OsiVolSolverInterface Class Reference

Vol(ume) Solver Interface. More...

#include <OsiVolSolverInterface.hpp>

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List of all members.

Classes

class  OsiVolMatrixOneMinusOne_

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 setStrParam (OsiStrParam key, const std::string &value)
 We should be able to get an integer tolerance.
bool getIntParam (OsiIntParam key, int &value) const
 We should be able to get an integer tolerance.
bool getDblParam (OsiDblParam key, double &value) const
 We should be able to get an integer tolerance.
bool getStrParam (OsiStrParam key, std::string &value) const
 We should be able to get an integer tolerance.
Methods returning info on how the solution process terminated



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



virtual CoinWarmStart * getEmptyWarmStart () const
 Get an empty warm start object.
virtual CoinWarmStart * getWarmStart () const
 Get warmstarting information.
virtual bool setWarmStart (const CoinWarmStart *warmstart)
 Set warmstarting information.
Hotstart related methods (primarily used in strong branching). <br>

The user can create a hotstart (a snapshot) of the optimization process then reoptimize over and over again always starting from there.


NOTE: between hotstarted optimizations only bound changes are allowed.



virtual void markHotStart ()
 Create a hotstart point of the optimization process.
virtual void solveFromHotStart ()
 Optimize starting from the hotstart.
virtual void unmarkHotStart ()
 Delete the snapshot.
Methods related to querying the input data



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



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



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



virtual void setContinuous (int index)
 Set the index-th variable to be a continuous variable.
virtual void setInteger (int index)
 Set the index-th variable to be an integer variable.
virtual void setContinuous (const int *indices, int len)
 Set the variables listed in indices (which is of length len) to be continuous variables.
virtual void setInteger (const int *indices, int len)
 Set the variables listed in indices (which is of length len) to be integer variables.
Methods to expand a problem.<br>

Note that if a column is added then by default it will correspond to a continuous variable.



virtual void addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
 Add a column (primal variable) to the problem.
virtual void addCols (const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj)
 Add a set of columns (primal variables) to the problem.
virtual void deleteCols (const int num, const int *colIndices)
 Remove a set of columns (primal variables) from the problem.
virtual void addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
 Add a row (constraint) to the problem.
virtual void addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
 Add a row (constraint) to the problem.
virtual void addRows (const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
virtual void addRows (const int numrows, const CoinPackedVectorBase *const *rows, const char *rowsen, const double *rowrhs, const double *rowrng)
 Add a set of rows (constraints) to the problem.
virtual void deleteRows (const int num, const int *rowIndices)
 Delete a set of rows (constraints) from the problem.
Methods to input a problem



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



VOL_problem * volprob ()
 Get pointer to Vol model.
Constructors and destructors



 OsiVolSolverInterface ()
 Default Constructor.
virtual OsiSolverInterface * clone (bool copyData=true) const
 Clone.
 OsiVolSolverInterface (const OsiVolSolverInterface &)
 Copy constructor.
OsiVolSolverInterface & operator= (const OsiVolSolverInterface &rhs)
 Assignment operator.
virtual ~OsiVolSolverInterface ()
 Destructor.

Protected Member Functions

Helper methods for problem input



void initFromRlbRub (const int rownum, const double *rowlb, const double *rowub)
void initFromRhsSenseRange (const int rownum, const char *rowsen, const double *rowrhs, const double *rowrng)
void initFromClbCubObj (const int colnum, const double *collb, const double *colub, const double *obj)
Protected methods



virtual void applyRowCut (const OsiRowCut &rc)
 Apply a row cut (append to constraint matrix).
virtual void applyColCut (const OsiColCut &cc)
 Apply a column cut (adjust one or more bounds).

Private Member Functions

Methods of <code>VOL_user_hooks</code>



virtual int compute_rc (const VOL_dvector &u, VOL_dvector &rc)
 compute reduced costs
virtual int solve_subproblem (const VOL_dvector &dual, const VOL_dvector &rc, double &lcost, VOL_dvector &x, VOL_dvector &v, double &pcost)
 Solve the subproblem for the subgradient step.
virtual int heuristics (const VOL_problem &p, const VOL_dvector &x, double &heur_val)
 Starting from the primal vector x, run a heuristic to produce an integer solution.
Private helper methods



void updateRowMatrix_ () const
 Update the row ordered matrix from the column ordered one.
void updateColMatrix_ () const
 Update the column ordered matrix from the row ordered one.
void checkData_ () const
 Test whether the Volume Algorithm can be applied to the given problem.
void compute_rc_ (const double *u, double *rc) const
 Compute the reduced costs (rc) with respect to the dual values given in u.
void gutsOfDestructor_ ()
 A method deleting every member data.
void rowRimAllocator_ ()
 A method allocating sufficient space for the rim vectors corresponding to the rows.
void colRimAllocator_ ()
 A method allocating sufficient space for the rim vectors corresponding to the columns.
void rowRimResize_ (const int newSize)
 Reallocate the rim arrays corresponding to the rows.
void colRimResize_ (const int newSize)
 Reallocate the rim arrays corresponding to the columns.
void convertBoundsToSenses_ ()
 For each row convert LB/UB style row constraints to sense/rhs style.
void convertSensesToBounds_ ()
 For each row convert sense/rhs style row constraints to LB/UB style.
bool test_zero_one_minusone_ (const CoinPackedMatrix &m) const
 test whether the given matrix is 0/1/-1 entries only.

Private Attributes

double objsense_
 Sense of objective (1 for min; -1 for max).
double * rowpriceHotStart_
 An array to store the hotstart information between solveHotStart() calls.
int maxNumrows_
 allocated size of the row related rim vectors
int maxNumcols_
 allocated size of the column related rim vectors
VOL_problem volprob_
 The volume solver.
The problem matrix in row and column ordered forms <br>

Note that at least one of the matrices is always current.



bool rowMatrixCurrent_
 A flag indicating whether the row ordered matrix is up-to-date.
CoinPackedMatrix rowMatrix_
 The problem matrix in a row ordered form.
bool colMatrixCurrent_
 A flag indicating whether the column ordered matrix is up-to-date.
CoinPackedMatrix colMatrix_
 The problem matrix in a column ordered form.
Data members used when 0/1/-1 matrix is detected



bool isZeroOneMinusOne_
 An indicator whether the matrix is 0/1/-1.
OsiVolMatrixOneMinusOne_ * rowMatrixOneMinusOne_
 The row ordered matrix without the elements.
OsiVolMatrixOneMinusOne_ * colMatrixOneMinusOne_
 The column ordered matrix without the elements.
The rim vectors



double * colupper_
 Pointer to dense vector of structural variable upper bounds.
double * collower_
 Pointer to dense vector of structural variable lower bounds.
bool * continuous_
 Pointer to dense vector of bool to indicate if column is continuous.
double * rowupper_
 Pointer to dense vector of slack variable upper bounds.
double * rowlower_
 Pointer to dense vector of slack 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 * objcoeffs_
 Pointer to dense vector of objective coefficients.
The solution



double * colsol_
 Pointer to dense vector of primal structural variable values.
double * rowprice_
 Pointer to dense vector of dual row variable values.
double * rc_
 Pointer to dense vector of reduced costs.
double * lhs_
 Pointer to dense vector of left hand sides (row activity levels).
double lagrangeanCost_
 The Lagrangean cost, a lower bound on the objective value.

Friends

void OsiVolSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netlibDir)
 A function that tests the methods in the OsiVolSolverInterface class.

Detailed Description

Vol(ume) Solver Interface.

Instantiation of OsiVolSolverInterface for the Volume Algorithm

Definition at line 24 of file OsiVolSolverInterface.hpp.

Constructor & Destructor Documentation

OsiVolSolverInterface::OsiVolSolverInterface (  ) 

Default Constructor.

OsiVolSolverInterface::OsiVolSolverInterface ( const OsiVolSolverInterface &   ) 

Copy constructor.

virtual OsiVolSolverInterface::~OsiVolSolverInterface (  )  [virtual]

Destructor.

Member Function Documentation

virtual void OsiVolSolverInterface::initialSolve (  )  [virtual]

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::resolve (  )  [virtual]

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::branchAndBound (  )  [inline, virtual]

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

Definition at line 60 of file OsiVolSolverInterface.hpp.

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

We should be able to get an integer tolerance.

Until that time just use primal tolerance

Reimplemented from OsiSolverInterface.

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

We should be able to get an integer tolerance.

Until that time just use primal tolerance

Reimplemented from OsiSolverInterface.

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

We should be able to get an integer tolerance.

Until that time just use primal tolerance

Reimplemented from OsiSolverInterface.

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

We should be able to get an integer tolerance.

Until that time just use primal tolerance

Reimplemented from OsiSolverInterface.

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

We should be able to get an integer tolerance.

Until that time just use primal tolerance

Reimplemented from OsiSolverInterface.

bool OsiVolSolverInterface::getStrParam ( OsiStrParam  key,
std::string &  value 
) const [virtual]

We should be able to get an integer tolerance.

Until that time just use primal tolerance

Reimplemented from OsiSolverInterface.

virtual bool OsiVolSolverInterface::isAbandoned (  )  const [virtual]

Are there a numerical difficulties?

Implements OsiSolverInterface.

virtual bool OsiVolSolverInterface::isProvenOptimal (  )  const [virtual]

Is optimality proven?

Implements OsiSolverInterface.

virtual bool OsiVolSolverInterface::isProvenPrimalInfeasible (  )  const [virtual]

Is primal infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiVolSolverInterface::isProvenDualInfeasible (  )  const [virtual]

Is dual infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiVolSolverInterface::isPrimalObjectiveLimitReached (  )  const [virtual]

Is the given primal objective limit reached?

Implements OsiSolverInterface.

virtual bool OsiVolSolverInterface::isDualObjectiveLimitReached (  )  const [virtual]

Is the given dual objective limit reached?

Implements OsiSolverInterface.

virtual bool OsiVolSolverInterface::isIterationLimitReached (  )  const [virtual]

Iteration limit reached?

Implements OsiSolverInterface.

virtual CoinWarmStart* OsiVolSolverInterface::getEmptyWarmStart (  )  const [virtual]

Get an empty warm start object.

This routine returns an empty warm start object. Its purpose is to provide a way to give a client a warm start object of the appropriate type, which can resized and modified as desired.

Implements OsiSolverInterface.

virtual CoinWarmStart* OsiVolSolverInterface::getWarmStart (  )  const [virtual]

Get warmstarting information.

Implements OsiSolverInterface.

virtual bool OsiVolSolverInterface::setWarmStart ( const CoinWarmStart *  warmstart  )  [virtual]

Set warmstarting information.

Return true/false depending on whether the warmstart information was accepted or not.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::markHotStart (  )  [virtual]

Create a hotstart point of the optimization process.

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::solveFromHotStart (  )  [virtual]

Optimize starting from the hotstart.

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::unmarkHotStart (  )  [virtual]

Delete the snapshot.

Reimplemented from OsiSolverInterface.

virtual int OsiVolSolverInterface::getNumCols (  )  const [inline, virtual]

Get number of columns.

Implements OsiSolverInterface.

Definition at line 164 of file OsiVolSolverInterface.hpp.

virtual int OsiVolSolverInterface::getNumRows (  )  const [inline, virtual]

Get number of rows.

Implements OsiSolverInterface.

Definition at line 169 of file OsiVolSolverInterface.hpp.

virtual int OsiVolSolverInterface::getNumElements (  )  const [inline, virtual]

Get number of nonzero elements.

Implements OsiSolverInterface.

Definition at line 174 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getColLower (  )  const [inline, virtual]

Get pointer to array[getNumCols()] of column lower bounds.

Implements OsiSolverInterface.

Definition at line 179 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getColUpper (  )  const [inline, virtual]

Get pointer to array[getNumCols()] of column upper bounds.

Implements OsiSolverInterface.

Definition at line 182 of file OsiVolSolverInterface.hpp.

virtual const char* OsiVolSolverInterface::getRowSense (  )  const [inline, virtual]

Get pointer to array[getNumRows()] of row constraint senses.

