// $Id$ // Copyright (C) 2001, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). #if defined(_MSC_VER) // Turn off compiler warning about long names # pragma warning(disable:4786) #endif #include #include #include "CoinHelperFunctions.hpp" #include "CoinMpsIO.hpp" #include "OsiVolSolverInterface.hpp" //############################################################################# void OsiVolSolverInterface::initFromRlbRub(const int rownum, const double* rowlb, const double* rowub) { if (maxNumrows_ > 0) { rowRimAllocator_(); if (rowub) { CoinDisjointCopyN(rowub, rownum, rowupper_); } else { CoinFillN(rowupper_, rownum, OsiVolInfinity); } if (rowlb) { CoinDisjointCopyN(rowlb, rownum, rowlower_); } else { CoinFillN(rowlower_, rownum, -OsiVolInfinity); } // Set the initial dual solution CoinFillN(rowprice_, rownum, 0.0); convertBoundsToSenses_(); } } //############################################################################# void OsiVolSolverInterface::initFromRhsSenseRange(const int rownum, const char* rowsen, const double* rowrhs, const double* rowrng) { if (maxNumrows_ > 0) { rowRimAllocator_(); if (rowsen) { CoinDisjointCopyN(rowsen, rownum, rowsense_); } else { CoinFillN(rowsense_, rownum, 'G'); } if (rowrhs) { CoinDisjointCopyN(rowrhs, rownum, rhs_); } else { CoinFillN(rhs_, rownum, 0.0); } if (rowrng) { CoinDisjointCopyN(rowrng, rownum, rowrange_); } else { CoinFillN(rowrange_, rownum, 0.0); } // Set the initial dual solution CoinFillN(rowprice_, rownum, 0.0); convertSensesToBounds_(); } } //############################################################################# void OsiVolSolverInterface::initFromClbCubObj(const int colnum, const double* collb, const double* colub, const double* obj) { if (maxNumcols_ > 0) { colRimAllocator_(); if (colub) { CoinDisjointCopyN(colub, colnum, colupper_); } else { CoinFillN(colupper_, colnum, OsiVolInfinity); } if (collb) { CoinDisjointCopyN(collb, colnum, collower_); } else { CoinFillN(collower_, colnum, 0.0); } CoinFillN(continuous_,colnum,true); if (obj) { CoinDisjointCopyN(obj, colnum, objcoeffs_); } else { CoinFillN(objcoeffs_, colnum, 0.0); } int c; for ( c=0; c((1+colMatrix_.getExtraGap()) * colMatrix_.getMinorDim()); } else { rowMatrix_.setExtraGap(matrix.getExtraGap()); rowMatrix_.setExtraMajor(matrix.getExtraMajor()); rowMatrix_ = matrix; rowMatrixCurrent_ = true; colMatrixCurrent_ = false; maxNumcols_ = static_cast((1+rowMatrix_.getExtraGap()) * rowMatrix_.getMinorDim()); maxNumrows_ = rowMatrix_.getMaxMajorDim(); } initFromRlbRub(rownum, rowlb, rowub); initFromClbCubObj(colnum, collb, colub, obj); } //----------------------------------------------------------------------- void OsiVolSolverInterface::assignProblem(CoinPackedMatrix*& matrix, double*& collb, double*& colub, double*& obj, double*& rowlb, double*& rowub) { gutsOfDestructor_(); const int rownum = matrix->getNumRows(); const int colnum = matrix->getNumCols(); maxNumcols_ = colnum; maxNumrows_ = rownum; if (matrix->isColOrdered()) { colMatrix_.swap(*matrix); colMatrixCurrent_ = true; rowMatrixCurrent_ = false; } else { rowMatrix_.swap(*matrix); rowMatrixCurrent_ = true; colMatrixCurrent_ = false; } delete matrix; matrix = 0; rowupper_ = rowub; rowub = 0; rowlower_ = rowlb; rowlb = 0; colupper_ = colub; colub = 0; collower_ = collb; collb = 0; objcoeffs_ = obj; obj = 0; if (maxNumrows_ > 0) { if (!rowupper_) { rowupper_ = new double[maxNumrows_]; CoinFillN(rowupper_, rownum, OsiVolInfinity); } if (!rowlower_) { rowlower_ = new double[maxNumrows_]; CoinFillN(rowlower_, rownum, -OsiVolInfinity); } rowsense_ = new char[maxNumrows_]; rhs_ = new double[maxNumrows_]; rowrange_ = new double[maxNumrows_]; rowprice_ = new double[maxNumrows_]; lhs_ = new double[maxNumrows_]; // Set the initial dual solution CoinFillN(rowprice_, rownum, 0.0); convertBoundsToSenses_(); } if (maxNumcols_ > 0) { if (!colupper_) { colupper_ = new double[maxNumcols_]; CoinFillN(colupper_, colnum, OsiVolInfinity); } if (!collower_) { collower_ = new double[maxNumcols_]; CoinFillN(collower_, colnum, -OsiVolInfinity); } if (!objcoeffs_) { objcoeffs_ = new double[maxNumcols_]; CoinFillN(objcoeffs_, colnum, -OsiVolInfinity); } colsol_ = new double[maxNumcols_]; int c; for ( c=0; c((1+colMatrix_.getExtraGap()) * colMatrix_.getMinorDim()); } else { rowMatrix_ = matrix; rowMatrixCurrent_ = true; colMatrixCurrent_ = false; maxNumcols_ = static_cast((1+rowMatrix_.getExtraGap()) * rowMatrix_.getMinorDim()); maxNumrows_ = rowMatrix_.getMaxMajorDim(); } initFromRhsSenseRange(rownum, rowsen, rowrhs, rowrng); initFromClbCubObj(colnum, collb, colub, obj); } //----------------------------------------------------------------------- void OsiVolSolverInterface::assignProblem(CoinPackedMatrix*& matrix, double*& collb, double*& colub, double*& obj, char*& rowsen, double*& rowrhs, double*& rowrng) { gutsOfDestructor_(); const int rownum = matrix->getNumRows(); const int colnum = matrix->getNumCols(); maxNumcols_ = colnum; maxNumrows_ = rownum; if (matrix->isColOrdered()) { colMatrix_.swap(*matrix); colMatrixCurrent_ = true; rowMatrixCurrent_ = false; } else { rowMatrix_.swap(*matrix); rowMatrixCurrent_ = true; colMatrixCurrent_ = false; } delete matrix; matrix = 0; rowsense_ = rowsen; rowsen = 0; rhs_ = rowrhs; rowrhs = 0; rowrange_ = rowrng; rowrng = 0; colupper_ = colub; colub = 0; collower_ = collb; collb = 0; objcoeffs_ = obj; obj = 0; if (maxNumrows_ > 0) { if (!rowsense_) { rowsense_ = new char[maxNumrows_]; CoinFillN(rowsense_, rownum, 'G'); } if (!rhs_) { rhs_ = new double[maxNumrows_]; CoinFillN(rhs_, rownum, 0.0); } if (!rowrange_) { rowrange_ = new double[maxNumrows_]; CoinFillN(rowrange_, rownum, 0.0); } rowlower_ = new double[maxNumrows_]; rowupper_ = new double[maxNumrows_]; rowprice_ = new double[maxNumrows_]; lhs_ = new double[maxNumrows_]; // Set the initial dual solution CoinFillN(rowprice_, rownum, 0.0); convertSensesToBounds_(); } if (maxNumcols_ > 0) { if (!colupper_) { colupper_ = new double[maxNumcols_]; CoinFillN(colupper_, colnum, OsiVolInfinity); } if (!collower_) { collower_ = new double[maxNumcols_]; CoinFillN(collower_, colnum, -OsiVolInfinity); } if (!objcoeffs_) { objcoeffs_ = new double[maxNumcols_]; CoinFillN(objcoeffs_, colnum, -OsiVolInfinity); } colsol_ = new double[maxNumcols_]; int c; for ( c=0; c((1+colMatrix_.getExtraGap()) * colMatrix_.getMinorDim()); initFromRlbRub(numrows, rowlb, rowub); initFromClbCubObj(numcols, collb, colub, obj); } //----------------------------------------------------------------------- void OsiVolSolverInterface::loadProblem(const int numcols, const int numrows, const int* start, const int* index, const double* value, const double* collb, const double* colub, const double* obj, const char* rowsen, const double* rowrhs, const double* rowrng) { gutsOfDestructor_(); colMatrix_.copyOf(true, numrows, numcols, start[numcols], value, index, start, 0); colMatrixCurrent_ = true; rowMatrixCurrent_ = false; maxNumcols_ = colMatrix_.getMaxMajorDim(); maxNumrows_ = static_cast((1+colMatrix_.getExtraGap()) * colMatrix_.getMinorDim()); initFromRhsSenseRange(numrows, rowsen, rowrhs, rowrng); initFromClbCubObj(numcols, collb, colub, obj); } //----------------------------------------------------------------------- int OsiVolSolverInterface::readMps(const char *filename, const char *extension) { CoinMpsIO reader; reader.setInfinity(getInfinity()); int retVal = reader.readMps(filename, extension); loadProblem(*reader.getMatrixByCol(), reader.getColLower(), reader.getColUpper(), reader.getObjCoefficients(), reader.getRowLower(), reader.getRowUpper()); int nc = getNumCols(); assert (continuous_); CoinFillN(continuous_, nc, true); return retVal; } //----------------------------------------------------------------------- void OsiVolSolverInterface::writeMps(const char *filename, const char *extension, double /*objSense*/) const { CoinMpsIO writer; writer.setMpsData(*getMatrixByCol(), getInfinity(), getColLower(), getColUpper(), getObjCoefficients(), NULL /*integrality*/, getRowLower(), getRowUpper(), NULL /*colnam*/, NULL /*rownam*/); std::string fname = filename; if (extension) { if (extension[0] != '\0' && extension[0] != '.') fname += "." ; } fname += extension; writer.writeMps(fname.c_str()); }