinLpIO object. More... | |
virtual void | addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj, std::string name) |
Add a named column (primal variable) to the problem. More... | |
virtual void | addCol (int numberElements, const int *rows, const double *elements, const double collb, const double colub, const double obj) |
Add a column (primal variable) to the problem. More... | |
virtual void | addCol (int numberElements, const int *rows, const double *elements, const double collb, const double colub, const double obj, std::string name) |
Add a named column (primal variable) to the problem. More... | |
virtual void | addCols (const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj) |
Add a set of columns (primal variables) to the problem. More... | |
virtual void | addCols (const int numcols, const int *columnStarts, const int *rows, const double *elements, const double *collb, const double *colub, const double *obj) |
Add a set of columns (primal variables) to the problem. More... | |
void | addCols (const CoinBuild &buildObject) |
Add columns using a CoinBuild object. More... | |
int | addCols (CoinModel &modelObject) |
Add columns from a model object. More... | |
virtual void | addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub, std::string name) |
Add a named row (constraint) to the problem. More... | |
virtual void | addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng, std::string name) |
Add a named row (constraint) to the problem. More... | |
virtual void | addRow (int numberElements, const int *columns, const double *element, const double rowlb, const double rowub) |
virtual void | addRows (const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub) |
virtual void | addRows (const int numrows, const CoinPackedVectorBase *const *rows, const char *rowsen, const double *rowrhs, const double *rowrng) |
Add a set of rows (constraints) to the problem. More... | |
virtual void | addRows (const int numrows, const int *rowStarts, const int *columns, const double *element, const double *rowlb, const double *rowub) |
Add a set of rows (constraints) to the problem. More... | |
void | addRows (const CoinBuild &buildObject) |
Add rows using a CoinBuild object. More... | |
int | addRows (CoinModel &modelObject) |
virtual void | replaceMatrixOptional (const CoinPackedMatrix &) |
Replace the constraint matrix. More... | |
virtual void | replaceMatrix (const CoinPackedMatrix &) |
Replace the constraint matrix. More... | |
virtual void | saveBaseModel () |
Save a copy of the base model. More... | |
virtual void | restoreBaseModel (int numberRows) |
Reduce the constraint system to the specified number of constraints. More... | |
virtual ApplyCutsReturnCode | applyCuts (const OsiCuts &cs, double effectivenessLb=0.0) |
Apply a collection of cuts. More... | |
virtual void | applyRowCuts (int numberCuts, const OsiRowCut *cuts) |
Apply a collection of row cuts which are all effective. More... | |
virtual void | applyRowCuts (int numberCuts, const OsiRowCut **cuts) |
Apply a collection of row cuts which are all effective. More... | |
void | deleteBranchingInfo (int numberDeleted, const int *which) |
Deletes branching information before columns deleted. More... | |
virtual int | loadFromCoinModel (CoinModel &modelObject, bool keepSolution=false) |
Load a model from a CoinModel object. Return the number of errors encountered. More... | |
virtual int | readMps (const char *filename, const char *extension, int &numberSets, CoinSet **&sets) |
Read a problem in MPS format from the given full filename. More... | |
virtual int | readGMPL (const char *filename, const char *dataname=NULL) |
Read a problem in GMPL format from the given filenames. More... | |
int | writeMpsNative (const char *filename, const char **rowNames, const char **columnNames, int formatType=0, int numberAcross=2, double objSense=0.0, int numberSOS=0, const CoinSet *setInfo=NULL) const |
Write the problem in MPS format to the specified file with more control over the output. More... | |
virtual void | writeLp (const char *filename, const char *extension="lp", double epsilon=1e-5, int numberAcross=10, int decimals=5, double objSense=0.0, bool useRowNames=true) const |
Write the problem into an Lp file of the given filename with the specified extension. More... | |
virtual void | writeLp (FILE *fp, double epsilon=1e-5, int numberAcross=10, int decimals=5, double objSense=0.0, bool useRowNames=true) const |
Write the problem into the file pointed to by the parameter fp. More... | |
