COIN OSI layer for dylp. More...
#include <OsiDylpSolverInterface.hpp>
Public Member Functions | |
Constructors and Destructors | |
OsiDylpSolverInterface () | |
Default constructor. | |
OsiDylpSolverInterface (const OsiDylpSolverInterface &src) | |
Copy constructor. | |
OsiSolverInterface * | clone (bool copyData=true) const |
Clone the solver object. | |
OsiDylpSolverInterface & | operator= (const OsiDylpSolverInterface &rhs) |
Assignment. | |
~OsiDylpSolverInterface () | |
Destructor. | |
void | reset () |
Reset the solver object to the state produced by the default constructor. | |
Methods to load a problem | |
int | readMps (const char *filename, const char *extension="mps") |
Read a problem description in MPS format from a file. | |
int | readMps (const char *filename, const char *extension, int &numberSets, CoinSet **&sets) |
Read a problem description in MPS format from a file, including SOS information. | |
void | writeMps (const char *basename, const char *extension="mps", double objsense=0.0) const |
Write the problem into the specified file in MPS format. | |
void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng) |
Load a problem description (OSI packed matrix, row sense, parameters unaffected). | |
void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub) |
Load a problem description (OSI packed matrix, row bounds, parameters unaffected). | |
void | loadProblem (const int colcnt, const int rowcnt, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const char *sense, const double *rhsin, const double *range) |
Load a problem description (standard column-major packed matrix, row sense, parameters unaffected). | |
void | loadProblem (const int colcnt, const int rowcnt, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *row_lower, const double *row_upper) |
Load a problem description (standard column-major packed matrix, row bounds, parameters unaffected). | |
void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng) |
Load a problem description (OSI packed matrix, row sense, parameters destroyed). | |
void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub) |
Load a problem description (OSI packed matrix, row bounds, parameters destroyed). | |
Methods to obtain problem information | |
int | getNumCols () const |
Get the number of columns (variables). | |
int | getNumRows () const |
Get the number of rows (constraints). | |
int | getNumElements () const |
Get the number of non-zero coefficients. | |
int | getNumIntegers () const |
Get the number of integer variables. | |
const double * | getColLower () const |
Get the column (variable) lower bound vector. | |
const double * | getColUpper () const |
Get the column (variable) upper bound vector. | |
bool | isContinuous (int colIndex) const |
Return true if the variable is continuous. | |
bool | isBinary (int colIndex) const |
Return true if the variable is binary. | |
bool | isIntegerNonBinary (int colIndex) const |
Return true if the variable is general integer. | |
bool | isInteger (int colIndex) const |
Return true if the variable is integer (general or binary). | |
const char * | getRowSense () const |
Get the row sense (constraint type) vector. | |
const double * | getRightHandSide () const |
Get the row (constraint) right-hand-side vector. | |
const double * | getRowRange () const |
Get the row (constraint) range vector. | |
const double * | getRowLower () const |
Get the row (constraint) lower bound vector. | |
const double * | getRowUpper () const |
Get the row (constraint) upper bound vector. | |
const double * | getObjCoefficients () const |
Get the objective function coefficient vector. | |
double | getObjSense () const |
Get the objective function sense (min/max). | |
const CoinPackedMatrix * | getMatrixByRow () const |
Get a pointer to a row-major copy of the constraint matrix. | |
const CoinPackedMatrix * | getMatrixByCol () const |
Get a pointer to a column-major copy of the constraint matrix. | |
Methods to modify the problem | |
void | setContinuous (int index) |
Set a single variable to be continuous. | |
void | setContinuous (const int *indices, int len) |
Set a list of variables to be continuous. | |
void | setInteger (int index) |
Set a single variable to be integer. | |
void | setInteger (const int *indices, int len) |
Set a list of variables to be integer. | |
void | setColLower (int index, double value) |
Set the lower bound on a column (variable). | |
void | setColUpper (int index, double value) |
Set the upper bound on a column (variable). | |
void | setRowLower (int index, double value) |
Set the lower bound on a row (constraint). | |
void | setRowUpper (int index, double value) |
Set the upper bound on a row (constraint). | |
void | setRowType (int index, char rowsen, double rowrhs, double rowrng) |
Set the type of a row (constraint). | |
void | setObjCoeff (int index, double value) |
Set an objective function coefficient. | |
void | setObjSense (double sense) |
Set the sense (min/max) of the objective. | |
void | setColSolution (const double *colsol) |
Set the value of the primal variables in the problem solution. | |
void | setRowPrice (const double *) |
Set the value of the dual variables in the problem solution. | |
void | addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj) |
Add a column (variable) to the problem. | |
void | deleteCols (const int num, const int *colIndices) |
Remove column(s) (variable(s)) from the problem. | |
void | addRow (const CoinPackedVectorBase &row, const double rowlb, const double rowub) |
Add a row (constraint) to the problem. | |
void | addRow (const CoinPackedVectorBase &row, const char rowsen, const double rowrhs, const double rowrng) |
Add a row (constraint) to the problem. | |
void | deleteRows (const int num, const int *rowIndices) |
Delete row(s) (constraint(s)) from the problem. | |
void | applyRowCut (const OsiRowCut &cut) |
Apply a row (constraint) cut (add one constraint). | |
void | applyColCut (const OsiColCut &cut) |
Apply a column (variable) cut (adjust one or more bounds). | |
Solve methods | |
void | initialSolve () |
Solve an lp from scratch. | |
CoinWarmStart * | getEmptyWarmStart () const |
Get an empty OsiDylpWarmStartBasis object. | |
CoinWarmStart * | getWarmStart () const |
Build a warm start object for the current lp solution. | |
bool | setWarmStart (const CoinWarmStart *warmStart) |
Apply a warm start object. | |
void | resolve () |
Call dylp to reoptimize (warm start). | |
void | markHotStart () |
Create a hot start snapshot. | |
void | solveFromHotStart () |
Call dylp to reoptimize (hot start). | |
void | unmarkHotStart () |
Delete the hot start snapshot. | |
Methods returning solver termination status | |
bool | isAbandoned () const |
True if dylp abandoned the problem. | |
bool | isProvenOptimal () const |
True if dylp reported an optimal solution. | |
bool | isProvenPrimalInfeasible () const |
True if dylp reported the problem to be primal infeasible. | |
bool | isProvenDualInfeasible () const |
True if dylp reported the problem to be dual infeasible (primal unbounded). | |
bool | isIterationLimitReached () const |
True if dylp reached the iteration limit. | |
int | getIterationCount () const |
Get the number of iterations for the last lp. | |
bool | isPrimalObjectiveLimitReached () const |
Is the primal objective limit reached? | |
bool | isDualObjectiveLimitReached () const |
Is the dual objective limit reached? | |
Methods to set/get solver parameters | |
double | getInfinity () const |
Get dylp's value for infinity. | |
bool | setIntParam (OsiIntParam key, int value) |
Set an OSI integer parameter. | |
bool | setDblParam (OsiDblParam key, double value) |
Set an OSI double parameter. | |
bool | setStrParam (OsiStrParam key, const std::string &value) |
Set an OSI string parameter. | |
bool | setHintParam (OsiHintParam key, bool sense=true, OsiHintStrength strength=OsiHintTry, void *info=0) |
Set an OSI hint. | |
bool | getIntParam (OsiIntParam key, int &value) const |
Get an OSI integer parameter. | |
bool | getDblParam (OsiDblParam key, double &value) const |
Get an OSI double parameter. | |
bool | getStrParam (OsiStrParam key, std::string &value) const |
Get an OSI string parameter. | |
bool | getHintParam (OsiHintParam key, bool &sense, OsiHintStrength &strength, void *&info) const |
Get an OSI hint. | |
void | newLanguage (CoinMessages::Language language) |
Change the language for OsiDylp messages. | |
void | setLanguage (CoinMessages::Language language) |
An alias for OsiDylpSolverInterface::newLanguage. | |
Methods to obtain solution information | |
const double * | getColSolution () const |
Return the vector of primal variables for the solution. | |
const double * | getRowPrice () const |
Return the vector of dual variables for the solution. | |
const double * | getReducedCost () const |
Return the vector of reduced costs for the solution. | |
const double * | getRowActivity () const |
Return the vector of row activity for the solution. | |
double | getObjValue () const |
Get the objective function value for the solution. | |
Methods for row and column names. | |
void | setObjName (std::string name) |
Set the objective function name. | |
void | setRowName (int ndx, std::string name) |
Set a row name. | |
void | setColName (int ndx, std::string name) |
Set a column name. | |
Debugging Methods | |
void | activateRowCutDebugger (const char *modelName) |
Activate the row cut debugger. | |
void | activateRowCutDebugger (const double *solution) |
Activate the row cut debugger. | |
Dylp-specific methods | |
void | dylp_controlfile (const char *name, const bool silent, const bool mustexist=true) |
Process an options (.spc) file. | |
void | dylp_logfile (const char *name, bool echo=false) |
Establish a log file. | |
void | dylp_outfile (const char *name) |
Establish an output (solution and/or statistics) file. | |
void | dylp_printsoln (bool wantSoln, bool wantStats) |
Print the solution and/or statistics to the output file. | |
void | setOsiDylpMessages (CoinMessages::Language local_language) |
Set the language for messages. | |
Unsupported functions | |
void | branchAndBound () |
Invoke the solver's built-in branch-and-bound algorithm. | |
std::vector< double * > | getDualRays (int) const |
Get as many dual rays as the solver can provide. | |
std::vector< double * > | getPrimalRays (int) const |
Get as many primal rays as the solver can provide. | |
Private Member Functions | |
Helper functions for presolve | |
CoinPresolveMatrix * | initialisePresolve (bool keepIntegers) |
Create and load a presolve object. | |
void | doPresolve () |
Perform presolve transformations. | |
bool | evalPresolve () |
Decide whether presolve was effective enough to use. | |
void | saveOriginalSys () |
Save the original problem. | |
void | installPresolve () |
Load the presolved problem into the ODSI object. | |
CoinPostsolveMatrix * | initialisePostsolve (CoinPresolveMatrix *&preObj) |
Create and load a postsolve object. | |
void | doPostsolve () |
Apply the postsolve transforms from postActions_. | |
void | installPostsolve () |
Reload the original constraint system with the postsolved basis. | |
void | destruct_presolve () |
Delete presolve information. | |
Helper functions for problem construction | |
void | construct_lpprob () |
void | construct_options () |
void | construct_consys (int cols, int rows) |
void | dylp_ioinit () |
void | gen_rowparms (int rowcnt, double *rhs, double *rhslow, contyp_enum *ctyp, const double *rowlb, const double *rowub) |
void | gen_rowparms (int rowcnt, double *rhs, double *rhslow, contyp_enum *ctyp, const char *sense, const double *rhsin, const double *range) |
void | load_problem (const CoinMpsIO &mps) |
void | load_problem (const CoinPackedMatrix &matrix, const double *col_lower, const double *col_upper, const double *obj, const contyp_enum *ctyp, const double *rhs, const double *rhslow) |
void | load_problem (const int colcnt, const int rowcnt, const int *start, const int *lens, const int *index, const double *value, const double *col_lower, const double *col_upper, const double *obj, const contyp_enum *ctyp, const double *rhs, const double *rhslow) |
Helper functions for invoking dylp | |
lpret_enum | do_lp (ODSI_start_enum start) |
Common core method to invoke dylp. | |
Destructor helpers | |
void | destruct_col_cache (bool structure) |
void | destruct_row_cache (bool structure) |
void | destruct_cache (bool rowStructure, bool colStructure) |
void | destruct_problem (bool preserve_interface) |
void | detach_dylp () |
Static Private Member Functions | |
Copy helpers | |
template<class T > | |
static void | copy (const T *src, T *dst, int n) |
template<class T > | |
static T * | copy (const T *src, int n) |
template<class T > | |
static T * | copy (const T *src) |
static basis_struct * | copy_basis (const basis_struct *src, int dstsze) |
static void | copy_basis (const basis_struct *src, basis_struct *dst) |
static lpprob_struct * | copy_lpprob (const lpprob_struct *src) |
Copy verification functions | |
template<class T > | |
static void | assert_same (const T &t1, const T &t2, bool exact) |
template<class T > | |
static void | assert_same (const T *t1, const T *t2, int n, bool exact) |
static void | assert_same (double d1, double d2, bool exact) |
static void | assert_same (const basis_struct &b1, const basis_struct &b2, bool exact) |
static void | assert_same (const consys_struct &c1, const consys_struct &c2, bool exact) |
static void | assert_same (const conbnd_struct &c1, const conbnd_struct &c2, bool exact) |
static void | assert_same (const lpprob_struct &l1, const lpprob_struct &l2, bool exact) |
static void | assert_same (const OsiDylpSolverInterface &o1, const OsiDylpSolverInterface &o2, bool exact) |
Vector helper functions | |
template<class T > | |
static T * | idx_vec (T *data) |
static int | idx (int i) |
template<class T > | |
static T * | inv_vec (T *data) |
static int | inv (int i) |
static pkvec_struct * | packed_vector (const CoinShallowPackedVector vector, int dimension) |
static void | packed_vector (const CoinShallowPackedVector vector, int dimension, pkvec_struct *dst) |
File i/o helper routines | |
static std::string | make_filename (const char *filename, const char *ext1, const char *ext2) |
Private Attributes | |
Cached problem information | |
double | _objval |
double * | _col_obj |
double * | _col_x |
double * | _col_cbar |
double * | _row_rhs |
double * | _row_lower |
double * | _row_upper |
char * | _row_sense |
double * | _row_range |
double * | _row_lhs |
