10 #ifndef OsiGlpkSolverInterface_H
11 #define OsiGlpkSolverInterface_H
27 #ifndef GLP_PROB_DEFINED
28 #define GLP_PROB_DEFINED
31 double _opaque_prob[100];
221 virtual bool isBinary(
int columnNumber)
const;
228 virtual bool isInteger(
int columnNumber)
const;
280 virtual std::vector< double * >
getDualRays(
int maxNumRays,
281 bool fullRay =
false)
const;
299 virtual std::vector< double * >
getPrimalRays(
int maxNumRays)
const;
318 virtual void setObjCoeff(
int elementIndex,
double elementValue);
323 virtual void setColLower(
int elementIndex,
double elementValue);
328 virtual void setColUpper(
int elementIndex,
double elementValue);
334 double lower,
double upper);
345 const int *indexLast,
346 const double *boundList);
350 virtual void setRowLower(
int elementIndex,
double elementValue);
354 virtual void setRowUpper(
int elementIndex,
double elementValue);
360 double lower,
double upper);
363 virtual void setRowType(
int index,
char sense,
double rightHandSide,
375 const int *indexLast,
376 const double *boundList);
389 const int *indexLast,
390 const char *senseList,
391 const double *rhsList,
392 const double *rangeList);
407 virtual void setInteger(
const int *indices,
int len);
447 const double collb,
const double colub,
452 virtual void addCols(
const int numcols,
454 const double *collb,
const double *colub,
457 virtual void deleteCols(
const int num,
const int *colIndices);
462 const double rowlb,
const double rowub);
465 const char rowsen,
const double rowrhs,
466 const double rowrng);
470 virtual void addRows(
const int numrows,
472 const double *rowlb,
const double *rowub);
474 virtual void addRows(
const int numrows,
476 const char *rowsen,
const double *rowrhs,
477 const double *rowrng);
479 virtual void deleteRows(
const int num,
const int *rowIndices);
506 double effectivenessLb = 0.0);
527 const double *collb,
const double *colub,
529 const double *rowlb,
const double *rowub);
539 double *&collb,
double *&colub,
double *&obj,
540 double *&rowlb,
double *&rowub);
555 const double *collb,
const double *colub,
557 const char *rowsen,
const double *rowrhs,
558 const double *rowrng);
568 double *&collb,
double *&colub,
double *&obj,
569 char *&rowsen,
double *&rowrhs,
574 virtual void loadProblem(
const int numcols,
const int numrows,
577 const double *collb,
const double *colub,
579 const double *rowlb,
const double *rowub);
583 virtual void loadProblem(
const int numcols,
const int numrows,
586 const double *collb,
const double *colub,
588 const char *rowsen,
const double *rowrhs,
589 const double *rowrng);
593 virtual int readMps(
const char *filename,
594 const char *extension =
"mps");
600 virtual void writeMps(
const char *filename,
601 const char *extension =
"mps",
602 double objSense = 0.0)
const;
709 virtual void reset();
909 #endif // OsiGlpkSolverInterface_H
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
free only cached column and LP solution information
virtual bool isAbandoned() const
Are there a numerical difficulties?
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual int readMps(const char *filename, const char *extension="mps")
Read a problem in MPS format from the given filename.
Just a marker, so that OsiSolverInterface can allocate a static sized array to store parameters...
virtual bool isProvenOptimal() const
Is optimality proven?
double * collower_
Pointer to dense vector of variable lower bounds.
char * rowsense_
Pointer to dense vector of row sense indicators.
bool isAbandoned_
glpk abandoned the problem
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
bool setHintParam(OsiHintParam key, bool sense=true, OsiHintStrength strength=OsiHintTry, void *info=0)
Set a hint parameter.
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 l...
CoinPackedMatrix * matrixByCol_
Pointer to row-wise copy of problem matrix coefficients.
double * rowact_
Pointer to row activity (slack) vector.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
void gutsOfConstructor()
The real work of the constructor.
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.
void gutsOfDestructor()
The real work of the destructor.
LPX * getMutableModelPtr() const
Pointer to the model.
virtual bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
virtual void setColLower(int elementIndex, double elementValue)=0
Set a single column lower bound.
void setRowName(int ndx, std::string name)
Set a row name.
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
double dualObjectiveLimit_
dual objective limit (measure of badness; stop if we're worse)
virtual int getNumCols() const
Get number of columns.
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
void freeAllMemory()
free all allocated memory
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
virtual void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound The default implementation just invokes setRowLower() and set...
LP solution: primal and dual solution, reduced costs, row activities.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
double * hotStartCDualVal_
dual variable values
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.
Collections of row cuts and column cuts.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
double * hotStartRDualVal_
row dual values
bool isTimeLimitReached_
glpk stopped on time limit
virtual bool isIterationLimitReached() const
Iteration limit reached?
free only cached matrix and LP solution information
double * colupper_
Pointer to dense vector of variable lower bounds.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
The default COIN simplex (basis-oriented) warm start class.
virtual ~OsiGlpkSolverInterface()
Destructor.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
bool isObjLowerLimitReached_
glpk stopped on lower objective limit
int * hotStartRStat_
row status array
virtual void setColUpper(int elementIndex, double elementValue)=0
Set a single column upper bound.
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
static void decrementInstanceCounter()
GLPK has a context which must be freed after all GLPK LPs (or MIPs) are freed.
void freeCachedResults()
free cached result vectors
virtual void initialSolve()
Solve initial LP relaxation.
static void incrementInstanceCounter()
GLPK has a context which must be freed after all GLPK LPs (or MIPs) are freed.
friend void OsiGlpkSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiGlpkSolverInterface class.
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
OsiGlpkSolverInterface & operator=(const OsiGlpkSolverInterface &rhs)
Assignment operator.
virtual bool isInteger(int colIndex) const
Return true if the variable is integer.
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
Add a set of rows (constraints) to the problem.
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)=0
Add a column (primal variable) to the problem.
CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
Abstract Base Class for describing an interface to a solver.
Abstract base class for various sparse vectors.
virtual void resolve()
Resolve an LP relaxation after problem modification.
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 t...
virtual void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously The default implementation just invokes setColL...
LPX * getModelPtr()
Get pointer to GLPK model.
virtual void unmarkHotStart()
Delete the snapshot.
void * info_[OsiLastHintParam]
Array for info blocks associated with hints.
std::string probName_
Problem name.
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
Add a set of rows (constraints) to the problem.
double * rowupper_
Pointer to dense vector of row upper bounds.
virtual bool isFeasible() const
(Integer) Feasible solution found?
only discard cached LP solution
double primalObjectiveLimit_
primal objective limit (measure of goodness; stop if we're better)
bool isIterationLimitReached_
glpk stopped on iteration limit
discard all cached data (default)
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower() and ...
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
void freeCachedData(int keepCached=KEEPCACHED_NONE)
free all cached data (except specified entries, see getLpPtr())
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
double * obj_
Pointer to objective vector.
free only cached row and LP solution information
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
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.
virtual bool isBinary(int colIndex) const
Return true if the variable is binary.
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
int hotStartMaxIteration_
simplex iteration limit (for hot start)
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
virtual double getObjValue() const
Get objective function value.
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) ...
virtual void setRowSetTypes(const int *indexFirst, const int *indexLast, const char *senseList, const double *rhsList, const double *rangeList)
Set the type of a number of rows simultaneously The default implementation just invokes setRowType()...
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
void freeCachedMatrix()
free cached matrices
virtual double getInfinity() const
Get solver's value for infinity.
void freeCachedRowRim()
free cached row rim vectors
void freeCachedColRim()
free cached column rim vectors
static unsigned int getNumInstances()
Return the number of LP/MIP instances of instantiated objects using the GLPK environment.
virtual void reset()
Resets as if default constructor.
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
virtual CoinBigIndex getNumElements() const
Get number of nonzero elements.
int iter_used_
Number of iterations.
virtual ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
int * hotStartCStat_
column status array
double objOffset_
constant offset for objective function
virtual int getNumRows() const
Get number of rows.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver...
Sparse Matrix Base Class.
void setColName(int ndx, std::string name)
Set a column name.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
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...
virtual void markHotStart()
Create a hotstart point of the optimization process.
bool isPrimInfeasible_
glpk declared the problem primal infeasible
This means it is only a hint.
int nameDisc_
OSI name discipline.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
virtual bool isFreeBinary(int colIndex) const
Return true if the variable is binary and not fixed.
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
void gutsOfCopy(const OsiGlpkSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
double * hotStartCVal_
primal variable values
virtual bool isTimeLimitReached() const
Time limit reached?
keep all cached data (similar to getMutableLpPtr())
int hotStartCStatSize_
Hotstart information.
static unsigned int numInstances_
number of GLPK instances currently in use (counts only those created by OsiGlpk)
LPX * lp_
GPLK model represented by this class instance.
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
double * rhs_
Pointer to dense vector of row right-hand side values.
double * rowsol_
Pointer to dual solution vector.
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
bool isFeasible_
glpk declared the problem feasible
int hotStartRStatSize_
size of row status and value arrays
bool isDualInfeasible_
glpk declared the problem dual infeasible
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
char * ctype_
Pointer to dense vector of variable types (continous, binary, integer)
OsiGlpkSolverInterface()
Default Constructor.
double * colsol_
Pointer to primal solution vector.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
double * rowlower_
Pointer to dense vector of row lower bounds.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
void OsiGlpkSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiGlpkSolverInterface class.
double * redcost_
Pointer to reduced cost vector.
int maxIteration_
simplex iteration limit (per call to solver)
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)=0
Add a row (constraint) to the problem.
std::vector< int > OsiVectorInt
Vector of int.
void printBounds()
Just for testing purposes.
bool isObjUpperLimitReached_
glpk stopped on upper objective limit
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
void setObjName(std::string name)
Set the objective function name.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
double * hotStartRVal_
row slack values
row information: right hand sides, ranges and senses, lower and upper bounds for row ...
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
double dualTolerance_
dual feasibility tolerance
problem matrix: matrix ordered by column and by row
column information: objective values, lower and upper bounds, variable types
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
double primalTolerance_
primal feasibility tolerance
void fillColBounds() const
Fill cached collumn bounds.
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
free only cached LP solution information
Abstract base class for warm start information.
#define LPX
GPLK Solver Interface.
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
virtual void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously The default implementation just invokes setRowLowe...