Dip
0.92.4
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OSI Solver Interface for SYMPHONY. More...
#include <OsiSymSolverInterface.hpp>
Public Types | |
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 } |
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typedef std::vector< std::string > | OsiNameVec |
Data type for name vectors. More... | |
Public Member Functions | |
Solve methods | |
virtual void | initialSolve () |
Solve initial LP relaxation. More... | |
virtual void | resolve () |
Resolve an IP problem modification. More... | |
virtual void | branchAndBound () |
Invoke solver's built-in enumeration algorithm. More... | |
virtual void | multiCriteriaBranchAndBound () |
Invoke solver's multi-criteria enumeration algorithm. More... | |
virtual double | getLbForNewRhs (int cnt, int *index, double *value) |
Get a lower bound for the new rhs problem using the warm start tree. More... | |
virtual double | getUbForNewRhs (int cnt, int *index, double *value) |
Get an upper bound for the new rhs problem using the warm start tree. More... | |
virtual double | getUbForNewObj (int cnt, int *index, double *value) |
Solve initial LP relaxation. More... | |
Parameter set/get methods | |
The set methods return true if the parameter was set to the given value, false otherwise. There can be various reasons for failure: the given parameter is not applicable for the solver (e.g., refactorization frequency for the volume algorithm), the parameter is not yet implemented for the solver or simply the value of the parameter is out of the range the solver accepts. If a parameter setting call returns false check the details of your solver. The get methods return true if the given parameter is applicable for the solver and is implemented. In this case the value of the parameter is returned in the second argument. Otherwise they return false. | |
virtual bool | setIntParam (OsiIntParam key, int value) |
Set an integer parameter. More... | |
virtual bool | setSymParam (OsiSymIntParam key, int value) |
virtual bool | setSymParam (const std::string key, int value) |
virtual bool | setDblParam (OsiDblParam key, double value) |
Set a double parameter. More... | |
virtual bool | setSymParam (OsiSymDblParam key, double value) |
virtual bool | setSymParam (const std::string key, double value) |
virtual bool | setStrParam (OsiStrParam key, const std::string &value) |
Set a string parameter. More... | |
virtual bool | setSymParam (OsiSymStrParam key, const std::string &value) |
virtual bool | setSymParam (const std::string key, const std::string value) |
virtual bool | getIntParam (OsiIntParam key, int &value) const |
Get an integer parameter. More... | |
virtual bool | getSymParam (OsiSymIntParam key, int &value) const |
virtual bool | getSymParam (const std::string key, int &value) const |
virtual bool | getDblParam (OsiDblParam key, double &value) const |
Get a double parameter. More... | |
virtual bool | getSymParam (OsiSymDblParam key, double &value) const |
virtual bool | getSymParam (const std::string key, double &value) const |
virtual bool | getStrParam (OsiStrParam key, std::string &value) const |
Get a string parameter. More... | |
virtual bool | getSymParam (OsiSymStrParam key, std::string &value) const |
virtual bool | getSymParam (const std::string key, std::string &value) const |
Methods returning info on how the solution process terminated | |
virtual bool | isAbandoned () const |
Are there numerical difficulties? More... | |
virtual bool | isProvenOptimal () const |
Is optimality proven? More... | |
virtual bool | isProvenPrimalInfeasible () const |
Is primal infeasiblity proven? More... | |
virtual bool | isProvenDualInfeasible () const |
Is dual infeasiblity proven? More... | |
virtual bool | isIterationLimitReached () const |
Is the given primal objective limit reached? More... | |
virtual bool | isTimeLimitReached () const |
Time limit reached? More... | |
virtual bool | isTargetGapReached () const |
Target gap achieved? More... | |
Warm start methods | |
virtual CoinWarmStart * | getEmptyWarmStart () const |
Get an empty warm start object. More... | |
virtual CoinWarmStart * | getWarmStart () const |
Get warm start information. More... | |
virtual bool | setWarmStart (const CoinWarmStart *warmstart) |
Set warm start information. More... | |
Problem query methods | |
Querying a problem that has no data associated with it will result in zeros for the number of rows and columns, and NULL pointers from the methods that return vectors. Const pointers returned from any data-query method are valid as long as the data is unchanged and the solver is not called. | |
sym_environment * | getSymphonyEnvironment () const |
Get pointer to SYMPHONY environment (eventually we won't need this) More... | |
virtual int | getNumCols () const |
Get number of columns. More... | |
virtual int | getNumRows () const |
Get number of rows. More... | |
virtual int | getNumElements () const |
Get number of nonzero elements. More... | |
virtual const double * | getColLower () const |
Get pointer to array[getNumCols()] of column lower bounds. More... | |
virtual const double * | getColUpper () const |
Get pointer to array[getNumCols()] of column upper bounds. More... | |
virtual const char * | getRowSense () const |
Get pointer to array[getNumRows()] of row constraint senses. More... | |
virtual const double * | getRightHandSide () const |
Get pointer to array[getNumRows()] of row right-hand sides. More... | |
virtual const double * | getRowRange () const |
Get pointer to array[getNumRows()] of row ranges. More... | |
virtual const double * | getRowLower () const |
Get pointer to array[getNumRows()] of row lower bounds. More... | |
virtual const double * | getRowUpper () const |
Get pointer to array[getNumRows()] of row upper bounds. More... | |
virtual const double * | getObjCoefficients () const |
Get pointer to array[getNumCols()] of objective function coefficients. More... | |
virtual const double * | getObj2Coefficients () const |
Get pointer to array[getNumCols()] of second objective function coefficients if loaded before. More... | |
