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OsiCpxSolverInterface Class Reference

CPLEX Solver Interface. More...

#include <OsiCpxSolverInterface.hpp>

+ Inheritance diagram for OsiCpxSolverInterface:
+ Collaboration diagram for OsiCpxSolverInterface:

Public Member Functions

virtual void setObjSense (double s)
 Set objective function sense (1 for min (default), -1 for max,) More...
 
virtual void setColSolution (const double *colsol)
 Set the primal solution column values. More...
 
virtual void setRowPrice (const double *rowprice)
 Set dual solution vector. More...
 
const char * getCtype () const
 return a vector of variable types (continous, binary, integer) More...
 
Solve methods
virtual void initialSolve ()
 Solve initial LP relaxation. More...
 
virtual void resolve ()
 Resolve an LP relaxation after problem modification. More...
 
virtual void branchAndBound ()
 Invoke solver's built-in enumeration algorithm. More...
 
Parameter set/get methods

The set methods return true if the parameter was set to the given value, false otherwise.

There can be various reasons for failure: the given parameter is not applicable for the solver (e.g., refactorization frequency for the volume algorithm), the parameter is not yet implemented for the solver or simply the value of the parameter is out of the range the solver accepts. If a parameter setting call returns false check the details of your solver.

The get methods return true if the given parameter is applicable for the solver and is implemented. In this case the value of the parameter is returned in the second argument. Otherwise they return false.

bool setIntParam (OsiIntParam key, int value)
 Set an integer parameter. More...
 
bool setDblParam (OsiDblParam key, double value)
 Set a double parameter. More...
 
bool setStrParam (OsiStrParam key, const std::string &value)
 Set a string parameter. More...
 
bool getIntParam (OsiIntParam key, int &value) const
 Get an integer parameter. More...
 
bool getDblParam (OsiDblParam key, double &value) const
 Get a double parameter. More...
 
bool getStrParam (OsiStrParam key, std::string &value) const
 Get a string parameter. More...
 
void setMipStart (bool value)
 
bool getMipStart () const
 
Methods returning info on how the solution process terminated
virtual bool isAbandoned () const
 Are there a numerical difficulties? More...
 
virtual bool isProvenOptimal () const
 Is optimality proven? More...
 
virtual bool isProvenPrimalInfeasible () const
 Is primal infeasiblity proven? More...
 
virtual bool isProvenDualInfeasible () const
 Is dual infeasiblity proven? More...
 
virtual bool isPrimalObjectiveLimitReached () const
 Is the given primal objective limit reached? More...
 
virtual bool isDualObjectiveLimitReached () const
 Is the given dual objective limit reached? More...
 
virtual bool isIterationLimitReached () const
 Iteration limit reached? More...
 
WarmStart related methods
CoinWarmStartgetEmptyWarmStart () const
 Get an empty warm start object. More...
 
virtual CoinWarmStartgetWarmStart () const
 Get warmstarting information. More...
 
virtual bool setWarmStart (const CoinWarmStart *warmstart)
 Set warmstarting information. More...
 
Hotstart related methods (primarily used in strong branching). <br>

The user can create a hotstart (a snapshot) of the optimization process then reoptimize over and over again always starting from there.


NOTE: between hotstarted optimizations only bound changes are allowed.

virtual void markHotStart ()
 Create a hotstart point of the optimization process. More...
 
virtual void solveFromHotStart ()
 Optimize starting from the hotstart. More...
 
virtual void unmarkHotStart ()
 Delete the snapshot. More...
 
Methods related to querying the input data
virtual int getNumCols () const
 Get number of columns. More...
 
virtual int getNumRows () const
 Get number of rows. More...
 
virtual int getNumElements () const
 Get number of nonzero elements. More...
 
virtual const double * getColLower () const
 Get pointer to array[getNumCols()] of column lower bounds. More...
 
virtual const double * getColUpper () const
 Get pointer to array[getNumCols()] of column upper bounds. More...
 
virtual const char * getRowSense () const
 Get pointer to array[getNumRows()] of row constraint senses. More...
 
virtual const double * getRightHandSide () const
 Get pointer to array[getNumRows()] of rows right-hand sides. More...
 
virtual const double * getRowRange () const
 Get pointer to array[getNumRows()] of row ranges. More...
 
virtual const double * getRowLower () const
 Get pointer to array[getNumRows()] of row lower bounds. More...
 
virtual const double * getRowUpper () const
 Get pointer to array[getNumRows()] of row upper bounds. More...
 
virtual const double * getObjCoefficients () const
 Get pointer to array[getNumCols()] of objective function coefficients. More...
 
virtual double getObjSense () const
 Get objective function sense (1 for min (default), -1 for max) More...
 
virtual bool isContinuous (int colNumber) const
 Return true if column is continuous. More...
 
virtual const CoinPackedMatrixgetMatrixByRow () const
 Get pointer to row-wise copy of matrix. More...
 
virtual const CoinPackedMatrixgetMatrixByCol () const
 Get pointer to column-wise copy of matrix. More...
 
virtual double getInfinity () const
 Get solver's value for infinity. More...
 
Methods related to querying the solution
virtual const double * getColSolution () const
 Get pointer to array[getNumCols()] of primal solution vector. More...
 
virtual const double * getRowPrice () const
 Get pointer to array[getNumRows()] of dual prices. More...
 
virtual const double * getReducedCost () const
 Get a pointer to array[getNumCols()] of reduced costs. More...
 
virtual const double * getRowActivity () const
 Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector. More...
 
virtual double getObjValue () const
 Get objective function value. More...
 
virtual int getIterationCount () const
 Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver. More...
 
virtual std::vector< double * > getDualRays (int maxNumRays, bool fullRay=false) const
 Get as many dual rays as the solver can provide. More...
 
virtual std::vector< double * > getPrimalRays (int maxNumRays) const
 Get as many primal rays as the solver can provide. More...
 
Changing bounds on variables and constraints
virtual void setObjCoeff (int elementIndex, double elementValue)
 Set an objective function coefficient. More...
 
virtual void setObjCoeffSet (const int *indexFirst, const int *indexLast, const double *coeffList)
 Set a a set of objective function coefficients. More...
 
virtual void setColLower (int elementIndex, double elementValue)
 Set a single column lower bound
Use -COIN_DBL_MAX for -infinity. More...
 
virtual void setColUpper (int elementIndex, double elementValue)
 Set a single column upper bound
Use COIN_DBL_MAX for infinity. More...
 
virtual void setColBounds (int elementIndex, double lower, double upper)
 Set a single column lower and upper bound
The default implementation just invokes setColLower() and setColUpper() More...
 
