This is class provides an Osi interface for a Mixed Integer Linear Program expressed as a TMINLP (so that we can use it for example as the continuous solver in Cbc). More...

#include <BonOsiTMINLPInterface.hpp>

Inheritance diagram for Bonmin::OsiTMINLPInterface:

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Collaboration diagram for Bonmin::OsiTMINLPInterface:

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Classes
class	Messages
	Messages written by an OsiTMINLPInterface. More...

class	SimpleError
	Error class to throw exceptions from OsiTMINLPInterface. More...

Public Types
enum	WarmStartModes { None, FakeBasis, Optimum, InteriorPoint }

enum	MessagesTypes { SOLUTION_FOUND, INFEASIBLE_SOLUTION_FOUND, UNSOLVED_PROBLEM_FOUND, WARNING_RESOLVING, WARN_SUCCESS_WS, WARN_SUCCESS_RANDOM, WARN_CONTINUING_ON_FAILURE, SUSPECT_PROBLEM, SUSPECT_PROBLEM2, IPOPT_SUMMARY, BETTER_SOL, LOG_HEAD, LOG_FIRST_LINE, LOG_LINE, ALTERNATE_OBJECTIVE, WARN_RESOLVE_BEFORE_INITIAL_SOLVE, ERROR_NO_TNLPSOLVER, WARNING_NON_CONVEX_OA, SOLVER_DISAGREE_STATUS, SOLVER_DISAGREE_VALUE, OSITMINLPINTERFACE_DUMMY_END }
	Type of the messages specifically written by OsiTMINLPInterface. More...

Public Member Functions
TNLPSolver::UnsolvedError *	newUnsolvedError (int num, Ipopt::SmartPtr< TMINLP2TNLP > problem, std::string name)

void	setNumIterationSuspect (int value)

const TMINLP2TNLP *	problem () const
	get pointer to the TMINLP2TNLP adapter More...

TMINLP2TNLP *	problem ()

const TMINLP *	model () const

Bonmin::TMINLP *	model ()

const Bonmin::TNLPSolver *	solver () const

const std::list < Ipopt::SmartPtr< TNLPSolver > > &	debug_apps () const

TNLPSolver *	solver ()

Constructors and destructors
	OsiTMINLPInterface ()
	Default Constructor. More...

void	initialize (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, Ipopt::SmartPtr< Ipopt::OptionsList > options, Ipopt::SmartPtr< Ipopt::Journalist > journalist, const std::string &prefix, Ipopt::SmartPtr< TMINLP > tminlp)
	Facilitator to initialize interface. More...

void	initialize (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, Ipopt::SmartPtr< Ipopt::OptionsList > options, Ipopt::SmartPtr< Ipopt::Journalist > journalist, Ipopt::SmartPtr< TMINLP > tminlp)
	Facilitator to initialize interface. More...

void	setModel (Ipopt::SmartPtr< TMINLP > tminlp)
	Set the model to be solved by interface. More...

void	setSolver (Ipopt::SmartPtr< TNLPSolver > app)
	Set the solver to be used by interface. More...

void	use (Ipopt::SmartPtr< TMINLP2TNLP > tminlp2tnlp)
	Sets the TMINLP2TNLP to be used by the interface. More...

	OsiTMINLPInterface (const OsiTMINLPInterface &)
	Copy constructor. More...

OsiSolverInterface *	clone (bool copyData=true) const
	Virtual copy constructor. More...

OsiTMINLPInterface &	operator= (const OsiTMINLPInterface &rhs)
	Assignment operator. More...

virtual	~OsiTMINLPInterface ()
	Destructor. More...

void	readOptionFile (const std::string &fileName)
	Read parameter file. More...

const Ipopt::SmartPtr < Ipopt::OptionsList >	options () const
	Retrieve OsiTMINLPApplication option list. More...

Ipopt::SmartPtr < Ipopt::OptionsList >	options ()
	Retrieve OsiTMINLPApplication option list. More...

const char *	prefix () const
	Default Constructor. More...

Solve methods
virtual void	initialSolve ()
	Solve initial continuous relaxation. More...

virtual void	initialSolve (const char *whereFrom)
	Solve initial continuous relaxation (precising from where) More...

virtual void	resolve ()
	Resolve the continuous relaxation after problem modification. More...

virtual void	resolve (const char *whereFrom)
	Resolve the continuous relaxation after problem modification. More...

virtual void	resolveForCost (int numretry, bool keepWs)
	Resolve the problem with different random starting points to try to find a better solution (only makes sense for a non-convex problem. More...

virtual void	resolveForRobustness (int numretry)
	Method to be called when a problem has failed to be solved. More...

virtual void	branchAndBound ()
	Nescessary for compatibility with OsiSolverInterface but does nothing. More...

