MIPSolver Class Reference

A general solver for mixed-integer linear programs (MIPs). More...

#include <opt.h>

Inheritance diagram for MIPSolver:

Classes
class	ColItem
	Used to identify a column in the LP. More...
class	RowItem
	Used to identify a row in the LP. More...
Public Types
enum	SolutionStatus { SOLVED, FEASIBLE, UNBOUNDED, INFEASIBLE, ITERATIONLIMITEXCEEDED, ABORTED, UNKNOWN }
	The solution statuses. More...
Public Member Functions
virtual	~MIPSolver ()
virtual int	nr_col ()=0
virtual int	nr_row ()=0
virtual void	set_tol (double tol)=0
virtual void	set_maxiter (int maxiter)=0
virtual void	reset ()=0
	Next solve will be a cold start.
virtual SolutionStatus	solve ()=0
	Apply warm start if possible.
virtual SolutionStatus	solve (const UserVector< double > &x)
	Cold start from primal starting point.
virtual SolutionStatus	solveMIP ()=0
virtual SolutionStatus	feasible ()=0
	Checks the problem for feasiblity.
virtual void	get_primal (UserVector< double > &x)=0
	The last point, we found.
virtual dvector	get_primal ()
virtual double	get_primal (const ColItem &colitem)=0
	Gives the primal value for a specific column.
virtual int	get_colindex (const ColItem &colitem)=0
virtual void	get_dual (UserVector< double > &mu)=0
	Gives the dual variables for the rows.
virtual double	get_dual (const RowItem &rowitem)=0
	Gives the dual for a specific row.
virtual void	get_reducedcosts (UserVector< double > &rc)=0
	Gives the reduced costs for the columns.
virtual double	get_reducedcosts (const ColItem &colitem)=0
	Gives the reduced costs for a specific column.
virtual void	get_rowactivity (UserVector< double > &rowact)=0
	Gives the row activities for the rows.
virtual double	get_rowactivity (const RowItem &rowitem)=0
	Gives the row activities for a specific row.
virtual double	get_optval ()=0
	The last optimal value.
virtual int	get_iter ()=0
virtual void	set_obj (const UserVector< double > &obj, double obj_const=0.)=0
virtual void	modify_obj (int i, double coeff)=0
virtual const RowItem *	add_row (const UserVector< double > &row, double low, double up)=0
	Adds a constraint to the problem.
virtual const RowItem *	add_row (const UserVector< double > &row, const ivector &indices, double low, double up)
virtual void	add_rows (const vector< Pointer< UserVector< double > > > &rows, const dvector &low, const dvector &up)
virtual void	add_rows (const vector< pair< dvector, ivector > > &rows, const dvector &low, const dvector &up)
virtual void	add_rows (list< const RowItem * > &rowitems, const vector< pair< dvector, ivector > > &rows, const dvector &low, const dvector &up)
virtual void	delete_row (const RowItem &rowitem)=0
virtual void	delete_rows (const list< const RowItem * > &rowitems)
virtual void	modify_row (const RowItem &rowitem, double low, double up)=0
virtual void	modify_row (int index, double low, double up)=0
virtual const ColItem *	add_col (double low, double up, MipProblem::VarType=MipProblem::CONTINUOUS)=0
virtual const ColItem *	add_col (const UserVector< double > &col, double obj_coeff, double low, double up, MipProblem::VarType=MipProblem::CONTINUOUS)=0
virtual void	add_cols (list< const ColItem * > &colitems, const dvector &low, const dvector &up)=0
	Adds several columns.
virtual void	add_cols (list< const ColItem * > &colitems, vector< Pointer< UserVector< double > > > &cols, const vector< double > &obj_coeff, const dvector &low, const dvector &up)=0
virtual void	delete_col (const ColItem &colitem)=0
virtual void	delete_cols (const list< const ColItem * > &colitems)
virtual void	modify_col (const ColItem &colitem, double low, double up, MipProblem::VarType vartype)=0
virtual void	modify_col (const ColItem &colitem, const UserVector< double > &col, double obj_coeff, double low, double up, MipProblem::VarType vartype)=0
virtual void	modify_col (int index, double low, double up, MipProblem::VarType type)=0
	If you are sure, which index your variable is.
virtual double	get_collow (int index)=0
virtual double	get_colup (int index)=0
virtual int	generate_cuts (list< Pointer< SimpleCut > > &rowcuts)=0
Static Public Member Functions
static Pointer< MIPSolver >	get_solver (const MipProblem &mip, Pointer< Param > param)
Friends
ostream &	operator<< (ostream &out, const SolutionStatus status)

Detailed Description

A general solver for mixed-integer linear programs (MIPs).

Definition at line 317 of file opt.h.

Member Enumeration Documentation

enum MIPSolver::SolutionStatus

The solution statuses.