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 setCollower() and setColupper() over and over again. More...
 
virtual void setRowLower (int elementIndex, double elementValue)
 Set a single row lower bound
Use -COIN_DBL_MAX for -infinity. More...
 
virtual void setRowUpper (int elementIndex, double elementValue)
 Set a single row upper bound
Use COIN_DBL_MAX for infinity. More...
 
virtual void setRowBounds (int elementIndex, double lower, double upper)
 Set a single row lower and upper bound
The default implementation just invokes setRowLower() and setRowUpper() More...
 
virtual void setRowType (int index, char sense, double rightHandSide, double range)
 Set the type of a single row
More...
 
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 setRowLower() and setRowUpper() over and over again. More...
 
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() and over and over again. More...
 
Integrality related changing methods
virtual void setContinuous (int index)
 Set the index-th variable to be a continuous variable. More...
 
virtual void setInteger (int index)
 Set the index-th variable to be an integer variable. More...
 
virtual void setContinuous (const int *indices, int len)
 Set the variables listed in indices (which is of length len) to be continuous variables. More...
 
virtual void setInteger (const int *indices, int len)
 Set the variables listed in indices (which is of length len) to be integer variables. More...
 
Methods to expand a problem.<br>

Note that if a column is added then by default it will correspond to a continuous variable.

virtual void addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
 Add a column (primal variable) to the problem. More...
 
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. More...
 
virtual void deleteCols (const int num, const int *colIndices)
 Remove a set of columns (primal variables) from the problem. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
 Add a row (constraint) to the problem. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
 Add a row (constraint) to the problem. More...
 
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. More...
 
virtual void addRows (const int numrows, const CoinPackedVectorBase *const *rows, const char *rowsen, const double *rowrhs, const double *rowrng)
 Add a set of rows (constraints) to the problem. More...
 
virtual void deleteRows (const int num, const int *rowIndices)
 Delete a set of rows (constraints) from the problem. More...
 
Methods to input a problem
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 bounds). More...
 
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 lower and upper bounds). More...
 
virtual void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
 Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range triplets). More...
 
virtual void assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)
 Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets). More...
 
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)
 Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps). More...
 
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)
 Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps). More...
 
virtual int readMps (const char *filename, const char *extension="mps")
 Read an mps file from the given filename. More...
 
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. More...
 
Message handling
void passInMessageHandler (CoinMessageHandler *handler)
 Pass in a message handler It is the client's responsibility to destroy a message handler installed by this routine; it will not be destroyed when the solver interface is destroyed. More...
 
Constructors and destructor
 OsiCpxSolverInterface ()
 Default Constructor. More...
 
virtual OsiSolverInterfaceclone (bool copyData=true) const
 Clone. More...
 
 OsiCpxSolverInterface (const OsiCpxSolverInterface &)
 Copy constructor. More...
 
OsiCpxSolverInterfaceoperator= (const OsiCpxSolverInterface &rhs)
 Assignment operator. More...
 
virtual ~OsiCpxSolverInterface ()
 Destructor. More...
 
virtual void reset ()
 Resets as if default constructor. More...
 
OsiSimplexInterface methods

Cplex adds a slack with coeff +1 in "<=" and "=" constraints, with coeff -1 in ">=", slack being non negative.

We switch in order to get a "Clp tableau" where all the slacks have coefficient +1 in the original tableau.

If a slack for ">=" is non basic, invB is not changed; column of the slack in the optimal tableau is flipped.

If a slack for ">=" is basic, corresp. row of invB is flipped; whole row of the optimal tableau is flipped; then whole column for the slack in opt tableau is flipped.

Ranged rows are not supported. It might work, but no garantee is given.

Code implemented only for Cplex9.0 and higher, lower version number of Cplex will abort the code.

virtual int canDoSimplexInterface () const
 Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none. More...
 
virtual void enableSimplexInterface (int doingPrimal)
 Useless function, defined only for compatibility with OsiSimplexInterface. More...
 
virtual void disableSimplexInterface ()
 Useless function, defined only for compatibility with OsiSimplexInterface. More...
 
virtual void enableFactorization () const
 Useless function, defined only for compatibility with OsiSimplexInterface. More...
 
virtual void disableFactorization () const
 Useless function, defined only for compatibility with OsiSimplexInterface. More...
 
virtual bool basisIsAvailable () const
 Returns true if a basis is available. More...
 
virtual void getBasisStatus (int *cstat, int *rstat) const
 Returns a basis status of the structural/artificial variables At present as warm start i.e 0: free, 1: basic, 2: upper, 3: lower. More...
 
virtual void getBInvARow (int row, double *z, double *slack=NULL) const
 Get a row of the tableau (slack part in slack if not NULL) More...
 
virtual void getBInvRow (int row, double *z) const
 Get a row of the basis inverse. More...
 
virtual void getBInvACol (int col, double *vec) const
 Get a column of the tableau. More...
 
virtual void getBInvCol (int col, double *vec) const
 Get a column of the basis inverse. More...
 
virtual void getBasics (int *index) const
 Get indices of the pivot variable in each row (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()). More...
 
void switchToLP ()
 switches CPLEX to prob type LP More...
 
void switchToMIP ()
 switches CPLEX to prob type MIP More...
 
- Public Member Functions inherited from OsiSolverInterface
virtual bool setHintParam (OsiHintParam key, bool yesNo=true, OsiHintStrength strength=OsiHintTry, void *=NULL)
 Set a hint parameter. More...
 
virtual bool getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength, void *&otherInformation) const
 Get a hint parameter (all information) More...
 
virtual bool getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength) const
 Get a hint parameter (sense and strength only) More...
 
virtual bool getHintParam (OsiHintParam key, bool &yesNo) const
 Get a hint parameter (sense only) More...
 
void copyParameters (OsiSolverInterface &rhs)
 Copy all parameters in this section from one solver to another. More...
 
double getIntegerTolerance () const
 Return the integrality tolerance of the underlying solver. More...
 
virtual CoinWarmStartgetPointerToWarmStart (bool &mustDelete)
 Get warm start information. More...
 
virtual int getNumIntegers () const
 Get the number of integer variables. More...
 
virtual bool isBinary (int colIndex) const
 Return true if the variable is binary. More...
 
virtual bool isInteger (int colIndex) const
 Return true if the variable is integer. More...
 
virtual bool isIntegerNonBinary (int colIndex) const
 Return true if the variable is general integer. More...
 
virtual bool isFreeBinary (int colIndex) const
 Return true if the variable is binary and not fixed. More...
 
const char * columnType (bool refresh=false) const
 Return an array[getNumCols()] of column types. More...
 
virtual const char * getColType (bool refresh=false) const
 Return an array[getNumCols()] of column types. More...
 
virtual CoinPackedMatrixgetMutableMatrixByRow () const
 Get a pointer to a mutable row-wise copy of the matrix. More...
 
virtual CoinPackedMatrixgetMutableMatrixByCol () const
 Get a pointer to a mutable column-wise copy of the matrix. More...
 
virtual const double * getStrictColSolution ()
 Get a pointer to an array[getNumCols()] of primal variable values guaranteed to be between the column lower and upper bounds. More...
 
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 the current solution. More...
 
virtual void setObjective (const double *array)
 Set the objective coefficients for all columns. More...
 
virtual void setColLower (const double *array)
 Set the lower bounds for all columns. More...
 
virtual void setColUpper (const double *array)
 Set the upper bounds for all columns. More...
 
virtual int reducedCostFix (double gap, bool justInteger=true)
 Fix variables at bound based on reduced cost. More...
 
virtual std::string dfltRowColName (char rc, int ndx, unsigned digits=7) const
 Generate a standard name of the form Rnnnnnnn or Cnnnnnnn. More...
 
virtual std::string getObjName (unsigned maxLen=static_cast< unsigned >(std::string::npos)) const
 Return the name of the objective function. More...
 
virtual void setObjName (std::string name)
 Set the name of the objective function. More...
 
virtual std::string getRowName (int rowIndex, unsigned maxLen=static_cast< unsigned >(std::string::npos)) const
 Return the name of the row. More...
 
virtual const OsiNameVecgetRowNames ()
 Return a pointer to a vector of row names. More...
 
virtual void setRowName (int ndx, std::string name)
 Set a row name. More...
 
virtual void setRowNames (OsiNameVec &srcNames, int srcStart, int len, int tgtStart)
 Set multiple row names. More...
 
virtual void deleteRowNames (int tgtStart, int len)
 Delete len row names starting at index tgtStart. More...
 
virtual std::string getColName (int colIndex, unsigned maxLen=static_cast< unsigned >(std::string::npos)) const
 Return the name of the column. More...
 
virtual const OsiNameVecgetColNames ()
 Return a pointer to a vector of column names. More...
 
virtual void setColName (int ndx, std::string name)
 Set a column name. More...
 
virtual void setColNames (OsiNameVec &srcNames, int srcStart, int len, int tgtStart)
 Set multiple column names. More...
 
virtual void deleteColNames (int tgtStart, int len)
 Delete len column names starting at index tgtStart. More...
 
void setRowColNames (const CoinMpsIO &mps)
 Set row and column names from a CoinMpsIO object. More...
 
void setRowColNames (CoinModel &mod)
 Set row and column names from a CoinModel object. More...
 
void setRowColNames (CoinLpIO &mod)
 Set row and column names from a CoinLpIO object. More...
 
virtual void addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj, std::string name)
 Add a named column (primal variable) to the problem. More...
 
virtual void addCol (int numberElements, const int *rows, const double *elements, const double collb, const double colub, const double obj)
 Add a column (primal variable) to the problem. More...
 
virtual void addCol (int numberElements, const int *rows, const double *elements, const double collb, const double colub, const double obj, std::string name)
 Add a named column (primal variable) to the problem. More...
 
virtual void addCols (const int numcols, const int *columnStarts, const int *rows, const double *elements, const double *collb, const double *colub, const double *obj)
 Add a set of columns (primal variables) to the problem. More...
 
void addCols (const CoinBuild &buildObject)
 Add columns using a CoinBuild object. More...
 
int addCols (CoinModel &modelObject)
 Add columns from a model object. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub, std::string name)
 Add a named row (constraint) to the problem. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng, std::string name)
 Add a named row (constraint) to the problem. More...
 
virtual void addRow (int numberElements, const int *columns, const double *element, const double rowlb, const double rowub)
 Add a row (constraint) to the problem. More...
 
virtual void addRows (const int numrows, const int *rowStarts, const int *columns, const double *element, const double *rowlb, const double *rowub)
 Add a set of rows (constraints) to the problem. More...
 
void addRows (const CoinBuild &buildObject)
 Add rows using a CoinBuild object. More...
 
int addRows (CoinModel &modelObject)
 Add rows from a CoinModel object. More...
 
virtual void replaceMatrixOptional (const CoinPackedMatrix &)
 Replace the constraint matrix. More...
 
virtual void replaceMatrix (const CoinPackedMatrix &)
 Replace the constraint matrix. More...
 
virtual void saveBaseModel ()
 Save a copy of the base model. More...
 
virtual void restoreBaseModel (int numberRows)
 Reduce the constraint system to the specified number of constraints. More...
 
virtual ApplyCutsReturnCode applyCuts (const OsiCuts &cs, double effectivenessLb=0.0)
 Apply a collection of cuts. More...
 
virtual void applyRowCuts (int numberCuts, const OsiRowCut *cuts)
 Apply a collection of row cuts which are all effective. More...
 
virtual void applyRowCuts (int numberCuts, const OsiRowCut **cuts)
 Apply a collection of row cuts which are all effective. More...
 
void deleteBranchingInfo (int numberDeleted, const int *which)
 Deletes branching information before columns deleted. More...
 
virtual int loadFromCoinModel (CoinModel &modelObject, bool keepSolution=false)
 Load a model from a CoinModel object. More...
 
virtual int readMps (const char *filename, const char *extension, int &numberSets, CoinSet **&sets)
 Read a problem in MPS format from the given full filename. More...
 
virtual int readGMPL (const char *filename, const char *dataname=NULL)
 Read a problem in GMPL format from the given filenames. More...
 
int writeMpsNative (const char *filename, const char **rowNames, const char **columnNames, int formatType=0, int numberAcross=2, double objSense=0.0, int numberSOS=0, const CoinSet *setInfo=NULL) const
 Write the problem in MPS format to the specified file with more control over the output. More...
 
virtual void writeLp (const char *filename, const char *extension="lp", double epsilon=1e-5, int numberAcross=10, int decimals=5, double objSense=0.0, bool useRowNames=true) const
 Write the problem into an Lp file of the given filename with the specified extension. More...
 
virtual void writeLp (FILE *fp, double epsilon=1e-5, int numberAcross=10, int decimals=5, double objSense=0.0, bool useRowNames=true) const
 Write the problem into the file pointed to by the parameter fp. More...
 
int writeLpNative (const char *filename, char const *const *const rowNames, char const *const *const columnNames, const double epsilon=1.0e-5, const int numberAcross=10, const int decimals=5, const double objSense=0.0, const bool useRowNames=true) const
 Write the problem into an Lp file. More...
 
int writeLpNative (FILE *fp, char const *const *const rowNames, char const *const *const columnNames, const double epsilon=1.0e-5, const int numberAcross=10, const int decimals=5, const double objSense=0.0, const bool useRowNames=true) const
 Write the problem into the file pointed to by the parameter fp. More...
 
virtual int readLp (const char *filename, const double epsilon=1e-5)
 Read file in LP format from file with name filename. More...
 
int readLp (FILE *fp, const double epsilon=1e-5)
 Read file in LP format from the file pointed to by fp. More...
 
int differentModel (OsiSolverInterface &other, bool ignoreNames=true)
 Check two models against each other. More...
 
void setApplicationData (void *appData)
 Set application data. More...
 
void setAuxiliaryInfo (OsiAuxInfo *auxiliaryInfo)
 Create a clone of an Auxiliary Information object. More...
 
voidgetApplicationData () const
 Get application data. More...
 