virtual double | getObjSense () const |
Get objective function sense (1 for min (default), -1 for max) More... | |
virtual bool | isContinuous (int colIndex) const |
Return true if variable is continuous. More... | |
virtual bool | isBinary (int colIndex) const |
Return true if variable is binary. More... | |
virtual bool | isInteger (int colIndex) const |
Return true if column is integer. More... | |
virtual bool | isIntegerNonBinary (int colIndex) const |
Return true if variable is general integer. More... | |
virtual bool | isFreeBinary (int colIndex) const |
Return true if variable is binary and not fixed at either bound. More... | |
virtual const CoinPackedMatrix * | getMatrixByRow () const |
Get pointer to row-wise copy of matrix. More... | |
virtual const CoinPackedMatrix * | getMatrixByCol () const |
Get pointer to column-wise copy of matrix. More... | |
virtual double | getInfinity () const |
Get solver's value for infinity. More... | |
Solution query methods | |
virtual const double * | getColSolution () const |
Get pointer to array[getNumCols()] of primal variable values. More... | |
virtual const double * | getRowPrice () const |
Get pointer to array[getNumRows()] of dual variable values. More... | |
virtual const double * | getReducedCost () const |
Get a pointer to array[getNumCols()] of reduced costs. More... | |
virtual const double * | getRowActivity () const |
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector). More... | |
virtual double | getObjValue () const |
Get objective function value. More... | |
virtual double | getPrimalBound () const |
Get the current upper/lower bound. More... | |
virtual int | getIterationCount () const |
Get the number of iterations it took to solve the problem (whatever ``iteration'' means to the solver). More... | |
virtual std::vector< double * > | getDualRays (int maxNumRays, bool fullRay=false) const |
Get as many dual rays as the solver can provide. More... | |
virtual std::vector< double * > | getPrimalRays (int maxNumRays) const |
Get as many primal rays as the solver can provide. More... | |
Methods to modify the objective, bounds, and solution | |
For functions which take a set of indices as parameters ( | |
virtual void | setObjCoeff (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
virtual void | setObj2Coeff (int elementIndex, double elementValue) |
Set an objective function coefficient for the second objective. More... | |
virtual void | setColLower (int elementIndex, double elementValue) |
Set a single column lower bound. More... | |
virtual void | setColUpper (int elementIndex, double elementValue) |
Set a single column upper bound. More... | |
virtual void | setRowLower (int elementIndex, double elementValue) |
Set a single row lower bound. More... | |
virtual void | setRowUpper (int elementIndex, double elementValue) |
Set a single row upper bound. More... | |
virtual void | setRowType (int index, char sense, double rightHandSide, double range) |
Set the type of a single row. More... | |
virtual void | setObjSense (double s) |
Set the objective function sense. More... | |
virtual void | setColSolution (const double *colsol) |
Set the primal solution variable values. More... | |
virtual void | setPrimalBound (const double bound) |
Set the a priori upper/lower bound. More... | |
virtual void | setRowPrice (const double *rowprice) |
Set dual solution variable values. More... | |
Methods to set variable type | |
virtual void | setContinuous (int index) |
Set the index-th variable to be a continuous variable. More... | |
virtual void | setInteger (int index) |
Set the index-th variable to be an integer variable. More... | |
virtual void | setColName (char **colname) |
Set the index-th variable to be a continuous variable. More... | |
Methods to expand a problem. | |
Note that new columns are added as continuous variables. | |
virtual void | addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj) |
Add a column (primal variable) to the problem. More... | |
virtual void | deleteCols (const int num, const int *colIndices) |
Remove a set of columns (primal variables) from the problem. More... | |
virtual void | addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub) |
Add a row (constraint) to the problem. More... | |
virtual void | addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng) |
Add a column (primal variable) to the problem. More... | |
virtual void | deleteRows (const int num, const int *rowIndices) |
Delete a set of rows (constraints) from the problem. More... | |
Methods to input a problem | |
virtual void | loadProblem () |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
virtual void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub) |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
virtual void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub) |
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
virtual void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng) |
Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range triplets). More... | |
virtual void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng) |
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets). More... | |
virtual void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub) |
Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps). More... | |
virtual void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *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) |
Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps). More... | |
virtual void | writeMps (const char *filename, const char *extension="mps", double objSense=0.0) const |
Write the problem in MPS format to the specified file. More... | |
void | parseCommandLine (int argc, char **argv) |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
virtual int | readMps (const char *infile, const char *extension="mps") |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
virtual int | readGMPL (const char *modelFile, const char *dataFile=NULL) |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
void | findInitialBounds () |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
int | createPermanentCutPools () |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds). More... | |
Constructors and destructors | |
OsiSymSolverInterface () | |
Default Constructor. More... | |
virtual OsiSolverInterface * | clone (bool copyData=true) const |
Clone. More... | |
OsiSymSolverInterface (const OsiSymSolverInterface &) | |
Copy constructor. More... | |
OsiSymSolverInterface & | operator= (const OsiSymSolverInterface &rhs) |
Assignment operator. More... | |
virtual | ~OsiSymSolverInterface () |
Destructor. More... | |
virtual void | reset () |
Reset the solver interface. More... | |
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virtual bool | setHintParam (OsiHintParam key, bool yesNo=true, OsiHintStrength strength=OsiHintTry, void *=NULL) |
Set a hint parameter. More... | |
virtual bool | getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength, void *&otherInformation) const |
Get a hint parameter (all information) More... | |
virtual bool | getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength) const |
Get a hint parameter (sense and strength only) More... | |
virtual bool | getHintParam (OsiHintParam key, bool &yesNo) const |
Get a hint parameter (sense only) More... | |
void | copyParameters (OsiSolverInterface &rhs) |
Copy all parameters in this section from one solver to another. More... | |
double | getIntegerTolerance () const |
Return the integrality tolerance of the underlying solver. More... | |
virtual bool | isPrimalObjectiveLimitReached () const |
Is the given primal objective limit reached? More... | |
virtual bool | isDualObjectiveLimitReached () const |
Is the given dual objective limit reached? More... | |
virtual CoinWarmStart * | getPointerToWarmStart (bool &mustDelete) |
Get warm start information. More... | |
virtual void | markHotStart () |
Create a hot start snapshot of the optimization process. More... | |
virtual void | solveFromHotStart () |
Optimize starting from the hot start snapshot. More... | |
virtual void | unmarkHotStart () |
Delete the hot start snapshot. More... | |
virtual int | getNumIntegers () const |
Get the number of integer variables. More... | |
const char * | columnType (bool refresh=false) const |
Return an array[getNumCols()] of column types. More... | |
void | setColumnType (int iColumn, char type) |
Set column type. More... | |
virtual const char * | getColType (bool refresh=false) const |
Return an array[getNumCols()] of column types. More... | |
virtual CoinPackedMatrix * | getMutableMatrixByRow () const |
Get a pointer to a mutable row-wise copy of the matrix. More... | |
virtual CoinPackedMatrix * | getMutableMatrixByCol () const |
Get a pointer to a mutable column-wise copy of the matrix. More... | |
virtual const double * | getStrictColSolution () |
Get a pointer to an array[getNumCols()] of primal variable values guaranteed to be between the column lower and upper bounds. More... | |
virtual OsiVectorInt | getFractionalIndices (const double etol=1.e-05) const |
Get vector of indices of primal variables which are integer variables but have fractional values in the current solution. More... | |
virtual void | setObjCoeffSet (const int *indexFirst, const int *indexLast, const double *coeffList) |
Set a set of objective function coefficients. More... | |
virtual void | setObjective (const double *array) |
Set the objective coefficients for all columns. More... | |
virtual void | setColLower (const double *array) |
Set the lower bounds for all columns. More... | |
virtual void | setColUpper (const double *array) |
Set the upper bounds for all columns. More... | |
virtual void | setColBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound. More... | |
virtual void | setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the upper and lower bounds of a set of columns. More... | |
virtual void | setRowBounds (int elementIndex, double lower, double upper) |
Set a single row lower and upper bound. More... | |
virtual void | setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a set of rows. More... | |
virtual void | setRowSetTypes (const int *indexFirst, const int *indexLast, const char *senseList, const double *rhsList, const double *rangeList) |
Set the type of a set of rows. More... | |
virtual int | reducedCostFix (double gap, bool justInteger=true) |
Fix variables at bound based on reduced cost. More... | |
virtual void | setContinuous (const int *indices, int len) |
Set the variables listed in indices (which is of length len) to be continuous variables. More... | |
virtual void | setInteger (const int *indices, int len) |
Set the variables listed in indices (which is of length len) to be integer variables. More... | |
virtual std::string | dfltRowColName (char rc, int ndx, unsigned digits=7) const |
Generate a standard name of the form Rnnnnnnn or Cnnnnnnn. More... | |
virtual std::string | getObjName (unsigned maxLen=static_cast< unsigned >(std::string::npos)) const |
Return the name of the objective function. More... | |
virtual void | setObjName (std::string name) |
Set the name of the objective function. More... | |
virtual std::string | getRowName (int rowIndex, unsigned maxLen=static_cast< unsigned >(std::string::npos)) const |
Return the name of the row. More... | |
virtual const OsiNameVec & | getRowNames () |
Return a pointer to a vector of row names. More... | |
virtual void | setRowName (int ndx, std::string name) |
Set a row name. More... | |
virtual void | setRowNames (OsiNameVec &srcNames, int srcStart, int len, int tgtStart) |
Set multiple row names. More... | |
virtual void | deleteRowNames (int tgtStart, int len) |
Delete len row names starting at index tgtStart. More... | |
virtual std::string | getColName (int colIndex, unsigned maxLen=static_cast< unsigned >(std::string::npos)) const |
Return the name of the column. More... | |
virtual const OsiNameVec & | getColNames () |
Return a pointer to a vector of column names. More... | |
virtual void | setColName (int ndx, std::string name) |
Set a column name. More... | |
virtual void | setColNames (OsiNameVec &srcNames, int srcStart, int len, int tgtStart) |
Set multiple column names. More... | |
virtual void | deleteColNames (int tgtStart, int len) |
Delete len column names starting at index tgtStart. More... | |
void | setRowColNames (const CoinMpsIO &mps) |
Set row and column names from a CoinMpsIO object. More... | |
void | setRowColNames (CoinModel &mod) |
Set row and column names from a CoinModel object. More... | |
void | setRowColNames (CoinLpIO &mod) |
Set row and column names from a CoinLpIO object. More... | |
virtual void | addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj, std::string name) |
Add a named column (primal variable) to the problem. More... | |
virtual void | addCol (int numberElements, const int *rows, const double *elements, const double collb, const double colub, const double obj) |
Add a column (primal variable) to the problem. More... | |
virtual void | addCol (int numberElements, const int *rows, const double *elements, const double collb, const double colub, const double obj, std::string name) |
Add a named column (primal variable) to the problem. More... | |
virtual void | addCols (const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj) |
Add a set of columns (primal variables) to the problem. More... | |
virtual void | addCols (const int numcols, const CoinBigIndex *columnStarts, const int *rows, const double *elements, const double *collb, const double *colub, const double *obj) |
Add a set of columns (primal variables) to the problem. More... | |
void | addCols (const CoinBuild &buildObject) |
Add columns using a CoinBuild object. More... | |
int | addCols (CoinModel &modelObject) |
Add columns from a model object. More... | |
virtual void | addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub, std::string name) |
Add a named row (constraint) to the problem. More... | |
virtual void | addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng, std::string name) |
Add a named row (constraint) to the problem. More... | |
virtual void | addRow (int numberElements, const int *columns, const double *element, const double rowlb, const double rowub) |
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) |
Add a set of rows (constraints) to the problem. More... | |
virtual void | addRows (const int numrows, const CoinBigIndex *rowStarts, const int *columns, const double *element, const double *rowlb, const double *rowub) |
Add a set of rows (constraints) to the problem. More... | |
void | addRows (const CoinBuild &buildObject) |
Add rows using a CoinBuild object. More... | |
int | addRows (CoinModel &modelObject) |
virtual void | replaceMatrixOptional (const CoinPackedMatrix &) |
Replace the constraint matrix. More... | |
virtual void | replaceMatrix (const CoinPackedMatrix &) |
Replace the constraint matrix. More... | |
virtual void | saveBaseModel () |
Save a copy of the base model. More... | |
virtual void | restoreBaseModel (int numberRows) |
Reduce the constraint system to the specified number of constraints. More... | |
virtual ApplyCutsReturnCode | applyCuts (const OsiCuts &cs, double effectivenessLb=0.0) |
Apply a collection of cuts. More... | |
virtual void | applyRowCuts (int numberCuts, const OsiRowCut *cuts) |
Apply a collection of row cuts which are all effective. More... | |
virtual void | applyRowCuts (int numberCuts, const OsiRowCut **cuts) |
Apply a collection of row cuts which are all effective. More... | |
void | deleteBranchingInfo (int numberDeleted, const int *which) |
Deletes branching information before columns deleted. More... | |
virtual int | loadFromCoinModel (CoinModel &modelObject, bool keepSolution=false) |
Load a model from a CoinModel object. Return the number of errors encountered. More... | |
virtual int | readMps (const char *filename, const char *extension, int &numberSets, CoinSet **&sets) |
Read a problem in MPS format from the given full filename. More... | |
int | writeMpsNative (const char *filename, const char **rowNames, const char **columnNames, int formatType=0, int numberAcross=2, double objSense=0.0, int numberSOS=0, const CoinSet *setInfo=NULL) const |
Write the problem in MPS format to the specified file with more control over the output. More... | |
virtual void | writeLp (const char *filename, const char *extension="lp", double epsilon=1e-5, int numberAcross=10, int decimals=9, double objSense=0.0, bool useRowNames=true) const |
Write the problem into an Lp file of the given filename with the specified extension. More... | |
virtual void | writeLp (FILE *fp, double epsilon=1e-5, int numberAcross=10, int decimals=5, double objSense=0.0, bool useRowNames=true) const |
Write the problem into the file pointed to by the parameter fp. More... | |
int | writeLpNative (const char *filename, char const *const *const rowNames, char const *const *const columnNames, const double epsilon=1.0e-5, const int numberAcross=10, const int decimals=5, const double objSense=0.0, const bool useRowNames=true) const |
Write the problem into an Lp file. More... | |
int | writeLpNative (FILE *fp, char const *const *const rowNames, char const *const *const columnNames, const double epsilon=1.0e-5, const int numberAcross=10, const int decimals=5, const double objSense=0.0, const bool useRowNames=true) const |
Write the problem into the file pointed to by the parameter fp. More... | |
virtual int | readLp (const char *filename, const double epsilon=1e-5) |
Read file in LP format from file with name filename. More... | |
int | readLp (FILE *fp, const double epsilon=1e-5) |
Read file in LP format from the file pointed to by fp. More... | |
int | differentModel (OsiSolverInterface &other, bool ignoreNames=true) |
Check two models against each other. More... | |
void | statistics (double &minimumNegative, double &maximumNegative, double &minimumPositive, double &maximumPositive, int type=3) const |
Get some statistics about model - min/max always computed type 0->4 , larger gives more information 0 - Just set min and max values of coefficients. More... | |
void | setApplicationData (void *appData) |
Set application data. More... | |
void | setAuxiliaryInfo (OsiAuxInfo *auxiliaryInfo) |
