OsiCpxSolverInterface Class Reference

CPLEX Solver Interface. More...

#include <OsiCpxSolverInterface.hpp>

Inheritance diagram for OsiCpxSolverInterface:

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Collaboration diagram for OsiCpxSolverInterface:

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List of all members.

Public Member Functions
virtual void	setObjSense (double s)
	Set objective function sense (1 for min (default), -1 for max,).
virtual void	setColSolution (const double *colsol)
	Set the primal solution column values.
virtual void	setRowPrice (const double *rowprice)
	Set dual solution vector.
const char *	getCtype () const
	return a vector of variable types (continous, binary, integer)
Solve methods

virtual void	initialSolve ()
	Solve initial LP relaxation.
virtual void	resolve ()
	Resolve an LP relaxation after problem modification.
virtual void	branchAndBound ()
	Invoke solver's built-in enumeration algorithm.
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 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.
bool	setIntParam (OsiIntParam key, int value)
	We should be able to get an integer tolerance.
bool	setDblParam (OsiDblParam key, double value)
	We should be able to get an integer tolerance.
bool	setStrParam (OsiStrParam key, const std::string &value)
	We should be able to get an integer tolerance.
bool	getIntParam (OsiIntParam key, int &value) const
	We should be able to get an integer tolerance.
bool	getDblParam (OsiDblParam key, double &value) const
	We should be able to get an integer tolerance.
bool	getStrParam (OsiStrParam key, std::string &value) const
	We should be able to get an integer tolerance.
Methods returning info on how the solution process terminated

virtual bool	isAbandoned () const
	Are there a numerical difficulties?
virtual bool	isProvenOptimal () const
	Is optimality proven?
virtual bool	isProvenPrimalInfeasible () const
	Is primal infeasiblity proven?
virtual bool	isProvenDualInfeasible () const
	Is dual infeasiblity proven?
virtual bool	isPrimalObjectiveLimitReached () const
	Is the given primal objective limit reached?
virtual bool	isDualObjectiveLimitReached () const
	Is the given dual objective limit reached?
virtual bool	isIterationLimitReached () const
	Iteration limit reached?
WarmStart related methods

CoinWarmStart *	getEmptyWarmStart () const
	Get an empty warm start object.
virtual CoinWarmStart *	getWarmStart () const
	Get warmstarting information.
virtual bool	setWarmStart (const CoinWarmStart *warmstart)
	Set warmstarting information.
Hotstart related methods (primarily used in strong branching). <br>
The user can create a hotstart (a snapshot) of the optimization process then reoptimize over and over again always starting from there. NOTE: between hotstarted optimizations only bound changes are allowed.
virtual void	markHotStart ()
	Create a hotstart point of the optimization process.
virtual void	solveFromHotStart ()
	Optimize starting from the hotstart.
virtual void	unmarkHotStart ()
	Delete the snapshot.
Methods related to querying the input data

virtual int	getNumCols () const
	Get number of columns.
virtual int	getNumRows () const
	Get number of rows.
virtual int	getNumElements () const
	Get number of nonzero elements.
virtual const double *	getColLower () const
	Get pointer to array[getNumCols()] of column lower bounds.
virtual const double *	getColUpper () const
	Get pointer to array[getNumCols()] of column upper bounds.
virtual const char *	getRowSense () const
	Get pointer to array[getNumRows()] of row constraint senses.
virtual const double *	getRightHandSide () const
	Get pointer to array[getNumRows()] of rows right-hand sides.
virtual const double *	getRowRange () const
	Get pointer to array[getNumRows()] of row ranges.
virtual const double *	getRowLower () const
	Get pointer to array[getNumRows()] of row lower bounds.
virtual const double *	getRowUpper () const
	Get pointer to array[getNumRows()] of row upper bounds.
virtual const double *	getObjCoefficients () const
	Get pointer to array[getNumCols()] of objective function coefficients.
virtual double	getObjSense () const
	Get objective function sense (1 for min (default), -1 for max).
virtual bool	isContinuous (int colNumber) const
	Return true if column is continuous.
virtual const CoinPackedMatrix *	getMatrixByRow () const
	Get pointer to row-wise copy of matrix.
virtual const CoinPackedMatrix *	getMatrixByCol () const
	Get pointer to column-wise copy of matrix.
virtual double	getInfinity () const
	Get solver's value for infinity.
Methods related to querying the solution

virtual const double *	getColSolution () const
	Get pointer to array[getNumCols()] of primal solution vector.
virtual const double *	getRowPrice () const
	Get pointer to array[getNumRows()] of dual prices.
virtual const double *	getReducedCost () const
	Get a pointer to array[getNumCols()] of reduced costs.
virtual const double *	getRowActivity () const
	Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.
virtual double	getObjValue () const
	Get objective function value.
virtual int	getIterationCount () const
	Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
virtual std::vector< double * >	getDualRays (int maxNumRays) const
	Get as many dual rays as the solver can provide.
virtual std::vector< double * >	getPrimalRays (int maxNumRays) const
	Get as many primal rays as the solver can provide.
Changing bounds on variables and constraints

virtual void	setObjCoeff (int elementIndex, double elementValue)
	Set an objective function coefficient.
virtual void	setObjCoeffSet (const int indexFirst, const int indexLast, const double *coeffList)
	Set a a set of objective function coefficients.
virtual void	setColLower (int elementIndex, double elementValue)
	Set a single column lower bound Use -DBL_MAX for -infinity.
virtual void	setColUpper (int elementIndex, double elementValue)
	Set a single column upper bound Use DBL_MAX for infinity.
virtual void	setColBounds (int elementIndex, double lower, double upper)
	Set a single column lower and upper bound The default implementation just invokes `setColLower()` and `setColUpper()`.
virtual void	setColSetBounds (const int indexFirst, const int indexLast, const double *boundList)
	Set the bounds on a number of columns simultaneously The default implementation just invokes `setCollower()` and `setColupper()` over and over again.
virtual void	setRowLower (int elementIndex, double elementValue)
	Set a single row lower bound Use -DBL_MAX for -infinity.
virtual void	setRowUpper (int elementIndex, double elementValue)
	Set a single row upper bound Use DBL_MAX for infinity.
virtual void	setRowBounds (int elementIndex, double lower, double upper)
	Set a single row lower and upper bound The default implementation just invokes `setRowLower()` and `setRowUpper()`.
virtual void	setRowType (int index, char sense, double rightHandSide, double range)
	Set the type of a single row .
virtual void	setRowSetBounds (const int indexFirst, const int indexLast, const double *boundList)
	Set the bounds on a number of rows simultaneously The default implementation just invokes `setRowLower()` and `setRowUpper()` over and over again.
virtual void	setRowSetTypes (const int indexFirst, const int indexLast, const char senseList, const double rhsList, const double *rangeList)
	Set the type of a number of rows simultaneously The default implementation just invokes `setRowType()` and over and over again.
Integrality related changing methods

virtual void	setContinuous (int index)
	Set the index-th variable to be a continuous variable.
virtual void	setInteger (int index)
	Set the index-th variable to be an integer variable.
virtual void	setContinuous (const int *indices, int len)
	Set the variables listed in indices (which is of length len) to be continuous variables.
virtual void	setInteger (const int *indices, int len)
	Set the variables listed in indices (which is of length len) to be integer variables.
Methods to expand a problem.<br>
Note that if a column is added then by default it will correspond to a continuous variable.
virtual void	addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
	Add a column (primal variable) to the problem.
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.
virtual void	deleteCols (const int num, const int *colIndices)
	Remove a set of columns (primal variables) from the problem.
virtual void	addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
	Add a row (constraint) to the problem.
virtual void	addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
	Add a row (constraint) to the problem.
virtual void	addRows (const int numrows, const CoinPackedVectorBase const rows, const double rowlb, const double rowub)
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.
virtual void	deleteRows (const int num, const int *rowIndices)
	Delete a set of rows (constraints) from the problem.
Methods to input a problem

virtual void	loadProblem (const CoinPackedMatrix &matrix, const double collb, const double colub, const double obj, const double rowlb, const double *rowub)
	Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
virtual void	assignProblem (CoinPackedMatrix &matrix, double &collb, double &colub, double &obj, double &rowlb, double &rowub)
	Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by lower and upper bounds).
virtual void	loadProblem (const CoinPackedMatrix &matrix, const double collb, const double colub, const double obj, const char rowsen, const double rowrhs, const double rowrng)
	Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range triplets).
virtual void	assignProblem (CoinPackedMatrix &matrix, double &collb, double &colub, double &obj, char &rowsen, double &rowrhs, double *&rowrng)
	Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets).
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)
	Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).
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)
	Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).
virtual int	readMps (const char filename, const char extension="mps")
	Read an mps file from the given filename.
virtual void	writeMps (const char filename, const char extension="mps", double objSense=0.0) const
	Write the problem into an mps file of the given filename.
Constructors and destructor

	OsiCpxSolverInterface ()
	Default Constructor.
virtual OsiSolverInterface *	clone (bool copyData=true) const
	Clone.
	OsiCpxSolverInterface (const OsiCpxSolverInterface &)
	Copy constructor.
OsiCpxSolverInterface &	operator= (const OsiCpxSolverInterface &rhs)
	Assignment operator.
virtual	~OsiCpxSolverInterface ()
	Destructor.
virtual void	reset ()
	Resets as if default constructor.
OsiSimplexInterface methods
Cplex adds a slack with coeff +1 in "<=" and "=" constraints, with coeff -1 in ">=", slack being non negative. We switch in order to get a "Clp tableau" where all the slacks have coefficient +1 in the original tableau. If a slack for ">=" is non basic, invB is not changed; column of the slack in the optimal tableau is flipped. If a slack for ">=" is basic, corresp. row of invB is flipped; whole row of the optimal tableau is flipped; then whole column for the slack in opt tableau is flipped. Ranged rows are not supported. It might work, but no garantee is given. Code implemented only for Cplex9.0 and higher, lower version number of Cplex will abort the code.
virtual int	canDoSimplexInterface () const
	Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none.
virtual void	enableSimplexInterface (int doingPrimal)
	Useless function, defined only for compatibility with OsiSimplexInterface.
virtual void	disableSimplexInterface ()
	Useless function, defined only for compatibility with OsiSimplexInterface.
virtual void	enableFactorization () const
	Useless function, defined only for compatibility with OsiSimplexInterface.
virtual void	disableFactorization () const
	Useless function, defined only for compatibility with OsiSimplexInterface.
virtual bool	basisIsAvailable () const
	Returns true if a basis is available.
virtual void	getBasisStatus (int cstat, int rstat) const
	Returns a basis status of the structural/artificial variables At present as warm start i.e 0: free, 1: basic, 2: upper, 3: lower.
virtual void	getBInvARow (int row, double z, double slack=NULL) const
	Get a row of the tableau (slack part in slack if not NULL).
virtual void	getBInvRow (int row, double *z) const
	Get a row of the basis inverse.
virtual void	getBInvACol (int col, double *vec) const
	Get a column of the tableau.
virtual void	getBInvCol (int col, double *vec) const
	Get a column of the basis inverse.
virtual void	getBasics (int *index) const
	Get indices of the pivot variable in each row (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).
Static Public Member Functions
Static instance counter methods

static void	incrementInstanceCounter ()
	CPLEX has a context which must be created prior to all other CPLEX calls.
static void	decrementInstanceCounter ()
	CPLEX has a context which should be deleted after CPLEX calls.
static unsigned int	getNumInstances ()
	Return the number of instances of instantiated objects using CPLEX services.
Protected Member Functions
Protected methods

virtual void	applyRowCut (const OsiRowCut &rc)
	Apply a row cut. Return true if cut was applied.
virtual void	applyColCut (const OsiColCut &cc)
	Apply a column cut (bound adjustment).
Private Member Functions
Private static class functions

void	switchToLP ()
	switches CPLEX to prob type LP
void	switchToMIP ()
	switches CPLEX to prob type MIP
void	resizeColType (int minsize)
	resizes coltype_ vector to be able to store at least minsize elements
void	freeColType ()
	frees colsize_ vector
Private methods

CPXLPptr	getMutableLpPtr () const
	Get LP Pointer for const methods.
void	gutsOfCopy (const OsiCpxSolverInterface &source)
	The real work of a copy constructor (used by copy and assignment).
void	gutsOfConstructor ()
	The real work of the constructor.
void	gutsOfDestructor ()
	The real work of the destructor.
void	freeCachedColRim ()
	free cached column rim vectors
void	freeCachedRowRim ()
	free cached row rim vectors
void	freeCachedResults ()
	free cached result vectors
void	freeCachedMatrix ()
	free cached matrices
void	freeCachedData (int keepCached=KEEPCACHED_NONE)
	free all cached data (except specified entries, see getLpPtr())
void	freeAllMemory ()
	free all allocated memory
void	printBounds ()
	Just for testing purposes.
Private Attributes
Private member data

CPXLPptr	lp_
	CPLEX model represented by this class instance.
int *	hotStartCStat_
	Hotstart information.
int	hotStartCStatSize_
	CPLEX model represented by this class instance.
int *	hotStartRStat_
	CPLEX model represented by this class instance.
int	hotStartRStatSize_
	CPLEX model represented by this class instance.
int	hotStartMaxIteration_
	CPLEX model represented by this class instance.
Cached information derived from the CPLEX model

double *	obj_
	Pointer to objective vector.
double *	collower_
	Pointer to dense vector of variable lower bounds.
double *	colupper_
	Pointer to dense vector of variable lower bounds.
char *	rowsense_
	Pointer to dense vector of row sense indicators.
double *	rhs_
	Pointer to dense vector of row right-hand side values.
double *	rowrange_
	Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows).
double *	rowlower_
	Pointer to dense vector of row lower bounds.
double *	rowupper_
	Pointer to dense vector of row upper bounds.
double *	colsol_
	Pointer to primal solution vector.
double *	rowsol_
	Pointer to dual solution vector.
double *	redcost_
	Pointer to reduced cost vector.
double *	rowact_
	Pointer to row activity (slack) vector.
CoinPackedMatrix *	matrixByRow_
	Pointer to row-wise copy of problem matrix coefficients.
CoinPackedMatrix *	matrixByCol_
	Pointer to row-wise copy of problem matrix coefficients.
Additional information needed for storing MIP problems

char *	coltype_
	Pointer to dense vector of variable types (continous, binary, integer).
int	coltypesize_
	Size of allocated memory for coltype_.
bool	probtypemip_
	Stores whether CPLEX' prob type is currently set to MIP.
Static Private Attributes
Private static class data

static CPXENVptr	env_
	CPLEX environment pointer.
static int	cpxVersionMajor_
	CPLEX version.
static int	cpxVersionMinor_
	CPLEX environment pointer.
static int	cpxVersionMinorMinor_
	CPLEX environment pointer.
static unsigned int	numInstances_
	Number of live problem instances.
Friends
void	OsiCpxSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netlibDir)
	A function that tests the methods in the OsiOslSolverInterface class.
CPLEX specific public interfaces

enum	keepCachedFlag { KEEPCACHED_NONE = 0, KEEPCACHED_COLUMN = 1, KEEPCACHED_ROW = 2, KEEPCACHED_MATRIX = 4, KEEPCACHED_RESULTS = 8, KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN \| KEEPCACHED_ROW \| KEEPCACHED_MATRIX, KEEPCACHED_ALL = KEEPCACHED_PROBLEM \| KEEPCACHED_RESULTS, FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN, FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW, FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX, FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS }
	Get pointer to CPLEX model and free all specified cached data entries (combined with logical or-operator '\|' ):. More...
CPXLPptr	getLpPtr (int keepCached=KEEPCACHED_NONE)
	Get pointer to CPLEX model and free all specified cached data entries (combined with logical or-operator '\|' ):.
CPXENVptr	getEnvironmentPtr ()
	Method to access CPLEX environment pointer.

Detailed Description

CPLEX Solver Interface.

Instantiation of OsiCpxSolverInterface for CPLEX

Definition at line 35 of file OsiCpxSolverInterface.hpp.

Member Enumeration Documentation

enum OsiCpxSolverInterface::keepCachedFlag

Get pointer to CPLEX model and free all specified cached data entries (combined with logical or-operator '|' ):.

Enumerator:

KEEPCACHED_NONE	discard all cached data (default)
KEEPCACHED_COLUMN	column information: objective values, lower and upper bounds, variable types
KEEPCACHED_ROW	row information: right hand sides, ranges and senses, lower and upper bounds for row
KEEPCACHED_MATRIX	problem matrix: matrix ordered by column and by row
KEEPCACHED_RESULTS	LP solution: primal and dual solution, reduced costs, row activities.
KEEPCACHED_PROBLEM	only discard cached LP solution
KEEPCACHED_ALL	keep all cached data (similar to getMutableLpPtr())
FREECACHED_COLUMN	free only cached column and LP solution information
FREECACHED_ROW	free only cached row and LP solution information
FREECACHED_MATRIX	free only cached matrix and LP solution information
FREECACHED_RESULTS	free only cached LP solution information

Definition at line 600 of file OsiCpxSolverInterface.hpp.

Constructor & Destructor Documentation

OsiCpxSolverInterface::OsiCpxSolverInterface ( )

Default Constructor.

OsiCpxSolverInterface::OsiCpxSolverInterface ( const OsiCpxSolverInterface & )

Copy constructor.

virtual OsiCpxSolverInterface::~OsiCpxSolverInterface ( ) [virtual]

Destructor.

Member Function Documentation

virtual void OsiCpxSolverInterface::initialSolve ( ) [virtual]

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::resolve ( ) [virtual]

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiCpxSolverInterface::branchAndBound ( ) [virtual]

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

bool OsiCpxSolverInterface::setIntParam	(	OsiIntParam	key,
		int	value
	)			`[virtual]`