Osi 0.108.10
Loading...
Searching...
No Matches
OsiSpxSolverInterface.hpp
Go to the documentation of this file.
1//-----------------------------------------------------------------------------
2// name: OSI Interface for SoPlex >= 1.4.2c
3// authors: Tobias Pfender
4// Ambros Gleixner
5// Wei Huang
6// Konrad-Zuse-Zentrum Berlin (Germany)
7// email: pfender@zib.de
8// date: 01/16/2002
9// license: this file may be freely distributed under the terms of the EPL
10//-----------------------------------------------------------------------------
11// Copyright (C) 2002, Tobias Pfender, International Business Machines
12// Corporation and others. All Rights Reserved.
13// Last edit: $Id$
14
15#ifndef OsiSpxSolverInterface_H
16#define OsiSpxSolverInterface_H
17
18#include <string>
20#include "CoinWarmStartBasis.hpp"
21
22#ifndef _SOPLEX_H_
23/* forward declarations so the header can be compiled without having to include soplex.h
24 * however, these declaration work only for SoPlex < 2.0, so we do them only if soplex.h hasn't been included already
25 */
26namespace soplex {
27class DIdxSet;
28class DVector;
29class SPxOut;
30class SoPlex;
31}
32#endif
33
38 friend void OsiSpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);
39
40public:
41 //---------------------------------------------------------------------------
44
45 virtual void initialSolve();
46
48 virtual void resolve();
49
51 virtual void branchAndBound();
53
54 //---------------------------------------------------------------------------
70 // Set an integer parameter
71 bool setIntParam(OsiIntParam key, int value);
72 // Set an double parameter
73 bool setDblParam(OsiDblParam key, double value);
74 // Get an integer parameter
75 bool getIntParam(OsiIntParam key, int &value) const;
76 // Get an double parameter
77 bool getDblParam(OsiDblParam key, double &value) const;
78 // Get a string parameter
79 bool getStrParam(OsiStrParam key, std::string &value) const;
80 // Set timelimit
81 void setTimeLimit(double value);
82 // Get timelimit
83 double getTimeLimit() const;
85
86 //---------------------------------------------------------------------------
88
89
90 virtual bool isAbandoned() const;
92 virtual bool isProvenOptimal() const;
94 virtual bool isProvenPrimalInfeasible() const;
96 virtual bool isProvenDualInfeasible() const;
97 // Is the given primal objective limit reached? - use implementation from OsiSolverInterface
99 virtual bool isDualObjectiveLimitReached() const;
101 virtual bool isIterationLimitReached() const;
103 virtual bool isTimeLimitReached() const;
105
106 //---------------------------------------------------------------------------
109
110 inline CoinWarmStart *getEmptyWarmStart() const
111 {
112 return (dynamic_cast< CoinWarmStart * >(new CoinWarmStartBasis()));
113 }
115 virtual CoinWarmStart *getWarmStart() const;
118 virtual bool setWarmStart(const CoinWarmStart *warmstart);
120
121 //---------------------------------------------------------------------------
128
129 virtual void markHotStart();
131 virtual void solveFromHotStart();
133 virtual void unmarkHotStart();
135
136 //---------------------------------------------------------------------------
151
152 virtual int getNumCols() const;
153
155 virtual int getNumRows() const;
156
158 virtual int getNumElements() const;
159
161 virtual const double *getColLower() const;
162
164 virtual const double *getColUpper() const;
165
175 virtual const char *getRowSense() const;
176
185 virtual const double *getRightHandSide() const;
186
195 virtual const double *getRowRange() const;
196
198 virtual const double *getRowLower() const;
199
201 virtual const double *getRowUpper() const;
202
204 virtual const double *getObjCoefficients() const;
205
207 virtual double getObjSense() const;
208
210 virtual bool isContinuous(int colNumber) const;
211
212#if 0
214 virtual bool isBinary(int columnNumber) const;
215
220 virtual bool isInteger(int columnNumber) const;
221
223 virtual bool isIntegerNonBinary(int columnNumber) const;
224
226 virtual bool isFreeBinary(int columnNumber) const;
227#endif
228
230 virtual const CoinPackedMatrix *getMatrixByRow() const;
231
233 virtual const CoinPackedMatrix *getMatrixByCol() const;
234
236 virtual double getInfinity() const;
238
242 virtual const double *getColSolution() const;
243
245 virtual const double *getRowPrice() const;
246
248 virtual const double *getReducedCost() const;
249
252 virtual const double *getRowActivity() const;
253
255 virtual double getObjValue() const;
256
259 virtual int getIterationCount() const;
260
278 virtual std::vector< double * > getDualRays(int maxNumRays,
279 bool fullRay = false) const;
291 virtual std::vector< double * > getPrimalRays(int maxNumRays) const;
292
293#if 0
296 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
297 const;
298#endif
300
301
302 //---------------------------------------------------------------------------
303
306 //-------------------------------------------------------------------------
310 virtual void setObjCoeff(int elementIndex, double elementValue);
311
314 virtual void setColLower(int elementIndex, double elementValue);
315
318 virtual void setColUpper(int elementIndex, double elementValue);
319
323 virtual void setColBounds(int elementIndex,
324 double lower, double upper);
325
326#if 0 // we are using the default implementation of OsiSolverInterface
335 virtual void setColSetBounds(const int* indexFirst,
336 const int* indexLast,
337 const double* boundList);
338#endif
339
342 virtual void setRowLower(int elementIndex, double elementValue);
343
346 virtual void setRowUpper(int elementIndex, double elementValue);
347
351 virtual void setRowBounds(int elementIndex,
352 double lower, double upper);
353
355 virtual void setRowType(int index, char sense, double rightHandSide,
356 double range);
357
358#if 0 // we are using the default implementation of OsiSolverInterface
366 virtual void setRowSetBounds(const int* indexFirst,
367 const int* indexLast,
368 const double* boundList);
369
379 virtual void setRowSetTypes(const int* indexFirst,
380 const int* indexLast,
381 const char* senseList,
382 const double* rhsList,
383 const double* rangeList);
384#endif
386
387 //-------------------------------------------------------------------------
391 virtual void setContinuous(int index);
393 virtual void setInteger(int index);
394#if 0 // we are using the default implementation of OsiSolverInterface
397 virtual void setContinuous(const int* indices, int len);
400 virtual void setInteger(const int* indices, int len);
401#endif
403
404 //-------------------------------------------------------------------------
406 virtual void setObjSense(double s);
407
418 virtual void setColSolution(const double *colsol);
419
430 virtual void setRowPrice(const double *rowprice);
431
432 //-------------------------------------------------------------------------
438 virtual void addCol(const CoinPackedVectorBase &vec,
439 const double collb, const double colub,
440 const double obj);
441
442#if 0 // we are using the default implementation of OsiSolverInterface
444 virtual void addCols(const int numcols,
445 const CoinPackedVectorBase * const * cols,
446 const double* collb, const double* colub,
447 const double* obj);
448#endif
449
451 virtual void deleteCols(const int num, const int *colIndices);
452
454 virtual void addRow(const CoinPackedVectorBase &vec,
455 const double rowlb, const double rowub);
457 virtual void addRow(const CoinPackedVectorBase &vec,
458 const char rowsen, const double rowrhs,
459 const double rowrng);
460
461#if 0 // we are using the default implementation of OsiSolverInterface
463 virtual void addRows(const int numrows,
464 const CoinPackedVectorBase * const * rows,
465 const double* rowlb, const double* rowub);
467 virtual void addRows(const int numrows,
468 const CoinPackedVectorBase * const * rows,
469 const char* rowsen, const double* rowrhs,
470 const double* rowrng);
471#endif
472
474 virtual void deleteRows(const int num, const int *rowIndices);
475
476#if 0 // we are using the default implementation of OsiSolverInterface \
477 //-----------------------------------------------------------------------
499 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
500 double effectivenessLb = 0.0);
501#endif
503
504
505 //---------------------------------------------------------------------------
506
520 virtual void loadProblem(const CoinPackedMatrix &matrix,
521 const double *collb, const double *colub,
522 const double *obj,
523 const double *rowlb, const double *rowub);
524
532 virtual void assignProblem(CoinPackedMatrix *&matrix,
533 double *&collb, double *&colub, double *&obj,
534 double *&rowlb, double *&rowub);
535
548 virtual void loadProblem(const CoinPackedMatrix &matrix,
549 const double *collb, const double *colub,
550 const double *obj,
551 const char *rowsen, const double *rowrhs,
552 const double *rowrng);
553
561 virtual void assignProblem(CoinPackedMatrix *&matrix,
562 double *&collb, double *&colub, double *&obj,
563 char *&rowsen, double *&rowrhs,
564 double *&rowrng);
565
568 virtual void loadProblem(const int numcols, const int numrows,
569 const int *start, const int *index,
570 const double *value,
571 const double *collb, const double *colub,
572 const double *obj,
573 const double *rowlb, const double *rowub);
574
577 virtual void loadProblem(const int numcols, const int numrows,
578 const int *start, const int *index,
579 const double *value,
580 const double *collb, const double *colub,
581 const double *obj,
582 const char *rowsen, const double *rowrhs,
583 const double *rowrng);
584
586 virtual int readMps(const char *filename,
587 const char *extension = "mps");
588
593 virtual void writeMps(const char *filename,
594 const char *extension = "mps",
595 double objSense = 0.0) const;
597
598 //---------------------------------------------------------------------------
599
604
606 virtual OsiSolverInterface *clone(bool copyData = true) const;
607
610
613
617
642 soplex::SoPlex *getLpPtr(int keepCached = KEEPCACHED_NONE);
643
644 soplex::SPxOut *getSPxOut() { return spxout_; }
645
646protected:
650 virtual void applyRowCut(const OsiRowCut &rc);
651
655 virtual void applyColCut(const OsiColCut &cc);
657
661 soplex::SPxOut *spxout_;
663 soplex::SoPlex *soplex_;
665
666private:
669
672
675
678
681
683 void freeCachedData(int keepCached = KEEPCACHED_NONE);
684
688
692 soplex::DIdxSet *spxintvars_;
693
700
704 mutable soplex::DVector *obj_;
705
707 mutable char *rowsense_;
708
710 mutable double *rhs_;
711
713 mutable double *rowrange_;
714
716 mutable soplex::DVector *colsol_;
717
719 mutable soplex::DVector *rowsol_;
720
722 mutable soplex::DVector *redcost_;
723
725 mutable soplex::DVector *rowact_;
726
728 mutable CoinPackedMatrix *matrixByRow_;
729
731 mutable CoinPackedMatrix *matrixByCol_;
733
734};
735
736//#############################################################################
738void OsiSpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);
739
740#endif
741
742/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
743*/
std::vector< int > OsiVectorInt
Vector of int.
void OsiSpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiSpxSolverInterface class.
Column Cut Class.
Definition OsiColCut.hpp:23
Row Cut Class.
Definition OsiRowCut.hpp:29
Abstract Base Class for describing an interface to a solver.
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...
virtual bool isFreeBinary(int colIndex) const
Return true if the variable is binary and not fixed.
virtual bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
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.
virtual bool isBinary(int colIndex) const
Return true if the variable is binary.
virtual void setRowSetTypes(const int *indexFirst, const int *indexLast, const char *senseList, const double *rhsList, const double *rangeList)
Set the type of a set of rows.
virtual bool isInteger(int colIndex) const
Return true if the variable is integer.
SoPlex Solver Interface Instantiation of OsiSpxSolverInterface for SoPlex.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
double getTimeLimit() const
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
virtual void 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)
Just like the other loadProblem() methods except that the matrix is given in a standard column major ...
virtual bool isTimeLimitReached() const
Time limit reached?
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
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...
OsiSpxSolverInterface()
Default Constructor.
virtual int getNumRows() const
Get number of rows.
friend void OsiSpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiSpxSolverInterface class.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
virtual void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range...
soplex::DVector * rowsol_
Pointer to dual solution vector.
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
void freeCachedRowRim()
free cached row rim vectors
virtual bool isIterationLimitReached() const
Iteration limit reached?
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
virtual void markHotStart()
Create a hotstart point of the optimization process.
virtual bool isAbandoned() const
Are there a numerical difficulties?
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
OsiSpxSolverInterface(const OsiSpxSolverInterface &)
Copy constructor.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
soplex::SoPlex * getLpPtr(int keepCached=KEEPCACHED_NONE)
void freeCachedColRim()
free cached column rim vectors
double * rhs_
Pointer to dense vector of row right-hand side values.
soplex::DVector * rowact_
Pointer to row activity (slack) vector.
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
OsiSpxSolverInterface & operator=(const OsiSpxSolverInterface &rhs)
Assignment operator.
CoinWarmStart * getEmptyWarmStart() const
Get empty warm start object.
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
soplex::SoPlex * soplex_
SoPlex solver object.
soplex::DVector * obj_
Pointer to objective Vector.
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
void setTimeLimit(double value)
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
virtual void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound The default implementation just invokes setRowUower and setRo...
char * rowsense_
Pointer to dense vector of row sense indicators.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
void freeCachedData(int keepCached=KEEPCACHED_NONE)
free all cached data (except specified entries, see getLpPtr())
virtual double getInfinity() const
Get solver's value for infinity.
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
virtual void initialSolve()
Solve initial LP relaxation.
virtual int getNumCols() const
Get number of columns.
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
virtual void unmarkHotStart()
Delete the snapshot.
void freeCachedResults()
free cached result vectors
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
soplex::DVector * redcost_
Pointer to reduced cost vector.
virtual void addRow(const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
Add a row (constraint) to the problem.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
soplex::SPxOut * spxout_
SoPlex output object.
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
void freeAllMemory()
free all allocated memory
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
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.
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
virtual void resolve()
Resolve an LP relaxation after problem modification.
soplex::DVector * colsol_
Pointer to primal solution vector.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
void * hotStartCStat_
Hotstart information.
void freeCachedMatrix()
free cached matrices
@ KEEPCACHED_MATRIX
problem matrix: matrix ordered by column and by row
@ KEEPCACHED_ALL
keep all cached data (similar to getMutableLpPtr())
@ FREECACHED_COLUMN
free only cached column and LP solution information
@ FREECACHED_RESULTS
free only cached LP solution information
@ FREECACHED_MATRIX
free only cached matrix and LP solution information
@ KEEPCACHED_PROBLEM
only discard cached LP solution
@ KEEPCACHED_NONE
discard all cached data (default)
@ FREECACHED_ROW
free only cached row and LP solution information
@ KEEPCACHED_ROW
row information: right hand sides, ranges and senses, lower and upper bounds for row
@ KEEPCACHED_RESULTS
LP solution: primal and dual solution, reduced costs, row activities.
@ KEEPCACHED_COLUMN
column information: objective values, lower and upper bounds, variable types
virtual void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by s...
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower and se...
virtual bool isProvenOptimal() const
Is optimality proven?
virtual int getNumElements() const
Get number of nonzero elements.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
CoinPackedMatrix * matrixByCol_
Pointer to row-wise copy of problem matrix coefficients.
virtual double getObjValue() const
Get objective function value.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
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...
virtual void 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 double *rowlb, const double *rowub)
Just like the other loadProblem() methods except that the matrix is given in a standard column major ...
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
soplex::DIdxSet * spxintvars_
indices of integer variables
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
virtual ~OsiSpxSolverInterface()
Destructor.
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.