double * | _row_price |
CoinPackedMatrix * | _matrix_by_col |
CoinPackedMatrix * | _matrix_by_row |
Data for presolve | |
CoinPresolveMatrix * | preObj_ |
The presolve object. | |
const CoinPresolveAction * | postActions_ |
List of postsolve actions. | |
CoinPostsolveMatrix * | postObj_ |
The postsolve object. | |
int | passLimit_ |
Limit for iterations of the major presolve loop. | |
bool | keepIntegers_ |
true if presolve should consider integrality | |
consys_struct * | savedConsys_ |
Saved copy of original problem. | |
double * | saved_col_obj |
Saved pointers to cached structural vectors. | |
double * | saved_row_rhs |
The presolve object. | |
double * | saved_row_lower |
The presolve object. | |
double * | saved_row_upper |
The presolve object. | |
char * | saved_row_sense |
The presolve object. | |
double * | saved_row_range |
The presolve object. | |
CoinPackedMatrix * | saved_matrix_by_col |
The presolve object. | |
CoinPackedMatrix * | saved_matrix_by_row |
The presolve object. | |
Static Private Attributes | |
Dylp residual control variables | |
static int | reference_count |
static bool | basis_ready |
static OsiDylpSolverInterface * | dylp_owner |
Friends | |
int | OsiDylpSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netLibDir) |
Unit test for OsiDylpSolverInterface. | |
Solver instance control variables | |
These variables maintain state for individual ODSI instances. | |
enum | basisCondition { basisNone = 0, basisFresh, basisModified, basisDamaged } |
Codes for basis condition. More... | |
ioid | local_outchn |
Output file for this ODSI instance. | |
ioid | local_logchn |
Log file for this ODSI instance. | |
bool | initial_gtxecho |
Controls output of log information to stdout during initialSolve(). | |
bool | resolve_gtxecho |
Controls output of log information to stdout during resolve() and solveFromHotStart(). | |
lpret_enum | lp_retval |
Result of last call to solver for this ODSI instance. | |
double | obj_sense |
Objective function sense for this ODSI instance. | |
double | odsiInfinity |
The value of infinity. | |
const std::string | solvername |
Solver name (dylp). | |
void * | info_ [OsiLastHintParam] |
Array for info blocks associated with hints. | |
bool | mps_debug |
Allow messages from CoinMpsIO package. | |
CoinWarmStart * | hotstart_fallback |
Warm start object used as a fallback for hot start. | |
struct { | |
CoinWarmStart * basis | |
basisCondition condition | |
int balance | |
} | activeBasis |
Active basis. | |
bool | solnIsFresh |
The most recent solution from dylp is valid. | |
Dylp data structures | |
These fields hold pointers to the data structures which are used to pass an lp problem to dylp. | |
lpopts_struct * | initialSolveOptions |
lpopts_struct * | resolveOptions |
lptols_struct * | tolerances |
consys_struct * | consys |
lpprob_struct * | lpprob |
lpstats_struct * | statistics |
Helper functions for problem modification | |
| |
void | add_col (const CoinPackedVectorBase &coin_coli, vartyp_enum vtypi, double vlbi, double vubi, double obji, const std::string *nme) |
void | add_row (const CoinPackedVectorBase &coin_rowi, char clazzi, contyp_enum ctypi, double rhsi, double rhslowi, const std::string *nme) |
void | calc_objval () |
contyp_enum | bound_to_type (double lower, double upper) |
void | gen_rowiparms (contyp_enum *ctypi, double *rhsi, double *rhslowi, char sensei, double rhsini, double rangei) |
void | gen_rowiparms (contyp_enum *ctypi, double *rhsi, double *rhslowi, double rowlbi, double rowubi) |
void | unimp_hint (bool dylpSense, bool hintSense, OsiHintStrength hintStrength, const char *msgString) |
void | pessimal_primal () |
void | reduceActiveBasis () |
static contyp_enum | sense_to_type (char type) |
static char | type_to_sense (contyp_enum type) |
COIN OSI layer for dylp.
The class OsiDylpSolverInterface (ODSI) implements the public functions defined for a COIN OsiSolverInterface (OSI) object.
In addition to the principles outlined for the OsiSolverInterface class, ODSI maintains the following:
Construction of a Constraint System: A constraint system can be batch loaded from a file (MPS format) or from a data structure, or it can be built incrementally. When building a constraint system incrementally, keep in mind that you must create a row or column (addRow or addCol, respectively) before you can adjust other properties (row or column bounds, objective, variable values, etc.)
Existence of a Solution: For proper operation, OSI requires that a SI maintain a basic primal solution at all times after a problem has been loaded.
When a problem is loaded, ODSI generates a basic primal solution (primal variable values and a matching basis). The solution is not necessarily primal or dual feasible. In terms of the objective function, this solution is pessimistic, but not necessarily worst-case. ODSI does not generate matching values for the dual variables (row prices).
Any successful call to dylp (i.e., a call that results in an optimal, infeasible, or unbounded result, or that terminates on iteration limit) will replace the existing solution with the result of the call to dylp.
It is possible to specify initial values for the primal and dual variables using setColSolution() and setRowPrice(). To specify an initial basis, see the documentation for the CoinWarmStartBasis and OsiDylpWarmStartBasis classes. When these functions are used, it is the responsibility of the client to ensure validity and consistency.
Maintenance of an LP Basis Skirting the edges of the principle that changing the problem invalidates the solution, OsiDylp will maintain a valid basis across two common operations used in branch-and-cut: deletion of a loose constraint and deletion of a nonbasic variable. Arguably the set of allowable modifications could be increased.
Assignment Assignment (operator=()) works pretty much as you'd expect, with one exception. Only one ODSI object can control the dylp solver at a time, so hot start information is not copied on assignment.
Detailed documentation is contained in OsiDylpSolverInterface.cpp, which is not normally scanned when generating COIN OSI layer documentation.
Definition at line 100 of file OsiDylpSolverInterface.hpp.
enum OsiDylpSolverInterface::basisCondition [private] |
Codes for basis condition.
`Good' modifications are deletion of a loose constraint (specifically, a constraint with a basic logical) or a variable at bound (specifically, a nonbasic variable). `Bad' modifications are deletion of a tight constraint (specifically, a constraint with a nonbasic logical) or deletion of a variable not at bound (specifically, a basic variable). Bad modifications will in general cause the basis to be primal and/or dual infeasible after it's patched up.
A subtle point: basisModified will also be used in situations where ODSI has constructed a basis but not set it into a lpprob structure. This is the case when a solution is invented for a newly loaded problem.
Definition at line 818 of file OsiDylpSolverInterface.hpp.
OsiDylpSolverInterface::OsiDylpSolverInterface | ( | ) |
Default constructor.
OsiDylpSolverInterface::OsiDylpSolverInterface | ( | const OsiDylpSolverInterface & | src | ) |
Copy constructor.
OsiDylpSolverInterface::~OsiDylpSolverInterface | ( | ) |
Destructor.
OsiSolverInterface* OsiDylpSolverInterface::clone | ( | bool | copyData = true |
) | const [virtual] |
Clone the solver object.
Implements OsiSolverInterface.
OsiDylpSolverInterface& OsiDylpSolverInterface::operator= | ( | const OsiDylpSolverInterface & | rhs | ) |
Assignment.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::reset | ( | ) | [virtual] |
Reset the solver object to the state produced by the default constructor.
Reimplemented from OsiSolverInterface.
int OsiDylpSolverInterface::readMps | ( | const char * | filename, | |
const char * | extension = "mps" | |||
) | [virtual] |
Read a problem description in MPS format from a file.
Reimplemented from OsiSolverInterface.
int OsiDylpSolverInterface::readMps | ( | const char * | filename, | |
const char * | extension, | |||
int & | numberSets, | |||
CoinSet **& | sets | |||
) | [virtual] |
Read a problem description in MPS format from a file, including SOS information.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::writeMps | ( | const char * | basename, | |
const char * | extension = "mps" , |
|||
double | objsense = 0.0 | |||
) | const [virtual] |
Write the problem into the specified file in MPS format.
objsense
== 1 forces the file to be written as a maximisation problem, while -1 forces a minimisation problem. The default of 0 writes the file as maximisation or minimisation using the solver's current setting.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::loadProblem | ( | const CoinPackedMatrix & | matrix, | |
const double * | collb, | |||
const double * | colub, | |||
const double * | obj, | |||
const char * | rowsen, | |||
const double * | rowrhs, | |||
const double * | rowrng | |||
) | [virtual] |
Load a problem description (OSI packed matrix, row sense, parameters unaffected).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::loadProblem | ( | const CoinPackedMatrix & | matrix, | |
const double * | collb, | |||
const double * | colub, | |||
const double * | obj, | |||
const double * | rowlb, | |||
const double * | rowub | |||
) | [virtual] |
Load a problem description (OSI packed matrix, row bounds, parameters unaffected).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::loadProblem | ( | const int | colcnt, | |
const int | rowcnt, | |||
const int * | start, | |||
const int * | index, | |||
const double * | value, | |||
const double * | collb, | |||
const double * | colub, | |||
const double * | obj, | |||
const char * | sense, | |||
const double * | rhsin, | |||
const double * | range | |||
) | [virtual] |
Load a problem description (standard column-major packed matrix, row sense, parameters unaffected).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::loadProblem | ( | const int | colcnt, | |
const int | rowcnt, | |||
const int * | start, | |||
const int * | index, | |||
const double * | value, | |||
const double * | collb, | |||
const double * | colub, | |||
const double * | obj, | |||
const double * | row_lower, | |||
const double * | row_upper | |||
) | [virtual] |
Load a problem description (standard column-major packed matrix, row bounds, parameters unaffected).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::assignProblem | ( | CoinPackedMatrix *& | matrix, | |
double *& | collb, | |||
double *& | colub, | |||
double *& | obj, | |||
char *& | rowsen, | |||
double *& | rowrhs, | |||
double *& | rowrng | |||
) | [virtual] |
Load a problem description (OSI packed matrix, row sense, parameters destroyed).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::assignProblem | ( | CoinPackedMatrix *& | matrix, | |
double *& | collb, | |||
double *& | colub, | |||
double *& | obj, | |||
double *& | rowlb, | |||
double *& | rowub | |||
) | [virtual] |
Load a problem description (OSI packed matrix, row bounds, parameters destroyed).
Implements OsiSolverInterface.
int OsiDylpSolverInterface::getNumCols | ( | ) | const [virtual] |
Get the number of columns (variables).
Implements OsiSolverInterface.
int OsiDylpSolverInterface::getNumRows | ( | ) | const [virtual] |
Get the number of rows (constraints).
Implements OsiSolverInterface.
int OsiDylpSolverInterface::getNumElements | ( | ) | const [virtual] |
Get the number of non-zero coefficients.
Implements OsiSolverInterface.
int OsiDylpSolverInterface::getNumIntegers | ( | ) | const [virtual] |
Get the number of integer variables.
Counts both binary and general integer variables.
Reimplemented from OsiSolverInterface.
const double* OsiDylpSolverInterface::getColLower | ( | ) | const [virtual] |
Get the column (variable) lower bound vector.
Implements OsiSolverInterface.
const double* OsiDylpSolverInterface::getColUpper | ( | ) | const [virtual] |
Get the column (variable) upper bound vector.
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::isContinuous | ( | int | colIndex | ) | const [virtual] |
Return true if the variable is continuous.
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::isBinary | ( | int | colIndex | ) | const [virtual] |
Return true if the variable is binary.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::isIntegerNonBinary | ( | int | colIndex | ) | const [virtual] |
Return true if the variable is general integer.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::isInteger | ( | int | colIndex | ) | const [virtual] |
Return true if the variable is integer (general or binary).
Reimplemented from OsiSolverInterface.
const char* OsiDylpSolverInterface::getRowSense | ( | ) | const [virtual] |
Get the row sense (constraint type) vector.
Implements OsiSolverInterface.
const double* OsiDylpSolverInterface::getRightHandSide | ( | ) | const [virtual] |
Get the row (constraint) right-hand-side vector.
Implements OsiSolverInterface.
const double* OsiDylpSolverInterface::getRowRange | ( | ) | const [virtual] |
Get the row (constraint) range vector.
Implements OsiSolverInterface.
const double* OsiDylpSolverInterface::getRowLower | ( | ) | const [virtual] |
Get the row (constraint) lower bound vector.
Implements OsiSolverInterface.
const double* OsiDylpSolverInterface::getRowUpper | ( | ) | const [virtual] |
Get the row (constraint) upper bound vector.
Implements OsiSolverInterface.
const double* OsiDylpSolverInterface::getObjCoefficients | ( | ) | const [virtual] |
Get the objective function coefficient vector.
Implements OsiSolverInterface.
double OsiDylpSolverInterface::getObjSense | ( | ) | const [virtual] |
Get the objective function sense (min/max).
A value of 1 indicates minimisation; -1 indicates maximisation.
Implements OsiSolverInterface.
const CoinPackedMatrix* OsiDylpSolverInterface::getMatrixByRow | ( | ) | const [virtual] |
Get a pointer to a row-major copy of the constraint matrix.
Implements OsiSolverInterface.
const CoinPackedMatrix* OsiDylpSolverInterface::getMatrixByCol | ( | ) | const [virtual] |
Get a pointer to a column-major copy of the constraint matrix.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setContinuous | ( | int | index | ) | [virtual] |
Set a single variable to be continuous.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setContinuous | ( | const int * | indices, | |
int | len | |||
) | [virtual] |
Set a list of variables to be continuous.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::setInteger | ( | int | index | ) | [virtual] |
Set a single variable to be integer.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setInteger | ( | const int * | indices, | |
int | len | |||
) | [virtual] |
Set a list of variables to be integer.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::setColLower | ( | int | index, | |
double | value | |||
) | [virtual] |
Set the lower bound on a column (variable).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setColUpper | ( | int | index, | |
double | value | |||
) | [virtual] |
Set the upper bound on a column (variable).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setRowLower | ( | int | index, | |
double | value | |||
) | [virtual] |
Set the lower bound on a row (constraint).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setRowUpper | ( | int | index, | |
double | value | |||
) | [virtual] |
Set the upper bound on a row (constraint).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setRowType | ( | int | index, | |
char | rowsen, | |||
double | rowrhs, | |||
double | rowrng | |||
) | [virtual] |
Set the type of a row (constraint).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setObjCoeff | ( | int | index, | |
double | value | |||
) | [virtual] |
Set an objective function coefficient.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setObjSense | ( | double | sense | ) | [virtual] |
Set the sense (min/max) of the objective.
Use 1 for minimisation, -1 for maximisation. (The default is minimisation; the objective is multiplied by -1 to maximise.)
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setColSolution | ( | const double * | colsol | ) | [virtual] |
Set the value of the primal variables in the problem solution.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setRowPrice | ( | const double * | ) | [virtual] |
Set the value of the dual variables in the problem solution.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::addCol | ( | const CoinPackedVectorBase & | vec, | |
const double | collb, | |||
const double | colub, | |||
const double | obj | |||
) | [virtual] |
Add a column (variable) to the problem.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::deleteCols | ( | const int | num, | |
const int * | colIndices | |||
) | [virtual] |
Remove column(s) (variable(s)) from the problem.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::addRow | ( | const CoinPackedVectorBase & | row, | |
const double | rowlb, | |||
const double | rowub | |||
) | [virtual] |
Add a row (constraint) to the problem.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::addRow | ( | const CoinPackedVectorBase & | row, | |
const char | rowsen, | |||
const double | rowrhs, | |||
const double | rowrng | |||
) | [virtual] |
Add a row (constraint) to the problem.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::deleteRows | ( | const int | num, | |
const int * | rowIndices | |||
) | [virtual] |
Delete row(s) (constraint(s)) from the problem.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::applyRowCut | ( | const OsiRowCut & | cut | ) | [virtual] |
Apply a row (constraint) cut (add one constraint).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::applyColCut | ( | const OsiColCut & | cut | ) | [virtual] |
Apply a column (variable) cut (adjust one or more bounds).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::initialSolve | ( | ) | [virtual] |
Solve an lp from scratch.
Implements OsiSolverInterface.
CoinWarmStart* OsiDylpSolverInterface::getEmptyWarmStart | ( | ) | const [virtual] |
Get an empty OsiDylpWarmStartBasis object.
Implements OsiSolverInterface.
CoinWarmStart* OsiDylpSolverInterface::getWarmStart | ( | ) | const [virtual] |
Build a warm start object for the current lp solution.
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::setWarmStart | ( | const CoinWarmStart * | warmStart | ) | [virtual] |
Apply a warm start object.
By definition, a null parameter is a request to synch the warm start basis with the solver. ODSI interprets a 0x0 basis as a request to remove warm start information.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::resolve | ( | ) | [virtual] |
Call dylp to reoptimize (warm start).
Implements OsiSolverInterface.
void OsiDylpSolverInterface::markHotStart | ( | ) | [virtual] |
Create a hot start snapshot.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::solveFromHotStart | ( | ) | [virtual] |
Call dylp to reoptimize (hot start).
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::unmarkHotStart | ( | ) | [virtual] |
Delete the hot start snapshot.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::isAbandoned | ( | ) | const [virtual] |
True if dylp abandoned the problem.
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::isProvenOptimal | ( | ) | const [virtual] |
True if dylp reported an optimal solution.
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::isProvenPrimalInfeasible | ( | ) | const [virtual] |
True if dylp reported the problem to be primal infeasible.
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::isProvenDualInfeasible | ( | ) | const [virtual] |
True if dylp reported the problem to be dual infeasible (primal unbounded).
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::isIterationLimitReached | ( | ) | const [virtual] |
True if dylp reached the iteration limit.
Implements OsiSolverInterface.
int OsiDylpSolverInterface::getIterationCount | ( | ) | const [virtual] |
Get the number of iterations for the last lp.
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::isPrimalObjectiveLimitReached | ( | ) | const [virtual] |
Is the primal objective limit reached?
Put in different terms, quit when the objective value becomes better than the given limit for an acceptable value.
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::isDualObjectiveLimitReached | ( | ) | const [virtual] |
Is the dual objective limit reached?
Put in different terms, quit when the objective value becomes worse than the given limit for an acceptable value.
Implements OsiSolverInterface.
double OsiDylpSolverInterface::getInfinity | ( | ) | const [virtual] |
Get dylp's value for infinity.
Implements OsiSolverInterface.
bool OsiDylpSolverInterface::setIntParam | ( | OsiIntParam | key, | |
int | value | |||
) | [virtual] |
Set an OSI integer parameter.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::setDblParam | ( | OsiDblParam | key, | |
double | value | |||
) | [virtual] |
Set an OSI double parameter.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::setStrParam | ( | OsiStrParam | key, | |
const std::string & | value | |||
) | [virtual] |
Set an OSI string parameter.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::setHintParam | ( | OsiHintParam | key, | |
bool | sense = true , |
|||
OsiHintStrength | strength = OsiHintTry , |
|||
void * | info = 0 | |||
) | [virtual] |
Set an OSI hint.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::getIntParam | ( | OsiIntParam | key, | |
int & | value | |||
) | const [virtual] |
Get an OSI integer parameter.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::getDblParam | ( | OsiDblParam | key, | |
double & | value | |||
) | const [virtual] |
Get an OSI double parameter.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::getStrParam | ( | OsiStrParam | key, | |
std::string & | value | |||
) | const [virtual] |
Get an OSI string parameter.
Reimplemented from OsiSolverInterface.
bool OsiDylpSolverInterface::getHintParam | ( | OsiHintParam | key, | |
bool & | sense, | |||
OsiHintStrength & | strength, | |||
void *& | info | |||
) | const [virtual] |
Get an OSI hint.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::newLanguage | ( | CoinMessages::Language | language | ) | [inline] |
Change the language for OsiDylp messages.
Reimplemented from OsiSolverInterface.
Definition at line 537 of file OsiDylpSolverInterface.hpp.
void OsiDylpSolverInterface::setLanguage | ( | CoinMessages::Language | language | ) | [inline] |
An alias for OsiDylpSolverInterface::newLanguage.
Reimplemented from OsiSolverInterface.
Definition at line 542 of file OsiDylpSolverInterface.hpp.
const double* OsiDylpSolverInterface::getColSolution | ( | ) | const [virtual] |
Return the vector of primal variables for the solution.
Implements OsiSolverInterface.
const double* OsiDylpSolverInterface::getRowPrice | ( | ) | const [virtual] |
Return the vector of dual variables for the solution.
Implements OsiSolverInterface.
const double* OsiDylpSolverInterface::getReducedCost | ( | ) | const [virtual] |
Return the vector of reduced costs for the solution.
Implements OsiSolverInterface.
const double* OsiDylpSolverInterface::getRowActivity | ( | ) | const [virtual] |
Return the vector of row activity for the solution.
Implements OsiSolverInterface.
double OsiDylpSolverInterface::getObjValue | ( | ) | const [virtual] |
Get the objective function value for the solution.
Implements OsiSolverInterface.
void OsiDylpSolverInterface::setObjName | ( | std::string | name | ) | [virtual] |
Set the objective function name.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::setRowName | ( | int | ndx, | |
std::string | name | |||
) | [virtual] |
Set a row name.
Quietly does nothing if the name discipline (OsiNameDiscipline) is auto. Quietly fails if the row index is invalid.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::setColName | ( | int | ndx, | |
std::string | name | |||
) | [virtual] |
Set a column name.
Quietly does nothing if the name discipline (OsiNameDiscipline) is auto. Quietly fails if the column index is invalid.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::activateRowCutDebugger | ( | const char * | modelName | ) | [virtual] |
Activate the row cut debugger.
Activate the debugger for a model known to the debugger. The debugger will consult an internal database for an optimal solution vector.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::activateRowCutDebugger | ( | const double * | solution | ) | [virtual] |
Activate the row cut debugger.
Activate the debugger for a model not included in the debugger's internal database. solution
must be a full solution vector, but only the integer values need to be correct.
Reimplemented from OsiSolverInterface.
void OsiDylpSolverInterface::dylp_controlfile | ( | const char * | name, | |
const bool | silent, | |||
const bool | mustexist = true | |||
) |
Process an options (.spc) file.
void OsiDylpSolverInterface::dylp_logfile | ( | const char * | name, | |
bool | echo = false | |||
) |
Establish a log file.
void OsiDylpSolverInterface::dylp_outfile | ( | const char * | name | ) |
Establish an output (solution and/or statistics) file.
void OsiDylpSolverInterface::dylp_printsoln | ( | bool | wantSoln, | |
bool | wantStats | |||
) |
Print the solution and/or statistics to the output file.
void OsiDylpSolverInterface::setOsiDylpMessages | ( | CoinMessages::Language | local_language | ) |
Set the language for messages.
void OsiDylpSolverInterface::branchAndBound | ( | ) | [virtual] |
Invoke the solver's built-in branch-and-bound algorithm.
Implements OsiSolverInterface.
std::vector<double *> OsiDylpSolverInterface::getDualRays | ( | int | ) | const [virtual] |
Get as many dual rays as the solver can provide.
Implements OsiSolverInterface.
std::vector<double *> OsiDylpSolverInterface::getPrimalRays | ( | int | ) | const [virtual] |
Get as many primal rays as the solver can provide.
Implements OsiSolverInterface.
CoinPresolveMatrix* OsiDylpSolverInterface::initialisePresolve | ( | bool | keepIntegers | ) | [private] |
Create and load a presolve object.
void OsiDylpSolverInterface::doPresolve | ( | ) | [private] |
Perform presolve transformations.
bool OsiDylpSolverInterface::evalPresolve | ( | ) | [private] |
Decide whether presolve was effective enough to use.
void OsiDylpSolverInterface::saveOriginalSys | ( | ) | [private] |
Save the original problem.
void OsiDylpSolverInterface::installPresolve | ( | ) | [private] |
Load the presolved problem into the ODSI object.
CoinPostsolveMatrix* OsiDylpSolverInterface::initialisePostsolve | ( | CoinPresolveMatrix *& | preObj | ) | [private] |
Create and load a postsolve object.
void OsiDylpSolverInterface::doPostsolve | ( | ) | [private] |
Apply the postsolve transforms from postActions_.
void OsiDylpSolverInterface::installPostsolve | ( | ) | [private] |
Reload the original constraint system with the postsolved basis.
void OsiDylpSolverInterface::destruct_presolve | ( | ) | [private] |
Delete presolve information.
void OsiDylpSolverInterface::construct_lpprob | ( | ) | [private] |
void OsiDylpSolverInterface::construct_options | ( | ) | [private] |
void OsiDylpSolverInterface::construct_consys | ( | int | cols, | |
int | rows | |||
) | [private] |
void OsiDylpSolverInterface::dylp_ioinit | ( | ) | [private] |
void OsiDylpSolverInterface::gen_rowparms | ( | int | rowcnt, | |
double * | rhs, | |||
double * | rhslow, | |||
contyp_enum * | ctyp, | |||
const double * | rowlb, | |||
const double * | rowub | |||
) | [private] |
void OsiDylpSolverInterface::gen_rowparms | ( | int | rowcnt, | |
double * | rhs, | |||
double * | rhslow, | |||
contyp_enum * | ctyp, | |||
const char * | sense, | |||
const double * | rhsin, | |||
const double * | range | |||
) | [private] |
void OsiDylpSolverInterface::load_problem | ( | const CoinMpsIO & | mps | ) | [private] |
void OsiDylpSolverInterface::load_problem | ( | const CoinPackedMatrix & | matrix, | |
const double * | col_lower, | |||
const double * | col_upper, | |||
const double * | obj, | |||
const contyp_enum * | ctyp, | |||
const double * | rhs, | |||
const double * | rhslow | |||
) | [private] |
void OsiDylpSolverInterface::load_problem | ( | const int | colcnt, | |
const int | rowcnt, | |||
const int * | start, | |||
const int * | lens, | |||
const int * | index, | |||
const double * | value, | |||
const double * | col_lower, | |||
const double * | col_upper, | |||
const double * | obj, | |||
const contyp_enum * | ctyp, | |||
const double * | rhs, | |||
const double * | rhslow | |||
) | [private] |
lpret_enum OsiDylpSolverInterface::do_lp | ( | ODSI_start_enum | start | ) | [private] |
Common core method to invoke dylp.
void OsiDylpSolverInterface::destruct_col_cache | ( | bool | structure | ) | [private] |
void OsiDylpSolverInterface::destruct_row_cache | ( | bool | structure | ) | [private] |
void OsiDylpSolverInterface::destruct_cache | ( | bool | rowStructure, | |
bool | colStructure | |||
) | [private] |
void OsiDylpSolverInterface::destruct_problem | ( | bool | preserve_interface | ) | [private] |
void OsiDylpSolverInterface::detach_dylp | ( | ) | [private] |
void OsiDylpSolverInterface::add_col | ( | const CoinPackedVectorBase & | coin_coli, | |
vartyp_enum | vtypi, | |||
double | vlbi, | |||
double | vubi, | |||
double | obji, | |||
const std::string * | nme | |||
) | [private] |
void OsiDylpSolverInterface::add_row | ( | const CoinPackedVectorBase & | coin_rowi, | |
char | clazzi, | |||
contyp_enum | ctypi, | |||
double | rhsi, | |||
double | rhslowi, | |||
const std::string * | nme | |||
) | [private] |
void OsiDylpSolverInterface::calc_objval | ( | ) | [private] |
contyp_enum OsiDylpSolverInterface::bound_to_type | ( | double | lower, | |
double | upper | |||
) | [private] |
void OsiDylpSolverInterface::gen_rowiparms | ( | contyp_enum * | ctypi, | |
double * | rhsi, | |||
double * | rhslowi, | |||
char | sensei, | |||
double | rhsini, | |||
double | rangei | |||
) | [private] |
void OsiDylpSolverInterface::gen_rowiparms | ( | contyp_enum * | ctypi, | |
double * | rhsi, | |||
double * | rhslowi, | |||
double | rowlbi, | |||
double | rowubi | |||
) | [private] |
void OsiDylpSolverInterface::unimp_hint | ( | bool | dylpSense, | |
bool | hintSense, | |||
OsiHintStrength | hintStrength, | |||
const char * | msgString | |||
) | [private] |
void OsiDylpSolverInterface::pessimal_primal | ( | ) | [private] |
void OsiDylpSolverInterface::reduceActiveBasis | ( | ) | [private] |
static contyp_enum OsiDylpSolverInterface::sense_to_type | ( | char | type | ) | [static, private] |
static char OsiDylpSolverInterface::type_to_sense | ( | contyp_enum | type | ) | [static, private] |
static void OsiDylpSolverInterface::copy | ( | const T * | src, | |
T * | dst, | |||
int | n | |||
) | [inline, static, private] |
static T* OsiDylpSolverInterface::copy | ( | const T * | src, | |
int | n | |||
) | [inline, static, private] |
static T* OsiDylpSolverInterface::copy | ( | const T * | src | ) | [inline, static, private] |
static basis_struct* OsiDylpSolverInterface::copy_basis | ( | const basis_struct * | src, | |
int | dstsze | |||
) | [static, private] |
static void OsiDylpSolverInterface::copy_basis | ( | const basis_struct * | src, | |
basis_struct * | dst | |||
) | [static, private] |
static lpprob_struct* OsiDylpSolverInterface::copy_lpprob | ( | const lpprob_struct * | src | ) | [static, private] |
static void OsiDylpSolverInterface::assert_same | ( | const T & | t1, | |
const T & | t2, | |||
bool | exact | |||
) | [inline, static, private] |
static void OsiDylpSolverInterface::assert_same | ( | const T * | t1, | |
const T * | t2, | |||
int | n, | |||
bool | exact | |||
) | [inline, static, private] |
static void OsiDylpSolverInterface::assert_same | ( | double | d1, | |
double | d2, | |||
bool | exact | |||
) | [static, private] |
static void OsiDylpSolverInterface::assert_same | ( | const basis_struct & | b1, | |
const basis_struct & | b2, | |||
bool | exact | |||
) | [static, private] |
static void OsiDylpSolverInterface::assert_same | ( | const consys_struct & | c1, | |
const consys_struct & | c2, | |||
bool | exact | |||
) | [static, private] |
static void OsiDylpSolverInterface::assert_same | ( | const conbnd_struct & | c1, | |
const conbnd_struct & | c2, | |||
bool | exact | |||
) | [static, private] |
static void OsiDylpSolverInterface::assert_same | ( | const lpprob_struct & | l1, | |
const lpprob_struct & | l2, | |||
bool | exact | |||
) | [static, private] |
static void OsiDylpSolverInterface::assert_same | ( | const OsiDylpSolverInterface & | o1, | |
const OsiDylpSolverInterface & | o2, | |||
bool | exact | |||
) | [static, private] |
static T* OsiDylpSolverInterface::idx_vec | ( | T * | data | ) | [inline, static, private] |
static int OsiDylpSolverInterface::idx | ( | int | i | ) | [static, private] |
static T* OsiDylpSolverInterface::inv_vec | ( | T * | data | ) | [inline, static, private] |
static int OsiDylpSolverInterface::inv | ( | int | i | ) | [static, private] |
static pkvec_struct* OsiDylpSolverInterface::packed_vector | ( | const CoinShallowPackedVector | vector, | |
int | dimension | |||
) | [static, private] |
static void OsiDylpSolverInterface::packed_vector | ( | const CoinShallowPackedVector | vector, | |
int | dimension, | |||
pkvec_struct * | dst | |||
) | [static, private] |
static std::string OsiDylpSolverInterface::make_filename | ( | const char * | filename, | |
const char * | ext1, | |||
const char * | ext2 | |||
) | [static, private] |
int OsiDylpSolverInterfaceUnitTest | ( | const std::string & | mpsDir, | |
const std::string & | netLibDir | |||
) | [friend] |
Unit test for OsiDylpSolverInterface.
Performs various tests to see if ODSI is functioning correctly. Not an exhaustive test, but it'll (usually) catch gross problems.
lpopts_struct* OsiDylpSolverInterface::initialSolveOptions |
Definition at line 687 of file OsiDylpSolverInterface.hpp.
lpopts_struct * OsiDylpSolverInterface::resolveOptions |
Definition at line 687 of file OsiDylpSolverInterface.hpp.
lptols_struct* OsiDylpSolverInterface::tolerances |
Definition at line 688 of file OsiDylpSolverInterface.hpp.
consys_struct* OsiDylpSolverInterface::consys [private] |
Definition at line 706 of file OsiDylpSolverInterface.hpp.
lpprob_struct* OsiDylpSolverInterface::lpprob [private] |
Definition at line 707 of file OsiDylpSolverInterface.hpp.
lpstats_struct* OsiDylpSolverInterface::statistics [private] |
Definition at line 708 of file OsiDylpSolverInterface.hpp.
int OsiDylpSolverInterface::reference_count [static, private] |
Definition at line 715 of file OsiDylpSolverInterface.hpp.
bool OsiDylpSolverInterface::basis_ready [static, private] |
Definition at line 716 of file OsiDylpSolverInterface.hpp.
OsiDylpSolverInterface* OsiDylpSolverInterface::dylp_owner [static, private] |
Definition at line 717 of file OsiDylpSolverInterface.hpp.
ioid OsiDylpSolverInterface::local_outchn [private] |
Output file for this ODSI instance.
Holds the name of the file that will be used to write out the solution and statistics.
Definition at line 734 of file OsiDylpSolverInterface.hpp.
ioid OsiDylpSolverInterface::local_logchn [private] |
Log file for this ODSI instance.
Holds the name of the file that will be used for dylp log information.
Definition at line 741 of file OsiDylpSolverInterface.hpp.
bool OsiDylpSolverInterface::initial_gtxecho [private] |
Controls output of log information to stdout during initialSolve().
Definition at line 747 of file OsiDylpSolverInterface.hpp.
bool OsiDylpSolverInterface::resolve_gtxecho [private] |
Controls output of log information to stdout during resolve() and solveFromHotStart().
Definition at line 753 of file OsiDylpSolverInterface.hpp.
lpret_enum OsiDylpSolverInterface::lp_retval [private] |
Result of last call to solver for this ODSI instance.
The default value is lpINV (i.e., the code is not valid). A call to dylp will set lp_retval to the dylp return code. Errors in the interface's interaction with other dylp routines will set this value to the return code given by the routine, or lpFATAL if the routine does not return anything more specific.
Definition at line 764 of file OsiDylpSolverInterface.hpp.
double OsiDylpSolverInterface::obj_sense [private] |
Objective function sense for this ODSI instance.
Coded 1.0 to minimize (default), -1.0 to maximize.
Definition at line 771 of file OsiDylpSolverInterface.hpp.
double OsiDylpSolverInterface::odsiInfinity [private] |
The value of infinity.
Definition at line 775 of file OsiDylpSolverInterface.hpp.
const std::string OsiDylpSolverInterface::solvername [private] |
Solver name (dylp).
Definition at line 779 of file OsiDylpSolverInterface.hpp.
void* OsiDylpSolverInterface::info_[OsiLastHintParam] [mutable, private] |
Array for info blocks associated with hints.
Definition at line 783 of file OsiDylpSolverInterface.hpp.
bool OsiDylpSolverInterface::mps_debug [private] |
Allow messages from CoinMpsIO package.
Definition at line 787 of file OsiDylpSolverInterface.hpp.
Warm start object used as a fallback for hot start.
If some other ODSI object uses the underlying solver between calls to solveFromHotStart(), the solver must be reloaded. This basis is kept for just such a situation.
Definition at line 796 of file OsiDylpSolverInterface.hpp.
Definition at line 839 of file OsiDylpSolverInterface.hpp.
Definition at line 840 of file OsiDylpSolverInterface.hpp.
Definition at line 841 of file OsiDylpSolverInterface.hpp.
struct { ... } OsiDylpSolverInterface::activeBasis [private] |
Active basis.
The active basis is set with each successful return from the solver (where successful means a result of optimal, infeasible, unbounded, or iterlim), or by an explicit call to setWarmStart() with a valid basis. By definition, calling setWarmStart() with a null parameter is a request to synch the active basis with the solver (a noop for ODSI). Calling setWarmStart() with an empty (0x0) basis is taken as a request to delete activeBasis.
Condition will take a value from the basisCondition enum (which see).
Balance records whether we have an excess or shortage of basic variables. Deletion of tight constraints will result in an excess. Deletion of basic variables will result in a shortage.
bool OsiDylpSolverInterface::solnIsFresh [private] |
The most recent solution from dylp is valid.
True if the solution held in lpprob is valid. False if changes to the constraint system have rendered the solution invalid.
Definition at line 848 of file OsiDylpSolverInterface.hpp.
double OsiDylpSolverInterface::_objval [mutable, private] |
Definition at line 861 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::_col_obj [mutable, private] |
Definition at line 862 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::_col_x [mutable, private] |
Definition at line 863 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::_col_cbar [mutable, private] |
Definition at line 864 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::_row_rhs [mutable, private] |
Definition at line 866 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::_row_lower [mutable, private] |
Definition at line 867 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::_row_upper [mutable, private] |
Definition at line 868 of file OsiDylpSolverInterface.hpp.
char* OsiDylpSolverInterface::_row_sense [mutable, private] |
Definition at line 869 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::_row_range [mutable, private] |
Definition at line 870 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::_row_lhs [mutable, private] |
Definition at line 871 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::_row_price [mutable, private] |
Definition at line 872 of file OsiDylpSolverInterface.hpp.
CoinPackedMatrix* OsiDylpSolverInterface::_matrix_by_col [mutable, private] |
Definition at line 874 of file OsiDylpSolverInterface.hpp.
CoinPackedMatrix* OsiDylpSolverInterface::_matrix_by_row [mutable, private] |
Definition at line 875 of file OsiDylpSolverInterface.hpp.
The presolve object.
In more detail, preObj_ is loaded with the original system. Presolve transformations are applied to convert it to a presolved system.
Definition at line 891 of file OsiDylpSolverInterface.hpp.
const CoinPresolveAction* OsiDylpSolverInterface::postActions_ [private] |
List of postsolve actions.
The list of postsolve (reverse) transformations required to convert the presolved system back to the original system. Built as presolve transformations are applied.
Definition at line 899 of file OsiDylpSolverInterface.hpp.
The postsolve object.
In more detail, postObj_ is loaded with the presolved system and its optimal basis. The postsolve transformations held by postActions_ are applied to convert back to the original system. For ODSI, our only interest is the basis.
Definition at line 908 of file OsiDylpSolverInterface.hpp.
int OsiDylpSolverInterface::passLimit_ [private] |
Limit for iterations of the major presolve loop.
Definition at line 911 of file OsiDylpSolverInterface.hpp.
bool OsiDylpSolverInterface::keepIntegers_ [private] |
true if presolve should consider integrality
Definition at line 914 of file OsiDylpSolverInterface.hpp.
consys_struct* OsiDylpSolverInterface::savedConsys_ [private] |
Saved copy of original problem.
Definition at line 917 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::saved_col_obj [mutable, private] |
Saved pointers to cached structural vectors.
Definition at line 920 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::saved_row_rhs [mutable, private] |
The presolve object.
In more detail, preObj_ is loaded with the original system. Presolve transformations are applied to convert it to a presolved system.
Definition at line 921 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::saved_row_lower [mutable, private] |
The presolve object.
In more detail, preObj_ is loaded with the original system. Presolve transformations are applied to convert it to a presolved system.
Definition at line 922 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::saved_row_upper [mutable, private] |
The presolve object.
In more detail, preObj_ is loaded with the original system. Presolve transformations are applied to convert it to a presolved system.
Definition at line 923 of file OsiDylpSolverInterface.hpp.
char* OsiDylpSolverInterface::saved_row_sense [mutable, private] |
The presolve object.
In more detail, preObj_ is loaded with the original system. Presolve transformations are applied to convert it to a presolved system.
Definition at line 924 of file OsiDylpSolverInterface.hpp.
double* OsiDylpSolverInterface::saved_row_range [mutable, private] |
The presolve object.
In more detail, preObj_ is loaded with the original system. Presolve transformations are applied to convert it to a presolved system.
Definition at line 925 of file OsiDylpSolverInterface.hpp.
CoinPackedMatrix* OsiDylpSolverInterface::saved_matrix_by_col [mutable, private] |
The presolve object.
In more detail, preObj_ is loaded with the original system. Presolve transformations are applied to convert it to a presolved system.
Definition at line 926 of file OsiDylpSolverInterface.hpp.
CoinPackedMatrix* OsiDylpSolverInterface::saved_matrix_by_row [mutable, private] |
The presolve object.
In more detail, preObj_ is loaded with the original system. Presolve transformations are applied to convert it to a presolved system.
Definition at line 927 of file OsiDylpSolverInterface.hpp.