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00011 #ifndef OsiMskSolverInterface_H
00012 #define OsiMskSolverInterface_H
00013
00014 #include "mosek.h"
00015 #include <string>
00016 #include "OsiSolverInterface.hpp"
00017 #include "CoinPackedMatrix.hpp"
00018 #include "CoinWarmStartBasis.hpp"
00019
00020
00021
00022
00023
00024 class OsiMskSolverInterface :
00025 virtual public OsiSolverInterface {
00026 friend void OsiMskSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00027 public:
00028
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
00100 inline CoinWarmStart *getEmptyWarmStart () const
00101 { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
00102
00104
00105 virtual CoinWarmStart* getWarmStart() const;
00108 virtual bool setWarmStart(const CoinWarmStart* warmstart);
00110
00111
00118
00119 virtual void markHotStart();
00121 virtual void solveFromHotStart();
00123 virtual void unmarkHotStart();
00125
00126
00141
00142 virtual int getNumCols() const;
00143
00145 virtual int getNumRows() const;
00146
00148 virtual int getNumElements() const;
00149
00151 virtual const double * getColLower() const;
00152
00154 virtual const double * getColUpper() const;
00155
00165 virtual const char * getRowSense() const;
00166
00175 virtual const double * getRightHandSide() const;
00176
00185 virtual const double * getRowRange() const;
00186
00188 virtual const double * getRowLower() const;
00189
00191 virtual const double * getRowUpper() const;
00192
00194 virtual const double * getObjCoefficients() const;
00195
00197 virtual double getObjSense() const;
00198
00200 virtual bool isContinuous(int colNumber) const;
00201
00202 #if 0
00204 virtual bool isBinary(int columnNumber) const;
00205
00210 virtual bool isInteger(int columnNumber) const;
00211
00213 virtual bool isIntegerNonBinary(int columnNumber) const;
00214
00216 virtual bool isFreeBinary(int columnNumber) const;
00217 #endif
00218
00220 virtual const CoinPackedMatrix * getMatrixByRow() const;
00221
00223 virtual const CoinPackedMatrix * getMatrixByCol() const;
00224
00226 virtual double getInfinity() const;
00228
00231
00232 virtual const double * getColSolution() const;
00233
00235 virtual const double * getRowPrice() const;
00236
00238 virtual const double * getReducedCost() const;
00239
00242 virtual const double * getRowActivity() const;
00243
00245 virtual double getObjValue() const;
00246
00249 virtual int getIterationCount() const;
00250
00262 virtual std::vector<double*> getDualRays(int maxNumRays) const;
00274 virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
00275
00276 #if 0
00277
00279 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
00280 const;
00281 #endif
00282
00283
00284
00285
00286
00289
00293 virtual void setObjCoeff( int elementIndex, double elementValue );
00294
00296 virtual void setObjCoeffSet(const int* indexFirst,
00297 const int* indexLast,
00298 const double* coeffList);
00299
00302 virtual void setColLower( int elementIndex, double elementValue );
00303
00306 virtual void setColUpper( int elementIndex, double elementValue );
00307
00311 virtual void setColBounds( int elementIndex,
00312 double lower, double upper );
00313
00321 virtual void setColSetBounds(const int* indexFirst,
00322 const int* indexLast,
00323 const double* boundList);
00324
00327 virtual void setRowLower( int elementIndex, double elementValue );
00328
00331 virtual void setRowUpper( int elementIndex, double elementValue );
00332
00336 virtual void setRowBounds( int elementIndex,
00337 double lower, double upper );
00338
00340 virtual void setRowType(int index, char sense, double rightHandSide,
00341 double range);
00342
00350 virtual void setRowSetBounds(const int* indexFirst,
00351 const int* indexLast,
00352 const double* boundList);
00353
00363 virtual void setRowSetTypes(const int* indexFirst,
00364 const int* indexLast,
00365 const char* senseList,
00366 const double* rhsList,
00367 const double* rangeList);
00369
00370
00374 virtual void setContinuous(int index);
00376 virtual void setInteger(int index);
00379 virtual void setContinuous(const int* indices, int len);
00382 virtual void setInteger(const int* indices, int len);
00384
00385
00387 virtual void setObjSense(double s);
00388
00399 virtual void setColSolution(const double * colsol);
00400
00411 virtual void setRowPrice(const double * rowprice);
00412
00413
00419 virtual void addCol(const CoinPackedVectorBase& vec,
00420 const double collb, const double colub,
00421 const double obj);
00423 virtual void addCols(const int numcols,
00424 const CoinPackedVectorBase * const * cols,
00425 const double* collb, const double* colub,
00426 const double* obj);
00428 virtual void deleteCols(const int num, const int * colIndices);
00429
00431 virtual void addRow(const CoinPackedVectorBase& vec,
00432 const double rowlb, const double rowub);
00434 virtual void addRow(const CoinPackedVectorBase& vec,
00435 const char rowsen, const double rowrhs,
00436 const double rowrng);
00438 virtual void addRows(const int numrows,
00439 const CoinPackedVectorBase * const * rows,
00440 const double* rowlb, const double* rowub);
00442 virtual void addRows(const int numrows,
00443 const CoinPackedVectorBase * const * rows,
00444 const char* rowsen, const double* rowrhs,
00445 const double* rowrng);
00447 virtual void deleteRows(const int num, const int * rowIndices);
00448
00449 #if 0
00450
00451
00473 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
00474 double effectivenessLb = 0.0);
00475 #endif
00476
00477
00478
00479
00480
00494 virtual void loadProblem(const CoinPackedMatrix& matrix,
00495 const double* collb, const double* colub,
00496 const double* obj,
00497 const double* rowlb, const double* rowub);
00498
00506 virtual void assignProblem(CoinPackedMatrix*& matrix,
00507 double*& collb, double*& colub, double*& obj,
00508 double*& rowlb, double*& rowub);
00509
00522 virtual void loadProblem(const CoinPackedMatrix& matrix,
00523 const double* collb, const double* colub,
00524 const double* obj,
00525 const char* rowsen, const double* rowrhs,
00526 const double* rowrng);
00527
00535 virtual void assignProblem(CoinPackedMatrix*& matrix,
00536 double*& collb, double*& colub, double*& obj,
00537 char*& rowsen, double*& rowrhs,
00538 double*& rowrng);
00539
00542 virtual void loadProblem(const int numcols, const int numrows,
00543 const int* start, const int* index,
00544 const double* value,
00545 const double* collb, const double* colub,
00546 const double* obj,
00547 const double* rowlb, const double* rowub);
00548
00551 virtual void loadProblem(const int numcols, const int numrows,
00552 const int* start, const int* index,
00553 const double* value,
00554 const double* collb, const double* colub,
00555 const double* obj,
00556 const char* rowsen, const double* rowrhs,
00557 const double* rowrng);
00558
00560 virtual int readMps(const char *filename,
00561 const char *extension = "mps");
00562
00567 virtual void writeMps(const char *filename,
00568 const char *extension = "mps",
00569 double objSense=0.0) const;
00571
00572
00573
00579 enum keepCachedFlag
00580 {
00582 KEEPCACHED_NONE = 0,
00584 KEEPCACHED_COLUMN = 1,
00586 KEEPCACHED_ROW = 2,
00588 KEEPCACHED_MATRIX = 4,
00590 KEEPCACHED_RESULTS = 8,
00592 KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
00594 KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
00596 FREECACHED_COLUMN = KEEPCACHED_PROBLEM & !KEEPCACHED_COLUMN,
00598 FREECACHED_ROW = KEEPCACHED_PROBLEM & !KEEPCACHED_ROW,
00600 FREECACHED_MATRIX = KEEPCACHED_PROBLEM & !KEEPCACHED_MATRIX,
00602 FREECACHED_RESULTS = KEEPCACHED_ALL & !KEEPCACHED_RESULTS
00603 };
00604
00605 MSKtask_t getLpPtr( int keepCached = KEEPCACHED_NONE );
00606
00608
00609 MSKenv_t getEnvironmentPtr();
00611
00613 const char* getCtype() const;
00614
00624 static void incrementInstanceCounter();
00625
00634 static void decrementInstanceCounter();
00635
00637 static unsigned int getNumInstances();
00639
00640
00643
00644 OsiMskSolverInterface();
00645
00647 virtual OsiSolverInterface * clone(bool copyData = true) const;
00648
00650 OsiMskSolverInterface( const OsiMskSolverInterface& );
00651
00653 OsiMskSolverInterface& operator=( const OsiMskSolverInterface& rhs );
00654
00656 virtual ~OsiMskSolverInterface();
00658
00659 protected:
00660
00663
00664 virtual void applyRowCut( const OsiRowCut & rc );
00665
00669 virtual void applyColCut( const OsiColCut & cc );
00671
00672 private:
00675
00676 void switchToLP();
00677
00679 void switchToMIP();
00680
00682 void resizeColType( int minsize );
00683
00685 void freeColType();
00686
00687 bool definedSolution(int solution) const;
00688
00689 int solverUsed() const;
00690
00692
00695
00696 static MSKenv_t env_ ;
00697
00699
00701 static unsigned int numInstances_;
00702
00705
00706 int Mskerr;
00707 int MSKsolverused_;
00708
00709 int InitialSolver;
00710
00712 public: MSKtask_t getMutableLpPtr() const;
00713
00715 void gutsOfCopy( const OsiMskSolverInterface & source );
00716
00718 void gutsOfConstructor();
00719
00721 void gutsOfDestructor();
00722
00724 void freeCachedColRim();
00725
00727 void freeCachedRowRim();
00728
00730 void freeCachedResults();
00731
00733 void freeCachedMatrix();
00734
00736 void freeCachedData( int keepCached = KEEPCACHED_NONE );
00737
00739 void freeAllMemory();
00740
00742 void printBounds();
00745
00746 mutable MSKtask_t task_;
00747
00749 int *hotStartCStat_;
00750 int hotStartCStatSize_;
00751 int *hotStartRStat_;
00752 int hotStartRStatSize_;
00753 int hotStartMaxIteration_;
00754
00757
00758 mutable double *obj_;
00759
00761 mutable double *collower_;
00762
00764 mutable double *colupper_;
00765
00767 mutable char *rowsense_;
00768
00770 mutable double *rhs_;
00771
00773 mutable double *rowrange_;
00774
00776 mutable double *rowlower_;
00777
00779 mutable double *rowupper_;
00780
00782 mutable double *colsol_;
00783
00785 mutable double *rowsol_;
00786
00788 mutable double *redcost_;
00789
00791 mutable double *rowact_;
00792
00794 mutable CoinPackedMatrix *matrixByRow_;
00795
00797 mutable CoinPackedMatrix *matrixByCol_;
00799
00802
00803 char *coltype_;
00804
00806 int coltypesize_;
00807
00809 mutable bool probtypemip_;
00810
00812 };
00813
00814
00817 void OsiMskSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00818
00819 #endif
