Vol(ume) Solver Interface. More...

#include <OsiVolSolverInterface.hpp>

Inheritance diagram for OsiVolSolverInterface:

Collaboration diagram for OsiVolSolverInterface:

Classes
class	OsiVolMatrixOneMinusOne_

Public Member Functions
virtual void	setObjSense (double s)
	Set objective function sense (1 for min (default), -1 for max,) More...

virtual void	setColSolution (const double *colsol)
	Set the primal solution column values. More...

virtual void	setRowPrice (const double *rowprice)
	Set dual solution vector. More...

Solve methods
virtual void	initialSolve ()
	Solve initial LP relaxation. More...

virtual void	resolve ()
	Resolve an LP relaxation after problem modification. More...

virtual void	branchAndBound ()
	Invoke solver's built-in enumeration algorithm. More...

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)

bool	setDblParam (OsiDblParam key, double value)

bool	setStrParam (OsiStrParam key, const std::string &value)

bool	getIntParam (OsiIntParam key, int &value) const

bool	getDblParam (OsiDblParam key, double &value) const

bool	getStrParam (OsiStrParam key, std::string &value) const

Methods returning info on how the solution process terminated
virtual bool	isAbandoned () const
	Are there a numerical difficulties? More...

virtual bool	isProvenOptimal () const
	Is optimality proven? More...

virtual bool	isProvenPrimalInfeasible () const
	Is primal infeasiblity proven? More...

virtual bool	isProvenDualInfeasible () const
	Is dual infeasiblity proven? More...

virtual bool	isPrimalObjectiveLimitReached () const
	Is the given primal objective limit reached? More...

virtual bool	isDualObjectiveLimitReached () const
	Is the given dual objective limit reached? More...

virtual bool	isIterationLimitReached () const
	Iteration limit reached? More...

WarmStart related methods
virtual CoinWarmStart *	getEmptyWarmStart () const
	Get an empty warm start object. More...

virtual CoinWarmStart *	getWarmStart () const
	Get warmstarting information. More...

virtual bool	setWarmStart (const CoinWarmStart *warmstart)
	Set warmstarting information. More...

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. More...

virtual void	solveFromHotStart ()
	Optimize starting from the hotstart. More...

virtual void	unmarkHotStart ()
	Delete the snapshot. More...

Methods related to querying the input data
virtual int	getNumCols () const
	Get number of columns. More...

virtual int	getNumRows () const
	Get number of rows. More...

virtual int	getNumElements () const
	Get number of nonzero elements. More...

virtual const double *	getColLower () const
	Get pointer to array[getNumCols()] of column lower bounds. More...

virtual const double *	getColUpper () const
	Get pointer to array[getNumCols()] of column upper bounds. More...

virtual const char *	getRowSense () const
	Get pointer to array[getNumRows()] of row constraint senses. More...

virtual const double *	getRightHandSide () const
	Get pointer to array[getNumRows()] of rows right-hand sides. More...

virtual const double *	getRowRange () const
	Get pointer to array[getNumRows()] of row ranges. More...

virtual const double *	getRowLower () const
	Get pointer to array[getNumRows()] of row lower bounds. More...

virtual const double *	getRowUpper () const
	Get pointer to array[getNumRows()] of row upper bounds. More...

virtual const double *	getObjCoefficients () const
	Get pointer to array[getNumCols()] of objective function coefficients. More...

virtual double	getObjSense () const
	Get objective function sense (1 for min (default), -1 for max) More...

virtual bool	isContinuous (int colNumber) const
	Return true if column is continuous. More...

virtual const CoinPackedMatrix *	getMatrixByRow () const
	Get pointer to row-wise copy of matrix. More...

virtual const CoinPackedMatrix *	getMatrixByCol () const
	Get pointer to column-wise copy of matrix. More...

virtual double	getInfinity () const
	Get solver's value for infinity. More...

Methods related to querying the solution
virtual const double *	getColSolution () const
	Get pointer to array[getNumCols()] of primal solution vector. More...

virtual const double *	getRowPrice () const
	Get pointer to array[getNumRows()] of dual prices. More...

virtual const double *	getReducedCost () const
	Get a pointer to array[getNumCols()] of reduced costs. More...

virtual const double *	getRowActivity () const
	Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector. More...

virtual double	getObjValue () const
	Get objective function value. More...

virtual int	getIterationCount () const
	Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver. More...

virtual std::vector< double * >	getDualRays (int maxNumRays, bool fullRay=false) const
	Get as many dual rays as the solver can provide. More...

virtual std::vector< double * >	getPrimalRays (int maxNumRays) const
	Get as many primal rays as the solver can provide. More...

