Coin-All: /home/coin/SVN-release/CoinAll-1.1.0/Osi/src/OsiGlpk/OsiGlpkSolverInterface.hpp Source File

00001 //-----------------------------------------------------------------------------
00002 // name:     OSI Interface for GLPK
00003 //-----------------------------------------------------------------------------
00004 // Copyright (C) 2001, Vivian De Smedt, Braden Hunsaker
00005 // Copyright (C) 2003  University of Pittsburgh
00006 //   University of Pittsburgh coding done by Brady Hunsaker
00007 // All Rights Reserved.
00008 
00009 #ifndef OsiGlpkSolverInterface_H
00010 #define OsiGlpkSolverInterface_H
00011 
00012 #include <string>
00013 extern "C" {
00014 #include "glpk.h"
00015 }
00016 #include "OsiSolverInterface.hpp"
00017 #include "CoinPackedMatrix.hpp"
00018 #include "CoinWarmStartBasis.hpp"
00019 
00025 class OsiGlpkSolverInterface : virtual public OsiSolverInterface {
00026   friend void OsiGlpkSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00027   
00028 public:
00029   
00030   //---------------------------------------------------------------------------
00033 
00034   virtual void initialSolve();
00035   
00037   virtual void resolve();
00038   
00040   virtual void branchAndBound();
00042   
00043   //---------------------------------------------------------------------------
00059     // Set an integer parameter
00060     bool setIntParam(OsiIntParam key, int value);
00061     // Set an double parameter
00062     bool setDblParam(OsiDblParam key, double value);
00063     // Set a string parameter
00064     bool setStrParam(OsiStrParam key, const std::string & value);
00065     // Set a hint parameter
00066     bool setHintParam(OsiHintParam key, bool sense = true,
00067                       OsiHintStrength strength = OsiHintTry, void *info = 0) ;
00068     // Get an integer parameter
00069     bool getIntParam(OsiIntParam key, int& value) const;
00070     // Get an double parameter
00071     bool getDblParam(OsiDblParam key, double& value) const;
00072     // Get a string parameter
00073     bool getStrParam(OsiStrParam key, std::string& value) const;
00075 
00076   //---------------------------------------------------------------------------
00078 
00079 
00080     virtual bool isAbandoned() const;
00082     virtual bool isProvenOptimal() const;
00084     virtual bool isProvenPrimalInfeasible() const;
00086     virtual bool isProvenDualInfeasible() const;
00088     virtual bool isPrimalObjectiveLimitReached() const;
00090     virtual bool isDualObjectiveLimitReached() const;
00092     virtual bool isIterationLimitReached() const;
00094     virtual bool isTimeLimitReached() const;
00096     virtual bool isFeasible() const;
00098 
00099   //---------------------------------------------------------------------------
00108   inline CoinWarmStart *getEmptyWarmStart () const
00109   { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
00111     virtual CoinWarmStart* getWarmStart() const;
00114     virtual bool setWarmStart(const CoinWarmStart* warmstart);
00116 
00117   //---------------------------------------------------------------------------
00124 
00125     virtual void markHotStart();
00127     virtual void solveFromHotStart();
00129     virtual void unmarkHotStart();
00131 
00132   //---------------------------------------------------------------------------
00147 
00148       virtual int getNumCols() const;
00149   
00151       virtual int getNumRows() const;
00152   
00154       virtual int getNumElements() const;
00155           
00157       virtual const double * getColLower() const;
00158   
00160       virtual const double * getColUpper() const;
00161   
00171       virtual const char * getRowSense() const;
00172   
00181       virtual const double * getRightHandSide() const;
00182   
00191       virtual const double * getRowRange() const;
00192   
00194       virtual const double * getRowLower() const;
00195   
00197       virtual const double * getRowUpper() const;
00198   
00200       virtual const double * getObjCoefficients() const;
00201   
00203       virtual double getObjSense() const;
00204 
00206       virtual bool isContinuous(int colNumber) const;
00207 
00208 #if 0
00210       virtual bool isBinary(int columnNumber) const;
00211   
00216       virtual bool isInteger(int columnNumber) const;
00217   
00219       virtual bool isIntegerNonBinary(int columnNumber) const;
00220   
00222       virtual bool isFreeBinary(int columnNumber) const;
00223 #endif
00224   
00226       virtual const CoinPackedMatrix * getMatrixByRow() const;
00227   
00229       virtual const CoinPackedMatrix * getMatrixByCol() const;
00230   
00232       virtual double getInfinity() const;
00234     
00237 
00238       virtual const double * getColSolution() const;
00239   
00241       virtual const double * getRowPrice() const;
00242   
00244       virtual const double * getReducedCost() const;
00245   
00248       virtual const double * getRowActivity() const;
00249   
00251       virtual double getObjValue() const;
00252   
00255       virtual int getIterationCount() const;
00256   
00268       virtual std::vector<double*> getDualRays(int maxNumRays) const;
00280       virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
00281   
00282 #if 0
00283 
00285       virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
00286         const;
00287 #endif
00288 
00289 
00290   
00291   //---------------------------------------------------------------------------
00292 
00295     //-------------------------------------------------------------------------
00299       virtual void setObjCoeff( int elementIndex, double elementValue );
