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DyLP
1.10.4
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DyLP
1.10.4
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Abstract Base Class for describing an interface to a solver. More...
#include <OsiSolverInterface.hpp>
Inheritance diagram for OsiSolverInterface: Collaboration diagram for OsiSolverInterface:Classes | |
| class | ApplyCutsReturnCode |
| Internal class for obtaining status from the applyCuts method. More... | |
Public Types | |
| typedef std::vector< std::string > | OsiNameVec |
| Data type for name vectors. More... | |
Public Member Functions | |
Solve methods | |
| virtual void | initialSolve ()=0 |
| Solve initial LP relaxation. More... | |
| virtual void | resolve ()=0 |
| Resolve an LP relaxation after problem modification. More... | |
| virtual void | branchAndBound ()=0 |
| Invoke solver's built-in enumeration algorithm. More... | |
Parameter set/get methods | |
The set methods return true if the parameter was set to the given value, false otherwise. When a set method returns false, the original value (if any) should be unchanged. 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.
The format for hints is slightly different in that a boolean specifies the sense of the hint and an enum specifies the strength of the hint. Hints should be initialised when a solver is instantiated. (See OsiSolverParameters.hpp for defined hint parameters and strength.) When specifying the sense of the hint, a value of true means to work with the hint, false to work against it. For example,
As another example, a solver interface could use the value and strength of the
| |
| virtual bool | setIntParam (OsiIntParam key, int value) |
| Set an integer parameter. More... | |
| virtual bool | setDblParam (OsiDblParam key, double value) |
| Set a double parameter. More... | |
| virtual bool | setStrParam (OsiStrParam key, const std::string &value) |
| Set a string parameter. More... | |
| virtual bool | setHintParam (OsiHintParam key, bool yesNo=true, OsiHintStrength strength=OsiHintTry, void *=NULL) |
| Set a hint parameter. More... | |
| virtual bool | getIntParam (OsiIntParam key, int &value) const |
| Get an integer parameter. More... | |
| virtual bool | getDblParam (OsiDblParam key, double &value) const |
| Get a double parameter. More... | |
| virtual bool | getStrParam (OsiStrParam key, std::string &value) const |
| Get a string 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... | |
Methods returning info on how the solution process terminated | |
| virtual bool | isAbandoned () const =0 |
| Are there numerical difficulties? More... | |
| virtual bool | isProvenOptimal () const =0 |
| Is optimality proven? More... | |
| virtual bool | isProvenPrimalInfeasible () const =0 |
| Is primal infeasibility proven? More... | |
| virtual bool | isProvenDualInfeasible () const =0 |
| Is dual infeasibility proven? 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 bool | isIterationLimitReached () const =0 |
| Iteration limit reached? More... | |
Warm start methods | |
Note that the warm start methods return a generic CoinWarmStart object. The precise characteristics of this object are solver-dependent. Clients who wish to maintain a maximum degree of solver independence should take care to avoid unnecessary assumptions about the properties of a warm start object. | |
| virtual CoinWarmStart * | getEmptyWarmStart () const =0 |
| Get an empty warm start object. More... | |
| virtual CoinWarmStart * | getWarmStart () const =0 |
| Get warm start information. More... | |
| virtual CoinWarmStart * | getPointerToWarmStart (bool &mustDelete) |
| Get warm start information. More... | |
| virtual bool | setWarmStart (const CoinWarmStart *warmstart)=0 |
| Set warm start information. More... | |
Hot start methods | |
Primarily used in strong branching. The user can create a hot start object — a snapshot of the optimization process — then reoptimize over and over again, starting from the same point.
| |
| 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... | |
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. | |
| virtual int | getNumCols () const =0 |
| Get the number of columns. More... | |
| virtual int | getNumRows () const =0 |
| Get the number of rows. More... | |
| virtual CoinBigIndex | getNumElements () const =0 |
| Get the number of nonzero elements. More... | |
| virtual int | getNumIntegers () const |
| Get the number of integer variables. More... | |
| virtual const double * | getColLower () const =0 |
| Get a pointer to an array[getNumCols()] of column lower bounds. More... | |
| virtual const double * | getColUpper () const =0 |
| Get a pointer to an array[getNumCols()] of column upper bounds. More... | |
| virtual const char * | getRowSense () const =0 |
| Get a pointer to an array[getNumRows()] of row constraint senses. More... | |
| virtual const double * | getRightHandSide () const =0 |
| Get a pointer to an array[getNumRows()] of row right-hand sides. More... | |
| virtual const double * | getRowRange () const =0 |
| Get a pointer to an array[getNumRows()] of row ranges. More... | |
| virtual const double * | getRowLower () const =0 |
| Get a pointer to an array[getNumRows()] of row lower bounds. More... | |
| virtual const double * | getRowUpper () const =0 |
| Get a pointer to an array[getNumRows()] of row upper bounds. More... | |
| virtual const double * | getObjCoefficients () const =0 |
| Get a pointer to an array[getNumCols()] of objective function coefficients. More... | |
| virtual double | getObjSense () const =0 |
| Get the objective function sense. More... | |
| virtual bool | isContinuous (int colIndex) const =0 |
| Return true if the variable is continuous. More... | |
| virtual bool | isBinary (int colIndex) const |
| Return true if the variable is binary. More... | |
| virtual bool | isInteger (int colIndex) const |
| Return true if the variable is integer. More... | |
| virtual bool | isIntegerNonBinary (int colIndex) const |
| Return true if the variable is general integer. More... | |
| virtual bool | isFreeBinary (int colIndex) const |
| Return true if the variable is binary and not fixed. 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 const CoinPackedMatrix * | getMatrixByRow () const =0 |
| Get a pointer to a row-wise copy of the matrix. More... | |
| virtual const CoinPackedMatrix * | getMatrixByCol () const =0 |
| Get a pointer to a column-wise copy of the matrix. 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 double | getInfinity () const =0 |
| Get the solver's value for infinity. More... | |
Solution query methods | |
| virtual const double * | getColSolution () const =0 |
| Get a pointer to an array[getNumCols()] of primal variable values. 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 const double * | getRowPrice () const =0 |
| Get pointer to array[getNumRows()] of dual variable values. More... | |
| virtual const double * | getReducedCost () const =0 |
| Get a pointer to an array[getNumCols()] of reduced costs. More... | |
| virtual const double * | getRowActivity () const =0 |
| Get a pointer to array[getNumRows()] of row activity levels. More... | |
| virtual double | getObjValue () const =0 |
| Get the objective function value. More... | |
| virtual int | getIterationCount () const =0 |
| 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 =0 |
| Get as many dual rays as the solver can provide. More... | |
| virtual std::vector< double * > | getPrimalRays (int maxNumRays) const =0 |
| Get as many primal rays as the solver can provide. 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... | |
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)=0 |
| Set an objective function coefficient. 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 | setObjSense (double s)=0 |
| Set the objective function sense. More... | |
| virtual void | setColLower (int elementIndex, double elementValue)=0 |
| Set a single column lower bound. More... | |
| virtual void | setColLower (const double *array) |
| Set the lower bounds for all columns. More... | |
| virtual void | setColUpper (int elementIndex, double elementValue)=0 |
| Set a single column upper bound. 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 | setRowLower (int elementIndex, double elementValue)=0 |
| Set a single row lower bound. More... | |
| virtual void | setRowUpper (int elementIndex, double elementValue)=0 |
| Set a single row upper bound. 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 | setRowType (int index, char sense, double rightHandSide, double range)=0 |
| Set the type of a single row. 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 void | setColSolution (const double *colsol)=0 |
| Set the primal solution variable values. More... | |
| virtual void | setRowPrice (const double *rowprice)=0 |
| Set dual solution variable values. More... | |
| virtual int | reducedCostFix (double gap, bool justInteger=true) |
| Fix variables at bound based on reduced cost. More... | |
Methods to set variable type | |
| virtual void | setContinuous (int index)=0 |
| Set the index-th variable to be a continuous variable. More... | |
| virtual void | setInteger (int index)=0 |
| Set the index-th variable to be an integer variable. 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... | |
Methods for row and column names | |
Osi defines three name management disciplines: `auto names' (0), `lazy names' (1), and `full names' (2). See the description of OsiNameDiscipline for details. Changing the name discipline (via setIntParam()) will not automatically add or remove name information, but setting the discipline to auto will make existing information inaccessible until the discipline is reset to lazy or full. By definition, a row index of getNumRows() (i.e., one larger than the largest valid row index) refers to the objective function. OSI users and implementors: While the OSI base class can define an interface and provide rudimentary support, use of names really depends on support by the OsiXXX class to ensure that names are managed correctly. If an OsiXXX class does not support names, it should return false for calls to getIntParam() or setIntParam() that reference OsiNameDiscipline. | |
| 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... | |
Methods to modify the constraint system. | |
Note that new columns are added as continuous variables. | |
| virtual void | addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)=0 |
| Add a column (primal variable) to the problem. 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 | deleteCols (const int num, const int *colIndices)=0 |
| Remove a set of columns (primal variables) from the problem. More... | |
| virtual void | addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)=0 |
| Add a row (constraint) to the problem. 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)=0 |
| Add a 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) |
| Add a row (constraint) to the problem. More... | |
| virtual void | addRows (const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub) |
| Add a set of rows (constraints) to the problem. More... | |
| 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) |
| Add rows from a CoinModel object. More... | |
| virtual void | deleteRows (const int num, const int *rowIndices)=0 |
| Delete a set of rows (constraints) from the problem. More... | |
| 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... | |
Methods for problem input and output | |
| virtual void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)=0 |
| Load in a problem by copying the arguments. More... | |
| virtual void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub)=0 |
| Load in a problem by assuming ownership of the arguments. 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)=0 |
| Load in a problem by copying the arguments. More... | |
| virtual void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)=0 |
| Load in a problem by assuming ownership of the arguments. 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)=0 |
| Load in a problem by copying the arguments. 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)=0 |
| Load in a problem by copying the arguments. More... | |
| virtual int | loadFromCoinModel (CoinModel &modelObject, bool keepSolution=false) |
| Load a model from a CoinModel object. More... | |
| virtual int | readMps (const char *filename, const char *extension="mps") |
| Read a problem in MPS format from the given filename. 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... | |
| virtual int | readGMPL (const char *filename, const char *dataname=NULL) |
| Read a problem in GMPL format from the given filenames. More... | |
| virtual void | writeMps (const char *filename, const char *extension="mps", double objSense=0.0) const =0 |
| Write the problem in MPS format to the specified file. 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... | |
Miscellaneous | |
| 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... | |
Setting/Accessing application data | |
| 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... | |
Message handling | |
See the COIN library documentation for additional information about COIN message facilities. | |
| virtual void | passInMessageHandler (CoinMessageHandler *handler) |
| Pass in a message handler. More... | |
| void | newLanguage (CoinMessages::Language language) |
| Set language. More... | |
| void | setLanguage (CoinMessages::Language language) |
| 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... | |
Methods for dealing with discontinuities other than integers. | |
Osi should be able to know about SOS and other types. This is an optional section where such information can be stored. | |
| 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... | |
Methods related to testing generated cuts | |
See the documentation for OsiRowCutDebugger for additional details. | |
| 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... | |
OsiSimplexInterface | |
Simplex Interface Methods for an advanced interface to a simplex solver. The interface comprises two groups of methods. Group 1 contains methods for tableau access. Group 2 contains methods for dictating individual simplex pivots. | |
| virtual int | canDoSimplexInterface () const |
| Return the simplex implementation level. More... | |
OsiSimplex Group 1 | |
Tableau access methods. This group of methods provides access to rows and columns of the basis inverse and to rows and columns of the tableau. | |
| 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... | |
OsiSimplex Group 2 | |
Pivoting methods This group of methods provides for control of individual pivots by a simplex solver. | |
| 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... | |
Constructors and destructors | |
| OsiSolverInterface () | |
| Default Constructor. More... | |
| virtual OsiSolverInterface * | clone (bool copyData=true) const =0 |
| Clone. More... | |
| OsiSolverInterface (const OsiSolverInterface &) | |
| Copy constructor. More... | |
| OsiSolverInterface & | operator= (const OsiSolverInterface &rhs) |
| Assignment operator. More... | |
| virtual | ~OsiSolverInterface () |
| Destructor. More... | |
| virtual void | reset () |
| Reset the solver interface. More... | |
Protected Member Functions | |
Protected methods | |
| virtual void | applyRowCut (const OsiRowCut &rc)=0 |
| Apply a row cut (append to the constraint matrix). More... | |
| virtual void | applyColCut (const OsiColCut &cc)=0 |
| Apply a column cut (adjust the bounds of one or more variables). More... | |
| 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... | |
Protected Attributes | |
Protected member data | |
| 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... | |
Private Attributes | |
Private member data | |
| OsiAuxInfo * | appDataEtc_ |
| Pointer to user-defined data structure - and more if user wants. More... | |
| int | intParam_ [OsiLastIntParam] |
| Array of integer parameters. More... | |
| double | dblParam_ [OsiLastDblParam] |
| Array of double parameters. More... | |
| std::string | strParam_ [OsiLastStrParam] |
| Array of string parameters. More... | |
| bool | hintParam_ [OsiLastHintParam] |
| Array of hint parameters. More... | |
| OsiHintStrength | hintStrength_ [OsiLastHintParam] |
| Array of hint strengths. More... | |
| CoinWarmStart * | ws_ |
| Warm start information used for hot starts when the default hot start implementation is used. More... | |
| std::vector< double > | strictColSolution_ |
| Column solution satisfying lower and upper column bounds. More... | |
| OsiNameVec | rowNames_ |
| Row names. More... | |
| OsiNameVec | colNames_ |
| Column names. More... | |
| std::string | objName_ |
| Objective name. More... | |
Friends | |
| void | OsiSolverInterfaceCommonUnitTest (const OsiSolverInterface *emptySi, const std::string &mpsDir, const std::string &netlibDir) |
| A function that tests the methods in the OsiSolverInterface class. More... | |
| void | OsiSolverInterfaceMpsUnitTest (const std::vector< OsiSolverInterface * > &vecSiP, const std::string &mpsDir) |
| A function that tests that a lot of problems given in MPS files (mostly the NETLIB problems) solve properly with all the specified solvers. More... | |
Abstract Base Class for describing an interface to a solver.
