OsiXprSolverInterface Class Reference

XPRESS-MP Solver Interface. More...

#include <OsiXprSolverInterface.hpp>

Inheritance diagram for OsiXprSolverInterface:

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Collaboration diagram for OsiXprSolverInterface:

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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	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

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 colIndex) const
	Return true if variable 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	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 The default implementation just invokes setRowLower() and setRowUpper().
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.
Constructors and destructors

	OsiXprSolverInterface (int newrows=50, int newnz=100)
	Default Constructor.
virtual OsiSolverInterface *	clone (bool copyData=true) const
	Clone.
	OsiXprSolverInterface (const OsiXprSolverInterface &)
	Copy constructor.
OsiXprSolverInterface &	operator= (const OsiXprSolverInterface &rhs)
	Assignment operator.
virtual	~OsiXprSolverInterface ()
	Destructor.
Static Public Member Functions
static int	version ()
	Return XPRESS-MP Version number.
Static instance counter methods

static void	incrementInstanceCounter ()
	XPRESS has a context that must be created prior to all other XPRESS calls.
static void	decrementInstanceCounter ()
	XPRESS has a context that should be deleted after XPRESS calls.
static unsigned int	getNumInstances ()
	Return the number of instances of instantiated objects using XPRESS services.
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).
Private Member Functions
Private methods

void	gutsOfCopy (const OsiXprSolverInterface &source)
	The real work of a copy constructor (used by copy and assignment).
void	gutsOfConstructor ()
	The real work of a constructor (used by construct and assignment).
void	gutsOfDestructor ()
	The real work of a destructor (used by copy and assignment).
void	freeSolution ()
	Destroy cached copy of solution data (whenever it changes).
void	freeCachedResults ()
	Destroy cached copies of problem and solution data (whenever they change).
int	getNumIntVars () const
	Number of integer variables in the problem.
Methods to support for XPRESS-MP multiple matrix facility

void	getVarTypes () const
	Build cached copy of variable types.
void	activateMe () const
	Save the current problem in XPRESS (if necessary) and make this problem current (restore if necessary).
bool	isDataLoaded () const
	Save and restore are necessary if there is data associated with this problem.
Private Attributes
Data to suupport for XPRESS-MP multiple matrix facility

XPRSprob	prob_
	XPRESS problem name (should be unique for each saved problem).
std::string	xprProbname_
	XPRESS problem name (should be unique for each saved problem).
Cached copies of XPRESS-MP problem data

CoinPackedMatrix *	matrixByRow_
	Pointer to row-wise copy of problem matrix coefficients.
CoinPackedMatrix *	matrixByCol_
	Pointer to row-wise copy of problem matrix coefficients.
double *	colupper_
	Pointer to dense vector of structural variable upper bounds.
double *	collower_
	Pointer to dense vector of structural variable lower bounds.
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.
double	objsense_
	Sense of objective (1 for min; -1 for max).
double *	colsol_
	Pointer to dense vector of primal structural variable values.
double *	rowsol_
	Pointer to dense vector of primal slack variable values.
double *	rowact_
	Pointer to dense vector of primal slack variable values.
double *	rowprice_
	Pointer to dense vector of dual row variable values.
double *	colprice_
	Pointer to dense vector of dual column variable values.
int *	ivarind_
	Pointer to list of indices of XPRESS "global" variables.
char *	ivartype_
	Pointer to list of global variable types:.
char *	vartype_
	Pointer to dense vector of variable types (as above, or 'C' for continuous).
Static Private Attributes
Private static class data

static const char *	logFileName_
	Name of the logfile.
static FILE *	logFilePtr_
	The FILE* to the logfile.
static unsigned int	numInstances_
	Number of live problem instances.
static unsigned int	osiSerial_
	Counts calls to incrementInstanceCounter().
Friends
void	OsiXprSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netlibDir)
	A function that tests the methods in the OsiXprSolverInterface class.
Log File

static int	iXprCallCount_
	Get logfile FILE *.
static FILE *	getLogFilePtr ()
	Get logfile FILE *.
static void	setLogFileName (const char *filename)
	Set logfile name.

Detailed Description

XPRESS-MP Solver Interface.

Instantiation of OsiSolverInterface for XPRESS-MP

Definition at line 22 of file OsiXprSolverInterface.hpp.

Constructor & Destructor Documentation

OsiXprSolverInterface::OsiXprSolverInterface	(	int	newrows = `50`,
		int	newnz = `100`
	)

Default Constructor.

OsiXprSolverInterface::OsiXprSolverInterface ( const OsiXprSolverInterface & )

Copy constructor.

virtual OsiXprSolverInterface::~OsiXprSolverInterface ( ) [virtual]

Destructor.

Member Function Documentation

virtual void OsiXprSolverInterface::initialSolve ( ) [virtual]

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiXprSolverInterface::resolve ( ) [virtual]

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiXprSolverInterface::branchAndBound ( ) [virtual]

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

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