00001
00002
00003
00004 #ifndef _OsiFmpSolverInterface_hpp_
00005 #define _OsiFmpSolverInterface_hpp_
00006
00007 #if (defined(__MINGW32__) || defined(__CYGWIN32__)) && !defined(FMPMSDLL)
00008 # define FMPMSDLL
00009 #endif
00010
00011 #include <string>
00012 #include <libhd2.h>
00013
00014 #include "OsiSolverInterface.hpp"
00015 #include "CoinPackedMatrix.hpp"
00016 #include "CoinWarmStartBasis.hpp"
00017
00018
00019
00025 class OsiFmpSolverInterface : virtual public OsiSolverInterface {
00026 friend void OsiFmpSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00027
00028 public:
00029
00032
00033 virtual void initialSolve();
00034
00036 virtual void resolve();
00037
00039 virtual void branchAndBound();
00041
00042
00058
00059 bool setIntParam(OsiIntParam key, int value);
00060
00061 bool setDblParam(OsiDblParam key, double value);
00062
00063 bool setStrParam(OsiStrParam key, const std::string & value);
00064
00065 bool getIntParam(OsiIntParam key, int& value) const;
00066
00067 bool getDblParam(OsiDblParam key, double& value) const;
00068
00069 bool getStrParam(OsiStrParam key, std::string& value) const;
00071
00072
00074
00075
00076 virtual bool isAbandoned() const;
00078 virtual bool isProvenOptimal() const;
00080 virtual bool isProvenPrimalInfeasible() const;
00082 virtual bool isProvenDualInfeasible() const;
00084 virtual bool isPrimalObjectiveLimitReached() const;
00086 virtual bool isDualObjectiveLimitReached() const;
00088 virtual bool isIterationLimitReached() const;
00090
00091
00094
00095 inline CoinWarmStart *getEmptyWarmStart () const
00096 { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
00098 virtual CoinWarmStart* getWarmStart() const;
00101 virtual bool setWarmStart(const CoinWarmStart* warmstart);
00103
00104
00111
00112 virtual void markHotStart();
00114 virtual void solveFromHotStart();
00116 virtual void unmarkHotStart();
00118
00119
00134
00135 virtual int getNumCols() const;
00136
00138 virtual int getNumRows() const;
00139
00141 virtual int getNumElements() const;
00142
00144 virtual const double * getColLower() const;
00145
00147 virtual const double * getColUpper() const;
00148
00158 virtual const char * getRowSense() const;
00159
00168 virtual const double * getRightHandSide() const;
00169
00178 virtual const double * getRowRange() const;
00179
00181 virtual const double * getRowLower() const;
00182
00184 virtual const double * getRowUpper() const;
00185
00187 virtual const double * getObjCoefficients() const;
00188
00190 virtual double getObjSense() const;
00191
00193 virtual bool isContinuous(int colNumber) const;
00194
00195 #if 0
00197 virtual bool isBinary(int columnNumber) const;
00198
00203 virtual bool isInteger(int columnNumber) const;
00204
00206 virtual bool isIntegerNonBinary(int columnNumber) const;
00207
00209 virtual bool isFreeBinary(int columnNumber) const;
00210 #endif
00211
00213 virtual const CoinPackedMatrix * getMatrixByRow() const;
00214
00216 virtual const CoinPackedMatrix * getMatrixByCol() const;
00217
00219 virtual double getInfinity() const;
00221
00224
00225 virtual const double * getColSolution() const;
00226
00228 virtual const double * getRowPrice() const;
00229
00231 virtual const double * getReducedCost() const;
00232
00235 virtual const double * getRowActivity() const;
00236
00238 virtual double getObjValue() const;
00239
00242 virtual int getIterationCount() const;
00243
00255 virtual std::vector<double*> getDualRays(int maxNumRays) const;
00267 virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
00268
00269 #if 0
00270
00272 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
00273 const;
00274 #endif
00275
00276
00277
00278
00279
00282
00286 virtual void setObjCoeff( int elementIndex, double elementValue );
00287
00290 virtual void setColLower( int elementIndex, double elementValue );
00291
00294 virtual void setColUpper( int elementIndex, double elementValue );
00295
00296 #if 0
00297
00301 virtual void setColBounds( int elementIndex,
00302 double lower, double upper ) {
00303 setColLower(elementIndex, lower);
00304 setColUpper(elementIndex, upper);
00305 }
00306 #endif
00307
00315 virtual void setColSetBounds(const int* indexFirst,
00316 const int* indexLast,
00317 const double* boundList);
00318
00321 virtual void setRowLower( int elementIndex, double elementValue );
00322
00325 virtual void setRowUpper( int elementIndex, double elementValue );
00326
00330 virtual void setRowBounds( int elementIndex,
00331 double lower, double upper );
00332
00334 virtual void setRowType(int index, char sense, double rightHandSide,
00335 double range);
00336
00345 virtual void setRowSetBounds(const int* indexFirst,
00346 const int* indexLast,
00347 const double* boundList);
00348
00359 virtual void setRowSetTypes(const int* indexFirst,
00360 const int* indexLast,
00361 const char* senseList,
00362 const double* rhsList,
00363 const double* rangeList);
00365
00366
00370 virtual void setContinuous(int index);
00372 virtual void setInteger(int index);
00375 virtual void setContinuous(const int* indices, int len);
00378 virtual void setInteger(const int* indices, int len);
00380
00381
00383 virtual void setObjSense(double s );
00384
00395 virtual void setColSolution(const double * colsol);
00396
00407 virtual void setRowPrice(const double * rowprice);
00408
00409
00415 virtual void addCol(const CoinPackedVectorBase& vec,
00416 const double collb, const double colub,
00417 const double obj);
00419 virtual void addCols(const int numcols,
00420 const CoinPackedVectorBase * const * cols,
00421 const double* collb, const double* colub,
00422 const double* obj);
00423 #if 0
00424
00425 virtual void addCols(const CoinPackedMatrix& matrix,
00426 const double* collb, const double* colub,
00427 const double* obj);
00428 #endif
00429
00430 virtual void deleteCols(const int num, const int * colIndices);
00431
00433 virtual void addRow(const CoinPackedVectorBase& vec,
00434 const double rowlb, const double rowub);
00436 virtual void addRow(const CoinPackedVectorBase& vec,
00437 const char rowsen, const double rowrhs,
00438 const double rowrng);
00440 virtual void addRows(const int numrows,
00441 const CoinPackedVectorBase * const * rows,
00442 const double* rowlb, const double* rowub);
00444 virtual void addRows(const int numrows,
00445 const CoinPackedVectorBase * const * rows,
00446 const char* rowsen, const double* rowrhs,
00447 const double* rowrng);
00448 #if 0
00449
00450 virtual void addRows(const CoinPackedMatrix& matrix,
00451 const double* rowlb, const double* rowub);
00453 virtual void addRows(const CoinPackedMatrix& matrix,
00454 const char* rowsen, const double* rowrhs,
00455 const double* rowrng);
00456 #endif
00457
00458 virtual void deleteRows(const int num, const int * rowIndices);
00459
00460
00461 #if 0
00462
00483 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
00484 double effectivenessLb = 0.0);
00485 #endif
00486
00487
00488
00489
00490
00504 virtual void loadProblem(const CoinPackedMatrix& matrix,
00505 const double* collb, const double* colub,
00506 const double* obj,
00507 const double* rowlb, const double* rowub);
00508
00516 virtual void assignProblem(CoinPackedMatrix*& matrix,
00517 double*& collb, double*& colub, double*& obj,
00518 double*& rowlb, double*& rowub);
00519
00532 virtual void loadProblem(const CoinPackedMatrix& matrix,
00533 const double* collb, const double* colub,
00534 const double* obj,
00535 const char* rowsen, const double* rowrhs,
00536 const double* rowrng);
00537
00545 virtual void assignProblem(CoinPackedMatrix*& matrix,
00546 double*& collb, double*& colub, double*& obj,
00547 char*& rowsen, double*& rowrhs,
00548 double*& rowrng);
00549
00552 virtual void loadProblem(const int numcols, const int numrows,
00553 const CoinBigIndex * start, const int* index,
00554 const double* value,
00555 const double* collb, const double* colub,
00556 const double* obj,
00557 const double* rowlb, const double* rowub);
00558
00561 virtual void loadProblem(const int numcols, const int numrows,
00562 const CoinBigIndex * start, const int* index,
00563 const double* value,
00564 const double* collb, const double* colub,
00565 const double* obj,
00566 const char* rowsen, const double* rowrhs,
00567 const double* rowrng);
00568
00571 virtual int readMps(const char *filename,
00572 const char *extension = "mps");
00573
00578 virtual void writeMps(const char *filename,
00579 const char *extension = "mps",
00580 double objSense=0.0) const;
00582
00583
00584
00585
00588
00589 OsiFmpSolverInterface();
00590
00592 virtual OsiSolverInterface * clone(bool copyData = true) const;
00593
00595 OsiFmpSolverInterface (const OsiFmpSolverInterface &);
00596
00598 OsiFmpSolverInterface &
00599 operator=(const OsiFmpSolverInterface& rhs);
00600
00602 virtual ~OsiFmpSolverInterface ();
00603
00605 virtual void reset();
00607
00608 protected:
00609
00610 static int CBIterCountP2(int iter,double obj);
00611
00612 void AllocSolutionSpace();
00613
00617 virtual void applyRowCut( const OsiRowCut & rc );
00618
00620 virtual void applyColCut( const OsiColCut & cc );
00622
00623 private:
00624
00627
00629 void gutsOfDestructor();
00630
00632 void freeCachedResults();
00633
00635 void extractSenseRhsRange() const;
00637
00643
00644 int nr_;
00646 int nc_;
00648 int nz_;
00650 int ns_;
00652 int nq_;
00654 int *send_;
00655 int *sref_;
00656 int *sfun_;
00657 int *sbeg_;
00659 int *rowin_;
00661 int *colin_;
00663 double *aij_;
00665 int *mitype_;
00667 double *upb_;
00669 double *lob_;
00671 double *cost_;
00673 double *rhs_;
00675 double *lhs_;
00677 int stsl_;
00679 int *basis_;
00681 double *sol_;
00683 double *dsl_;
00685 double objconstant_;
00687 double obj_;
00689 std::string modelname_;
00691 bool isMax_;
00692
00693
00696
00697 mutable char *rowsense_;
00698
00700 mutable double *rowrhs_;
00701
00704 mutable double *rowrange_;
00705
00707 mutable CoinPackedMatrix *matrixByRow_;
00709 mutable CoinPackedMatrix *matrixByColumn_;
00710
00713 CoinWarmStartBasis* ws_;
00715 int itlimOrig_;
00716
00718
00719
00720 };
00721
00722
00723
00731 void
00732 OsiFmpSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00733
00734 #endif