OsiAuxInfogetAuxiliaryInfo () const
 Get pointer to auxiliary info object. More...
 
void newLanguage (CoinMessages::Language language)
 Set language. More...
 
void setLanguage (CoinMessages::Language language)
 
CoinMessageHandlermessageHandler () const
 Return a pointer to the current message handler. More...
 
CoinMessages messages ()
 Return the current set of messages. More...
 
CoinMessagesmessagesPointer ()
 Return a pointer to the current set of messages. More...
 
bool defaultHandler () const
 Return true if default handler. More...
 
void findIntegers (bool justCount)
 Identify integer variables and create corresponding objects. More...
 
virtual int findIntegersAndSOS (bool justCount)
 Identify integer variables and SOS and create corresponding objects. More...
 
int numberObjects () const
 Get the number of objects. More...
 
void setNumberObjects (int number)
 Set the number of objects. More...
 
OsiObject ** objects () const
 Get the array of objects. More...
 
const OsiObjectobject (int which) const
 Get the specified object. More...
 
OsiObjectmodifiableObject (int which) const
 Get the specified object. More...
 
void deleteObjects ()
 Delete all object information. More...
 
void addObjects (int numberObjects, OsiObject **objects)
 Add in object information. More...
 
double forceFeasible ()
 Use current solution to set bounds so current integer feasible solution will stay feasible. More...
 
virtual void activateRowCutDebugger (const char *modelName)
 Activate the row cut debugger. More...
 
virtual void activateRowCutDebugger (const double *solution, bool enforceOptimality=true)
 Activate the row cut debugger using a full solution array. More...
 
const OsiRowCutDebuggergetRowCutDebugger () const
 Get the row cut debugger provided the solution known to the debugger is within the feasible region held in the solver. More...
 
OsiRowCutDebuggergetRowCutDebuggerAlways () const
 Get the row cut debugger object. More...
 
bool optimalBasisIsAvailable () const
 Synonym for basisIsAvailable. More...
 
virtual int setBasisStatus (const int *cstat, const int *rstat)
 Set the status of column and row variables and update the basis factorization and solution. More...
 
virtual void getReducedGradient (double *columnReducedCosts, double *duals, const double *c) const
 Calculate duals and reduced costs for the given objective coefficients. More...
 
virtual void enableSimplexInterface (bool doingPrimal)
 Enables normal operation of subsequent functions. More...
 
virtual int pivot (int colIn, int colOut, int outStatus)
 Perform a pivot by substituting a colIn for colOut in the basis. More...
 
virtual int primalPivotResult (int colIn, int sign, int &colOut, int &outStatus, double &t, CoinPackedVector *dx)
 Obtain a result of the primal pivot Outputs: colOut – leaving column, outStatus – its status, t – step size, and, if dx!=NULL, *dx – primal ray direction. More...
 
virtual int dualPivotResult (int &colIn, int &sign, int colOut, int outStatus, double &t, CoinPackedVector *dx)
 Obtain a result of the dual pivot (similar to the previous method) Differences: entering variable and a sign of its change are now the outputs, the leaving variable and its statuts – the inputs If dx!=NULL, then *dx contains dual ray Return code: same. More...
 
 OsiSolverInterface ()
 Default Constructor. More...
 
 OsiSolverInterface (const OsiSolverInterface &)
 Copy constructor. More...
 
OsiSolverInterfaceoperator= (const OsiSolverInterface &rhs)
 Assignment operator. More...
 
virtual ~OsiSolverInterface ()
 Destructor. More...
 

Protected Member Functions

CPXLPptr getMutableLpPtr () const
 Get LP Pointer for const methods. More...
 
CPXENVptr getMutableEnvironmentPtr () const
 Get Environment Pointer for const methods. More...
 
Protected methods
virtual void applyRowCut (const OsiRowCut &rc)
 Apply a row cut. Return true if cut was applied. More...
 
virtual void applyColCut (const OsiColCut &cc)
 Apply a column cut (bound adjustment). More...
 
- Protected Member Functions inherited from OsiSolverInterface
void convertBoundToSense (const double lower, const double upper, char &sense, double &right, double &range) const
 A quick inlined function to convert from the lb/ub style of constraint definition to the sense/rhs/range style. More...
 
void convertSenseToBound (const char sense, const double right, const double range, double &lower, double &upper) const
 A quick inlined function to convert from the sense/rhs/range style of constraint definition to the lb/ub style. More...
 
template<class T >
forceIntoRange (const T value, const T lower, const T upper) const
 A quick inlined function to force a value to be between a minimum and a maximum value. More...
 
void setInitialData ()
 Set OsiSolverInterface object state for default constructor. More...
 

Private Member Functions

Private static class functions
void resizeColType (int minsize)
 resizes coltype_ vector to be able to store at least minsize elements More...
 
void freeColType ()
 frees colsize_ vector More...
 
Private methods
void gutsOfCopy (const OsiCpxSolverInterface &source)
 The real work of a copy constructor (used by copy and assignment) More...
 
void gutsOfConstructor ()
 The real work of the constructor. More...
 
void gutsOfDestructor ()
 The real work of the destructor. More...
 
void freeCachedColRim ()
 free cached column rim vectors More...
 
void freeCachedRowRim ()
 free cached row rim vectors More...
 
void freeCachedResults ()
 free cached result vectors More...
 
void freeCachedMatrix ()
 free cached matrices More...
 
void freeCachedData (int keepCached=KEEPCACHED_NONE)
 free all cached data (except specified entries, see getLpPtr()) More...
 
void freeAllMemory ()
 free all allocated memory More...
 

Private Attributes

Private member data
CPXENVptr env_
 CPLEX environment used in this class instance. More...
 
CPXLPptr lp_
 CPLEX model represented by this class instance. More...
 
int * hotStartCStat_
 Hotstart information. More...
 
int hotStartCStatSize_
 
int * hotStartRStat_
 
int hotStartRStatSize_
 
int hotStartMaxIteration_
 
Cached information derived from the CPLEX model
double * obj_
 Pointer to objective vector. More...
 
double * collower_
 Pointer to dense vector of variable lower bounds. More...
 
double * colupper_
 Pointer to dense vector of variable lower bounds. More...
 
char * rowsense_
 Pointer to dense vector of row sense indicators. More...
 
double * rhs_
 Pointer to dense vector of row right-hand side values. More...
 
double * rowrange_
 Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) More...
 
double * rowlower_
 Pointer to dense vector of row lower bounds. More...
 
double * rowupper_
 Pointer to dense vector of row upper bounds. More...
 
double * colsol_
 Pointer to primal solution vector. More...
 
double * rowsol_
 Pointer to dual solution vector. More...
 
double * redcost_
 Pointer to reduced cost vector. More...
 
double * rowact_
 Pointer to row activity (slack) vector. More...
 