Changing bounds on variables and constraints
virtual void	setObjCoeff (int elementIndex, double elementValue)
	Set an objective function coefficient. More...

virtual void	setColLower (int elementIndex, double elementValue)
	Set a single column lower bound Use -DBL_MAX for -infinity. More...

virtual void	setColUpper (int elementIndex, double elementValue)
	Set a single column upper bound Use DBL_MAX for infinity. More...

virtual void	setColBounds (int elementIndex, double lower, double upper)
	Set a single column lower and upper bound. More...

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. More...

virtual void	setRowLower (int elementIndex, double elementValue)
	Set a single row lower bound Use -DBL_MAX for -infinity. More...

virtual void	setRowUpper (int elementIndex, double elementValue)
	Set a single row upper bound Use DBL_MAX for infinity. More...

virtual void	setRowBounds (int elementIndex, double lower, double upper)
	Set a single row lower and upper bound. More...

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

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. More...

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. More...

Integrality related changing methods
virtual void	setContinuous (int index)
	Set the index-th variable to be a continuous variable. More...

virtual void	setInteger (int index)
	Set the index-th variable to be an integer variable. More...

virtual void	setContinuous (const int *indices, int len)
	Set the variables listed in indices (which is of length len) to be continuous variables. More...

virtual void	setInteger (const int *indices, int len)
	Set the variables listed in indices (which is of length len) to be integer variables. More...

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)

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

virtual void	deleteCols (const int num, const int *colIndices)

virtual void	addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)

virtual void	addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)

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)

virtual void	deleteRows (const int num, const int *rowIndices)

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). More...

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). More...

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). More...

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). More...

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). More...

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). More...

virtual int	readMps (const char filename, const char extension="mps")
	Read an mps file from the given filename. More...

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. More...

OSL specific public interfaces
VOL_problem *	volprob ()
	Get pointer to Vol model. More...

Constructors and destructors
	OsiVolSolverInterface ()
	Default Constructor. More...

virtual OsiSolverInterface *	clone (bool copyData=true) const
	Clone. More...

	OsiVolSolverInterface (const OsiVolSolverInterface &)
	Copy constructor. More...

OsiVolSolverInterface &	operator= (const OsiVolSolverInterface &rhs)
	Assignment operator. More...

virtual	~OsiVolSolverInterface ()
	Destructor. More...

Public Member Functions inherited from VOL_user_hooks
virtual	~VOL_user_hooks ()

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). More...

virtual void	applyColCut (const OsiColCut &cc)
	Apply a column cut (adjust one or more bounds). More...

Private Member Functions
Methods of <code>VOL_user_hooks</code>
virtual int	compute_rc (const VOL_dvector &u, VOL_dvector &rc)
	compute reduced costs More...

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. More...

virtual int	heuristics (const VOL_problem &, const VOL_dvector &, double &heur_val)
	Starting from the primal vector x, run a heuristic to produce an integer solution. More...

Private helper methods
void	updateRowMatrix_ () const
	Update the row ordered matrix from the column ordered one. More...

void	updateColMatrix_ () const
	Update the column ordered matrix from the row ordered one. More...

void	checkData_ () const
	Test whether the Volume Algorithm can be applied to the given problem. More...

void	compute_rc_ (const double u, double rc) const
	Compute the reduced costs (`rc`) with respect to the dual values given in `u`. More...

void	gutsOfDestructor_ ()
	A method deleting every member data. More...

void	rowRimAllocator_ ()
	A method allocating sufficient space for the rim vectors corresponding to the rows. More...

void	colRimAllocator_ ()
	A method allocating sufficient space for the rim vectors corresponding to the columns. More...

void	rowRimResize_ (const int newSize)
	Reallocate the rim arrays corresponding to the rows. More...

void	colRimResize_ (const int newSize)
	Reallocate the rim arrays corresponding to the columns. More...

void	convertBoundsToSenses_ ()
	For each row convert LB/UB style row constraints to sense/rhs style. More...

void	convertSensesToBounds_ ()
	For each row convert sense/rhs style row constraints to LB/UB style. More...

bool	test_zero_one_minusone_ (const CoinPackedMatrix &m) const
	test whether the given matrix is 0/1/-1 entries only. More...