Methods returning info on how the solution process terminated
virtual bool	isAbandoned () const
	Are there a numerical difficulties? More...

virtual bool	isProvenOptimal () const
	Is optimality proven? More...

virtual bool	isProvenPrimalInfeasible () const
	Is primal infeasiblity proven? More...

virtual bool	isProvenDualInfeasible () const
	Is dual infeasiblity proven? More...

virtual bool	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
	Iteration limit reached? More...

void	continuingOnAFailure ()
	Warn solver that branch-and-bound is continuing after a failure. More...

double	getNewCutoffDecr ()
	Are there a numerical difficulties? More...

void	setNewCutoffDecr (double d)
	Are there a numerical difficulties? More...

bool	hasContinuedOnAFailure ()
	Did we continue on a failure. More...

void	ignoreFailures ()
	tell to ignore the failures (don't throw, don't fathom, don't report) More...

void	forceInfeasible ()
	Force current solution to be infeasible. More...

void	forceBranchable ()
	Force current solution to be branched on (make it fractionnal with small objective) More...

Parameter set/get methods
The set methods return true if the parameter was set to the given value, false otherwise. There can be various reasons for failure: the given parameter is not applicable for the solver (e.g., refactorization frequency for the clp 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.
bool	setIntParam (OsiIntParam key, int value)

bool	setDblParam (OsiDblParam key, double value)

bool	setStrParam (OsiStrParam key, const std::string &value)

bool	getIntParam (OsiIntParam key, int &value) const

bool	getDblParam (OsiDblParam key, double &value) const

bool	getStrParam (OsiStrParam key, std::string &value) const

double	getPushFact () const

Problem information methods
These methods call the solver's query routines to return information about the problem referred to by the current object. Querying a problem that has no data associated with it 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
	Get number of columns. More...

virtual int	getNumRows () const
	Get number of rows. More...

const OsiSolverInterface::OsiNameVec &	getVarNames ()
	get name of variables More...

virtual const double *	getColLower () const
	Get pointer to array[getNumCols()] of column lower bounds. More...

virtual const double *	getColUpper () const
	Get pointer to array[getNumCols()] of column upper bounds. More...

virtual const char *	getRowSense () const
	Get pointer to array[getNumRows()] of row constraint senses. More...

virtual const double *	getRightHandSide () const
	Get pointer to array[getNumRows()] of rows right-hand sides. More...

virtual const double *	getRowRange () const
	Get pointer to array[getNumRows()] of row ranges. More...

virtual const double *	getRowLower () const
	Get pointer to array[getNumRows()] of row lower bounds. More...

virtual const double *	getRowUpper () const
	Get pointer to array[getNumRows()] of row upper bounds. More...

virtual double	getObjSense () const
	Get objective function sense (1 for min (default), -1 for max) Always minimizes. More...

virtual bool	isContinuous (int colNumber) const
	Return true if column is continuous. More...

virtual bool	isBinary (int columnNumber) const
	Return true if column is binary. More...

virtual bool	isInteger (int columnNumber) const
	Return true if column is integer. More...

virtual bool	isIntegerNonBinary (int columnNumber) const
	Return true if column is general integer. More...

virtual bool	isFreeBinary (int columnNumber) const
	Return true if column is binary and not fixed at either bound. More...

virtual double	getInfinity () const
	Get solver's value for infinity. More...

const int *	getPriorities () const
	Get priorities on integer variables. More...

const int *	getBranchingDirections () const
	get prefered branching directions More...

const double *	getUpPsCosts () const
	Get number of columns. More...

const double *	getDownPsCosts () const
	Get number of columns. More...

Methods related to querying the solution
virtual const double *	getColSolution () const
	Get pointer to array[getNumCols()] of primal solution vector. More...

virtual const double *	getRowPrice () const
	Get pointer to array[getNumRows()] of dual prices. More...

virtual const double *	getReducedCost () const
	Get a pointer to array[getNumCols()] of reduced costs. More...

virtual const double *	getRowActivity () const
	Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector. More...

virtual int	getIterationCount () const
	Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver. More...

int	nCallOptimizeTNLP ()
	get total number of calls to solve. More...

double	totalNlpSolveTime ()
	get total time taken to solve NLP's. More...

int	totalIterations ()
	get total number of iterations More...

