OsiCpxSolverInterface.hpp

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//-----------------------------------------------------------------------------
// name:     OSI Interface for CPLEX
// author:   Tobias Pfender
//           Konrad-Zuse-Zentrum Berlin (Germany)
//           email: pfender@zib.de
// date:     09/25/2000
// license:  this file may be freely distributed under the terms of EPL
// comments: please scan this file for '???' and read the comments
//-----------------------------------------------------------------------------
// Copyright (C) 2000, Tobias Pfender, International Business Machines
// Corporation and others.  All Rights Reserved.

#ifndef OsiCpxSolverInterface_H
#define OsiCpxSolverInterface_H

#include "OsiSolverInterface.hpp"
#include "CoinWarmStartBasis.hpp"
#include "OsiColCut.hpp"
#include "OsiRowCut.hpp"

typedef struct cpxlp *CPXLPptr;
typedef struct cpxenv *CPXENVptr;

class OsiCpxSolverInterface : virtual public OsiSolverInterface {
  friend void OsiCpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);

public:
  //---------------------------------------------------------------------------
  virtual void initialSolve();

  virtual void resolve();

  virtual void branchAndBound();

  //---------------------------------------------------------------------------
  // Set an integer parameter
  bool setIntParam(OsiIntParam key, int value);
  // Set an double parameter
  bool setDblParam(OsiDblParam key, double value);
  // Set a string parameter
  bool setStrParam(OsiStrParam key, const std::string &value);
  // Get an integer parameter
  bool getIntParam(OsiIntParam key, int &value) const;
  // Get an double parameter
  bool getDblParam(OsiDblParam key, double &value) const;
  // Get a string parameter
  bool getStrParam(OsiStrParam key, std::string &value) const;
  // Set mipstart option (pass column solution to CPLEX before MIP start)
  void setMipStart(bool value) { domipstart = value; }
  // Get mipstart option value
  bool getMipStart() const { return domipstart; }

  //---------------------------------------------------------------------------

  virtual bool isAbandoned() const;
  virtual bool isProvenOptimal() const;
  virtual bool isProvenPrimalInfeasible() const;
  virtual bool isProvenDualInfeasible() const;
  virtual bool isPrimalObjectiveLimitReached() const;
  virtual bool isDualObjectiveLimitReached() const;
  virtual bool isIterationLimitReached() const;

  //---------------------------------------------------------------------------

  CoinWarmStart *getEmptyWarmStart() const;

  virtual CoinWarmStart *getWarmStart() const;
  virtual bool setWarmStart(const CoinWarmStart *warmstart);

  //---------------------------------------------------------------------------
  virtual void markHotStart();
  virtual void solveFromHotStart();
  virtual void unmarkHotStart();

  //---------------------------------------------------------------------------
  virtual int getNumCols() const;

  virtual int getNumRows() const;

  virtual int getNumElements() const;

  virtual const double *getColLower() const;

  virtual const double *getColUpper() const;

  virtual const char *getRowSense() const;

  virtual const double *getRightHandSide() const;

  virtual const double *getRowRange() const;

  virtual const double *getRowLower() const;

  virtual const double *getRowUpper() const;

  virtual const double *getObjCoefficients() const;

  virtual double getObjSense() const;

  virtual bool isContinuous(int colNumber) const;

#if 0
      virtual bool isBinary(int columnNumber) const;
  
      virtual bool isInteger(int columnNumber) const;
  
      virtual bool isIntegerNonBinary(int columnNumber) const;
  
      virtual bool isFreeBinary(int columnNumber) const;
#endif

  virtual const CoinPackedMatrix *getMatrixByRow() const;

  virtual const CoinPackedMatrix *getMatrixByCol() const;

  virtual double getInfinity() const;

  virtual const double *getColSolution() const;

  virtual const double *getRowPrice() const;

  virtual const double *getReducedCost() const;

  virtual const double *getRowActivity() const;

  virtual double getObjValue() const;

  virtual int getIterationCount() const;

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

#if 0

      virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
        const;
#endif



  //---------------------------------------------------------------------------

  //-------------------------------------------------------------------------
  virtual void setObjCoeff(int elementIndex, double elementValue);

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

  using OsiSolverInterface::setColLower;
  virtual void setColLower(int elementIndex, double elementValue);

  using OsiSolverInterface::setColUpper;
  virtual void setColUpper(int elementIndex, double elementValue);

  virtual void setColBounds(int elementIndex,
    double lower, double upper);

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

  virtual void setRowLower(int elementIndex, double elementValue);

  virtual void setRowUpper(int elementIndex, double elementValue);

  virtual void setRowBounds(int elementIndex,
    double lower, double upper);

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

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

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

  //-------------------------------------------------------------------------
  virtual void setContinuous(int index);
  virtual void setInteger(int index);
  virtual void setContinuous(const int *indices, int len);
  virtual void setInteger(const int *indices, int len);

  //-------------------------------------------------------------------------
  virtual void setObjSense(double s);

  virtual void setColSolution(const double *colsol);

  virtual void setRowPrice(const double *rowprice);

  //-------------------------------------------------------------------------
  using OsiSolverInterface::addCol;
  virtual void addCol(const CoinPackedVectorBase &vec,
    const double collb, const double colub,
    const double obj);

  using OsiSolverInterface::addCols;
  virtual void addCols(const int numcols,
    const CoinPackedVectorBase *const *cols,
    const double *collb, const double *colub,
    const double *obj);
  virtual void deleteCols(const int num, const int *colIndices);

  using OsiSolverInterface::addRow;
  virtual void addRow(const CoinPackedVectorBase &vec,
    const double rowlb, const double rowub);
  virtual void addRow(const CoinPackedVectorBase &vec,
    const char rowsen, const double rowrhs,
    const double rowrng);

  using OsiSolverInterface::addRows;
  virtual void addRows(const int numrows,
    const CoinPackedVectorBase *const *rows,
    const double *rowlb, const double *rowub);
  virtual void addRows(const int numrows,
    const CoinPackedVectorBase *const *rows,
    const char *rowsen, const double *rowrhs,
    const double *rowrng);
  virtual void deleteRows(const int num, const int *rowIndices);

#if 0
  // ??? implemented in OsiSolverInterface
      //-----------------------------------------------------------------------
      virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
                                            double effectivenessLb = 0.0);
#endif



  //---------------------------------------------------------------------------

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

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

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

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

  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);

  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);

  using OsiSolverInterface::readMps;
  virtual int readMps(const char *filename,
    const char *extension = "mps");

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


  void passInMessageHandler(CoinMessageHandler *handler);

  //---------------------------------------------------------------------------

  enum keepCachedFlag {
    KEEPCACHED_NONE = 0,
    KEEPCACHED_COLUMN = 1,
    KEEPCACHED_ROW = 2,
    KEEPCACHED_MATRIX = 4,
    KEEPCACHED_RESULTS = 8,
    KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
    KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
    FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN,
    FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW,
    FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX,
    FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS
  };
  CPXLPptr getLpPtr(int keepCached = KEEPCACHED_NONE);

  CPXENVptr getEnvironmentPtr();

  const char *getCtype() const;

  OsiCpxSolverInterface();

  virtual OsiSolverInterface *clone(bool copyData = true) const;

  OsiCpxSolverInterface(const OsiCpxSolverInterface &);

  OsiCpxSolverInterface &operator=(const OsiCpxSolverInterface &rhs);

  virtual ~OsiCpxSolverInterface();

  virtual void reset();

  /***************************************************************************/

  virtual int canDoSimplexInterface() const;

  using OsiSolverInterface::enableSimplexInterface;
  virtual void enableSimplexInterface(int doingPrimal) {};

  virtual void disableSimplexInterface() {};

  virtual void enableFactorization() const {};

  virtual void disableFactorization() const {};

  virtual bool basisIsAvailable() const;

  virtual void getBasisStatus(int *cstat, int *rstat) const;

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

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

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

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

  virtual void getBasics(int *index) const;
  void switchToLP();

  void switchToMIP();

  /***************************************************************************/

protected:
  CPXLPptr getMutableLpPtr() const;

  CPXENVptr getMutableEnvironmentPtr() const;

  virtual void applyRowCut(const OsiRowCut &rc);

  virtual void applyColCut(const OsiColCut &cc);

private:
  void resizeColType(int minsize);

  void freeColType();


  void gutsOfCopy(const OsiCpxSolverInterface &source);

  void gutsOfConstructor();

  void gutsOfDestructor();

  void freeCachedColRim();

  void freeCachedRowRim();

  void freeCachedResults();

  void freeCachedMatrix();

  void freeCachedData(int keepCached = KEEPCACHED_NONE);

  void freeAllMemory();


  mutable CPXENVptr env_;
  mutable CPXLPptr lp_;

  int *hotStartCStat_;
  int hotStartCStatSize_;
  int *hotStartRStat_;
  int hotStartRStatSize_;
  int hotStartMaxIteration_;

  mutable double *obj_;

  mutable double *collower_;

  mutable double *colupper_;

  mutable char *rowsense_;

  mutable double *rhs_;

  mutable double *rowrange_;

  mutable double *rowlower_;

  mutable double *rowupper_;

  mutable double *colsol_;

  mutable double *rowsol_;

  mutable double *redcost_;

  mutable double *rowact_;

  mutable CoinPackedMatrix *matrixByRow_;

  mutable CoinPackedMatrix *matrixByCol_;

  char *coltype_;

  int coltypesize_;

  mutable bool probtypemip_;

  bool domipstart;

  bool disableadvbasis;

};

//#############################################################################
void OsiCpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);

#endif

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