1 #ifndef OsiDylpSolverInterface_H 2 #define OsiDylpSolverInterface_H 110 const std::string &netLibDir) ;
156 int readMps(
const char *filename,
const char *extension =
"mps") ;
162 int readMps(
const char *filename,
const char *extension,
163 int &numberSets,
CoinSet **&sets) ;
173 const char *extension =
"mps",
174 double objsense = 0.0)
const ;
180 const double *collb,
const double *colub,
const double *obj,
181 const char *rowsen,
const double *rowrhs,
182 const double *rowrng) ;
188 const double *collb,
const double *colub,
const double *obj,
189 const double *rowlb,
const double *rowub) ;
194 void loadProblem(
const int colcnt,
const int rowcnt,
195 const int *start,
const int *index,
const double *value,
196 const double *collb,
const double *colub,
const double *obj,
197 const char *sense,
const double *rhsin,
const double *range) ;
202 void loadProblem(
const int colcnt,
const int rowcnt,
203 const int *start,
const int *index,
const double *value,
204 const double *collb,
const double *colub,
const double *obj,
205 const double *row_lower,
const double *row_upper) ;
211 double *&collb,
double *&colub,
double *&obj,
212 char *&rowsen,
double *&rowrhs,
double *&rowrng) ;
218 double *&collb,
double *&colub,
double *&obj,
219 double *&rowlb,
double *&rowub) ;
370 void setRowType(
int index,
char rowsen,
double rowrhs,
double rowrng) ;
403 const double collb,
const double colub,
const double obj) ;
407 void deleteCols(
const int num,
const int *colIndices) ;
416 const double rowlb,
const double rowub) ;
421 const char rowsen,
const double rowrhs,
const double rowrng) ;
425 void deleteRows(
const int num,
const int *rowIndices) ;
610 std::vector<double *>
getDualRays(
int maxNumRays,
bool fullRay)
const ;
663 int setBasisStatus (
const int *archStatus,
const int *logStatus) ;
672 double *duals,
const double *c)
const ;
675 virtual void getBasics(
int *index)
const ;
678 virtual void getBInvCol(
int col,
double *betak)
const ;
681 virtual void getBInvACol(
int col,
double *abarj)
const ;
684 virtual void getBInvRow(
int row,
double *betai)
const ;
687 virtual void getBInvARow(
int row,
double *abari,
double *betai = 0)
const ;
714 bool keepContinuous =
false) ;
716 # if ODSI_PARANOIA >= 1 726 void indexCheck (
int k,
bool isCol, std::string rtnnme) ;
737 const bool mustexist =
true) ;
741 void dylp_logfile(
const char* name,
bool echo =
false) ;
1097 const double *rowlb,
const double *rowub) ;
1100 const char *sense,
const double *rhsin,
const double *range) ;
1103 const double* col_lower,
const double* col_upper,
const double* obj,
1104 const contyp_enum *ctyp,
const double* rhs,
const double* rhslow) ;
1106 const int *start,
const int *lens,
1107 const int *index,
const double *value,
1108 const double* col_lower,
const double* col_upper,
const double* obj,
1109 const contyp_enum *ctyp,
const double* rhs,
const double* rhslow) ;
1143 double vubi,
double obji,
const std::string *nme) ;
1146 double rhsi,
double rhslowi,
const std::string *nme) ;
1150 char sensei,
double rhsini,
double rangei) ;
1152 double rowlbi,
double rowubi) ;
1153 void unimp_hint(
bool dylpSense,
bool hintSense,
1172 template<
class T>
static void copy(
const T* src, T* dst,
int n) ;
1173 template<
class T>
static T*
copy(
const T* src,
int n) ;
1174 template<
class T>
static T*
copy(
const T* src) ;
1189 template<
class T>
static void assert_same(
const T& t1,
const T& t2,
1191 template<
class T>
static void assert_same(
const T* t1,
const T* t2,
1192 int n,
bool exact) ;
1194 static void assert_same(
double d1,
double d2,
bool exact) ;
1221 template<
class T>
inline static T*
idx_vec (T* vec) {
return (vec-1) ; }
1224 inline static int idx (
int i) {
return (i+1) ; }
1231 template<
class T>
inline static T*
inv_vec (T* vec) {
return (vec+1) ; }
1234 inline static int inv (
int i) {
return (i-1) ; }
1245 const char *ext1,
const char *ext2) ;
1263 const std::string &netLibDir) ;
1265 #endif // OsiDylpSolverInterface_H void doPostsolve()
Apply the postsolve transforms from postActions_.
const double * getRowRange() const
Get the row (constraint) range vector.
void setRowPrice(const double *)
Set the value of the dual variables in the problem solution.
lpprob_struct * lpprob
The lp problem.
const double * getRowUpper() const
Get the row (constraint) upper bound vector.
void setObjSense(double sense)
Set the sense (min/max) of the objective.
int getNumIntegers() const
Get the number of integer variables.
Just a marker, so that OsiSolverInterface can allocate a static sized array to store parameters...
lpopts_struct * resolveOptions
Solver options for a resolve.
CoinPresolveMatrix * preObj_
The presolve object.
void construct_consys(int cols, int rows)
const double * getObjCoefficients() const
Get the objective function coefficient vector.
bool keepIntegers_
true if presolve should consider integrality
static void copy(const T *src, T *dst, int n)
static int inv(int i)
Convert 1-based index to 0-based index.
virtual void getReducedGradient(double *columnReducedCosts, double *duals, const double *c) const
Calculate duals and reduced costs for the given objective coefficients.
void setColSolution(const double *colsol)
Set the value of the primal variables in the problem solution.
void enableFactorization() const
Prepare the solver for the use of tableau access methods.
CoinWarmStart * hotstart_fallback
Warm start object used as a fallback for hot start.
void setLanguage(CoinMessages::Language language)
An alias for OsiDylpSolverInterface::newLanguage.
lpstats_struct * statistics
The statistics structure.
void doPresolve()
Perform presolve transformations.
void destruct_presolve()
Delete presolve information.
virtual void setColLower(int elementIndex, double elementValue)=0
Set a single column lower bound.
double getObjValue() const
Get the objective function value for the solution.
ODSI_start_enum
Enum to specify cold/warm/hot start.
void branchAndBound()
Invoke the solver's built-in branch-and-bound algorithm.
static lpprob_struct * copy_lpprob(const lpprob_struct *src)
int readMps(const char *filename, const char *extension="mps")
Read a problem description in MPS format from a file.
virtual bool getHintParam(OsiHintParam key, bool &yesNo, OsiHintStrength &strength, void *&otherInformation) const
Get a hint parameter (all information)
void add_row(const CoinPackedVectorBase &coin_rowi, char clazzi, contyp_enum ctypi, double rhsi, double rhslowi, const std::string *nme)
void markHotStart()
Create a hot start snapshot.
void disableFactorization() const
Undo the effects of enableFactorization.
void add_col(const CoinPackedVectorBase &coin_coli, vartyp_enum vtypi, double vlbi, double vubi, double obji, const std::string *nme)
double getObjSense() const
Get the objective function sense (min/max)
static int idx(int i)
Convert 0-based index to 1-based index.
void resolve()
Call dylp to reoptimize (warm start).
std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
lptols_struct * tolerances
Solver numeric tolerances.
const CoinPresolveAction * postActions_
List of postsolve actions.
void activateRowCutDebugger(const char *modelName)
Activate the row cut debugger.
void dylp_outfile(const char *name)
Establish an output (solution and/or statistics) file.
static T * idx_vec(T *vec)
Convert 0-based vector pointer to 1-based vector pointer.
void writeMps(const char *basename, const char *extension="mps", double objsense=0.0) const
Write the problem into the specified file in MPS format.
int getNumRows() const
Get the number of rows (constraints)
Abstract base class of all presolve routines.
void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)
Load a problem description (OSI packed matrix, row sense, parameters destroyed).
friend void OsiDylpSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netLibDir)
Unit test for OsiDylpSolverInterface.
lpret_enum do_lp(ODSI_start_enum start, bool echo)
Common core method to invoke dylp.
void deleteRows(const int num, const int *rowIndices)
Delete row(s) (constraint(s)) from the problem.
const char * getRowSense() const
Get the row sense (constraint type) vector.
void destruct_problem(bool preserve_interface)
static pkvec_struct * packed_vector(const CoinShallowPackedVector vector, int dimension)
const double * getColUpper() const
Get the column (variable) upper bound vector.
void gen_rowiparms(contyp_enum *ctypi, double *rhsi, double *rhslowi, char sensei, double rhsini, double rangei)
virtual void setColUpper(int elementIndex, double elementValue)=0
Set a single column upper bound.
void setObjCoeff(int index, double value)
Set an objective function coefficient.
void destruct_dual_cache()
void dylp_logfile(const char *name, bool echo=false)
Establish a log file.
basisCondition
Codes for basis condition.
void setInteger(int index)
Set a single variable to be integer.
consys_struct * savedConsys_
Saved copy of original problem.
const double * getRightHandSide() const
Get the row (constraint) right-hand-side vector.