Create a clone of an Auxiliary Information object. More... | |
void * | getApplicationData () const |
Get application data. More... | |
OsiAuxInfo * | getAuxiliaryInfo () const |
Get pointer to auxiliary info object. More... | |
virtual void | passInMessageHandler (CoinMessageHandler *handler) |
Pass in a message handler. More... | |
void | newLanguage (CoinMessages::Language language) |
Set language. More... | |
void | setLanguage (CoinMessages::Language language) |
Pass in a message handler. More... | |
CoinMessageHandler * | messageHandler () const |
Return a pointer to the current message handler. More... | |
CoinMessages | messages () |
Return the current set of messages. More... | |
CoinMessages * | messagesPointer () |
Return a pointer to the current set of messages. More... | |
bool | defaultHandler () const |
Return true if default handler. More... | |
void | findIntegers (bool justCount) |
Identify integer variables and create corresponding objects. More... | |
virtual int | findIntegersAndSOS (bool justCount) |
Identify integer variables and SOS and create corresponding objects. More... | |
int | numberObjects () const |
Get the number of objects. More... | |
void | setNumberObjects (int number) |
Set the number of objects. More... | |
OsiObject ** | objects () const |
Get the array of objects. More... | |
const OsiObject * | object (int which) const |
Get the specified object. More... | |
OsiObject * | modifiableObject (int which) const |
Get the specified object. More... | |
void | deleteObjects () |
Delete all object information. More... | |
void | addObjects (int numberObjects, OsiObject **objects) |
Add in object information. More... | |
double | forceFeasible () |
Use current solution to set bounds so current integer feasible solution will stay feasible. More... | |
virtual void | activateRowCutDebugger (const char *modelName) |
Activate the row cut debugger. More... | |
virtual void | activateRowCutDebugger (const double *solution, bool enforceOptimality=true) |
Activate the row cut debugger using a full solution array. More... | |
const OsiRowCutDebugger * | getRowCutDebugger () const |
Get the row cut debugger provided the solution known to the debugger is within the feasible region held in the solver. More... | |
OsiRowCutDebugger * | getRowCutDebuggerAlways () const |
Get the row cut debugger object. More... | |
virtual int | canDoSimplexInterface () const |
Return the simplex implementation level. More... | |
virtual void | enableFactorization () const |
Prepare the solver for the use of tableau access methods. More... | |
virtual void | disableFactorization () const |
Undo the effects of enableFactorization. More... | |
virtual bool | basisIsAvailable () const |
Check if an optimal basis is available. More... | |
bool | optimalBasisIsAvailable () const |
Synonym for basisIsAvailable. More... | |
virtual void | getBasisStatus (int *cstat, int *rstat) const |
Retrieve status information for column and row variables. More... | |
virtual int | setBasisStatus (const int *cstat, const int *rstat) |
Set the status of column and row variables and update the basis factorization and solution. More... | |
virtual void | getReducedGradient (double *columnReducedCosts, double *duals, const double *c) const |
Calculate duals and reduced costs for the given objective coefficients. More... | |
virtual void | getBInvARow (int row, double *z, double *slack=NULL) const |
Get a row of the tableau. More... | |
virtual void | getBInvRow (int row, double *z) const |
Get a row of the basis inverse. More... | |
virtual void | getBInvACol (int col, double *vec) const |
Get a column of the tableau. More... | |
virtual void | getBInvCol (int col, double *vec) const |
Get a column of the basis inverse. More... | |
virtual void | getBasics (int *index) const |
Get indices of basic variables. More... | |
virtual void | enableSimplexInterface (bool doingPrimal) |
Enables normal operation of subsequent functions. More... | |
virtual void | disableSimplexInterface () |
Undo whatever setting changes the above method had to make. More... | |
virtual int | pivot (int colIn, int colOut, int outStatus) |
Perform a pivot by substituting a colIn for colOut in the basis. More... | |
virtual int | primalPivotResult (int colIn, int sign, int &colOut, int &outStatus, double &t, CoinPackedVector *dx) |
Obtain a result of the primal pivot Outputs: colOut – leaving column, outStatus – its status, t – step size, and, if dx!=NULL, *dx – primal ray direction. More... | |
virtual int | dualPivotResult (int &colIn, int &sign, int colOut, int outStatus, double &t, CoinPackedVector *dx) |
Obtain a result of the dual pivot (similar to the previous method) Differences: entering variable and a sign of its change are now the outputs, the leaving variable and its statuts – the inputs If dx!=NULL, then *dx contains dual ray Return code: same. More... | |
OsiSolverInterface () | |
Default Constructor. More... | |
OsiSolverInterface (const OsiSolverInterface &) | |
Copy constructor. More... | |
OsiSolverInterface & | operator= (const OsiSolverInterface &rhs) |
Assignment operator. More... | |
virtual | ~OsiSolverInterface () |
Destructor. More... | |
Protected Member Functions | |
Protected methods | |
virtual void | applyRowCut (const OsiRowCut &rc) |
Apply a row cut (append to the constraint matrix). More... | |
virtual void | applyColCut (const OsiColCut &cc) |
Apply a column cut (adjust the bounds of one or more variables). More... | |
void | setInitialData () |
Set OsiSolverInterface object state for default constructor. More... | |
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void | convertBoundToSense (const double lower, const double upper, char &sense, double &right, double &range) const |
A quick inlined function to convert from the lb/ub style of constraint definition to the sense/rhs/range style. More... | |
void | convertSenseToBound (const char sense, const double right, const double range, double &lower, double &upper) const |
A quick inlined function to convert from the sense/rhs/range style of constraint definition to the lb/ub style. More... | |
template<class T > | |
T | forceIntoRange (const T value, const T lower, const T upper) const |
A quick inlined function to force a value to be between a minimum and a maximum value. More... | |
void | setInitialData () |
Set OsiSolverInterface object state for default constructor. More... | |
Private Member Functions | |
void | gutsOfConstructor () |
The real work of the constructor. More... | |
void | gutsOfDestructor () |
The real work of the destructor. More... | |
void | freeCachedColRim () |
free cached column rim vectors More... | |
void | freeCachedRowRim () |
free cached row rim vectors More... | |
void | freeCachedResults () |
free cached result vectors More... | |
void | freeCachedMatrix () |
free cached matrices More... | |
void | freeCachedData (int keepCached=KEEPCACHED_NONE) |
free all cached data (except specified entries, see getLpPtr()) More... | |
void | freeAllMemory () |
free all allocated memory More... | |
Private Attributes | |
double * | obj_ |
Pointer to objective vector. More... | |
double * | obj2_ |
Pointer to second objective vector to be used in bicriteria solver. More... | |
double * | collower_ |
Pointer to dense vector of variable lower bounds. More... | |
double * | colupper_ |
Pointer to dense vector of variable lower bounds. More... | |
double * | colredcost_ |
Pointer to dense vector of variable lower bounds. More... | |
char * | rowsense_ |
Pointer to dense vector of row sense indicators. More... | |
double * | rhs_ |
Pointer to dense vector of row right-hand side values. More... | |
double * | rowrange_ |
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) More... | |
double * | rowlower_ |
Pointer to dense vector of row lower bounds. More... | |
double * | rowupper_ |
Pointer to dense vector of row upper bounds. More... | |
double * | rowprice_ |
Pointer to dense vector of row prices. More... | |
double * | colsol_ |
Pointer to primal solution vector. More... | |
double * | rowact_ |
Pointer to row activity (slack) vector. More... | |
CoinPackedMatrix * | matrixByRow_ |
Pointer to row-wise copy of problem matrix coefficients. More... | |
CoinPackedMatrix * | matrixByCol_ |
Pointer to row-wise copy of problem matrix coefficients. More... | |
Private member data | |
sym_environment * | env_ |
The pointer to the SYMPHONY problem environment. More... | |
Friends | |
void | OsiSymSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netlibDir) |
A function that tests the methods in the OsiSymSolverInterface class. More... | |
Additional Inherited Members | |
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OsiRowCutDebugger * | rowCutDebugger_ |
Pointer to row cut debugger object. More... | |
CoinMessageHandler * | handler_ |
Message handler. More... | |
bool | defaultHandler_ |
Flag to say if the currrent handler is the default handler. More... | |
CoinMessages | messages_ |
Messages. More... | |
int | numberIntegers_ |
Number of integers. More... | |
int | numberObjects_ |
Total number of objects. More... | |
OsiObject ** | object_ |
Integer and ... information (integer info normally at beginning) More... | |
char * | columnType_ |
Column type 0 - continuous 1 - binary (may get fixed later) 2 - general integer (may get fixed later) 3 - if supported - semi-continuous 4 - if supported - semi-continuous integer. More... | |
OSI Solver Interface for SYMPHONY.
Many OsiSolverInterface query methods return a const pointer to the requested read-only data. If the model data is changed or the solver is called, these pointers may no longer be valid and should be refreshed by invoking the member function to obtain an updated copy of the pointer. For example:
Querying a problem that has no data associated with it will result in zeros for the number of rows and columns, and NULL pointers from the methods that return vectors.
Definition at line 53 of file OsiSymSolverInterface.hpp.
Definition at line 645 of file OsiSymSolverInterface.hpp.
OsiSymSolverInterface::OsiSymSolverInterface | ( | ) |
Default Constructor.
OsiSymSolverInterface::OsiSymSolverInterface | ( | const OsiSymSolverInterface & | ) |
Copy constructor.
|
virtual |
Destructor.
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virtual |
Solve initial LP relaxation.
Implements OsiSolverInterface.
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virtual |
Resolve an IP problem modification.
Implements OsiSolverInterface.
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virtual |
Invoke solver's built-in enumeration algorithm.
Implements OsiSolverInterface.
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virtual |
Invoke solver's multi-criteria enumeration algorithm.
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virtual |
Get a lower bound for the new rhs problem using the warm start tree.
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virtual |
Get an upper bound for the new rhs problem using the warm start tree.
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virtual |
Solve initial LP relaxation.
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virtual |
Set an integer parameter.
Reimplemented from OsiSolverInterface.
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virtual |
|
virtual |
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virtual |
Set a double parameter.
Reimplemented from OsiSolverInterface.
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virtual |
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virtual |
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virtual |
Set a string parameter.
Reimplemented from OsiSolverInterface.
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virtual |
|
virtual |
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virtual |
Get an integer parameter.
Reimplemented from OsiSolverInterface.
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virtual |
|
virtual |
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virtual |
Get a double parameter.
Reimplemented from OsiSolverInterface.
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virtual |
|
virtual |
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virtual |
Get a string parameter.
Reimplemented from OsiSolverInterface.
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virtual |
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virtual |
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virtual |
Are there numerical difficulties?
Implements OsiSolverInterface.
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Is optimality proven?
Implements OsiSolverInterface.
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Is primal infeasiblity proven?
Implements OsiSolverInterface.
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inlinevirtual |
Is dual infeasiblity proven?
Implements OsiSolverInterface.
Definition at line 182 of file OsiSymSolverInterface.hpp.
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Is the given primal objective limit reached?
Is the given dual objective limit reached? Iteration limit reached?
Implements OsiSolverInterface.
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Time limit reached?
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virtual |
Target gap achieved?
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inlinevirtual |
Get an empty warm start object.
This routine returns an empty warm start object. Its purpose is to provide a way to give a client a warm start object of the appropriate type, which can resized and modified as desired.
Implements OsiSolverInterface.
Definition at line 215 of file OsiSymSolverInterface.hpp.
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Get warm start information.
If there is no valid solution, an empty warm start object (0 rows, 0 columns) wil be returned.
Implements OsiSolverInterface.
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Set warm start information.
Return true/false depending on whether the warm start information was accepted or not.
Implements OsiSolverInterface.
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inline |
Get pointer to SYMPHONY environment (eventually we won't need this)
Definition at line 251 of file OsiSymSolverInterface.hpp.
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Get number of columns.
Implements OsiSolverInterface.
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Get number of rows.
Implements OsiSolverInterface.
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Get number of nonzero elements.
Implements OsiSolverInterface.
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Get pointer to array[getNumCols()] of column lower bounds.
Implements OsiSolverInterface.
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Get pointer to array[getNumCols()] of column upper bounds.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row constraint senses.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row right-hand sides.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row ranges.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row lower bounds.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row upper bounds.
Implements OsiSolverInterface.
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Get pointer to array[getNumCols()] of objective function coefficients.
Implements OsiSolverInterface.
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Get pointer to array[getNumCols()] of second objective function coefficients if loaded before.
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Get objective function sense (1 for min (default), -1 for max)
Implements OsiSolverInterface.
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Return true if variable is continuous.
Implements OsiSolverInterface.
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Return true if variable is binary.
Reimplemented from OsiSolverInterface.
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Return true if column is integer.
Note: This function returns true if the the column is binary or a general integer.
Reimplemented from OsiSolverInterface.
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virtual |
Return true if variable is general integer.
Reimplemented from OsiSolverInterface.
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virtual |
Return true if variable is binary and not fixed at either bound.
Reimplemented from OsiSolverInterface.
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Get pointer to row-wise copy of matrix.
Implements OsiSolverInterface.
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Get pointer to column-wise copy of matrix.
Implements OsiSolverInterface.
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Get solver's value for infinity.
Implements OsiSolverInterface.
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Get pointer to array[getNumCols()] of primal variable values.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of dual variable values.
Implements OsiSolverInterface.
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Get a pointer to array[getNumCols()] of reduced costs.
Implements OsiSolverInterface.
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Get pointer to array[getNumRows()] of row activity levels (constraint
matrix times the solution vector).
Implements OsiSolverInterface.
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Get objective function value.
Implements OsiSolverInterface.
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Get the current upper/lower bound.
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Get the number of iterations it took to solve the problem (whatever
``iteration'' means to the solver).
Implements OsiSolverInterface.
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inlinevirtual |
Get as many dual rays as the solver can provide.
In case of proven primal infeasibility there should be at least one.
Implements OsiSolverInterface.
Definition at line 387 of file OsiSymSolverInterface.hpp.
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inlinevirtual |
Get as many primal rays as the solver can provide.
(In case of proven dual infeasibility there should be at least one.)
NOTE for implementers of solver interfaces:
The double pointers in the vector should point to arrays of length getNumCols() and they should be allocated via new[].
NOTE for users of solver interfaces:
It is the user's responsibility to free the double pointers in the vector using delete[].
Implements OsiSolverInterface.
Definition at line 403 of file OsiSymSolverInterface.hpp.
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Set an objective function coefficient.
Implements OsiSolverInterface.
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Set an objective function coefficient for the second objective.
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virtual |
|
virtual |
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virtual |
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Set the type of a single row.
Implements OsiSolverInterface.
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Set the primal solution variable values.
colsol[getNumCols()] is an array of values for the primal variables. These values are copied to memory owned by the solver interface object or the solver. They will be returned as the result of getColSolution() until changed by another call to setColSolution() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent.
Implements OsiSolverInterface.
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Set the a priori upper/lower bound.
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Set dual solution variable values.
rowprice[getNumRows()] is an array of values for the dual variables. These values are copied to memory owned by the solver interface object or the solver. They will be returned as the result of getRowPrice() until changed by another call to setRowPrice() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent.
Implements OsiSolverInterface.
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Set the index-th variable to be a continuous variable.
Implements OsiSolverInterface.
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Set the index-th variable to be an integer variable.
Implements OsiSolverInterface.
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Set the index-th variable to be a continuous variable.
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Add a column (primal variable) to the problem.
Implements OsiSolverInterface.
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Remove a set of columns (primal variables) from the problem.
Implements OsiSolverInterface.
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Add a row (constraint) to the problem.
Implements OsiSolverInterface.
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Add a column (primal variable) to the problem.
Implements OsiSolverInterface.
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Delete a set of rows (constraints) from the problem.
Implements OsiSolverInterface.
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Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 rowub
: all rows have upper bound infinity rowlb
: all rows have lower bound -infinity obj
: all variables have 0 objective coefficient
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virtual |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 rowub
: all rows have upper bound infinity rowlb
: all rows have lower bound -infinity obj
: all variables have 0 objective coefficient Implements OsiSolverInterface.
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virtual |
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by lower and upper bounds).
For default values see the previous method.
delete
and delete[]
functions. Implements OsiSolverInterface.
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virtual |
Load in an problem by copying the arguments (the constraints on the
rows are given by sense/rhs/range triplets).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 obj
: all variables have 0 objective coefficient rowsen
: all rows are >= rowrhs
: all right hand sides are 0 rowrng
: 0 for the ranged rows Implements OsiSolverInterface.
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virtual |
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets).
For default values see the previous method.
delete
and delete[]
functions. Implements OsiSolverInterface.
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virtual |
Just like the other loadProblem() methods except that the matrix is
given in a standard column major ordered format (without gaps).
Implements OsiSolverInterface.
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virtual |
Just like the other loadProblem() methods except that the matrix is
given in a standard column major ordered format (without gaps).
Implements OsiSolverInterface.
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Write the problem in MPS format to the specified file.
If objSense is non-zero, a value of -1.0 causes the problem to be written with a maximization objective; +1.0 forces a minimization objective. If objSense is zero, the choice is left to implementation.
Implements OsiSolverInterface.
void OsiSymSolverInterface::parseCommandLine | ( | int | argc, |
char ** | argv | ||
) |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 rowub
: all rows have upper bound infinity rowlb
: all rows have lower bound -infinity obj
: all variables have 0 objective coefficient
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virtual |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 rowub
: all rows have upper bound infinity rowlb
: all rows have lower bound -infinity obj
: all variables have 0 objective coefficient Reimplemented from OsiSolverInterface.
|
virtual |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 rowub
: all rows have upper bound infinity rowlb
: all rows have lower bound -infinity obj
: all variables have 0 objective coefficient Reimplemented from OsiSolverInterface.
void OsiSymSolverInterface::findInitialBounds | ( | ) |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 rowub
: all rows have upper bound infinity rowlb
: all rows have lower bound -infinity obj
: all variables have 0 objective coefficient int OsiSymSolverInterface::createPermanentCutPools | ( | ) |
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 rowub
: all rows have upper bound infinity rowlb
: all rows have lower bound -infinity obj
: all variables have 0 objective coefficient
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virtual |
Clone.
The result of calling clone(false) is defined to be equivalent to calling the default constructor OsiSolverInterface().
Implements OsiSolverInterface.
OsiSymSolverInterface& OsiSymSolverInterface::operator= | ( | const OsiSymSolverInterface & | rhs | ) |
Assignment operator.
|
virtual |
Reset the solver interface.
A call to reset() returns the solver interface to the same state as it would have if it had just been constructed by calling the default constructor OsiSolverInterface().
Reimplemented from OsiSolverInterface.
|
protectedvirtual |
Apply a row cut (append to the constraint matrix).
Implements OsiSolverInterface.
|
protectedvirtual |
Apply a column cut (adjust the bounds of one or more variables).
Implements OsiSolverInterface.
|
protected |
Set OsiSolverInterface object state for default constructor.
This routine establishes the initial values of data fields in the OsiSolverInterface object when the object is created using the default constructor.
|
private |
The real work of the constructor.
|
private |
The real work of the destructor.
|
private |
free cached column rim vectors
|
private |
free cached row rim vectors
|
private |
free cached result vectors
|
private |
free cached matrices
|
private |
free all cached data (except specified entries, see getLpPtr())
|
private |
free all allocated memory
|
friend |
A function that tests the methods in the OsiSymSolverInterface class.
|
private |
The pointer to the SYMPHONY problem environment.
Definition at line 750 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to objective vector.
Definition at line 754 of file OsiSymSolverInterface.hpp.
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mutableprivate |
Pointer to second objective vector to be used in bicriteria solver.
Definition at line 757 of file OsiSymSolverInterface.hpp.
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mutableprivate |
Pointer to dense vector of variable lower bounds.
Definition at line 760 of file OsiSymSolverInterface.hpp.
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mutableprivate |
Pointer to dense vector of variable lower bounds.
Definition at line 763 of file OsiSymSolverInterface.hpp.
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mutableprivate |
Pointer to dense vector of variable lower bounds.
Definition at line 766 of file OsiSymSolverInterface.hpp.
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mutableprivate |
Pointer to dense vector of row sense indicators.
Definition at line 769 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to dense vector of row right-hand side values.
Definition at line 772 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)
Definition at line 777 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to dense vector of row lower bounds.
Definition at line 780 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to dense vector of row upper bounds.
Definition at line 783 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to dense vector of row prices.
Definition at line 786 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to primal solution vector.
Definition at line 789 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to row activity (slack) vector.
Definition at line 792 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to row-wise copy of problem matrix coefficients.
Definition at line 795 of file OsiSymSolverInterface.hpp.
|
mutableprivate |
Pointer to row-wise copy of problem matrix coefficients.
Definition at line 798 of file OsiSymSolverInterface.hpp.