int | writeLpNative (const char *filename, char const *const *const rowNames, char const *const *const columnNames, const double epsilon=1.0e-5, const int numberAcross=10, const int decimals=5, const double objSense=0.0, const bool useRowNames=true) const |
Write the problem into an Lp file. More... | |
int | writeLpNative (FILE *fp, char const *const *const rowNames, char const *const *const columnNames, const double epsilon=1.0e-5, const int numberAcross=10, const int decimals=5, const double objSense=0.0, const bool useRowNames=true) const |
Write the problem into the file pointed to by the parameter fp. More... | |
virtual int | readLp (const char *filename, const double epsilon=1e-5) |
Read file in LP format from file with name filename. More... | |
int | readLp (FILE *fp, const double epsilon=1e-5) |
Read file in LP format from the file pointed to by fp. More... | |
int | differentModel (OsiSolverInterface &other, bool ignoreNames=true) |
Check two models against each other. More... | |
void | setApplicationData (void *appData) |
Set application data. More... | |
void | setAuxiliaryInfo (OsiAuxInfo *auxiliaryInfo) |
Create a clone of an Auxiliary Information object. More... | |
void * | getApplicationData () const |
Get application data. More... | |
OsiAuxInfo * | getAuxiliaryInfo () const |
Get pointer to auxiliary info object. More... | |
virtual void | passInMessageHandler (CoinMessageHandler *handler) |
Pass in a message handler. More... | |
void | newLanguage (CoinMessages::Language language) |
Set language. More... | |
void | setLanguage (CoinMessages::Language language) |
Pass in a message handler. More... | |
CoinMessageHandler * | messageHandler () const |
Return a pointer to the current message handler. More... | |
CoinMessages | messages () |
Return the current set of messages. More... | |
CoinMessages * | messagesPointer () |
Return a pointer to the current set of messages. More... | |
bool | defaultHandler () const |
Return true if default handler. More... | |
void | findIntegers (bool justCount) |
Identify integer variables and create corresponding objects. More... | |
virtual int | findIntegersAndSOS (bool justCount) |
Identify integer variables and SOS and create corresponding objects. More... | |
int | numberObjects () const |
Get the number of objects. More... | |
void | setNumberObjects (int number) |
Set the number of objects. More... | |
OsiObject ** | objects () const |
Get the array of objects. More... | |
const OsiObject * | object (int which) const |
Get the specified object. More... | |
OsiObject * | modifiableObject (int which) const |
Get the specified object. More... | |
void | deleteObjects () |
Delete all object information. More... | |
void | addObjects (int numberObjects, OsiObject **objects) |
Add in object information. More... | |
double | forceFeasible () |
Use current solution to set bounds so current integer feasible solution will stay feasible. More... | |
virtual void | activateRowCutDebugger (const char *modelName) |
Activate the row cut debugger. More... | |
virtual void | activateRowCutDebugger (const double *solution, bool enforceOptimality=true) |
Activate the row cut debugger using a full solution array. More... | |
const OsiRowCutDebugger * | getRowCutDebugger () const |
Get the row cut debugger provided the solution known to the debugger is within the feasible region held in the solver. More... | |
OsiRowCutDebugger * | getRowCutDebuggerAlways () const |
Get the row cut debugger object. More... | |
virtual int | canDoSimplexInterface () const |
Return the simplex implementation level. More... | |
virtual void | enableFactorization () const |
Prepare the solver for the use of tableau access methods. More... | |
virtual void | disableFactorization () const |
Undo the effects of enableFactorization. More... | |
virtual bool | basisIsAvailable () const |
Check if an optimal basis is available. More... | |
bool | optimalBasisIsAvailable () const |
Synonym for basisIsAvailable. More... | |
virtual void | getBasisStatus (int *cstat, int *rstat) const |
Retrieve status information for column and row variables. More... | |
virtual int | setBasisStatus (const int *cstat, const int *rstat) |
Set the status of column and row variables and update the basis factorization and solution. More... | |
virtual void | getReducedGradient (double *columnReducedCosts, double *duals, const double *c) const |
Calculate duals and reduced costs for the given objective coefficients. More... | |
virtual void | getBInvARow (int row, double *z, double *slack=NULL) const |
Get a row of the tableau. More... | |
virtual void | getBInvRow (int row, double *z) const |
Get a row of the basis inverse. More... | |
virtual void | getBInvACol (int col, double *vec) const |
Get a column of the tableau. More... | |
virtual void | getBInvCol (int col, double *vec) const |
Get a column of the basis inverse. More... | |
virtual void | getBasics (int *index) const |
Get indices of basic variables. More... | |
virtual void | enableSimplexInterface (bool doingPrimal) |
Enables normal operation of subsequent functions. More... | |
virtual void | disableSimplexInterface () |
Undo whatever setting changes the above method had to make. More... | |
virtual int | pivot (int colIn, int colOut, int outStatus) |
Perform a pivot by substituting a colIn for colOut in the basis. More... | |
virtual int | primalPivotResult (int colIn, int sign, int &colOut, int &outStatus, double &t, CoinPackedVector *dx) |
Obtain a result of the primal pivot Outputs: colOut – leaving column, outStatus – its status, t – step size, and, if dx!=NULL, *dx – primal ray direction. More... | |
virtual int | dualPivotResult (int &colIn, int &sign, int colOut, int outStatus, double &t, CoinPackedVector *dx) |
Obtain a result of the dual pivot (similar to the previous method) Differences: entering variable and a sign of its change are now the outputs, the leaving variable and its statuts – the inputs If dx!=NULL, then *dx contains dual ray Return code: same. More... | |
OsiSolverInterface () | |
Default Constructor. More... | |
OsiSolverInterface (const OsiSolverInterface &) | |
Copy constructor. More... | |
OsiSolverInterface & | operator= (const OsiSolverInterface &rhs) |
Assignment operator. More... | |
virtual | ~OsiSolverInterface () |
Destructor. More... | |
virtual void | reset () |
Reset the solver interface. More... | |
Protected Member Functions | |
Protected methods | |
virtual void | applyRowCut (const OsiRowCut &rc) |
Apply a row cut. Return true if cut was applied. More... | |
virtual void | applyColCut (const OsiColCut &cc) |
Apply a column cut (bound adjustment). More... | |
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void | convertBoundToSense (const double lower, const double upper, char &sense, double &right, double &range) const |
A quick inlined function to convert from the lb/ub style of constraint definition to the sense/rhs/range style. More... | |
void | convertSenseToBound (const char sense, const double right, const double range, double &lower, double &upper) const |
A quick inlined function to convert from the sense/rhs/range style of constraint definition to the lb/ub style. More... | |
template<class T > | |
T | forceIntoRange (const T value, const T lower, const T upper) const |
A quick inlined function to force a value to be between a minimum and a maximum value. More... | |
void | setInitialData () |
Set OsiSolverInterface object state for default constructor. More... | |
Protected Attributes | |
Protected member data | |
soplex::SPxOut * | spxout_ |
SoPlex output object. More... | |
soplex::SoPlex * | soplex_ |
SoPlex solver object. More... | |
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OsiRowCutDebugger * | rowCutDebugger_ |
Pointer to row cut debugger object. More... | |
CoinMessageHandler * | handler_ |
Message handler. More... | |
bool | defaultHandler_ |
Flag to say if the currrent handler is the default handler. More... | |
CoinMessages | messages_ |
Messages. More... | |
int | numberIntegers_ |
Number of integers. More... | |
int | numberObjects_ |
Total number of objects. More... | |
OsiObject ** | object_ |
Integer and ... information (integer info normally at beginning) More... | |
char * | columnType_ |
Column type 0 - continuous 1 - binary (may get fixed later) 2 - general integer (may get fixed later) More... | |
Private Member Functions | |
Private methods | |
void | freeCachedColRim () |
free cached column rim vectors More... | |
void | freeCachedRowRim () |
free cached row rim vectors More... | |
void | freeCachedResults () |
free cached result vectors More... | |
void | freeCachedMatrix () |
free cached matrices More... | |
void | freeCachedData (int keepCached=KEEPCACHED_NONE) |
free all cached data (except specified entries, see getLpPtr()) More... | |
void | freeAllMemory () |
free all allocated memory More... | |
Private Attributes | |
Private member data | |
soplex::DIdxSet * | spxintvars_ |
indices of integer variables More... | |
void * | hotStartCStat_ |
Hotstart information. More... | |
int | hotStartCStatSize_ |
indices of integer variables More... | |
void * | hotStartRStat_ |
indices of integer variables More... | |
int | hotStartRStatSize_ |
indices of integer variables More... | |
int | hotStartMaxIteration_ |
indices of integer variables More... | |
Cached information derived from the SoPlex model | |
soplex::DVector * | obj_ |
Pointer to objective Vector. More... | |
char * | rowsense_ |
Pointer to dense vector of row sense indicators. More... | |
double * | rhs_ |
Pointer to dense vector of row right-hand side values. More... | |
double * | rowrange_ |
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) More... | |
soplex::DVector * | colsol_ |
Pointer to primal solution vector. More... | |
soplex::DVector * | rowsol_ |
Pointer to dual solution vector. More... | |
soplex::DVector * | redcost_ |
Pointer to reduced cost vector. More... | |
soplex::DVector * | rowact_ |
Pointer to row activity (slack) vector. More... | |
CoinPackedMatrix * | matrixByRow_ |
Pointer to row-wise copy of problem matrix coefficients. More... | |
CoinPackedMatrix * | matrixByCol_ |
Pointer to row-wise copy of problem matrix coefficients. More... | |
Friends | |
void | OsiSpxSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netlibDir) |
A function that tests the methods in the OsiSpxSolverInterface class. More... | |
SoPlex Solver Interface Instantiation of OsiSpxSolverInterface for SoPlex.
Definition at line 37 of file OsiSpxSolverInterface.hpp.
Definition at line 618 of file OsiSpxSolverInterface.hpp.
OsiSpxSolverInterface::OsiSpxSolverInterface | ( | ) |
Default Constructor.
OsiSpxSolverInterface::OsiSpxSolverInterface | ( | const OsiSpxSolverInterface & | ) |
Copy constructor.
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Destructor.
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Solve initial LP relaxation.
Implements OsiSolverInterface.
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Resolve an LP relaxation after problem modification.
Implements OsiSolverInterface.
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Invoke solver's built-in enumeration algorithm.
Implements OsiSolverInterface.
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Set an integer parameter.
Reimplemented from OsiSolverInterface.
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Set a double parameter.
Reimplemented from OsiSolverInterface.
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Get an integer parameter.
Reimplemented from OsiSolverInterface.
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Get a double parameter.
Reimplemented from OsiSolverInterface.
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Get a string parameter.
Reimplemented from OsiSolverInterface.
void OsiSpxSolverInterface::setTimeLimit | ( | double | value | ) |
double OsiSpxSolverInterface::getTimeLimit | ( | ) | const |
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Are there a numerical difficulties?
Implements OsiSolverInterface.
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Is optimality proven?
Implements OsiSolverInterface.
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Is primal infeasiblity proven?
Implements OsiSolverInterface.
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Is dual infeasiblity proven?
Implements OsiSolverInterface.
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Is the given dual objective limit reached?
Reimplemented from OsiSolverInterface.
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Iteration limit reached?
Implements OsiSolverInterface.
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Time limit reached?
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Get empty warm start object.
Implements OsiSolverInterface.
Definition at line 111 of file OsiSpxSolverInterface.hpp.
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Get warmstarting information.
Implements OsiSolverInterface.
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Set warmstarting information.
Return true/false depending on whether the warmstart information was accepted or not.
Implements OsiSolverInterface.
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Create a hotstart point of the optimization process.
Reimplemented from OsiSolverInterface.
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Optimize starting from the hotstart.
Reimplemented from OsiSolverInterface.
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Delete the snapshot.
Reimplemented from OsiSolverInterface.
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Get number of columns.
Implements OsiSolverInterface.
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Get number of rows.
Implements OsiSolverInterface.
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Get number of nonzero elements.
Implements OsiSolverInterface.
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Get pointer to array[getNumCols()] of column lower bounds.
Implements OsiSolverInterface.
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Get pointer to array[getNumCols()] of column upper bounds.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row constraint senses.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of rows right-hand sides.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row ranges.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row lower bounds.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row upper bounds.
Implements OsiSolverInterface.
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Get pointer to array[getNumCols()] of objective function coefficients.
Implements OsiSolverInterface.
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Get objective function sense (1 for min (default), -1 for max)
Implements OsiSolverInterface.
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Return true if column is continuous.
Implements OsiSolverInterface.
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Get pointer to row-wise copy of matrix.
Implements OsiSolverInterface.
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Get pointer to column-wise copy of matrix.
Implements OsiSolverInterface.
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Get solver's value for infinity.
Implements OsiSolverInterface.
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Get pointer to array[getNumCols()] of primal solution vector.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of dual prices.
Implements OsiSolverInterface.
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Get a pointer to array[getNumCols()] of reduced costs.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.
Implements OsiSolverInterface.
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Get objective function value.
Implements OsiSolverInterface.
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Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
Implements OsiSolverInterface.
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Get as many dual rays as the solver can provide.
(In case of proven primal infeasibility there should be at least one.)
The first getNumRows() ray components will always be associated with the row duals (as returned by getRowPrice()). If fullRay
is true, the final getNumCols() entries will correspond to the ray components associated with the nonbasic variables. If the full ray is requested and the method cannot provide it, it will throw an exception.
NOTE for implementers of solver interfaces:
The double pointers in the vector should point to arrays of length getNumRows() and they should be allocated via new[].
NOTE for users of solver interfaces:
It is the user's responsibility to free the double pointers in the vector using delete[].
Implements OsiSolverInterface.
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Get as many primal rays as the solver can provide.
(In case of proven dual infeasibility there should be at least one.)
NOTE for implementers of solver interfaces:
The double pointers in the vector should point to arrays of length getNumCols() and they should be allocated via new[].
NOTE for users of solver interfaces:
It is the user's responsibility to free the double pointers in the vector using delete[].
Implements OsiSolverInterface.
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Set an objective function coefficient.
Implements OsiSolverInterface.
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Set a single column lower bound
Use -COIN_DBL_MAX for -infinity.
Implements OsiSolverInterface.
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Set a single column upper bound
Use COIN_DBL_MAX for infinity.
Implements OsiSolverInterface.
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Set a single column lower and upper bound
The default implementation just invokes setColLower
and setColUpper
Reimplemented from OsiSolverInterface.
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Set a single row lower bound
Use -COIN_DBL_MAX for -infinity.
Implements OsiSolverInterface.
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Set a single row upper bound
Use COIN_DBL_MAX for infinity.
Implements OsiSolverInterface.
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Set a single row lower and upper bound
The default implementation just invokes setRowUower
and setRowUpper
Reimplemented from OsiSolverInterface.
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Set the type of a single row
Implements OsiSolverInterface.
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Set the index-th variable to be a continuous variable.
Implements OsiSolverInterface.
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Set the index-th variable to be an integer variable.
Implements OsiSolverInterface.
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Set objective function sense (1 for min (default), -1 for max,)
Implements OsiSolverInterface.
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Set the primal solution column values.
colsol[numcols()] is an array of values of the problem column variables. These values are copied to memory owned by the solver object or the solver. They will be returned as the result of colsol() until changed by another call to setColsol() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent.
Implements OsiSolverInterface.
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Set dual solution vector.
rowprice[numrows()] is an array of values of the problem row dual variables. These values are copied to memory owned by the solver object or the solver. They will be returned as the result of rowprice() until changed by another call to setRowprice() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent.
Implements OsiSolverInterface.
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Add a column (primal variable) to the problem.
Implements OsiSolverInterface.
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Remove a set of columns (primal variables) from the problem.
The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted variables are nonbasic.
Implements OsiSolverInterface.
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Add a row (constraint) to the problem.
Implements OsiSolverInterface.
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Add a row (constraint) to the problem.
Implements OsiSolverInterface.
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Delete a set of rows (constraints) from the problem.
The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted rows are loose.
Implements OsiSolverInterface.
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Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 rowub
: all rows have upper bound infinity rowlb
: all rows have lower bound -infinity obj
: all variables have 0 objective coefficient Implements OsiSolverInterface.
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Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by lower and upper bounds).
For default values see the previous method.
WARNING: The arguments passed to this method will be freed using the C++ delete
and delete[]
functions.
Implements OsiSolverInterface.
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Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range triplets).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 obj
: all variables have 0 objective coefficient rowsen
: all rows are >= rowrhs
: all right hand sides are 0 rowrng
: 0 for the ranged rows Implements OsiSolverInterface.
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Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets).
For default values see the previous method.
WARNING: The arguments passed to this method will be freed using the C++ delete
and delete[]
functions.
Implements OsiSolverInterface.
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Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).
Implements OsiSolverInterface.
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Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).
Implements OsiSolverInterface.
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Read an mps file from the given filename.
Reimplemented from OsiSolverInterface.
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Write the problem into an mps file of the given filename.
If objSense is non zero then -1.0 forces the code to write a maximization objective and +1.0 to write a minimization one. If 0.0 then solver can do what it wants
Implements OsiSolverInterface.
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Clone.
Implements OsiSolverInterface.
OsiSpxSolverInterface& OsiSpxSolverInterface::operator= | ( | const OsiSpxSolverInterface & | rhs | ) |
Assignment operator.
soplex::SoPlex* OsiSpxSolverInterface::getLpPtr | ( | int | keepCached = KEEPCACHED_NONE | ) |
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Definition at line 645 of file OsiSpxSolverInterface.hpp.
Apply a row cut. Return true if cut was applied.
Implements OsiSolverInterface.
Apply a column cut (bound adjustment).
Return true if cut was applied.
Implements OsiSolverInterface.
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free cached column rim vectors
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free cached row rim vectors
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free cached result vectors
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free cached matrices
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free all cached data (except specified entries, see getLpPtr())
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free all allocated memory
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A function that tests the methods in the OsiSpxSolverInterface class.
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SoPlex output object.
Definition at line 663 of file OsiSpxSolverInterface.hpp.
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SoPlex solver object.
Definition at line 665 of file OsiSpxSolverInterface.hpp.
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indices of integer variables
Definition at line 696 of file OsiSpxSolverInterface.hpp.
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Hotstart information.
Definition at line 699 of file OsiSpxSolverInterface.hpp.
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indices of integer variables
Definition at line 700 of file OsiSpxSolverInterface.hpp.
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indices of integer variables
Definition at line 701 of file OsiSpxSolverInterface.hpp.
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indices of integer variables
Definition at line 702 of file OsiSpxSolverInterface.hpp.
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indices of integer variables
Definition at line 703 of file OsiSpxSolverInterface.hpp.
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Pointer to objective Vector.
Definition at line 708 of file OsiSpxSolverInterface.hpp.
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Pointer to dense vector of row sense indicators.
Definition at line 711 of file OsiSpxSolverInterface.hpp.
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Pointer to dense vector of row right-hand side values.
Definition at line 714 of file OsiSpxSolverInterface.hpp.
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Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)
Definition at line 717 of file OsiSpxSolverInterface.hpp.
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Pointer to primal solution vector.
Definition at line 720 of file OsiSpxSolverInterface.hpp.
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Pointer to dual solution vector.
Definition at line 723 of file OsiSpxSolverInterface.hpp.
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Pointer to reduced cost vector.
Definition at line 726 of file OsiSpxSolverInterface.hpp.
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Pointer to row activity (slack) vector.
Definition at line 729 of file OsiSpxSolverInterface.hpp.
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Pointer to row-wise copy of problem matrix coefficients.
Definition at line 732 of file OsiSpxSolverInterface.hpp.
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Pointer to row-wise copy of problem matrix coefficients.
Definition at line 735 of file OsiSpxSolverInterface.hpp.