CoinPackedMatrixmatrixByRow_
 Pointer to row-wise copy of problem matrix coefficients. More...
 
CoinPackedMatrixmatrixByCol_
 Pointer to row-wise copy of problem matrix coefficients. More...
 
Additional information needed for storing MIP problems
char * coltype_
 Pointer to dense vector of variable types (continous, binary, integer) More...
 
int coltypesize_
 Size of allocated memory for coltype_. More...
 
bool probtypemip_
 Stores whether CPLEX' prob type is currently set to MIP. More...
 
bool domipstart
 Whether to pass a column solution to CPLEX before starting MIP solve (copymipstart) More...
 
bool disableadvbasis
 Whether to disable use of advanced basis (if given) More...
 

Friends

void OsiCpxSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netlibDir)
 A function that tests the methods in the OsiCpxSolverInterface class. More...
 

CPLEX specific public interfaces

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
}
 Get pointer to CPLEX model and free all specified cached data entries (combined with logical or-operator '|' ): More...
 
CPXLPptr getLpPtr (int keepCached=KEEPCACHED_NONE)
 
CPXENVptr getEnvironmentPtr ()
 Method to access CPLEX environment pointer. More...
 

Additional Inherited Members

- Public Types inherited from OsiSolverInterface
typedef std::vector< std::string > OsiNameVec
 Data type for name vectors. More...
 
- Protected Attributes inherited from OsiSolverInterface
OsiRowCutDebuggerrowCutDebugger_
 Pointer to row cut debugger object. More...
 
CoinMessageHandlerhandler_
 Message handler. More...
 
bool defaultHandler_
 Flag to say if the currrent handler is the default handler. More...
 
CoinMessages messages_
 Messages. More...
 
int numberIntegers_
 Number of integers. More...
 
int numberObjects_
 Total number of objects. More...
 
OsiObject ** object_
 Integer and ... information (integer info normally at beginning) More...
 
char * columnType_
 Column type 0 - continuous 1 - binary (may get fixed later) 2 - general integer (may get fixed later) More...
 

Detailed Description

CPLEX Solver Interface.

Instantiation of OsiCpxSolverInterface for CPLEX

Definition at line 29 of file OsiCpxSolverInterface.hpp.

Member Enumeration Documentation

Get pointer to CPLEX model and free all specified cached data entries (combined with logical or-operator '|' ):

Enumerator
KEEPCACHED_NONE 

discard all cached data (default)

KEEPCACHED_COLUMN 

column information: objective values, lower and upper bounds, variable types

KEEPCACHED_ROW 

row information: right hand sides, ranges and senses, lower and upper bounds for row

KEEPCACHED_MATRIX 

problem matrix: matrix ordered by column and by row

KEEPCACHED_RESULTS 

LP solution: primal and dual solution, reduced costs, row activities.

KEEPCACHED_PROBLEM 

only discard cached LP solution

KEEPCACHED_ALL 

keep all cached data (similar to getMutableLpPtr())

FREECACHED_COLUMN 

free only cached column and LP solution information

FREECACHED_ROW 

free only cached row and LP solution information

FREECACHED_MATRIX 

free only cached matrix and LP solution information

FREECACHED_RESULTS 

free only cached LP solution information

Definition at line 614 of file OsiCpxSolverInterface.hpp.

Constructor & Destructor Documentation

OsiCpxSolverInterface::OsiCpxSolverInterface ( )

Default Constructor.

OsiCpxSolverInterface::OsiCpxSolverInterface ( const OsiCpxSolverInterface )

Copy constructor.

virtual OsiCpxSolverInterface::~OsiCpxSolverInterface ( )
virtual

Destructor.

Member Function Documentation

virtual void OsiCpxSolverInterface::initialSolve ( )
virtual

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::resolve ( )
virtual

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::branchAndBound ( )
virtual

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

bool OsiCpxSolverInterface::setIntParam ( OsiIntParam  key,
int  value 
)
virtual

Set an integer parameter.

Reimplemented from OsiSolverInterface.

bool OsiCpxSolverInterface::setDblParam ( OsiDblParam  key,
double  value 
)
virtual

Set a double parameter.

Reimplemented from OsiSolverInterface.

bool OsiCpxSolverInterface::setStrParam ( OsiStrParam  key,
const std::string &  value 
)
virtual

Set a string parameter.

Reimplemented from OsiSolverInterface.

bool OsiCpxSolverInterface::getIntParam ( OsiIntParam  key,
int &  value 
) const
virtual

Get an integer parameter.

Reimplemented from OsiSolverInterface.

bool OsiCpxSolverInterface::getDblParam ( OsiDblParam  key,
double &  value 
) const
virtual

Get a double parameter.

Reimplemented from OsiSolverInterface.

bool OsiCpxSolverInterface::getStrParam ( OsiStrParam  key,
std::string &  value 
) const
virtual

Get a string parameter.

Reimplemented from OsiSolverInterface.

void OsiCpxSolverInterface::setMipStart ( bool  value)
inline

Definition at line 76 of file OsiCpxSolverInterface.hpp.

bool OsiCpxSolverInterface::getMipStart ( ) const
inline

Definition at line 78 of file OsiCpxSolverInterface.hpp.

virtual bool OsiCpxSolverInterface::isAbandoned ( ) const
virtual

Are there a numerical difficulties?

Implements OsiSolverInterface.

virtual bool OsiCpxSolverInterface::isProvenOptimal ( ) const
virtual

Is optimality proven?

Implements OsiSolverInterface.

virtual bool OsiCpxSolverInterface::isProvenPrimalInfeasible ( ) const
virtual

Is primal infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiCpxSolverInterface::isProvenDualInfeasible ( ) const
virtual

Is dual infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiCpxSolverInterface::isPrimalObjectiveLimitReached ( ) const
virtual

Is the given primal objective limit reached?

Reimplemented from OsiSolverInterface.

virtual bool OsiCpxSolverInterface::isDualObjectiveLimitReached ( ) const
virtual

Is the given dual objective limit reached?

Reimplemented from OsiSolverInterface.

virtual bool OsiCpxSolverInterface::isIterationLimitReached ( ) const
virtual

Iteration limit reached?

Implements OsiSolverInterface.

CoinWarmStart* OsiCpxSolverInterface::getEmptyWarmStart ( ) const
virtual

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Implements OsiSolverInterface.

virtual CoinWarmStart* OsiCpxSolverInterface::getWarmStart ( ) const
virtual

Get warmstarting information.

Implements OsiSolverInterface.

virtual bool OsiCpxSolverInterface::setWarmStart ( const CoinWarmStart warmstart)
virtual

Set warmstarting information.

Return true/false depending on whether the warmstart information was accepted or not.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::markHotStart ( )
virtual

Create a hotstart point of the optimization process.

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::solveFromHotStart ( )
virtual

Optimize starting from the hotstart.

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::unmarkHotStart ( )
virtual

Delete the snapshot.

Reimplemented from OsiSolverInterface.

virtual int OsiCpxSolverInterface::getNumCols ( ) const
virtual

Get number of columns.

Implements OsiSolverInterface.

virtual int OsiCpxSolverInterface::getNumRows ( ) const
virtual

Get number of rows.

Implements OsiSolverInterface.

virtual int OsiCpxSolverInterface::getNumElements ( ) const
virtual

Get number of nonzero elements.

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getColLower ( ) const
virtual

Get pointer to array[getNumCols()] of column lower bounds.

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getColUpper ( ) const
virtual

Get pointer to array[getNumCols()] of column upper bounds.

Implements OsiSolverInterface.

virtual const char* OsiCpxSolverInterface::getRowSense ( ) const
virtual

Get pointer to array[getNumRows()] of row constraint senses.

  • 'L': <= constraint
  • 'E': = constraint
  • 'G': >= constraint
  • 'R': ranged constraint
  • 'N': free constraint

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getRightHandSide ( ) const
virtual

Get pointer to array[getNumRows()] of rows right-hand sides.

  • if rowsense()[i] == 'L' then rhs()[i] == rowupper()[i]
  • if rowsense()[i] == 'G' then rhs()[i] == rowlower()[i]
  • if rowsense()[i] == 'R' then rhs()[i] == rowupper()[i]
  • if rowsense()[i] == 'N' then rhs()[i] == 0.0

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getRowRange ( ) const
virtual

Get pointer to array[getNumRows()] of row ranges.

  • if rowsense()[i] == 'R' then rowrange()[i] == rowupper()[i] - rowlower()[i]
  • if rowsense()[i] != 'R' then rowrange()[i] is 0.0

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getRowLower ( ) const
virtual

Get pointer to array[getNumRows()] of row lower bounds.

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getRowUpper ( ) const
virtual

Get pointer to array[getNumRows()] of row upper bounds.

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getObjCoefficients ( ) const
virtual

Get pointer to array[getNumCols()] of objective function coefficients.

Implements OsiSolverInterface.

virtual double OsiCpxSolverInterface::getObjSense ( ) const
virtual

Get objective function sense (1 for min (default), -1 for max)

Implements OsiSolverInterface.

virtual bool OsiCpxSolverInterface::isContinuous ( int  colNumber) const
virtual

Return true if column is continuous.

Implements OsiSolverInterface.

virtual const CoinPackedMatrix* OsiCpxSolverInterface::getMatrixByRow ( ) const
virtual

Get pointer to row-wise copy of matrix.

Implements OsiSolverInterface.

virtual const CoinPackedMatrix* OsiCpxSolverInterface::getMatrixByCol ( ) const
virtual

Get pointer to column-wise copy of matrix.

Implements OsiSolverInterface.

virtual double OsiCpxSolverInterface::getInfinity ( ) const
virtual

Get solver's value for infinity.

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getColSolution ( ) const
virtual

Get pointer to array[getNumCols()] of primal solution vector.

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getRowPrice ( ) const
virtual

Get pointer to array[getNumRows()] of dual prices.

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getReducedCost ( ) const
virtual

Get a pointer to array[getNumCols()] of reduced costs.

Implements OsiSolverInterface.

virtual const double* OsiCpxSolverInterface::getRowActivity ( ) const
virtual

Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.

Implements OsiSolverInterface.

virtual double OsiCpxSolverInterface::getObjValue ( ) const
virtual

Get objective function value.

Implements OsiSolverInterface.

virtual int OsiCpxSolverInterface::getIterationCount ( ) const
virtual

Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.

Implements OsiSolverInterface.

virtual std::vector<double*> OsiCpxSolverInterface::getDualRays ( int  maxNumRays,
bool  fullRay = false 
) const
virtual

Get as many dual rays as the solver can provide.

(In case of proven primal infeasibility there should be at least one.)

The first getNumRows() ray components will always be associated with the row duals (as returned by getRowPrice()). If fullRay is true, the final getNumCols() entries will correspond to the ray components associated with the nonbasic variables. If the full ray is requested and the method cannot provide it, it will throw an exception.

NOTE for implementers of solver interfaces:
The double pointers in the vector should point to arrays of length getNumRows() and they should be allocated via new[].

NOTE for users of solver interfaces:
It is the user's responsibility to free the double pointers in the vector using delete[].

Implements OsiSolverInterface.

virtual std::vector<double*> OsiCpxSolverInterface::getPrimalRays ( int  maxNumRays) const
virtual

Get as many primal rays as the solver can provide.

(In case of proven dual infeasibility there should be at least one.)

NOTE for implementers of solver interfaces:
The double pointers in the vector should point to arrays of length getNumCols() and they should be allocated via new[].

NOTE for users of solver interfaces:
It is the user's responsibility to free the double pointers in the vector using delete[].

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setObjCoeff ( int  elementIndex,
double  elementValue 
)
virtual

Set an objective function coefficient.

Implements OsiSolverInterface.

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

Set a a set of objective function coefficients.

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::setColLower ( int  elementIndex,
double  elementValue 
)
virtual

Set a single column lower bound
Use -COIN_DBL_MAX for -infinity.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setColUpper ( int  elementIndex,
double  elementValue 
)
virtual

Set a single column upper bound
Use COIN_DBL_MAX for infinity.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setColBounds ( int  elementIndex,
double  lower,
double  upper 
)
virtual

Set a single column lower and upper bound
The default implementation just invokes setColLower() and setColUpper()

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::setColSetBounds ( const int *  indexFirst,
const int *  indexLast,
const double *  boundList 
)
virtual

Set the bounds on a number of columns simultaneously
The default implementation just invokes setCollower() and setColupper() over and over again.

Parameters
<code>[indexfirst,indexLast]</code>contains the indices of the constraints whose either bound changes
boundListthe new lower/upper bound pairs for the variables

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::setRowLower ( int  elementIndex,
double  elementValue 
)
virtual

Set a single row lower bound
Use -COIN_DBL_MAX for -infinity.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setRowUpper ( int  elementIndex,
double  elementValue 
)
virtual

Set a single row upper bound
Use COIN_DBL_MAX for infinity.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setRowBounds ( int  elementIndex,
double  lower,
double  upper 
)
virtual

Set a single row lower and upper bound
The default implementation just invokes setRowLower() and setRowUpper()

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::setRowType ( int  index,
char  sense,
double  rightHandSide,
double  range 
)
virtual

Set the type of a single row

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setRowSetBounds ( const int *  indexFirst,
const int *  indexLast,
const double *  boundList 
)
virtual

Set the bounds on a number of rows simultaneously
The default implementation just invokes setRowLower() and setRowUpper() over and over again.

