OsiSolverLink Class Reference

This is to allow the user to replace initialSolve and resolve This version changes coefficients. More...

#include <CbcLinked.hpp>

Inheritance diagram for OsiSolverLink:

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Collaboration diagram for OsiSolverLink:

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List of all members.

Public Member Functions
Solve methods

virtual void	initialSolve ()
	Solve initial LP relaxation.
virtual void	resolve ()
	Resolve an LP relaxation after problem modification.
virtual int	fathom (bool allFixed)
	Problem specific Returns -1 if node fathomed and no solution 0 if did nothing 1 if node fathomed and solution allFixed is true if all LinkedBound variables are fixed.
double *	nonlinearSLP (int numberPasses, double deltaTolerance)
	Solves nonlinear problem from CoinModel using SLP - may be used as crash for other algorithms when number of iterations small.
double	linearizedBAB (CglStored *cut)
	Solve linearized quadratic objective branch and bound.
double *	heuristicSolution (int numberPasses, double deltaTolerance, int mode)
	Solves nonlinear problem from CoinModel using SLP - and then tries to get heuristic solution Returns solution array mode - 0 just get continuous 1 round and try normal bab 2 use defaultBound_ to bound integer variables near current solution.
int	doAOCuts (CglTemporary cutGen, const double solution, const double *solution2)
	Do OA cuts.
Constructors and destructors

	OsiSolverLink ()
	Default Constructor.
	OsiSolverLink (CoinModel &modelObject)
	This creates from a coinModel object.
void	load (CoinModel &modelObject, bool tightenBounds=false, int logLevel=1)
	Default Constructor.
virtual OsiSolverInterface *	clone (bool copyData=true) const
	Clone.
	OsiSolverLink (const OsiSolverLink &)
	Copy constructor.
OsiSolverLink &	operator= (const OsiSolverLink &rhs)
	Assignment operator.
virtual	~OsiSolverLink ()
	Destructor.
Sets and Gets

void	addBoundModifier (bool upperBoundAffected, bool useUpperBound, int whichVariable, int whichVariableAffected, double multiplier=1.0)
	Add a bound modifier.
int	updateCoefficients (ClpSimplex solver, CoinPackedMatrix matrix)
	Update coefficients - returns number updated if in updating mode.
void	analyzeObjects ()
	Analyze constraints to see which are convex (quadratic).
void	addTighterConstraints ()
	Add reformulated bilinear constraints.
double	bestObjectiveValue () const
	Objective value of best solution found internally.
void	setBestObjectiveValue (double value)
	Set objective value of best solution found internally.
const double *	bestSolution () const
	Best solution found internally.
void	setBestSolution (const double *solution, int numberColumns)
	Set best solution found internally.
void	setSpecialOptions2 (int value)
	Set special options.
void	sayConvex (bool convex)
	Say convex (should work it out) - if convex false then strictly concave.
int	specialOptions2 () const
	Get special options.
CoinPackedMatrix *	cleanMatrix () const
	Clean copy of matrix So we can add rows.
CoinPackedMatrix *	originalRowCopy () const
	Row copy of matrix Just genuine columns and rows Linear part.
ClpSimplex *	quadraticModel () const
	Copy of quadratic model if one.
CoinPackedMatrix *	quadraticRow (int rowNumber, double *linear) const
	Gets correct form for a quadratic row - user to delete.
double	defaultMeshSize () const
	Default meshSize.
void	setDefaultMeshSize (double value)
	Add a bound modifier.
double	defaultBound () const
	Default maximumbound.
void	setDefaultBound (double value)
	Add a bound modifier.
void	setIntegerPriority (int value)
	Set integer priority.
int	integerPriority () const
	Get integer priority.
int	objectiveVariable () const
	Objective transfer variable if one.
void	setBiLinearPriority (int value)
	Set biLinear priority.
int	biLinearPriority () const
	Get biLinear priority.
const CoinModel *	coinModel () const
	Return CoinModel.
void	setBiLinearPriorities (int value, double meshSize=1.0)
	Set all biLinear priorities on x-x variables.
void	setBranchingStrategyOnVariables (int strategyValue, int priorityValue=-1, int mode=7)
	Set options and priority on all or some biLinear variables 1 - on I-I 2 - on I-x 4 - on x-x or combinations.
void	setMeshSizes (double value)
	Set all mesh sizes on x-x variables.
void	setFixedPriority (int priorityValue)
	Two tier integer problem where when set of variables with priority less than this are fixed the problem becomes an easier integer problem.
Protected Member Functions
functions

void	gutsOfDestructor (bool justNullify=false)
	Do real work of initialize.
void	gutsOfCopy (const OsiSolverLink &rhs)
	Do real work of copy.
Protected Attributes
Private member data

CoinPackedMatrix *	matrix_
	Clean copy of matrix Marked coefficients will be multiplied by L or U.
CoinPackedMatrix *	originalRowCopy_
	Row copy of matrix Just genuine columns and rows.
ClpSimplex *	quadraticModel_
	Copy of quadratic model if one.
int	numberNonLinearRows_
	Number of rows with nonLinearities.
int *	startNonLinear_
	Starts of lists.
int *	rowNonLinear_
	Row number for a list.
int *	convex_
	Indicator whether is convex, concave or neither -1 concave, 0 neither, +1 convex.
int *	whichNonLinear_
	Indices in a list/row.
CoinModel	coinModel_
	Model in CoinModel format.
int	numberVariables_
	Number of variables in tightening phase.
OsiLinkedBound *	info_
	Information.
int	specialOptions2_
	0 bit (1) - call fathom (may do mini B&B) 1 bit (2) - quadratic only in objective (add OA cuts) 2 bit (4) - convex 3 bit (8) - try adding OA cuts 4 bit (16) - add linearized constraints
int	objectiveRow_
	Objective transfer row if one.
int	objectiveVariable_
	Objective transfer variable if one.
double	bestObjectiveValue_
	Objective value of best solution found internally.
double	defaultMeshSize_
	Default mesh.
double	defaultBound_
	Default maximum bound.
double *	bestSolution_
	Best solution found internally.
int	integerPriority_
	Priority for integers.
int	biLinearPriority_
	Priority for bilinear.
int	numberFix_
	Number of variables which when fixed help.
int *	fixVariables_
	list of fixed variables

Detailed Description

This is to allow the user to replace initialSolve and resolve This version changes coefficients.

Definition at line 26 of file CbcLinked.hpp.

Constructor & Destructor Documentation

OsiSolverLink::OsiSolverLink ( )

Default Constructor.

OsiSolverLink::OsiSolverLink ( CoinModel & modelObject )

This creates from a coinModel object.

if errors.then number of sets is -1

This creates linked ordered sets information. It assumes -

for product terms syntax is yy*f(zz) also just f(zz) is allowed and even a constant

modelObject not const as may be changed as part of process.

OsiSolverLink::OsiSolverLink ( const OsiSolverLink & )

Copy constructor.

virtual OsiSolverLink::~OsiSolverLink ( ) [virtual]

Destructor.

Member Function Documentation

virtual void OsiSolverLink::initialSolve ( ) [virtual]

Solve initial LP relaxation.

Reimplemented from OsiClpSolverInterface.

virtual void OsiSolverLink::resolve ( ) [virtual]

Resolve an LP relaxation after problem modification.

Reimplemented from OsiClpSolverInterface.

virtual int OsiSolverLink::fathom ( bool allFixed ) [virtual]

Problem specific Returns -1 if node fathomed and no solution 0 if did nothing 1 if node fathomed and solution allFixed is true if all LinkedBound variables are fixed.

double* OsiSolverLink::nonlinearSLP	(	int	numberPasses,
		double	deltaTolerance
	)

Solves nonlinear problem from CoinModel using SLP - may be used as crash for other algorithms when number of iterations small.

Also exits if all problematical variables are changing less than deltaTolerance Returns solution array

double OsiSolverLink::linearizedBAB ( CglStored * cut )

Solve linearized quadratic objective branch and bound.

Return cutoff and OA cut

double* OsiSolverLink::heuristicSolution	(	int	numberPasses,
		double	deltaTolerance,
		int	mode
	)

Solves nonlinear problem from CoinModel using SLP - and then tries to get heuristic solution Returns solution array mode - 0 just get continuous 1 round and try normal bab 2 use defaultBound_ to bound integer variables near current solution.

int OsiSolverLink::doAOCuts	(	CglTemporary *	cutGen,
		const double *	solution,
		const double *	solution2
	)

Do OA cuts.

void OsiSolverLink::load	(	CoinModel &	modelObject,
		bool	tightenBounds = `false`,
		int	logLevel = `1`
	)

Default Constructor.

virtual OsiSolverInterface* OsiSolverLink::clone ( bool copyData = true ) const [virtual]

Clone.

Reimplemented from CbcOsiSolver.

OsiSolverLink& OsiSolverLink::operator= ( const OsiSolverLink & rhs )

Assignment operator.

Reimplemented from CbcOsiSolver.

void OsiSolverLink::addBoundModifier	(	bool	upperBoundAffected,
		bool	useUpperBound,
		int	whichVariable,
		int	whichVariableAffected,
		double	multiplier = `1.0`
	)

Add a bound modifier.

int OsiSolverLink::updateCoefficients	(	ClpSimplex *	solver,
		CoinPackedMatrix *	matrix
	)

Update coefficients - returns number updated if in updating mode.

void OsiSolverLink::analyzeObjects ( )

Analyze constraints to see which are convex (quadratic).

void OsiSolverLink::addTighterConstraints ( )

Add reformulated bilinear constraints.

double OsiSolverLink::bestObjectiveValue ( ) const [inline]

Objective value of best solution found internally.

Definition at line 119 of file CbcLinked.hpp.

void OsiSolverLink::setBestObjectiveValue ( double value ) [inline]

Set objective value of best solution found internally.

Definition at line 122 of file CbcLinked.hpp.

const double* OsiSolverLink::bestSolution ( ) const [inline]

Best solution found internally.

Definition at line 125 of file CbcLinked.hpp.

void OsiSolverLink::setBestSolution	(	const double *	solution,
		int	numberColumns
	)

Set best solution found internally.

void OsiSolverLink::setSpecialOptions2 ( int value ) [inline]

Set special options.

Definition at line 130 of file CbcLinked.hpp.

void OsiSolverLink::sayConvex ( bool convex )

Say convex (should work it out) - if convex false then strictly concave.

int OsiSolverLink::specialOptions2 ( ) const [inline]

Get special options.

Definition at line 135 of file CbcLinked.hpp.

CoinPackedMatrix* OsiSolverLink::cleanMatrix ( ) const [inline]

Clean copy of matrix So we can add rows.

Definition at line 140 of file CbcLinked.hpp.

CoinPackedMatrix* OsiSolverLink::originalRowCopy ( ) const [inline]

Row copy of matrix Just genuine columns and rows Linear part.

Definition at line 146 of file CbcLinked.hpp.

ClpSimplex* OsiSolverLink::quadraticModel ( ) const [inline]

Copy of quadratic model if one.

Definition at line 149 of file CbcLinked.hpp.

CoinPackedMatrix* OsiSolverLink::quadraticRow	(	int	rowNumber,
		double *	linear
	)			const

Gets correct form for a quadratic row - user to delete.

double OsiSolverLink::defaultMeshSize ( ) const [inline]

Default meshSize.

Definition at line 154 of file CbcLinked.hpp.

void OsiSolverLink::setDefaultMeshSize ( double value ) [inline]

Add a bound modifier.

Definition at line 156 of file CbcLinked.hpp.

double OsiSolverLink::defaultBound ( ) const [inline]

Default maximumbound.

Definition at line 159 of file CbcLinked.hpp.

void OsiSolverLink::setDefaultBound ( double value ) [inline]

Add a bound modifier.

Definition at line 161 of file CbcLinked.hpp.

void OsiSolverLink::setIntegerPriority ( int value ) [inline]

Set integer priority.

Definition at line 164 of file CbcLinked.hpp.

int OsiSolverLink::integerPriority ( ) const [inline]

Get integer priority.

Definition at line 167 of file CbcLinked.hpp.

int OsiSolverLink::objectiveVariable ( ) const [inline]

Objective transfer variable if one.

Definition at line 170 of file CbcLinked.hpp.

void OsiSolverLink::setBiLinearPriority ( int value ) [inline]

Set biLinear priority.

Definition at line 173 of file CbcLinked.hpp.

int OsiSolverLink::biLinearPriority ( ) const [inline]

Get biLinear priority.

Definition at line 176 of file CbcLinked.hpp.

const CoinModel* OsiSolverLink::coinModel ( ) const [inline]

Return CoinModel.

Definition at line 179 of file CbcLinked.hpp.

void OsiSolverLink::setBiLinearPriorities	(	int	value,
		double	meshSize = `1.0`
	)

Set all biLinear priorities on x-x variables.

void OsiSolverLink::setBranchingStrategyOnVariables	(	int	strategyValue,
		int	priorityValue = `-1`,
		int	mode = `7`
	)

Set options and priority on all or some biLinear variables 1 - on I-I 2 - on I-x 4 - on x-x or combinations.

-1 means leave (for priority value and strategy value)

void OsiSolverLink::setMeshSizes ( double value )

Set all mesh sizes on x-x variables.

void OsiSolverLink::setFixedPriority ( int priorityValue )

Two tier integer problem where when set of variables with priority less than this are fixed the problem becomes an easier integer problem.

void OsiSolverLink::gutsOfDestructor ( bool justNullify = false ) [protected]

Do real work of initialize.

Do real work of delete

void OsiSolverLink::gutsOfCopy ( const OsiSolverLink & rhs ) [protected]

Do real work of copy.

Member Data Documentation

CoinPackedMatrix* OsiSolverLink::matrix_ [protected]

Clean copy of matrix Marked coefficients will be multiplied by L or U.

Definition at line 220 of file CbcLinked.hpp.

CoinPackedMatrix* OsiSolverLink::originalRowCopy_ [protected]

Row copy of matrix Just genuine columns and rows.

Definition at line 224 of file CbcLinked.hpp.

ClpSimplex* OsiSolverLink::quadraticModel_ [protected]

Copy of quadratic model if one.

Definition at line 226 of file CbcLinked.hpp.

int OsiSolverLink::numberNonLinearRows_ [protected]

Number of rows with nonLinearities.

Definition at line 228 of file CbcLinked.hpp.

int* OsiSolverLink::startNonLinear_ [protected]

Starts of lists.

Definition at line 230 of file CbcLinked.hpp.

int* OsiSolverLink::rowNonLinear_ [protected]

Row number for a list.

Definition at line 232 of file CbcLinked.hpp.

int* OsiSolverLink::convex_ [protected]

Indicator whether is convex, concave or neither -1 concave, 0 neither, +1 convex.

Definition at line 236 of file CbcLinked.hpp.

int* OsiSolverLink::whichNonLinear_ [protected]

Indices in a list/row.

Definition at line 238 of file CbcLinked.hpp.

CoinModel OsiSolverLink::coinModel_ [protected]

Model in CoinModel format.

Definition at line 240 of file CbcLinked.hpp.

int OsiSolverLink::numberVariables_ [protected]

Number of variables in tightening phase.

Definition at line 242 of file CbcLinked.hpp.

OsiLinkedBound* OsiSolverLink::info_ [protected]

Information.

Definition at line 244 of file CbcLinked.hpp.

int OsiSolverLink::specialOptions2_ [protected]

0 bit (1) - call fathom (may do mini B&B) 1 bit (2) - quadratic only in objective (add OA cuts) 2 bit (4) - convex 3 bit (8) - try adding OA cuts 4 bit (16) - add linearized constraints

Definition at line 252 of file CbcLinked.hpp.

int OsiSolverLink::objectiveRow_ [protected]

Objective transfer row if one.

Definition at line 254 of file CbcLinked.hpp.

int OsiSolverLink::objectiveVariable_ [protected]

Objective transfer variable if one.

Definition at line 256 of file CbcLinked.hpp.

double OsiSolverLink::bestObjectiveValue_ [protected]

Objective value of best solution found internally.

Definition at line 258 of file CbcLinked.hpp.

double OsiSolverLink::defaultMeshSize_ [protected]

Default mesh.