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OsiXprSolverInterface Class Reference

XPRESS-MP Solver Interface. More...

#include <OsiXprSolverInterface.hpp>

+ Inheritance diagram for OsiXprSolverInterface:
+ Collaboration diagram for OsiXprSolverInterface:

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...
 
void setMipStart (bool value)
 
bool getMipStart () const
 
Methods returning info on how the solution process terminated
virtual bool isAbandoned () const
 Are there a numerical difficulties? More...
 
virtual bool isProvenOptimal () const
 Is optimality proven? More...
 
virtual bool isProvenPrimalInfeasible () const
 Is primal infeasiblity proven? More...
 
virtual bool isProvenDualInfeasible () const
 Is dual infeasiblity proven? More...
 
virtual bool isPrimalObjectiveLimitReached () const
 Is the given primal objective limit reached? More...
 
virtual bool isDualObjectiveLimitReached () const
 Is the given dual objective limit reached? More...
 
virtual bool isIterationLimitReached () const
 Iteration limit reached? More...
 
WarmStart related methods
CoinWarmStartgetEmptyWarmStart () const
 Get 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 colIndex) const
 Return true if variable 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
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() 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 destructors
 OsiXprSolverInterface (int newrows=50, int newnz=100)
 Default Constructor. More...
 
virtual OsiSolverInterfaceclone (bool copyData=true) const
 Clone. More...
 
 OsiXprSolverInterface (const OsiXprSolverInterface &)
 Copy constructor. More...
 
OsiXprSolverInterfaceoperator= (const OsiXprSolverInterface &rhs)
 Assignment operator. More...
 
virtual ~OsiXprSolverInterface ()
 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...
 
void newLanguage (CoinMessages::Language language)
 Set language. More...
 
void setLanguage (CoinMessages::Language language)
 
CoinMessageHandlermessageHandler () const
 Return a pointer to the current message handler. More...
 
CoinMessages messages ()
 Return the current set of messages. More...
 
CoinMessagesmessagesPointer ()
 Return a pointer to the current set of messages. More...
 
bool defaultHandler () const
 Return true if default handler. More...
 
void findIntegers (bool justCount)
 Identify integer variables and create corresponding objects. More...
 
virtual int findIntegersAndSOS (bool justCount)
 Identify integer variables and SOS and create corresponding objects. More...
 
int numberObjects () const
 Get the number of objects. More...
 
void setNumberObjects (int number)
 Set the number of objects. More...
 
OsiObject ** objects () const
 Get the array of objects. More...
 
const OsiObjectobject (int which) const
 Get the specified object. More...
 
OsiObjectmodifiableObject (int which) const
 Get the specified object. More...
 
void deleteObjects ()
 Delete all object information. More...
 
void addObjects (int numberObjects, OsiObject **objects)
 Add in object information. More...
 
double forceFeasible ()
 Use current solution to set bounds so current integer feasible solution will stay feasible. More...
 
virtual void activateRowCutDebugger (const char *modelName)
 Activate the row cut debugger. More...
 
virtual void activateRowCutDebugger (const double *solution, bool enforceOptimality=true)
 Activate the row cut debugger using a full solution array. More...
 
const OsiRowCutDebuggergetRowCutDebugger () const
 Get the row cut debugger provided the solution known to the debugger is within the feasible region held in the solver. More...
 
OsiRowCutDebuggergetRowCutDebuggerAlways () const
 Get the row cut debugger object. More...
 
virtual int canDoSimplexInterface () const
 Return the simplex implementation level. More...
 
virtual void enableFactorization () const
 Prepare the solver for the use of tableau access methods. More...
 
virtual void disableFactorization () const
 Undo the effects of enableFactorization. More...
 
virtual bool basisIsAvailable () const
 Check if an optimal basis is available. More...
 
bool optimalBasisIsAvailable () const
 Synonym for basisIsAvailable. More...
 
virtual void getBasisStatus (int *cstat, int *rstat) const
 Retrieve status information for column and row variables. More...
 
virtual int setBasisStatus (const int *cstat, const int *rstat)
 Set the status of column and row variables and update the basis factorization and solution. More...
 
virtual void getReducedGradient (double *columnReducedCosts, double *duals, const double *c) const
 Calculate duals and reduced costs for the given objective coefficients. More...
 
virtual void getBInvARow (int row, double *z, double *slack=NULL) const
 Get a row of the tableau. More...
 
virtual void getBInvRow (int row, double *z) const
 Get a row of the basis inverse. More...
 
virtual void getBInvACol (int col, double *vec) const
 Get a column of the tableau. More...
 
virtual void getBInvCol (int col, double *vec) const
 Get a column of the basis inverse. More...
 
virtual void getBasics (int *index) const
 Get indices of basic variables. More...
 
virtual void enableSimplexInterface (bool doingPrimal)
 Enables normal operation of subsequent functions. More...
 
virtual void disableSimplexInterface ()
 Undo whatever setting changes the above method had to make. More...
 
virtual int pivot (int colIn, int colOut, int outStatus)
 Perform a pivot by substituting a colIn for colOut in the basis. More...
 
virtual int primalPivotResult (int colIn, int sign, int &colOut, int &outStatus, double &t, CoinPackedVector *dx)
 Obtain a result of the primal pivot Outputs: colOut – leaving column, outStatus – its status, t – step size, and, if dx!=NULL, *dx – primal ray direction. More...
 
virtual int dualPivotResult (int &colIn, int &sign, int colOut, int outStatus, double &t, CoinPackedVector *dx)
 Obtain a result of the dual pivot (similar to the previous method) Differences: entering variable and a sign of its change are now the outputs, the leaving variable and its statuts – the inputs If dx!=NULL, then *dx contains dual ray Return code: same. More...
 
 OsiSolverInterface ()
 Default Constructor. More...
 
 OsiSolverInterface (const OsiSolverInterface &)
 Copy constructor. More...
 
OsiSolverInterfaceoperator= (const OsiSolverInterface &rhs)
 Assignment operator. More...
 
virtual ~OsiSolverInterface ()
 Destructor. More...
 
virtual void reset ()
 Reset the solver interface. More...
 

Static Public Member Functions

static int version ()
 Return XPRESS-MP Version number. More...
 

Protected Member Functions

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

Private Member Functions

Private methods
void gutsOfCopy (const OsiXprSolverInterface &source)
 The real work of a copy constructor (used by copy and assignment) More...
 
void gutsOfConstructor ()
 The real work of a constructor (used by construct and assignment) More...
 
void gutsOfDestructor ()
 The real work of a destructor (used by copy and assignment) More...
 
void freeSolution ()
 Destroy cached copy of solution data (whenever it changes) More...
 
void freeCachedResults ()
 Destroy cached copies of problem and solution data (whenever they change) More...
 
int getNumIntVars () const
 Number of integer variables in the problem. More...
 
Methods to support for XPRESS-MP multiple matrix facility
void getVarTypes () const
 Build cached copy of variable types. More...
 
void activateMe () const
 Save the current problem in XPRESS (if necessary) and make this problem current (restore if necessary). More...
 
bool isDataLoaded () const
 Save and restore are necessary if there is data associated with this problem. More...
 

Private Attributes

bool domipstart
 Whether to pass a column solution to XPRESS before starting MIP solve (loadmipsol) More...
 
Data to support for XPRESS-MP multiple matrix facility
XPRSprob prob_
 
std::string xprProbname_
 XPRESS problem name (should be unique for each saved problem) More...
 
Cached copies of XPRESS-MP problem data
CoinPackedMatrixmatrixByRow_
 Pointer to row-wise copy of problem matrix coefficients. More...
 
CoinPackedMatrixmatrixByCol_
 
double * colupper_
 Pointer to dense vector of structural variable upper bounds. More...
 
double * collower_
 Pointer to dense vector of structural variable lower bounds. 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...
 
double objsense_
 Sense of objective (1 for min; -1 for max) More...
 
double * colsol_
 Pointer to dense vector of primal structural variable values. More...
 
double * rowsol_
 Pointer to dense vector of primal slack variable values. More...
 
double * rowact_
 Pointer to dense vector of primal slack variable values. More...
 
double * rowprice_
 Pointer to dense vector of dual row variable values. More...
 
double * colprice_
 Pointer to dense vector of dual column variable values. More...
 
int * ivarind_
 Pointer to list of indices of XPRESS "global" variables. More...
 
char * ivartype_
 Pointer to list of global variable types: More...
 
char * vartype_
 Pointer to dense vector of variable types (as above, or 'C' for continuous) More...
 
bool lastsolvewasmip
 Indicates whether the last solve was for a MIP or an LP. More...
 

Static Private Attributes

Private static class data
static const char * logFileName_
 Name of the logfile. More...
 
static FILE * logFilePtr_
 The FILE* to the logfile. More...
 
static unsigned int numInstances_
 Number of live problem instances. More...
 
static unsigned int osiSerial_
 Counts calls to incrementInstanceCounter() More...
 

Friends

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

Static instance counter methods

XPRSprob getLpPtr ()
 Return a pointer to the XPRESS problem. More...
 
static void incrementInstanceCounter ()
 XPRESS has a context that must be created prior to all other XPRESS calls. More...
 
static void decrementInstanceCounter ()
 XPRESS has a context that should be deleted after XPRESS calls. More...
 
static unsigned int getNumInstances ()
 Return the number of instances of instantiated objects using XPRESS services. More...
 

Log File

static int iXprCallCount_
 
static FILE * getLogFilePtr ()
 Get logfile FILE *. More...
 
static void setLogFileName (const char *filename)
 Set logfile name. 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

XPRESS-MP Solver Interface.

Instantiation of OsiSolverInterface for XPRESS-MP

Definition at line 21 of file OsiXprSolverInterface.hpp.

Constructor & Destructor Documentation

OsiXprSolverInterface::OsiXprSolverInterface ( int  newrows = 50,
int  newnz = 100 
)

Default Constructor.

OsiXprSolverInterface::OsiXprSolverInterface ( const OsiXprSolverInterface )

Copy constructor.

virtual OsiXprSolverInterface::~OsiXprSolverInterface ( )
virtual

Destructor.

Member Function Documentation

virtual void OsiXprSolverInterface::initialSolve ( )
virtual

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiXprSolverInterface::resolve ( )
virtual

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiXprSolverInterface::branchAndBound ( )
virtual

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

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

Set an integer parameter.

Reimplemented from OsiSolverInterface.

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

Set a double parameter.

Reimplemented from OsiSolverInterface.

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

Set a string parameter.

Reimplemented from OsiSolverInterface.

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

Get an integer parameter.

Reimplemented from OsiSolverInterface.

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

Get a double parameter.

Reimplemented from OsiSolverInterface.

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

Get a string parameter.

Reimplemented from OsiSolverInterface.

void OsiXprSolverInterface::setMipStart ( bool  value)
inline

Definition at line 64 of file OsiXprSolverInterface.hpp.

bool OsiXprSolverInterface::getMipStart ( ) const
inline

Definition at line 66 of file OsiXprSolverInterface.hpp.

virtual bool OsiXprSolverInterface::isAbandoned ( ) const
virtual

Are there a numerical difficulties?

Implements OsiSolverInterface.

virtual bool OsiXprSolverInterface::isProvenOptimal ( ) const
virtual

Is optimality proven?

Implements OsiSolverInterface.

virtual bool OsiXprSolverInterface::isProvenPrimalInfeasible ( ) const
virtual

Is primal infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiXprSolverInterface::isProvenDualInfeasible ( ) const
virtual

Is dual infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiXprSolverInterface::isPrimalObjectiveLimitReached ( ) const
virtual

Is the given primal objective limit reached?

Reimplemented from OsiSolverInterface.

virtual bool OsiXprSolverInterface::isDualObjectiveLimitReached ( ) const
virtual

Is the given dual objective limit reached?

Reimplemented from OsiSolverInterface.

virtual bool OsiXprSolverInterface::isIterationLimitReached ( ) const
virtual

Iteration limit reached?

Implements OsiSolverInterface.

CoinWarmStart* OsiXprSolverInterface::getEmptyWarmStart ( ) const
virtual

Get empty warm start object.

Implements OsiSolverInterface.

virtual CoinWarmStart* OsiXprSolverInterface::getWarmStart ( ) const
virtual

Get warmstarting information.

Implements OsiSolverInterface.

virtual bool OsiXprSolverInterface::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 OsiXprSolverInterface::markHotStart ( )
virtual

Create a hotstart point of the optimization process.

Reimplemented from OsiSolverInterface.

virtual void OsiXprSolverInterface::solveFromHotStart ( )
virtual

Optimize starting from the hotstart.

Reimplemented from OsiSolverInterface.

virtual void OsiXprSolverInterface::unmarkHotStart ( )
virtual

Delete the snapshot.

Reimplemented from OsiSolverInterface.

virtual int OsiXprSolverInterface::getNumCols ( ) const
virtual

Get number of columns.

Implements OsiSolverInterface.

virtual int OsiXprSolverInterface::getNumRows ( ) const
virtual

Get number of rows.

Implements OsiSolverInterface.

virtual int OsiXprSolverInterface::getNumElements ( ) const
virtual

Get number of nonzero elements.

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

virtual double OsiXprSolverInterface::getObjSense ( ) const
virtual

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

Implements OsiSolverInterface.

virtual bool OsiXprSolverInterface::isContinuous ( int  colIndex) const
virtual

Return true if variable is continuous.

Implements OsiSolverInterface.

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

Get pointer to row-wise copy of matrix.

Implements OsiSolverInterface.

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

Get pointer to column-wise copy of matrix.

Implements OsiSolverInterface.

virtual double OsiXprSolverInterface::getInfinity ( ) const
virtual

Get solver's value for infinity.

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

virtual double OsiXprSolverInterface::getObjValue ( ) const
virtual

Get objective function value.

Implements OsiSolverInterface.

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

Set an objective function coefficient.

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

Set a single column upper bound
Use COIN_DBL_MAX for infinity.

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

Set a single row upper bound
Use COIN_DBL_MAX for infinity.

Implements OsiSolverInterface.

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

Set the type of a single row

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

virtual void OsiXprSolverInterface::setInteger ( int  index)
virtual

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

Implements OsiSolverInterface.

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

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

Implements OsiSolverInterface.

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

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

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

Read an mps file from the given filename.

Reimplemented from OsiSolverInterface.

virtual void OsiXprSolverInterface::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 OsiXprSolverInterface::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.

static void OsiXprSolverInterface::incrementInstanceCounter ( )
static

XPRESS has a context that must be created prior to all other XPRESS calls.

This method:

  • Increments by 1 the number of uses of the XPRESS environment.
  • Creates the XPRESS context when the number of uses is changed to 1 from 0.
static void OsiXprSolverInterface::decrementInstanceCounter ( )
static

XPRESS has a context that should be deleted after XPRESS calls.

This method:

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

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

XPRSprob OsiXprSolverInterface::getLpPtr ( )
inline

Return a pointer to the XPRESS problem.

Definition at line 606 of file OsiXprSolverInterface.hpp.

static int OsiXprSolverInterface::version ( )
static

Return XPRESS-MP Version number.

static FILE* OsiXprSolverInterface::getLogFilePtr ( )
static

Get logfile FILE *.

static void OsiXprSolverInterface::setLogFileName ( const char *  filename)
static

Set logfile name.

The logfile is an attempt to capture the calls to Xpress functions for debugging.

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

Clone.

Implements OsiSolverInterface.

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

Assignment operator.

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

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

Implements OsiSolverInterface.

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

Apply a column cut (bound adjustment).

Return true if cut was applied.

Implements OsiSolverInterface.

void OsiXprSolverInterface::gutsOfCopy ( const OsiXprSolverInterface source)
private

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

void OsiXprSolverInterface::gutsOfConstructor ( )
private

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

void OsiXprSolverInterface::gutsOfDestructor ( )
private

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

void OsiXprSolverInterface::freeSolution ( )
private

Destroy cached copy of solution data (whenever it changes)

void OsiXprSolverInterface::freeCachedResults ( )
private

Destroy cached copies of problem and solution data (whenever they change)

int OsiXprSolverInterface::getNumIntVars ( ) const
private

Number of integer variables in the problem.

void OsiXprSolverInterface::getVarTypes ( ) const
private

Build cached copy of variable types.

void OsiXprSolverInterface::activateMe ( ) const
private

Save the current problem in XPRESS (if necessary) and make this problem current (restore if necessary).

bool OsiXprSolverInterface::isDataLoaded ( ) const
private

Save and restore are necessary if there is data associated with this problem.

Also, queries to a problem with no data should respond sensibly; XPRESS query results are undefined.

Friends And Related Function Documentation

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

A function that tests the methods in the OsiXprSolverInterface class.

Member Data Documentation

int OsiXprSolverInterface::iXprCallCount_
static

Definition at line 614 of file OsiXprSolverInterface.hpp.

const char* OsiXprSolverInterface::logFileName_
staticprivate

Name of the logfile.

Definition at line 661 of file OsiXprSolverInterface.hpp.

FILE* OsiXprSolverInterface::logFilePtr_
staticprivate

The FILE* to the logfile.

Definition at line 664 of file OsiXprSolverInterface.hpp.

unsigned int OsiXprSolverInterface::numInstances_
staticprivate

Number of live problem instances.

Definition at line 667 of file OsiXprSolverInterface.hpp.

unsigned int OsiXprSolverInterface::osiSerial_
staticprivate

Counts calls to incrementInstanceCounter()

Definition at line 670 of file OsiXprSolverInterface.hpp.

XPRSprob OsiXprSolverInterface::prob_
mutableprivate

Definition at line 719 of file OsiXprSolverInterface.hpp.

std::string OsiXprSolverInterface::xprProbname_
mutableprivate

XPRESS problem name (should be unique for each saved problem)

Definition at line 722 of file OsiXprSolverInterface.hpp.

CoinPackedMatrix* OsiXprSolverInterface::matrixByRow_
mutableprivate

Pointer to row-wise copy of problem matrix coefficients.


Note that XPRESS keeps the objective row in the problem matrix, so row indices and counts are adjusted accordingly.

Definition at line 732 of file OsiXprSolverInterface.hpp.

CoinPackedMatrix* OsiXprSolverInterface::matrixByCol_
mutableprivate

Definition at line 733 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::colupper_
mutableprivate

Pointer to dense vector of structural variable upper bounds.

Definition at line 736 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::collower_
mutableprivate

Pointer to dense vector of structural variable lower bounds.

Definition at line 739 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::rowupper_
mutableprivate

Pointer to dense vector of slack variable upper bounds.

Definition at line 742 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::rowlower_
mutableprivate

Pointer to dense vector of slack variable lower bounds.

Definition at line 745 of file OsiXprSolverInterface.hpp.

char* OsiXprSolverInterface::rowsense_
mutableprivate

Pointer to dense vector of row sense indicators.

Definition at line 748 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::rhs_
mutableprivate

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

Definition at line 751 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::rowrange_
mutableprivate

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

Definition at line 756 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::objcoeffs_
mutableprivate

Pointer to dense vector of objective coefficients.

Definition at line 759 of file OsiXprSolverInterface.hpp.

double OsiXprSolverInterface::objsense_
mutableprivate

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

Definition at line 762 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::colsol_
mutableprivate

Pointer to dense vector of primal structural variable values.

Definition at line 765 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::rowsol_
mutableprivate

Pointer to dense vector of primal slack variable values.

Definition at line 768 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::rowact_
mutableprivate

Pointer to dense vector of primal slack variable values.

Definition at line 771 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::rowprice_
mutableprivate

Pointer to dense vector of dual row variable values.

Definition at line 774 of file OsiXprSolverInterface.hpp.

double* OsiXprSolverInterface::colprice_
mutableprivate

Pointer to dense vector of dual column variable values.

Definition at line 777 of file OsiXprSolverInterface.hpp.

int* OsiXprSolverInterface::ivarind_
mutableprivate

Pointer to list of indices of XPRESS "global" variables.

Definition at line 780 of file OsiXprSolverInterface.hpp.

char* OsiXprSolverInterface::ivartype_
mutableprivate

Pointer to list of global variable types:

  • 'B': binary variable
  • 'I': general integer variable (but might have 0-1 bounds)
  • 'P': partial integer variable (not currently supported)
  • 'S': sem-continuous variable (not currently supported)

Definition at line 790 of file OsiXprSolverInterface.hpp.

char* OsiXprSolverInterface::vartype_
mutableprivate

Pointer to dense vector of variable types (as above, or 'C' for continuous)

Definition at line 795 of file OsiXprSolverInterface.hpp.

bool OsiXprSolverInterface::lastsolvewasmip
mutableprivate

Indicates whether the last solve was for a MIP or an LP.

Definition at line 798 of file OsiXprSolverInterface.hpp.

bool OsiXprSolverInterface::domipstart
private

Whether to pass a column solution to XPRESS before starting MIP solve (loadmipsol)

Definition at line 803 of file OsiXprSolverInterface.hpp.


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