#include <BonOsiTMINLPInterface.hpp>
Inheritance diagram for Bonmin::OsiTMINLPInterface:
Public Types | |
SOLUTION_FOUND | |
found a feasible solution | |
INFEASIBLE_SOLUTION_FOUND | |
found an infeasible problem | |
UNSOLVED_PROBLEM_FOUND | |
found an unsolved problem | |
WARNING_RESOLVING | |
Warn that a problem is resolved. | |
WARN_SUCCESS_WS | |
Problem not solved with warm start but solved without. | |
WARN_SUCCESS_RANDOM | |
Subproblem not solve with warm start but solved with random point. | |
WARN_CONTINUING_ON_FAILURE | |
a failure occured but is continuing | |
SUSPECT_PROBLEM | |
Output the number of the problem. | |
SUSPECT_PROBLEM2 | |
Output the number of the problem. | |
IPOPT_SUMMARY | |
Output summary statistics on Ipopt solution. | |
BETTER_SOL | |
Found a better solution with random values. | |
LOG_HEAD | |
Head of "civilized" log. | |
LOG_FIRST_LINE | |
First line (first solve) of log. | |
LOG_LINE | |
standard line (retry solving) of log. | |
ALTERNATE_OBJECTIVE | |
Recomputed integer feasible with alternate objective function. | |
WARN_RESOLVE_BEFORE_INITIAL_SOLVE | |
resolve() has been called but there was no previous call to initialSolve(). | |
ERROR_NO_TNLPSOLVER | |
Trying to access non-existent TNLPSolver. | |
WARNING_NON_CONVEX_OA | |
Warn that there are equality or ranged constraints and OA may works bad. | |
SOLVER_DISAGREE_STATUS | |
Different solver gives different status for problem. | |
SOLVER_DISAGREE_VALUE | |
Different solver gives different optimal value for problem. | |
OSITMINLPINTERFACE_DUMMY_END | |
enum | MessagesTypes { SOLUTION_FOUND, INFEASIBLE_SOLUTION_FOUND, UNSOLVED_PROBLEM_FOUND, WARNING_RESOLVING, WARN_SUCCESS_WS, WARN_SUCCESS_RANDOM, WARN_CONTINUING_ON_FAILURE, SUSPECT_PROBLEM, SUSPECT_PROBLEM2, IPOPT_SUMMARY, BETTER_SOL, LOG_HEAD, LOG_FIRST_LINE, LOG_LINE, ALTERNATE_OBJECTIVE, WARN_RESOLVE_BEFORE_INITIAL_SOLVE, ERROR_NO_TNLPSOLVER, WARNING_NON_CONVEX_OA, SOLVER_DISAGREE_STATUS, SOLVER_DISAGREE_VALUE, OSITMINLPINTERFACE_DUMMY_END } |
Type of the messages specifically outputed by OsiTMINLPInterface. More... | |
Public Member Functions | |
TNLPSolver::UnsolvedError * | newUnsolvedError (int num, Ipopt::SmartPtr< TMINLP2TNLP > problem, std::string name) |
void | setNumIterationSuspect (int value) |
const TMINLP2TNLP * | problem () const |
get pointer to the TMINLP2TNLP adapter | |
TMINLP2TNLP * | problem () |
const TMINLP * | model () const |
Bonmin::TMINLP * | model () |
const Bonmin::TNLPSolver * | solver () const |
TNLPSolver * | solver () |
Constructors and destructors | |
OsiTMINLPInterface () | |
Default Constructor. | |
void | initialize (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, Ipopt::SmartPtr< Ipopt::OptionsList > options, Ipopt::SmartPtr< Ipopt::Journalist > journalist, const std::string &prefix, Ipopt::SmartPtr< TMINLP > tminlp) |
Facilitator to initialize interface. | |
void | initialize (Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, Ipopt::SmartPtr< Ipopt::OptionsList > options, Ipopt::SmartPtr< Ipopt::Journalist > journalist, Ipopt::SmartPtr< TMINLP > tminlp) |
Facilitator to initialize interface. | |
void | setModel (Ipopt::SmartPtr< TMINLP > tminlp) |
Set the model to be solved by interface. | |
void | setSolver (Ipopt::SmartPtr< TNLPSolver > app) |
Set the solver to be used by interface. | |
void | use (Ipopt::SmartPtr< TMINLP2TNLP > tminlp2tnlp) |
Sets the TMINLP2TNLP to be used by the interface. | |
OsiTMINLPInterface (const OsiTMINLPInterface &) | |
Copy constructor. | |
OsiSolverInterface * | clone (bool copyData=true) const |
Virtual copy constructor. | |
OsiTMINLPInterface & | operator= (const OsiTMINLPInterface &rhs) |
Assignment operator. | |
virtual | ~OsiTMINLPInterface () |
Destructor. | |
void | readOptionFile (const std::string &fileName) |
Read parameter file. | |
const Ipopt::SmartPtr< Ipopt::OptionsList > | options () const |
Retrieve OsiTMINLPApplication option list. | |
Ipopt::SmartPtr< Ipopt::OptionsList > | options () |
Retrieve OsiTMINLPApplication option list. | |
const char * | prefix () const |
Default Constructor. | |
Solve methods | |
virtual void | initialSolve () |
Solve initial continuous relaxation. | |
virtual void | initialSolve (const char *whereFrom) |
Solve initial continuous relaxation (precising from where). | |
virtual void | resolve () |
Resolve the continuous relaxation after problem modification. | |
virtual void | resolve (const char *whereFrom) |
Resolve the continuous relaxation after problem modification. | |
virtual void | resolveForCost (int numretry, bool keepWs) |
Resolve the problem with different random starting points to try to find a better solution (only makes sense for a non-convex problem. | |
virtual void | resolveForRobustness (int numretry) |
Method to be called when a problem has failed to be solved. | |
virtual void | branchAndBound () |
Nescessary for compatibility with OsiSolverInterface but does nothing. | |
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? | |
void | continuingOnAFailure () |
Warn solver that branch-and-bound is continuing after a failure. | |
double | getNewCutoffDecr () |
Are there a numerical difficulties? | |
void | setNewCutoffDecr (double d) |
Are there a numerical difficulties? | |
bool | hasContinuedOnAFailure () |
Did we continue on a failure. | |
void | ignoreFailures () |
tell to ignore the failures (don't throw, don't fathom, don't report) | |
void | forceInfeasible () |
Force current solution to be infeasible. | |
void | forceBranchable () |
Force current solution to be branched on (make it fractionnal with small objective). | |
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 clp 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 |
double | getPushFact () const |
Problem information methods | |
These methods call the solver's query routines to return information about the problem referred to by the current object. Querying a problem that has no data associated with it result in zeros for the number of rows and columns, and NULL pointers from the methods that return vectors.