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 61 of file OsiSolverInterface.hpp.
| typedef std::vector< std::string > OsiSolverInterface::OsiNameVec |
Data type for name vectors.
Definition at line 930 of file OsiSolverInterface.hpp.
| OsiSolverInterface::OsiSolverInterface | ( | ) |
Default Constructor.
| OsiSolverInterface::OsiSolverInterface | ( | const OsiSolverInterface & | ) |
Copy constructor.
|
virtual |
Destructor.
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pure virtual |
Solve initial LP relaxation.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiSpxSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiGrbSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Resolve an LP relaxation after problem modification.
Note the `re-' in `resolve'. initialSolve() should be used to solve the problem for the first time.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiSpxSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiGrbSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Invoke solver's built-in enumeration algorithm.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiSpxSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiGrbSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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inlinevirtual |
Set an integer parameter.
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiSpxSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiGrbSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
Definition at line 278 of file OsiSolverInterface.hpp.
|
inlinevirtual |
Set a double parameter.
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiSpxSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiGrbSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
Definition at line 286 of file OsiSolverInterface.hpp.
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inlinevirtual |
Set a string parameter.
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiGrbSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
Definition at line 294 of file OsiSolverInterface.hpp.
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inlinevirtual |
Set a hint parameter.
The otherInformation parameter can be used to pass in an arbitrary block of information which is interpreted by the OSI and the underlying solver. Users are cautioned that this hook is solver-specific.
Implementors: The default implementation completely ignores otherInformation and always throws an exception for OsiForceDo. This is almost certainly not the behaviour you want; you really should override this method.
Reimplemented in OsiDylpSolverInterface, OsiGlpkSolverInterface, and OsiGrbSolverInterface.
Definition at line 312 of file OsiSolverInterface.hpp.
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inlinevirtual |
Get an integer parameter.
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiGrbSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
Definition at line 326 of file OsiSolverInterface.hpp.
|
inlinevirtual |
Get a double parameter.
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiGrbSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
Definition at line 334 of file OsiSolverInterface.hpp.
|
inlinevirtual |
Get a string parameter.
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiGrbSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
Definition at line 342 of file OsiSolverInterface.hpp.
|
inlinevirtual |
Get a hint parameter (all information)
Return all available information for the hint: sense, strength, and any extra information associated with the hint.
Implementors: The default implementation will always set otherInformation to NULL. This is almost certainly not the behaviour you want; you really should override this method.
Reimplemented in OsiDylpSolverInterface, and OsiGrbSolverInterface.
Definition at line 358 of file OsiSolverInterface.hpp.
|
inlinevirtual |
Get a hint parameter (sense and strength only)
Return only the sense and strength of the hint.
Reimplemented in OsiGrbSolverInterface.
Definition at line 373 of file OsiSolverInterface.hpp.
|
inlinevirtual |
Get a hint parameter (sense only)
Return only the sense (true/false) of the hint.
Reimplemented in OsiGrbSolverInterface.
Definition at line 386 of file OsiSolverInterface.hpp.
| void OsiSolverInterface::copyParameters | ( | OsiSolverInterface & | rhs | ) |
Copy all parameters in this section from one solver to another.
Note that the current implementation also copies the appData block, message handler, and rowCutDebugger. Arguably these should have independent copy methods.
|
inline |
Return the integrality tolerance of the underlying solver.
We should be able to get an integrality tolerance, but until that time just use the primal tolerance
Definition at line 414 of file OsiSolverInterface.hpp.
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pure virtual |
Are there numerical difficulties?
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGrbSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Is optimality proven?
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGrbSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Is primal infeasibility proven?
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGrbSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Is dual infeasibility proven?
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGrbSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
|
virtual |
Is the given primal objective limit reached?
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGrbSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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virtual |
Is the given dual objective limit reached?
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGrbSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Iteration limit reached?
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGrbSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get an empty warm start object.
This routine returns an empty warm start object. Its purpose is to provide a way for a client to acquire a warm start object of the appropriate type for the solver, which can then be resized and modified as desired.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get warm start information.
Return warm start information for the current state of the solver interface. If there is no valid warm start information, an empty warm start object wil be returned.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
|
virtual |
Get warm start information.
Return warm start information for the current state of the solver interface. If there is no valid warm start information, an empty warm start object wil be returned. This does not necessarily create an object - may just point to one. must Delete set true if user should delete returned object.
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pure virtual |
Set warm start information.
Return true or false depending on whether the warm start information was accepted or not. By definition, a call to setWarmStart with a null parameter should cause the solver interface to refresh its warm start information from the underlying solver.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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virtual |
Create a hot start snapshot of the optimization process.
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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virtual |
Optimize starting from the hot start snapshot.
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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virtual |
Delete the hot start snapshot.
Reimplemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get the number of columns.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get the number of rows.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get the number of nonzero elements.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
|
virtual |
Get the number of integer variables.
Reimplemented in OsiDylpSolverInterface.
|
pure virtual |
Get a pointer to an array[getNumCols()] of column lower bounds.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get a pointer to an array[getNumCols()] of column upper bounds.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get a pointer to an array[getNumRows()] of row constraint senses.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get a pointer to an array[getNumRows()] of row right-hand sides.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get a pointer to an array[getNumRows()] of row ranges.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get a pointer to an array[getNumRows()] of row lower bounds.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Get a pointer to an array[getNumRows()] of row upper bounds.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get a pointer to an array[getNumCols()] of objective function coefficients.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get the objective function sense.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Return true if the variable is continuous.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
|
virtual |
Return true if the variable is binary.
Reimplemented in OsiDylpSolverInterface.
|
virtual |
Return true if the variable is integer.
This method returns true if the variable is binary or general integer.
Reimplemented in OsiDylpSolverInterface.
|
virtual |
Return true if the variable is general integer.
Reimplemented in OsiDylpSolverInterface.
|
virtual |
Return true if the variable is binary and not fixed.
|
inline |
Return an array[getNumCols()] of column types.
Definition at line 623 of file OsiSolverInterface.hpp.
|
inline |
Set column type.
Definition at line 629 of file OsiSolverInterface.hpp.
|
virtual |
Return an array[getNumCols()] of column types.
If refresh is true, the classification of integer variables as binary or general integer will be reevaluated. If the current bounds are [0,1], or if the variable is fixed at 0 or 1, it will be classified as binary, otherwise it will be classified as general integer.
|
pure virtual |
Get a pointer to a row-wise copy of the matrix.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Get a pointer to a column-wise copy of the matrix.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
inlinevirtual |
Get a pointer to a mutable row-wise copy of the matrix.
Returns NULL if the request is not meaningful (i.e., the OSI will not recognise any modifications to the matrix).
Definition at line 662 of file OsiSolverInterface.hpp.
|
inlinevirtual |
Get a pointer to a mutable column-wise copy of the matrix.
Returns NULL if the request is not meaningful (i.e., the OSI will not recognise any modifications to the matrix).
Definition at line 669 of file OsiSolverInterface.hpp.
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pure virtual |
Get the solver's value for infinity.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get a pointer to an array[getNumCols()] of primal variable values.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
virtual |
Get a pointer to an array[getNumCols()] of primal variable values guaranteed to be between the column lower and upper bounds.
|
pure virtual |
Get pointer to array[getNumRows()] of dual variable values.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
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pure virtual |
Get a pointer to an array[getNumCols()] of reduced costs.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Get a pointer to array[getNumRows()] of row activity levels.
The row activity for a row is the left-hand side evaluated at the current solution.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Get the objective function value.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Get the number of iterations it took to solve the problem (whatever `iteration' means to the solver).
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Get as many dual rays as the solver can provide.
In case of proven primal infeasibility there should (with high probability) be at least one.
The first getNumRows() ray components will always be associated with the row duals (as returned by getRowPrice()). If fullRay is true, the final getNumCols() entries will correspond to the ray components associated with the nonbasic variables. If the full ray is requested and the method cannot provide it, it will throw an exception.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Get as many primal rays as the solver can provide.
In case of proven dual infeasibility there should (with high probability) be at least one.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
virtual |
Get vector of indices of primal variables which are integer variables but have fractional values in the current solution.
|
pure virtual |
Set an objective function coefficient.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
virtual |
Set a set of objective function coefficients.
Reimplemented in OsiCpxSolverInterface, OsiMskSolverInterface, and OsiGrbSolverInterface.
|
virtual |
Set the objective coefficients for all columns.
array [getNumCols()] is an array of values for the objective. This defaults to a series of set operations and is here for speed.
Reimplemented in OsiDylpSolverInterface.
|
pure virtual |
Set the objective function sense.
Use 1 for minimisation (default), -1 for maximisation.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, OsiDylpSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Set a single column lower bound.
Use -getInfinity() for -infinity.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiSpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
virtual |
Set the lower bounds for all columns.
array [getNumCols()] is an array of values for the lower bounds. This defaults to a series of set operations and is here for speed.
|
pure virtual |
Set a single column upper bound.
Use getInfinity() for infinity.
Implemented in OsiDylpSolverInterface, OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiSpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
virtual |
Set the upper bounds for all columns.
array [getNumCols()] is an array of values for the upper bounds. This defaults to a series of set operations and is here for speed.
|
inlinevirtual |
Set a single column lower and upper bound.
The default implementation just invokes setColLower() and setColUpper()
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiSpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
Definition at line 818 of file OsiSolverInterface.hpp.
|
virtual |
Set the upper and lower bounds of a set of columns.
The default implementation just invokes setColBounds() over and over again. For each column, boundList must contain both a lower and upper bound, in that order.
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Set a single row lower bound.
Use -getInfinity() for -infinity.
Implemented in OsiTestSolverInterface, OsiDylpSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiSpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Set a single row upper bound.
Use getInfinity() for infinity.
Implemented in OsiTestSolverInterface, OsiDylpSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiSpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
inlinevirtual |
Set a single row lower and upper bound.
The default implementation just invokes setRowLower() and setRowUpper()
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiSpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
Definition at line 846 of file OsiSolverInterface.hpp.
|
virtual |
Set the bounds on a set of rows.
The default implementation just invokes setRowBounds() over and over again. For each row, boundList must contain both a lower and upper bound, in that order.
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
Set the type of a single row.
Implemented in OsiTestSolverInterface, OsiDylpSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiSpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
virtual |
Set the type of a set of rows.
The default implementation just invokes setRowType() over and over again.
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
pure virtual |
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.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, OsiXprSolverInterface, and OsiDylpSolverInterface.
|
pure virtual |
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.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, OsiXprSolverInterface, and OsiDylpSolverInterface.
|
virtual |
Fix variables at bound based on reduced cost.
For variables currently at bound, fix the variable at bound if the reduced cost exceeds the gap. Return the number of variables fixed.
If justInteger is set to false, the routine will also fix continuous variables, but the test still assumes a delta of 1.0.
|
pure virtual |
Set the index-th variable to be a continuous variable.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
pure virtual |
Set the index-th variable to be an integer variable.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
virtual |
Set the variables listed in indices (which is of length len) to be continuous variables.
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, and OsiGrbSolverInterface.
|
virtual |
Set the variables listed in indices (which is of length len) to be integer variables.
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, and OsiGrbSolverInterface.
|
virtual |
Generate a standard name of the form Rnnnnnnn or Cnnnnnnn.
Set rc to 'r' for a row name, 'c' for a column name. The `nnnnnnn' part is generated from ndx and will contain 7 digits by default, padded with zeros if necessary. As a special case, ndx = getNumRows() is interpreted as a request for the name of the objective function. OBJECTIVE is returned, truncated to digits+1 characters to match the row and column names.
|
virtual |
Return the name of the objective function.
|
inlinevirtual |
Set the name of the objective function.
Reimplemented in OsiGlpkSolverInterface, and OsiDylpSolverInterface.
Definition at line 971 of file OsiSolverInterface.hpp.
|
virtual |
Return the name of the row.
The routine will always return some name, regardless of the name discipline or the level of support by an OsiXXX derived class. Use maxLen to limit the length.
|
virtual |
Return a pointer to a vector of row names.
If the name discipline (OsiNameDiscipline) is auto, the return value will be a vector of length zero. If the name discipline is lazy, the vector will contain only names supplied by the client and will be no larger than needed to hold those names; entries not supplied will be null strings. In particular, the objective name is not included in the vector for lazy names. If the name discipline is full, the vector will have getNumRows() names, either supplied or generated, plus one additional entry for the objective name.
|
virtual |
Set a row name.
Quietly does nothing if the name discipline (OsiNameDiscipline) is auto. Quietly fails if the row index is invalid.
Reimplemented in OsiGlpkSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
virtual |
Set multiple row names.
The run of len entries starting at srcNames[srcStart] are installed as row names starting at row index tgtStart. The base class implementation makes repeated calls to setRowName.
|
virtual |
Delete len row names starting at index tgtStart.
The specified row names are removed and the remaining row names are copied down to close the gap.
|
virtual |
Return the name of the column.
The routine will always return some name, regardless of the name discipline or the level of support by an OsiXXX derived class. Use maxLen to limit the length.
|
virtual |
Return a pointer to a vector of column names.
If the name discipline (OsiNameDiscipline) is auto, the return value will be a vector of length zero. If the name discipline is lazy, the vector will contain only names supplied by the client and will be no larger than needed to hold those names; entries not supplied will be null strings. If the name discipline is full, the vector will have getNumCols() names, either supplied or generated.
|
virtual |
Set a column name.
Quietly does nothing if the name discipline (OsiNameDiscipline) is auto. Quietly fails if the column index is invalid.
Reimplemented in OsiGlpkSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
virtual |
Set multiple column names.
The run of len entries starting at srcNames[srcStart] are installed as column names starting at column index tgtStart. The base class implementation makes repeated calls to setColName.
|
virtual |
Delete len column names starting at index tgtStart.
The specified column names are removed and the remaining column names are copied down to close the gap.
| void OsiSolverInterface::setRowColNames | ( | const CoinMpsIO & | mps | ) |
Set row and column names from a CoinMpsIO object.
Also sets the name of the objective function. If the name discipline is auto, you get what you asked for. This routine does not use setRowName or setColName.
| void OsiSolverInterface::setRowColNames | ( | CoinModel & | mod | ) |
Set row and column names from a CoinModel object.
If the name discipline is auto, you get what you asked for. This routine does not use setRowName or setColName.
| void OsiSolverInterface::setRowColNames | ( | CoinLpIO & | mod | ) |
Set row and column names from a CoinLpIO object.
Also sets the name of the objective function. If the name discipline is auto, you get what you asked for. This routine does not use setRowName or setColName.
|
pure virtual |
Add a column (primal variable) to the problem.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, OsiXprSolverInterface, and OsiDylpSolverInterface.
|
virtual |
Add a named column (primal variable) to the problem.
The default implementation adds the column, then changes the name. This can surely be made more efficient within an OsiXXX class.
|
virtual |
Add a column (primal variable) to the problem.
|
virtual |
Add a named column (primal variable) to the problem.
The default implementation adds the column, then changes the name. This can surely be made more efficient within an OsiXXX class.
|
virtual |
Add a set of columns (primal variables) to the problem.
The default implementation simply makes repeated calls to addCol().
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
virtual |
Add a set of columns (primal variables) to the problem.
The default implementation simply makes repeated calls to addCol().
| void OsiSolverInterface::addCols | ( | const CoinBuild & | buildObject | ) |
Add columns using a CoinBuild object.
| int OsiSolverInterface::addCols | ( | CoinModel & | modelObject | ) |
Add columns from a model object.
returns -1 if object in bad state (i.e. has row information) otherwise number of errors modelObject non const as can be regularized as part of build
|
pure virtual |
Remove a set of columns (primal variables) from the problem.
The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted variables are nonbasic.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, OsiXprSolverInterface, and OsiDylpSolverInterface.
|
pure virtual |
Add a row (constraint) to the problem.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, OsiXprSolverInterface, and OsiDylpSolverInterface.
|
virtual |
Add a named row (constraint) to the problem.
The default implementation adds the row, then changes the name. This can surely be made more efficient within an OsiXXX class.
|
pure virtual |
Add a row (constraint) to the problem.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, OsiXprSolverInterface, and OsiDylpSolverInterface.
|
virtual |
Add a named row (constraint) to the problem.
The default implementation adds the row, then changes the name. This can surely be made more efficient within an OsiXXX class.
|
virtual |
Add a row (constraint) to the problem.
Converts to addRow(CoinPackedVectorBase&,const double,const double).
|
virtual |
Add a set of rows (constraints) to the problem.
The default implementation simply makes repeated calls to addRow().
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
virtual |
Add a set of rows (constraints) to the problem.
The default implementation simply makes repeated calls to addRow().
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, and OsiXprSolverInterface.
|
virtual |
Add a set of rows (constraints) to the problem.
The default implementation simply makes repeated calls to addRow().
| void OsiSolverInterface::addRows | ( | const CoinBuild & | buildObject | ) |
Add rows using a CoinBuild object.
| int OsiSolverInterface::addRows | ( | CoinModel & | modelObject | ) |
Add rows from a CoinModel object.
Returns -1 if the object is in the wrong state (i.e., has column-major information), otherwise the number of errors.
The modelObject is not const as it can be regularized as part of the build.
|
pure virtual |
Delete a set of rows (constraints) from the problem.
The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted rows are loose.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiGrbSolverInterface, OsiXprSolverInterface, and OsiDylpSolverInterface.
|
inlinevirtual |
Replace the constraint matrix.
I (JJF) am getting annoyed because I can't just replace a matrix. The default behavior of this is do nothing so only use where that would not matter, e.g. strengthening a matrix for MIP.
Definition at line 1274 of file OsiSolverInterface.hpp.
|
inlinevirtual |
Replace the constraint matrix.
And if it does matter (not used at present)
Definition at line 1280 of file OsiSolverInterface.hpp.
|
inlinevirtual |
Save a copy of the base model.
If solver wants it can save a copy of "base" (continuous) model here.
Definition at line 1286 of file OsiSolverInterface.hpp.
|
virtual |
Reduce the constraint system to the specified number of constraints.
If solver wants it can restore a copy of "base" (continuous) model here.
numberRows is exactly the number of original constraints. Do not, however, neglect the possibility that numberRows does not equal the number of original constraints.
|
virtual |
Apply a collection of cuts.
Only cuts which have an effectiveness >= effectivenessLb are applied.
effectiveness < effectivenessLb Reimplemented in OsiGrbSolverInterface.
|
virtual |
Apply a collection of row cuts which are all effective.
applyCuts seems to do one at a time which seems inefficient. Would be even more efficient to pass an array of pointers.
|
virtual |
Apply a collection of row cuts which are all effective.
This is passed in as an array of pointers.
| void OsiSolverInterface::deleteBranchingInfo | ( | int | numberDeleted, |
| const int * | which | ||
| ) |
Deletes branching information before columns deleted.
|
pure virtual |
Load in a 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 Note that the default values for rowub and rowlb produce the constraint -infty <= ax <= infty. This is probably not what you want.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
pure virtual |
Load in a problem by assuming ownership of the arguments.
The constraints on the rows are given by lower and upper bounds.
For default argument values see the matching loadProblem method.
delete and delete[] functions. Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
pure virtual |
Load in a 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 Note that the default values for rowsen, rowrhs, and rowrng produce the constraint ax >= 0.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
pure virtual |
Load in a problem by assuming ownership of the arguments.
The constraints on the rows are given by sense/rhs/range triplets.
For default argument values see the matching loadProblem method.
delete and delete[] functions. Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
pure virtual |
Load in a problem by copying the arguments.
The constraint matrix is is specified with standard column-major column starts / row indices / coefficients vectors. The constraints on the rows are given by lower and upper bounds.
The matrix vectors must be gap-free. Note that start must have numcols+1 entries so that the length of the last column can be calculated as start[numcols]-start[numcols-1].
See the previous loadProblem method using rowlb and rowub for default argument values.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
pure virtual |
Load in a problem by copying the arguments.
The constraint matrix is is specified with standard column-major column starts / row indices / coefficients vectors. The constraints on the rows are given by sense/rhs/range triplets.
The matrix vectors must be gap-free. Note that start must have numcols+1 entries so that the length of the last column can be calculated as start[numcols]-start[numcols-1].
See the previous loadProblem method using sense/rhs/range for default argument values.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
virtual |
Load a model from a CoinModel object.
Return the number of errors encountered.
The modelObject parameter cannot be const as it may be changed as part of process. If keepSolution is true will try and keep warmStart.
|
virtual |
Read a problem in MPS format from the given filename.
The default implementation uses CoinMpsIO::readMps() to read the MPS file and returns the number of errors encountered.
Reimplemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
|
virtual |
Read a problem in MPS format from the given full filename.
This uses CoinMpsIO::readMps() to read the MPS file and returns the number of errors encountered. It also may return an array of set information
Reimplemented in OsiDylpSolverInterface.
|
virtual |
Read a problem in GMPL format from the given filenames.
The default implementation uses CoinMpsIO::readGMPL(). This capability is available only if the third-party package Glpk is installed.
|
pure virtual |
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 the implementation.
Implemented in OsiTestSolverInterface, OsiGlpkSolverInterface, OsiSpxSolverInterface, OsiCpxSolverInterface, OsiMskSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
| int OsiSolverInterface::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.
Row and column names may be null. formatType is
Returns non-zero on I/O error
|
virtual |
Write the problem into an Lp file of the given filename with the specified extension.
Coefficients with value less than epsilon away from an integer value are written as integers. Write at most numberAcross monomials on a line. Write non integer numbers with decimals digits after the decimal point.
The written problem is always a minimization problem. If the current problem is a maximization problem, the intended objective function for the written problem is the current objective function multiplied by -1. If the current problem is a minimization problem, the intended objective function for the written problem is the current objective function. If objSense < 0, the intended objective function is multiplied by -1 before writing the problem. It is left unchanged otherwise.
Write objective function name and constraint names if useRowNames is true. This version calls writeLpNative().
|
virtual |
Write the problem into the file pointed to by the parameter fp.
Other parameters are similar to those of writeLp() with first parameter filename.
| int OsiSolverInterface::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.
Parameters are similar to those of writeLp(), but in addition row names and column names may be given.
Parameter rowNames may be NULL, in which case default row names are used. If rowNames is not NULL, it must have exactly one entry per row in the problem and one additional entry (rowNames[getNumRows()] with the objective function name. These getNumRows()+1 entries must be distinct. If this is not the case, default row names are used. In addition, format restrictions are imposed on names (see CoinLpIO::is_invalid_name() for details).
Similar remarks can be made for the parameter columnNames which must either be NULL or have exactly getNumCols() distinct entries.
Write objective function name and constraint names if useRowNames is true.
| int OsiSolverInterface::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.
Other parameters are similar to those of writeLpNative() with first parameter filename.
|
virtual |
Read file in LP format from file with name filename.
See class CoinLpIO for description of this format.
| int OsiSolverInterface::readLp | ( | FILE * | fp, |
| const double | epsilon = 1e-5 |
||
| ) |
Read file in LP format from the file pointed to by fp.
See class CoinLpIO for description of this format.
| int OsiSolverInterface::differentModel | ( | OsiSolverInterface & | other, |
| bool | ignoreNames = true |
||
| ) |
Check two models against each other.
Return nonzero if different. Ignore names if that set. (Note initial version does not check names) May modify both models by cleaning up
| void OsiSolverInterface::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.
| void OsiSolverInterface::setApplicationData | ( | void * | appData | ) |
Set application data.
This is a pointer that the application can store into and retrieve from the solver interface. This field is available for the application to optionally define and use.
| void OsiSolverInterface::setAuxiliaryInfo | ( | OsiAuxInfo * | auxiliaryInfo | ) |
Create a clone of an Auxiliary Information object.
The base class just stores an application data pointer but can be more general. Application data pointer is designed for one user while this can be extended to cope with more general extensions.
| void* OsiSolverInterface::getApplicationData | ( | ) | const |
Get application data.
| OsiAuxInfo* OsiSolverInterface::getAuxiliaryInfo | ( | ) | const |
Get pointer to auxiliary info object.
|
virtual |
Pass in a message handler.
It is the client's responsibility to destroy a message handler installed by this routine; it will not be destroyed when the solver interface is destroyed.
Reimplemented in OsiCpxSolverInterface, OsiMskSolverInterface, and OsiXprSolverInterface.
| void OsiSolverInterface::newLanguage | ( | CoinMessages::Language | language | ) |
Set language.
|
inline |
Definition at line 1688 of file OsiSolverInterface.hpp.
|
inline |
Return a pointer to the current message handler.
Definition at line 1693 of file OsiSolverInterface.hpp.
|
inline |
Return the current set of messages.
Definition at line 1698 of file OsiSolverInterface.hpp.
|
inline |
Return a pointer to the current set of messages.
Definition at line 1703 of file OsiSolverInterface.hpp.
|
inline |
Return true if default handler.
Definition at line 1708 of file OsiSolverInterface.hpp.
| void OsiSolverInterface::findIntegers | ( | bool | justCount | ) |
Identify integer variables and create corresponding objects.
Record integer variables and create an OsiSimpleInteger object for each one. All existing OsiSimpleInteger objects will be destroyed. If justCount then no objects created and we just store numberIntegers_
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Identify integer variables and SOS and create corresponding objects.
Record integer variables and create an OsiSimpleInteger object for each one. All existing OsiSimpleInteger objects will be destroyed. If the solver supports SOS then do the same for SOS.
If justCount then no objects created and we just store numberIntegers_ Returns number of SOS
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Get the number of objects.
Definition at line 1741 of file OsiSolverInterface.hpp.
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Set the number of objects.
Definition at line 1743 of file OsiSolverInterface.hpp.
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Get the array of objects.
Definition at line 1749 of file OsiSolverInterface.hpp.
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Get the specified object.
Definition at line 1752 of file OsiSolverInterface.hpp.
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Get the specified object.
Definition at line 1754 of file OsiSolverInterface.hpp.
| void OsiSolverInterface::deleteObjects | ( | ) |
Delete all object information.
| void OsiSolverInterface::addObjects | ( | int | numberObjects, |
| OsiObject ** | objects | ||
| ) |
Add in object information.
Objects are cloned; the owner can delete the originals.
| double OsiSolverInterface::forceFeasible | ( | ) |
Use current solution to set bounds so current integer feasible solution will stay feasible.
Only feasible bounds will be used, even if current solution outside bounds. The amount of such violation will be returned (and if small can be ignored)
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virtual |
Activate the row cut debugger.
If modelName is in the set of known models then all cuts are checked to see that they do NOT cut off the optimal solution known to the debugger.
Reimplemented in OsiDylpSolverInterface.
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virtual |
Activate the row cut debugger using a full solution array.
Activate the debugger for a model not included in the debugger's internal database. Cuts will be checked to see that they do NOT cut off the given solution.
solution must be a full solution vector, but only the integer variables need to be correct. The debugger will fill in the continuous variables by solving an lp relaxation with the integer variables fixed as specified. If the given values for the continuous variables should be preserved, set keepContinuous to true.
Reimplemented in OsiDylpSolverInterface.
| const OsiRowCutDebugger* OsiSolverInterface::getRowCutDebugger | ( | ) | const |
Get the row cut debugger provided the solution known to the debugger is within the feasible region held in the solver.
If there is a row cut debugger object associated with model AND if the solution known to the debugger is within the solver's current feasible region (i.e., the column bounds held in the solver are compatible with the known solution) then a pointer to the debugger is returned which may be used to test validity of cuts.
Otherwise NULL is returned
| OsiRowCutDebugger* OsiSolverInterface::getRowCutDebuggerAlways | ( | ) | const |
Get the row cut debugger object.
Return the row cut debugger object if it exists. One common usage of this method is to obtain a debugger object in order to execute OsiRowCutDebugger::redoSolution (so that the stored solution is again compatible with the problem held in the solver).
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Return the simplex implementation level.
The return codes are:
The codes are cumulative - a solver which implements Group 2 also implements Group 1.
Reimplemented in OsiCpxSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
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Prepare the solver for the use of tableau access methods.
Prepares the solver for the use of the tableau access methods, if any such preparation is required.
The const attribute is required due to the places this method may be called (e.g., within CglCutGenerator::generateCuts()).
Reimplemented in OsiCpxSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
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Undo the effects of enableFactorization.
Reimplemented in OsiCpxSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
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Check if an optimal basis is available.
Returns true if the problem has been solved to optimality and a basis is available. This should be used to see if the tableau access operations are possible and meaningful.
Reimplemented in OsiCpxSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
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Synonym for basisIsAvailable.
Definition at line 1880 of file OsiSolverInterface.hpp.
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Retrieve status information for column and row variables.
This method returns status as integer codes:
The getWarmStart method provides essentially the same functionality for a simplex-oriented solver, but the implementation details are very different.
Reimplemented in OsiCpxSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
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Set the status of column and row variables and update the basis factorization and solution.
Status information should be coded as documented for getBasisStatus. Returns 0 if all goes well, 1 if something goes wrong.
This method differs from setWarmStart in the format of the input and in its immediate effect. Think of it as setWarmStart immediately followed by resolve, but no pivots are allowed.
Reimplemented in OsiDylpSolverInterface.
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Calculate duals and reduced costs for the given objective coefficients.
The solver's objective coefficient vector is not changed.
Reimplemented in OsiDylpSolverInterface.
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Get a row of the tableau.
If slack is not null, it will be loaded with the coefficients for the artificial (logical) variables (i.e., the row of the basis inverse).
Reimplemented in OsiCpxSolverInterface, and OsiDylpSolverInterface.
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Get a row of the basis inverse.
Reimplemented in OsiCpxSolverInterface, and OsiDylpSolverInterface.
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Get a column of the tableau.
Reimplemented in OsiCpxSolverInterface, and OsiDylpSolverInterface.
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Get a column of the basis inverse.
Reimplemented in OsiCpxSolverInterface, and OsiDylpSolverInterface.
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Get indices of basic variables.
If the logical (artificial) for row i is basic, the index should be coded as (getNumCols + i). The order of indices must match the order of elements in the vectors returned by getBInvACol and getBInvCol.
Reimplemented in OsiCpxSolverInterface, and OsiDylpSolverInterface.
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Enables normal operation of subsequent functions.
This method is supposed to ensure that all typical things (like reduced costs, etc.) are updated when individual pivots are executed and can be queried by other methods. says whether will be doing primal or dual
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Undo whatever setting changes the above method had to make.
Reimplemented in OsiCpxSolverInterface, and OsiGrbSolverInterface.
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Perform a pivot by substituting a colIn for colOut in the basis.
The status of the leaving variable is given in outStatus. Where 1 is to upper bound, -1 to lower bound Return code was undefined - now for OsiClp is 0 for okay, 1 if inaccuracy forced re-factorization (should be okay) and -1 for singular factorization
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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.
Inputs: colIn – entering column, sign – direction of its change (+/-1). Both for colIn and colOut, artificial variables are index by the negative of the row index minus 1. Return code (for now): 0 – leaving variable found, -1 – everything else? Clearly, more informative set of return values is required Primal and dual solutions are updated
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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.
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pure virtual |
Clone.
The result of calling clone(false) is defined to be equivalent to calling the default constructor OsiSolverInterface().
Implemented in OsiGlpkSolverInterface, OsiTestSolverInterface, OsiMskSolverInterface, OsiCpxSolverInterface, OsiXprSolverInterface, OsiGrbSolverInterface, OsiSpxSolverInterface, and OsiDylpSolverInterface.
| OsiSolverInterface& OsiSolverInterface::operator= | ( | const OsiSolverInterface & | rhs | ) |
Assignment operator.
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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 in OsiGlpkSolverInterface, OsiCpxSolverInterface, OsiGrbSolverInterface, and OsiDylpSolverInterface.
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protectedpure virtual |
Apply a row cut (append to the constraint matrix).
Implemented in OsiCpxSolverInterface, OsiGrbSolverInterface, OsiGlpkSolverInterface, OsiTestSolverInterface, OsiMskSolverInterface, OsiSpxSolverInterface, OsiXprSolverInterface, and OsiDylpSolverInterface.
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protectedpure virtual |
Apply a column cut (adjust the bounds of one or more variables).
Implemented in OsiCpxSolverInterface, OsiGrbSolverInterface, OsiGlpkSolverInterface, OsiTestSolverInterface, OsiMskSolverInterface, OsiSpxSolverInterface, OsiXprSolverInterface, and OsiDylpSolverInterface.
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inlineprotected |
A quick inlined function to convert from the lb/ub style of constraint definition to the sense/rhs/range style.
Definition at line 2156 of file OsiSolverInterface.hpp.
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inlineprotected |
A quick inlined function to convert from the sense/rhs/range style of constraint definition to the lb/ub style.
Definition at line 2190 of file OsiSolverInterface.hpp.
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inlineprotected |
A quick inlined function to force a value to be between a minimum and a maximum value.
Definition at line 2069 of file OsiSolverInterface.hpp.
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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.
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friend |
A function that tests the methods in the OsiSolverInterface class.
Some time ago, if this method is compiled with optimization, the compilation took 10-15 minutes and the machine pages (has 256M core memory!)...
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friend |
A function that tests that a lot of problems given in MPS files (mostly the NETLIB problems) solve properly with all the specified solvers.
The routine creates a vector of NetLib problems (problem name, objective, various other characteristics), and a vector of solvers to be tested.
Each solver is run on each problem. The run is deemed successful if the solver reports the correct problem size after loading and returns the correct objective value after optimization.
If multiple solvers are available, the results are compared pairwise against the results reported by adjacent solvers in the solver vector. Due to limitations of the volume solver, it must be the last solver in vecEmptySiP.
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mutableprotected |
Pointer to row cut debugger object.
Mutable so that we can update the solution held in the debugger while maintaining const'ness for the Osi object.
Definition at line 2089 of file OsiSolverInterface.hpp.
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protected |
Message handler.
Definition at line 2092 of file OsiSolverInterface.hpp.
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protected |
Flag to say if the currrent handler is the default handler.
Indicates if the solver interface object is responsible for destruction of the handler (true) or if the client is responsible (false).
Definition at line 2098 of file OsiSolverInterface.hpp.
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Messages.
Definition at line 2100 of file OsiSolverInterface.hpp.
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Number of integers.
Definition at line 2102 of file OsiSolverInterface.hpp.
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protected |
Total number of objects.
Definition at line 2104 of file OsiSolverInterface.hpp.
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Integer and ... information (integer info normally at beginning)
Definition at line 2107 of file OsiSolverInterface.hpp.
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mutableprotected |
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.
Definition at line 2115 of file OsiSolverInterface.hpp.
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private |
Pointer to user-defined data structure - and more if user wants.
Definition at line 2125 of file OsiSolverInterface.hpp.
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private |
Array of integer parameters.
Definition at line 2127 of file OsiSolverInterface.hpp.
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private |
Array of double parameters.
Definition at line 2129 of file OsiSolverInterface.hpp.
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private |
Array of string parameters.
Definition at line 2131 of file OsiSolverInterface.hpp.
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private |
Array of hint parameters.
Definition at line 2133 of file OsiSolverInterface.hpp.
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private |
Array of hint strengths.
Definition at line 2135 of file OsiSolverInterface.hpp.
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private |
Warm start information used for hot starts when the default hot start implementation is used.
Definition at line 2138 of file OsiSolverInterface.hpp.
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private |
Column solution satisfying lower and upper column bounds.
Definition at line 2140 of file OsiSolverInterface.hpp.
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private |
Row names.
Definition at line 2143 of file OsiSolverInterface.hpp.
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private |
Column names.
Definition at line 2145 of file OsiSolverInterface.hpp.
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private |
Objective name.
Definition at line 2147 of file OsiSolverInterface.hpp.
1.8.5