OsiSpxSolverInterface Class Reference

SOPLEX Solver Interface. More...

#include <OsiSpxSolverInterface.hpp>

Inheritance diagram for OsiSpxSolverInterface:

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Collaboration diagram for OsiSpxSolverInterface:

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

	OsiSpxSolverInterface ()
	Default Constructor.
virtual OsiSolverInterface *	clone (bool copyData=true) const
	Clone.
	OsiSpxSolverInterface (const OsiSpxSolverInterface &)
	Copy constructor.
OsiSpxSolverInterface &	operator= (const OsiSpxSolverInterface &rhs)
	Assignment operator.
virtual	~OsiSpxSolverInterface ()
	Destructor.
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).
Protected Attributes
Protected member data

soplex::SPxSolver	spxsolver_
	SOPLEX solver object.
Private Attributes
Private member data

soplex::DIdxSet	spxintvars_
	indices of integer variables
soplex::SoPlex::VarStatus *	hotStartCStat_
	Hotstart information.
int	hotStartCStatSize_
	indices of integer variables
soplex::SoPlex::VarStatus *	hotStartRStat_
	indices of integer variables
int	hotStartRStatSize_
	indices of integer variables
int	hotStartMaxIteration_
	indices of integer variables
Cached information derived from the SOPLEX model

soplex::DVector *	obj_
	Pointer to objective Vector.
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).
soplex::DVector *	colsol_
	Pointer to primal solution vector.
soplex::DVector *	rowsol_
	Pointer to dual solution vector.
soplex::DVector *	redcost_
	Pointer to reduced cost vector.
soplex::DVector *	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.
Friends
void	OsiSpxSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netlibDir)
	A function that tests the methods in the OsiOslSolverInterface class.
Private methods

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 }
	free cached column rim vectors More...
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.

Detailed Description

SOPLEX Solver Interface.

Instantiation of OsiSpxSolverInterface for SOPLEX

Definition at line 26 of file OsiSpxSolverInterface.hpp.

Member Enumeration Documentation

enum OsiSpxSolverInterface::keepCachedFlag [private]

free cached column rim vectors

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 630 of file OsiSpxSolverInterface.hpp.

Constructor & Destructor Documentation

OsiSpxSolverInterface::OsiSpxSolverInterface ( )

Default Constructor.

OsiSpxSolverInterface::OsiSpxSolverInterface ( const OsiSpxSolverInterface & )

Copy constructor.

virtual OsiSpxSolverInterface::~OsiSpxSolverInterface ( ) [virtual]

Destructor.

Member Function Documentation

virtual void OsiSpxSolverInterface::initialSolve ( ) [virtual]

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiSpxSolverInterface::resolve ( ) [virtual]

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiSpxSolverInterface::branchAndBound ( ) [virtual]

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

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