Const pointers returned from any data-query method are valid as long as the data is unchanged and the solver is not called. | |
virtual int | getNumCols () const |
Get number of columns. | |
virtual int | getNumRows () const |
Get number of rows. | |
const OsiSolverInterface::OsiNameVec & | getVarNames () |
get name of variables | |
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 double | getObjSense () const |
Get objective function sense (1 for min (default), -1 for max) Always minimizes. | |
virtual bool | isContinuous (int colNumber) const |
Return true if column is continuous. | |
virtual bool | isBinary (int columnNumber) const |
Return true if column is binary. | |
virtual bool | isInteger (int columnNumber) const |
Return true if column is integer. | |
virtual bool | isIntegerNonBinary (int columnNumber) const |
Return true if column is general integer. | |
virtual bool | isFreeBinary (int columnNumber) const |
Return true if column is binary and not fixed at either bound. | |
virtual double | getInfinity () const |
Get solver's value for infinity. | |
const int * | getPriorities () const |
Get priorities on integer variables. | |
const int * | getBranchingDirections () const |
get prefered branching directions | |
const double * | getUpPsCosts () const |
Get number of columns. | |
const double * | getDownPsCosts () const |
Get number of columns. | |
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 int | getIterationCount () const |
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver. | |
int | nCallOptimizeTNLP () |
get total number of calls to solve. | |
double | totalNlpSolveTime () |
get total time taken to solve NLP's. | |
int | totalIterations () |
get total number of iterations | |
Methods to modify the objective, bounds, and solution | |
virtual void | setColLower (int elementIndex, double elementValue) |
Set a single column lower bound. | |
virtual void | setColUpper (int elementIndex, double elementValue) |
Set a single column upper bound. | |
virtual void | setColLower (const double *array) |
Set the lower bounds for all columns Use -getInfinity() for -infinity. | |
virtual void | setColUpper (const double *array) |
Set Set the upper bounds for all columns Use getInfinity() for infinity. | |
virtual void | setRowLower (int elementIndex, double elementValue) |
Set a single row lower bound. | |
virtual void | setRowUpper (int elementIndex, double elementValue) |
Set a single row upper bound. | |
virtual void | setRowType (int index, char sense, double rightHandSide, double range) |
Set the type of a single row. | |
virtual void | setObjSense (double s) |
Set the objective function sense. | |
virtual void | setColSolution (const double *colsol) |
Set the primal solution variable values. | |
virtual void | setRowPrice (const double *rowprice) |
Set dual solution variable values. | |
WarmStart related methods (those should really do nothing for the moment) | |
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. | |
void | setExposeWarmStart (bool value) |
Get an empty warm start object. | |
bool | getExposeWarmStart () |
Get an empty warm start object. | |
void | randomStartingPoint () |
Get an empty warm start object. | |
virtual bool | basisIsAvailable () const |
Get an empty warm start object. | |
Methods to set variable type | |
virtual void | setContinuous (int index) |
Set the index-th variable to be a continuous variable. | |
virtual void | setInteger (int index) |
Set the index-th variable to be an integer variable. | |
Dummy functions | |
Functions which have to be implemented in an OsiSolverInterface, but which do not do anything (but throwing exceptions) here in the case of a minlp solved using an nlp solver for continuous relaxations | |
virtual int | getNumElements () const |
Cbc will understand that no matrix exsits if return -1. | |
virtual const double * | getObjCoefficients () const |
This returns the objective function gradient at the current point. | |
virtual const CoinPackedMatrix * | getMatrixByRow () const |
We have to keep this but it will return NULL. | |
virtual const CoinPackedMatrix * | getMatrixByCol () const |
We have to keep this but it will return NULL. | |
virtual void | setObjCoeff (int elementIndex, double elementValue) |
We have to keep this but it will throw an error. | |
virtual void | addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj) |
We have to keep this but it will throw an error. | |
virtual void | deleteCols (const int num, const int *colIndices) |
We have to keep this but it will throw an error. | |
virtual void | addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub) |
We have to keep this but it will throw an error. | |
virtual void | addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng) |
We have to keep this but it will throw an error. | |
virtual void | deleteRows (const int num, const int *rowIndices) |
We have to keep this but it will throw an error. | |
virtual void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub) |
We have to keep this but it will throw an error. | |
virtual void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub) |
We have to keep this but it will throw an error. | |
virtual void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng) |
We have to keep this but it will throw an error. | |
virtual void | assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng) |
We have to keep this but it will throw an error. | |
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) |
We have to keep this but it will throw an error. | |
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) |
We have to keep this but it will throw an error. | |
virtual int | readMps (const char *filename, const char *extension="mps") |
We have to keep this but it will throw an error. | |
virtual void | writeMps (const char *filename, const char *extension="mps", double objSense=0.0) const |
We have to keep this but it will throw an error. | |
virtual std::vector< double * > | getDualRays (int maxNumRays) const |
Throws an error. | |
virtual std::vector< double * > | getPrimalRays (int maxNumRays) const |
Throws an error. | |
Control of Ipopt output | |
void | setSolverOutputToDefault () |
void | forceSolverOutput (int log_level) |
Sets and Getss | |
virtual double | getObjValue () const |
Get objective function value (can't use default). | |
Methods to build outer approximations | |
virtual void | extractLinearRelaxation (OsiSolverInterface &si, const double *x, bool getObj=1) |
Extract a linear relaxation of the MINLP. | |
virtual void | addObjectiveFunction (OsiSolverInterface &si, const double *x) |
Add constraint corresponding to objective function. | |
virtual void | extractLinearRelaxation (OsiSolverInterface &si, bool getObj=1, bool solveNlp=1) |
Extract a linear relaxation of the MINLP. | |
void | getOuterApproximation (OsiCuts &cs, int getObj, const double *x2, bool global) |
Get the outer approximation constraints at the current optimal point. | |
void | getOuterApproximation (OsiCuts &cs, const double *x, int getObj, const double *x2, bool global) |
Get the outer approximation constraints at provided point. | |
virtual void | getOuterApproximation (OsiCuts &cs, const double *x, int getObj, const double *x2, double theta, bool global) |
Get the outer approximation constraints at the point x. | |
virtual void | getConstraintOuterApproximation (OsiCuts &cs, int constraintNumber, const double *x, const double *x2, bool global) |
Get the outer approximation of a single constraint at the point x. | |
void | getConstraintOuterApproximation (OsiCuts &cs, int constraintNumber, const double *x2, bool global) |
Get the outer approximation at current optimal point for given constraint. | |
void | getBendersCut (OsiCuts &cs, bool global) |
Get a benders cut from solution. | |
double | solveFeasibilityProblem (int n, const double *x_bar, const int *ind, double a, double s, int L) |
Given a point x_bar this solves the problem of finding the point which minimize a convex combination between the distance to x_bar and the original objective function f(x): ![]() | |
Friends | |
class | BonminParam |
Classes | |
class | Messages |
Messages outputed by an OsiTMINLPInterface. More... | |
class | SimpleError |
Error class to throw exceptions from OsiTMINLPInterface. More... |
Definition at line 47 of file BonOsiTMINLPInterface.hpp.
Type of the messages specifically outputed by OsiTMINLPInterface.
SOLUTION_FOUND | found a feasible solution |
INFEASIBLE_SOLUTION_FOUND | found an infeasible problem |
UNSOLVED_PROBLEM_FOUND | found an unsolved problem |
WARNING_RESOLVING | Warn that a problem is resolved. |
WARN_SUCCESS_WS | Problem not solved with warm start but solved without. |
WARN_SUCCESS_RANDOM | Subproblem not solve with warm start but solved with random point. |
WARN_CONTINUING_ON_FAILURE | a failure occured but is continuing |
SUSPECT_PROBLEM | Output the number of the problem. |
SUSPECT_PROBLEM2 | Output the number of the problem. |
IPOPT_SUMMARY | Output summary statistics on Ipopt solution. |
BETTER_SOL | Found a better solution with random values. |
LOG_HEAD | Head of "civilized" log. |
LOG_FIRST_LINE | First line (first solve) of log. |
LOG_LINE | standard line (retry solving) of log. |
ALTERNATE_OBJECTIVE | Recomputed integer feasible with alternate objective function. |
WARN_RESOLVE_BEFORE_INITIAL_SOLVE | resolve() has been called but there was no previous call to initialSolve(). |
ERROR_NO_TNLPSOLVER | Trying to access non-existent TNLPSolver. |
WARNING_NON_CONVEX_OA | Warn that there are equality or ranged constraints and OA may works bad. |
SOLVER_DISAGREE_STATUS | Different solver gives different status for problem. |
SOLVER_DISAGREE_VALUE | Different solver gives different optimal value for problem. |
OSITMINLPINTERFACE_DUMMY_END |
Definition at line 88 of file BonOsiTMINLPInterface.hpp.
Bonmin::OsiTMINLPInterface::OsiTMINLPInterface | ( | ) |
Default Constructor.
Definition at line 347 of file BonOsiTMINLPInterface.cpp.
Referenced by clone().
Bonmin::OsiTMINLPInterface::OsiTMINLPInterface | ( | const OsiTMINLPInterface & | ) |
Copy constructor.
Definition at line 519 of file BonOsiTMINLPInterface.cpp.
References clone(), and getNumCols().
Bonmin::OsiTMINLPInterface::~OsiTMINLPInterface | ( | ) | [virtual] |
TNLPSolver::UnsolvedError* Bonmin::OsiTMINLPInterface::newUnsolvedError | ( | int | num, | |
Ipopt::SmartPtr< TMINLP2TNLP > | problem, | |||
std::string | name | |||
) | [inline] |
Definition at line 81 of file BonOsiTMINLPInterface.hpp.
Referenced by resolveForRobustness(), and Bonmin::CbcNlpStrategy::status().
void Bonmin::OsiTMINLPInterface::initialize | ( | Ipopt::SmartPtr< Bonmin::RegisteredOptions > | roptions, | |
Ipopt::SmartPtr< Ipopt::OptionsList > | options, | |||
Ipopt::SmartPtr< Ipopt::Journalist > | journalist, | |||
const std::string & | prefix, | |||
Ipopt::SmartPtr< TMINLP > | tminlp | |||
) |
Facilitator to initialize interface.
Definition at line 407 of file BonOsiTMINLPInterface.cpp.
References setModel().
Referenced by Bonmin::BonminAmplSetup::fillOsiInterface(), initialize(), Bonmin::BonminAmplSetup::initialize(), CouenneSolver::solve(), and Bonmin::BabSetupBase::use().
void Bonmin::OsiTMINLPInterface::initialize | ( | Ipopt::SmartPtr< Bonmin::RegisteredOptions > | roptions, | |
Ipopt::SmartPtr< Ipopt::OptionsList > | options, | |||
Ipopt::SmartPtr< Ipopt::Journalist > | journalist, | |||
Ipopt::SmartPtr< TMINLP > | tminlp | |||
) | [inline] |
Facilitator to initialize interface.
Definition at line 142 of file BonOsiTMINLPInterface.hpp.
References initialize().
void Bonmin::OsiTMINLPInterface::setModel | ( | Ipopt::SmartPtr< TMINLP > | tminlp | ) |
void Bonmin::OsiTMINLPInterface::setSolver | ( | Ipopt::SmartPtr< TNLPSolver > | app | ) |
Set the solver to be used by interface.
Definition at line 417 of file BonOsiTMINLPInterface.cpp.
Referenced by interfaceTest(), and CouenneSolver::solve().
void Bonmin::OsiTMINLPInterface::use | ( | Ipopt::SmartPtr< TMINLP2TNLP > | tminlp2tnlp | ) |
Sets the TMINLP2TNLP to be used by the interface.
Definition at line 3069 of file BonOsiTMINLPInterface.cpp.
Referenced by Bonmin::BabSetupBase::use().
OsiSolverInterface * Bonmin::OsiTMINLPInterface::clone | ( | bool | copyData = true |
) | const |
Virtual copy constructor.
Definition at line 615 of file BonOsiTMINLPInterface.cpp.
References OsiTMINLPInterface().
Referenced by Bonmin::BabSetupBase::BabSetupBase(), OsiTMINLPInterface(), Bonmin::PumpForMinlp::solution(), Bonmin::HeuristicRINS::solution(), Bonmin::HeuristicLocalBranching::solution(), Bonmin::HeuristicFPump::solution(), Bonmin::HeuristicDiveMIP::solution(), Bonmin::HeuristicDive::solution(), Bonmin::FixAndSolveHeuristic::solution(), Bonmin::DummyPump::solution(), and Bonmin::BabSetupBase::use().
OsiTMINLPInterface & Bonmin::OsiTMINLPInterface::operator= | ( | const OsiTMINLPInterface & | rhs | ) |
Assignment operator.
Definition at line 623 of file BonOsiTMINLPInterface.cpp.
References getNumRows().
void Bonmin::OsiTMINLPInterface::readOptionFile | ( | const std::string & | fileName | ) |
Read parameter file.
Definition at line 501 of file BonOsiTMINLPInterface.cpp.
References options().
const SmartPtr< OptionsList > Bonmin::OsiTMINLPInterface::options | ( | ) | const |
Retrieve OsiTMINLPApplication option list.
Definition at line 737 of file BonOsiTMINLPInterface.cpp.
References ERROR_NO_TNLPSOLVER.
Referenced by getDblParam(), main(), and readOptionFile().
SmartPtr< OptionsList > Bonmin::OsiTMINLPInterface::options | ( | ) |
Retrieve OsiTMINLPApplication option list.
Definition at line 747 of file BonOsiTMINLPInterface.cpp.
References ERROR_NO_TNLPSOLVER.
const char* Bonmin::OsiTMINLPInterface::prefix | ( | ) | const [inline] |
Default Constructor.
Definition at line 177 of file BonOsiTMINLPInterface.hpp.
References ERROR_NO_TNLPSOLVER.
Referenced by Bonmin::LpBranchingSolver::LpBranchingSolver(), Bonmin::QpBranchingSolver::markHotStart(), and Bonmin::StrongBranchingSolver::StrongBranchingSolver().
void Bonmin::OsiTMINLPInterface::initialSolve | ( | ) | [virtual] |
Solve initial continuous relaxation.
Definition at line 2749 of file BonOsiTMINLPInterface.cpp.
Referenced by extractLinearRelaxation(), main(), resolve(), Bonmin::HeuristicFPump::solution(), Bonmin::HeuristicDiveMIP::solution(), Bonmin::HeuristicDive::solution(), testOptimAndSolutionQuery(), and testSetMethods().
void Bonmin::OsiTMINLPInterface::initialSolve | ( | const char * | whereFrom | ) | [virtual] |
Solve initial continuous relaxation (precising from where).
Only do it once at the root.
Definition at line 2757 of file BonOsiTMINLPInterface.cpp.
References getObjValue(), isAbandoned(), LOG_LINE, resolveForCost(), and resolveForRobustness().
void Bonmin::OsiTMINLPInterface::resolve | ( | ) | [virtual] |
Resolve the continuous relaxation after problem modification.
initialSolve may or may not have been called before this is called. In any case, this must solve the problem, and speed the process up if it can reuse any remnants of data that might exist from a previous solve.
Definition at line 2813 of file BonOsiTMINLPInterface.cpp.
Referenced by Bonmin::LinearCutsGenerator::generateCuts(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), Bonmin::MinlpFeasPump::performOa(), and testSetMethods().
void Bonmin::OsiTMINLPInterface::resolve | ( | const char * | whereFrom | ) | [virtual] |
Resolve the continuous relaxation after problem modification.
initialSolve may or may not have been called before this is called. In any case, this must solve the problem, and speed the process up if it can reuse any remnants of data that might exist from a previous solve.
Definition at line 2819 of file BonOsiTMINLPInterface.cpp.
References getObjValue(), initialSolve(), INT_BIAS, isAbandoned(), isProvenPrimalInfeasible(), LOG_LINE, resolveForCost(), and resolveForRobustness().
void Bonmin::OsiTMINLPInterface::resolveForCost | ( | int | numretry, | |
bool | keepWs | |||
) | [virtual] |
Resolve the problem with different random starting points to try to find a better solution (only makes sense for a non-convex problem.
Save current optimum.
Definition at line 819 of file BonOsiTMINLPInterface.cpp.
References BETTER_SOL, c, f, getColSolution(), getNumCols(), getNumRows(), getObjValue(), getRowPrice(), INFEASIBLE_SOLUTION_FOUND, isAbandoned(), isProvenOptimal(), isProvenPrimalInfeasible(), LOG_LINE, Bonmin::make_referenced(), randomStartingPoint(), setColSolution(), setNewCutoffDecr(), setRowPrice(), SOLUTION_FOUND, UNSOLVED_PROBLEM_FOUND, and WARNING_RESOLVING.
Referenced by initialSolve(), and resolve().
void Bonmin::OsiTMINLPInterface::resolveForRobustness | ( | int | numretry | ) | [virtual] |
Method to be called when a problem has failed to be solved.
Will try to resolve it with different settings.
Definition at line 976 of file BonOsiTMINLPInterface.cpp.
References c, f, getObjValue(), getStrParam(), IPOPT_SUMMARY, isAbandoned(), LOG_LINE, newUnsolvedError(), problem(), randomStartingPoint(), Bonmin::TMINLP2TNLP::resetStartingPoint(), WARN_CONTINUING_ON_FAILURE, WARN_SUCCESS_RANDOM, WARN_SUCCESS_WS, and WARNING_RESOLVING.
Referenced by initialSolve(), and resolve().
virtual void Bonmin::OsiTMINLPInterface::branchAndBound | ( | ) | [inline, virtual] |
Nescessary for compatibility with OsiSolverInterface but does nothing.
Definition at line 219 of file BonOsiTMINLPInterface.hpp.
bool Bonmin::OsiTMINLPInterface::isAbandoned | ( | ) | const [virtual] |
Are there a numerical difficulties?
Definition at line 2878 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TNLPSolver::computationError, Bonmin::TNLPSolver::exception, Bonmin::TNLPSolver::externalException, Bonmin::TNLPSolver::illDefinedProblem, Bonmin::TNLPSolver::illegalOption, and Bonmin::TNLPSolver::iterationLimit.
Referenced by Bonmin::OaNlpOptim::generateCuts(), initialSolve(), Bonmin::OaDecompositionBase::post_nlp_solve(), resolve(), resolveForCost(), and resolveForRobustness().
bool Bonmin::OsiTMINLPInterface::isProvenOptimal | ( | ) | const [virtual] |
Is optimality proven?
Definition at line 2891 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TNLPSolver::solvedOptimal, and Bonmin::TNLPSolver::solvedOptimalTol.
Referenced by CouenneProblem::aggressiveBT(), Bonmin::OaNlpOptim::generateCuts(), getBendersCut(), Bonmin::MinlpFeasPump::performOa(), Bonmin::OaDecompositionBase::post_nlp_solve(), resolveForCost(), testOptimAndSolutionQuery(), and testSetMethods().
bool Bonmin::OsiTMINLPInterface::isProvenPrimalInfeasible | ( | ) | const [virtual] |
Is primal infeasiblity proven?
Definition at line 2897 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TNLPSolver::provenInfeasible.
Referenced by resolve(), resolveForCost(), and CouenneSolver::solve().
bool Bonmin::OsiTMINLPInterface::isProvenDualInfeasible | ( | ) | const [virtual] |
Is dual infeasiblity proven?
Definition at line 2902 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TNLPSolver::unbounded.
bool Bonmin::OsiTMINLPInterface::isPrimalObjectiveLimitReached | ( | ) | const [virtual] |
Is the given primal objective limit reached?
Definition at line 2907 of file BonOsiTMINLPInterface.cpp.
bool Bonmin::OsiTMINLPInterface::isDualObjectiveLimitReached | ( | ) | const [virtual] |
Is the given dual objective limit reached?
Definition at line 2913 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TNLPSolver::unbounded.
bool Bonmin::OsiTMINLPInterface::isIterationLimitReached | ( | ) | const [virtual] |
Iteration limit reached?
Definition at line 2920 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TNLPSolver::iterationLimit.
Referenced by Bonmin::OaNlpOptim::generateCuts(), and Bonmin::OaDecompositionBase::post_nlp_solve().
void Bonmin::OsiTMINLPInterface::continuingOnAFailure | ( | ) | [inline] |
Warn solver that branch-and-bound is continuing after a failure.
Definition at line 246 of file BonOsiTMINLPInterface.hpp.
double Bonmin::OsiTMINLPInterface::getNewCutoffDecr | ( | ) | [inline] |
Are there a numerical difficulties?
Definition at line 254 of file BonOsiTMINLPInterface.hpp.
Referenced by Bonmin::Bab::branchAndBound().
void Bonmin::OsiTMINLPInterface::setNewCutoffDecr | ( | double | d | ) | [inline] |
Are there a numerical difficulties?
Definition at line 259 of file BonOsiTMINLPInterface.hpp.
Referenced by resolveForCost().
bool Bonmin::OsiTMINLPInterface::hasContinuedOnAFailure | ( | ) | [inline] |
void Bonmin::OsiTMINLPInterface::ignoreFailures | ( | ) | [inline] |
tell to ignore the failures (don't throw, don't fathom, don't report)
Definition at line 271 of file BonOsiTMINLPInterface.hpp.
Referenced by Bonmin::BonminSetup::initializeBBB().
void Bonmin::OsiTMINLPInterface::forceInfeasible | ( | ) | [inline] |
Force current solution to be infeasible.
Definition at line 276 of file BonOsiTMINLPInterface.hpp.
Referenced by Bonmin::CbcNlpStrategy::status().
void Bonmin::OsiTMINLPInterface::forceBranchable | ( | ) | [inline] |
Force current solution to be branched on (make it fractionnal with small objective).
Definition at line 281 of file BonOsiTMINLPInterface.hpp.
Referenced by Bonmin::CbcNlpStrategy::status().
bool Bonmin::OsiTMINLPInterface::setIntParam | ( | OsiIntParam | key, | |
int | value | |||
) |
Definition at line 1516 of file BonOsiTMINLPInterface.cpp.
bool Bonmin::OsiTMINLPInterface::setDblParam | ( | OsiDblParam | key, | |
double | value | |||
) |
Definition at line 1546 of file BonOsiTMINLPInterface.cpp.
bool Bonmin::OsiTMINLPInterface::setStrParam | ( | OsiStrParam | key, | |
const std::string & | value | |||
) |
Definition at line 1585 of file BonOsiTMINLPInterface.cpp.
Referenced by Bonmin::AmplInterface::readAmplNlFile().
bool Bonmin::OsiTMINLPInterface::getIntParam | ( | OsiIntParam | key, | |
int & | value | |||
) | const |
Definition at line 1605 of file BonOsiTMINLPInterface.cpp.
bool Bonmin::OsiTMINLPInterface::getDblParam | ( | OsiDblParam | key, | |
double & | value | |||
) | const |
Definition at line 1631 of file BonOsiTMINLPInterface.cpp.
References e, getInfinity(), and options().
Referenced by Bonmin::LpBranchingSolver::markHotStart(), and Bonmin::HeuristicRINS::solution().
bool Bonmin::OsiTMINLPInterface::getStrParam | ( | OsiStrParam | key, | |
std::string & | value | |||
) | const |
Definition at line 1667 of file BonOsiTMINLPInterface.cpp.
Referenced by Bonmin::AmplInterface::readNames(), resolveForRobustness(), and Bonmin::CbcNlpStrategy::status().
double Bonmin::OsiTMINLPInterface::getPushFact | ( | ) | const [inline] |
Definition at line 319 of file BonOsiTMINLPInterface.hpp.
int Bonmin::OsiTMINLPInterface::getNumCols | ( | ) | const [virtual] |
Get number of columns.
Definition at line 1085 of file BonOsiTMINLPInterface.cpp.
Referenced by addObjectiveFunction(), Bonmin::LocalSolverBasedHeuristic::doLocalSearch(), extractLinearRelaxation(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::OaDecompositionBase::generateCuts(), getConstraintOuterApproximation(), getObjCoefficients(), getReducedCost(), main(), Bonmin::CurvBranchingSolver::markHotStart(), OsiTMINLPInterface(), Bonmin::MinlpFeasPump::performOa(), Bonmin::OaDecompositionBase::post_nlp_solve(), randomStartingPoint(), Bonmin::AmplInterface::readAmplNlFile(), resolveForCost(), Bonmin::MinlpFeasPump::set_fp_objective(), setColSolution(), setRowPrice(), Bonmin::LpBranchingSolver::solveFromHotStart(), testGetMethods(), and testOa().
int Bonmin::OsiTMINLPInterface::getNumRows | ( | ) | const [virtual] |
Get number of rows.
Definition at line 1094 of file BonOsiTMINLPInterface.cpp.
Referenced by extractLinearRelaxation(), Bonmin::LinearCutsGenerator::generateCuts(), Bonmin::CurvBranchingSolver::markHotStart(), operator=(), resolveForCost(), setRowPrice(), and testGetMethods().
const OsiSolverInterface::OsiNameVec & Bonmin::OsiTMINLPInterface::getVarNames | ( | ) |
const double * Bonmin::OsiTMINLPInterface::getColLower | ( | ) | const [virtual] |
Get pointer to array[getNumCols()] of column lower bounds.
Definition at line 1100 of file BonOsiTMINLPInterface.cpp.
Referenced by addObjectiveFunction(), extractLinearRelaxation(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::OaDecompositionBase::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), getOuterApproximation(), isFreeBinary(), Bonmin::MinlpFeasPump::performOa(), randomStartingPoint(), Bonmin::LpBranchingSolver::solveFromHotStart(), Bonmin::CurvBranchingSolver::solveFromHotStart(), testGetMethods(), and testSetMethods().
const double * Bonmin::OsiTMINLPInterface::getColUpper | ( | ) | const [virtual] |
Get pointer to array[getNumCols()] of column upper bounds.
Definition at line 1106 of file BonOsiTMINLPInterface.cpp.
Referenced by addObjectiveFunction(), extractLinearRelaxation(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::OaDecompositionBase::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), getOuterApproximation(), isFreeBinary(), Bonmin::MinlpFeasPump::performOa(), randomStartingPoint(), Bonmin::LpBranchingSolver::solveFromHotStart(), Bonmin::CurvBranchingSolver::solveFromHotStart(), testGetMethods(), and testSetMethods().
const char * Bonmin::OsiTMINLPInterface::getRowSense | ( | ) | const [virtual] |
Get pointer to array[getNumRows()] of row constraint senses.
Definition at line 1148 of file BonOsiTMINLPInterface.cpp.
const double * Bonmin::OsiTMINLPInterface::getRightHandSide | ( | ) | const [virtual] |
Get pointer to array[getNumRows()] of rows right-hand sides.
Definition at line 1165 of file BonOsiTMINLPInterface.cpp.
const double * Bonmin::OsiTMINLPInterface::getRowRange | ( | ) | const [virtual] |
Get pointer to array[getNumRows()] of row ranges.
Definition at line 1182 of file BonOsiTMINLPInterface.cpp.
const double * Bonmin::OsiTMINLPInterface::getRowLower | ( | ) | const [virtual] |
Get pointer to array[getNumRows()] of row lower bounds.
Definition at line 1191 of file BonOsiTMINLPInterface.cpp.
Referenced by extractLinearRelaxation(), Bonmin::LinearCutsGenerator::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), getOuterApproximation(), and testGetMethods().
const double * Bonmin::OsiTMINLPInterface::getRowUpper | ( | ) | const [virtual] |
Get pointer to array[getNumRows()] of row upper bounds.
Definition at line 1197 of file BonOsiTMINLPInterface.cpp.
Referenced by extractLinearRelaxation(), Bonmin::LinearCutsGenerator::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), getOuterApproximation(), and testGetMethods().
virtual double Bonmin::OsiTMINLPInterface::getObjSense | ( | ) | const [inline, virtual] |
Get objective function sense (1 for min (default), -1 for max) Always minimizes.
Definition at line 393 of file BonOsiTMINLPInterface.hpp.
Referenced by testGetMethods(), and testOa().
bool Bonmin::OsiTMINLPInterface::isContinuous | ( | int | colNumber | ) | const [virtual] |
Return true if column is continuous.
Definition at line 1204 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TMINLP::CONTINUOUS.
Referenced by testGetMethods().
bool Bonmin::OsiTMINLPInterface::isBinary | ( | int | columnNumber | ) | const [virtual] |
Return true if column is binary.
Definition at line 1211 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TMINLP::BINARY.
Referenced by testGetMethods().
bool Bonmin::OsiTMINLPInterface::isInteger | ( | int | columnNumber | ) | const [virtual] |
Return true if column is integer.
Note: This function returns true if the the column is binary or a general integer.
Definition at line 1221 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TMINLP::BINARY, and Bonmin::TMINLP::INTEGER.
Referenced by extractLinearRelaxation(), Bonmin::OuterApprox::extractLinearRelaxation(), Bonmin::OaNlpOptim::generateCuts(), main(), Bonmin::MinlpFeasPump::set_fp_objective(), Bonmin::DummyPump::solution(), testGetMethods(), and testOa().
bool Bonmin::OsiTMINLPInterface::isIntegerNonBinary | ( | int | columnNumber | ) | const [virtual] |
Return true if column is general integer.
Definition at line 1229 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TMINLP::INTEGER.
Referenced by testGetMethods().
bool Bonmin::OsiTMINLPInterface::isFreeBinary | ( | int | columnNumber | ) | const [virtual] |
Return true if column is binary and not fixed at either bound.
Definition at line 1235 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TMINLP::BINARY, e, getColLower(), and getColUpper().
Referenced by testGetMethods().
double Bonmin::OsiTMINLPInterface::getInfinity | ( | ) | const [virtual] |
Get solver's value for infinity.
Definition at line 1243 of file BonOsiTMINLPInterface.cpp.
Referenced by addObjectiveFunction(), getBendersCut(), getConstraintOuterApproximation(), getDblParam(), getOuterApproximation(), Bonmin::HeuristicDiveMIP::solution(), and testGetMethods().
const int* Bonmin::OsiTMINLPInterface::getPriorities | ( | ) | const [inline] |
Get priorities on integer variables.
Definition at line 420 of file BonOsiTMINLPInterface.hpp.
References Bonmin::TMINLP::BranchingInfo::priorities.
Referenced by Bonmin::BabSetupBase::addSos(), and Bonmin::BabSetupBase::setPriorities().
const int* Bonmin::OsiTMINLPInterface::getBranchingDirections | ( | ) | const [inline] |
get prefered branching directions
Definition at line 428 of file BonOsiTMINLPInterface.hpp.
References Bonmin::TMINLP::BranchingInfo::branchingDirections.