Private Attributes
double	objsense_
	Sense of objective (1 for min; -1 for max) More...

double *	rowpriceHotStart_
	An array to store the hotstart information between solveHotStart() calls. More...

int	maxNumrows_
	allocated size of the row related rim vectors More...

int	maxNumcols_
	allocated size of the column related rim vectors More...

VOL_problem	volprob_
	The volume solver. More...

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. More...

CoinPackedMatrix	rowMatrix_
	The problem matrix in a row ordered form. More...

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

CoinPackedMatrix	colMatrix_
	The problem matrix in a column ordered form. More...

Data members used when 0/1/-1 matrix is detected
bool	isZeroOneMinusOne_
	An indicator whether the matrix is 0/1/-1. More...

OsiVolMatrixOneMinusOne_ *	rowMatrixOneMinusOne_
	The row ordered matrix without the elements. More...

OsiVolMatrixOneMinusOne_ *	colMatrixOneMinusOne_
	The column ordered matrix without the elements. More...

The rim vectors
double *	colupper_
	Pointer to dense vector of structural variable upper bounds. More...

double *	collower_
	Pointer to dense vector of structural variable lower bounds. More...

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

double *	rowupper_
	Pointer to dense vector of slack variable upper bounds. More...

double *	rowlower_
	Pointer to dense vector of slack variable lower bounds. More...

char *	rowsense_
	Pointer to dense vector of row sense indicators. More...

double *	rhs_
	Pointer to dense vector of row right-hand side values. More...

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

double *	objcoeffs_
	Pointer to dense vector of objective coefficients. More...

The solution
double *	colsol_
	Pointer to dense vector of primal structural variable values. More...

double *	rowprice_
	Pointer to dense vector of dual row variable values. More...

double *	rc_
	Pointer to dense vector of reduced costs. More...

double *	lhs_
	Pointer to dense vector of left hand sides (row activity levels) More...

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

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

Detailed Description

Vol(ume) Solver Interface.

Instantiation of OsiVolSolverInterface for the Volume Algorithm

Definition at line 27 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.

virtual void OsiVolSolverInterface::resolve ( )

virtual

Resolve an LP relaxation after problem modification.

virtual void OsiVolSolverInterface::branchAndBound ( )

inlinevirtual

Invoke solver's built-in enumeration algorithm.

Definition at line 63 of file OsiVolSolverInterface.hpp.

bool OsiVolSolverInterface::setIntParam	(	OsiIntParam	key,
		int	value
	)

bool OsiVolSolverInterface::setDblParam	(	OsiDblParam	key,
		double	value
	)

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

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

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

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

virtual bool OsiVolSolverInterface::isAbandoned ( ) const

virtual

Are there a numerical difficulties?

virtual bool OsiVolSolverInterface::isProvenOptimal ( ) const

virtual

Is optimality proven?

virtual bool OsiVolSolverInterface::isProvenPrimalInfeasible ( ) const

virtual

Is primal infeasiblity proven?

virtual bool OsiVolSolverInterface::isProvenDualInfeasible ( ) const

virtual

Is dual infeasiblity proven?

virtual bool OsiVolSolverInterface::isPrimalObjectiveLimitReached ( ) const

virtual

Is the given primal objective limit reached?

virtual bool OsiVolSolverInterface::isDualObjectiveLimitReached ( ) const

virtual

Is the given dual objective limit reached?

virtual bool OsiVolSolverInterface::isIterationLimitReached ( ) const

virtual

Iteration limit reached?

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.

virtual CoinWarmStart* OsiVolSolverInterface::getWarmStart ( ) const

virtual

Get warmstarting information.

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

virtual

Set warmstarting information.

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

virtual void OsiVolSolverInterface::markHotStart ( )

virtual

Create a hotstart point of the optimization process.

virtual void OsiVolSolverInterface::solveFromHotStart ( )

virtual

Optimize starting from the hotstart.

virtual void OsiVolSolverInterface::unmarkHotStart ( )

virtual

Delete the snapshot.

virtual int OsiVolSolverInterface::getNumCols ( ) const

inlinevirtual

Get number of columns.

Definition at line 167 of file OsiVolSolverInterface.hpp.

virtual int OsiVolSolverInterface::getNumRows ( ) const

inlinevirtual

Get number of rows.

