OsiSymSolverInterface Class Reference

OSI Solver Interface for SYMPHONY. More...

#include <OsiSymSolverInterface.hpp>

Inheritance diagram for OsiSymSolverInterface:

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Collaboration diagram for OsiSymSolverInterface:

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List of all members.

Public Types
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 }
Public Member Functions
Solve methods

virtual void	initialSolve ()
	Solve initial LP relaxation.
virtual void	resolve ()
	Resolve an IP problem modification.
virtual void	branchAndBound ()
	Invoke solver's built-in enumeration algorithm.
virtual void	multiCriteriaBranchAndBound ()
	Invoke solver's multi-criteria enumeration algorithm.
virtual double	getLbForNewRhs (int cnt, int index, double value)
	Get a lower bound for the new rhs problem using the warm start tree.
virtual double	getUbForNewRhs (int cnt, int index, double value)
	Get an upper bound for the new rhs problem using the warm start tree.
virtual double	getUbForNewObj (int cnt, int index, double value)
	Solve initial LP relaxation.
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.
virtual bool	setIntParam (OsiIntParam key, int value)
	We should be able to get an integer tolerance.
virtual bool	setSymParam (OsiSymIntParam key, int value)
virtual bool	setSymParam (const std::string key, int value)
virtual bool	setDblParam (OsiDblParam key, double value)
	We should be able to get an integer tolerance.
virtual bool	setSymParam (OsiSymDblParam key, double value)
virtual bool	setSymParam (const std::string key, double value)
virtual bool	setStrParam (OsiStrParam key, const std::string &value)
	We should be able to get an integer tolerance.
virtual bool	setSymParam (OsiSymStrParam key, const std::string &value)
virtual bool	setSymParam (const std::string key, const std::string value)
virtual bool	getIntParam (OsiIntParam key, int &value) const
	We should be able to get an integer tolerance.
virtual bool	getSymParam (OsiSymIntParam key, int &value) const
virtual bool	getSymParam (const std::string key, int &value) const
virtual bool	getDblParam (OsiDblParam key, double &value) const
	We should be able to get an integer tolerance.
virtual bool	getSymParam (OsiSymDblParam key, double &value) const
virtual bool	getSymParam (const std::string key, double &value) const
virtual bool	getStrParam (OsiStrParam key, std::string &value) const
	We should be able to get an integer tolerance.
virtual bool	getSymParam (OsiSymStrParam key, std::string &value) const
virtual bool	getSymParam (const std::string key, std::string &value) const
Methods returning info on how the solution process terminated

virtual bool	isAbandoned () const
	Are there 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?
virtual bool	isTimeLimitReached () const
	Time limit reached?
virtual bool	isTargetGapReached () const
	Target gap achieved?
Warm start methods

virtual CoinWarmStart *	getEmptyWarmStart () const
	Get an empty warm start object.
virtual CoinWarmStart *	getWarmStart () const
	Get warm start information.
virtual bool	setWarmStart (const CoinWarmStart *warmstart)
	Set warm start information.
Problem query methods
Querying a problem that has no data associated with it will result in zeros for the number of rows and columns, and NULL pointers from the methods that return vectors. Const pointers returned from any data-query method are valid as long as the data is unchanged and the solver is not called.
sym_environment *	getSymphonyEnvironment () const
	Get pointer to SYMPHONY environment (eventually we won't need this).
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 row 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 const double *	getObj2Coefficients () const
	Get pointer to array[getNumCols()] of second objective function coefficients if loaded before.
virtual double	getObjSense () const
	Get objective function sense (1 for min (default), -1 for max).
virtual bool	isContinuous (int colIndex) const
	Return true if variable is continuous.
virtual bool	isBinary (int colIndex) const
	Return true if variable is binary.
virtual bool	isInteger (int colIndex) const
	Return true if column is integer.
virtual bool	isIntegerNonBinary (int colIndex) const
	Return true if variable is general integer.
virtual bool	isFreeBinary (int colIndex) const
	Return true if variable is binary and not fixed at either bound.
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.
Solution query methods

virtual const double *	getColSolution () const
	Get pointer to array[getNumCols()] of primal variable values.
virtual const double *	getRowPrice () const
	Get pointer to array[getNumRows()] of dual variable values.
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 double	getPrimalBound () const
	Get the current upper/lower bound.
virtual int	getIterationCount () const
	Get the number of iterations it took to solve the problem (whatever ``iteration'' means 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.
Methods to modify the objective, bounds, and solution
For functions which take a set of indices as parameters (`setObjCoeffSet()`, `setColSetBounds()`, `setRowSetBounds()`, `setRowSetTypes()`), the parameters follow the C++ STL iterator convention: `indexFirst` points to the first index in the set, and `indexLast` points to a position one past the last index in the set.
virtual void	setObjCoeff (int elementIndex, double elementValue)
	Set an objective function coefficient.
virtual void	setObj2Coeff (int elementIndex, double elementValue)
	Set an objective function coefficient for the second objective.
virtual void	setColLower (int elementIndex, double elementValue)
	Set a single column lower bound.
virtual void	setColUpper (int elementIndex, double elementValue)
	Set a single column upper bound.
virtual void	setRowLower (int elementIndex, double elementValue)
	Set a single row lower bound.
virtual void	setRowUpper (int elementIndex, double elementValue)
	Set a single row upper bound.
virtual void	setRowType (int index, char sense, double rightHandSide, double range)
	Set the type of a single row.
virtual void	setObjSense (double s)
	Set the objective function sense.
virtual void	setColSolution (const double *colsol)
	Set the primal solution variable values.
virtual void	setPrimalBound (const double bound)
	Set the a priori upper/lower bound.
virtual void	setRowPrice (const double *rowprice)
	Set dual solution variable values.
Methods to set variable type

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	setColName (char **colname)
	Set the index-th variable to be a continuous variable.
Methods to expand a problem.
Note that new columns are added as continuous variables.
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 column (primal variable) 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 ()
	Load in an problem by copying 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 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 CoinBigIndex 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 CoinBigIndex 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 void	writeMps (const char filename, const char extension="mps", double objSense=0.0) const
	Write the problem in MPS format to the specified file.
void	parseCommandLine (int argc, char **argv)
	Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
virtual int	readMps (const char infile, const char extension="mps")
	Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
virtual int	readGMPL (const char modelFile, const char dataFile=NULL)
	Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
void	findInitialBounds ()
	Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
int	createPermanentCutPools ()
	Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).
Constructors and destructors

	OsiSymSolverInterface ()
	Default Constructor.
virtual OsiSolverInterface *	clone (bool copyData=true) const
	Clone.
	OsiSymSolverInterface (const OsiSymSolverInterface &)
	Copy constructor.
OsiSymSolverInterface &	operator= (const OsiSymSolverInterface &rhs)
	Assignment operator.
virtual	~OsiSymSolverInterface ()
	Destructor.
virtual void	reset ()
	Reset the solver interface.
Protected Member Functions
Protected methods

virtual void	applyRowCut (const OsiRowCut &rc)
	Apply a row cut (append to the constraint matrix).
virtual void	applyColCut (const OsiColCut &cc)
	Apply a column cut (adjust the bounds of one or more variables).
void	setInitialData ()
	Set OsiSolverInterface object state for default constructor.
Private Member Functions
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
double *	obj_
	Pointer to objective vector.
double *	obj2_
	Pointer to second objective vector to be used in bicriteria solver.
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 *	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.
Private member data

sym_environment *	env_
	The pointer to the SYMPHONY problem environment.
Friends
void	OsiSymSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netlibDir)
	A function that tests the methods in the OsiSymSolverInterface class.

Detailed Description

OSI Solver Interface for SYMPHONY.

Many OsiSolverInterface query methods return a const pointer to the requested read-only data. If the model data is changed or the solver is called, these pointers may no longer be valid and should be refreshed by invoking the member function to obtain an updated copy of the pointer. For example:

      OsiSolverInterface solverInterfacePtr ;
      const double * ruBnds = solverInterfacePtr->getRowUpper();
      solverInterfacePtr->applyCuts(someSetOfCuts);
      // ruBnds is no longer a valid pointer and must be refreshed
      ruBnds = solverInterfacePtr->getRowUpper();

Querying a problem that has no data associated with it will result in zeros for the number of rows and columns, and NULL pointers from the methods that return vectors.

Definition at line 57 of file OsiSymSolverInterface.hpp.

Member Enumeration Documentation

enum OsiSymSolverInterface::keepCachedFlag

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 659 of file OsiSymSolverInterface.hpp.

Constructor & Destructor Documentation

OsiSymSolverInterface::OsiSymSolverInterface ( )

Default Constructor.

OsiSymSolverInterface::OsiSymSolverInterface ( const OsiSymSolverInterface & )

Copy constructor.

virtual OsiSymSolverInterface::~OsiSymSolverInterface ( ) [virtual]

Destructor.

Member Function Documentation

virtual void OsiSymSolverInterface::initialSolve ( ) [virtual]

Solve initial LP relaxation.

virtual double OsiSymSolverInterface::getLbForNewRhs	(	int	cnt,
		int *	index,
		double *	value
	)			`[virtual]`

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

virtual bool OsiSymSolverInterface::setSymParam	(	OsiSymIntParam	key,
		int	value
	)			`[virtual]`

virtual bool OsiSymSolverInterface::setSymParam	(	const std::string	key,
		int	value
	)			`[virtual]`

virtual bool OsiSymSolverInterface::setDblParam	(	OsiDblParam	key,
		double	value
	)			`[virtual]`

virtual bool OsiSymSolverInterface::setSymParam	(	OsiSymDblParam	key,
		double	value
	)			`[virtual]`

virtual bool OsiSymSolverInterface::setStrParam	(	OsiStrParam	key,
		const std::string &	value
	)			`[virtual]`

virtual bool OsiSymSolverInterface::setSymParam	(	OsiSymStrParam	key,
		const std::string &	value
	)			`[virtual]`

virtual bool OsiSymSolverInterface::getIntParam	(	OsiIntParam	key,
		int &	value
	)			const `[virtual]`

virtual bool OsiSymSolverInterface::getSymParam	(	OsiSymIntParam	key,
		int &	value
	)			const `[virtual]`

virtual bool OsiSymSolverInterface::getDblParam	(	OsiDblParam	key,
		double &	value
	)			const `[virtual]`

virtual void OsiSymSolverInterface::setObjCoeff	(	int	elementIndex,
		double	elementValue
	)			`[virtual]`

virtual void OsiSymSolverInterface::setColLower	(	int	elementIndex,
		double	elementValue
	)			`[virtual]`

virtual void OsiSymSolverInterface::setRowLower	(	int	elementIndex,
		double	elementValue
	)			`[virtual]`

virtual void OsiSymSolverInterface::setRowType	(	int	index,
		char	sense,
		double	rightHandSide,
		double	range
	)			`[virtual]`

virtual void OsiSymSolverInterface::addCol	(	const CoinPackedVectorBase &	vec,
		const double	collb,
		const double	colub,
		const double	obj
	)			`[virtual]`

virtual void OsiSymSolverInterface::deleteCols	(	const int	num,
		const int *	colIndices
	)			`[virtual]`

virtual void OsiSymSolverInterface::addRow	(	const CoinPackedVectorBase &	vec,
		const double	rowlb,
		const double	rowub
	)			`[virtual]`

virtual void OsiSymSolverInterface::loadProblem	(	const CoinPackedMatrix &	matrix,
		const double *	collb,
		const double *	colub,
		const double *	obj,
		const double *	rowlb,
		const double *	rowub
	)			`[virtual]`

virtual void OsiSymSolverInterface::assignProblem	(	CoinPackedMatrix *&	matrix,
		double *&	collb,
		double *&	colub,
		double *&	obj,
		double *&	rowlb,
		double *&	rowub
	)			`[virtual]`

OsiSymSolverInterface Class Reference

Public Types

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Friends

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation

virtual void OsiSymSolverInterface::loadProblem	(	const int	numcols,
		const int	numrows,
		const CoinBigIndex *	start,
		const int *	index,
		const double *	value,
		const double *	collb,
		const double *	colub,
		const double *	obj,
		const double *	rowlb,
		const double *	rowub
	)			`[virtual]`

virtual void OsiSymSolverInterface::writeMps	(	const char *	filename,
		const char *	extension = `"mps"`,
		double	objSense = `0.0`
	)			const `[virtual]`

void OsiSymSolverInterface::parseCommandLine	(	int	argc,
		char **	argv
	)

virtual int OsiSymSolverInterface::readMps	(	const char *	infile,
		const char *	extension = `"mps"`
	)			`[virtual]`

virtual int OsiSymSolverInterface::readGMPL	(	const char *	modelFile,
		const char *	dataFile = `NULL`
	)			`[virtual]`

void OsiSymSolverInterfaceUnitTest	(	const std::string &	mpsDir,
		const std::string &	netlibDir
	)			`[friend]`