Referenced by Bonmin::BabSetupBase::setPriorities().
const double* Bonmin::OsiTMINLPInterface::getUpPsCosts | ( | ) | const [inline] |
Get number of columns.
Definition at line 435 of file BonOsiTMINLPInterface.hpp.
References Bonmin::TMINLP::BranchingInfo::upPsCosts.
Referenced by Bonmin::BabSetupBase::setPriorities().
const double* Bonmin::OsiTMINLPInterface::getDownPsCosts | ( | ) | const [inline] |
Get number of columns.
Definition at line 442 of file BonOsiTMINLPInterface.hpp.
References Bonmin::TMINLP::BranchingInfo::downPsCosts.
const double * Bonmin::OsiTMINLPInterface::getColSolution | ( | ) | const [virtual] |
Get pointer to array[getNumCols()] of primal solution vector.
Definition at line 1250 of file BonOsiTMINLPInterface.cpp.
Referenced by CouenneProblem::aggressiveBT(), extractLinearRelaxation(), Bonmin::LinearCutsGenerator::generateCuts(), Bonmin::OaNlpOptim::generateCuts(), getBendersCut(), getConstraintOuterApproximation(), getOuterApproximation(), main(), Bonmin::LpBranchingSolver::markHotStart(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), Bonmin::MinlpFeasPump::performOa(), Bonmin::OaDecompositionBase::post_nlp_solve(), resolveForCost(), Bonmin::HeuristicRINS::solution(), testFp(), testOptimAndSolutionQuery(), and testSetMethods().
const double * Bonmin::OsiTMINLPInterface::getRowPrice | ( | ) | const [virtual] |
Get pointer to array[getNumRows()] of dual prices.
Definition at line 1260 of file BonOsiTMINLPInterface.cpp.
Referenced by extractLinearRelaxation(), getBendersCut(), getConstraintOuterApproximation(), getOuterApproximation(), resolveForCost(), and testOptimAndSolutionQuery().
const double * Bonmin::OsiTMINLPInterface::getReducedCost | ( | ) | const [virtual] |
Get a pointer to array[getNumCols()] of reduced costs.
Definition at line 1270 of file BonOsiTMINLPInterface.cpp.
References getNumCols().
const double * Bonmin::OsiTMINLPInterface::getRowActivity | ( | ) | const [virtual] |
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.
Definition at line 1283 of file BonOsiTMINLPInterface.cpp.
Referenced by Bonmin::LinearCutsGenerator::generateCuts(), and testOptimAndSolutionQuery().
int Bonmin::OsiTMINLPInterface::getIterationCount | ( | ) | const [virtual] |
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
Definition at line 1292 of file BonOsiTMINLPInterface.cpp.
Referenced by Bonmin::OaDecompositionBase::post_nlp_solve(), and testOptimAndSolutionQuery().
int Bonmin::OsiTMINLPInterface::nCallOptimizeTNLP | ( | ) | [inline] |
double Bonmin::OsiTMINLPInterface::totalNlpSolveTime | ( | ) | [inline] |
int Bonmin::OsiTMINLPInterface::totalIterations | ( | ) | [inline] |
void Bonmin::OsiTMINLPInterface::setColLower | ( | int | elementIndex, | |
double | elementValue | |||
) | [virtual] |
Set a single column lower bound.
Use -getInfinity() for -infinity.
Definition at line 1301 of file BonOsiTMINLPInterface.cpp.
Referenced by Bonmin::OaDecompositionBase::generateCuts(), Bonmin::MinlpFeasPump::performOa(), Bonmin::BoundsReader::readAndApply(), Bonmin::HeuristicRINS::solution(), testGetMethods(), and testSetMethods().
void Bonmin::OsiTMINLPInterface::setColUpper | ( | int | elementIndex, | |
double | elementValue | |||
) | [virtual] |
Set a single column upper bound.
Use getInfinity() for infinity.
Definition at line 1311 of file BonOsiTMINLPInterface.cpp.
Referenced by Bonmin::OaDecompositionBase::generateCuts(), Bonmin::MinlpFeasPump::performOa(), Bonmin::BoundsReader::readAndApply(), Bonmin::HeuristicRINS::solution(), and testSetMethods().
void Bonmin::OsiTMINLPInterface::setColLower | ( | const double * | array | ) | [virtual] |
Set the lower bounds for all columns Use -getInfinity() for -infinity.
Definition at line 1321 of file BonOsiTMINLPInterface.cpp.
void Bonmin::OsiTMINLPInterface::setColUpper | ( | const double * | array | ) | [virtual] |
Set Set the upper bounds for all columns Use getInfinity() for infinity.
Definition at line 1331 of file BonOsiTMINLPInterface.cpp.
void Bonmin::OsiTMINLPInterface::setRowLower | ( | int | elementIndex, | |
double | elementValue | |||
) | [virtual] |
Set a single row lower bound.
Use -getInfinity() for -infinity.
Definition at line 1341 of file BonOsiTMINLPInterface.cpp.
void Bonmin::OsiTMINLPInterface::setRowUpper | ( | int | elementIndex, | |
double | elementValue | |||
) | [virtual] |
Set a single row upper bound.
Use getInfinity() for infinity.
Definition at line 1351 of file BonOsiTMINLPInterface.cpp.
void Bonmin::OsiTMINLPInterface::setRowType | ( | int | index, | |
char | sense, | |||
double | rightHandSide, | |||
double | range | |||
) | [virtual] |
void Bonmin::OsiTMINLPInterface::setObjSense | ( | double | s | ) | [virtual] |
Set the objective function sense.
(1 for min (default), -1 for max)
Definition at line 1372 of file BonOsiTMINLPInterface.cpp.
void Bonmin::OsiTMINLPInterface::setColSolution | ( | const double * | colsol | ) | [virtual] |
Set the primal solution variable values.
Definition at line 1389 of file BonOsiTMINLPInterface.cpp.
References getNumCols().
Referenced by extractLinearRelaxation(), randomStartingPoint(), Bonmin::StartPointReader::readAndApply(), and resolveForCost().
void Bonmin::OsiTMINLPInterface::setRowPrice | ( | const double * | rowprice | ) | [virtual] |
Set dual solution variable values.
set the values for the starting point.
Definition at line 1406 of file BonOsiTMINLPInterface.cpp.
References getNumCols(), and getNumRows().
Referenced by extractLinearRelaxation(), Bonmin::StartPointReader::readAndApply(), and resolveForCost().
CoinWarmStart * Bonmin::OsiTMINLPInterface::getEmptyWarmStart | ( | ) | const [virtual] |
Get an empty warm start object.
This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.
Definition at line 1419 of file BonOsiTMINLPInterface.cpp.
Referenced by getWarmStart().
CoinWarmStart * Bonmin::OsiTMINLPInterface::getWarmStart | ( | ) | const [virtual] |
Get warmstarting information.
Definition at line 1424 of file BonOsiTMINLPInterface.cpp.
References getEmptyWarmStart().
Referenced by testSetMethods().
bool Bonmin::OsiTMINLPInterface::setWarmStart | ( | const CoinWarmStart * | warmstart | ) | [virtual] |
Set warmstarting information.
Return true/false depending on whether the warmstart information was accepted or not.
Definition at line 1436 of file BonOsiTMINLPInterface.cpp.
Referenced by testSetMethods().
void Bonmin::OsiTMINLPInterface::setExposeWarmStart | ( | bool | value | ) | [inline] |
Get an empty warm start object.
This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.
Definition at line 570 of file BonOsiTMINLPInterface.hpp.
Referenced by interfaceTest().
bool Bonmin::OsiTMINLPInterface::getExposeWarmStart | ( | ) | [inline] |
Get an empty warm start object.
This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.
Definition at line 574 of file BonOsiTMINLPInterface.hpp.
void Bonmin::OsiTMINLPInterface::randomStartingPoint | ( | ) |
Get an empty warm start object.
This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.
Definition at line 1686 of file BonOsiTMINLPInterface.cpp.
References getColLower(), getColUpper(), getNumCols(), Bonmin::TMINLP::PerturbInfo::GetPerturbationArray(), and setColSolution().
Referenced by resolveForCost(), and resolveForRobustness().
virtual bool Bonmin::OsiTMINLPInterface::basisIsAvailable | ( | ) | const [inline, virtual] |
Get an empty warm start object.
This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.
Definition at line 581 of file BonOsiTMINLPInterface.hpp.
void Bonmin::OsiTMINLPInterface::setContinuous | ( | int | index | ) | [virtual] |
Set the index-th variable to be a continuous variable.
Definition at line 1491 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TMINLP::CONTINUOUS.
void Bonmin::OsiTMINLPInterface::setInteger | ( | int | index | ) | [virtual] |
Set the index-th variable to be an integer variable.
Definition at line 1498 of file BonOsiTMINLPInterface.cpp.
References Bonmin::TMINLP::INTEGER.
void Bonmin::OsiTMINLPInterface::setNumIterationSuspect | ( | int | value | ) | [inline] |
Definition at line 600 of file BonOsiTMINLPInterface.hpp.
virtual int Bonmin::OsiTMINLPInterface::getNumElements | ( | ) | const [inline, virtual] |
Cbc will understand that no matrix exsits if return -1.
Definition at line 613 of file BonOsiTMINLPInterface.hpp.
const double * Bonmin::OsiTMINLPInterface::getObjCoefficients | ( | ) | const [virtual] |
This returns the objective function gradient at the current point.
It seems to be required for Cbc's pseudo cost initialization
Definition at line 3046 of file BonOsiTMINLPInterface.cpp.
References getNumCols().
virtual const CoinPackedMatrix* Bonmin::OsiTMINLPInterface::getMatrixByRow | ( | ) | const [inline, virtual] |
We have to keep this but it will return NULL.
Definition at line 627 of file BonOsiTMINLPInterface.hpp.
virtual const CoinPackedMatrix* Bonmin::OsiTMINLPInterface::getMatrixByCol | ( | ) | const [inline, virtual] |
We have to keep this but it will return NULL.
Definition at line 635 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::setObjCoeff | ( | int | elementIndex, | |
double | elementValue | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 642 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::addCol | ( | const CoinPackedVectorBase & | vec, | |
const double | collb, | |||
const double | colub, | |||
const double | obj | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 650 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::deleteCols | ( | const int | num, | |
const int * | colIndices | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 659 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::addRow | ( | const CoinPackedVectorBase & | vec, | |
const double | rowlb, | |||
const double | rowub | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 667 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::addRow | ( | const CoinPackedVectorBase & | vec, | |
const char | rowsen, | |||
const double | rowrhs, | |||
const double | rowrng | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 675 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::deleteRows | ( | const int | num, | |
const int * | rowIndices | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 684 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::loadProblem | ( | const CoinPackedMatrix & | matrix, | |
const double * | collb, | |||
const double * | colub, | |||
const double * | obj, | |||
const double * | rowlb, | |||
const double * | rowub | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 694 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::assignProblem | ( | CoinPackedMatrix *& | matrix, | |
double *& | collb, | |||
double *& | colub, | |||
double *& | obj, | |||
double *& | rowlb, | |||
double *& | rowub | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 706 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::loadProblem | ( | const CoinPackedMatrix & | matrix, | |
const double * | collb, | |||
const double * | colub, | |||
const double * | obj, | |||
const char * | rowsen, | |||
const double * | rowrhs, | |||
const double * | rowrng | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 716 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::assignProblem | ( | CoinPackedMatrix *& | matrix, | |
double *& | collb, | |||
double *& | colub, | |||
double *& | obj, | |||
char *& | rowsen, | |||
double *& | rowrhs, | |||
double *& | rowrng | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 728 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::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 | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 740 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::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 | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 753 of file BonOsiTMINLPInterface.hpp.
virtual int Bonmin::OsiTMINLPInterface::readMps | ( | const char * | filename, | |
const char * | extension = "mps" | |||
) | [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 767 of file BonOsiTMINLPInterface.hpp.
virtual void Bonmin::OsiTMINLPInterface::writeMps | ( | const char * | filename, | |
const char * | extension = "mps" , |
|||
double | objSense = 0.0 | |||
) | const [inline, virtual] |
We have to keep this but it will throw an error.
Definition at line 777 of file BonOsiTMINLPInterface.hpp.
virtual std::vector<double*> Bonmin::OsiTMINLPInterface::getDualRays | ( | int | maxNumRays | ) | const [inline, virtual] |
virtual std::vector<double*> Bonmin::OsiTMINLPInterface::getPrimalRays | ( | int | maxNumRays | ) | const [inline, virtual] |
void Bonmin::OsiTMINLPInterface::setSolverOutputToDefault | ( | ) | [inline] |
Definition at line 810 of file BonOsiTMINLPInterface.hpp.
Referenced by Bonmin::Bab::branchAndBound(), and Bonmin::BonminSetup::initializeBHyb().
void Bonmin::OsiTMINLPInterface::forceSolverOutput | ( | int | log_level | ) | [inline] |
Definition at line 812 of file BonOsiTMINLPInterface.hpp.
Referenced by Bonmin::Bab::branchAndBound(), and Bonmin::BonminSetup::initializeBHyb().
double Bonmin::OsiTMINLPInterface::getObjValue | ( | ) | const [virtual] |
Get objective function value (can't use default).
Definition at line 1506 of file BonOsiTMINLPInterface.cpp.
Referenced by CouenneProblem::aggressiveBT(), Bonmin::OaNlpOptim::generateCuts(), Bonmin::EcpCuts::generateCuts(), initialSolve(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), Bonmin::MinlpFeasPump::performOa(), Bonmin::OaDecompositionBase::post_nlp_solve(), resolve(), resolveForCost(), resolveForRobustness(), solveFeasibilityProblem(), and testOptimAndSolutionQuery().
const TMINLP2TNLP* Bonmin::OsiTMINLPInterface::problem | ( | ) | const [inline] |
get pointer to the TMINLP2TNLP adapter
Definition at line 824 of file BonOsiTMINLPInterface.hpp.
Referenced by Bonmin::Bab::branchAndBound(), extractLinearRelaxation(), Bonmin::OuterApprox::extractLinearRelaxation(), Bonmin::QpBranchingSolver::markHotStart(), Bonmin::CurvBranchingSolver::markHotStart(), resolveForRobustness(), Bonmin::HeuristicFPump::solution(), Bonmin::HeuristicDiveMIP::solution(), Bonmin::HeuristicDive::solution(), Bonmin::LpBranchingSolver::solveFromHotStart(), Bonmin::CurvBranchingSolver::solveFromHotStart(), Bonmin::CbcNlpStrategy::status(), and Bonmin::HeuristicLocalBranching::validate().
TMINLP2TNLP* Bonmin::OsiTMINLPInterface::problem | ( | ) | [inline] |
Definition at line 829 of file BonOsiTMINLPInterface.hpp.
const TMINLP* Bonmin::OsiTMINLPInterface::model | ( | ) | const [inline] |
Definition at line 834 of file BonOsiTMINLPInterface.hpp.
Referenced by Bonmin::BabSetupBase::addSos(), Bonmin::BonminSetup::initializeBBB(), Bonmin::CouenneSetup::InitializeCouenne(), and Bonmin::HeuristicDiveMIP::solution().
Bonmin::TMINLP* Bonmin::OsiTMINLPInterface::model | ( | ) | [inline] |
Definition at line 839 of file BonOsiTMINLPInterface.hpp.
const Bonmin::TNLPSolver* Bonmin::OsiTMINLPInterface::solver | ( | ) | const [inline] |
Definition at line 844 of file BonOsiTMINLPInterface.hpp.
Referenced by Bonmin::Bab::branchAndBound(), Bonmin::BonminAmplSetup::initialize(), Bonmin::LpBranchingSolver::LpBranchingSolver(), main(), Bonmin::QpBranchingSolver::markHotStart(), Bonmin::StartPointReader::readAndApply(), Bonmin::StrongBranchingSolver::StrongBranchingSolver(), and Bonmin::BabSetupBase::use().
TNLPSolver* Bonmin::OsiTMINLPInterface::solver | ( | ) | [inline] |
Definition at line 849 of file BonOsiTMINLPInterface.hpp.
void Bonmin::OsiTMINLPInterface::extractLinearRelaxation | ( | OsiSolverInterface & | si, | |
const double * | x, | |||
bool | getObj = 1 | |||
) | [virtual] |
Extract a linear relaxation of the MINLP.
Use user-provided point to build first-order outer-approximation constraints at the optimum. And put it in an OsiSolverInterface.
Definition at line 2322 of file BonOsiTMINLPInterface.cpp.
References addObjectiveFunction(), Bonmin::cleanNnz(), e, g, getColLower(), getColSolution(), getColUpper(), getNumCols(), getNumRows(), getRowLower(), getRowPrice(), getRowUpper(), infty, isInteger(), LINEAR, Bonmin::WarnedForNonConvexOa, and WARNING_NON_CONVEX_OA.
Referenced by Bonmin::BonminSetup::BonminSetup(), extractLinearRelaxation(), Bonmin::BonminSetup::initializeBHyb(), Bonmin::LpBranchingSolver::markHotStart(), Bonmin::MinlpFeasPump::MinlpFeasPump(), Bonmin::OACutGenerator2::OACutGenerator2(), and testOa().
void Bonmin::OsiTMINLPInterface::addObjectiveFunction | ( | OsiSolverInterface & | si, | |
const double * | x | |||
) | [virtual] |
Add constraint corresponding to objective function.
Definition at line 2468 of file BonOsiTMINLPInterface.cpp.
References Bonmin::cleanNnz(), e, getColLower(), getColUpper(), getInfinity(), and getNumCols().
Referenced by extractLinearRelaxation(), and Bonmin::MinlpFeasPump::performOa().
virtual void Bonmin::OsiTMINLPInterface::extractLinearRelaxation | ( | OsiSolverInterface & | si, | |
bool | getObj = 1 , |
|||
bool | solveNlp = 1 | |||
) | [inline, virtual] |
Extract a linear relaxation of the MINLP.
Solve the continuous relaxation and takes first-order outer-approximation constraints at the optimum. The put everything in an OsiSolverInterface.
Definition at line 871 of file BonOsiTMINLPInterface.hpp.
References extractLinearRelaxation(), getColSolution(), initialSolve(), problem(), setColSolution(), and setRowPrice().
void Bonmin::OsiTMINLPInterface::getOuterApproximation | ( | OsiCuts & | cs, | |
int | getObj, | |||
const double * | x2, | |||
bool | global | |||
) | [inline] |
Get the outer approximation constraints at the current optimal point.
If x2 is different from NULL only add cuts violated by x2. (Only get outer-approximations of nonlinear constraints of the problem.)
Definition at line 886 of file BonOsiTMINLPInterface.hpp.
References getColSolution().
Referenced by Bonmin::OaNlpOptim::generateCuts(), Bonmin::EcpCuts::generateCuts(), getOuterApproximation(), Bonmin::BonminSetup::initializeBHyb(), Bonmin::OaFeasibilityChecker::performOa(), Bonmin::OACutGenerator2::performOa(), and Bonmin::MinlpFeasPump::performOa().
void Bonmin::OsiTMINLPInterface::getOuterApproximation | ( | OsiCuts & | cs, | |
const double * | x, | |||
int | getObj, | |||
const double * | x2, | |||
bool | global | |||
) | [inline] |
Get the outer approximation constraints at provided point.
If x2 is different from NULL only add cuts violated by x2. (Only get outer-approximations of nonlinear constraints of the problem.)
Definition at line 894 of file BonOsiTMINLPInterface.hpp.
References getOuterApproximation().
void Bonmin::OsiTMINLPInterface::getOuterApproximation | ( | OsiCuts & | cs, | |
const double * | x, | |||
int | getObj, | |||
const double * | x2, | |||
double | theta, | |||
bool | global | |||
) | [virtual] |
Get the outer approximation constraints at the point x.
If x2 is different from NULL only add cuts violated by x2 by more than delta. (Only get outer-approximations of nonlinear constraints of the problem.)
Definition at line 1866 of file BonOsiTMINLPInterface.cpp.
References Bonmin::cleanNnz(), e, g, getColLower(), getColUpper(), getInfinity(), getRowLower(), getRowPrice(), getRowUpper(), and infty.
void Bonmin::OsiTMINLPInterface::getConstraintOuterApproximation | ( | OsiCuts & | cs, | |
int | constraintNumber, | |||
const double * | x, | |||
const double * | x2, | |||
bool | global | |||
) | [virtual] |
Get the outer approximation of a single constraint at the point x.
Definition at line 2150 of file BonOsiTMINLPInterface.cpp.
References Bonmin::cleanNnz(), getColLower(), getColUpper(), getInfinity(), getNumCols(), getRowLower(), getRowPrice(), getRowUpper(), and infty.
Referenced by getConstraintOuterApproximation().
void Bonmin::OsiTMINLPInterface::getConstraintOuterApproximation | ( | OsiCuts & | cs, | |
int | constraintNumber, | |||
const double * | x2, | |||
bool | global | |||
) | [inline] |
Get the outer approximation at current optimal point for given constraint.
Definition at line 909 of file BonOsiTMINLPInterface.hpp.
References getColSolution(), and getConstraintOuterApproximation().
void Bonmin::OsiTMINLPInterface::getBendersCut | ( | OsiCuts & | cs, | |
bool | global | |||
) |
Get a benders cut from solution.
Definition at line 2053 of file BonOsiTMINLPInterface.cpp.
References Bonmin::cleanNnz(), e, g, getColLower(), getColSolution(), getColUpper(), getInfinity(), getRowLower(), getRowPrice(), getRowUpper(), isProvenOptimal(), lam, and n.
Referenced by Bonmin::OaFeasibilityChecker::performOa().
double Bonmin::OsiTMINLPInterface::solveFeasibilityProblem | ( | int | n, | |
const double * | x_bar, | |||
const int * | ind, | |||
double | a, | |||
double | s, | |||
int | L | |||
) |
Given a point x_bar this solves the problem of finding the point which minimize a convex combination between the distance to x_bar and the original objective function f(x): .
n | number of elements in array x_bar and ind | |
s | scaling of the original objective. | |
a | Combination to take between feasibility and original objective (must be between 0 and 1). | |
L | L-norm to use (can be either 1 or 2). |
Definition at line 2260 of file BonOsiTMINLPInterface.cpp.
References getObjValue().
Referenced by Bonmin::MinlpFeasPump::performOa(), Bonmin::HeuristicFPump::solution(), and testFp().
friend class BonminParam [friend] |
Definition at line 49 of file BonOsiTMINLPInterface.hpp.