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OsiXprSolverInterface.hpp
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1 // Copyright (C) 2000, International Business Machines
2 // Corporation and others. All Rights Reserved.
3 // This code is licensed under the terms of the Eclipse Public License (EPL).
4 
5 #ifndef OsiXprSolverInterface_H
6 #define OsiXprSolverInterface_H
7 
8 #include <string>
9 #include <cstdio>
10 
11 #include "OsiSolverInterface.hpp"
12 
13 typedef struct xo_prob_struct* XPRSprob;
14 
15 //#############################################################################
16 
21 class OsiXprSolverInterface : virtual public OsiSolverInterface {
22  friend void OsiXprSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
23 public:
26  virtual void initialSolve();
28 
30  virtual void resolve();
31 
33  virtual void branchAndBound();
35 
51  // Set an integer parameter
52  bool setIntParam(OsiIntParam key, int value);
53  // Set an double parameter
54  bool setDblParam(OsiDblParam key, double value);
55  // Set a string parameter
56  bool setStrParam(OsiStrParam key, const std::string & value);
57  // Get an integer parameter
58  bool getIntParam(OsiIntParam key, int& value) const;
59  // Get an double parameter
60  bool getDblParam(OsiDblParam key, double& value) const;
61  // Get a string parameter
62  bool getStrParam(OsiStrParam key, std::string& value) const;
63  // Set mipstart option (pass column solution to XPRESS before MIP start)
64  void setMipStart(bool value) { domipstart = value; }
65  // Get mipstart option value
66  bool getMipStart() const { return domipstart; }
68 
69  //---------------------------------------------------------------------------
71 
72  virtual bool isAbandoned() const;
75  virtual bool isProvenOptimal() const;
77  virtual bool isProvenPrimalInfeasible() const;
79  virtual bool isProvenDualInfeasible() const;
81  virtual bool isPrimalObjectiveLimitReached() const;
83  virtual bool isDualObjectiveLimitReached() const;
85  virtual bool isIterationLimitReached() const;
87 
88  //---------------------------------------------------------------------------
94  virtual CoinWarmStart* getWarmStart() const;
97  virtual bool setWarmStart(const CoinWarmStart* warmstart);
99 
100  //---------------------------------------------------------------------------
107  virtual void markHotStart();
110  virtual void solveFromHotStart();
112  virtual void unmarkHotStart();
114 
115  //---------------------------------------------------------------------------
130  virtual int getNumCols() const;
132 
134  virtual int getNumRows() const;
135 
137  virtual int getNumElements() const;
138 
140  virtual const double * getColLower() const;
141 
143  virtual const double * getColUpper() const;
144 
154  virtual const char * getRowSense() const;
155 
164  virtual const double * getRightHandSide() const;
165 
174  virtual const double * getRowRange() const;
175 
177  virtual const double * getRowLower() const;
178 
180  virtual const double * getRowUpper() const;
181 
183  virtual const double * getObjCoefficients() const;
184 
186  virtual double getObjSense() const;
187 
189  virtual bool isContinuous(int colIndex) const;
190 
191 #if 0
192  virtual bool isBinary(int colIndex) const;
194 
199  virtual bool isInteger(int colIndex) const;
200 
202  virtual bool isIntegerNonBinary(int colIndex) const;
203 
205  virtual bool isFreeBinary(int colIndex) const;
206 #endif
207  virtual const CoinPackedMatrix * getMatrixByRow() const;
209 
211  virtual const CoinPackedMatrix * getMatrixByCol() const;
212 
214  virtual double getInfinity() const;
216 
219  virtual const double * getColSolution() const;
221 
223  virtual const double * getRowPrice() const;
224 
226  virtual const double * getReducedCost() const;
227 
230  virtual const double * getRowActivity() const;
231 
233  virtual double getObjValue() const;
234 
237  virtual int getIterationCount() const;
238 
256  virtual std::vector<double*> getDualRays(int maxNumRays,
257  bool fullRay=false) const;
269  virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
270 
271 #if 0
272 
274  virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
275  const;
276 #endif
277 
278 
279 
280  //---------------------------------------------------------------------------
281 
284  //-------------------------------------------------------------------------
288  virtual void setObjCoeff( int elementIndex, double elementValue );
289 
292  virtual void setColLower( int elementIndex, double elementValue );
293 
296  virtual void setColUpper( int elementIndex, double elementValue );
297 
301  virtual void setColBounds( int elementIndex,
302  double lower, double upper );
303 
312  virtual void setColSetBounds(const int* indexFirst,
313  const int* indexLast,
314  const double* boundList);
315 
318  virtual void setRowLower( int elementIndex, double elementValue );
319 
322  virtual void setRowUpper( int elementIndex, double elementValue );
323 
327  virtual void setRowBounds( int elementIndex,
328  double lower, double upper );
329 
331  virtual void setRowType(int index, char sense, double rightHandSide,
332  double range);
333 
342  virtual void setRowSetBounds(const int* indexFirst,
343  const int* indexLast,
344  const double* boundList);
345 
356  virtual void setRowSetTypes(const int* indexFirst,
357  const int* indexLast,
358  const char* senseList,
359  const double* rhsList,
360  const double* rangeList);
362 
363  //-------------------------------------------------------------------------
367  virtual void setContinuous(int index);
369  virtual void setInteger(int index);
372  virtual void setContinuous(const int* indices, int len);
375  virtual void setInteger(const int* indices, int len);
377 
378  //-------------------------------------------------------------------------
380  virtual void setObjSense(double s);
381 
392  virtual void setColSolution(const double * colsol);
393 
404  virtual void setRowPrice(const double * rowprice);
405 
406  //-------------------------------------------------------------------------
412  virtual void addCol(const CoinPackedVectorBase& vec,
413  const double collb, const double colub,
