#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
CoinWarmStart *	getEmptyWarmStart () const
	Get an empty warm start object. More...

virtual CoinWarmStart *	getWarmStart () 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 CoinPackedMatrix *	getMatrixByRow () const
	Get pointer to row-wise copy of matrix. More...

virtual const CoinPackedMatrix *	getMatrixByCol () 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 OsiSolverInterface *	clone (bool copyData=true) const
	Clone. More...

	OsiMskSolverInterface (const OsiMskSolverInterface &)
	Copy constructor. More...

OsiMskSolverInterface &	operator= (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 CoinWarmStart *	getPointerToWarmStart (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...

void	setColumnType (int iColumn, char type)
	Set column type. More...

virtual const char *	getColType (bool refresh=false) const
	Return an array[getNumCols()] of column types. More...

virtual CoinPackedMatrix *	getMutableMatrixByRow () const
	Get a pointer to a mutable row-wise copy of the matrix. More...

virtual CoinPackedMatrix *	getMutableMatrixByCol () 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 OsiNameVec &	getRowNames ()
	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 OsiNameVec &	getColNames ()
	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 CoinBigIndex 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 CoinBigIndex 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=9, 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	statistics (double &minimumNegative, double &maximumNegative, double &minimumPositive, double &maximumPositive, int type=3) const
	Get some statistics about model - min/max always computed type 0->4 , larger gives more information 0 - Just set min and max values of coefficients. More...

void	setApplicationData (void *appData)
	Set application data. More...

void	setAuxiliaryInfo (OsiAuxInfo *auxiliaryInfo)
	Create a clone of an Auxiliary Information object. More...

void *	getApplicationData () const
	Get application data. More...

OsiAuxInfo *	getAuxiliaryInfo () const
	Get pointer to auxiliary info object. More...

void	newLanguage (CoinMessages::Language language)
	Set language. More...

void	setLanguage (CoinMessages::Language language)

CoinMessageHandler *	messageHandler () const
	Return a pointer to the current message handler. More...

CoinMessages	messages ()
	Return the current set of messages. More...

CoinMessages *	messagesPointer ()
	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 OsiObject *	object (int which) const
	Get the specified object. More...

OsiObject *	modifiableObject (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 OsiRowCutDebugger *	getRowCutDebugger () const
	Get the row cut debugger provided the solution known to the debugger is within the feasible region held in the solver. More...

OsiRowCutDebugger *	getRowCutDebuggerAlways () 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...

OsiSolverInterface &	operator= (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...

CoinPackedMatrix *	matrixByRow_
	Pointer to row-wise copy of problem matrix coefficients. More...

CoinPackedMatrix *	matrixByCol_
	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 >
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
OsiRowCutDebugger *	rowCutDebugger_
	Pointer to row cut debugger object. More...

CoinMessageHandler *	handler_
	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) 3 - if supported - semi-continuous 4 - if supported - semi-continuous integer. More...

Detailed Description

Definition at line 23 of file OsiMskSolverInterface.hpp.

Member Enumeration Documentation

enum OsiMskSolverInterface::keepCachedFlag

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
boundList	the 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
boundList	the 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
senseList	the new senses
rhsList	the new right hand sides
rangeList	the 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:

/tmp/Cbc-2.10.5/Osi/src/OsiMsk/OsiMskSolverInterface.hpp

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Member Functions

Private Member Functions

Static Private Attributes

Friends

MOSEK specific public interfaces

Private methods

Additional Inherited Members

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation