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OsiCpxSolverInterface.hpp
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1 //-----------------------------------------------------------------------------
2 // name: OSI Interface for CPLEX
3 // author: Tobias Pfender
4 // Konrad-Zuse-Zentrum Berlin (Germany)
5 // email: pfender@zib.de
6 // date: 09/25/2000
7 // license: this file may be freely distributed under the terms of EPL
8 // comments: please scan this file for '???' and read the comments
9 //-----------------------------------------------------------------------------
10 // Copyright (C) 2000, Tobias Pfender, International Business Machines
11 // Corporation and others. All Rights Reserved.
12
13 #ifndef OsiCpxSolverInterface_H
14 #define OsiCpxSolverInterface_H
15
16 #include "OsiSolverInterface.hpp"
17 #include "CoinWarmStartBasis.hpp"
18 #include "OsiColCut.hpp"
19 #include "OsiRowCut.hpp"
20
21 typedef struct cpxlp* CPXLPptr;
22 typedef struct cpxenv* CPXENVptr;
23
29 class OsiCpxSolverInterface : virtual public OsiSolverInterface {
30 friend void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
31
32 public:
33
34 //---------------------------------------------------------------------------
37 virtual void initialSolve();
39
41 virtual void resolve();
42
44 virtual void branchAndBound();
46
47 //---------------------------------------------------------------------------
63 // Set an integer parameter
64 bool setIntParam(OsiIntParam key, int value);
65 // Set an double parameter
66 bool setDblParam(OsiDblParam key, double value);
67 // Set a string parameter
68 bool setStrParam(OsiStrParam key, const std::string & value);
69 // Get an integer parameter
70 bool getIntParam(OsiIntParam key, int& value) const;
71 // Get an double parameter
72 bool getDblParam(OsiDblParam key, double& value) const;
73 // Get a string parameter
74 bool getStrParam(OsiStrParam key, std::string& value) const;
75 // Set mipstart option (pass column solution to CPLEX before MIP start)
76 void setMipStart(bool value) { domipstart = value; }
77 // Get mipstart option value
78 bool getMipStart() const { return domipstart; }
80
81 //---------------------------------------------------------------------------
83
84 virtual bool isAbandoned() const;
87 virtual bool isProvenOptimal() const;
89 virtual bool isProvenPrimalInfeasible() const;
91 virtual bool isProvenDualInfeasible() const;
93 virtual bool isPrimalObjectiveLimitReached() const;
95 virtual bool isDualObjectiveLimitReached() const;
97 virtual bool isIterationLimitReached() const;
99
100 //---------------------------------------------------------------------------
103
110 CoinWarmStart *getEmptyWarmStart () const;
111
113 virtual CoinWarmStart* getWarmStart() const;
116 virtual bool setWarmStart(const CoinWarmStart* warmstart);
118
119 //---------------------------------------------------------------------------
126 virtual void markHotStart();
129 virtual void solveFromHotStart();
131 virtual void unmarkHotStart();
133
134 //---------------------------------------------------------------------------
149 virtual int getNumCols() const;
151
153 virtual int getNumRows() const;
154
156 virtual int getNumElements() const;
157
159 virtual const double * getColLower() const;
160
162 virtual const double * getColUpper() const;
163
173 virtual const char * getRowSense() const;
174
183 virtual const double * getRightHandSide() const;
184
193 virtual const double * getRowRange() const;
194
196 virtual const double * getRowLower() const;
197
199 virtual const double * getRowUpper() const;
200
202 virtual const double * getObjCoefficients() const;
203
205 virtual double getObjSense() const;
206
208 virtual bool isContinuous(int colNumber) const;
209
210 #if 0
211 virtual bool isBinary(int columnNumber) const;
213
218 virtual bool isInteger(int columnNumber) const;
219
221 virtual bool isIntegerNonBinary(int columnNumber) const;
222
224 virtual bool isFreeBinary(int columnNumber) const;
225 #endif
226
228 virtual const CoinPackedMatrix * getMatrixByRow() const;
229
231 virtual const CoinPackedMatrix * getMatrixByCol() const;
232
234 virtual double getInfinity() const;
236
239 virtual const double * getColSolution() const;
241
243 virtual const double * getRowPrice() const;
244
246 virtual const double * getReducedCost() const;
247
250 virtual const double * getRowActivity() const;
251
253 virtual double getObjValue() const;
254
257 virtual int getIterationCount() const;
258
276 virtual std::vector<double*> getDualRays(int maxNumRays,
277 bool fullRay = false) const;
289 virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
290
291 #if 0
292
294 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
295 const;
296 #endif
297
298
299
300 //---------------------------------------------------------------------------
301
304 //-------------------------------------------------------------------------
308 virtual void setObjCoeff( int elementIndex, double elementValue );
309
311 virtual void setObjCoeffSet(const int* indexFirst,
312 const int* indexLast,
313 const double* coeffList);
314
315 using OsiSolverInterface::setColLower ;
318 virtual void setColLower( int elementIndex, double elementValue );
319
320 using OsiSolverInterface::setColUpper ;
323 virtual void setColUpper( int elementIndex, double elementValue );
324
328 virtual void setColBounds( int elementIndex,
329 double lower, double upper );
330
338 virtual void setColSetBounds(const int* indexFirst,
339 const int* indexLast,
340 const double* boundList);
341
344 virtual void setRowLower( int elementIndex, double elementValue );
345
348 virtual void setRowUpper( int elementIndex, double elementValue );
349
353 virtual void setRowBounds( int elementIndex,
354 double lower, double upper );
355
357 virtual void setRowType(int index, char sense, double rightHandSide,
358 double range);
359
367 virtual void setRowSetBounds(const int* indexFirst,
368 const int* indexLast,
369 const double* boundList);
370
380 virtual void setRowSetTypes(const int* indexFirst,
381 const int* indexLast,
382 const char* senseList,
383 const double* rhsList,
384 const double* rangeList);
386
387 //-------------------------------------------------------------------------
391 virtual void setContinuous(int index);
393 virtual void setInteger(int index);
396 virtual void setContinuous(const int* indices, int len);
399 virtual void setInteger(const int* indices, int len);
401
402 //-------------------------------------------------------------------------
404 virtual void setObjSense(double s);
405
416 virtual void setColSolution(const double * colsol);
417
428 virtual void setRowPrice(const double * rowprice);
429
430 //-------------------------------------------------------------------------
435 using OsiSolverInterface::addCol ;
437 virtual void addCol(const CoinPackedVectorBase& vec,
438 const double collb, const double colub,
439 const double obj);
440
441 using OsiSolverInterface::addCols ;
443 virtual void addCols(const int numcols,
444 const CoinPackedVectorBase * const * cols,
445 const double* collb, const double* colub,
446 const double* obj);
448 virtual void deleteCols(const int num, const int * colIndices);
449
450 using OsiSolverInterface::addRow ;
452 virtual void addRow(const CoinPackedVectorBase& vec,
453 const double rowlb, const double rowub);
455 virtual void addRow(const CoinPackedVectorBase& vec,
456 const char rowsen, const double rowrhs,
457 const double rowrng);
458
459 using OsiSolverInterface::addRows ;
461 virtual void addRows(const int numrows,
462 const CoinPackedVectorBase * const * rows,
463 const double* rowlb, const double* rowub);
465 virtual void addRows(const int numrows,
466 const CoinPackedVectorBase * const * rows,
467 const char* rowsen, const double* rowrhs,
468 const double* rowrng);
470 virtual void deleteRows(const int num, const int * rowIndices);
471
472 #if 0
473 // ??? implemented in OsiSolverInterface
474 //-----------------------------------------------------------------------
496 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
497 double effectivenessLb = 0.0);
498 #endif
499
500
501
502 //---------------------------------------------------------------------------
503
517 virtual void loadProblem(const CoinPackedMatrix& matrix,
518 const double* collb, const double* colub,
519 const double* obj,
520 const double* rowlb, const double* rowub);
521
529 virtual void assignProblem(CoinPackedMatrix*& matrix,
530 double*& collb, double*& colub, double*& obj,
531 double*& rowlb, double*& rowub);
532
545 virtual void loadProblem(const CoinPackedMatrix& matrix,
546 const double* collb, const double* colub,
547 const double* obj,
548 const char* rowsen, const double* rowrhs,
549 const double* rowrng);
550
558 virtual void assignProblem(CoinPackedMatrix*& matrix,
559 double*& collb, double*& colub, double*& obj,
560 char*& rowsen, double*& rowrhs,
561 double*& rowrng);
562
565 virtual void loadProblem(const int numcols, const int numrows,
566 const int* start, const int* index,
567 const double* value,
568 const double* collb, const double* colub,
569 const double* obj,
570 const double* rowlb, const double* rowub);
571
574 virtual void loadProblem(const int numcols, const int numrows,
575 const int* start, const int* index,
576 const double* value,
577 const double* collb, const double* colub,
578 const double* obj,
579 const char* rowsen, const double* rowrhs,
580 const double* rowrng);
581
582 using OsiSolverInterface::readMps ;
584 virtual int readMps(const char *filename,
585 const char *extension = "mps");
586
591 virtual void writeMps(const char *filename,
592 const char *extension = "mps",
593 double objSense=0.0) const;
594
596
604 void passInMessageHandler(CoinMessageHandler * handler);
606
607 //---------------------------------------------------------------------------
608
614 enum keepCachedFlag
615 {
617 KEEPCACHED_NONE = 0,
619 KEEPCACHED_COLUMN = 1,
621 KEEPCACHED_ROW = 2,
623 KEEPCACHED_MATRIX = 4,
625 KEEPCACHED_RESULTS = 8,
627 KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
629 KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
631 FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN,
633 FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW,
635 FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX,
637 FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS
638 };
639 CPXLPptr getLpPtr( int keepCached = KEEPCACHED_NONE );
640
642 CPXENVptr getEnvironmentPtr();
645
647 const char* getCtype() const;
648
651 OsiCpxSolverInterface();
653
655 virtual OsiSolverInterface * clone(bool copyData = true) const;
656
658 OsiCpxSolverInterface( const OsiCpxSolverInterface& );
659
661 OsiCpxSolverInterface& operator=( const OsiCpxSolverInterface& rhs );
662
664 virtual ~OsiCpxSolverInterface();
665
667 virtual void reset();
669
670 /***************************************************************************/
690
694 virtual int canDoSimplexInterface() const;
695
696 using OsiSolverInterface::enableSimplexInterface ;
700 virtual void enableSimplexInterface(int doingPrimal) {};
701
705 virtual void disableSimplexInterface() {};
706
710 virtual void enableFactorization() const {};
711
715 virtual void disableFactorization() const {};
716
718 virtual bool basisIsAvailable() const;
719
723 virtual void getBasisStatus(int* cstat, int* rstat) const;
724
726 virtual void getBInvARow(int row, double* z, double * slack=NULL) const;
727
729 virtual void getBInvRow(int row, double* z) const;
730
732 virtual void getBInvACol(int col, double* vec) const;
733
735 virtual void getBInvCol(int col, double* vec) const;
736
742 virtual void getBasics(int* index) const;
744 void switchToLP();
745
747 void switchToMIP();
748
750 /***************************************************************************/
751
752 protected:
753
755 CPXLPptr getMutableLpPtr() const;
756
758 CPXENVptr getMutableEnvironmentPtr() const;
759
762 virtual void applyRowCut( const OsiRowCut & rc );
764
768 virtual void applyColCut( const OsiColCut & cc );
770
771 private:
774 void resizeColType( int minsize );
776
778 void freeColType();
780
781
784
786 void gutsOfCopy( const OsiCpxSolverInterface & source );
787
789 void gutsOfConstructor();
790
792 void gutsOfDestructor();
793
795 void freeCachedColRim();
796
798 void freeCachedRowRim();
799
801 void freeCachedResults();
802
804 void freeCachedMatrix();
805
807 void freeCachedData( int keepCached = KEEPCACHED_NONE );
808
810 void freeAllMemory();
811
813
814
817 mutable CPXENVptr env_;
820 mutable CPXLPptr lp_;
821
823 int *hotStartCStat_;
824 int hotStartCStatSize_;
825 int *hotStartRStat_;
826 int hotStartRStatSize_;
827 int hotStartMaxIteration_;
828
831 mutable double *obj_;
833
835 mutable double *collower_;
836
838 mutable double *colupper_;
839
841 mutable char *rowsense_;
842
844 mutable double *rhs_;
845
847 mutable double *rowrange_;
848
850 mutable double *rowlower_;
851
853 mutable double *rowupper_;
854
856 mutable double *colsol_;
857
859 mutable double *rowsol_;
860
862 mutable double *redcost_;
863
865 mutable double *rowact_;
866
868 mutable CoinPackedMatrix *matrixByRow_;
869
871 mutable CoinPackedMatrix *matrixByCol_;
873
876 char *coltype_;
878
880 int coltypesize_;
881
883 mutable bool probtypemip_;
884
886 bool domipstart;
887
889 bool disableadvbasis;
890
892 };
893
894 //#############################################################################
896 void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
897
898 #endif
OsiCpxSolverInterface::FREECACHED_MATRIX
free only cached matrix and LP solution information
Definition: OsiCpxSolverInterface.hpp:635
OsiCpxSolverInterface::KEEPCACHED_MATRIX
problem matrix: matrix ordered by column and by row
Definition: OsiCpxSolverInterface.hpp:623
OsiSolverInterface::readMps
virtual int readMps(const char *filename, const char *extension="mps")
Read a problem in MPS format from the given filename.
OsiCpxSolverInterface::isProvenDualInfeasible
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
OsiCpxSolverInterface::freeCachedRowRim
void freeCachedRowRim()
free cached row rim vectors
OsiCpxSolverInterface::KEEPCACHED_NONE
discard all cached data (default)
Definition: OsiCpxSolverInterface.hpp:617
OsiCpxSolverInterface::keepCachedFlag
keepCachedFlag
Get pointer to CPLEX model and free all specified cached data entries (combined with logical or-opera...
Definition: OsiCpxSolverInterface.hpp:614
OsiCpxSolverInterface::getMipStart
bool getMipStart() const
Definition: OsiCpxSolverInterface.hpp:78
OsiCpxSolverInterface::isIterationLimitReached
virtual bool isIterationLimitReached() const
Iteration limit reached?
OsiCpxSolverInterface::addRows
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
Add a set of rows (constraints) to the problem.
OsiCpxSolverInterface::passInMessageHandler
void passInMessageHandler(CoinMessageHandler *handler)
Pass in a message handler It is the client&#39;s responsibility to destroy a message handler installed by...
OsiCpxSolverInterface::getRowUpper
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
OsiCpxSolverInterface::rowlower_
double * rowlower_
Pointer to dense vector of row lower bounds.
Definition: OsiCpxSolverInterface.hpp:850
OsiCpxSolverInterface::gutsOfCopy
void gutsOfCopy(const OsiCpxSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
OsiCpxSolverInterface::getObjCoefficients
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
OsiCpxSolverInterface::lp_
CPXLPptr lp_
CPLEX model represented by this class instance.
Definition: OsiCpxSolverInterface.hpp:820
OsiCpxSolverInterface::isProvenOptimal
virtual bool isProvenOptimal() const
Is optimality proven?
OsiCpxSolverInterface::freeCachedMatrix
void freeCachedMatrix()
free cached matrices
OsiCpxSolverInterface::setRowLower
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
OsiCpxSolverInterface::getBInvARow
virtual void getBInvARow(int row, double *z, double *slack=NULL) const
Get a row of the tableau (slack part in slack if not NULL)
OsiCpxSolverInterface::domipstart
bool domipstart
Whether to pass a column solution to CPLEX before starting MIP solve (copymipstart) ...
Definition: OsiCpxSolverInterface.hpp:886
OsiCpxSolverInterface::getNumElements
virtual int getNumElements() const
Get number of nonzero elements.
OsiCpxSolverInterface::rowupper_
double * rowupper_
Pointer to dense vector of row upper bounds.
Definition: OsiCpxSolverInterface.hpp:853
OsiSolverInterface::isIntegerNonBinary
virtual bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
OsiCpxSolverInterface::getWarmStart
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
OsiCpxSolverInterface::KEEPCACHED_RESULTS
LP solution: primal and dual solution, reduced costs, row activities.
Definition: OsiCpxSolverInterface.hpp:625
OsiSolverInterface::setColLower
virtual void setColLower(int elementIndex, double elementValue)=0
Set a single column lower bound.
OsiCpxSolverInterface::setColSolution
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
OsiCpxSolverInterface::getMutableLpPtr
CPXLPptr getMutableLpPtr() const
Get LP Pointer for const methods.
OsiCpxSolverInterface::isProvenPrimalInfeasible
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
OsiCpxSolverInterface::addRow
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
OsiCpxSolverInterface::unmarkHotStart
virtual void unmarkHotStart()
Delete the snapshot.
OsiCpxSolverInterface::OsiCpxSolverInterface
OsiCpxSolverInterface()
Default Constructor.
OsiCpxSolverInterfaceUnitTest
void OsiCpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiCpxSolverInterface class.
OsiCpxSolverInterface::setWarmStart
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
OsiCpxSolverInterface::disableSimplexInterface
virtual void disableSimplexInterface()
Useless function, defined only for compatibility with OsiSimplexInterface.
Definition: OsiCpxSolverInterface.hpp:705
OsiDblParam
OsiDblParam
Definition: OsiSolverParameters.hpp:52
OsiCpxSolverInterface::enableFactorization
virtual void enableFactorization() const
Useless function, defined only for compatibility with OsiSimplexInterface.
Definition: OsiCpxSolverInterface.hpp:710
OsiCpxSolverInterface::setObjCoeffSet
virtual void setObjCoeffSet(const int *indexFirst, const int *indexLast, const double *coeffList)
Set a a set of objective function coefficients.
OsiCpxSolverInterface::hotStartMaxIteration_
int hotStartMaxIteration_
Definition: OsiCpxSolverInterface.hpp:827
OsiCpxSolverInterface::isAbandoned
virtual bool isAbandoned() const
Are there a numerical difficulties?
OsiCpxSolverInterface::readMps
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
OsiCpxSolverInterface::getInfinity
virtual double getInfinity() const
Get solver&#39;s value for infinity.
OsiCpxSolverInterface::getRowLower
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
OsiCpxSolverInterface::deleteRows
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
OsiCpxSolverInterface::loadProblem
virtual void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper...
OsiCuts
Collections of row cuts and column cuts.
Definition: OsiCuts.hpp:19
OsiColCut
Column Cut Class.
Definition: OsiColCut.hpp:23
OsiCpxSolverInterface::isPrimalObjectiveLimitReached
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
OsiCpxSolverInterface::setRowPrice
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
OsiCpxSolverInterface::getIterationCount
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever &quot;iteration&quot; mean to the solver...
OsiSolverInterface::setColUpper
virtual void setColUpper(int elementIndex, double elementValue)=0
Set a single column upper bound.
OsiSolverInterface::enableSimplexInterface
virtual void enableSimplexInterface(bool doingPrimal)
Enables normal operation of subsequent functions.
OsiCpxSolverInterface::gutsOfConstructor
void gutsOfConstructor()
The real work of the constructor.
OsiCpxSolverInterface::freeColType
void freeColType()
frees colsize_ vector
OsiCpxSolverInterface::setRowBounds
virtual void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound The default implementation just invokes setRowLower() and set...
OsiCpxSolverInterface::disableadvbasis
bool disableadvbasis
Whether to disable use of advanced basis (if given)
Definition: OsiCpxSolverInterface.hpp:889
CoinMessageHandler
Base class for message handling.
Definition: CoinMessageHandler.hpp:327
OsiCpxSolverInterface::KEEPCACHED_ROW
row information: right hand sides, ranges and senses, lower and upper bounds for row ...
Definition: OsiCpxSolverInterface.hpp:621
OsiSolverInterface::isInteger
virtual bool isInteger(int colIndex) const
Return true if the variable is integer.
OsiCpxSolverInterface::coltype_
char * coltype_
Pointer to dense vector of variable types (continous, binary, integer)
Definition: OsiCpxSolverInterface.hpp:877
OsiCpxSolverInterface::matrixByCol_
CoinPackedMatrix * matrixByCol_
Pointer to row-wise copy of problem matrix coefficients.
Definition: OsiCpxSolverInterface.hpp:871
OsiSolverInterface::addCol
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)=0
Add a column (primal variable) to the problem.
OsiSolverInterface
Abstract Base Class for describing an interface to a solver.
Definition: OsiSolverInterface.hpp:62
OsiCpxSolverInterface::branchAndBound
virtual void branchAndBound()
Invoke solver&#39;s built-in enumeration algorithm.
OsiCpxSolverInterface::assignProblem
virtual void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub)
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by l...
OsiCpxSolverInterface::isDualObjectiveLimitReached
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
OsiCpxSolverInterface::setColLower
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
CoinPackedVectorBase
Abstract base class for various sparse vectors.
Definition: CoinPackedVectorBase.hpp:23
OsiSolverInterface::getFractionalIndices
virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05) const
Get vector of indices of primal variables which are integer variables but have fractional values in t...
OsiCpxSolverInterface::~OsiCpxSolverInterface
virtual ~OsiCpxSolverInterface()
Destructor.
OsiCpxSolverInterface::switchToLP
void switchToLP()
switches CPLEX to prob type LP
OsiCpxSolverInterface::redcost_
double * redcost_
Pointer to reduced cost vector.
Definition: OsiCpxSolverInterface.hpp:862
OsiCpxSolverInterface::setObjSense
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
OsiCpxSolverInterface::rowrange_
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) ...
Definition: OsiCpxSolverInterface.hpp:847
OsiCpxSolverInterface::rowsol_
double * rowsol_
Pointer to dual solution vector.
Definition: OsiCpxSolverInterface.hpp:859
OsiCpxSolverInterface::OsiCpxSolverInterfaceUnitTest
friend void OsiCpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiCpxSolverInterface class.
OsiCpxSolverInterface::hotStartRStat_
int * hotStartRStat_
Definition: OsiCpxSolverInterface.hpp:825
OsiCpxSolverInterface::getColSolution
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
OsiCpxSolverInterface::colsol_
double * colsol_
Pointer to primal solution vector.
Definition: OsiCpxSolverInterface.hpp:856
OsiVectorInt
std::vector< int > OsiVectorInt
Vector of int.
Definition: OsiCollections.hpp:22
OsiSolverInterface::addRows
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
Add a set of rows (constraints) to the problem.
OsiCpxSolverInterface::disableFactorization
virtual void disableFactorization() const
Useless function, defined only for compatibility with OsiSimplexInterface.
Definition: OsiCpxSolverInterface.hpp:715
OsiCpxSolverInterface::hotStartCStatSize_
int hotStartCStatSize_
Definition: OsiCpxSolverInterface.hpp:824
CPXLPptr
struct cpxlp * CPXLPptr
Definition: OsiCpxSolverInterface.hpp:21
OsiCpxSolverInterface::setIntParam
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
OsiCpxSolverInterface::solveFromHotStart
virtual void solveFromHotStart()
Optimize starting from the hotstart.
OsiCpxSolverInterface::deleteCols
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
OsiCpxSolverInterface::probtypemip_
bool probtypemip_
Stores whether CPLEX&#39; prob type is currently set to MIP.
Definition: OsiCpxSolverInterface.hpp:883
OsiCpxSolverInterface::gutsOfDestructor
void gutsOfDestructor()
The real work of the destructor.
OsiCpxSolverInterface::getEnvironmentPtr
CPXENVptr getEnvironmentPtr()
Method to access CPLEX environment pointer.
OsiCpxSolverInterface::canDoSimplexInterface
virtual int canDoSimplexInterface() const
Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none...
OsiStrParam
OsiStrParam
Definition: OsiSolverParameters.hpp:88
OsiCpxSolverInterface::hotStartCStat_
int * hotStartCStat_
Hotstart information.
Definition: OsiCpxSolverInterface.hpp:823
OsiCpxSolverInterface::getBasics
virtual void getBasics(int *index) const
Get indices of the pivot variable in each row (order of indices corresponds to the order of elements ...
OsiCpxSolverInterface::getEmptyWarmStart
CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
OsiCpxSolverInterface::setColSetBounds
virtual void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously The default implementation just invokes setColl...
OsiCpxSolverInterface::setObjCoeff
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
OsiCpxSolverInterface::getStrParam
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
OsiCpxSolverInterface::getMutableEnvironmentPtr
CPXENVptr getMutableEnvironmentPtr() const
Get Environment Pointer for const methods.
OsiCpxSolverInterface::setMipStart
void setMipStart(bool value)
Definition: OsiCpxSolverInterface.hpp:76
OsiCpxSolverInterface::getMatrixByRow
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
OsiCpxSolverInterface::freeCachedData
void freeCachedData(int keepCached=KEEPCACHED_NONE)
free all cached data (except specified entries, see getLpPtr())
OsiSolverInterface::addCols
virtual void addCols(const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj)
Add a set of columns (primal variables) to the problem.
OsiSolverInterface::isBinary
virtual bool isBinary(int colIndex) const
Return true if the variable is binary.
OsiCpxSolverInterface::writeMps
virtual void writeMps(const char *filename, const char *extension="mps", double objSense=0.0) const
Write the problem into an mps file of the given filename.
OsiCpxSolverInterface::getMatrixByCol
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
OsiCpxSolverInterface::setColBounds
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower() and ...
OsiCpxSolverInterface::applyColCut
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
OsiCpxSolverInterface::setColUpper
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
OsiCpxSolverInterface::setInteger
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
OsiCpxSolverInterface::setRowSetBounds
virtual void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously The default implementation just invokes setRowLowe...
OsiCpxSolverInterface::env_
CPXENVptr env_
CPLEX environment used in this class instance.
Definition: OsiCpxSolverInterface.hpp:818
OsiCpxSolverInterface::reset
virtual void reset()
Resets as if default constructor.
OsiRowCut
Row Cut Class.
Definition: OsiRowCut.hpp:29
OsiCpxSolverInterface::getLpPtr
CPXLPptr getLpPtr(int keepCached=KEEPCACHED_NONE)
OsiCpxSolverInterface::getRowActivity
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
OsiCpxSolverInterface::FREECACHED_COLUMN
free only cached column and LP solution information
Definition: OsiCpxSolverInterface.hpp:631
OsiCpxSolverInterface::matrixByRow_
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
Definition: OsiCpxSolverInterface.hpp:868
OsiSolverInterface::applyCuts
virtual ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
CoinPackedMatrix
Sparse Matrix Base Class.
Definition: CoinPackedMatrix.hpp:79
OsiCpxSolverInterface::operator=
OsiCpxSolverInterface & operator=(const OsiCpxSolverInterface &rhs)
Assignment operator.
OsiRowCut.hpp
OsiCpxSolverInterface::getObjValue
virtual double getObjValue() const
Get objective function value.
OsiCpxSolverInterface
CPLEX Solver Interface.
Definition: OsiCpxSolverInterface.hpp:29
OsiCpxSolverInterface::getBInvCol
virtual void getBInvCol(int col, double *vec) const
Get a column of the basis inverse.
OsiCpxSolverInterface::getBasisStatus
virtual void getBasisStatus(int *cstat, int *rstat) const
Returns a basis status of the structural/artificial variables At present as warm start i...
OsiCpxSolverInterface::resizeColType
void resizeColType(int minsize)
resizes coltype_ vector to be able to store at least minsize elements
OsiCpxSolverInterface::getCtype
const char * getCtype() const
return a vector of variable types (continous, binary, integer)
OsiCpxSolverInterface::getRowSense
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
OsiCpxSolverInterface::markHotStart
virtual void markHotStart()
Create a hotstart point of the optimization process.
OsiSolverInterface.hpp
OsiCpxSolverInterface::getIntParam
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
OsiSolverInterface::isFreeBinary
virtual bool isFreeBinary(int colIndex) const
Return true if the variable is binary and not fixed.
OsiCpxSolverInterface::getColLower
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
OsiCpxSolverInterface::KEEPCACHED_COLUMN
column information: objective values, lower and upper bounds, variable types
Definition: OsiCpxSolverInterface.hpp:619
OsiCpxSolverInterface::switchToMIP
void switchToMIP()
switches CPLEX to prob type MIP
OsiCpxSolverInterface::applyRowCut
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
OsiCpxSolverInterface::getBInvRow
virtual void getBInvRow(int row, double *z) const
Get a row of the basis inverse.
OsiCpxSolverInterface::resolve
virtual void resolve()
Resolve an LP relaxation after problem modification.
OsiCpxSolverInterface::getColUpper
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
OsiCpxSolverInterface::rowsense_
char * rowsense_
Pointer to dense vector of row sense indicators.
Definition: OsiCpxSolverInterface.hpp:841
OsiCpxSolverInterface::freeCachedColRim
void freeCachedColRim()
free cached column rim vectors
OsiColCut.hpp
OsiCpxSolverInterface::enableSimplexInterface
virtual void enableSimplexInterface(int doingPrimal)
Useless function, defined only for compatibility with OsiSimplexInterface.
Definition: OsiCpxSolverInterface.hpp:700
OsiCpxSolverInterface::initialSolve
virtual void initialSolve()
Solve initial LP relaxation.
OsiCpxSolverInterface::getRightHandSide
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
OsiCpxSolverInterface::getDblParam
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
OsiCpxSolverInterface::getBInvACol
virtual void getBInvACol(int col, double *vec) const
Get a column of the tableau.
OsiCpxSolverInterface::getDualRays
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
OsiCpxSolverInterface::setRowType
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
OsiCpxSolverInterface::getNumRows
virtual int getNumRows() const
Get number of rows.
CoinWarmStartBasis.hpp
OsiCpxSolverInterface::colupper_
double * colupper_
Pointer to dense vector of variable lower bounds.
Definition: OsiCpxSolverInterface.hpp:838
OsiCpxSolverInterface::setRowUpper
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
OsiIntParam
OsiIntParam
Definition: OsiSolverParameters.hpp:8
OsiCpxSolverInterface::getObjSense
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
OsiCpxSolverInterface::setContinuous
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
OsiSolverInterface::addRow
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)=0
Add a row (constraint) to the problem.
OsiCpxSolverInterface::basisIsAvailable
virtual bool basisIsAvailable() const
Returns true if a basis is available.
OsiCpxSolverInterface::coltypesize_
int coltypesize_
Size of allocated memory for coltype_.
Definition: OsiCpxSolverInterface.hpp:880
OsiCpxSolverInterface::freeAllMemory
void freeAllMemory()
free all allocated memory
OsiCpxSolverInterface::getRowRange
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
OsiCpxSolverInterface::FREECACHED_ROW
free only cached row and LP solution information
Definition: OsiCpxSolverInterface.hpp:633
OsiCpxSolverInterface::getReducedCost
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
OsiCpxSolverInterface::getRowPrice
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
OsiCpxSolverInterface::setRowSetTypes
virtual void setRowSetTypes(const int *indexFirst, const int *indexLast, const char *senseList, const double *rhsList, const double *rangeList)
Set the type of a number of rows simultaneously The default implementation just invokes setRowType()...
OsiCpxSolverInterface::addCols
virtual void addCols(const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj)
Add a set of columns (primal variables) to the problem.
OsiCpxSolverInterface::isContinuous
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
OsiCpxSolverInterface::clone
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
OsiCpxSolverInterface::hotStartRStatSize_
int hotStartRStatSize_
Definition: OsiCpxSolverInterface.hpp:826
CoinWarmStart
Abstract base class for warm start information.
Definition: CoinWarmStart.hpp:21
OsiCpxSolverInterface::getNumCols
virtual int getNumCols() const
Get number of columns.
OsiCpxSolverInterface::FREECACHED_RESULTS
free only cached LP solution information
Definition: OsiCpxSolverInterface.hpp:637
OsiCpxSolverInterface::setDblParam
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
OsiCpxSolverInterface::rhs_
double * rhs_
Pointer to dense vector of row right-hand side values.
Definition: OsiCpxSolverInterface.hpp:844
OsiCpxSolverInterface::rowact_
double * rowact_
Pointer to row activity (slack) vector.
Definition: OsiCpxSolverInterface.hpp:865
OsiCpxSolverInterface::KEEPCACHED_PROBLEM
only discard cached LP solution
Definition: OsiCpxSolverInterface.hpp:627
OsiCpxSolverInterface::addCol
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
CPXENVptr
struct cpxenv * CPXENVptr
Definition: OsiCpxSolverInterface.hpp:22
OsiCpxSolverInterface::obj_
double * obj_
Pointer to objective vector.
Definition: OsiCpxSolverInterface.hpp:832
OsiCpxSolverInterface::collower_
double * collower_
Pointer to dense vector of variable lower bounds.
Definition: OsiCpxSolverInterface.hpp:835
OsiCpxSolverInterface::setStrParam
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
OsiCpxSolverInterface::freeCachedResults
void freeCachedResults()
free cached result vectors
OsiCpxSolverInterface::KEEPCACHED_ALL
keep all cached data (similar to getMutableLpPtr())
Definition: OsiCpxSolverInterface.hpp:629
OsiCpxSolverInterface::getPrimalRays
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.