Definition at line 172 of file OsiVolSolverInterface.hpp.

virtual int OsiVolSolverInterface::getNumElements ( ) const

inlinevirtual

Get number of nonzero elements.

Definition at line 177 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getColLower ( ) const

inlinevirtual

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

Definition at line 182 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getColUpper ( ) const

inlinevirtual

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

Definition at line 185 of file OsiVolSolverInterface.hpp.

virtual const char* OsiVolSolverInterface::getRowSense ( ) const

inlinevirtual

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

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

Definition at line 196 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRightHandSide ( ) const

inlinevirtual

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

Definition at line 206 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowRange ( ) const

inlinevirtual

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

Definition at line 216 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowLower ( ) const

inlinevirtual

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

Definition at line 219 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowUpper ( ) const

inlinevirtual

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

Definition at line 222 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getObjCoefficients ( ) const

inlinevirtual

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

Definition at line 225 of file OsiVolSolverInterface.hpp.

virtual double OsiVolSolverInterface::getObjSense ( ) const

inlinevirtual

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

Definition at line 228 of file OsiVolSolverInterface.hpp.

virtual bool OsiVolSolverInterface::isContinuous ( int colNumber ) const

virtual

Return true if column is continuous.

virtual const CoinPackedMatrix* OsiVolSolverInterface::getMatrixByRow ( ) const

virtual

Get pointer to row-wise copy of matrix.

virtual const CoinPackedMatrix* OsiVolSolverInterface::getMatrixByCol ( ) const

virtual

Get pointer to column-wise copy of matrix.

virtual double OsiVolSolverInterface::getInfinity ( ) const

inlinevirtual

Get solver's value for infinity.

Definition at line 257 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getColSolution ( ) const

inlinevirtual

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

Definition at line 263 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowPrice ( ) const

inlinevirtual

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

Definition at line 266 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getReducedCost ( ) const

inlinevirtual

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

Definition at line 269 of file OsiVolSolverInterface.hpp.

virtual const double* OsiVolSolverInterface::getRowActivity ( ) const

inlinevirtual

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

Definition at line 273 of file OsiVolSolverInterface.hpp.

virtual double OsiVolSolverInterface::getObjValue ( ) const

inlinevirtual

Get objective function value.

Definition at line 276 of file OsiVolSolverInterface.hpp.

virtual int OsiVolSolverInterface::getIterationCount ( ) const

inlinevirtual

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

Definition at line 287 of file OsiVolSolverInterface.hpp.

virtual std::vector<double*> OsiVolSolverInterface::getDualRays	(	int	maxNumRays,
		bool	fullRay = `false`
	)		const

virtual

Get as many dual rays as the solver can provide.

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

The first getNumRows() ray components will always be associated with the row duals (as returned by getRowPrice()). If fullRay is true, the final getNumCols() entries will correspond to the ray components associated with the nonbasic variables. If the full ray is requested and the method cannot provide it, it will throw an exception.

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[].

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[].

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

inlinevirtual

Set an objective function coefficient.

Definition at line 338 of file OsiVolSolverInterface.hpp.

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

inlinevirtual

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

Definition at line 345 of file OsiVolSolverInterface.hpp.

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

inlinevirtual

Set a single column upper bound
Use DBL_MAX for infinity.

Definition at line 352 of file OsiVolSolverInterface.hpp.

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

inlinevirtual

Set a single column lower and upper bound.

Definition at line 357 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

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

inlinevirtual

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

Definition at line 377 of file OsiVolSolverInterface.hpp.

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

inlinevirtual

Set a single row upper bound
Use DBL_MAX for infinity.

Definition at line 386 of file OsiVolSolverInterface.hpp.

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

inlinevirtual

Set a single row lower and upper bound.

Definition at line 394 of file OsiVolSolverInterface.hpp.

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

inlinevirtual

Set the type of a single row

Definition at line 404 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

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

virtual void OsiVolSolverInterface::setContinuous ( int index )

virtual

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

virtual void OsiVolSolverInterface::setInteger ( int index )

virtual

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

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.

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.

virtual void OsiVolSolverInterface::setObjSense ( double s )

inlinevirtual

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

Definition at line 459 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.

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.

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

virtual

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

virtual

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

virtual

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

virtual

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

virtual

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

virtual

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

virtual

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

virtual

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

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.

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

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.

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).

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).

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

virtual

Read an mps file from the given filename.

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

VOL_problem* OsiVolSolverInterface::volprob ( )

inline

Get pointer to Vol model.

Definition at line 681 of file OsiVolSolverInterface.hpp.

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

virtual

Clone.

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

Assignment operator.

virtual void OsiVolSolverInterface::applyRowCut ( const OsiRowCut & rc )

protectedvirtual

Apply a row cut (append to constraint matrix).

virtual void OsiVolSolverInterface::applyColCut ( const OsiColCut & cc )

protectedvirtual

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

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

privatevirtual

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
	)

privatevirtual

Solve the subproblem for the subgradient step.

Implements VOL_user_hooks.

virtual int OsiVolSolverInterface::heuristics	(	const VOL_problem &	,
		const VOL_dvector &	,
		double &	heur_val
	)

inlineprivatevirtual

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 730 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.

Member Data Documentation

bool OsiVolSolverInterface::rowMatrixCurrent_

mutableprivate

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

Definition at line 786 of file OsiVolSolverInterface.hpp.

CoinPackedMatrix OsiVolSolverInterface::rowMatrix_

mutableprivate

The problem matrix in a row ordered form.

Definition at line 788 of file OsiVolSolverInterface.hpp.

bool OsiVolSolverInterface::colMatrixCurrent_

mutableprivate

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

Definition at line 790 of file OsiVolSolverInterface.hpp.

CoinPackedMatrix OsiVolSolverInterface::colMatrix_

mutableprivate

The problem matrix in a column ordered form.

Definition at line 792 of file OsiVolSolverInterface.hpp.

bool OsiVolSolverInterface::isZeroOneMinusOne_

private

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

Definition at line 799 of file OsiVolSolverInterface.hpp.

OsiVolMatrixOneMinusOne_* OsiVolSolverInterface::rowMatrixOneMinusOne_

private

The row ordered matrix without the elements.

Definition at line 801 of file OsiVolSolverInterface.hpp.

OsiVolMatrixOneMinusOne_* OsiVolSolverInterface::colMatrixOneMinusOne_

private

The column ordered matrix without the elements.

Definition at line 803 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::colupper_

private

Pointer to dense vector of structural variable upper bounds.

Definition at line 810 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::collower_

private

Pointer to dense vector of structural variable lower bounds.

Definition at line 812 of file OsiVolSolverInterface.hpp.

bool* OsiVolSolverInterface::continuous_

private

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

Definition at line 814 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rowupper_

private

Pointer to dense vector of slack variable upper bounds.

Definition at line 816 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rowlower_

private

Pointer to dense vector of slack variable lower bounds.

Definition at line 818 of file OsiVolSolverInterface.hpp.

char* OsiVolSolverInterface::rowsense_

private

Pointer to dense vector of row sense indicators.

Definition at line 820 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rhs_

private

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

Definition at line 822 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 825 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::objcoeffs_

private

Pointer to dense vector of objective coefficients.

Definition at line 827 of file OsiVolSolverInterface.hpp.

double OsiVolSolverInterface::objsense_

private

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

Definition at line 832 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::colsol_

private

Pointer to dense vector of primal structural variable values.

Definition at line 838 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rowprice_

private

Pointer to dense vector of dual row variable values.

Definition at line 840 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rc_

private

Pointer to dense vector of reduced costs.

Definition at line 842 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::lhs_

private

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

Definition at line 844 of file OsiVolSolverInterface.hpp.

double OsiVolSolverInterface::lagrangeanCost_

private

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

Definition at line 846 of file OsiVolSolverInterface.hpp.

double* OsiVolSolverInterface::rowpriceHotStart_

private

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

Definition at line 852 of file OsiVolSolverInterface.hpp.

int OsiVolSolverInterface::maxNumrows_

private

allocated size of the row related rim vectors

Definition at line 855 of file OsiVolSolverInterface.hpp.

int OsiVolSolverInterface::maxNumcols_

private

allocated size of the column related rim vectors

Definition at line 857 of file OsiVolSolverInterface.hpp.

VOL_problem OsiVolSolverInterface::volprob_

private

The volume solver.

Definition at line 860 of file OsiVolSolverInterface.hpp.

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

/tmp/Vol-1.5.4/Vol/src/OsiVol/OsiVolSolverInterface.hpp

Classes

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation