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00009 #ifndef OsiGlpkSolverInterface_H
00010 #define OsiGlpkSolverInterface_H
00011
00012 #include <string>
00013 extern "C" {
00014 #include "glpk.h"
00015 }
00016 #include "OsiSolverInterface.hpp"
00017 #include "CoinPackedMatrix.hpp"
00018 #include "CoinWarmStartBasis.hpp"
00019
00025 class OsiGlpkSolverInterface : virtual public OsiSolverInterface {
00026 friend void OsiGlpkSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00027
00028 public:
00029
00030
00033
00034 virtual void initialSolve();
00035
00037 virtual void resolve();
00038
00040 virtual void branchAndBound();
00042
00043
00059
00060 bool setIntParam(OsiIntParam key, int value);
00061
00062 bool setDblParam(OsiDblParam key, double value);
00063
00064 bool setStrParam(OsiStrParam key, const std::string & value);
00065
00066 bool setHintParam(OsiHintParam key, bool sense = true,
00067 OsiHintStrength strength = OsiHintTry, void *info = 0) ;
00068
00069 bool getIntParam(OsiIntParam key, int& value) const;
00070
00071 bool getDblParam(OsiDblParam key, double& value) const;
00072
00073 bool getStrParam(OsiStrParam key, std::string& value) const;
00075
00076
00078
00079
00080 virtual bool isAbandoned() const;
00082 virtual bool isProvenOptimal() const;
00084 virtual bool isProvenPrimalInfeasible() const;
00086 virtual bool isProvenDualInfeasible() const;
00088 virtual bool isPrimalObjectiveLimitReached() const;
00090 virtual bool isDualObjectiveLimitReached() const;
00092 virtual bool isIterationLimitReached() const;
00094
00095
00104 inline CoinWarmStart *getEmptyWarmStart () const
00105 { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
00107 virtual CoinWarmStart* getWarmStart() const;
00110 virtual bool setWarmStart(const CoinWarmStart* warmstart);
00112
00113
00120
00121 virtual void markHotStart();
00123 virtual void solveFromHotStart();
00125 virtual void unmarkHotStart();
00127
00128
00143
00144 virtual int getNumCols() const;
00145
00147 virtual int getNumRows() const;
00148
00150 virtual int getNumElements() const;
00151
00153 virtual const double * getColLower() const;
00154
00156 virtual const double * getColUpper() const;
00157
00167 virtual const char * getRowSense() const;
00168
00177 virtual const double * getRightHandSide() const;
00178
00187 virtual const double * getRowRange() const;
00188
00190 virtual const double * getRowLower() const;
00191
00193 virtual const double * getRowUpper() const;
00194
00196 virtual const double * getObjCoefficients() const;
00197
00199 virtual double getObjSense() const;
00200
00202 virtual bool isContinuous(int colNumber) const;
00203
00204 #if 0
00206 virtual bool isBinary(int columnNumber) const;
00207
00212 virtual bool isInteger(int columnNumber) const;
00213
00215 virtual bool isIntegerNonBinary(int columnNumber) const;
00216
00218 virtual bool isFreeBinary(int columnNumber) const;
00219 #endif
00220
00222 virtual const CoinPackedMatrix * getMatrixByRow() const;
00223
00225 virtual const CoinPackedMatrix * getMatrixByCol() const;
00226
00228 virtual double getInfinity() const;
00230
00233
00234 virtual const double * getColSolution() const;
00235
00237 virtual const double * getRowPrice() const;
00238
00240 virtual const double * getReducedCost() const;
00241
00244 virtual const double * getRowActivity() const;
00245
00247 virtual double getObjValue() const;
00248
00251 virtual int getIterationCount() const;
00252
00264 virtual std::vector<double*> getDualRays(int maxNumRays) const;
00276 virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
00277
00278 #if 0
00279
00281 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
00282 const;
00283 #endif
00284
00285
00286
00287
00288
00291
00295 virtual void setObjCoeff( int elementIndex, double elementValue );
00296
00299 virtual void setColLower( int elementIndex, double elementValue );
00300
00303 virtual void setColUpper( int elementIndex, double elementValue );
00304
00308 virtual void setColBounds( int elementIndex,
00309 double lower, double upper );
00310
00319 virtual void setColSetBounds(const int* indexFirst,
00320 const int* indexLast,
00321 const double* boundList);
00322
00325 virtual void setRowLower( int elementIndex, double elementValue );
00326
00329 virtual void setRowUpper( int elementIndex, double elementValue );
00330
00334 virtual void setRowBounds( int elementIndex,
00335 double lower, double upper );
00336
00338 virtual void setRowType(int index, char sense, double rightHandSide,
00339 double range);
00340
00349 virtual void setRowSetBounds(const int* indexFirst,
00350 const int* indexLast,
00351 const double* boundList);
00352
00363 virtual void setRowSetTypes(const int* indexFirst,
00364 const int* indexLast,
00365 const char* senseList,
00366 const double* rhsList,
00367 const double* rangeList);
00369
00370
00374 virtual void setContinuous(int index);
00376 virtual void setInteger(int index);
00379 virtual void setContinuous(const int* indices, int len);
00382 virtual void setInteger(const int* indices, int len);
00384
00385
00387 virtual void setObjSense(double s);
00388
00399 virtual void setColSolution(const double * colsol);
00400
00411 virtual void setRowPrice(const double * rowprice);
00412
00413
00419 virtual void addCol(const CoinPackedVectorBase& vec,
00420 const double collb, const double colub,
00421 const double obj);
00423 virtual void addCols(const int numcols,
00424 const CoinPackedVectorBase * const * cols,
00425 const double* collb, const double* colub,
00426 const double* obj);
00428 virtual void deleteCols(const int num, const int * colIndices);
00429
00431 virtual void addRow(const CoinPackedVectorBase& vec,
00432 const double rowlb, const double rowub);
00434 virtual void addRow(const CoinPackedVectorBase& vec,
00435 const char rowsen, const double rowrhs,
00436 const double rowrng);
00438 virtual void addRows(const int numrows,
00439 const CoinPackedVectorBase * const * rows,
00440 const double* rowlb, const double* rowub);
00442 virtual void addRows(const int numrows,
00443 const CoinPackedVectorBase * const * rows,
00444 const char* rowsen, const double* rowrhs,
00445 const double* rowrng);
00447 virtual void deleteRows(const int num, const int * rowIndices);
00448
00449 #if 0
00450
00451
00473 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
00474 double effectivenessLb = 0.0);
00475 #endif
00476
00477
00478
00479
00480
00494 virtual void loadProblem(const CoinPackedMatrix& matrix,
00495 const double* collb, const double* colub,
00496 const double* obj,
00497 const double* rowlb, const double* rowub);
00498
00506 virtual void assignProblem(CoinPackedMatrix*& matrix,
00507 double*& collb, double*& colub, double*& obj,
00508 double*& rowlb, double*& rowub);
00509
00522 virtual void loadProblem(const CoinPackedMatrix& matrix,
00523 const double* collb, const double* colub,
00524 const double* obj,
00525 const char* rowsen, const double* rowrhs,
00526 const double* rowrng);
00527
00535 virtual void assignProblem(CoinPackedMatrix*& matrix,
00536 double*& collb, double*& colub, double*& obj,
00537 char*& rowsen, double*& rowrhs,
00538 double*& rowrng);
00539
00542 virtual void loadProblem(const int numcols, const int numrows,
00543 const int* start, const int* index,
00544 const double* value,
00545 const double* collb, const double* colub,
00546 const double* obj,
00547 const double* rowlb, const double* rowub);
00548
00551 virtual void loadProblem(const int numcols, const int numrows,
00552 const int* start, const int* index,
00553 const double* value,
00554 const double* collb, const double* colub,
00555 const double* obj,
00556 const char* rowsen, const double* rowrhs,
00557 const double* rowrng);
00558
00560 virtual int readMps(const char *filename,
00561 const char *extension = "mps");
00562
00567 virtual void writeMps(const char *filename,
00568 const char *extension = "mps",
00569 double objSense=0.0) const;
00571
00572
00573
00580
00583 void setObjName (std::string name) ;
00584
00590 void setRowName(int ndx, std::string name) ;
00591
00597 void setColName(int ndx, std::string name) ;
00598
00600
00601
00602
00605 enum keepCachedFlag
00606 {
00608 KEEPCACHED_NONE = 0,
00610 KEEPCACHED_COLUMN = 1,
00612 KEEPCACHED_ROW = 2,
00614 KEEPCACHED_MATRIX = 4,
00616 KEEPCACHED_RESULTS = 8,
00618 KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
00620 KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
00622 FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN,
00624 FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW,
00626 FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX,
00628 FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS
00629 };
00630
00632 LPX * getModelPtr();
00633
00635
00638
00639 OsiGlpkSolverInterface();
00640
00642 virtual OsiSolverInterface * clone(bool copyData = true) const;
00643
00645 OsiGlpkSolverInterface( const OsiGlpkSolverInterface& );
00646
00648 OsiGlpkSolverInterface& operator=( const OsiGlpkSolverInterface& rhs );
00649
00651 virtual ~OsiGlpkSolverInterface();
00652
00654 virtual void reset();
00656
00657 protected:
00658
00661
00662 virtual void applyRowCut( const OsiRowCut & rc );
00663
00667 virtual void applyColCut( const OsiColCut & cc );
00668
00670 LPX * getMutableModelPtr() const;
00671
00673
00674 private:
00677
00679 void gutsOfCopy( const OsiGlpkSolverInterface & source );
00680
00682 void gutsOfConstructor();
00683
00685 void gutsOfDestructor();
00686
00688 void freeCachedColRim();
00689
00691 void freeCachedRowRim();
00692
00694 void freeCachedResults();
00695
00697 void freeCachedMatrix();
00698
00700 void freeCachedData( int keepCached = KEEPCACHED_NONE );
00701
00703 void freeAllMemory();
00704
00706 void printBounds();
00707
00709 void fillColBounds() const;
00711
00712
00715
00716 mutable LPX* lp_;
00717
00718
00719
00720 int bbWasLast_;
00721
00722
00724 int maxIteration_;
00726 int hotStartMaxIteration_;
00728 int nameDisc_;
00729
00730
00732 double dualObjectiveLimit_;
00734 double primalObjectiveLimit_;
00736 double dualTolerance_;
00738 double primalTolerance_;
00740 double objOffset_;
00741
00742
00744 std::string probName_;
00745
00747 mutable void *info_[OsiLastHintParam] ;
00748
00749
00751
00753 int hotStartCStatSize_;
00755 int *hotStartCStat_;
00757 double *hotStartCVal_;
00759 double *hotStartCDualVal_;
00760
00762 int hotStartRStatSize_;
00764 int *hotStartRStat_;
00766 double *hotStartRVal_;
00768 double *hotStartRDualVal_;
00769
00770
00772 bool isIterationLimitReached_;
00774 bool isAbandoned_;
00780 bool isObjLowerLimitReached_;
00786 bool isObjUpperLimitReached_;
00788 bool isPrimInfeasible_;
00790 bool isDualInfeasible_;
00791
00794
00796 mutable int iter_used_;
00797
00799 mutable double *obj_;
00800
00802 mutable double *collower_;
00803
00805 mutable double *colupper_;
00806
00808 mutable char *ctype_;
00809
00811 mutable char *rowsense_;
00812
00814 mutable double *rhs_;
00815
00817 mutable double *rowrange_;
00818
00820 mutable double *rowlower_;
00821
00823 mutable double *rowupper_;
00824
00826 mutable double *colsol_;
00827
00829 mutable double *rowsol_;
00830
00832 mutable double *redcost_;
00833
00835 mutable double *rowact_;
00836
00838 mutable CoinPackedMatrix *matrixByRow_;
00839
00841 mutable CoinPackedMatrix *matrixByCol_;
00843
00844 };
00845
00846
00852 void OsiGlpkSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00853
00854 #endif // OsiGlpkSolverInterface_H