00001
00002
00003
00004
00005
00006
00007
00008
00009
00010
00011
00012
00013
00014
00015 #ifndef OsiCpxSolverInterface_H
00016 #define OsiCpxSolverInterface_H
00017
00018 #include <string>
00019 #include "cplex.h"
00020 #include "OsiSolverInterface.hpp"
00021 #include "CoinPackedMatrix.hpp"
00022 #include "CoinWarmStartBasis.hpp"
00023
00024
00025 #if !defined(CPXERR_NO_INT_SOLN)
00026 #define CPXERR_NO_INT_SOLN CPXERR_NO_SOLN
00027 #endif
00028
00029
00035 class OsiCpxSolverInterface : virtual public OsiSolverInterface {
00036 friend void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00037
00038 public:
00039
00040
00043
00044 virtual void initialSolve();
00045
00047 virtual void resolve();
00048
00050 virtual void branchAndBound();
00052
00053
00069
00070 bool setIntParam(OsiIntParam key, int value);
00071
00072 bool setDblParam(OsiDblParam key, double value);
00073
00074 bool setStrParam(OsiStrParam key, const std::string & value);
00075
00076 bool getIntParam(OsiIntParam key, int& value) const;
00077
00078 bool getDblParam(OsiDblParam key, double& value) const;
00079
00080 bool getStrParam(OsiStrParam key, std::string& value) const;
00082
00083
00085
00086
00087 virtual bool isAbandoned() const;
00089 virtual bool isProvenOptimal() const;
00091 virtual bool isProvenPrimalInfeasible() const;
00093 virtual bool isProvenDualInfeasible() const;
00095 virtual bool isPrimalObjectiveLimitReached() const;
00097 virtual bool isDualObjectiveLimitReached() const;
00099 virtual bool isIterationLimitReached() const;
00101
00102
00105
00112 inline CoinWarmStart *getEmptyWarmStart () const
00113 { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
00114
00116 virtual CoinWarmStart* getWarmStart() const;
00119 virtual bool setWarmStart(const CoinWarmStart* warmstart);
00121
00122
00129
00130 virtual void markHotStart();
00132 virtual void solveFromHotStart();
00134 virtual void unmarkHotStart();
00136
00137
00152
00153 virtual int getNumCols() const;
00154
00156 virtual int getNumRows() const;
00157
00159 virtual int getNumElements() const;
00160
00162 virtual const double * getColLower() const;
00163
00165 virtual const double * getColUpper() const;
00166
00176 virtual const char * getRowSense() const;
00177
00186 virtual const double * getRightHandSide() const;
00187
00196 virtual const double * getRowRange() const;
00197
00199 virtual const double * getRowLower() const;
00200
00202 virtual const double * getRowUpper() const;
00203
00205 virtual const double * getObjCoefficients() const;
00206
00208 virtual double getObjSense() const;
00209
00211 virtual bool isContinuous(int colNumber) const;
00212
00213 #if 0
00215 virtual bool isBinary(int columnNumber) const;
00216
00221 virtual bool isInteger(int columnNumber) const;
00222
00224 virtual bool isIntegerNonBinary(int columnNumber) const;
00225
00227 virtual bool isFreeBinary(int columnNumber) const;
00228 #endif
00229
00231 virtual const CoinPackedMatrix * getMatrixByRow() const;
00232
00234 virtual const CoinPackedMatrix * getMatrixByCol() const;
00235
00237 virtual double getInfinity() const;
00239
00242
00243 virtual const double * getColSolution() const;
00244
00246 virtual const double * getRowPrice() const;
00247
00249 virtual const double * getReducedCost() const;
00250
00253 virtual const double * getRowActivity() const;
00254
00256 virtual double getObjValue() const;
00257
00260 virtual int getIterationCount() const;
00261
00273 virtual std::vector<double*> getDualRays(int maxNumRays) const;
00285 virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
00286
00287 #if 0
00288
00290 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
00291 const;
00292 #endif
00293
00294
00295
00296
00297
00300
00304 virtual void setObjCoeff( int elementIndex, double elementValue );
00305
00307 virtual void setObjCoeffSet(const int* indexFirst,
00308 const int* indexLast,
00309 const double* coeffList);
00310
00311 using OsiSolverInterface::setColLower ;
00314 virtual void setColLower( int elementIndex, double elementValue );
00315
00316 using OsiSolverInterface::setColUpper ;
00319 virtual void setColUpper( int elementIndex, double elementValue );
00320
00324 virtual void setColBounds( int elementIndex,
00325 double lower, double upper );
00326
00334 virtual void setColSetBounds(const int* indexFirst,
00335 const int* indexLast,
00336 const double* boundList);
00337
00340 virtual void setRowLower( int elementIndex, double elementValue );
00341
00344 virtual void setRowUpper( int elementIndex, double elementValue );
00345
00349 virtual void setRowBounds( int elementIndex,
00350 double lower, double upper );
00351
00353 virtual void setRowType(int index, char sense, double rightHandSide,
00354 double range);
00355
00363 virtual void setRowSetBounds(const int* indexFirst,
00364 const int* indexLast,
00365 const double* boundList);
00366
00376 virtual void setRowSetTypes(const int* indexFirst,
00377 const int* indexLast,
00378 const char* senseList,
00379 const double* rhsList,
00380 const double* rangeList);
00382
00383
00387 virtual void setContinuous(int index);
00389 virtual void setInteger(int index);
00392 virtual void setContinuous(const int* indices, int len);
00395 virtual void setInteger(const int* indices, int len);
00397
00398
00400 virtual void setObjSense(double s);
00401
00412 virtual void setColSolution(const double * colsol);
00413
00424 virtual void setRowPrice(const double * rowprice);
00425
00426
00431 using OsiSolverInterface::addCol ;
00433 virtual void addCol(const CoinPackedVectorBase& vec,
00434 const double collb, const double colub,
00435 const double obj);
00436
00437 using OsiSolverInterface::addCols ;
00439 virtual void addCols(const int numcols,
00440 const CoinPackedVectorBase * const * cols,
00441 const double* collb, const double* colub,
00442 const double* obj);
00444 virtual void deleteCols(const int num, const int * colIndices);
00445
00446 using OsiSolverInterface::addRow ;
00448 virtual void addRow(const CoinPackedVectorBase& vec,
00449 const double rowlb, const double rowub);
00451 virtual void addRow(const CoinPackedVectorBase& vec,
00452 const char rowsen, const double rowrhs,
00453 const double rowrng);
00454
00455 using OsiSolverInterface::addRows ;
00457 virtual void addRows(const int numrows,
00458 const CoinPackedVectorBase * const * rows,
00459 const double* rowlb, const double* rowub);
00461 virtual void addRows(const int numrows,
00462 const CoinPackedVectorBase * const * rows,
00463 const char* rowsen, const double* rowrhs,
00464 const double* rowrng);
00466 virtual void deleteRows(const int num, const int * rowIndices);
00467
00468 #if 0
00469
00470
00492 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
00493 double effectivenessLb = 0.0);
00494 #endif
00495
00496
00497
00498
00499
00513 virtual void loadProblem(const CoinPackedMatrix& matrix,
00514 const double* collb, const double* colub,
00515 const double* obj,
00516 const double* rowlb, const double* rowub);
00517
00525 virtual void assignProblem(CoinPackedMatrix*& matrix,
00526 double*& collb, double*& colub, double*& obj,
00527 double*& rowlb, double*& rowub);
00528
00541 virtual void loadProblem(const CoinPackedMatrix& matrix,
00542 const double* collb, const double* colub,
00543 const double* obj,
00544 const char* rowsen, const double* rowrhs,
00545 const double* rowrng);
00546
00554 virtual void assignProblem(CoinPackedMatrix*& matrix,
00555 double*& collb, double*& colub, double*& obj,
00556 char*& rowsen, double*& rowrhs,
00557 double*& rowrng);
00558
00561 virtual void loadProblem(const int numcols, const int numrows,
00562 const int* start, const int* index,
00563 const double* value,
00564 const double* collb, const double* colub,
00565 const double* obj,
00566 const double* rowlb, const double* rowub);
00567
00570 virtual void loadProblem(const int numcols, const int numrows,
00571 const int* start, const int* index,
00572 const double* value,
00573 const double* collb, const double* colub,
00574 const double* obj,
00575 const char* rowsen, const double* rowrhs,
00576 const double* rowrng);
00577
00578 using OsiSolverInterface::readMps ;
00580 virtual int readMps(const char *filename,
00581 const char *extension = "mps");
00582
00587 virtual void writeMps(const char *filename,
00588 const char *extension = "mps",
00589 double objSense=0.0) const;
00590
00592
00593
00594
00600 enum keepCachedFlag
00601 {
00603 KEEPCACHED_NONE = 0,
00605 KEEPCACHED_COLUMN = 1,
00607 KEEPCACHED_ROW = 2,
00609 KEEPCACHED_MATRIX = 4,
00611 KEEPCACHED_RESULTS = 8,
00613 KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
00615 KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
00617 FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN,
00619 FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW,
00621 FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX,
00623 FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS
00624 };
00625 CPXLPptr getLpPtr( int keepCached = KEEPCACHED_NONE );
00626
00628
00629 CPXENVptr getEnvironmentPtr();
00631
00633 const char* getCtype() const;
00634
00644 static void incrementInstanceCounter();
00645
00654 static void decrementInstanceCounter();
00655
00657 static unsigned int getNumInstances();
00659
00660
00663
00664 OsiCpxSolverInterface();
00665
00667 virtual OsiSolverInterface * clone(bool copyData = true) const;
00668
00670 OsiCpxSolverInterface( const OsiCpxSolverInterface& );
00671
00673 OsiCpxSolverInterface& operator=( const OsiCpxSolverInterface& rhs );
00674
00676 virtual ~OsiCpxSolverInterface();
00677
00679 virtual void reset();
00681
00682
00702
00706 virtual int canDoSimplexInterface() const;
00707
00708 using OsiSolverInterface::enableSimplexInterface ;
00712 virtual void enableSimplexInterface(int doingPrimal) {};
00713
00717 virtual void disableSimplexInterface() {};
00718
00722 virtual void enableFactorization() const {};
00723
00727 virtual void disableFactorization() const {};
00728
00730 virtual bool basisIsAvailable() const;
00731
00735 virtual void getBasisStatus(int* cstat, int* rstat) const;
00736
00738 virtual void getBInvARow(int row, double* z, double * slack=NULL) const;
00739
00741 virtual void getBInvRow(int row, double* z) const;
00742
00744 virtual void getBInvACol(int col, double* vec) const;
00745
00747 virtual void getBInvCol(int col, double* vec) const;
00748
00754 virtual void getBasics(int* index) const;
00756
00757
00758 protected:
00759
00762
00763 virtual void applyRowCut( const OsiRowCut & rc );
00764
00768 virtual void applyColCut( const OsiColCut & cc );
00770
00771 private:
00774
00775 void switchToLP();
00776
00778 void switchToMIP();
00779
00781 void resizeColType( int minsize );
00782
00784 void freeColType();
00786
00789
00790 static CPXENVptr env_;
00792 static int cpxVersionMajor_;
00793 static int cpxVersionMinor_;
00794 static int cpxVersionMinorMinor_;
00796 static unsigned int numInstances_;
00798
00799
00802
00804 CPXLPptr getMutableLpPtr() const;
00805
00807 void gutsOfCopy( const OsiCpxSolverInterface & source );
00808
00810 void gutsOfConstructor();
00811
00813 void gutsOfDestructor();
00814
00816 void freeCachedColRim();
00817
00819 void freeCachedRowRim();
00820
00822 void freeCachedResults();
00823
00825 void freeCachedMatrix();
00826
00828 void freeCachedData( int keepCached = KEEPCACHED_NONE );
00829
00831 void freeAllMemory();
00832
00834 void printBounds();
00836
00837
00840
00841 mutable CPXLPptr lp_;
00842
00844 int *hotStartCStat_;
00845 int hotStartCStatSize_;
00846 int *hotStartRStat_;
00847 int hotStartRStatSize_;
00848 int hotStartMaxIteration_;
00849
00852
00853 mutable double *obj_;
00854
00856 mutable double *collower_;
00857
00859 mutable double *colupper_;
00860
00862 mutable char *rowsense_;
00863
00865 mutable double *rhs_;
00866
00868 mutable double *rowrange_;
00869
00871 mutable double *rowlower_;
00872
00874 mutable double *rowupper_;
00875
00877 mutable double *colsol_;
00878
00880 mutable double *rowsol_;
00881
00883 mutable double *redcost_;
00884
00886 mutable double *rowact_;
00887
00889 mutable CoinPackedMatrix *matrixByRow_;
00890
00892 mutable CoinPackedMatrix *matrixByCol_;
00894
00897
00898 char *coltype_;
00899
00901 int coltypesize_;
00902
00904 mutable bool probtypemip_;
00905
00907 };
00908
00909
00915 void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00916
00917 #endif
00918
