5 #ifndef OsiXprSolverInterface_H
6 #define OsiXprSolverInterface_H
193 virtual bool isBinary(
int colIndex)
const;
200 virtual bool isInteger(
int colIndex)
const;
257 virtual std::vector< double * >
getDualRays(
int maxNumRays,
258 bool fullRay =
false)
const;
270 virtual std::vector< double * >
getPrimalRays(
int maxNumRays)
const;
289 virtual void setObjCoeff(
int elementIndex,
double elementValue);
293 virtual void setColLower(
int elementIndex,
double elementValue);
297 virtual void setColUpper(
int elementIndex,
double elementValue);
303 double lower,
double upper);
314 const int *indexLast,
315 const double *boundList);
319 virtual void setRowLower(
int elementIndex,
double elementValue);
323 virtual void setRowUpper(
int elementIndex,
double elementValue);
329 double lower,
double upper);
332 virtual void setRowType(
int index,
char sense,
double rightHandSide,
344 const int *indexLast,
345 const double *boundList);
358 const int *indexLast,
359 const char *senseList,
360 const double *rhsList,
361 const double *rangeList);
376 virtual void setInteger(
const int *indices,
int len);
414 const double collb,
const double colub,
417 virtual void addCols(
const int numcols,
419 const double *collb,
const double *colub,
422 virtual void deleteCols(
const int num,
const int *colIndices);
426 const double rowlb,
const double rowub);
429 const char rowsen,
const double rowrhs,
430 const double rowrng);
432 virtual void addRows(
const int numrows,
434 const double *rowlb,
const double *rowub);
436 virtual void addRows(
const int numrows,
438 const char *rowsen,
const double *rowrhs,
439 const double *rowrng);
441 virtual void deleteRows(
const int num,
const int *rowIndices);
466 double effectivenessLb = 0.0);
486 const double *collb,
const double *colub,
488 const double *rowlb,
const double *rowub);
498 double *&collb,
double *&colub,
double *&obj,
499 double *&rowlb,
double *&rowub);
514 const double *collb,
const double *colub,
516 const char *rowsen,
const double *rowrhs,
517 const double *rowrng);
527 double *&collb,
double *&colub,
double *&obj,
528 char *&rowsen,
double *&rowrhs,
533 virtual void loadProblem(
const int numcols,
const int numrows,
534 const int *start,
const int *index,
536 const double *collb,
const double *colub,
538 const double *rowlb,
const double *rowub);
542 virtual void loadProblem(
const int numcols,
const int numrows,
543 const int *start,
const int *index,
545 const double *collb,
const double *colub,
547 const char *rowsen,
const double *rowrhs,
548 const double *rowrng);
551 virtual int readMps(
const char *filename,
552 const char *extension =
"mps");
558 virtual void writeMps(
const char *filename,
559 const char *extension =
"mps",
560 double objSense = 0.0)
const;
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
double * rowprice_
Pointer to dense vector of dual row variable values.
CoinPackedMatrix * matrixByCol_
bool lastsolvewasmip
Indicates whether the last solve was for a MIP or an LP.
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
char * ivartype_
Pointer to list of global variable types:
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
virtual int getNumElements() const
Get number of nonzero elements.
double * rowlower_
Pointer to dense vector of slack variable lower bounds.
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
static const char * logFileName_
Name of the logfile.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
void freeSolution()
Destroy cached copy of solution data (whenever it changes)
void gutsOfConstructor()
The real work of a constructor (used by construct and assignment)
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
bool isDataLoaded() const
Save and restore are necessary if there is data associated with this problem.
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...
virtual bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
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 solveFromHotStart()
Optimize starting from the hotstart.
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver...
virtual void markHotStart()
Create a hotstart point of the optimization process.
struct xo_prob_struct * XPRSprob
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
double * rowsol_
Pointer to dense vector of primal slack variable values.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
OsiXprSolverInterface & operator=(const OsiXprSolverInterface &rhs)
Assignment operator.
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
static unsigned int osiSerial_
Counts calls to incrementInstanceCounter()
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
virtual ~OsiXprSolverInterface()
Destructor.
Collections of row cuts and column cuts.
double * rowact_
Pointer to dense vector of primal slack variable values.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
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...
static void decrementInstanceCounter()
XPRESS has a context that should be deleted after XPRESS calls.
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
Base class for message handling.
virtual bool isInteger(int colIndex) const
Return true if the variable is integer.
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
OsiXprSolverInterface(int newrows=50, int newnz=100)
Default Constructor.
virtual bool isProvenOptimal() const
Is optimality proven?
static int version()
Return XPRESS-MP Version number.
Abstract Base Class for describing an interface to a solver.
void activateMe() const
Save the current problem in XPRESS (if necessary) and make this problem current (restore if necessary...
double * colprice_
Pointer to dense vector of dual column variable values.
void passInMessageHandler(CoinMessageHandler *handler)
Pass in a message handler It is the client's responsibility to destroy a message handler installed by...
Abstract base class for various sparse vectors.
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...
double * collower_
Pointer to dense vector of structural variable lower bounds.
XPRSprob getLpPtr()
Return a pointer to the XPRESS problem.
double * rhs_
Pointer to dense vector of row right-hand side values.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
virtual bool isIterationLimitReached() const
Iteration limit reached?
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) ...
char * rowsense_
Pointer to dense vector of row sense indicators.
virtual int getNumRows() const
Get number of rows.
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
virtual void resolve()
Resolve an LP relaxation after problem modification.
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
static int iXprCallCount_
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...
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 void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
CoinWarmStart * getEmptyWarmStart() const
Get empty warm start object.
void setMipStart(bool value)
XPRESS-MP Solver Interface.
virtual bool isBinary(int colIndex) const
Return true if the variable is binary.
double * rowupper_
Pointer to dense vector of slack variable upper bounds.
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()...
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
virtual double getInfinity() const
Get solver's value for infinity.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
static void setLogFileName(const char *filename)
Set logfile name.
static unsigned int getNumInstances()
Return the number of instances of instantiated objects using XPRESS services.
void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiXprSolverInterface class.
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
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 void initialSolve()
Solve initial LP relaxation.
void gutsOfCopy(const OsiXprSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
virtual ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
Sparse Matrix Base Class.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
friend void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiXprSolverInterface class.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
double * colsol_
Pointer to dense vector of primal structural variable values.
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
virtual double getObjValue() const
Get objective function value.
virtual bool isFreeBinary(int colIndex) const
Return true if the variable is binary and not fixed.
static unsigned int numInstances_
Number of live problem instances.
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
std::string xprProbname_
XPRESS problem name (should be unique for each saved problem)
static void incrementInstanceCounter()
XPRESS has a context that must be created prior to all other XPRESS calls.
void gutsOfDestructor()
The real work of a destructor (used by copy and assignment)
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...
int getNumIntVars() const
Number of integer variables in the problem.
virtual bool isAbandoned() const
Are there a numerical difficulties?
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
double * objcoeffs_
Pointer to dense vector of objective coefficients.
bool domipstart
Whether to pass a column solution to XPRESS before starting MIP solve (loadmipsol) ...
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 bool isContinuous(int colIndex) const
Return true if variable is continuous.
char * vartype_
Pointer to dense vector of variable types (as above, or 'C' for continuous)
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
static FILE * logFilePtr_
The FILE* to the logfile.
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
void freeCachedResults()
Destroy cached copies of problem and solution data (whenever they change)
std::vector< int > OsiVectorInt
Vector of int.
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
double objsense_
Sense of objective (1 for min; -1 for max)
virtual void unmarkHotStart()
Delete the snapshot.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
void getVarTypes() const
Build cached copy of variable types.
Abstract base class for warm start information.
double * colupper_
Pointer to dense vector of structural variable upper bounds.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
static FILE * getLogFilePtr()
Get logfile FILE *.
int * ivarind_
Pointer to list of indices of XPRESS "global" variables.
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.
virtual int getNumCols() const
Get number of columns.