#include <BonCouenneInterface.hpp>
Public Member Functions | |
CouenneInterface () | |
Default constructor. More... | |
CouenneInterface (const CouenneInterface &other) | |
Copy constructor. More... | |
virtual CouenneInterface * | clone (bool CopyData) |
virutal copy constructor. More... | |
virtual | ~CouenneInterface () |
Destructor. More... | |
virtual std::string | appName () |
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AmplInterface () | |
Default constructor. More... | |
AmplInterface (const AmplInterface &other) | |
Copy constructor. More... | |
virtual | ~AmplInterface () |
Destructor. More... | |
const AmplTMINLP * | amplModel () const |
Fast access to AmplTMINLP. More... | |
virtual void | readAmplNlFile (char **&argv, Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, Ipopt::SmartPtr< Ipopt::OptionsList > options, Ipopt::SmartPtr< Ipopt::Journalist > journalist, std::string *nl_file_content=NULL) |
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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 () |
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... | |
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... | |
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... | |
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 |
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... | |
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... | |
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... | |
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... | |
virtual void | setContinuous (int index) |
Set the index-th variable to be a continuous variable. More... | |
virtual void | setInteger (int index) |
Set the index-th variable to be an integer variable. More... | |
virtual 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... | |
void | setSolverOutputToDefault () |
void | forceSolverOutput (int log_level) |
virtual double | getObjValue () const |
Get objective function value (can't use default) More... | |
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): ![]() | |
Overloaded methods to build outer approximations | |
bool | have_nlp_solution_ |
true if we got an integer feasible solution from initial solve More... | |
virtual void | extractLinearRelaxation (OsiSolverInterface &si, CouenneCutGenerator &couenneCg, bool getObj=1, bool solveNlp=1) |
Extract a linear relaxation of the MINLP. More... | |
virtual void | setAppDefaultOptions (Ipopt::SmartPtr< Ipopt::OptionsList > Options) |
To set some application specific defaults. More... | |
bool | haveNlpSolution () |
return value of have_nlp_solution_ More... | |
Additional Inherited Members | |
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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... | |
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void | readNames () |
Read variables and row names in .col and .row files. More... | |
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Ipopt::SmartPtr < Bonmin::AmplTMINLP > | amplTminlp_ |
TMINLP problem (the original problem usually an AmplTMINLP). More... | |
Definition at line 33 of file BonCouenneInterface.hpp.
CouenneInterface::CouenneInterface | ( | ) |
Default constructor.
Definition at line 24 of file BonCouenneInterface.cpp.
CouenneInterface::CouenneInterface | ( | const CouenneInterface & | other | ) |
Copy constructor.
Definition at line 30 of file BonCouenneInterface.cpp.
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virtual |
Destructor.
Definition at line 41 of file BonCouenneInterface.cpp.
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virtual |
virutal copy constructor.
virtual copy constructor.
Reimplemented from Bonmin::AmplInterface.
Definition at line 36 of file BonCouenneInterface.cpp.
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inlinevirtual |
Definition at line 49 of file BonCouenneInterface.hpp.
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virtual |
Extract a linear relaxation of the MINLP.
Solve the continuous relaxation and takes first-order outer-approximation constraints at the optimum. The put everything in an OsiSolverInterface.
Solve the continuous relaxation and takes first-order outer-approximation constraints at the optimum. Then put everything in an OsiSolverInterface.
The OsiSolverInterface si is empty and has to be populated with the initial linear relaxation.
Definition at line 69 of file BonCouenneInterface.cpp.
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virtual |
To set some application specific defaults.
Reimplemented from Bonmin::AmplInterface.
Definition at line 457 of file BonCouenneInterface.cpp.
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inline |
return value of have_nlp_solution_
Definition at line 73 of file BonCouenneInterface.hpp.
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protected |
true if we got an integer feasible solution from initial solve
Definition at line 79 of file BonCouenneInterface.hpp.