  • 'L' <= constraint
  • 'E' = constraint
  • 'G' >= constraint
  • 'R' ranged constraint
  • 'N' free constraint

Implements OsiSolverInterface.

Definition at line 193 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRightHandSide (  )  const [inline, virtual]

Get pointer to array[getNumRows()] of rows right-hand sides.

  • if rowsense()[i] == 'L' then rhs()[i] == rowupper()[i]
  • if rowsense()[i] == 'G' then rhs()[i] == rowlower()[i]
  • if rowsense()[i] == 'R' then rhs()[i] == rowupper()[i]
  • if rowsense()[i] == 'N' then rhs()[i] == 0.0

Implements OsiSolverInterface.

Definition at line 203 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowRange (  )  const [inline, virtual]

Get pointer to array[getNumRows()] of row ranges.

  • if rowsense()[i] == 'R' then rowrange()[i] == rowupper()[i] - rowlower()[i]
  • if rowsense()[i] != 'R' then rowrange()[i] is undefined

Implements OsiSolverInterface.

Definition at line 213 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowLower (  )  const [inline, virtual]

Get pointer to array[getNumRows()] of row lower bounds.

Implements OsiSolverInterface.

Definition at line 216 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowUpper (  )  const [inline, virtual]

Get pointer to array[getNumRows()] of row upper bounds.

Implements OsiSolverInterface.

Definition at line 219 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getObjCoefficients (  )  const [inline, virtual]

Get pointer to array[getNumCols()] of objective function coefficients.

Implements OsiSolverInterface.

Definition at line 222 of file OsiVolSolverInterface.hpp.

virtual double OsiVolSolverInterface::getObjSense (  )  const [inline, virtual]

Get objective function sense (1 for min (default), -1 for max).

Implements OsiSolverInterface.

Definition at line 225 of file OsiVolSolverInterface.hpp.

virtual bool OsiVolSolverInterface::isContinuous ( int  colNumber  )  const [virtual]

Return true if column is continuous.

Implements OsiSolverInterface.

virtual const CoinPackedMatrix* OsiVolSolverInterface::getMatrixByRow (  )  const [virtual]

Get pointer to row-wise copy of matrix.

Implements OsiSolverInterface.

virtual const CoinPackedMatrix* OsiVolSolverInterface::getMatrixByCol (  )  const [virtual]

Get pointer to column-wise copy of matrix.

Implements OsiSolverInterface.

virtual double OsiVolSolverInterface::getInfinity (  )  const [inline, virtual]

Get solver's value for infinity.

Implements OsiSolverInterface.

Definition at line 254 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getColSolution (  )  const [inline, virtual]

Get pointer to array[getNumCols()] of primal solution vector.

Implements OsiSolverInterface.

Definition at line 260 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowPrice (  )  const [inline, virtual]

Get pointer to array[getNumRows()] of dual prices.

Implements OsiSolverInterface.

Definition at line 263 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getReducedCost (  )  const [inline, virtual]

Get a pointer to array[getNumCols()] of reduced costs.

Implements OsiSolverInterface.

Definition at line 266 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowActivity (  )  const [inline, virtual]

Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.

Implements OsiSolverInterface.

Definition at line 270 of file OsiVolSolverInterface.hpp.

virtual double OsiVolSolverInterface::getObjValue (  )  const [inline, virtual]

Get objective function value.

Implements OsiSolverInterface.

Definition at line 273 of file OsiVolSolverInterface.hpp.

virtual int OsiVolSolverInterface::getIterationCount (  )  const [inline, virtual]

Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.

Implements OsiSolverInterface.

Definition at line 284 of file OsiVolSolverInterface.hpp.

virtual std::vector<double*> OsiVolSolverInterface::getDualRays ( int  maxNumRays  )  const [virtual]

Get as many dual rays as the solver can provide.

(In case of proven primal infeasibility there should be at least one.)

NOTE for implementers of solver interfaces:
The double pointers in the vector should point to arrays of length getNumRows() and they should be allocated via new[].

NOTE for users of solver interfaces:
It is the user's responsibility to free the double pointers in the vector using delete[].

Implements OsiSolverInterface.

virtual std::vector<double*> OsiVolSolverInterface::getPrimalRays ( int  maxNumRays  )  const [virtual]

Get as many primal rays as the solver can provide.

(In case of proven dual infeasibility there should be at least one.)

NOTE for implementers of solver interfaces:
The double pointers in the vector should point to arrays of length getNumCols() and they should be allocated via new[].

NOTE for users of solver interfaces:
It is the user's responsibility to free the double pointers in the vector using delete[].

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::setObjCoeff ( int  elementIndex,
double  elementValue 
) [inline, virtual]

Set an objective function coefficient.

Implements OsiSolverInterface.

Definition at line 328 of file OsiVolSolverInterface.hpp.

virtual void OsiVolSolverInterface::setColLower ( int  elementIndex,
double  elementValue 
) [inline, virtual]

Set a single column lower bound
Use -DBL_MAX for -infinity.

Implements OsiSolverInterface.

Definition at line 335 of file OsiVolSolverInterface.hpp.

virtual void OsiVolSolverInterface::setColUpper ( int  elementIndex,
double  elementValue 
) [inline, virtual]

Set a single column upper bound
Use DBL_MAX for infinity.

Implements OsiSolverInterface.

Definition at line 342 of file OsiVolSolverInterface.hpp.

virtual void OsiVolSolverInterface::setColBounds ( int  elementIndex,
double  lower,
double  upper 
) [inline, virtual]

Set a single column lower and upper bound.

Reimplemented from OsiSolverInterface.

Definition at line 347 of file OsiVolSolverInterface.hpp.

virtual void OsiVolSolverInterface::setColSetBounds ( const int *  indexFirst,
const int *  indexLast,
const double *  boundList 
) [virtual]

Set the bounds on a number of columns simultaneously
The default implementation just invokes setColLower() and setColUpper() over and over again.

Parameters:
indexFirst,indexLast pointers to the beginning and after the end of the array of the indices of the variables whose either bound changes
boundList the new lower/upper bound pairs for the variables

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::setRowLower ( int  elementIndex,
double  elementValue 
) [inline, virtual]

Set a single row lower bound
Use -DBL_MAX for -infinity.

Implements OsiSolverInterface.

Definition at line 367 of file OsiVolSolverInterface.hpp.

virtual void OsiVolSolverInterface::setRowUpper ( int  elementIndex,
double  elementValue 
) [inline, virtual]

Set a single row upper bound
Use DBL_MAX for infinity.

Implements OsiSolverInterface.

Definition at line 376 of file OsiVolSolverInterface.hpp.

virtual void OsiVolSolverInterface::setRowBounds ( int  elementIndex,
double  lower,
double  upper 
) [inline, virtual]

Set a single row lower and upper bound.

Reimplemented from OsiSolverInterface.

Definition at line 384 of file OsiVolSolverInterface.hpp.

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

Set the type of a single row
.

Implements OsiSolverInterface.

Definition at line 394 of file OsiVolSolverInterface.hpp.

virtual void OsiVolSolverInterface::setRowSetBounds ( const int *  indexFirst,
const int *  indexLast,
const double *  boundList 
) [virtual]

Set the bounds on a number of rows simultaneously
The default implementation just invokes setRowLower() and setRowUpper() over and over again.

Parameters:
indexFirst,indexLast pointers to the beginning and after the end of the array of the indices of the constraints whose either bound changes
boundList the new lower/upper bound pairs for the constraints

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::setRowSetTypes ( const int *  indexFirst,
const int *  indexLast,
const char *  senseList,
const double *  rhsList,
const double *  rangeList 
) [virtual]

Set the type of a number of rows simultaneously
The default implementation just invokes setRowType() over and over again.

Parameters:
indexFirst,indexLast pointers to the beginning and after the end of the array of the indices of the constraints whose any characteristics changes
senseList the new senses
rhsList the new right hand sides
rangeList the new ranges

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::setContinuous ( int  index  )  [virtual]

Set the index-th variable to be a continuous variable.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::setInteger ( int  index  )  [virtual]

Set the index-th variable to be an integer variable.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::setContinuous ( const int *  indices,
int  len 
) [virtual]

Set the variables listed in indices (which is of length len) to be continuous variables.

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::setInteger ( const int *  indices,
int  len 
) [virtual]

Set the variables listed in indices (which is of length len) to be integer variables.

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::setObjSense ( double  s  )  [inline, virtual]

Set objective function sense (1 for min (default), -1 for max,).

Implements OsiSolverInterface.

Definition at line 449 of file OsiVolSolverInterface.hpp.

virtual void OsiVolSolverInterface::setColSolution ( const double *  colsol  )  [virtual]

Set the primal solution column values.

colsol[numcols()] is an array of values of the problem column variables. These values are copied to memory owned by the solver object or the solver. They will be returned as the result of colsol() until changed by another call to setColsol() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::setRowPrice ( const double *  rowprice  )  [virtual]

Set dual solution vector.

rowprice[numrows()] is an array of values of the problem row dual variables. These values are copied to memory owned by the solver object or the solver. They will be returned as the result of rowprice() until changed by another call to setRowprice() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent.

Implements OsiSolverInterface.

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

Add a column (primal variable) to the problem.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::addCols ( const int  numcols,
const CoinPackedVectorBase *const *  cols,
const double *  collb,
const double *  colub,
const double *  obj 
) [virtual]

Add a set of columns (primal variables) to the problem.

The default implementation simply makes repeated calls to addCol().

Reimplemented from OsiSolverInterface.

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

Remove a set of columns (primal variables) from the problem.

The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted variables are nonbasic.

Implements OsiSolverInterface.

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

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::addRow ( const CoinPackedVectorBase &  vec,
const char  rowsen,
const double  rowrhs,
const double  rowrng 
) [virtual]

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::addRows ( const int  numrows,
const CoinPackedVectorBase *const *  rows,
const double *  rowlb,
const double *  rowub 
) [virtual]

Add a set of rows (constraints) to the problem.

The default implementation simply makes repeated calls to addRow().

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::addRows ( const int  numrows,
const CoinPackedVectorBase *const *  rows,
const char *  rowsen,
const double *  rowrhs,
const double *  rowrng 
) [virtual]

Add a set of rows (constraints) to the problem.

The default implementation simply makes repeated calls to addRow().

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::deleteRows ( const int  num,
const int *  rowIndices 
) [virtual]

Delete a set of rows (constraints) from the problem.

The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted rows are loose.

Implements OsiSolverInterface.

void OsiVolSolverInterface::initFromRlbRub ( const int  rownum,
const double *  rowlb,
const double *  rowub 
) [protected]
void OsiVolSolverInterface::initFromRhsSenseRange ( const int  rownum,
const char *  rowsen,
const double *  rowrhs,
const double *  rowrng 
) [protected]
void OsiVolSolverInterface::initFromClbCubObj ( const int  colnum,
const double *  collb,
const double *  colub,
const double *  obj 
) [protected]
virtual void OsiVolSolverInterface::loadProblem ( const CoinPackedMatrix &  matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub 
) [virtual]

Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper bounds).

If a pointer is 0 then the following values are the default:

  • colub: all columns have upper bound infinity
  • collb: all columns have lower bound 0
  • rowub: all rows have upper bound infinity
  • rowlb: all rows have lower bound -infinity
  • obj: all variables have 0 objective coefficient

Implements OsiSolverInterface.

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

Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by lower and upper bounds).

For default values see the previous method.
WARNING: The arguments passed to this method will be freed using the C++ delete and delete[] functions.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::loadProblem ( const CoinPackedMatrix &  matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const char *  rowsen,
const double *  rowrhs,
const double *  rowrng 
) [virtual]

Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range triplets).

If a pointer is 0 then the following values are the default:

  • colub: all columns have upper bound infinity
  • collb: all columns have lower bound 0
  • obj: all variables have 0 objective coefficient
  • rowsen: all rows are >=
  • rowrhs: all right hand sides are 0
  • rowrng: 0 for the ranged rows

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::assignProblem ( CoinPackedMatrix *&  matrix,
double *&  collb,
double *&  colub,
double *&  obj,
char *&  rowsen,
double *&  rowrhs,
double *&  rowrng 
) [virtual]

Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets).

For default values see the previous method.
WARNING: The arguments passed to this method will be freed using the C++ delete and delete[] functions.

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::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 
) [virtual]

Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::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 
) [virtual]

Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).

Implements OsiSolverInterface.

virtual int OsiVolSolverInterface::readMps ( const char *  filename,
const char *  extension = "mps" 
) [virtual]

Read an mps file from the given filename.

Reimplemented from OsiSolverInterface.

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

Write the problem into an mps file of the given filename.

If objSense is non zero then -1.0 forces the code to write a maximization objective and +1.0 to write a minimization one. If 0.0 then solver can do what it wants

Implements OsiSolverInterface.

VOL_problem* OsiVolSolverInterface::volprob (  )  [inline]

Get pointer to Vol model.

Definition at line 671 of file OsiVolSolverInterface.hpp.

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

Clone.

Implements OsiSolverInterface.

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

Assignment operator.

Reimplemented from OsiSolverInterface.

virtual void OsiVolSolverInterface::applyRowCut ( const OsiRowCut &  rc  )  [protected, virtual]

Apply a row cut (append to constraint matrix).

Implements OsiSolverInterface.

virtual void OsiVolSolverInterface::applyColCut ( const OsiColCut &  cc  )  [protected, virtual]

Apply a column cut (adjust one or more bounds).

Implements OsiSolverInterface.

virtual int OsiVolSolverInterface::compute_rc ( const VOL_dvector &  u,
VOL_dvector &  rc 
) [private, virtual]

compute reduced costs

Implements VOL_user_hooks.

virtual int OsiVolSolverInterface::solve_subproblem ( const VOL_dvector &  dual,
const VOL_dvector &  rc,
double &  lcost,
VOL_dvector &  x,
VOL_dvector &  v,
double &  pcost 
) [private, virtual]

Solve the subproblem for the subgradient step.

Implements VOL_user_hooks.

virtual int OsiVolSolverInterface::heuristics ( const VOL_problem &  p,
const VOL_dvector &  x,
double &  heur_val 
) [inline, private, virtual]

Starting from the primal vector x, run a heuristic to produce an integer solution.

This is not done in LP solving.

Implements VOL_user_hooks.

Definition at line 720 of file OsiVolSolverInterface.hpp.

void OsiVolSolverInterface::updateRowMatrix_ (  )  const [private]

Update the row ordered matrix from the column ordered one.

void OsiVolSolverInterface::updateColMatrix_ (  )  const [private]

Update the column ordered matrix from the row ordered one.

void OsiVolSolverInterface::checkData_ (  )  const [private]

Test whether the Volume Algorithm can be applied to the given problem.

void OsiVolSolverInterface::compute_rc_ ( const double *  u,
double *  rc 
) const [private]

Compute the reduced costs (rc) with respect to the dual values given in u.

void OsiVolSolverInterface::gutsOfDestructor_ (  )  [private]

A method deleting every member data.

void OsiVolSolverInterface::rowRimAllocator_ (  )  [private]

A method allocating sufficient space for the rim vectors corresponding to the rows.

void OsiVolSolverInterface::colRimAllocator_ (  )  [private]

A method allocating sufficient space for the rim vectors corresponding to the columns.

void OsiVolSolverInterface::rowRimResize_ ( const int  newSize  )  [private]

Reallocate the rim arrays corresponding to the rows.

void OsiVolSolverInterface::colRimResize_ ( const int  newSize  )  [private]

Reallocate the rim arrays corresponding to the columns.

void OsiVolSolverInterface::convertBoundsToSenses_ (  )  [private]

For each row convert LB/UB style row constraints to sense/rhs style.

void OsiVolSolverInterface::convertSensesToBounds_ (  )  [private]

For each row convert sense/rhs style row constraints to LB/UB style.

bool OsiVolSolverInterface::test_zero_one_minusone_ ( const CoinPackedMatrix &  m  )  const [private]

test whether the given matrix is 0/1/-1 entries only.

Friends And Related Function Documentation

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

A function that tests the methods in the OsiVolSolverInterface class.

The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging. Also, if this method is compiled with optimization, the compilation takes 10-15 minutes and the machine pages (has 256M core memory!)...

Member Data Documentation

bool OsiVolSolverInterface::rowMatrixCurrent_ [mutable, private]

A flag indicating whether the row ordered matrix is up-to-date.

Definition at line 776 of file OsiVolSolverInterface.hpp.

CoinPackedMatrix OsiVolSolverInterface::rowMatrix_ [mutable, private]

The problem matrix in a row ordered form.

Definition at line 778 of file OsiVolSolverInterface.hpp.

bool OsiVolSolverInterface::colMatrixCurrent_ [mutable, private]

A flag indicating whether the column ordered matrix is up-to-date.

Definition at line 780 of file OsiVolSolverInterface.hpp.

CoinPackedMatrix OsiVolSolverInterface::colMatrix_ [mutable, private]

The problem matrix in a column ordered form.

Definition at line 782 of file OsiVolSolverInterface.hpp.

bool OsiVolSolverInterface::isZeroOneMinusOne_ [private]

An indicator whether the matrix is 0/1/-1.

Definition at line 789 of file OsiVolSolverInterface.hpp.

OsiVolMatrixOneMinusOne_* OsiVolSolverInterface::rowMatrixOneMinusOne_ [private]

The row ordered matrix without the elements.

Definition at line 791 of file OsiVolSolverInterface.hpp.

OsiVolMatrixOneMinusOne_* OsiVolSolverInterface::colMatrixOneMinusOne_ [private]

The column ordered matrix without the elements.

Definition at line 793 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::colupper_ [private]

Pointer to dense vector of structural variable upper bounds.

Definition at line 800 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::collower_ [private]

Pointer to dense vector of structural variable lower bounds.

Definition at line 802 of file OsiVolSolverInterface.hpp.

bool* OsiVolSolverInterface::continuous_ [private]

Pointer to dense vector of bool to indicate if column is continuous.

Definition at line 804 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rowupper_ [private]

Pointer to dense vector of slack variable upper bounds.

Definition at line 806 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rowlower_ [private]

Pointer to dense vector of slack variable lower bounds.

Definition at line 808 of file OsiVolSolverInterface.hpp.

char* OsiVolSolverInterface::rowsense_ [private]

Pointer to dense vector of row sense indicators.

Definition at line 810 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rhs_ [private]

Pointer to dense vector of row right-hand side values.

Definition at line 812 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rowrange_ [private]

Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows).

Definition at line 815 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::objcoeffs_ [private]

Pointer to dense vector of objective coefficients.

Definition at line 817 of file OsiVolSolverInterface.hpp.

double OsiVolSolverInterface::objsense_ [private]

Sense of objective (1 for min; -1 for max).

Definition at line 822 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::colsol_ [private]

Pointer to dense vector of primal structural variable values.

Definition at line 828 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rowprice_ [private]

Pointer to dense vector of dual row variable values.

Definition at line 830 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rc_ [private]

Pointer to dense vector of reduced costs.

Definition at line 832 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::lhs_ [private]

Pointer to dense vector of left hand sides (row activity levels).

Definition at line 834 of file OsiVolSolverInterface.hpp.

double OsiVolSolverInterface::lagrangeanCost_ [private]

The Lagrangean cost, a lower bound on the objective value.

Definition at line 836 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rowpriceHotStart_ [private]

An array to store the hotstart information between solveHotStart() calls.

Definition at line 842 of file OsiVolSolverInterface.hpp.

int OsiVolSolverInterface::maxNumrows_ [private]

allocated size of the row related rim vectors

Definition at line 845 of file OsiVolSolverInterface.hpp.

int OsiVolSolverInterface::maxNumcols_ [private]

allocated size of the column related rim vectors

Definition at line 847 of file OsiVolSolverInterface.hpp.

VOL_problem OsiVolSolverInterface::volprob_ [private]

The volume solver.

Definition at line 850 of file OsiVolSolverInterface.hpp.

The documentation for this class was generated from the following file:
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