Methods to modify the objective, bounds, and solution
virtual void	setColLower (int elementIndex, double elementValue)
	Set a single column lower bound. More...

virtual void	setColUpper (int elementIndex, double elementValue)
	Set a single column upper bound. More...

virtual void	setColLower (const double *array)
	Set the lower bounds for all columns array [getNumCols()] is an array of values for the objective. More...

virtual void	setColUpper (const double *array)
	Set the upper bounds for all columns array [getNumCols()] is an array of values for the objective. More...

virtual void	setRowLower (int elementIndex, double elementValue)
	Set a single row lower bound. More...

virtual void	setRowUpper (int elementIndex, double elementValue)
	Set a single row upper bound. More...

virtual void	setRowType (int index, char sense, double rightHandSide, double range)
	Set the type of a single row. More...

virtual void	setObjSense (double s)
	Set the objective function sense (disabled). More...

virtual void	setColSolution (const double *colsol)
	Set the primal solution variable values Set the values for the starting point. More...

virtual void	setRowPrice (const double *rowprice)
	Set dual solution variable values. More...

WarmStart related methods (those should really do nothing for the moment)
virtual CoinWarmStart *	getEmptyWarmStart () const
	Get an empty warm start object. More...

virtual CoinWarmStart *	getWarmStart () const
	Get warmstarting information. More...

virtual bool	setWarmStart (const CoinWarmStart *warmstart)
	Set warmstarting information. More...

void	setWarmStartMode (int mode)
	Get an empty warm start object. More...

WarmStartModes	getWarmStartMode ()
	Get an empty warm start object. More...

void	randomStartingPoint ()
	Get an empty warm start object. More...

virtual bool	basisIsAvailable () const
	Get an empty warm start object. More...

Methods to set variable type
virtual void	setContinuous (int index)
	Set the index-th variable to be a continuous variable. More...

virtual void	setInteger (int index)
	Set the index-th variable to be an integer variable. More...

Dummy functions
Functions which have to be implemented in an OsiSolverInterface, but which do not do anything (but throwing exceptions) here in the case of a minlp solved using an nlp solver for continuous relaxations
virtual int	getNumElements () const
	Cbc will understand that no matrix exsits if return -1. More...

virtual const double *	getObjCoefficients () const
	This returns the objective function gradient at the current point. More...

virtual const CoinPackedMatrix *	getMatrixByRow () const
	We have to keep this but it will return NULL. More...

virtual const CoinPackedMatrix *	getMatrixByCol () const
	We have to keep this but it will return NULL. More...

virtual void	setObjCoeff (int elementIndex, double elementValue)
	We have to keep this but it will throw an error. More...

virtual void	addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
	We have to keep this but it will throw an error. More...

virtual void	deleteCols (const int num, const int *colIndices)
	We have to keep this but it will throw an error. More...

virtual void	addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
	We have to keep this but it will throw an error. More...

virtual void	addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
	We have to keep this but it will throw an error. More...

virtual void	deleteRows (const int num, const int *rowIndices)
	We have to keep this but it will throw an error. More...

virtual void	loadProblem (const CoinPackedMatrix &matrix, const double collb, const double colub, const double obj, const double rowlb, const double *rowub)
	We have to keep this but it will throw an error. More...

virtual void	assignProblem (CoinPackedMatrix &matrix, double &collb, double &colub, double &obj, double &rowlb, double &rowub)
	We have to keep this but it will throw an error. 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)
	We have to keep this but it will throw an error. More...

virtual void	assignProblem (CoinPackedMatrix &matrix, double &collb, double &colub, double &obj, char &rowsen, double &rowrhs, double *&rowrng)
	We have to keep this but it will throw an error. More...

virtual void	loadProblem (const int numcols, const int numrows, const int start, const int index, const double value, const double collb, const double colub, const double obj, const double rowlb, const double rowub)
	We have to keep this but it will throw an error. More...

virtual void	loadProblem (const int numcols, const int numrows, const int 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)
	We have to keep this but it will throw an error. More...

virtual int	readMps (const char filename, const char extension="mps")
	We have to keep this but it will throw an error. More...

virtual void	writeMps (const char filename, const char extension="mps", double objSense=0.0) const
	We have to keep this but it will throw an error. More...

virtual std::vector< double * >	getDualRays (int maxNumRays, bool fullRay=false) const
	Throws an error. More...

virtual std::vector< double * >	getPrimalRays (int maxNumRays) const
	Throws an error. More...

Control of Ipopt output
void	setSolverOutputToDefault ()

void	forceSolverOutput (int log_level)

Sets and Getss
virtual double	getObjValue () const
	Get objective function value (can't use default) More...

Methods to build outer approximations
virtual void	extractLinearRelaxation (OsiSolverInterface &si, const double *x, bool getObj=1)
	Extract a linear relaxation of the MINLP. More...

virtual void	addObjectiveFunction (OsiSolverInterface &si, const double *x)
	Add constraint corresponding to objective function. More...

virtual void	extractLinearRelaxation (OsiSolverInterface &si, bool getObj=1, bool solveNlp=1)
	Extract a linear relaxation of the MINLP. More...

void	getOuterApproximation (OsiCuts &cs, int getObj, const double *x2, bool global)
	Get the outer approximation constraints at the current optimal point. More...

void	getOuterApproximation (OsiCuts &cs, const double x, int getObj, const double x2, bool global)
	Get the outer approximation constraints at provided point. More...

virtual void	getOuterApproximation (OsiCuts &cs, const double x, int getObj, const double x2, double theta, bool global)
	Get the outer approximation constraints at provided point. More...

virtual void	getConstraintOuterApproximation (OsiCuts &cs, int constraintNumber, const double x, const double x2, bool global)
	Get the outer approximation at provided point for given constraint. More...

void	getConstraintOuterApproximation (OsiCuts &cs, int constraintNumber, const double *x2, bool global)
	Get the outer approximation at current optimal point for given constraint. More...

void	getBendersCut (OsiCuts &cs, bool global)
	Get a benders cut from solution. More...

double	solveFeasibilityProblem (size_t n, const double x_bar, const int ind, double a, double s, int L)
	Given a point x_bar this solves the problem of finding the point which minimize a convex combination between the distance to x_bar and the original objective function f(x): $min a * (\sum\limits_{i=1}^n \|\|x_{ind[i]} -\overline{x}_i)\|\|_L) + (1 - a)* s *f(x)$ . More...

Friends
class	BonminParam

Detailed Description

This is class provides an Osi interface for a Mixed Integer Linear Program expressed as a TMINLP (so that we can use it for example as the continuous solver in Cbc).

Definition at line 48 of file BonOsiTMINLPInterface.hpp.

Member Enumeration Documentation

enum Bonmin::OsiTMINLPInterface::WarmStartModes

Enumerator
None
FakeBasis
Optimum
InteriorPoint

Definition at line 87 of file BonOsiTMINLPInterface.hpp.

enum Bonmin::OsiTMINLPInterface::MessagesTypes

Type of the messages specifically written by OsiTMINLPInterface.

Enumerator
SOLUTION_FOUND	found a feasible solution
INFEASIBLE_SOLUTION_FOUND	found an infeasible problem
UNSOLVED_PROBLEM_FOUND	found an unsolved problem
WARNING_RESOLVING	Warn that a problem is resolved.
WARN_SUCCESS_WS	Problem not solved with warm start but solved without.
WARN_SUCCESS_RANDOM	Subproblem not solve with warm start but solved with random point.
WARN_CONTINUING_ON_FAILURE	a failure occured but is continuing
SUSPECT_PROBLEM	Output the number of the problem.
SUSPECT_PROBLEM2	Output the number of the problem.
IPOPT_SUMMARY	Output summary statistics on Ipopt solution.
BETTER_SOL	Found a better solution with random values.
LOG_HEAD	Head of "civilized" log.
LOG_FIRST_LINE	First line (first solve) of log.
LOG_LINE	standard line (retry solving) of log.
ALTERNATE_OBJECTIVE	Recomputed integer feasible with alternate objective function.
WARN_RESOLVE_BEFORE_INITIAL_SOLVE	resolve() has been called but there was no previous call to initialSolve().
ERROR_NO_TNLPSOLVER	Trying to access non-existent TNLPSolver.
WARNING_NON_CONVEX_OA	Warn that there are equality or ranged constraints and OA may works bad.
SOLVER_DISAGREE_STATUS	Different solver gives different status for problem.
SOLVER_DISAGREE_VALUE	Different solver gives different optimal value for problem.
OSITMINLPINTERFACE_DUMMY_END

Definition at line 94 of file BonOsiTMINLPInterface.hpp.

Constructor & Destructor Documentation

Bonmin::OsiTMINLPInterface::OsiTMINLPInterface ( )

Default Constructor.

Definition at line 369 of file BonOsiTMINLPInterface.cpp.

Bonmin::OsiTMINLPInterface::OsiTMINLPInterface ( const OsiTMINLPInterface & source )

Copy constructor.

Definition at line 536 of file BonOsiTMINLPInterface.cpp.

Bonmin::OsiTMINLPInterface::~OsiTMINLPInterface ( )

virtual

Destructor.

Definition at line 775 of file BonOsiTMINLPInterface.cpp.

Member Function Documentation

TNLPSolver::UnsolvedError* Bonmin::OsiTMINLPInterface::newUnsolvedError	(	int	num,
		Ipopt::SmartPtr< TMINLP2TNLP >	problem,
		std::string	name
	)

inline

Definition at line 82 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::initialize	(	Ipopt::SmartPtr< Bonmin::RegisteredOptions >	roptions,
		Ipopt::SmartPtr< Ipopt::OptionsList >	options,
		Ipopt::SmartPtr< Ipopt::Journalist >	journalist,
		const std::string &	prefix,
		Ipopt::SmartPtr< TMINLP >	tminlp
	)

Facilitator to initialize interface.

Definition at line 432 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::initialize	(	Ipopt::SmartPtr< Bonmin::RegisteredOptions >	roptions,
		Ipopt::SmartPtr< Ipopt::OptionsList >	options,
		Ipopt::SmartPtr< Ipopt::Journalist >	journalist,
		Ipopt::SmartPtr< TMINLP >	tminlp
	)

inline

Facilitator to initialize interface.

Definition at line 148 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::setModel ( Ipopt::SmartPtr< TMINLP > tminlp )

Set the model to be solved by interface.

Facilitator to allocate a tminlp and an application.

Definition at line 500 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setSolver ( Ipopt::SmartPtr< TNLPSolver > app )

Set the solver to be used by interface.

Definition at line 442 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::use ( Ipopt::SmartPtr< TMINLP2TNLP > tminlp2tnlp )

Sets the TMINLP2TNLP to be used by the interface.

Definition at line 3120 of file BonOsiTMINLPInterface.cpp.

OsiSolverInterface * Bonmin::OsiTMINLPInterface::clone ( bool copyData = true ) const

Virtual copy constructor.

Definition at line 629 of file BonOsiTMINLPInterface.cpp.

OsiTMINLPInterface & Bonmin::OsiTMINLPInterface::operator= ( const OsiTMINLPInterface & rhs )

Assignment operator.

Definition at line 637 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::readOptionFile ( const std::string & fileName )

Read parameter file.

Definition at line 518 of file BonOsiTMINLPInterface.cpp.

const SmartPtr< OptionsList > Bonmin::OsiTMINLPInterface::options ( ) const

Retrieve OsiTMINLPApplication option list.

Definition at line 754 of file BonOsiTMINLPInterface.cpp.

SmartPtr< OptionsList > Bonmin::OsiTMINLPInterface::options ( )

Retrieve OsiTMINLPApplication option list.

Definition at line 764 of file BonOsiTMINLPInterface.cpp.

const char* Bonmin::OsiTMINLPInterface::prefix ( ) const

inline

Default Constructor.

Definition at line 183 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::initialSolve ( )

virtual

Solve initial continuous relaxation.

Definition at line 2771 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::initialSolve ( const char * whereFrom )

virtual

Solve initial continuous relaxation (precising from where)

Only do it once at the root.

Definition at line 2779 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::resolve ( )

virtual

Resolve the continuous relaxation after problem modification.

initialSolve may or may not have been called before this is called. In any case, this must solve the problem, and speed the process up if it can reuse any remnants of data that might exist from a previous solve.

Definition at line 2840 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::resolve ( const char * whereFrom )

virtual

Resolve the continuous relaxation after problem modification.

initialSolve may or may not have been called before this is called. In any case, this must solve the problem, and speed the process up if it can reuse any remnants of data that might exist from a previous solve.

Note: for Ipopt, same as resolve

Definition at line 2846 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::resolveForCost	(	int	numretry,
		bool	keepWs
	)

virtual

Resolve the problem with different random starting points to try to find a better solution (only makes sense for a non-convex problem.

Save current optimum.

Definition at line 836 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::resolveForRobustness ( int numretry )

virtual

Method to be called when a problem has failed to be solved.

Will try to resolve it with different settings.

Definition at line 989 of file BonOsiTMINLPInterface.cpp.

virtual void Bonmin::OsiTMINLPInterface::branchAndBound ( )

inlinevirtual

Nescessary for compatibility with OsiSolverInterface but does nothing.

Definition at line 225 of file BonOsiTMINLPInterface.hpp.

bool Bonmin::OsiTMINLPInterface::isAbandoned ( ) const

virtual

Are there a numerical difficulties?

Definition at line 2907 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isProvenOptimal ( ) const

virtual

Is optimality proven?

Definition at line 2923 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isProvenPrimalInfeasible ( ) const

virtual

Is primal infeasiblity proven?

Definition at line 2929 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isProvenDualInfeasible ( ) const

virtual

Is dual infeasiblity proven?

Definition at line 2934 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isPrimalObjectiveLimitReached ( ) const

virtual

Is the given primal objective limit reached?

Definition at line 2939 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isDualObjectiveLimitReached ( ) const

virtual

Is the given dual objective limit reached?

Definition at line 2945 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isIterationLimitReached ( ) const

virtual

Iteration limit reached?

Definition at line 2952 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::continuingOnAFailure ( )

inline

Warn solver that branch-and-bound is continuing after a failure.

Definition at line 252 of file BonOsiTMINLPInterface.hpp.

double Bonmin::OsiTMINLPInterface::getNewCutoffDecr ( )

inline

Are there a numerical difficulties?

Definition at line 260 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::setNewCutoffDecr ( double d )

inline

Are there a numerical difficulties?

Definition at line 265 of file BonOsiTMINLPInterface.hpp.

bool Bonmin::OsiTMINLPInterface::hasContinuedOnAFailure ( )

inline

Did we continue on a failure.

Definition at line 272 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::ignoreFailures ( )

inline

tell to ignore the failures (don't throw, don't fathom, don't report)

Definition at line 277 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::forceInfeasible ( )

inline

Force current solution to be infeasible.

Definition at line 282 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::forceBranchable ( )

inline

Force current solution to be branched on (make it fractionnal with small objective)

Definition at line 287 of file BonOsiTMINLPInterface.hpp.

bool Bonmin::OsiTMINLPInterface::setIntParam	(	OsiIntParam	key,
		int	value
	)

Definition at line 1565 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::setDblParam	(	OsiDblParam	key,
		double	value
	)

Definition at line 1595 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::setStrParam	(	OsiStrParam	key,
		const std::string &	value
	)

Definition at line 1634 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::getIntParam	(	OsiIntParam	key,
		int &	value
	)		const

Definition at line 1654 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::getDblParam	(	OsiDblParam	key,
		double &	value
	)		const

Definition at line 1680 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::getStrParam	(	OsiStrParam	key,
		std::string &	value
	)		const

Definition at line 1716 of file BonOsiTMINLPInterface.cpp.

double Bonmin::OsiTMINLPInterface::getPushFact ( ) const

inline

Definition at line 325 of file BonOsiTMINLPInterface.hpp.

int Bonmin::OsiTMINLPInterface::getNumCols ( ) const

virtual

Get number of columns.

Definition at line 1099 of file BonOsiTMINLPInterface.cpp.

int Bonmin::OsiTMINLPInterface::getNumRows ( ) const

virtual

Get number of rows.

Definition at line 1108 of file BonOsiTMINLPInterface.cpp.

const OsiSolverInterface::OsiNameVec & Bonmin::OsiTMINLPInterface::getVarNames ( )

get name of variables

Definition at line 1130 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getColLower ( ) const

virtual

Get pointer to array[getNumCols()] of column lower bounds.

Definition at line 1114 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getColUpper ( ) const

virtual

Get pointer to array[getNumCols()] of column upper bounds.

Definition at line 1120 of file BonOsiTMINLPInterface.cpp.

const char * Bonmin::OsiTMINLPInterface::getRowSense ( ) const

virtual

Get pointer to array[getNumRows()] of row constraint senses.

'L': <= constraint
'E': = constraint
'G': >= constraint
'R': ranged constraint
'N': free constraint

Definition at line 1162 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getRightHandSide ( ) const

virtual

Get pointer to array[getNumRows()] of rows right-hand sides.

if rowsense()[i] == 'L' then rhs()[i] == rowupper()[i]
if rowsense()[i] == 'G' then rhs()[i] == rowlower()[i]
if rowsense()[i] == 'R' then rhs()[i] == rowupper()[i]
if rowsense()[i] == 'N' then rhs()[i] == 0.0

Definition at line 1179 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getRowRange ( ) const

virtual

Get pointer to array[getNumRows()] of row ranges.

if rowsense()[i] == 'R' then rowrange()[i] == rowupper()[i] - rowlower()[i]
if rowsense()[i] != 'R' then rowrange()[i] is 0.0

Definition at line 1196 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getRowLower ( ) const

virtual

Get pointer to array[getNumRows()] of row lower bounds.

Definition at line 1205 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getRowUpper ( ) const

virtual

Get pointer to array[getNumRows()] of row upper bounds.

Definition at line 1211 of file BonOsiTMINLPInterface.cpp.

virtual double Bonmin::OsiTMINLPInterface::getObjSense ( ) const

inlinevirtual

Get objective function sense (1 for min (default), -1 for max) Always minimizes.

Definition at line 399 of file BonOsiTMINLPInterface.hpp.

bool Bonmin::OsiTMINLPInterface::isContinuous ( int colNumber ) const

virtual

Return true if column is continuous.

Definition at line 1218 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isBinary ( int columnNumber ) const

virtual

Return true if column is binary.

Definition at line 1225 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isInteger ( int colNumber ) const

virtual

Return true if column is integer.

Note: This function returns true if the the column is binary or a general integer.

Definition at line 1235 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isIntegerNonBinary ( int columnNumber ) const

virtual

Return true if column is general integer.

Definition at line 1243 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::isFreeBinary ( int columnNumber ) const

virtual

Return true if column is binary and not fixed at either bound.

Definition at line 1249 of file BonOsiTMINLPInterface.cpp.

double Bonmin::OsiTMINLPInterface::getInfinity ( ) const

virtual

Get solver's value for infinity.

Definition at line 1257 of file BonOsiTMINLPInterface.cpp.

const int* Bonmin::OsiTMINLPInterface::getPriorities ( ) const

inline

Get priorities on integer variables.

Definition at line 426 of file BonOsiTMINLPInterface.hpp.

const int* Bonmin::OsiTMINLPInterface::getBranchingDirections ( ) const

inline

get prefered branching directions

Definition at line 434 of file BonOsiTMINLPInterface.hpp.

const double* Bonmin::OsiTMINLPInterface::getUpPsCosts ( ) const

inline

Get number of columns.

Definition at line 441 of file BonOsiTMINLPInterface.hpp.

const double* Bonmin::OsiTMINLPInterface::getDownPsCosts ( ) const

inline

Get number of columns.

Definition at line 448 of file BonOsiTMINLPInterface.hpp.

const double * Bonmin::OsiTMINLPInterface::getColSolution ( ) const

virtual

Get pointer to array[getNumCols()] of primal solution vector.

Definition at line 1264 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getRowPrice ( ) const

virtual

Get pointer to array[getNumRows()] of dual prices.

Definition at line 1274 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getReducedCost ( ) const

virtual

Get a pointer to array[getNumCols()] of reduced costs.

Definition at line 1284 of file BonOsiTMINLPInterface.cpp.

const double * Bonmin::OsiTMINLPInterface::getRowActivity ( ) const

virtual

Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.

Definition at line 1297 of file BonOsiTMINLPInterface.cpp.

int Bonmin::OsiTMINLPInterface::getIterationCount ( ) const

virtual

Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.

Todo:: Figure out what it could mean for Ipopt.

Definition at line 1306 of file BonOsiTMINLPInterface.cpp.

int Bonmin::OsiTMINLPInterface::nCallOptimizeTNLP ( )

inline

get total number of calls to solve.

Definition at line 482 of file BonOsiTMINLPInterface.hpp.

double Bonmin::OsiTMINLPInterface::totalNlpSolveTime ( )

inline

get total time taken to solve NLP's.

Definition at line 487 of file BonOsiTMINLPInterface.hpp.

int Bonmin::OsiTMINLPInterface::totalIterations ( )

inline

get total number of iterations

Definition at line 492 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::setColLower	(	int	elementIndex,
		double	elementValue
	)

virtual

Set a single column lower bound.

Use -getInfinity() for -infinity.

Definition at line 1315 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setColUpper	(	int	elementIndex,
		double	elementValue
	)

virtual

Set a single column upper bound.

Use getInfinity() for infinity.

Definition at line 1325 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setColLower ( const double * array )

virtual

Set the lower bounds for all columns array [getNumCols()] is an array of values for the objective.

Set the lower bounds for all columns Use -getInfinity() for -infinity.

Definition at line 1335 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setColUpper ( const double * array )

virtual

Set the upper bounds for all columns array [getNumCols()] is an array of values for the objective.

Set Set the upper bounds for all columns Use getInfinity() for infinity.

Definition at line 1345 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setRowLower	(	int	elementIndex,
		double	elementValue
	)

virtual

Set a single row lower bound.

Use -getInfinity() for -infinity.

Definition at line 1355 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setRowUpper	(	int	elementIndex,
		double	elementValue
	)

virtual

Set a single row upper bound.

Use getInfinity() for infinity.

Definition at line 1365 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setRowType	(	int	index,
		char	sense,
		double	rightHandSide,
		double	range
	)

virtual

Set the type of a single row.

Definition at line 1374 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setObjSense ( double s )

virtual

Set the objective function sense (disabled).

Set the objective function sense.

(1 for min (default), -1 for max)

Todo:: Make it work.

Bug:: Can not treat maximisation problems.

(1 for min (default), -1 for max)

Definition at line 1386 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setColSolution ( const double * colsol )

virtual

Set the primal solution variable values Set the values for the starting point.

Set the primal solution variable values.

Warning: getColSolution will never return this vector (unless it is optimal).

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.

Definition at line 1403 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setRowPrice ( const double * rowprice )

virtual

Set dual solution variable values.

set the values for the starting point.

Warning: getRowPrice will never return this vector (unless it is optimal).

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.

Definition at line 1423 of file BonOsiTMINLPInterface.cpp.

CoinWarmStart * Bonmin::OsiTMINLPInterface::getEmptyWarmStart ( ) const

virtual

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 1436 of file BonOsiTMINLPInterface.cpp.

CoinWarmStart * Bonmin::OsiTMINLPInterface::getWarmStart ( ) const

virtual

Get warmstarting information.

Definition at line 1441 of file BonOsiTMINLPInterface.cpp.

bool Bonmin::OsiTMINLPInterface::setWarmStart ( const CoinWarmStart * ws )

virtual

Set warmstarting information.

Return true/false depending on whether the warmstart information was accepted or not.

Definition at line 1456 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setWarmStartMode ( int mode )

inline

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 576 of file BonOsiTMINLPInterface.hpp.

WarmStartModes Bonmin::OsiTMINLPInterface::getWarmStartMode ( )

inline

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 579 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::randomStartingPoint ( )

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 1749 of file BonOsiTMINLPInterface.cpp.

virtual bool Bonmin::OsiTMINLPInterface::basisIsAvailable ( ) const

inlinevirtual

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Definition at line 586 of file BonOsiTMINLPInterface.hpp.

void Bonmin::OsiTMINLPInterface::setContinuous ( int index )

virtual

Set the index-th variable to be a continuous variable.

Definition at line 1540 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setInteger ( int index )

virtual

Set the index-th variable to be an integer variable.

Definition at line 1547 of file BonOsiTMINLPInterface.cpp.

void Bonmin::OsiTMINLPInterface::setNumIterationSuspect ( int value )

inline

Definition at line 605 of file BonOsiTMINLPInterface.hpp.

virtual int Bonmin::OsiTMINLPInterface::getNumElements ( ) const

inlinevirtual

Cbc will understand that no matrix exsits if return -1.

Definition at line 618 of file BonOsiTMINLPInterface.hpp.

const double * Bonmin::OsiTMINLPInterface::getObjCoefficients ( ) const

virtual

This returns the objective function gradient at the current point.

It seems to be required for Cbc's pseudo cost initialization

Definition at line 3097 of file BonOsiTMINLPInterface.cpp.

virtual const CoinPackedMatrix* Bonmin::OsiTMINLPInterface::getMatrixByRow ( ) const

inlinevirtual

We have to keep this but it will return NULL.

Definition at line 632 of file BonOsiTMINLPInterface.hpp.

virtual const CoinPackedMatrix* Bonmin::OsiTMINLPInterface::getMatrixByCol ( ) const

inlinevirtual

We have to keep this but it will return NULL.

Definition at line 640 of file BonOsiTMINLPInterface.hpp.

virtual void Bonmin::OsiTMINLPInterface::setObjCoeff	(	int	elementIndex,
		double	elementValue
	)

inlinevirtual