SOLVED problem is solved and optimum found.
- FEASIBLE Feasible point found, but not proven optimal.
- UNBOUNDED Problem is unbounded.
- INFEASIBLE Problem is infeasible.
- ITERATIONLIMITEXCEEDED The iteration limit is exceeded.
- ABORTED Solve process aborted for some other reason.

Enumerator:

SOLVED
FEASIBLE
UNBOUNDED
INFEASIBLE
ITERATIONLIMITEXCEEDED
ABORTED
UNKNOWN

Definition at line 327 of file opt.h.

Constructor & Destructor Documentation

virtual MIPSolver::~MIPSolver ( ) [inline, virtual]

Definition at line 365 of file opt.h.

Member Function Documentation

static Pointer<MIPSolver> MIPSolver::get_solver	(	const MipProblem &	mip,
		Pointer< Param >	param
	)			`[static]`

virtual int MIPSolver::nr_col ( ) [pure virtual]

Implemented in OSISolver.

virtual int MIPSolver::nr_row ( ) [pure virtual]

Implemented in OSISolver.

virtual void MIPSolver::set_tol ( double tol ) [pure virtual]

Implemented in OSISolver.

virtual void MIPSolver::set_maxiter ( int maxiter ) [pure virtual]

Implemented in OSISolver.

virtual void MIPSolver::reset ( ) [pure virtual]

Next solve will be a cold start.

All added rows and columns will be deleted. Modified columns and rows are NOT set to their original values!

Implemented in OSISolver.

virtual SolutionStatus MIPSolver::solve ( ) [pure virtual]

Apply warm start if possible.

Implemented in OSISolver.

virtual SolutionStatus MIPSolver::solve ( const UserVector< double > & x ) [inline, virtual]

Cold start from primal starting point.

Reimplemented in OSISolver.

Definition at line 384 of file opt.h.

virtual SolutionStatus MIPSolver::solveMIP ( ) [pure virtual]

Implemented in OSISolver.

virtual SolutionStatus MIPSolver::feasible ( ) [pure virtual]

Checks the problem for feasiblity.

This method can never return the SolutionStatus SOLVED.

Implemented in OSISolver.

virtual void MIPSolver::get_primal ( UserVector< double > & x ) [pure virtual]

The last point, we found.

If last SolutionStatus was SOLVED, the solution. If it was FEASIBLE, a feasible point. Sets x to the primal values of the first x.dim() columns.

Implemented in OSISolver.

virtual dvector MIPSolver::get_primal ( ) [inline, virtual]

Definition at line 398 of file opt.h.

virtual double MIPSolver::get_primal ( const ColItem & colitem ) [pure virtual]

Gives the primal value for a specific column.

Implemented in OSISolver.

virtual int MIPSolver::get_colindex ( const ColItem & colitem ) [pure virtual]

Implemented in OSISolver.

virtual void MIPSolver::get_dual ( UserVector< double > & mu ) [pure virtual]

Gives the dual variables for the rows.

Sets mu to the dual values of the first mu.dim() rows.

Parameters:

mu

To store the duals.

Implemented in OSISolver.

virtual double MIPSolver::get_dual ( const RowItem & rowitem ) [pure virtual]

Gives the dual for a specific row.

Implemented in OSISolver.

virtual void MIPSolver::get_reducedcosts ( UserVector< double > & rc ) [pure virtual]

Gives the reduced costs for the columns.

Sets rc to the reduced costs of the first rc.dim() columns.

Parameters:

rc

To store the reduced costs.

Implemented in OSISolver.

virtual double MIPSolver::get_reducedcosts ( const ColItem & colitem ) [pure virtual]

Gives the reduced costs for a specific column.

Implemented in OSISolver.

virtual void MIPSolver::get_rowactivity ( UserVector< double > & rowact ) [pure virtual]

Gives the row activities for the rows.

Parameters:

rowact

To store the row activities of the first rowact.dim() rows.

Implemented in OSISolver.

virtual double MIPSolver::get_rowactivity ( const RowItem & rowitem ) [pure virtual]

Gives the row activities for a specific row.

Implemented in OSISolver.

virtual double MIPSolver::get_optval ( ) [pure virtual]

The last optimal value.

Implemented in OSISolver.

virtual int MIPSolver::get_iter ( ) [pure virtual]

Implemented in OSISolver.

virtual void MIPSolver::set_obj	(	const UserVector< double > &	obj,
		double	obj_const = `0.`
	)			`[pure virtual]`

Implemented in OSISolver.

virtual void MIPSolver::modify_obj	(	int	i,
		double	coeff
	)			`[pure virtual]`

Implemented in OSISolver.

virtual const RowItem* MIPSolver::add_row	(	const UserVector< double > &	row,
		double	low,
		double	up
	)			`[pure virtual]`

Adds a constraint to the problem.

Parameters:

	rowitem	A RowItem, where we can store the row identification.
	row	The row.
	lb	The lower bounds.
	ub	The upper bounds.

Implemented in OSISolver.

virtual const RowItem* MIPSolver::add_row	(	const UserVector< double > &	row,
		const ivector &	indices,
		double	low,
		double	up
	)			`[inline, virtual]`

Reimplemented in OSISolver.

Definition at line 448 of file opt.h.

virtual void MIPSolver::add_rows	(	const vector< Pointer< UserVector< double > > > &	rows,
		const dvector &	low,
		const dvector &	up
	)			`[inline, virtual]`

Definition at line 452 of file opt.h.

virtual void MIPSolver::add_rows	(	const vector< pair< dvector, ivector > > &	rows,
		const dvector &	low,
		const dvector &	up
	)			`[inline, virtual]`

Reimplemented in OSISolver.

Definition at line 455 of file opt.h.

virtual void MIPSolver::add_rows	(	list< const RowItem * > &	rowitems,
		const vector< pair< dvector, ivector > > &	rows,
		const dvector &	low,
		const dvector &	up
	)			`[inline, virtual]`

Definition at line 458 of file opt.h.

virtual void MIPSolver::delete_row ( const RowItem & rowitem ) [pure virtual]

Implemented in OSISolver.

virtual void MIPSolver::delete_rows ( const list< const RowItem * > & rowitems ) [inline, virtual]

Definition at line 462 of file opt.h.

virtual void MIPSolver::modify_row	(	const RowItem &	rowitem,
		double	low,
		double	up
	)			`[pure virtual]`

Implemented in OSISolver.

virtual void MIPSolver::modify_row	(	int	index,
		double	low,
		double	up
	)			`[pure virtual]`

Implemented in OSISolver.

virtual const ColItem* MIPSolver::add_col	(	double	low,
		double	up,
		MipProblem::VarType	= `MipProblem::CONTINUOUS`
	)			`[pure virtual]`

Implemented in OSISolver.

virtual const ColItem* MIPSolver::add_col	(	const UserVector< double > &	col,
		double	obj_coeff,
		double	low,
		double	up,
		MipProblem::VarType	= `MipProblem::CONTINUOUS`
	)			`[pure virtual]`

Implemented in OSISolver.

virtual void MIPSolver::add_cols	(	list< const ColItem * > &	colitems,
		const dvector &	low,
		const dvector &	up
	)			`[pure virtual]`

Adds several columns.

Parameters:

	colitems	A list, where we can add the ColItem's to.
	low	Lower bounds for new columns. -INFINITY values in low are replaced by the - representation of the MIPSolver.
	up	Upper bounds for new columns. INFINITY values in up are replaced by the representation of the MIPSolver.

virtual void MIPSolver::add_cols	(	list< const ColItem * > &	colitems,
		vector< Pointer< UserVector< double > > > &	cols,
		const vector< double > &	obj_coeff,
		const dvector &	low,
		const dvector &	up
	)			`[pure virtual]`

virtual void MIPSolver::delete_col ( const ColItem & colitem ) [pure virtual]

Implemented in OSISolver.

virtual void MIPSolver::delete_cols ( const list< const ColItem * > & colitems ) [inline, virtual]

Definition at line 478 of file opt.h.

virtual void MIPSolver::modify_col	(	const ColItem &	colitem,
		double	low,
		double	up,
		MipProblem::VarType	vartype
	)			`[pure virtual]`

Implemented in OSISolver.

virtual void MIPSolver::modify_col	(	const ColItem &	colitem,
		const UserVector< double > &	col,
		double	obj_coeff,
		double	low,
		double	up,
		MipProblem::VarType	vartype
	)			`[pure virtual]`

Implemented in OSISolver.

virtual void MIPSolver::modify_col	(	int	index,
		double	low,
		double	up,
		MipProblem::VarType	type
	)			`[pure virtual]`

If you are sure, which index your variable is.

Implemented in OSISolver.

virtual double MIPSolver::get_collow ( int index ) [pure virtual]

Implemented in OSISolver.

virtual double MIPSolver::get_colup ( int index ) [pure virtual]

Implemented in OSISolver.

virtual int MIPSolver::generate_cuts ( list< Pointer< SimpleCut > > & rowcuts ) [pure virtual]

Implemented in OSISolver.

Friends And Related Function Documentation

ostream& operator<<	(	ostream &	out,
		const SolutionStatus	status
	)			`[friend]`

Definition at line 329 of file opt.h.

The documentation for this class was generated from the following file:

opt.h

MIPSolver Class Reference

Classes

Public Types

Public Member Functions

Static Public Member Functions

Friends

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation