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# /home/coin/SVN-release/Alps-1.2.1/Osi/src/OsiGrb/OsiGrbSolverInterface.hpp

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    00001 //-----------------------------------------------------------------------------
    00002 // name:     OSI Interface for Gurobi
    00003 // template: OSI Cplex Interface written by T. Achterberg
    00004 // author:   Stefan Vigerske
    00005 //           Humboldt University Berlin
    00006 // date:     09/02/2009
    00007 // license:  this file may be freely distributed under the terms of CPL
    00008 // comments: please scan this file for '???' and read the comments
    00009 //-----------------------------------------------------------------------------
    00010 // Copyright (C) 2009 Humboldt University Berlin and others.
    00011 // All Rights Reserved.
    00012
    00013 // $Id: OsiGrbSolverInterface.hpp 1551 2010-07-30 18:39:03Z lou $
    00014
    00015 #ifndef OsiGrbSolverInterface_H
    00016 #define OsiGrbSolverInterface_H
    00017
    00018 #include <string>
    00019 #include "OsiSolverInterface.hpp"
    00020
    00021 typedef struct _GRBmodel GRBmodel;
    00022 typedef struct _GRBenv GRBenv;
    00023
    00029 class OsiGrbSolverInterface : virtual public OsiSolverInterface {
    00030   friend void OsiGrbSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
    00031
    00032 public:
    00033
    00034         //---------------------------------------------------------------------------
    00037
    00038         virtual void initialSolve();
    00039
    00041         virtual void resolve();
    00042
    00044         virtual void branchAndBound();
    00046
    00047         //---------------------------------------------------------------------------
    00063         // Set an integer parameter
    00064         bool setIntParam(OsiIntParam key, int value);
    00065         // Set an double parameter
    00066         bool setDblParam(OsiDblParam key, double value);
    00067         // Set a string parameter
    00068         bool setStrParam(OsiStrParam key, const std::string & value);
    00069         // Set a hint parameter
    00070         bool setHintParam(OsiHintParam key, bool yesNo = true, OsiHintStrength strength = OsiHintTry, void* = NULL);
    00071         // Get an integer parameter
    00072         bool getIntParam(OsiIntParam key, int& value) const;
    00073         // Get an double parameter
    00074         bool getDblParam(OsiDblParam key, double& value) const;
    00075         // Get a string parameter
    00076         bool getStrParam(OsiStrParam key, std::string& value) const;
    00077         // Get a hint parameter
    00078         bool getHintParam(OsiHintParam key, bool& yesNo, OsiHintStrength& strength, void*& otherInformation) const;
    00079         // Get a hint parameter
    00080         bool getHintParam(OsiHintParam key, bool& yesNo, OsiHintStrength& strength) const;
    00081         // Get a hint parameter
    00082         bool getHintParam(OsiHintParam key, bool& yesNo) const;
    00084
    00085         //---------------------------------------------------------------------------
    00087
    00088
    00089         virtual bool isAbandoned() const;
    00091         virtual bool isProvenOptimal() const;
    00093         virtual bool isProvenPrimalInfeasible() const;
    00095         virtual bool isProvenDualInfeasible() const;
    00097         virtual bool isPrimalObjectiveLimitReached() const;
    00099         virtual bool isDualObjectiveLimitReached() const;
    00101         virtual bool isIterationLimitReached() const;
    00103
    00104         //---------------------------------------------------------------------------
    00107
    00114         CoinWarmStart* getEmptyWarmStart() const;
    00115
    00117         virtual CoinWarmStart* getWarmStart() const;
    00120         virtual bool setWarmStart(const CoinWarmStart* warmstart);
    00122
    00123         //---------------------------------------------------------------------------
    00130
    00131         virtual void markHotStart();
    00133         virtual void solveFromHotStart();
    00135         virtual void unmarkHotStart();
    00137
    00138         //---------------------------------------------------------------------------
    00153
    00154         virtual int getNumCols() const;
    00155
    00157         virtual int getNumRows() const;
    00158
    00160         virtual int getNumElements() const;
    00161
    00163         virtual const double * getColLower() const;
    00164
    00166         virtual const double * getColUpper() const;
    00167
    00177         virtual const char * getRowSense() const;
    00178
    00187         virtual const double * getRightHandSide() const;
    00188
    00197         virtual const double * getRowRange() const;
    00198
    00200         virtual const double * getRowLower() const;
    00201
    00203         virtual const double * getRowUpper() const;
    00204
    00206         virtual const double * getObjCoefficients() const;
    00207
    00209         virtual double getObjSense() const;
    00210
    00212         virtual bool isContinuous(int colNumber) const;
    00213
    00215         virtual const CoinPackedMatrix * getMatrixByRow() const;
    00216
    00218         virtual const CoinPackedMatrix * getMatrixByCol() const;
    00219
    00221         virtual double getInfinity() const;
    00223
    00226
    00227         virtual const double * getColSolution() const;
    00228
    00230         virtual const double * getRowPrice() const;
    00231
    00233         virtual const double * getReducedCost() const;
    00234
    00237         virtual const double * getRowActivity() const;
    00238
    00240         virtual double getObjValue() const;
    00241
    00244         virtual int getIterationCount() const;
    00245
    00263         virtual std::vector<double*> getDualRays(int maxNumRays,
    00264                                                  bool fullRay=false) const;
    00276         virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
    00278
    00279
    00280         //---------------------------------------------------------------------------
    00281
    00284         //-------------------------------------------------------------------------
    00288         virtual void setObjCoeff(int elementIndex, double elementValue);
    00289
    00291         virtual void setObjCoeffSet(const int* indexFirst, const int* indexLast,
    00292                         const double* coeffList);
    00293
    00294         using OsiSolverInterface::setColLower;
    00297         virtual void setColLower(int elementIndex, double elementValue);
    00298
    00299         using OsiSolverInterface::setColUpper;
    00302         virtual void setColUpper(int elementIndex, double elementValue);
    00303
    00307         virtual void setColBounds(int elementIndex, double lower, double upper);
    00308
    00316         virtual void setColSetBounds(const int* indexFirst, const int* indexLast,
    00317                         const double* boundList);
    00318
    00321         virtual void setRowLower(int elementIndex, double elementValue);
    00322
    00325         virtual void setRowUpper(int elementIndex, double elementValue);
    00326
    00330         virtual void setRowBounds(int elementIndex, double lower, double upper);
    00331
    00333         virtual void setRowType(int index, char sense, double rightHandSide,
    00334                         double range);
    00335
    00343         virtual void setRowSetBounds(const int* indexFirst, const int* indexLast,
    00344                         const double* boundList);
    00345
    00355         virtual void setRowSetTypes(const int* indexFirst, const int* indexLast,
    00356                         const char* senseList, const double* rhsList, const double* rangeList);
    00358
    00359         //-------------------------------------------------------------------------
    00363         virtual void setContinuous(int index);
    00365         virtual void setInteger(int index);
    00368         virtual void setContinuous(const int* indices, int len);
    00371         virtual void setInteger(const int* indices, int len);
    00373
    00374   //-------------------------------------------------------------------------
    00378   virtual void setRowName(int ndx, std::string name) ;
    00379
    00381   virtual void setColName(int ndx, std::string name) ;
    00383
    00384         //-------------------------------------------------------------------------
    00386         virtual void setObjSense(double s);
    00387
    00398         virtual void setColSolution(const double * colsol);
    00399
    00410         virtual void setRowPrice(const double * rowprice);
    00411
    00412         //-------------------------------------------------------------------------
    00417         using OsiSolverInterface::addCol;
    00419         virtual void addCol(const CoinPackedVectorBase& vec, const double collb,
    00420                         const double colub, const double obj);
    00421
    00422         using OsiSolverInterface::addCols;
    00424         virtual void addCols(const int numcols,
    00425                         const CoinPackedVectorBase * const * cols, const double* collb,
    00426                         const double* colub, const double* obj);
    00428         virtual void deleteCols(const int num, const int * colIndices);
    00429
    00430         using OsiSolverInterface::addRow;
    00432         virtual void addRow(const CoinPackedVectorBase& vec, const double rowlb,
    00433                         const double rowub);
    00435         virtual void addRow(const CoinPackedVectorBase& vec, const char rowsen,
    00436                         const double rowrhs, const double rowrng);
    00437
    00438         using OsiSolverInterface::addRows;
    00440         virtual void addRows(const int numrows,
    00441                         const CoinPackedVectorBase * const * rows, const double* rowlb,
    00442                         const double* rowub);
    00444         virtual void addRows(const int numrows,
    00445                         const CoinPackedVectorBase * const * rows, const char* rowsen,
    00446                         const double* rowrhs, const double* rowrng);
    00448         virtual void deleteRows(const int num, const int * rowIndices);
    00450
    00451
    00452         //---------------------------------------------------------------------------
    00453
    00467         virtual void loadProblem(const CoinPackedMatrix& matrix, const double* collb,
    00468                         const double* colub, const double* obj, const double* rowlb,
    00469                         const double* rowub);
    00470
    00478         virtual void assignProblem(CoinPackedMatrix*& matrix, double*& collb,
    00479                         double*& colub, double*& obj, double*& rowlb, double*& rowub);
    00480
    00493         virtual void loadProblem(const CoinPackedMatrix& matrix, const double* collb,
    00494                         const double* colub, const double* obj, const char* rowsen,
    00495                         const double* rowrhs, const double* rowrng);
    00496
    00504         virtual void assignProblem(CoinPackedMatrix*& matrix, double*& collb,
    00505                         double*& colub, double*& obj, char*& rowsen, double*& rowrhs,
    00506                         double*& rowrng);
    00507
    00510         virtual void loadProblem(const int numcols, const int numrows,
    00511                         const int* start, const int* index, const double* value,
    00512                         const double* collb, const double* colub, const double* obj,
    00513                         const double* rowlb, const double* rowub);
    00514
    00517         virtual void loadProblem(const int numcols, const int numrows,
    00518                         const int* start, const int* index, const double* value,
    00519                         const double* collb, const double* colub, const double* obj,
    00520                         const char* rowsen, const double* rowrhs, const double* rowrng);
    00521
    00522         using OsiSolverInterface::readMps;
    00524         virtual int readMps(const char *filename, const char *extension = "mps");
    00525
    00530         virtual void writeMps(const char *filename, const char *extension = "mps",
    00531                         double objSense=0.0) const;
    00532
    00534
    00535         //---------------------------------------------------------------------------
    00536
    00542         enum keepCachedFlag
    00543         {
    00545                 KEEPCACHED_NONE = 0,
    00547                 KEEPCACHED_COLUMN = 1,
    00549                 KEEPCACHED_ROW = 2,
    00551                 KEEPCACHED_MATRIX = 4,
    00553                 KEEPCACHED_RESULTS = 8,
    00555                 KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
    00557                 KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
    00559                 FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN,
    00561                 FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW,
    00563                 FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX,
    00565                 FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS
    00566         };
    00567
    00568         GRBmodel* getLpPtr(int keepCached = KEEPCACHED_NONE);
    00569
    00571
    00572         GRBenv* getEnvironmentPtr() const;
    00573
    00575   bool isDemoLicense() const;
    00577
    00579         const char* getCtype() const;
    00580
    00590         static void incrementInstanceCounter();
    00591
    00600         static void decrementInstanceCounter();
    00601
    00603         static void setEnvironment(GRBenv* globalenv);
    00604
    00606         static unsigned int getNumInstances();
    00608
    00609
    00612
    00613         OsiGrbSolverInterface(bool use_local_env = false);
    00614
    00616         OsiGrbSolverInterface(GRBenv* localgrbenv);
    00617
    00619         virtual OsiSolverInterface * clone(bool copyData = true) const;
    00620
    00622         OsiGrbSolverInterface(const OsiGrbSolverInterface&);
    00623
    00625         OsiGrbSolverInterface& operator=(const OsiGrbSolverInterface& rhs);
    00626
    00628         virtual ~OsiGrbSolverInterface();
    00629
    00631         virtual void reset();
    00633
    00634         /***************************************************************************/
    00651
    00655         virtual int canDoSimplexInterface() const;
    00656
    00657         using OsiSolverInterface::enableSimplexInterface;
    00661         virtual void enableSimplexInterface(int doingPrimal) {
    00662         }
    00663         ;
    00664
    00668         virtual void disableSimplexInterface() {
    00669         }
    00670         ;
    00671
    00675         virtual void enableFactorization() const {
    00676         }
    00677         ;
    00678
    00682         virtual void disableFactorization() const {
    00683         }
    00684         ;
    00685
    00687         virtual bool basisIsAvailable() const;
    00688
    00692         virtual void getBasisStatus(int* cstat, int* rstat) const;
    00693
    00694         //  ///Get a row of the tableau (slack part in slack if not NULL)
    00695         //  virtual void getBInvARow(int row, double* z, double * slack=NULL) const;
    00696         //
    00697         //  ///Get a row of the basis inverse
    00698         //  virtual void getBInvRow(int row, double* z) const;
    00699         //
    00700         //  ///Get a column of the tableau
    00701         //  virtual void getBInvACol(int col, double* vec) const;
    00702         //
    00703         //  ///Get a column of the basis inverse
    00704         //  virtual void getBInvCol(int col, double* vec) const;
    00705         //
    00706         //  /**  Get indices of the pivot variable in each row
    00707         //      (order of indices corresponds to the
    00708         //      order of elements in a vector retured by getBInvACol() and
    00709         //      getBInvCol()).
    00710         //  */
    00711         //  virtual void getBasics(int* index) const;
    00713         void switchToLP();
    00714
    00716         void switchToMIP();
    00717
    00719         /***************************************************************************/
    00720
    00721 protected:
    00722
    00725
    00726         virtual void applyRowCut(const OsiRowCut & rc);
    00727
    00731         virtual void applyColCut(const OsiColCut & cc);
    00733
    00734 private:
    00737
    00738         void resizeColSpace(int minsize);
    00739
    00741         void freeColSpace();
    00742
    00744         void resizeAuxColSpace(int minsize);
    00745
    00747         void resizeAuxColIndSpace();
    00749
    00752
    00753         static GRBenv* globalenv_;
    00755         static bool globalenv_is_ours;
    00757         static unsigned int numInstances_;
    00759
    00762
    00764         GRBmodel* getMutableLpPtr() const;
    00765
    00767         void gutsOfCopy(const OsiGrbSolverInterface & source);
    00768
    00770         void gutsOfConstructor();
    00771
    00773         void gutsOfDestructor();
    00774
    00776         void freeCachedColRim();
    00777
    00779         void freeCachedRowRim();
    00780
    00782         void freeCachedResults();
    00783
    00785         void freeCachedMatrix();
    00786
    00788         void freeCachedData(int keepCached = KEEPCACHED_NONE);
    00789
    00791         void freeAllMemory();
    00792
    00794         void convertToRangedRow(int rowidx, double rhs, double range);
    00795
    00797         void convertToNormalRow(int rowidx, char sense, double rhs);
    00799
    00800
    00803
    00804         mutable GRBenv* localenv_;
    00805
    00807         mutable GRBmodel* lp_;
    00808
    00810         int *hotStartCStat_;
    00811         int hotStartCStatSize_;
    00812         int *hotStartRStat_;
    00813         int hotStartRStatSize_;
    00814         int hotStartMaxIteration_;
    00815
    00817   int nameDisc_;
    00818
    00821
    00822         mutable double *obj_;
    00823
    00825         mutable double *collower_;
    00826
    00828         mutable double *colupper_;
    00829
    00831         mutable char *rowsense_;
    00832
    00834         mutable double *rhs_;
    00835
    00837         mutable double *rowrange_;
    00838
    00840         mutable double *rowlower_;
    00841
    00843         mutable double *rowupper_;
    00844
    00846         mutable double *colsol_;
    00847
    00849         mutable double *rowsol_;
    00850
    00852         mutable double *redcost_;
    00853
    00855         mutable double *rowact_;
    00856
    00858         mutable CoinPackedMatrix *matrixByRow_;
    00859
    00861         mutable CoinPackedMatrix *matrixByCol_;
    00863
    00866
    00867   mutable bool probtypemip_;
    00868
    00870   int colspace_;
    00871
    00873         char *coltype_;
    00874
    00876         int nauxcols;
    00877
    00879         int auxcolspace;
    00880
    00883         int* colmap_O2G;
    00884
    00889         int* colmap_G2O;
    00890
    00892         int auxcolindspace;
    00893
    00897         int* auxcolind;
    00899 };
    00900
    00901 //#############################################################################
    00907 void OsiGrbSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
    00908
    00909 #endif