00300 
00301       using OsiSolverInterface::setColLower ;
00304       virtual void setColLower( int elementIndex, double elementValue );
00305       
00306       using OsiSolverInterface::setColUpper ;
00309       virtual void setColUpper( int elementIndex, double elementValue );
00310       
00314       virtual void setColBounds( int elementIndex,
00315                                  double lower, double upper );
00316     
00325       virtual void setColSetBounds(const int* indexFirst,
00326                                    const int* indexLast,
00327                                    const double* boundList);
00328       
00331       virtual void setRowLower( int elementIndex, double elementValue );
00332       
00335       virtual void setRowUpper( int elementIndex, double elementValue );
00336     
00340       virtual void setRowBounds( int elementIndex,
00341                                  double lower, double upper );
00342     
00344       virtual void setRowType(int index, char sense, double rightHandSide,
00345                               double range);
00346     
00355       virtual void setRowSetBounds(const int* indexFirst,
00356                                    const int* indexLast,
00357                                    const double* boundList);
00358     
00369       virtual void setRowSetTypes(const int* indexFirst,
00370                                   const int* indexLast,
00371                                   const char* senseList,
00372                                   const double* rhsList,
00373                                   const double* rangeList);
00375     
00376     //-------------------------------------------------------------------------
00380       virtual void setContinuous(int index);
00382       virtual void setInteger(int index);
00385       virtual void setContinuous(const int* indices, int len);
00388       virtual void setInteger(const int* indices, int len);
00390     
00391     //-------------------------------------------------------------------------
00393     virtual void setObjSense(double s);
00394     
00405     virtual void setColSolution(const double * colsol);
00406     
00417     virtual void setRowPrice(const double * rowprice);
00418     
00419     //-------------------------------------------------------------------------
00424 
00425       using OsiSolverInterface::addCol ;
00427       virtual void addCol(const CoinPackedVectorBase& vec,
00428                           const double collb, const double colub,   
00429                           const double obj);
00430 
00431       using OsiSolverInterface::addCols ;
00433       virtual void addCols(const int numcols,
00434                            const CoinPackedVectorBase * const * cols,
00435                            const double* collb, const double* colub,   
00436                            const double* obj);
00438       virtual void deleteCols(const int num, const int * colIndices);
00439     
00440       using OsiSolverInterface::addRow ;
00442       virtual void addRow(const CoinPackedVectorBase& vec,
00443                           const double rowlb, const double rowub);
00445       virtual void addRow(const CoinPackedVectorBase& vec,
00446                           const char rowsen, const double rowrhs,   
00447                           const double rowrng);
00448 
00449       using OsiSolverInterface::addRows ;
00451       virtual void addRows(const int numrows,
00452                            const CoinPackedVectorBase * const * rows,
00453                            const double* rowlb, const double* rowub);
00455       virtual void addRows(const int numrows,
00456                            const CoinPackedVectorBase * const * rows,
00457                            const char* rowsen, const double* rowrhs,   
00458                            const double* rowrng);
00460       virtual void deleteRows(const int num, const int * rowIndices);
00461     
00462 #if 0
00463   // ??? implemented in OsiSolverInterface
00464       //-----------------------------------------------------------------------
00486       virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
00487                                             double effectivenessLb = 0.0);
00488 #endif
00489 
00490 
00491 
00492   //---------------------------------------------------------------------------
00493 
00507     virtual void loadProblem(const CoinPackedMatrix& matrix,
00508                              const double* collb, const double* colub,   
00509                              const double* obj,
00510                              const double* rowlb, const double* rowub);
00511                             
00519     virtual void assignProblem(CoinPackedMatrix*& matrix,
00520                                double*& collb, double*& colub, double*& obj,
00521                                double*& rowlb, double*& rowub);
00522 
00535     virtual void loadProblem(const CoinPackedMatrix& matrix,
00536                              const double* collb, const double* colub,
00537                              const double* obj,
00538                              const char* rowsen, const double* rowrhs,   
00539                              const double* rowrng);
00540 
00548     virtual void assignProblem(CoinPackedMatrix*& matrix,
00549                                double*& collb, double*& colub, double*& obj,
00550                                char*& rowsen, double*& rowrhs,
00551                                double*& rowrng);
00552 
00555     virtual void loadProblem(const int numcols, const int numrows,
00556                              const int* start, const int* index,
00557                              const double* value,
00558                              const double* collb, const double* colub,   
00559                              const double* obj,
00560                              const double* rowlb, const double* rowub);
00561 
00564     virtual void loadProblem(const int numcols, const int numrows,
00565                              const int* start, const int* index,
00566                              const double* value,
00567                              const double* collb, const double* colub,   
00568                              const double* obj,
00569                              const char* rowsen, const double* rowrhs,   
00570                              const double* rowrng);
00571 
00572     using OsiSolverInterface::readMps ;
00574     virtual int readMps(const char *filename,
00575                          const char *extension = "mps");
00576 
00581     virtual void writeMps(const char *filename,
00582                           const char *extension = "mps",
00583                           double objSense=0.0) const;
00585 
00586   //---------------------------------------------------------------------------
00587 
00594 
00597     void setObjName (std::string name) ;
00598 
00604     void setRowName(int ndx, std::string name) ;
00605 
00611     void setColName(int ndx, std::string name) ;
00612 
00614 
00615   //---------------------------------------------------------------------------
00616 
00619   enum keepCachedFlag
00620   {
00622     KEEPCACHED_NONE    = 0,
00624     KEEPCACHED_COLUMN  = 1,
00626     KEEPCACHED_ROW     = 2,
00628     KEEPCACHED_MATRIX  = 4,
00630     KEEPCACHED_RESULTS = 8,
00632     KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
00634     KEEPCACHED_ALL     = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
00636     FREECACHED_COLUMN  = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN,
00638     FREECACHED_ROW     = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW,
00640     FREECACHED_MATRIX  = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX,
00642     FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS
00643   };
00644 
00646   LPX * getModelPtr();
00647 
00649 
00652 
00653   OsiGlpkSolverInterface(); 
00654   
00656   virtual OsiSolverInterface * clone(bool copyData = true) const;
00657   
00659   OsiGlpkSolverInterface( const OsiGlpkSolverInterface& );
00660   
00662   OsiGlpkSolverInterface& operator=( const OsiGlpkSolverInterface& rhs );
00663   
00665   virtual ~OsiGlpkSolverInterface();
00666 
00668   virtual void reset();
00670   
00671 protected:
00672   
00675 
00676   virtual void applyRowCut( const OsiRowCut & rc );
00677   
00681   virtual void applyColCut( const OsiColCut & cc );
00682 
00684   LPX * getMutableModelPtr() const;
00685 
00687  
00688 private: 
00691     
00693   void gutsOfCopy( const OsiGlpkSolverInterface & source );
00694   
00696   void gutsOfConstructor();
00697   
00699   void gutsOfDestructor();
00700 
00702   void freeCachedColRim();
00703 
00705   void freeCachedRowRim();
00706 
00708   void freeCachedResults();
00709   
00711   void freeCachedMatrix();
00712 
00714   void freeCachedData( int keepCached = KEEPCACHED_NONE );
00715 
00717   void freeAllMemory();
00718 
00720   void printBounds(); 
00721 
00723   void fillColBounds() const;
00725   
00726   
00729 
00730   mutable LPX* lp_;
00731 
00732   // Remember whether simplex or b&b was most recently done
00733   // 0 = simplex;  1 = b&b
00734   int bbWasLast_; 
00735 
00736   // Int parameters.
00738   int maxIteration_;
00740   int hotStartMaxIteration_;
00742   int nameDisc_;
00743 
00744   // Double parameters.
00746   double dualObjectiveLimit_;
00748   double primalObjectiveLimit_;
00750   double dualTolerance_;
00752   double primalTolerance_;
00754   double objOffset_;
00755 
00756   // String parameters
00758   std::string probName_;
00759 
00761   mutable void *info_[OsiLastHintParam] ;
00762 
00763 
00765 
00767   int hotStartCStatSize_;
00769   int *hotStartCStat_;
00771   double *hotStartCVal_;
00773   double *hotStartCDualVal_;
00774 
00776   int hotStartRStatSize_;
00778   int *hotStartRStat_;
00780   double *hotStartRVal_;
00782   double *hotStartRDualVal_;
00783 
00784   // Status information
00786   bool isIterationLimitReached_;
00788   bool isTimeLimitReached_;
00790   bool isAbandoned_;
00796   bool isObjLowerLimitReached_;
00802   bool isObjUpperLimitReached_;
00804   bool isPrimInfeasible_;
00806   bool isDualInfeasible_;
00808   bool isFeasible_;
00809 
00812 
00814   mutable int iter_used_;
00815 
00817   mutable double  *obj_;
00818   
00820   mutable double  *collower_;
00821   
00823   mutable double  *colupper_;
00824   
00826   mutable char    *ctype_;
00827   
00829   mutable char    *rowsense_;
00830   
00832   mutable double  *rhs_;
00833   
00835   mutable double  *rowrange_;
00836   
00838   mutable double  *rowlower_;
00839   
00841   mutable double  *rowupper_;
00842   
00844   mutable double  *colsol_;
00845   
00847   mutable double  *rowsol_;
00848 
00850   mutable double  *redcost_;
00851 
00853   mutable double  *rowact_;
00854 
00856   mutable CoinPackedMatrix *matrixByRow_;  
00857   
00859   mutable CoinPackedMatrix *matrixByCol_;  
00861 
00862 };
00863 
00864 //#############################################################################
00870 void OsiGlpkSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00871 
00872 #endif // OsiGlpkSolverInterface_H