~OsiDylpSolverInterface()
Destructor.
int passLimit_
Limit for iterations of the major presolve loop.
bool setDblParam(OsiDblParam key, double value)
Set an OSI double parameter.
int canDoSimplexInterface() const
Return the simplex implementation level.
static char type_to_sense(contyp_enum type)
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)=0
Add a column (primal variable) to the problem.
struct OsiDylpSolverInterface::@25 simplex_state
State related to the OsiSimplex interface.
void setColName(int ndx, std::string name)
Set a column name.
lpopts_struct * initialSolveOptions
Solver options for an initial solve.
void * info_[OsiLastHintParam]
Array for info blocks associated with hints.
void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
Load a problem description (OSI packed matrix, row sense, parameters unaffected). ...
Abstract Base Class for describing an interface to a solver.
void dylp_printsoln(bool wantSoln, bool wantStats)
Print the solution and/or statistics to the output file.
bool setIntParam(OsiIntParam key, int value)
Set an OSI integer parameter.
void load_problem(const CoinMpsIO &mps)
void setOsiDylpMessages(CoinMessages::Language local_language)
Set the language for messages.
OsiDylpSolverInterface & operator=(const OsiDylpSolverInterface &rhs)
Assignment.
virtual void getBInvARow(int row, double *abari, double *betai=0) const
Get a row of the tableau.
Abstract base class for various sparse vectors.
OsiDylpSolverInterface()
Default constructor.
ioid local_logchn
Log stream for this ODSI instance.
Declarations for CoinPresolveMatrix and CoinPostsolveMatrix and their common base class CoinPrePostso...
bool getStrParam(OsiStrParam key, std::string &value) const
Get an OSI string parameter.
static basis_struct * copy_basis(const basis_struct *src, int dstsze)
CoinPackedMatrix * saved_matrix_by_col
void setRowName(int ndx, std::string name)
Set a row name.
void setContinuous(int index)
Set a single variable to be continuous.
void destruct_cache(bool rowStructure, bool colStructure)
CoinPackedMatrix * _matrix_by_row
CoinPackedMatrix * saved_matrix_by_row
const CoinPackedMatrix * getMatrixByRow() const
Get a pointer to a row-major copy of the constraint matrix.
int getNumCols() const
Get the number of columns (variables)
bool initial_gtxecho
Controls output of log information to stdout during initialSolve()
This is a first attempt at a message handler.
bool mps_debug
Allow messages from CoinMpsIO package.
bool setStrParam(OsiStrParam key, const std::string &value)
Set an OSI string parameter.
const double * getRowLower() const
Get the row (constraint) lower bound vector.
bool ensureOwnership() const
Ensure that the solver is ready for simplex operations.
int getIterationCount() const
Get the number of iterations for the last lp.
const double * getRowActivity() const
Return the vector of row activity for the solution.
lpret_enum lp_retval
Result of last call to solver for this ODSI instance.
struct OsiDylpSolverInterface::@24 activeBasis
Active basis.
const double * getColSolution() const
Return the vector of primal variables for the solution.
CoinPresolveMatrix * initialisePresolve(bool keepIntegers)
Create and load a presolve object.
double * saved_col_obj
Saved pointers to cached structural vectors.
bool isAbandoned() const
True if dylp abandoned the problem.
void setRowLower(int index, double value)
Set the lower bound on a row (constraint)
virtual void getBInvACol(int col, double *abarj) const
Get a column of the tableau.
void setColLower(int index, double value)
Set the lower bound on a column (variable)
double odsiInfinity
The value of infinity.
void deleteCols(const int num, const int *colIndices)
Remove column(s) (variable(s)) from the problem.
double obj_sense
Objective function sense for this ODSI instance.
Augments CoinPrePostsolveMatrix with information about the problem that is only needed during postsol...
void setBasisInLpprob(const OsiDylpWarmStartBasis *wsb, lpprob_struct *lpprob) const
Install a basis in the lp problem structure.
void setRowUpper(int index, double value)
Set the upper bound on a row (constraint)
void addRow(const CoinPackedVectorBase &row, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
const double * getReducedCost() const
Return the vector of reduced costs for the solution.
static int reference_count
Number of outstanding ODSI objects.
virtual void getBInvRow(int row, double *betai) const
Get a row of the basis inverse.
bool isInteger(int colIndex) const
Return true if the variable is integer (general or binary)
static contyp_enum sense_to_type(char type)
void installPostsolve()
Reload the original constraint system with the postsolved basis.
void applyColCut(const OsiColCut &cut)
Apply a column (variable) cut (adjust one or more bounds)
CoinWarmStart * getWarmStart() const
Build a warm start object for the current lp solution.
void solveFromHotStart()
Call dylp to reoptimize (hot start).
Copyright (C) 2000 – 2003, International Business Machines Corporation and others.
const std::string solvername
Solver name (dylp).
void unmarkHotStart()
Delete the hot start snapshot.
virtual void getBInvCol(int col, double *betak) const
Get a column of the basis inverse.
bool isProvenPrimalInfeasible() const
True if dylp reported the problem to be primal infeasible.
Sparse Matrix Base Class.
The dylp warm start class.
static T * inv_vec(T *vec)
Convert 1-based vector pointer to 0-based vector pointer.
Augments CoinPrePostsolveMatrix with information about the problem that is only needed during presolv...
const CoinPackedMatrix * getMatrixByCol() const
Get a pointer to a column-major copy of the constraint matrix.
void installPresolve()
Load the presolved problem into the ODSI object.
void destruct_col_cache(bool structure)
This means it is only a hint.
std::vector< double * > getDualRays(int maxNumRays, bool fullRay) const
Get as many dual rays as the solver can provide.
void initialSolve()
Solve an lp from scratch.
Language
Supported languages.
bool isDualObjectiveLimitReached() const
Is the dual objective limit reached?
bool solnIsFresh
The most recent solution from dylp is valid.
void destruct_row_cache(bool structure)
bool resolve_gtxecho
Controls output of log information to stdout during resolve() and solveFromHotStart() ...
void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (variable) to the problem.
ioid local_outchn
Output stream for this ODSI instance.
bool isIterationLimitReached() const
True if dylp reached the iteration limit.
bool setWarmStart(const CoinWarmStart *warmStart)
Apply a warm start object.
CoinPostsolveMatrix * initialisePostsolve(CoinPresolveMatrix *&preObj)
Create and load a postsolve object.
virtual void setInteger(int index)=0
Set the index-th variable to be an integer variable.
bool getHintParam(OsiHintParam key, bool &sense, OsiHintStrength &strength, void *&info) const
Get an OSI hint.
CoinPackedMatrix * _matrix_by_col
virtual void setContinuous(int index)=0
Set the index-th variable to be a continuous variable.
bool evalPresolve()
Decide whether presolve was effective enough to use.
int getNumElements() const
Get the number of non-zero coefficients.
bool getIntParam(OsiIntParam key, int &value) const
Get an OSI integer parameter.
void getBasisStatus(int *archStatus, int *logStatus) const
Retrieve status information for architectural and logical variables.
void newLanguage(CoinMessages::Language language)
Change the language for OsiDylp messages.
bool basisIsAvailable() const
Check if an optimal basis is available.
OsiSolverInterface * clone(bool copyData=true) const
Clone the solver object.
void setObjName(std::string name)
Set the objective function name.
double getInfinity() const
Get dylp's value for infinity.
static std::string make_filename(const char *filename, const char *ext1, const char *ext2)
bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
bool isBinary(int colIndex) const
Return true if the variable is binary.
consys_struct * consys
The constraint system.
bool isContinuous(int colIndex) const
Return true if the variable is continuous.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)=0
Add a row (constraint) to the problem.
void gen_rowparms(int rowcnt, double *rhs, double *rhslow, contyp_enum *ctyp, const double *rowlb, const double *rowub)
bool isPrimalObjectiveLimitReached() const
Is the primal objective limit reached?
const double * getColLower() const
Get the column (variable) lower bound vector.
const double * getRowPrice() const
Return the vector of dual variables for the solution.
bool setHintParam(OsiHintParam key, bool sense=true, OsiHintStrength strength=OsiHintTry, void *info=0)
Set an OSI hint.
bool isProvenDualInfeasible() const
True if dylp reported the problem to be dual infeasible (primal unbounded)
bool isProvenOptimal() const
True if dylp reported an optimal solution.
bool getDblParam(OsiDblParam key, double &value) const
Get an OSI double parameter.
int setBasisStatus(const int *archStatus, const int *logStatus)
Set a basis and update the factorization and solution.
CoinPostsolveMatrix * postObj_
The postsolve object.
void unimp_hint(bool dylpSense, bool hintSense, OsiHintStrength hintStrength, const char *msgString)
Abstract base class for warm start information.
void applyRowCut(const OsiRowCut &cut)
Apply a row (constraint) cut (add one constraint)
void setObjective(const double *array)
Set the objective coefficients for all columns.
static bool basis_ready
Basis maintenance package is initialised.
contyp_enum bound_to_type(double lower, double upper)
virtual void getBasics(int *index) const
Get indices of basic variables.
void setColUpper(int index, double value)
Set the upper bound on a column (variable)
CoinWarmStart * getEmptyWarmStart() const
Get an empty OsiDylpWarmStartBasis object.
void setRowType(int index, char rowsen, double rowrhs, double rowrng)
Set the type of a row (constraint)
void saveOriginalSys()
Save the original problem.
Very simple class for containing data on set.
static void assert_same(const T &t1, const T &t2, bool exact)
void reset()
Reset the solver object to the state produced by the default constructor.
void dylp_controlfile(const char *name, const bool silent, const bool mustexist=true)
Process an options (.spc) file.
void destruct_primal_cache()