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OsiTestSolverInterface Class Reference

Vol(ume) Solver Interface. More...

#include <OsiTestSolverInterface.hpp>

+ Inheritance diagram for OsiTestSolverInterface:
+ Collaboration diagram for OsiTestSolverInterface:

Classes

class  OsiVolMatrixOneMinusOne_
 

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...
 
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...
 
WarmStart related methods
virtual 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 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. 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. 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() 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...
 
OSL specific public interfaces
VOL_problemvolprob ()
 Get pointer to Vol model. More...
 
Constructors and destructors
 OsiTestSolverInterface ()
 Default Constructor. More...
 
virtual OsiSolverInterfaceclone (bool copyData=true) const
 Clone. More...
 
 OsiTestSolverInterface (const OsiTestSolverInterface &)
 Copy constructor. More...
 
OsiTestSolverInterfaceoperator= (const OsiTestSolverInterface &rhs)
 Assignment operator. More...
 
virtual ~OsiTestSolverInterface ()
 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 setObjCoeffSet (const int *indexFirst, const int *indexLast, const double *coeffList)
 Set a set of objective function coefficients. 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...
 
virtual void passInMessageHandler (CoinMessageHandler *handler)
 Pass in a message handler. 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...
 
- Public Member Functions inherited from VOL_user_hooks
virtual ~VOL_user_hooks ()
 

Protected Member Functions

Helper methods for problem input
void initFromRlbRub (const int rownum, const double *rowlb, const double *rowub)
 
void initFromRhsSenseRange (const int rownum, const char *rowsen, const double *rowrhs, const double *rowrng)
 
void initFromClbCubObj (const int colnum, const double *collb, const double *colub, const double *obj)
 
Protected methods
virtual void applyRowCut (const OsiRowCut &rc)
 Apply a row cut (append to constraint matrix). More...
 
virtual void applyColCut (const OsiColCut &cc)
 Apply a column cut (adjust one or more bounds). 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

Methods of <code>VOL_user_hooks</code>
virtual int compute_rc (const VOL_dvector &u, VOL_dvector &rc)
 compute reduced costs More...
 
virtual int solve_subproblem (const VOL_dvector &dual, const VOL_dvector &rc, double &lcost, VOL_dvector &x, VOL_dvector &v, double &pcost)
 Solve the subproblem for the subgradient step. More...
 
virtual int heuristics (const VOL_problem &, const VOL_dvector &, double &heur_val)
 Starting from the primal vector x, run a heuristic to produce an integer solution. More...
 
Private helper methods
void updateRowMatrix_ () const
 Update the row ordered matrix from the column ordered one. More...
 
void updateColMatrix_ () const
 Update the column ordered matrix from the row ordered one. More...
 
void checkData_ () const
 Test whether the Volume Algorithm can be applied to the given problem. More...
 
void compute_rc_ (const double *u, double *rc) const
 Compute the reduced costs (rc) with respect to the dual values given in u. More...
 
void gutsOfDestructor_ ()
 A method deleting every member data. More...
 
void rowRimAllocator_ ()
 A method allocating sufficient space for the rim vectors corresponding to the rows. More...
 
void colRimAllocator_ ()
 A method allocating sufficient space for the rim vectors corresponding to the columns. More...
 
void rowRimResize_ (const int newSize)
 Reallocate the rim arrays corresponding to the rows. More...
 
void colRimResize_ (const int newSize)
 Reallocate the rim arrays corresponding to the columns. More...
 
void convertBoundsToSenses_ ()
 For each row convert LB/UB style row constraints to sense/rhs style. More...
 
void convertSensesToBounds_ ()
 For each row convert sense/rhs style row constraints to LB/UB style. More...
 
bool test_zero_one_minusone_ (const CoinPackedMatrix &m) const
 test whether the given matrix is 0/1/-1 entries only. More...
 

Private Attributes

double objsense_
 Sense of objective (1 for min; -1 for max) More...
 
double * rowpriceHotStart_
 An array to store the hotstart information between solveHotStart() calls. More...
 
int maxNumrows_
 allocated size of the row related rim vectors More...
 
int maxNumcols_
 allocated size of the column related rim vectors More...
 
VOL_problem volprob_
 The volume solver. More...
 
The problem matrix in row and column ordered forms <br>

Note that at least one of the matrices is always current.

bool rowMatrixCurrent_
 A flag indicating whether the row ordered matrix is up-to-date. More...
 
CoinPackedMatrix rowMatrix_
 The problem matrix in a row ordered form. More...
 
bool colMatrixCurrent_
 A flag indicating whether the column ordered matrix is up-to-date. More...
 
CoinPackedMatrix colMatrix_
 The problem matrix in a column ordered form. More...
 
Data members used when 0/1/-1 matrix is detected
bool isZeroOneMinusOne_
 An indicator whether the matrix is 0/1/-1. More...
 
OsiVolMatrixOneMinusOne_rowMatrixOneMinusOne_
 The row ordered matrix without the elements. More...
 
OsiVolMatrixOneMinusOne_colMatrixOneMinusOne_
 The column ordered matrix without the elements. More...
 
The rim vectors
double * colupper_
 Pointer to dense vector of structural variable upper bounds. More...
 
double * collower_
 Pointer to dense vector of structural variable lower bounds. More...
 
bool * continuous_
 Pointer to dense vector of bool to indicate if column is continuous. More...
 
double * rowupper_
 Pointer to dense vector of slack variable upper bounds. More...
 
double * rowlower_
 Pointer to dense vector of slack 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 * objcoeffs_
 Pointer to dense vector of objective coefficients. More...
 
The solution
double * colsol_
 Pointer to dense vector of primal structural variable values. More...
 
double * rowprice_
 Pointer to dense vector of dual row variable values. More...
 
double * rc_
 Pointer to dense vector of reduced costs. More...
 
double * lhs_
 Pointer to dense vector of left hand sides (row activity levels) More...
 
double lagrangeanCost_
 The Lagrangean cost, a lower bound on the objective value. More...
 

Friends

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

Vol(ume) Solver Interface.

Instantiation of OsiTestSolverInterface for the Volume Algorithm

Definition at line 27 of file OsiTestSolverInterface.hpp.

Constructor & Destructor Documentation

OsiTestSolverInterface::OsiTestSolverInterface ( )

Default Constructor.

OsiTestSolverInterface::OsiTestSolverInterface ( const OsiTestSolverInterface )

Copy constructor.

virtual OsiTestSolverInterface::~OsiTestSolverInterface ( )
virtual

Destructor.

Member Function Documentation

virtual void OsiTestSolverInterface::initialSolve ( )
virtual

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiTestSolverInterface::resolve ( )
virtual

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiTestSolverInterface::branchAndBound ( )
inlinevirtual

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

Definition at line 63 of file OsiTestSolverInterface.hpp.

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

Set an integer parameter.

Reimplemented from OsiSolverInterface.

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

Set a double parameter.

Reimplemented from OsiSolverInterface.

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

Set a string parameter.

Reimplemented from OsiSolverInterface.

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

Get an integer parameter.

Reimplemented from OsiSolverInterface.

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

Get a double parameter.

Reimplemented from OsiSolverInterface.

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

Get a string parameter.

Reimplemented from OsiSolverInterface.

virtual bool OsiTestSolverInterface::isAbandoned ( ) const
virtual

Are there a numerical difficulties?

Implements OsiSolverInterface.

virtual bool OsiTestSolverInterface::isProvenOptimal ( ) const
virtual

Is optimality proven?

Implements OsiSolverInterface.

virtual bool OsiTestSolverInterface::isProvenPrimalInfeasible ( ) const
virtual

Is primal infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiTestSolverInterface::isProvenDualInfeasible ( ) const
virtual

Is dual infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiTestSolverInterface::isPrimalObjectiveLimitReached ( ) const
virtual

Is the given primal objective limit reached?

Reimplemented from OsiSolverInterface.

virtual bool OsiTestSolverInterface::isDualObjectiveLimitReached ( ) const
virtual

Is the given dual objective limit reached?

Reimplemented from OsiSolverInterface.

virtual bool OsiTestSolverInterface::isIterationLimitReached ( ) const
virtual

Iteration limit reached?

Implements OsiSolverInterface.

virtual CoinWarmStart* OsiTestSolverInterface::getEmptyWarmStart ( ) const
virtual

Get an empty warm start object.

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

Implements OsiSolverInterface.

virtual CoinWarmStart* OsiTestSolverInterface::getWarmStart ( ) const
virtual

Get warmstarting information.

Implements OsiSolverInterface.

virtual bool OsiTestSolverInterface::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 OsiTestSolverInterface::markHotStart ( )
virtual

Create a hotstart point of the optimization process.

Reimplemented from OsiSolverInterface.

virtual void OsiTestSolverInterface::solveFromHotStart ( )
virtual

Optimize starting from the hotstart.

Reimplemented from OsiSolverInterface.

virtual void OsiTestSolverInterface::unmarkHotStart ( )
virtual

Delete the snapshot.

Reimplemented from OsiSolverInterface.

virtual int OsiTestSolverInterface::getNumCols ( ) const
inlinevirtual

Get number of columns.

Implements OsiSolverInterface.

Definition at line 167 of file OsiTestSolverInterface.hpp.

virtual int OsiTestSolverInterface::getNumRows ( ) const
inlinevirtual

Get number of rows.

Implements OsiSolverInterface.

Definition at line 172 of file OsiTestSolverInterface.hpp.

virtual int OsiTestSolverInterface::getNumElements ( ) const
inlinevirtual

Get number of nonzero elements.

Implements OsiSolverInterface.

Definition at line 177 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getColLower ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 182 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getColUpper ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 185 of file OsiTestSolverInterface.hpp.

virtual const char* OsiTestSolverInterface::getRowSense ( ) const
inlinevirtual

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

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

Implements OsiSolverInterface.

Definition at line 196 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getRightHandSide ( ) const
inlinevirtual

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.

Definition at line 206 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getRowRange ( ) const
inlinevirtual

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 undefined

Implements OsiSolverInterface.

Definition at line 216 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getRowLower ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 219 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getRowUpper ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 222 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getObjCoefficients ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 225 of file OsiTestSolverInterface.hpp.

virtual double OsiTestSolverInterface::getObjSense ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 228 of file OsiTestSolverInterface.hpp.

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

Return true if column is continuous.

Implements OsiSolverInterface.

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

Get pointer to row-wise copy of matrix.

Implements OsiSolverInterface.

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

Get pointer to column-wise copy of matrix.

Implements OsiSolverInterface.

virtual double OsiTestSolverInterface::getInfinity ( ) const
inlinevirtual

Get solver's value for infinity.

Implements OsiSolverInterface.

Definition at line 257 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getColSolution ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 263 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getRowPrice ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 266 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getReducedCost ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 269 of file OsiTestSolverInterface.hpp.

virtual const double* OsiTestSolverInterface::getRowActivity ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 273 of file OsiTestSolverInterface.hpp.

virtual double OsiTestSolverInterface::getObjValue ( ) const
inlinevirtual

Get objective function value.

Implements OsiSolverInterface.

Definition at line 276 of file OsiTestSolverInterface.hpp.

virtual int OsiTestSolverInterface::getIterationCount ( ) const
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 287 of file OsiTestSolverInterface.hpp.

virtual std::vector<double*> OsiTestSolverInterface::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*> OsiTestSolverInterface::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 OsiTestSolverInterface::setObjCoeff ( int  elementIndex,
double  elementValue 
)
inlinevirtual

Set an objective function coefficient.

Implements OsiSolverInterface.

Definition at line 338 of file OsiTestSolverInterface.hpp.

virtual void OsiTestSolverInterface::setColLower ( int  elementIndex,
double  elementValue 
)
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 345 of file OsiTestSolverInterface.hpp.

virtual void OsiTestSolverInterface::setColUpper ( int  elementIndex,
double  elementValue 
)
inlinevirtual

Set a single column upper bound
Use COIN_DBL_MAX for infinity.

Implements OsiSolverInterface.

Definition at line 352 of file OsiTestSolverInterface.hpp.

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

Set a single column lower and upper bound.

Reimplemented from OsiSolverInterface.

Definition at line 357 of file OsiTestSolverInterface.hpp.

virtual void OsiTestSolverInterface::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
indexFirst,indexLastpointers to the beginning and after the end of the array of the indices of the variables whose either bound changes
boundListthe new lower/upper bound pairs for the variables

Reimplemented from OsiSolverInterface.

virtual void OsiTestSolverInterface::setRowLower ( int  elementIndex,
double  elementValue 
)
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 377 of file OsiTestSolverInterface.hpp.

virtual void OsiTestSolverInterface::setRowUpper ( int  elementIndex,
double  elementValue 
)
inlinevirtual

Set a single row upper bound
Use COIN_DBL_MAX for infinity.

Implements OsiSolverInterface.

Definition at line 386 of file OsiTestSolverInterface.hpp.

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

Set a single row lower and upper bound.

Reimplemented from OsiSolverInterface.

Definition at line 394 of file OsiTestSolverInterface.hpp.

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

Set the type of a single row

Implements OsiSolverInterface.

Definition at line 404 of file OsiTestSolverInterface.hpp.

virtual void OsiTestSolverInterface::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
indexFirst,indexLastpointers to the beginning and after the end of the array of the indices of the constraints whose either bound changes
boundListthe new lower/upper bound pairs for the constraints

Reimplemented from OsiSolverInterface.

virtual void OsiTestSolverInterface::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() over and over again.

Parameters
indexFirst,indexLastpointers to the beginning and after the end of the array of the indices of the constraints whose any characteristics changes
senseListthe new senses
rhsListthe new right hand sides
rangeListthe new ranges

Reimplemented from OsiSolverInterface.

virtual void OsiTestSolverInterface::setContinuous ( int  index)
virtual

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

Implements OsiSolverInterface.

virtual void OsiTestSolverInterface::setInteger ( int  index)
virtual

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

Implements OsiSolverInterface.

virtual void OsiTestSolverInterface::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 OsiTestSolverInterface::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 OsiTestSolverInterface::setObjSense ( double  s)
inlinevirtual

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

Implements OsiSolverInterface.

Definition at line 459 of file OsiTestSolverInterface.hpp.

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

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

virtual void OsiTestSolverInterface::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 OsiTestSolverInterface::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 OsiTestSolverInterface::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 OsiTestSolverInterface::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.

void OsiTestSolverInterface::initFromRlbRub ( const int  rownum,
const double *  rowlb,
const double *  rowub 
)
protected
void OsiTestSolverInterface::initFromRhsSenseRange ( const int  rownum,
const char *  rowsen,
const double *  rowrhs,
const double *  rowrng 
)
protected
void OsiTestSolverInterface::initFromClbCubObj ( const int  colnum,
const double *  collb,
const double *  colub,
const double *  obj 
)
protected
virtual void OsiTestSolverInterface::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 OsiTestSolverInterface::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 OsiTestSolverInterface::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 OsiTestSolverInterface::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 OsiTestSolverInterface::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 OsiTestSolverInterface::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 OsiTestSolverInterface::readMps ( const char *  filename,
const char *  extension = "mps" 
)
virtual

Read an mps file from the given filename.

Reimplemented from OsiSolverInterface.

virtual void OsiTestSolverInterface::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.

VOL_problem* OsiTestSolverInterface::volprob ( )
inline

Get pointer to Vol model.

Definition at line 681 of file OsiTestSolverInterface.hpp.

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

Clone.

Implements OsiSolverInterface.

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

Assignment operator.

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

Apply a row cut (append to constraint matrix).

Implements OsiSolverInterface.

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

Apply a column cut (adjust one or more bounds).

Implements OsiSolverInterface.

virtual int OsiTestSolverInterface::compute_rc ( const VOL_dvector u,
VOL_dvector rc 
)
privatevirtual

compute reduced costs

Implements VOL_user_hooks.

virtual int OsiTestSolverInterface::solve_subproblem ( const VOL_dvector dual,
const VOL_dvector rc,
double &  lcost,
VOL_dvector x,
VOL_dvector v,
double &  pcost 
)
privatevirtual

Solve the subproblem for the subgradient step.

Implements VOL_user_hooks.

virtual int OsiTestSolverInterface::heuristics ( const VOL_problem ,
const VOL_dvector ,
double &  heur_val 
)
inlineprivatevirtual

Starting from the primal vector x, run a heuristic to produce an integer solution.

This is not done in LP solving.

Implements VOL_user_hooks.

Definition at line 730 of file OsiTestSolverInterface.hpp.

void OsiTestSolverInterface::updateRowMatrix_ ( ) const
private

Update the row ordered matrix from the column ordered one.

void OsiTestSolverInterface::updateColMatrix_ ( ) const
private

Update the column ordered matrix from the row ordered one.

void OsiTestSolverInterface::checkData_ ( ) const
private

Test whether the Volume Algorithm can be applied to the given problem.

void OsiTestSolverInterface::compute_rc_ ( const double *  u,
double *  rc 
) const
private

Compute the reduced costs (rc) with respect to the dual values given in u.

void OsiTestSolverInterface::gutsOfDestructor_ ( )
private

A method deleting every member data.

void OsiTestSolverInterface::rowRimAllocator_ ( )
private

A method allocating sufficient space for the rim vectors corresponding to the rows.

void OsiTestSolverInterface::colRimAllocator_ ( )
private

A method allocating sufficient space for the rim vectors corresponding to the columns.

void OsiTestSolverInterface::rowRimResize_ ( const int  newSize)
private

Reallocate the rim arrays corresponding to the rows.

void OsiTestSolverInterface::colRimResize_ ( const int  newSize)
private

Reallocate the rim arrays corresponding to the columns.

void OsiTestSolverInterface::convertBoundsToSenses_ ( )
private

For each row convert LB/UB style row constraints to sense/rhs style.

void OsiTestSolverInterface::convertSensesToBounds_ ( )
private

For each row convert sense/rhs style row constraints to LB/UB style.

bool OsiTestSolverInterface::test_zero_one_minusone_ ( const CoinPackedMatrix m) const
private

test whether the given matrix is 0/1/-1 entries only.

Friends And Related Function Documentation

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

A function that tests the methods in the OsiTestSolverInterface class.

Member Data Documentation

bool OsiTestSolverInterface::rowMatrixCurrent_
mutableprivate

A flag indicating whether the row ordered matrix is up-to-date.

Definition at line 786 of file OsiTestSolverInterface.hpp.

CoinPackedMatrix OsiTestSolverInterface::rowMatrix_
mutableprivate

The problem matrix in a row ordered form.

Definition at line 788 of file OsiTestSolverInterface.hpp.

bool OsiTestSolverInterface::colMatrixCurrent_
mutableprivate

A flag indicating whether the column ordered matrix is up-to-date.

Definition at line 790 of file OsiTestSolverInterface.hpp.

CoinPackedMatrix OsiTestSolverInterface::colMatrix_
mutableprivate

The problem matrix in a column ordered form.

Definition at line 792 of file OsiTestSolverInterface.hpp.

bool OsiTestSolverInterface::isZeroOneMinusOne_
private

An indicator whether the matrix is 0/1/-1.

Definition at line 799 of file OsiTestSolverInterface.hpp.

OsiVolMatrixOneMinusOne_* OsiTestSolverInterface::rowMatrixOneMinusOne_
private

The row ordered matrix without the elements.

Definition at line 801 of file OsiTestSolverInterface.hpp.

OsiVolMatrixOneMinusOne_* OsiTestSolverInterface::colMatrixOneMinusOne_
private

The column ordered matrix without the elements.

Definition at line 803 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::colupper_
private

Pointer to dense vector of structural variable upper bounds.

Definition at line 810 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::collower_
private

Pointer to dense vector of structural variable lower bounds.

Definition at line 812 of file OsiTestSolverInterface.hpp.

bool* OsiTestSolverInterface::continuous_
private

Pointer to dense vector of bool to indicate if column is continuous.

Definition at line 814 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::rowupper_
private

Pointer to dense vector of slack variable upper bounds.

Definition at line 816 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::rowlower_
private

Pointer to dense vector of slack variable lower bounds.

Definition at line 818 of file OsiTestSolverInterface.hpp.

char* OsiTestSolverInterface::rowsense_
private

Pointer to dense vector of row sense indicators.

Definition at line 820 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::rhs_
private

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

Definition at line 822 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::rowrange_
private

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

Definition at line 825 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::objcoeffs_
private

Pointer to dense vector of objective coefficients.

Definition at line 827 of file OsiTestSolverInterface.hpp.

double OsiTestSolverInterface::objsense_
private

Sense of objective (1 for min; -1 for max)

Definition at line 832 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::colsol_
private

Pointer to dense vector of primal structural variable values.

Definition at line 838 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::rowprice_
private

Pointer to dense vector of dual row variable values.

Definition at line 840 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::rc_
private

Pointer to dense vector of reduced costs.

Definition at line 842 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::lhs_
private

Pointer to dense vector of left hand sides (row activity levels)

Definition at line 844 of file OsiTestSolverInterface.hpp.

double OsiTestSolverInterface::lagrangeanCost_
private

The Lagrangean cost, a lower bound on the objective value.

Definition at line 846 of file OsiTestSolverInterface.hpp.

double* OsiTestSolverInterface::rowpriceHotStart_
private

An array to store the hotstart information between solveHotStart() calls.

Definition at line 852 of file OsiTestSolverInterface.hpp.

int OsiTestSolverInterface::maxNumrows_
private

allocated size of the row related rim vectors

Definition at line 855 of file OsiTestSolverInterface.hpp.

int OsiTestSolverInterface::maxNumcols_
private

allocated size of the column related rim vectors

Definition at line 857 of file OsiTestSolverInterface.hpp.

VOL_problem OsiTestSolverInterface::volprob_
private

The volume solver.

Definition at line 860 of file OsiTestSolverInterface.hpp.


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