414  const double obj);
416  virtual void addCols(const int numcols,
417  const CoinPackedVectorBase * const * cols,
418  const double* collb, const double* colub,
419  const double* obj);
421  virtual void deleteCols(const int num, const int * colIndices);
422 
424  virtual void addRow(const CoinPackedVectorBase& vec,
425  const double rowlb, const double rowub);
427  virtual void addRow(const CoinPackedVectorBase& vec,
428  const char rowsen, const double rowrhs,
429  const double rowrng);
431  virtual void addRows(const int numrows,
432  const CoinPackedVectorBase * const * rows,
433  const double* rowlb, const double* rowub);
435  virtual void addRows(const int numrows,
436  const CoinPackedVectorBase * const * rows,
437  const char* rowsen, const double* rowrhs,
438  const double* rowrng);
440  virtual void deleteRows(const int num, const int * rowIndices);
441 #if 0
442  //-----------------------------------------------------------------------
464  virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
465  double effectivenessLb = 0.0);
467 
468 #endif
469  //---------------------------------------------------------------------------
470 
484  virtual void loadProblem(const CoinPackedMatrix& matrix,
485  const double* collb, const double* colub,
486  const double* obj,
487  const double* rowlb, const double* rowub);
488 
496  virtual void assignProblem(CoinPackedMatrix*& matrix,
497  double*& collb, double*& colub, double*& obj,
498  double*& rowlb, double*& rowub);
499 
512  virtual void loadProblem(const CoinPackedMatrix& matrix,
513  const double* collb, const double* colub,
514  const double* obj,
515  const char* rowsen, const double* rowrhs,
516  const double* rowrng);
517 
525  virtual void assignProblem(CoinPackedMatrix*& matrix,
526  double*& collb, double*& colub, double*& obj,
527  char*& rowsen, double*& rowrhs,
528  double*& rowrng);
529 
532  virtual void loadProblem(const int numcols, const int numrows,
533  const int* start, const int* index,
534  const double* value,
535  const double* collb, const double* colub,
536  const double* obj,
537  const double* rowlb, const double* rowub);
538 
541  virtual void loadProblem(const int numcols, const int numrows,
542  const int* start, const int* index,
543  const double* value,
544  const double* collb, const double* colub,
545  const double* obj,
546  const char* rowsen, const double* rowrhs,
547  const double* rowrng);
548 
549 
551  virtual int readMps(const char *filename,
552  const char *extension = "mps");
553 
554 
559  virtual void writeMps(const char *filename,
560  const char *extension = "mps",
561  double objSense=0.0) const;
563 
573 
574  //---------------------------------------------------------------------------
575 
589  static void incrementInstanceCounter();
590 
599  static void decrementInstanceCounter();
600 
603  static unsigned int getNumInstances();
604 
606  XPRSprob getLpPtr() { return prob_; }
608 
610  static int version();
611 
614  static int iXprCallCount_;
615 
616 
618  static FILE * getLogFilePtr();
621  static void setLogFileName( const char * filename );
623 
624 
627  OsiXprSolverInterface (int newrows = 50, int newnz = 100);
629 
631  virtual OsiSolverInterface * clone(bool copyData = true) const;
632 
635 
638 
640  virtual ~OsiXprSolverInterface ();
642 
643 protected:
644 
647  virtual void applyRowCut( const OsiRowCut & rc );
649 
653  virtual void applyColCut( const OsiColCut & cc );
655 
656 private:
657 
660  static const char * logFileName_;
662 
664  static FILE * logFilePtr_;
665 
667  static unsigned int numInstances_;
668 
670  static unsigned int osiSerial_;
671 
673 
676  void gutsOfCopy( const OsiXprSolverInterface & source );
678 
680  void gutsOfConstructor();
681 
683  void gutsOfDestructor();
684 
686  void freeSolution();
687 
690  void freeCachedResults();
691 
693  int getNumIntVars() const;
694 
697  void getVarTypes() const;
699 
703  void activateMe() const;
704 
709  bool isDataLoaded() const;
711 
712 
715 
718 
719  mutable XPRSprob prob_;
720 
722  mutable std::string xprProbname_;
724 
734 
736  mutable double *colupper_;
737 
739  mutable double *collower_;
740 
742  mutable double *rowupper_;
743 
745  mutable double *rowlower_;
746 
748  mutable char *rowsense_;
749 
751  mutable double *rhs_;
752 
756  mutable double *rowrange_;
757 
759  mutable double *objcoeffs_;
760 
762  mutable double objsense_;
763 
765  mutable double *colsol_;
766 
768  mutable double *rowsol_;
769 
771  mutable double *rowact_;
772 
774  mutable double *rowprice_;
775 
777  mutable double *colprice_;
778 
780  mutable int *ivarind_;
781 
790  mutable char *ivartype_;
791 
795  mutable char *vartype_;
796 
798  mutable bool lastsolvewasmip;
800 
801 
804 };
805 
806 //#############################################################################
808 void OsiXprSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
809 
810 #endif
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 std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
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 int getIterationCount() const
Get how many iterations it took to solve the problem (whatever &quot;iteration&quot; 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&#39;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.
Definition: OsiCuts.hpp:19
Column Cut Class.
Definition: OsiColCut.hpp:23
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&#39;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.
std::vector< int > OsiVectorInt
Vector of int.
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 std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
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.
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.
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&#39;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.
Row Cut Class.
Definition: OsiRowCut.hpp:29
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 &#39;C&#39; 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)
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 &quot;global&quot; 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.