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# /home/coin/SVN-release/Cgl-0.53.1/Osi/src/OsiXpr/OsiXprSolverInterface.hpp

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    00001 // Copyright (C) 2000, International Business Machines
    00002 // Corporation and others.  All Rights Reserved.
    00003
    00004 #ifndef OsiXprSolverInterface_H
    00005 #define OsiXprSolverInterface_H
    00006
    00007 #include <string>
    00008 #include <cstdio>
    00009
    00010 #include "xprs.h"
    00011 #include "OsiSolverInterface.hpp"
    00012 //#include "CoinPackedVector.hpp"
    00013 #include "CoinWarmStartBasis.hpp"
    00014
    00015
    00016 //#############################################################################
    00017
    00022 class OsiXprSolverInterface : virtual public OsiSolverInterface {
    00023    friend void OsiXprSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
    00024 public:
    00027
    00028     virtual void initialSolve();
    00029
    00031     virtual void resolve();
    00032
    00034     virtual void branchAndBound();
    00036
    00052     // Set an integer parameter
    00053     bool setIntParam(OsiIntParam key, int value);
    00054     // Set an double parameter
    00055     bool setDblParam(OsiDblParam key, double value);
    00056     // Set a string parameter
    00057     bool setStrParam(OsiStrParam key, const std::string & value);
    00058     // Get an integer parameter
    00059     bool getIntParam(OsiIntParam key, int& value) const;
    00060     // Get an double parameter
    00061     bool getDblParam(OsiDblParam key, double& value) const;
    00062     // Get a string parameter
    00063     bool getStrParam(OsiStrParam key, std::string& value) const;
    00065
    00066   //---------------------------------------------------------------------------
    00068
    00069
    00070     virtual bool isAbandoned() const;
    00072     virtual bool isProvenOptimal() const;
    00074     virtual bool isProvenPrimalInfeasible() const;
    00076     virtual bool isProvenDualInfeasible() const;
    00078     virtual bool isPrimalObjectiveLimitReached() const;
    00080     virtual bool isDualObjectiveLimitReached() const;
    00082     virtual bool isIterationLimitReached() const;
    00084
    00085   //---------------------------------------------------------------------------
    00088
    00089     inline CoinWarmStart *getEmptyWarmStart () const
    00090     { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
    00092     virtual CoinWarmStart* getWarmStart() const;
    00095     virtual bool setWarmStart(const CoinWarmStart* warmstart);
    00097
    00098   //---------------------------------------------------------------------------
    00105
    00106     virtual void markHotStart();
    00108     virtual void solveFromHotStart();
    00110     virtual void unmarkHotStart();
    00112
    00113   //---------------------------------------------------------------------------
    00128
    00129       virtual int getNumCols() const;
    00130
    00132       virtual int getNumRows() const;
    00133
    00135       virtual int getNumElements() const;
    00136
    00138       virtual const double * getColLower() const;
    00139
    00141       virtual const double * getColUpper() const;
    00142
    00152       virtual const char * getRowSense() const;
    00153
    00162       virtual const double * getRightHandSide() const;
    00163
    00172       virtual const double * getRowRange() const;
    00173
    00175       virtual const double * getRowLower() const;
    00176
    00178       virtual const double * getRowUpper() const;
    00179
    00181       virtual const double * getObjCoefficients() const;
    00182
    00184       virtual double getObjSense() const;
    00185
    00187       virtual bool isContinuous(int colIndex) const;
    00188
    00189 #if 0
    00191       virtual bool isBinary(int colIndex) const;
    00192
    00197       virtual bool isInteger(int colIndex) const;
    00198
    00200       virtual bool isIntegerNonBinary(int colIndex) const;
    00201
    00203       virtual bool isFreeBinary(int colIndex) const;
    00204 #endif
    00206       virtual const CoinPackedMatrix * getMatrixByRow() const;
    00207
    00209       virtual const CoinPackedMatrix * getMatrixByCol() const;
    00210
    00212       virtual double getInfinity() const;
    00214
    00217
    00218       virtual const double * getColSolution() const;
    00219
    00221       virtual const double * getRowPrice() const;
    00222
    00224       virtual const double * getReducedCost() const;
    00225
    00228       virtual const double * getRowActivity() const;
    00229
    00231       virtual double getObjValue() const;
    00232
    00235       virtual int getIterationCount() const;
    00236
    00248       virtual std::vector<double*> getDualRays(int maxNumRays) const;
    00260       virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
    00261
    00262 #if 0
    00263
    00265       virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
    00266         const;
    00267 #endif
    00268
    00269
    00270
    00271   //---------------------------------------------------------------------------
    00272
    00275     //-------------------------------------------------------------------------
    00279       virtual void setObjCoeff( int elementIndex, double elementValue );
    00280
    00283       virtual void setColLower( int elementIndex, double elementValue );
    00284
    00287       virtual void setColUpper( int elementIndex, double elementValue );
    00288
    00292       virtual void setColBounds( int elementIndex,
    00293                                  double lower, double upper );
    00294
    00303       virtual void setColSetBounds(const int* indexFirst,
    00304                                    const int* indexLast,
    00305                                    const double* boundList);
    00306
    00309       virtual void setRowLower( int elementIndex, double elementValue );
    00310
    00313       virtual void setRowUpper( int elementIndex, double elementValue );
    00314
    00318       virtual void setRowBounds( int elementIndex,
    00319                                  double lower, double upper );
    00320
    00322       virtual void setRowType(int index, char sense, double rightHandSide,
    00323                               double range);
    00324
    00333       virtual void setRowSetBounds(const int* indexFirst,
    00334                                    const int* indexLast,
    00335                                    const double* boundList);
    00336
    00347       virtual void setRowSetTypes(const int* indexFirst,
    00348                                   const int* indexLast,
    00349                                   const char* senseList,
    00350                                   const double* rhsList,
    00351                                   const double* rangeList);
    00353
    00354     //-------------------------------------------------------------------------
    00358       virtual void setContinuous(int index);
    00360       virtual void setInteger(int index);
    00363       virtual void setContinuous(const int* indices, int len);
    00366       virtual void setInteger(const int* indices, int len);
    00368
    00369     //-------------------------------------------------------------------------
    00371     virtual void setObjSense(double s);
    00372
    00383     virtual void setColSolution(const double * colsol);
    00384
    00395     virtual void setRowPrice(const double * rowprice);
    00396
    00397     //-------------------------------------------------------------------------
    00403       virtual void addCol(const CoinPackedVectorBase& vec,
    00404                           const double collb, const double colub,
    00405                           const double obj);
    00407       virtual void addCols(const int numcols,
    00408                            const CoinPackedVectorBase * const * cols,
    00409                            const double* collb, const double* colub,
    00410                            const double* obj);
    00412       virtual void deleteCols(const int num, const int * colIndices);
    00413
    00415       virtual void addRow(const CoinPackedVectorBase& vec,
    00416                           const double rowlb, const double rowub);
    00418       virtual void addRow(const CoinPackedVectorBase& vec,
    00419                           const char rowsen, const double rowrhs,
    00420                           const double rowrng);
    00422       virtual void addRows(const int numrows,
    00423                            const CoinPackedVectorBase * const * rows,
    00424                            const double* rowlb, const double* rowub);
    00426       virtual void addRows(const int numrows,
    00427                            const CoinPackedVectorBase * const * rows,
    00428                            const char* rowsen, const double* rowrhs,
    00429                            const double* rowrng);
    00431       virtual void deleteRows(const int num, const int * rowIndices);
    00432 #if 0
    00433       //-----------------------------------------------------------------------
    00455       virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
    00456                                             double effectivenessLb = 0.0);
    00458
    00459 #endif
    00460   //---------------------------------------------------------------------------
    00461
    00475     virtual void loadProblem(const CoinPackedMatrix& matrix,
    00476                              const double* collb, const double* colub,
    00477                              const double* obj,
    00478                              const double* rowlb, const double* rowub);
    00479
    00487     virtual void assignProblem(CoinPackedMatrix*& matrix,
    00488                                double*& collb, double*& colub, double*& obj,
    00489                                double*& rowlb, double*& rowub);
    00490
    00503     virtual void loadProblem(const CoinPackedMatrix& matrix,
    00504                              const double* collb, const double* colub,
    00505                              const double* obj,
    00506                              const char* rowsen, const double* rowrhs,
    00507                              const double* rowrng);
    00508
    00516     virtual void assignProblem(CoinPackedMatrix*& matrix,
    00517                                double*& collb, double*& colub, double*& obj,
    00518                                char*& rowsen, double*& rowrhs,
    00519                                double*& rowrng);
    00520
    00523     virtual void loadProblem(const int numcols, const int numrows,
    00524                              const int* start, const int* index,
    00525                              const double* value,
    00526                              const double* collb, const double* colub,
    00527                              const double* obj,
    00528                              const double* rowlb, const double* rowub);
    00529
    00532     virtual void loadProblem(const int numcols, const int numrows,
    00533                              const int* start, const int* index,
    00534                              const double* value,
    00535                              const double* collb, const double* colub,
    00536                              const double* obj,
    00537                              const char* rowsen, const double* rowrhs,
    00538                              const double* rowrng);
    00539
    00540
    00542     virtual int readMps(const char *filename,
    00543                          const char *extension = "mps");
    00544
    00545
    00550     virtual void writeMps(const char *filename,
    00551                           const char *extension = "mps",
    00552                           double objSense=0.0) const;
    00554
    00555   //---------------------------------------------------------------------------
    00556
    00570       static  void incrementInstanceCounter();
    00571
    00580       static  void decrementInstanceCounter();
    00581
    00584       static  unsigned int getNumInstances();
    00586
    00588     static int version();
    00589
    00592     static int iXprCallCount_;
    00593
    00594
    00596       static FILE * getLogFilePtr();
    00599       static void setLogFileName( const char * filename );
    00601
    00602
    00605
    00606     OsiXprSolverInterface (int newrows = 50, int newnz = 100);
    00607
    00609     virtual OsiSolverInterface * clone(bool copyData = true) const;
    00610
    00612     OsiXprSolverInterface (const OsiXprSolverInterface &);
    00613
    00615     OsiXprSolverInterface & operator=(const OsiXprSolverInterface& rhs);
    00616
    00618     virtual ~OsiXprSolverInterface ();
    00620
    00621 protected:
    00622
    00625
    00626     virtual void applyRowCut( const OsiRowCut & rc );
    00627
    00631     virtual void applyColCut( const OsiColCut & cc );
    00633
    00634 private:
    00635
    00638
    00639     static const char * logFileName_;
    00640
    00642     static FILE * logFilePtr_;
    00643
    00645     static  unsigned int numInstances_;
    00646
    00648     static  unsigned int osiSerial_;
    00649
    00651
    00654
    00655     void gutsOfCopy( const OsiXprSolverInterface & source );
    00656
    00658     void gutsOfConstructor();
    00659
    00661     void gutsOfDestructor();
    00662
    00664     void freeSolution();
    00665
    00668     void freeCachedResults();
    00669
    00671     int getNumIntVars() const;
    00672
    00675
    00676       void getVarTypes() const;
    00677
    00681       void    activateMe() const;
    00682
    00687       bool    isDataLoaded() const;
    00689
    00690
    00693
    00696
    00697     mutable XPRSprob prob_;
    00698
    00700       mutable std::string  xprProbname_;
    00702
    00710       mutable CoinPackedMatrix *matrixByRow_;
    00711       mutable CoinPackedMatrix *matrixByCol_;
    00712
    00714       mutable double  *colupper_;
    00715
    00717       mutable double  *collower_;
    00718
    00720       mutable double  *rowupper_;
    00721
    00723       mutable double  *rowlower_;
    00724
    00726       mutable char    *rowsense_;
    00727
    00729       mutable double  *rhs_;
    00730
    00734       mutable double  *rowrange_;
    00735
    00737       mutable double  *objcoeffs_;
    00738
    00740       mutable double  objsense_;
    00741
    00743       mutable double  *colsol_;
    00744
    00746       mutable double  *rowsol_;
    00747
    00749       mutable double  *rowact_;
    00750
    00752       mutable double  *rowprice_;
    00753
    00755       mutable double  *colprice_;
    00756
    00758       mutable int     *ivarind_;
    00759
    00768       mutable char    *ivartype_;
    00769
    00773       mutable char    *vartype_;
    00775
    00776 };
    00777
    00778 //#############################################################################
    00784 void
    00785 OsiXprSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
    00786
    00787 #endif