OsiCpxSolverInterface.hpp

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//-----------------------------------------------------------------------------
// name:     OSI Interface for CPLEX
// author:   Tobias Pfender
//           Konrad-Zuse-Zentrum Berlin (Germany)
//           email: pfender@zib.de
// date:     09/25/2000
// license:  this file may be freely distributed under the terms of EPL
// comments: please scan this file for '???' and read the comments
//-----------------------------------------------------------------------------
// Copyright (C) 2000, Tobias Pfender, International Business Machines
// Corporation and others.  All Rights Reserved.

#ifndef OsiCpxSolverInterface_H
#define OsiCpxSolverInterface_H

#include "OsiSolverInterface.hpp"
#include "CoinWarmStartBasis.hpp"
#include "OsiColCut.hpp"
#include "OsiRowCut.hpp"

typedef struct cpxlp*  CPXLPptr;
typedef struct cpxenv* CPXENVptr;

class OsiCpxSolverInterface : virtual public OsiSolverInterface {
  friend void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
  
public:
  
  //---------------------------------------------------------------------------
  virtual void initialSolve();
  
  virtual void resolve();
  
  virtual void branchAndBound();
  
  //---------------------------------------------------------------------------
    // Set an integer parameter
    bool setIntParam(OsiIntParam key, int value);
    // Set an double parameter
    bool setDblParam(OsiDblParam key, double value);
    // Set a string parameter
    bool setStrParam(OsiStrParam key, const std::string & value);
    // Get an integer parameter
    bool getIntParam(OsiIntParam key, int& value) const;
    // Get an double parameter
    bool getDblParam(OsiDblParam key, double& value) const;
    // Get a string parameter
    bool getStrParam(OsiStrParam key, std::string& value) const;
    // Set mipstart option (pass column solution to CPLEX before MIP start)
    void setMipStart(bool value) { domipstart = value; }
    // Get mipstart option value
    bool getMipStart() const { return domipstart; }

  //---------------------------------------------------------------------------

    virtual bool isAbandoned() const;
    virtual bool isProvenOptimal() const;
    virtual bool isProvenPrimalInfeasible() const;
    virtual bool isProvenDualInfeasible() const;
    virtual bool isPrimalObjectiveLimitReached() const;
    virtual bool isDualObjectiveLimitReached() const;
    virtual bool isIterationLimitReached() const;

  //---------------------------------------------------------------------------

  CoinWarmStart *getEmptyWarmStart () const;

    virtual CoinWarmStart* getWarmStart() const;
    virtual bool setWarmStart(const CoinWarmStart* warmstart);

  //---------------------------------------------------------------------------
    virtual void markHotStart();
    virtual void solveFromHotStart();
    virtual void unmarkHotStart();

  //---------------------------------------------------------------------------
      virtual int getNumCols() const;
  
      virtual int getNumRows() const;
  
      virtual int getNumElements() const;
  
      virtual const double * getColLower() const;
  
      virtual const double * getColUpper() const;
  
      virtual const char * getRowSense() const;
  
      virtual const double * getRightHandSide() const;
  
      virtual const double * getRowRange() const;
  
      virtual const double * getRowLower() const;
  
      virtual const double * getRowUpper() const;
  
      virtual const double * getObjCoefficients() const;
  
      virtual double getObjSense() const;

      virtual bool isContinuous(int colNumber) const;

#if 0
      virtual bool isBinary(int columnNumber) const;
  
      virtual bool isInteger(int columnNumber) const;
  
      virtual bool isIntegerNonBinary(int columnNumber) const;
  
      virtual bool isFreeBinary(int columnNumber) const;
#endif
  
      virtual const CoinPackedMatrix * getMatrixByRow() const;
  
      virtual const CoinPackedMatrix * getMatrixByCol() const;
  
      virtual double getInfinity() const;
    
      virtual const double * getColSolution() const;
  
      virtual const double * getRowPrice() const;
  
      virtual const double * getReducedCost() const;
  
      virtual const double * getRowActivity() const;
  
      virtual double getObjValue() const;
  
      virtual int getIterationCount() const;
  
      virtual std::vector<double*> getDualRays(int maxNumRays,
                                               bool fullRay = false) const;
      virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
  
#if 0

      virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
        const;
#endif


  
  //---------------------------------------------------------------------------

    //-------------------------------------------------------------------------
      virtual void setObjCoeff( int elementIndex, double elementValue );

      virtual void setObjCoeffSet(const int* indexFirst,
                                  const int* indexLast,
                                  const double* coeffList);

      using OsiSolverInterface::setColLower ;
      virtual void setColLower( int elementIndex, double elementValue );
      
      using OsiSolverInterface::setColUpper ;
      virtual void setColUpper( int elementIndex, double elementValue );
      
      virtual void setColBounds( int elementIndex,
                                 double lower, double upper );
    
      virtual void setColSetBounds(const int* indexFirst,
                                   const int* indexLast,
                                   const double* boundList);
      
      virtual void setRowLower( int elementIndex, double elementValue );
      
      virtual void setRowUpper( int elementIndex, double elementValue );
    
      virtual void setRowBounds( int elementIndex,
                                 double lower, double upper );
    
      virtual void setRowType(int index, char sense, double rightHandSide,
                              double range);
    
      virtual void setRowSetBounds(const int* indexFirst,
                                   const int* indexLast,
                                   const double* boundList);
    
      virtual void setRowSetTypes(const int* indexFirst,
                                  const int* indexLast,
                                  const char* senseList,
                                  const double* rhsList,
                                  const double* rangeList);
    
    //-------------------------------------------------------------------------
      virtual void setContinuous(int index);
      virtual void setInteger(int index);
      virtual void setContinuous(const int* indices, int len);
      virtual void setInteger(const int* indices, int len);
    
    //-------------------------------------------------------------------------
    virtual void setObjSense(double s);
    
    virtual void setColSolution(const double * colsol);
    
    virtual void setRowPrice(const double * rowprice);
    
    //-------------------------------------------------------------------------
      using OsiSolverInterface::addCol ;
      virtual void addCol(const CoinPackedVectorBase& vec,
                          const double collb, const double colub,   
                          const double obj);

      using OsiSolverInterface::addCols ;
      virtual void addCols(const int numcols,
                           const CoinPackedVectorBase * const * cols,
                           const double* collb, const double* colub,   
                           const double* obj);
      virtual void deleteCols(const int num, const int * colIndices);
    
      using OsiSolverInterface::addRow ;
      virtual void addRow(const CoinPackedVectorBase& vec,
                          const double rowlb, const double rowub);
      virtual void addRow(const CoinPackedVectorBase& vec,
                          const char rowsen, const double rowrhs,   
                          const double rowrng);

      using OsiSolverInterface::addRows ;
      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);
      virtual void deleteRows(const int num, const int * rowIndices);
    
#if 0
  // ??? implemented in OsiSolverInterface
      //-----------------------------------------------------------------------
      virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
                                            double effectivenessLb = 0.0);
#endif



  //---------------------------------------------------------------------------

    virtual void loadProblem(const CoinPackedMatrix& matrix,
                             const double* collb, const double* colub,   
                             const double* obj,
                             const double* rowlb, const double* rowub);
                            
    virtual void assignProblem(CoinPackedMatrix*& matrix,
                               double*& collb, double*& colub, double*& obj,
                               double*& rowlb, double*& rowub);

    virtual void loadProblem(const CoinPackedMatrix& matrix,
                             const double* collb, const double* colub,
                             const double* obj,
                             const char* rowsen, const double* rowrhs,   
                             const double* rowrng);

    virtual void assignProblem(CoinPackedMatrix*& matrix,
                               double*& collb, double*& colub, double*& obj,
                               char*& rowsen, double*& rowrhs,
                               double*& rowrng);

    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);

    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);

    using OsiSolverInterface::readMps ;
    virtual int readMps(const char *filename,
                         const char *extension = "mps");

    virtual void writeMps(const char *filename,
                          const char *extension = "mps",
                          double objSense=0.0) const;

    
    void passInMessageHandler(CoinMessageHandler * handler);

  //---------------------------------------------------------------------------

  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
  };
  CPXLPptr getLpPtr( int keepCached = KEEPCACHED_NONE );
  
  CPXENVptr getEnvironmentPtr();

  const char* getCtype() const;
  
  OsiCpxSolverInterface(); 
  
  virtual OsiSolverInterface * clone(bool copyData = true) const;
  
  OsiCpxSolverInterface( const OsiCpxSolverInterface& );
  
  OsiCpxSolverInterface& operator=( const OsiCpxSolverInterface& rhs );
  
  virtual ~OsiCpxSolverInterface();

  virtual void reset();
  
/***************************************************************************/

  virtual int canDoSimplexInterface() const;

  using OsiSolverInterface::enableSimplexInterface ;
  virtual void enableSimplexInterface(int doingPrimal) {};

  virtual void disableSimplexInterface() {};

  virtual void enableFactorization() const {};

  virtual void disableFactorization() const {};

  virtual bool basisIsAvailable() const;

   virtual void getBasisStatus(int* cstat, int* rstat) const;

  virtual void getBInvARow(int row, double* z, double * slack=NULL) const;

  virtual void getBInvRow(int row, double* z) const;

  virtual void getBInvACol(int col, double* vec) const;

  virtual void getBInvCol(int col, double* vec) const;

  virtual void getBasics(int* index) const;
  void switchToLP();

  void switchToMIP();

/***************************************************************************/

protected:
  
  CPXLPptr getMutableLpPtr() const;

  CPXENVptr getMutableEnvironmentPtr() const;

  virtual void applyRowCut( const OsiRowCut & rc );
  
  virtual void applyColCut( const OsiColCut & cc );
  
private:
  void resizeColType( int minsize );

  void freeColType();

  
    
  void gutsOfCopy( const OsiCpxSolverInterface & source );
  
  void gutsOfConstructor();
  
  void gutsOfDestructor();

  void freeCachedColRim();

  void freeCachedRowRim();

  void freeCachedResults();
  
  void freeCachedMatrix();

  void freeCachedData( int keepCached = KEEPCACHED_NONE );

  void freeAllMemory();
  
  
  
  mutable CPXENVptr env_;
  mutable CPXLPptr lp_;

  int *hotStartCStat_;
  int hotStartCStatSize_;
  int *hotStartRStat_;
  int hotStartRStatSize_;
  int hotStartMaxIteration_;

  mutable double  *obj_;
  
  mutable double  *collower_;
  
  mutable double  *colupper_;
  
  mutable char    *rowsense_;
  
  mutable double  *rhs_;
  
  mutable double  *rowrange_;
  
  mutable double  *rowlower_;
  
  mutable double  *rowupper_;
  
  mutable double  *colsol_;
  
  mutable double  *rowsol_;

  mutable double  *redcost_;

  mutable double  *rowact_;

  mutable CoinPackedMatrix *matrixByRow_;  
  
  mutable CoinPackedMatrix *matrixByCol_;  

  char            *coltype_;

  int             coltypesize_;
  
  mutable bool    probtypemip_;

  bool            domipstart;

  bool            disableadvbasis;

};

//#############################################################################
void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);

#endif