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OsiMskSolverInterface Class Reference

#include <OsiMskSolverInterface.hpp>

+ Inheritance diagram for OsiMskSolverInterface:
+ Collaboration diagram for OsiMskSolverInterface:

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...
 
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...
 
virtual bool isLicenseError () const
 Has there been a license problem? More...
 
int getRescode () const
 Get rescode return of last Mosek optimizer call. 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
 OsiMskSolverInterface (MSKenv_t mskenv=NULL)
 Default Constructor optional argument mskenv can be used to reach in an initialized user environment OsiMsk assumes membership of mskenv, so it will be freed when the last instanciation of OsiMsk is deleted. More...
 
virtual OsiSolverInterfaceclone (bool copyData=true) const
 Clone. More...
 
 OsiMskSolverInterface (const OsiMskSolverInterface &)
 Copy constructor. More...
 
OsiMskSolverInterfaceoperator= (const OsiMskSolverInterface &rhs)
 Assignment operator. More...
 
virtual ~OsiMskSolverInterface ()
 Destructor. 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...
 
virtual int canDoSimplexInterface () const
 Return the simplex implementation level. More...
 
virtual void enableFactorization () const
 Prepare the solver for the use of tableau access methods. More...
 
virtual void disableFactorization () const
 Undo the effects of enableFactorization. More...
 
virtual bool basisIsAvailable () const
 Check if an optimal basis is available. More...
 
bool optimalBasisIsAvailable () const
 Synonym for basisIsAvailable. More...
 
virtual void getBasisStatus (int *cstat, int *rstat) const
 Retrieve status information for column and row variables. 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 getBInvARow (int row, double *z, double *slack=NULL) const
 Get a row of the tableau. 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 basic variables. More...
 
virtual void enableSimplexInterface (bool doingPrimal)
 Enables normal operation of subsequent functions. More...
 
virtual void disableSimplexInterface ()
 Undo whatever setting changes the above method had to make. 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...
 
virtual void reset ()
 Reset the solver interface. More...
 

Static Public Member Functions

Static instance counter methods
static void incrementInstanceCounter ()
 MOSEK has a context which must be created prior to all other MOSEK calls. More...
 
static void decrementInstanceCounter ()
 MOSEK has a context which should be deleted after MOSEK calls. More...
 
static unsigned int getNumInstances ()
 Return the number of instances of instantiated objects using MOSEK services. More...
 

Public Attributes

Private member data
MSKtask_t task_
 MOSEK 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 MOSEK 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 MOSEK' prob type is currently set to MIP. More...
 

Protected Member Functions

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 switchToLP ()
 switches MOSEK to prob type LP More...
 
void switchToMIP ()
 switches MOSEK to prob type MIP More...
 
void resizeColType (int minsize)
 resizes coltype_ vector to be able to store at least minsize elements More...
 
void freeColType ()
 frees colsize_ vector More...
 
bool definedSolution (int solution) const
 
int solverUsed () const
 

Static Private Attributes

static unsigned int numInstances_
 Number of live problem instances. More...
 
Private static class data
static MSKenv_t env_
 MOSEK environment pointer. More...
 

Friends

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

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

Private methods

int Mskerr
 
int MSKsolverused_
 
double ObjOffset_
 
int InitialSolver
 
MSKtask_t getMutableLpPtr () const
 Get task Pointer for const methods. More...
 
void gutsOfCopy (const OsiMskSolverInterface &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...
 

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

Definition at line 23 of file OsiMskSolverInterface.hpp.

Member Enumeration Documentation

Get pointer to MOSEK 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 598 of file OsiMskSolverInterface.hpp.

Constructor & Destructor Documentation

OsiMskSolverInterface::OsiMskSolverInterface ( MSKenv_t  mskenv = NULL)

Default Constructor optional argument mskenv can be used to reach in an initialized user environment OsiMsk assumes membership of mskenv, so it will be freed when the last instanciation of OsiMsk is deleted.

OsiMskSolverInterface::OsiMskSolverInterface ( const OsiMskSolverInterface )

Copy constructor.

virtual OsiMskSolverInterface::~OsiMskSolverInterface ( )
virtual

Destructor.

Member Function Documentation

virtual void OsiMskSolverInterface::initialSolve ( )
virtual

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiMskSolverInterface::resolve ( )
virtual

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiMskSolverInterface::branchAndBound ( )
virtual

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

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

Set an integer parameter.

Reimplemented from OsiSolverInterface.

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

Set a double parameter.

Reimplemented from OsiSolverInterface.

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

Set a string parameter.

Reimplemented from OsiSolverInterface.

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

Get an integer parameter.

Reimplemented from OsiSolverInterface.

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

Get a double parameter.

Reimplemented from OsiSolverInterface.

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

Get a string parameter.

Reimplemented from OsiSolverInterface.

virtual bool OsiMskSolverInterface::isAbandoned ( ) const
virtual

Are there a numerical difficulties?

Implements OsiSolverInterface.

virtual bool OsiMskSolverInterface::isProvenOptimal ( ) const
virtual

Is optimality proven?

Implements OsiSolverInterface.

virtual bool OsiMskSolverInterface::isProvenPrimalInfeasible ( ) const
virtual

Is primal infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiMskSolverInterface::isProvenDualInfeasible ( ) const
virtual

Is dual infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiMskSolverInterface::isPrimalObjectiveLimitReached ( ) const
virtual

Is the given primal objective limit reached?

Reimplemented from OsiSolverInterface.

virtual bool OsiMskSolverInterface::isDualObjectiveLimitReached ( ) const
virtual

Is the given dual objective limit reached?

Reimplemented from OsiSolverInterface.

virtual bool OsiMskSolverInterface::isIterationLimitReached ( ) const
virtual

Iteration limit reached?

Implements OsiSolverInterface.

virtual bool OsiMskSolverInterface::isLicenseError ( ) const
virtual

Has there been a license problem?

int OsiMskSolverInterface::getRescode ( ) const
inline

Get rescode return of last Mosek optimizer call.

Definition at line 91 of file OsiMskSolverInterface.hpp.

CoinWarmStart* OsiMskSolverInterface::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* OsiMskSolverInterface::getWarmStart ( ) const
virtual

Get warmstarting information.

Implements OsiSolverInterface.

virtual bool OsiMskSolverInterface::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 OsiMskSolverInterface::markHotStart ( )
virtual

Create a hotstart point of the optimization process.

Reimplemented from OsiSolverInterface.

virtual void OsiMskSolverInterface::solveFromHotStart ( )
virtual

Optimize starting from the hotstart.

Reimplemented from OsiSolverInterface.

virtual void OsiMskSolverInterface::unmarkHotStart ( )
virtual

Delete the snapshot.

Reimplemented from OsiSolverInterface.

virtual int OsiMskSolverInterface::getNumCols ( ) const
virtual

Get number of columns.

Implements OsiSolverInterface.

virtual int OsiMskSolverInterface::getNumRows ( ) const
virtual

Get number of rows.

Implements OsiSolverInterface.

virtual int OsiMskSolverInterface::getNumElements ( ) const
virtual

Get number of nonzero elements.

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

virtual const char* OsiMskSolverInterface::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* OsiMskSolverInterface::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* OsiMskSolverInterface::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* OsiMskSolverInterface::getRowLower ( ) const
virtual

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

virtual double OsiMskSolverInterface::getObjSense ( ) const
virtual

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

Implements OsiSolverInterface.

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

Return true if column is continuous.

Implements OsiSolverInterface.

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

Get pointer to row-wise copy of matrix.

Implements OsiSolverInterface.

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

Get pointer to column-wise copy of matrix.

Implements OsiSolverInterface.

virtual double OsiMskSolverInterface::getInfinity ( ) const
virtual

Get solver's value for infinity.

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

virtual double OsiMskSolverInterface::getObjValue ( ) const
virtual

Get objective function value.

Implements OsiSolverInterface.

virtual int OsiMskSolverInterface::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*> OsiMskSolverInterface::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*> OsiMskSolverInterface::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 OsiMskSolverInterface::setObjCoeff ( int  elementIndex,
double  elementValue 
)
virtual

Set an objective function coefficient.

Implements OsiSolverInterface.

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

Set a a set of objective function coefficients.

Reimplemented from OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

Set a single column upper bound
Use COIN_DBL_MAX for infinity.

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

Set a single row upper bound
Use COIN_DBL_MAX for infinity.

Implements OsiSolverInterface.

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

Set the type of a single row

Implements OsiSolverInterface.

virtual void OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::setContinuous ( int  index)
virtual

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

Implements OsiSolverInterface.

virtual void OsiMskSolverInterface::setInteger ( int  index)
virtual

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

Implements OsiSolverInterface.

virtual void OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::setObjSense ( double  s)
virtual

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

Implements OsiSolverInterface.

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

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

virtual void OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::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 OsiMskSolverInterface::readMps ( const char *  filename,
const char *  extension = "mps" 
)
virtual

Read an mps file from the given filename.

Reimplemented from OsiSolverInterface.

virtual void OsiMskSolverInterface::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 OsiMskSolverInterface::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.

MSKtask_t OsiMskSolverInterface::getLpPtr ( int  keepCached = KEEPCACHED_NONE)
MSKenv_t OsiMskSolverInterface::getEnvironmentPtr ( )

Method to access MOSEK environment pointer.

const char* OsiMskSolverInterface::getCtype ( ) const

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

static void OsiMskSolverInterface::incrementInstanceCounter ( )
static

MOSEK has a context which must be created prior to all other MOSEK calls.

This method:

  • Increments by 1 the number of uses of the MOSEK environment.
  • Creates the MOSEK context when the number of uses is change to 1 from 0.
static void OsiMskSolverInterface::decrementInstanceCounter ( )
static

MOSEK has a context which should be deleted after MOSEK calls.

This method:

  • Decrements by 1 the number of uses of the MOSEK environment.
  • Deletes the MOSEK context when the number of uses is change to 0 from 1.
static unsigned int OsiMskSolverInterface::getNumInstances ( )
static

Return the number of instances of instantiated objects using MOSEK services.

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

Clone.

Implements OsiSolverInterface.

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

Assignment operator.

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

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

Implements OsiSolverInterface.

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

Apply a column cut (bound adjustment).

Return true if cut was applied.

Implements OsiSolverInterface.

void OsiMskSolverInterface::switchToLP ( )
private

switches MOSEK to prob type LP

void OsiMskSolverInterface::switchToMIP ( )
private

switches MOSEK to prob type MIP

void OsiMskSolverInterface::resizeColType ( int  minsize)
private

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

void OsiMskSolverInterface::freeColType ( )
private

frees colsize_ vector

bool OsiMskSolverInterface::definedSolution ( int  solution) const
private
int OsiMskSolverInterface::solverUsed ( ) const
private
MSKtask_t OsiMskSolverInterface::getMutableLpPtr ( ) const

Get task Pointer for const methods.

void OsiMskSolverInterface::gutsOfCopy ( const OsiMskSolverInterface source)

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

void OsiMskSolverInterface::gutsOfConstructor ( )

The real work of the constructor.

void OsiMskSolverInterface::gutsOfDestructor ( )

The real work of the destructor.

void OsiMskSolverInterface::freeCachedColRim ( )

free cached column rim vectors

void OsiMskSolverInterface::freeCachedRowRim ( )

free cached row rim vectors

void OsiMskSolverInterface::freeCachedResults ( )

free cached result vectors

void OsiMskSolverInterface::freeCachedMatrix ( )

free cached matrices

void OsiMskSolverInterface::freeCachedData ( int  keepCached = KEEPCACHED_NONE)

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

void OsiMskSolverInterface::freeAllMemory ( )

free all allocated memory

Friends And Related Function Documentation

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

A function that tests the methods in the OsiMskSolverInterface class.

Member Data Documentation

MSKenv_t OsiMskSolverInterface::env_
staticprivate

MOSEK environment pointer.

Definition at line 717 of file OsiMskSolverInterface.hpp.

unsigned int OsiMskSolverInterface::numInstances_
staticprivate

Number of live problem instances.

Definition at line 722 of file OsiMskSolverInterface.hpp.

int OsiMskSolverInterface::Mskerr
private

Definition at line 727 of file OsiMskSolverInterface.hpp.

int OsiMskSolverInterface::MSKsolverused_
private

Definition at line 728 of file OsiMskSolverInterface.hpp.

double OsiMskSolverInterface::ObjOffset_
private

Definition at line 729 of file OsiMskSolverInterface.hpp.

int OsiMskSolverInterface::InitialSolver
private

Definition at line 731 of file OsiMskSolverInterface.hpp.

MSKtask_t OsiMskSolverInterface::task_
mutable

MOSEK model represented by this class instance.

Definition at line 766 of file OsiMskSolverInterface.hpp.

int* OsiMskSolverInterface::hotStartCStat_

Hotstart information.

Definition at line 769 of file OsiMskSolverInterface.hpp.

int OsiMskSolverInterface::hotStartCStatSize_

Definition at line 770 of file OsiMskSolverInterface.hpp.

int* OsiMskSolverInterface::hotStartRStat_

Definition at line 771 of file OsiMskSolverInterface.hpp.

int OsiMskSolverInterface::hotStartRStatSize_

Definition at line 772 of file OsiMskSolverInterface.hpp.

int OsiMskSolverInterface::hotStartMaxIteration_

Definition at line 773 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::obj_
mutable

Pointer to objective vector.

Definition at line 778 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::collower_
mutable

Pointer to dense vector of variable lower bounds.

Definition at line 781 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::colupper_
mutable

Pointer to dense vector of variable lower bounds.

Definition at line 784 of file OsiMskSolverInterface.hpp.

char* OsiMskSolverInterface::rowsense_
mutable

Pointer to dense vector of row sense indicators.

Definition at line 787 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::rhs_
mutable

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

Definition at line 790 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::rowrange_
mutable

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

Definition at line 793 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::rowlower_
mutable

Pointer to dense vector of row lower bounds.

Definition at line 796 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::rowupper_
mutable

Pointer to dense vector of row upper bounds.

Definition at line 799 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::colsol_
mutable

Pointer to primal solution vector.

Definition at line 802 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::rowsol_
mutable

Pointer to dual solution vector.

Definition at line 805 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::redcost_
mutable

Pointer to reduced cost vector.

Definition at line 808 of file OsiMskSolverInterface.hpp.

double* OsiMskSolverInterface::rowact_
mutable

Pointer to row activity (slack) vector.

Definition at line 811 of file OsiMskSolverInterface.hpp.

CoinPackedMatrix* OsiMskSolverInterface::matrixByRow_
mutable

Pointer to row-wise copy of problem matrix coefficients.

Definition at line 814 of file OsiMskSolverInterface.hpp.

CoinPackedMatrix* OsiMskSolverInterface::matrixByCol_
mutable

Pointer to row-wise copy of problem matrix coefficients.

Definition at line 817 of file OsiMskSolverInterface.hpp.

char* OsiMskSolverInterface::coltype_

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

Definition at line 823 of file OsiMskSolverInterface.hpp.

int OsiMskSolverInterface::coltypesize_

Size of allocated memory for coltype_.

Definition at line 826 of file OsiMskSolverInterface.hpp.

bool OsiMskSolverInterface::probtypemip_
mutable

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

Definition at line 829 of file OsiMskSolverInterface.hpp.


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