OsiSpxSolverInterface.hpp

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//-----------------------------------------------------------------------------
// name:     OSI Interface for SoPlex >= 1.4.2c
// authors:  Tobias Pfender
//           Ambros Gleixner
//           Wei Huang
//           Konrad-Zuse-Zentrum Berlin (Germany)
//           email: pfender@zib.de
// date:     01/16/2002
// license:  this file may be freely distributed under the terms of the EPL
//-----------------------------------------------------------------------------
// Copyright (C) 2002, Tobias Pfender, International Business Machines
// Corporation and others.  All Rights Reserved.
// Last edit: $Id: OsiSpxSolverInterface.hpp 2019 2015-06-11 08:50:04Z stefan $

#ifndef OsiSpxSolverInterface_H
#define OsiSpxSolverInterface_H

#include <string>
#include "OsiSolverInterface.hpp"
#include "CoinWarmStartBasis.hpp"

#ifndef _SOPLEX_H_
/* forward declarations so the header can be compiled without having to include soplex.h
 * however, these declaration work only for SoPlex < 2.0, so we do them only if soplex.h hasn't been included already
 */
namespace soplex {
  class DIdxSet;
  class DVector;
  class SPxOut;
  class SoPlex;
}
#endif

class OsiSpxSolverInterface : virtual public OsiSolverInterface {
  friend void OsiSpxSolverInterfaceUnitTest(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);
    // 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 timelimit
    void setTimeLimit(double value);
    // Get timelimit
    double getTimeLimit() const;

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

    virtual bool isAbandoned() const;
    virtual bool isProvenOptimal() const;
    virtual bool isProvenPrimalInfeasible() const;
    virtual bool isProvenDualInfeasible() const;
    // Is the given primal objective limit reached? - use implementation from OsiSolverInterface
    virtual bool isDualObjectiveLimitReached() const;
    virtual bool isIterationLimitReached() const;
    virtual bool isTimeLimitReached() const;

  //---------------------------------------------------------------------------
    inline CoinWarmStart *getEmptyWarmStart () const
    { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
    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 setColLower( int elementIndex, double elementValue );
      
      virtual void setColUpper( int elementIndex, double elementValue );
      
      virtual void setColBounds( int elementIndex,
                                 double lower, double upper );
    
#if 0 // we are using the default implementation of OsiSolverInterface

      virtual void setColSetBounds(const int* indexFirst,
                                   const int* indexLast,
                                   const double* boundList);
#endif
      
      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);
    
#if 0 // we are using the default implementation of OsiSolverInterface

      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);
#endif

    
    //-------------------------------------------------------------------------
      virtual void setContinuous(int index);
      virtual void setInteger(int index);
#if 0 // we are using the default implementation of OsiSolverInterface

      virtual void setContinuous(const int* indices, int len);
      virtual void setInteger(const int* indices, int len);
#endif

    
    //-------------------------------------------------------------------------
    virtual void setObjSense(double s);
    
    virtual void setColSolution(const double * colsol);
    
    virtual void setRowPrice(const double * rowprice);
    
    //-------------------------------------------------------------------------
      virtual void addCol(const CoinPackedVectorBase& vec,
                          const double collb, const double colub,   
                          const double obj);

#if 0 // we are using the default implementation of OsiSolverInterface

      virtual void addCols(const int numcols,
                           const CoinPackedVectorBase * const * cols,
                           const double* collb, const double* colub,   
                           const double* obj);
#endif

      virtual void deleteCols(const int num, const int * colIndices);
    
      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);

#if 0 // we are using the default implementation of OsiSolverInterface

      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);
#endif

      virtual void deleteRows(const int num, const int * rowIndices);
    
#if 0 // we are using the default implementation of 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);

    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;

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

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


  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
  };
  soplex::SoPlex* getLpPtr( int keepCached = KEEPCACHED_NONE );

  soplex::SPxOut* getSPxOut() { return spxout_; }
  
protected:
  
  virtual void applyRowCut( const OsiRowCut & rc );
  
  virtual void applyColCut( const OsiColCut & cc );

  soplex::SPxOut *spxout_;
  soplex::SoPlex *soplex_;

  
private:
  
  void freeCachedColRim();

  void freeCachedRowRim();

  void freeCachedResults();
  
  void freeCachedMatrix();

  void freeCachedData( int keepCached = KEEPCACHED_NONE );

  void freeAllMemory();
  
  
  soplex::DIdxSet   *spxintvars_;

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

  mutable soplex::DVector *obj_;

  mutable char    *rowsense_;
  
  mutable double  *rhs_;
  
  mutable double  *rowrange_;
  
  mutable soplex::DVector *colsol_;
  
  mutable soplex::DVector *rowsol_;

  mutable soplex::DVector *redcost_;

  mutable soplex::DVector *rowact_;

  mutable CoinPackedMatrix *matrixByRow_;  
  
  mutable CoinPackedMatrix *matrixByCol_;  

};

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

#endif