Parameters
<code>[indexfirst,indexLast]</code>contains the indices of the constraints whose either bound changes
boundListthe new lower/upper bound pairs for the constraints

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::setRowSetTypes ( const int *  indexFirst,
const int *  indexLast,
const char *  senseList,
const double *  rhsList,
const double *  rangeList 
)
virtual

Set the type of a number of rows simultaneously
The default implementation just invokes setRowType() and over and over again.

Parameters
<code>[indexfirst,indexLast]</code>contains the indices of the constraints whose type changes
senseListthe new senses
rhsListthe new right hand sides
rangeListthe new ranges

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::setContinuous ( int  index)
virtual

Set the index-th variable to be a continuous variable.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setInteger ( int  index)
virtual

Set the index-th variable to be an integer variable.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setContinuous ( const int *  indices,
int  len 
)
virtual

Set the variables listed in indices (which is of length len) to be continuous variables.

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::setInteger ( const int *  indices,
int  len 
)
virtual

Set the variables listed in indices (which is of length len) to be integer variables.

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::setObjSense ( double  s)
virtual

Set objective function sense (1 for min (default), -1 for max,)

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setColSolution ( const double *  colsol)
virtual

Set the primal solution column values.

colsol[numcols()] is an array of values of the problem column variables. These values are copied to memory owned by the solver object or the solver. They will be returned as the result of colsol() until changed by another call to setColsol() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::setRowPrice ( const double *  rowprice)
virtual

Set dual solution vector.

rowprice[numrows()] is an array of values of the problem row dual variables. These values are copied to memory owned by the solver object or the solver. They will be returned as the result of rowprice() until changed by another call to setRowprice() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::addCol ( const CoinPackedVectorBase vec,
const double  collb,
const double  colub,
const double  obj 
)
virtual

Add a column (primal variable) to the problem.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::addCols ( const int  numcols,
const CoinPackedVectorBase *const *  cols,
const double *  collb,
const double *  colub,
const double *  obj 
)
virtual

Add a set of columns (primal variables) to the problem.

The default implementation simply makes repeated calls to addCol().

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::deleteCols ( const int  num,
const int *  colIndices 
)
virtual

Remove a set of columns (primal variables) from the problem.

The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted variables are nonbasic.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::addRow ( const CoinPackedVectorBase vec,
const double  rowlb,
const double  rowub 
)
virtual

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::addRow ( const CoinPackedVectorBase vec,
const char  rowsen,
const double  rowrhs,
const double  rowrng 
)
virtual

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::addRows ( const int  numrows,
const CoinPackedVectorBase *const *  rows,
const double *  rowlb,
const double *  rowub 
)
virtual

Add a set of rows (constraints) to the problem.

The default implementation simply makes repeated calls to addRow().

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::addRows ( const int  numrows,
const CoinPackedVectorBase *const *  rows,
const char *  rowsen,
const double *  rowrhs,
const double *  rowrng 
)
virtual

Add a set of rows (constraints) to the problem.

The default implementation simply makes repeated calls to addRow().

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::deleteRows ( const int  num,
const int *  rowIndices 
)
virtual

Delete a set of rows (constraints) from the problem.

The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted rows are loose.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::loadProblem ( const CoinPackedMatrix matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub 
)
virtual

Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).

If a pointer is 0 then the following values are the default:

  • colub: all columns have upper bound infinity
  • collb: all columns have lower bound 0
  • rowub: all rows have upper bound infinity
  • rowlb: all rows have lower bound -infinity
  • obj: all variables have 0 objective coefficient

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::assignProblem ( CoinPackedMatrix *&  matrix,
double *&  collb,
double *&  colub,
double *&  obj,
double *&  rowlb,
double *&  rowub 
)
virtual

Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by lower and upper bounds).

For default values see the previous method.
WARNING: The arguments passed to this method will be freed using the C++ delete and delete[] functions.

Implements OsiSolverInterface.

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

Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range triplets).

If a pointer is 0 then the following values are the default:

  • colub: all columns have upper bound infinity
  • collb: all columns have lower bound 0
  • obj: all variables have 0 objective coefficient
  • rowsen: all rows are >=
  • rowrhs: all right hand sides are 0
  • rowrng: 0 for the ranged rows

Implements OsiSolverInterface.

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

Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets).

For default values see the previous method.
WARNING: The arguments passed to this method will be freed using the C++ delete and delete[] functions.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::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

Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::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

Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).

Implements OsiSolverInterface.

virtual int OsiCpxSolverInterface::readMps ( const char *  filename,
const char *  extension = "mps" 
)
virtual

Read an mps file from the given filename.

Reimplemented from OsiSolverInterface.

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

Write the problem into an mps file of the given filename.

If objSense is non zero then -1.0 forces the code to write a maximization objective and +1.0 to write a minimization one. If 0.0 then solver can do what it wants

Implements OsiSolverInterface.

void OsiCpxSolverInterface::passInMessageHandler ( CoinMessageHandler handler)
virtual

Pass in a message handler It is the client's responsibility to destroy a message handler installed by this routine; it will not be destroyed when the solver interface is destroyed.

Reimplemented from OsiSolverInterface.

CPXLPptr OsiCpxSolverInterface::getLpPtr ( int  keepCached = KEEPCACHED_NONE)
CPXENVptr OsiCpxSolverInterface::getEnvironmentPtr ( )

Method to access CPLEX environment pointer.

const char* OsiCpxSolverInterface::getCtype ( ) const

return a vector of variable types (continous, binary, integer)

virtual OsiSolverInterface* OsiCpxSolverInterface::clone ( bool  copyData = true) const
virtual

Clone.

Implements OsiSolverInterface.

OsiCpxSolverInterface& OsiCpxSolverInterface::operator= ( const OsiCpxSolverInterface rhs)

Assignment operator.

virtual void OsiCpxSolverInterface::reset ( )
virtual

Resets as if default constructor.

Reimplemented from OsiSolverInterface.

virtual int OsiCpxSolverInterface::canDoSimplexInterface ( ) const
virtual

Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none.

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::enableSimplexInterface ( int  doingPrimal)
inlinevirtual

Useless function, defined only for compatibility with OsiSimplexInterface.

Definition at line 700 of file OsiCpxSolverInterface.hpp.

virtual void OsiCpxSolverInterface::disableSimplexInterface ( )
inlinevirtual

Useless function, defined only for compatibility with OsiSimplexInterface.

Reimplemented from OsiSolverInterface.

Definition at line 705 of file OsiCpxSolverInterface.hpp.

virtual void OsiCpxSolverInterface::enableFactorization ( ) const
inlinevirtual

Useless function, defined only for compatibility with OsiSimplexInterface.

Reimplemented from OsiSolverInterface.

Definition at line 710 of file OsiCpxSolverInterface.hpp.

virtual void OsiCpxSolverInterface::disableFactorization ( ) const
inlinevirtual

Useless function, defined only for compatibility with OsiSimplexInterface.

Reimplemented from OsiSolverInterface.

Definition at line 715 of file OsiCpxSolverInterface.hpp.

virtual bool OsiCpxSolverInterface::basisIsAvailable ( ) const
virtual

Returns true if a basis is available.

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::getBasisStatus ( int *  cstat,
int *  rstat 
) const
virtual

Returns a basis status of the structural/artificial variables At present as warm start i.e 0: free, 1: basic, 2: upper, 3: lower.

Reimplemented from OsiSolverInterface.

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

Get a row of the tableau (slack part in slack if not NULL)

Reimplemented from OsiSolverInterface.

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

Get a row of the basis inverse.

Reimplemented from OsiSolverInterface.

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

Get a column of the tableau.

Reimplemented from OsiSolverInterface.

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

Get a column of the basis inverse.

Reimplemented from OsiSolverInterface.

virtual void OsiCpxSolverInterface::getBasics ( int *  index) const
virtual

Get indices of the pivot variable in each row (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).

Reimplemented from OsiSolverInterface.

void OsiCpxSolverInterface::switchToLP ( )

switches CPLEX to prob type LP

void OsiCpxSolverInterface::switchToMIP ( )

switches CPLEX to prob type MIP

CPXLPptr OsiCpxSolverInterface::getMutableLpPtr ( ) const
protected

Get LP Pointer for const methods.

CPXENVptr OsiCpxSolverInterface::getMutableEnvironmentPtr ( ) const
protected

Get Environment Pointer for const methods.

virtual void OsiCpxSolverInterface::applyRowCut ( const OsiRowCut rc)
protectedvirtual

Apply a row cut. Return true if cut was applied.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::applyColCut ( const OsiColCut cc)
protectedvirtual

Apply a column cut (bound adjustment).

Return true if cut was applied.

Implements OsiSolverInterface.

void OsiCpxSolverInterface::resizeColType ( int  minsize)
private

resizes coltype_ vector to be able to store at least minsize elements

void OsiCpxSolverInterface::freeColType ( )
private

frees colsize_ vector

void OsiCpxSolverInterface::gutsOfCopy ( const OsiCpxSolverInterface source)
private

The real work of a copy constructor (used by copy and assignment)

void OsiCpxSolverInterface::gutsOfConstructor ( )
private

The real work of the constructor.

void OsiCpxSolverInterface::gutsOfDestructor ( )
private

The real work of the destructor.

void OsiCpxSolverInterface::freeCachedColRim ( )
private

free cached column rim vectors

void OsiCpxSolverInterface::freeCachedRowRim ( )
private

free cached row rim vectors

void OsiCpxSolverInterface::freeCachedResults ( )
private

free cached result vectors

void OsiCpxSolverInterface::freeCachedMatrix ( )
private

free cached matrices

void OsiCpxSolverInterface::freeCachedData ( int  keepCached = KEEPCACHED_NONE)
private

free all cached data (except specified entries, see getLpPtr())

void OsiCpxSolverInterface::freeAllMemory ( )
private

free all allocated memory

Friends And Related Function Documentation

void OsiCpxSolverInterfaceUnitTest ( const std::string &  mpsDir,
const std::string &  netlibDir 
)
friend

A function that tests the methods in the OsiCpxSolverInterface class.

Member Data Documentation

CPXENVptr OsiCpxSolverInterface::env_
mutableprivate

CPLEX environment used in this class instance.

Definition at line 818 of file OsiCpxSolverInterface.hpp.

CPXLPptr OsiCpxSolverInterface::lp_
mutableprivate

CPLEX model represented by this class instance.

Definition at line 820 of file OsiCpxSolverInterface.hpp.

int* OsiCpxSolverInterface::hotStartCStat_
private

Hotstart information.

Definition at line 823 of file OsiCpxSolverInterface.hpp.

int OsiCpxSolverInterface::hotStartCStatSize_
private

Definition at line 824 of file OsiCpxSolverInterface.hpp.

int* OsiCpxSolverInterface::hotStartRStat_
private

Definition at line 825 of file OsiCpxSolverInterface.hpp.

int OsiCpxSolverInterface::hotStartRStatSize_
private

Definition at line 826 of file OsiCpxSolverInterface.hpp.

int OsiCpxSolverInterface::hotStartMaxIteration_
private

Definition at line 827 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::obj_
mutableprivate

Pointer to objective vector.

Definition at line 832 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::collower_
mutableprivate

Pointer to dense vector of variable lower bounds.

Definition at line 835 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::colupper_
mutableprivate

Pointer to dense vector of variable lower bounds.

Definition at line 838 of file OsiCpxSolverInterface.hpp.

char* OsiCpxSolverInterface::rowsense_
mutableprivate

Pointer to dense vector of row sense indicators.

Definition at line 841 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::rhs_
mutableprivate

Pointer to dense vector of row right-hand side values.

Definition at line 844 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::rowrange_
mutableprivate

Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)

Definition at line 847 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::rowlower_
mutableprivate

Pointer to dense vector of row lower bounds.

Definition at line 850 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::rowupper_
mutableprivate

Pointer to dense vector of row upper bounds.

Definition at line 853 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::colsol_
mutableprivate

Pointer to primal solution vector.

Definition at line 856 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::rowsol_
mutableprivate

Pointer to dual solution vector.

Definition at line 859 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::redcost_
mutableprivate

Pointer to reduced cost vector.

Definition at line 862 of file OsiCpxSolverInterface.hpp.

double* OsiCpxSolverInterface::rowact_
mutableprivate

Pointer to row activity (slack) vector.

Definition at line 865 of file OsiCpxSolverInterface.hpp.

CoinPackedMatrix* OsiCpxSolverInterface::matrixByRow_
mutableprivate

Pointer to row-wise copy of problem matrix coefficients.

Definition at line 868 of file OsiCpxSolverInterface.hpp.

CoinPackedMatrix* OsiCpxSolverInterface::matrixByCol_
mutableprivate

Pointer to row-wise copy of problem matrix coefficients.

Definition at line 871 of file OsiCpxSolverInterface.hpp.

char* OsiCpxSolverInterface::coltype_
private

Pointer to dense vector of variable types (continous, binary, integer)

Definition at line 877 of file OsiCpxSolverInterface.hpp.

int OsiCpxSolverInterface::coltypesize_
private

Size of allocated memory for coltype_.

Definition at line 880 of file OsiCpxSolverInterface.hpp.

bool OsiCpxSolverInterface::probtypemip_
mutableprivate

Stores whether CPLEX' prob type is currently set to MIP.

Definition at line 883 of file OsiCpxSolverInterface.hpp.

bool OsiCpxSolverInterface::domipstart
private

Whether to pass a column solution to CPLEX before starting MIP solve (copymipstart)

Definition at line 886 of file OsiCpxSolverInterface.hpp.

bool OsiCpxSolverInterface::disableadvbasis
private

Whether to disable use of advanced basis (if given)

Definition at line 889 of file OsiCpxSolverInterface.hpp.


The documentation for this class was generated from the following file: