osi.h

Go to the documentation of this file.

// Copyright (C) 2006 Ivo Nowak and Stefan Vigerske
// All Rights Reserved.
// This code is published under the Common Public License.
//
// Author: Stefan Vigerske

#ifndef OSI_H
#define OSI_H

#include "standard.h"
#include "problem.h"
#include "opt.h"

class OsiSolverInterface;
class CglCutGenerator;

class OSISolver : public MIPSolver {
        public:
                class RowItem : public MIPSolver::RowItem {
                        friend class OSISolver;
                        private:
                                int index;
                                list<RowItem>::iterator it;
                        public:
                                RowItem(int index_)
                                : index(index_)
                                { }
                };

                class ColItem : public MIPSolver::ColItem {
                        friend class OSISolver;
                        private:
                                int index;
                                list<ColItem>::iterator it;
                        public:
                                ColItem(int index_)
                                : index(index_)
                                { }
                };

        private:
                Pointer<OsiSolverInterface> osisolver;
                
                Pointer<CglCutGenerator> cutgenerator;

                double obj_const;

                bool cold_start;

                bool lastpoint_feasible();

                list<RowItem> addedrows;
                list<ColItem> addedcols;
        public:

                OSISolver(const MipProblem& mip);

                int nr_col();
                int nr_row();

                void set_tol(double tol);
                void set_maxiter(int maxiter);

                void reset();

                SolutionStatus solve();
                SolutionStatus solve(const UserVector<double>& x);
                SolutionStatus solveMIP();
                
                SolutionStatus feasible();

                void get_primal(UserVector<double>& x);
                double get_primal(const MIPSolver::ColItem& colitem);
                using MIPSolver::get_primal;
                
                int get_colindex(const MIPSolver::ColItem& colitem) { return ((ColItem*)(&colitem))->index; }

                void get_dual(UserVector<double>& mu);
                double get_dual(const MIPSolver::RowItem& rowitem);

                void get_reducedcosts(UserVector<double>& rc);
                double get_reducedcosts(const MIPSolver::ColItem& colitem);

                void get_rowactivity(UserVector<double>& rowact);
                double get_rowactivity(const MIPSolver::RowItem& rowitem);

                double get_optval();

                int get_iter();

                void set_obj(const UserVector<double>& obj, double obj_const_=0.);
                void modify_obj(int i, double coeff);

                const MIPSolver::RowItem* add_row(const UserVector<double>& row, double low, double up);
                const MIPSolver::RowItem* add_row(const UserVector<double>& row, const ivector& indices, double low, double up);
                void add_rows(const vector<pair<dvector, ivector> >& rows, const dvector& low, const dvector& up);
                void add_rows(list<const MIPSolver::RowItem*>& rowitems, const vector<pair<dvector, ivector> >& rows, const dvector& low, const dvector& up);
                void delete_row(const MIPSolver::RowItem& rowitem) { delete_rows(list<const MIPSolver::RowItem*>(1, (RowItem*)&rowitem)); }
                void delete_rows(const list<const MIPSolver::RowItem*>& rowitems);
                void modify_row(const MIPSolver::RowItem& rowitem, double low, double up);
                void modify_row(int index, double low, double up);

                const MIPSolver::ColItem* add_col(double low, double up, MipProblem::VarType vartype=MipProblem::CONTINUOUS);
                const MIPSolver::ColItem* add_col(const UserVector<double>& col, double obj_coeff, double low, double up, MipProblem::VarType vartype=MipProblem::CONTINUOUS);
                void add_cols(list<const MIPSolver::ColItem*>& colitems, const dvector& low, const dvector& up);
                void add_cols(list<const MIPSolver::ColItem*>& colitems, vector<Pointer<UserVector<double> > >& cols, const vector<double>& obj_coeff, const dvector& low, const dvector& up);
                void delete_col(const MIPSolver::ColItem& colitem) { delete_cols(list<const MIPSolver::ColItem*>(1, (ColItem*)&colitem)); }
                void delete_cols(const list<const MIPSolver::ColItem*>& colitems);
                void modify_col(const MIPSolver::ColItem& colitem, double low, double up, MipProblem::VarType type);
                void modify_col(const MIPSolver::ColItem& colitem, const UserVector<double>& col, double obj_coeff, double low, double up, MipProblem::VarType vartype);
                void modify_col(int index, double low, double up, MipProblem::VarType type);

                double get_collow(int index);
                double get_colup(int index);

                int generate_cuts(list<Pointer<SimpleCut> >& rowcuts);

//              void print();
};

#endif

---