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# /home/coin/SVN-release/Blis-0.91.0/Osi/src/OsiDylp/OsiDylpSolverInterface.hpp

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    00001 #ifndef OsiDylpSolverInterface_H
    00002 #define OsiDylpSolverInterface_H
    00003
    00018 /*
    00019   sccs: @(#)OsiDylpSolverInterface.hpp  1.12    09/16/04
    00020   cvs: $Id: OsiDylpSolverInterface.hpp 1312 2008-10-10 00:26:32Z lou $
    00021 */
    00022
    00023 #include "OsiConfig.h"
    00024 #include <CoinPackedMatrix.hpp>
    00025 #include <OsiSolverInterface.hpp>
    00026 #include <CoinWarmStart.hpp>
    00027 #include <CoinMessageHandler.hpp>
    00028 #include <CoinMpsIO.hpp>
    00029 #include <CoinPresolveMatrix.hpp>
    00030
    00031 #define DYLP_INTERNAL
    00032 extern "C" {
    00033 #include "dylp.h"
    00034 }
    00035
    00038 typedef enum { startInvalid = 0,
    00039                startCold = 1, startWarm, startHot } ODSI_start_enum ;
    00040
    00041
    00100 class OsiDylpSolverInterface: virtual public OsiSolverInterface
    00101
    00102 { friend int OsiDylpSolverInterfaceUnitTest(const std::string &mpsDir,
    00103                                              const std::string &netLibDir) ;
    00104
    00105 /*
    00106   Consult the COIN OSI documentation or relevant source code for details
    00107   not covered here. Supported functions are listed first, followed by
    00108   unsupported functions.
    00109 */
    00110
    00111 public:
    00112
    00115
    00118   OsiDylpSolverInterface() ;
    00119
    00122   OsiDylpSolverInterface(const OsiDylpSolverInterface &src) ;
    00123
    00126   OsiSolverInterface* clone(bool copyData = true) const ;
    00127
    00130   OsiDylpSolverInterface &operator=(const OsiDylpSolverInterface &rhs) ;
    00131
    00134   ~OsiDylpSolverInterface() ;
    00135
    00140   void reset() ;
    00141
    00143
    00146
    00149   int readMps(const char *filename, const char *extension = "mps") ;
    00150
    00155   int readMps(const char *filename, const char *extension,
    00156               int &numberSets, CoinSet **&sets) ;
    00157
    00165   void writeMps(const char *basename,
    00166                 const char *extension = "mps",
    00167                 double objsense = 0.0) const ;
    00168
    00172   void loadProblem(const CoinPackedMatrix &matrix,
    00173                    const double *collb, const double *colub, const double *obj,
    00174                    const char *rowsen, const double *rowrhs,
    00175                    const double *rowrng) ;
    00176
    00180   void loadProblem(const CoinPackedMatrix &matrix,
    00181                    const double *collb, const double *colub, const double *obj,
    00182                    const double *rowlb, const double *rowub) ;
    00183
    00187   void loadProblem(const int colcnt, const int rowcnt,
    00188                const int *start, const int *index, const double *value,
    00189                const double *collb, const double *colub, const double *obj,
    00190                const char *sense, const double *rhsin, const double *range) ;
    00191
    00195   void loadProblem(const int colcnt, const int rowcnt,
    00196                    const int *start, const int *index, const double *value,
    00197                    const double *collb, const double *colub, const double *obj,
    00198                    const double *row_lower, const double *row_upper) ;
    00199
    00203   void assignProblem(CoinPackedMatrix *&matrix,
    00204                      double *&collb, double *&colub, double *&obj,
    00205                      char *&rowsen, double *&rowrhs, double *&rowrng) ;
    00206
    00210   void assignProblem(CoinPackedMatrix *&matrix,
    00211                      double *&collb, double *&colub, double *&obj,
    00212                      double *&rowlb, double *&rowub) ;
    00213
    00215
    00219
    00222   int getNumCols() const ;
    00223
    00226   int getNumRows() const ;
    00227
    00230   int getNumElements() const ;
    00231
    00237   int getNumIntegers() const ;
    00238
    00241   const double* getColLower() const ;
    00242
    00245   const double* getColUpper() const ;
    00246
    00249   bool isContinuous(int colIndex) const ;
    00250
    00253   bool isBinary(int colIndex) const ;
    00254
    00257   bool isIntegerNonBinary (int colIndex) const ;
    00258
    00261   bool isInteger (int colIndex) const ;
    00262
    00265   const char* getRowSense() const ;
    00266
    00269   const double* getRightHandSide() const ;
    00270
    00273   const double* getRowRange() const ;
    00274
    00277   const double* getRowLower() const ;
    00278
    00281   const double* getRowUpper() const ;
    00282
    00285   const double* getObjCoefficients() const ;
    00286
    00292   double getObjSense() const ;
    00293
    00296   const CoinPackedMatrix *getMatrixByRow() const ;
    00297
    00300   const CoinPackedMatrix *getMatrixByCol() const ;
    00302
    00305
    00308   void setContinuous(int index) ;
    00309
    00312   void setContinuous(const int *indices, int len) ;
    00313
    00316   void setInteger(int index) ;
    00317
    00320   void setInteger(const int *indices, int len) ;
    00321
    00324   void setColLower(int index, double value) ;
    00325   using OsiSolverInterface::setColLower ;
    00326
    00329   void setColUpper(int index, double value) ;
    00330   using OsiSolverInterface::setColUpper ;
    00331
    00334   void setRowLower(int index, double value) ;
    00335
    00338   void setRowUpper(int index, double value) ;
    00339
    00342   void setRowType(int index, char rowsen, double rowrhs, double rowrng) ;
    00343
    00346   void setObjCoeff (int index, double value) ;
    00347
    00354   void setObjSense(double sense) ;
    00355
    00358   void setColSolution(const double *colsol) ;
    00359
    00362   void setRowPrice(const double*) ;
    00363
    00364   /* For overload resolution with OSI::addCol functions. */
    00365
    00366   using OsiSolverInterface::addCol ;
    00367
    00370   void addCol(const CoinPackedVectorBase &vec,
    00371               const double collb, const double colub, const double obj) ;
    00372
    00375   void deleteCols(const int num, const int *colIndices) ;
    00376
    00377   /* For overload resolution with OSI::addRow functions. */
    00378
    00379   using OsiSolverInterface::addRow ;
    00380
    00383   void addRow(const CoinPackedVectorBase &row,
    00384               const double rowlb, const double rowub) ;
    00385
    00388   void addRow(const CoinPackedVectorBase &row,
    00389               const char rowsen, const double rowrhs, const double rowrng) ;
    00390
    00393   void deleteRows(const int num, const int *rowIndices) ;
    00394
    00397   void applyRowCut(const OsiRowCut &cut) ;
    00398
    00401   void applyColCut(const OsiColCut &cut) ;
    00403
    00406
    00409   void initialSolve() ;
    00410
    00413   CoinWarmStart *getEmptyWarmStart () const ;
    00414
    00417   CoinWarmStart *getWarmStart() const ;
    00418
    00426   bool setWarmStart(const CoinWarmStart *warmStart) ;
    00427
    00430   void resolve() ;
    00431
    00434   void markHotStart() ;
    00435
    00438   void solveFromHotStart() ;
    00439
    00442   void unmarkHotStart() ;
    00443
    00445
    00448
    00451   bool isAbandoned() const ;
    00452
    00455   bool isProvenOptimal() const ;
    00456
    00459   bool isProvenPrimalInfeasible() const ;
    00460
    00464   bool isProvenDualInfeasible() const ;
    00465
    00468   bool isIterationLimitReached() const ;
    00469
    00472   int getIterationCount() const ;
    00473
    00479   bool isPrimalObjectiveLimitReached() const ;
    00480
    00486   bool isDualObjectiveLimitReached() const ;
    00488
    00489
    00492
    00495   double getInfinity() const ;
    00496
    00499   bool setIntParam(OsiIntParam key, int value) ;
    00500
    00503   bool setDblParam(OsiDblParam key, double value) ;
    00504
    00507   bool setStrParam(OsiStrParam key, const std::string& value) ;
    00508
    00511   bool setHintParam(OsiHintParam key, bool sense = true,
    00512                     OsiHintStrength strength = OsiHintTry, void *info = 0) ;
    00513
    00516   bool getIntParam(OsiIntParam key, int &value) const ;
    00517
    00520   bool getDblParam(OsiDblParam key, double &value) const ;
    00521
    00524   bool getStrParam(OsiStrParam key, std::string &value) const ;
    00525
    00526   /* For overload resolution with OSI::getHintParam functions. */
    00527
    00528   using OsiSolverInterface::getHintParam ;
    00529
    00532   bool getHintParam(OsiHintParam key, bool &sense,
    00533                     OsiHintStrength &strength, void *&info) const ;
    00534
    00537   inline void newLanguage(CoinMessages::Language language)
    00538   { setOsiDylpMessages(language) ; }
    00539
    00542   inline void setLanguage(CoinMessages::Language language)
    00543   { setOsiDylpMessages(language) ; }
    00544
    00546
    00549
    00552   const double* getColSolution() const ;
    00553
    00556   const double* getRowPrice() const ;
    00557
    00560   const double* getReducedCost() const ;
    00561
    00564   const double* getRowActivity() const ;
    00565
    00568   double getObjValue() const ;
    00569
    00571
    00578
    00581   void setObjName (std::string name) ;
    00582
    00588   void setRowName(int ndx, std::string name) ;
    00589
    00595   void setColName(int ndx, std::string name) ;
    00596
    00598
    00601
    00608   void activateRowCutDebugger (const char * modelName) ;
    00609
    00617   void activateRowCutDebugger (const double *solution) ;
    00618
    00619 # if ODSI_PARANOIA >= 1
    00620
    00629   void indexCheck (int k, bool isCol, std::string rtnnme) ;
    00630 # endif
    00631
    00633
    00636
    00639   void dylp_controlfile(const char* name, const bool silent,
    00640                         const bool mustexist = true) ;
    00641
    00644   void dylp_logfile(const char* name, bool echo = false) ;
    00645
    00648   void dylp_outfile(const char* name) ;
    00649
    00652   void dylp_printsoln(bool wantSoln, bool wantStats) ;
    00653
    00656   void setOsiDylpMessages(CoinMessages::Language local_language) ;
    00657
    00659
    00662
    00663
    00666   void branchAndBound() ;
    00667
    00670   std::vector<double *> getDualRays(int) const ;
    00671
    00674   std::vector<double *> getPrimalRays(int) const ;
    00676
    00681 /*
    00682   Leave them visible to the public for the nonce, until a better programmatic
    00683   interface is available. Initialized by the constructor.
    00684 */
    00686
    00687   lpopts_struct *initialSolveOptions,*resolveOptions ;
    00688   lptols_struct *tolerances ;
    00689
    00691
    00692 private:
    00693
    00694 /*
    00695   Private implementation state and helper functions. If you're contemplating
    00696   using any of these, you should have a look at the code.
    00697   See OsiDylpSolverInterface.cpp for descriptions.
    00698 */
    00705
    00706   consys_struct *consys ;
    00707   lpprob_struct *lpprob ;
    00708   lpstats_struct *statistics ;
    00709
    00711
    00714
    00715   static int reference_count ;
    00716   static bool basis_ready ;
    00717   static OsiDylpSolverInterface *dylp_owner ;
    00718
    00720
    00721
    00727
    00734   ioid local_outchn ;
    00735
    00741   ioid local_logchn ;
    00742
    00747   bool initial_gtxecho ;
    00748
    00753   bool resolve_gtxecho ;
    00754
    00764   lpret_enum lp_retval ;
    00765
    00771   double obj_sense ;
    00772
    00775   double odsiInfinity ;
    00776
    00779   const std::string solvername ;
    00780
    00783   mutable void *info_[OsiLastHintParam] ;
    00784
    00787   bool mps_debug ;
    00788
    00796   CoinWarmStart *hotstart_fallback ;
    00797
    00818   enum basisCondition
    00819   { basisNone = 0, basisFresh, basisModified, basisDamaged } ;
    00820
    00838   struct
    00839   { CoinWarmStart *basis ;
    00840     basisCondition condition ;
    00841     int balance ; } activeBasis ;
    00842
    00848   bool solnIsFresh ;
    00849
    00851
    00852
    00853
    00860
    00861   mutable double _objval ;
    00862   mutable double* _col_obj ;
    00863   mutable double* _col_x ;
    00864   mutable double* _col_cbar ;
    00865
    00866   mutable double* _row_rhs ;
    00867   mutable double* _row_lower ;
    00868   mutable double* _row_upper ;
    00869   mutable char* _row_sense ;
    00870   mutable double* _row_range ;
    00871   mutable double* _row_lhs ;
    00872   mutable double* _row_price ;
    00873
    00874   mutable CoinPackedMatrix* _matrix_by_col ;
    00875   mutable CoinPackedMatrix* _matrix_by_row ;
    00876
    00878
    00885
    00891   CoinPresolveMatrix *preObj_ ;
    00892
    00899   const CoinPresolveAction *postActions_ ;
    00900
    00908   CoinPostsolveMatrix *postObj_ ;
    00909
    00911   int passLimit_ ;
    00912
    00914   bool keepIntegers_ ;
    00915
    00917   consys_struct *savedConsys_ ;
    00918
    00920   mutable double* saved_col_obj ;
    00921   mutable double* saved_row_rhs ;
    00922   mutable double* saved_row_lower ;
    00923   mutable double* saved_row_upper ;
    00924   mutable char* saved_row_sense ;
    00925   mutable double* saved_row_range ;
    00926   mutable CoinPackedMatrix* saved_matrix_by_col ;
    00927   mutable CoinPackedMatrix* saved_matrix_by_row ;
    00928
    00930
    00940
    00941   CoinPresolveMatrix *initialisePresolve(bool keepIntegers) ;
    00942
    00944   void doPresolve() ;
    00945
    00947   bool evalPresolve() ;
    00948
    00950   void saveOriginalSys() ;
    00951
    00953   void installPresolve() ;
    00954
    00956   CoinPostsolveMatrix *initialisePostsolve(CoinPresolveMatrix *&preObj) ;
    00957
    00959   void doPostsolve() ;
    00960
    00962   void installPostsolve() ;
    00963
    00965   void destruct_presolve() ;
    00966
    00968
    00972   void construct_lpprob() ;
    00973   void construct_options() ;
    00974   void construct_consys(int cols, int rows) ;
    00975   void dylp_ioinit() ;
    00976   void gen_rowparms(int rowcnt,
    00977                     double *rhs, double *rhslow, contyp_enum *ctyp,
    00978                     const double *rowlb, const double *rowub) ;
    00979   void gen_rowparms(int rowcnt,
    00980                double *rhs, double *rhslow, contyp_enum *ctyp,
    00981                const char *sense, const double *rhsin, const double *range) ;
    00982   void load_problem(const CoinMpsIO &mps) ;
    00983   void load_problem(const CoinPackedMatrix &matrix,
    00984          const double* col_lower, const double* col_upper, const double* obj,
    00985          const contyp_enum *ctyp, const double* rhs, const double* rhslow) ;
    00986   void load_problem (const int colcnt, const int rowcnt,
    00987          const int *start, const int *lens,
    00988          const int *index, const double *value,
    00989          const double* col_lower, const double* col_upper, const double* obj,
    00990          const contyp_enum *ctyp, const double* rhs, const double* rhslow) ;
    00992
    00996   lpret_enum do_lp (ODSI_start_enum start) ;
    00998
    01001   void destruct_col_cache(bool structure) ;
    01002   void destruct_row_cache(bool structure) ;
    01003   void destruct_cache(bool rowStructure, bool colStructure) ;
    01004   void destruct_problem(bool preserve_interface) ;
    01005   void detach_dylp() ;
    01007
    01008
    01010 /*
    01011   There are separate groups for member and static methods so that doxygen
    01012   won't promote the group to the top level.
    01013 */
    01015
    01016   void add_col(const CoinPackedVectorBase& coin_coli,
    01017                vartyp_enum vtypi, double vlbi,
    01018                double vubi, double obji, const std::string *nme) ;
    01019   void add_row(const CoinPackedVectorBase& coin_rowi,
    01020                char clazzi, contyp_enum ctypi,
    01021                double rhsi, double rhslowi, const std::string *nme) ;
    01022   void calc_objval() ;
    01023   contyp_enum bound_to_type(double lower, double upper) ;
    01024   void gen_rowiparms(contyp_enum* ctypi, double* rhsi, double* rhslowi,
    01025                             char sensei, double rhsini, double rangei) ;
    01026   void gen_rowiparms(contyp_enum* ctypi, double* rhsi, double* rhslowi,
    01027                             double rowlbi, double rowubi) ;
    01028   void unimp_hint(bool dylpSense, bool hintSense,
    01029                  OsiHintStrength hintStrength, const char *msgString) ;
    01030   void pessimal_primal() ;
    01031   void reduceActiveBasis() ;
    01032
    01034
    01037   static contyp_enum sense_to_type(char type) ;
    01038   static char type_to_sense(contyp_enum type) ;
    01040
    01047   template<class T> static void copy(const T* src, T* dst, int n) ;
    01048   template<class T> static T* copy(const T* src, int n) ;
    01049   template<class T> static T* copy(const T* src) ;
    01050 /*
    01051   Specializations for more complicated structures.
    01052 */
    01053   static basis_struct* copy_basis(const basis_struct* src, int dstsze) ;
    01054   static void copy_basis(const basis_struct* src, basis_struct* dst) ;
    01055   static lpprob_struct* copy_lpprob(const lpprob_struct* src) ;
    01057
    01058 #ifndef _MSC_VER
    01059
    01064   template<class T> static void assert_same(const T& t1, const T& t2,
    01065                                             bool exact) ;
    01066   template<class T> static void assert_same(const T* t1, const T* t2,
    01067                                             int n, bool exact) ;
    01068
    01069   static void assert_same(double d1, double d2, bool exact) ;
    01070
    01071   static void assert_same(const basis_struct& b1,
    01072                           const basis_struct& b2, bool exact) ;
    01073   static void assert_same(const consys_struct& c1, const
    01074                           consys_struct& c2, bool exact) ;
    01075   static void assert_same(const conbnd_struct& c1, const
    01076                           conbnd_struct& c2, bool exact) ;
    01077   static void assert_same(const lpprob_struct& l1,
    01078                           const lpprob_struct& l2, bool exact) ;
    01079   static void assert_same(const OsiDylpSolverInterface& o1,
    01080                           const OsiDylpSolverInterface& o2, bool exact) ;
    01082 #endif  /* ! _MSC_VER */
    01083
    01086   template<class T> static T* idx_vec(T* data) ;
    01087   static int idx(int i) ;
    01088   template<class T> static T* inv_vec(T* data) ;
    01089   static int inv(int i) ;
    01090
    01091   static pkvec_struct* packed_vector(
    01092     const CoinShallowPackedVector vector, int dimension) ;
    01093   static void packed_vector(
    01094     const CoinShallowPackedVector vector, int dimension, pkvec_struct *dst) ;
    01096
    01099   static std::string make_filename(const char *filename,
    01100                                    const char *ext1, const char *ext2) ;
    01102
    01103 } ;
    01104
    01105
    01106 /*
    01107   OsiDylpSolverInterfaceTest.cpp
    01108 */
    01109
    01117 int OsiDylpSolverInterfaceUnitTest(const std::string & mpsDir,
    01118                                     const std::string &netLibDir) ;
    01119
    01120 #endif // OsiDylpSolverInterface_H