Osi  0.108.6
OsiXprSolverInterface.hpp
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1 // Copyright (C) 2000, International Business Machines
2 // Corporation and others. All Rights Reserved.
3 // This code is licensed under the terms of the Eclipse Public License (EPL).
4 
5 #ifndef OsiXprSolverInterface_H
6 #define OsiXprSolverInterface_H
7 
8 #include <string>
9 #include <cstdio>
10 
11 #include "OsiSolverInterface.hpp"
12 
13 typedef struct xo_prob_struct *XPRSprob;
14 
15 //#############################################################################
16 
21 class OsiXprSolverInterface : virtual public OsiSolverInterface {
22  friend void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);
23 
24 public:
28  virtual void initialSolve();
29 
31  virtual void resolve();
32 
34  virtual void branchAndBound();
36 
52  // Set an integer parameter
53  bool setIntParam(OsiIntParam key, int value);
54  // Set an double parameter
55  bool setDblParam(OsiDblParam key, double value);
56  // Set a string parameter
57  bool setStrParam(OsiStrParam key, const std::string &value);
58  // Get an integer parameter
59  bool getIntParam(OsiIntParam key, int &value) const;
60  // Get an double parameter
61  bool getDblParam(OsiDblParam key, double &value) const;
62  // Get a string parameter
63  bool getStrParam(OsiStrParam key, std::string &value) const;
64  // Set mipstart option (pass column solution to XPRESS before MIP start)
65  void setMipStart(bool value) { domipstart = value; }
66  // Get mipstart option value
67  bool getMipStart() const { return domipstart; }
69 
70  //---------------------------------------------------------------------------
72 
73  virtual bool isAbandoned() const;
76  virtual bool isProvenOptimal() const;
78  virtual bool isProvenPrimalInfeasible() const;
80  virtual bool isProvenDualInfeasible() const;
82  virtual bool isPrimalObjectiveLimitReached() const;
84  virtual bool isDualObjectiveLimitReached() const;
86  virtual bool isIterationLimitReached() const;
88 
89  //---------------------------------------------------------------------------
92  CoinWarmStart *getEmptyWarmStart() const;
95  virtual CoinWarmStart *getWarmStart() const;
98  virtual bool setWarmStart(const CoinWarmStart *warmstart);
100 
101  //---------------------------------------------------------------------------
108  virtual void markHotStart();
111  virtual void solveFromHotStart();
113  virtual void unmarkHotStart();
115 
116  //---------------------------------------------------------------------------
131  virtual int getNumCols() const;
133 
135  virtual int getNumRows() const;
136 
138  virtual int getNumElements() const;
139 
141  virtual const double *getColLower() const;
142 
144  virtual const double *getColUpper() const;
145 
155  virtual const char *getRowSense() const;
156 
165  virtual const double *getRightHandSide() const;
166 
175  virtual const double *getRowRange() const;
176 
178  virtual const double *getRowLower() const;
179 
181  virtual const double *getRowUpper() const;
182 
184  virtual const double *getObjCoefficients() const;
185 
187  virtual double getObjSense() const;
188 
190  virtual bool isContinuous(int colIndex) const;
191 
192 #if 0
194  virtual bool isBinary(int colIndex) const;
195 
200  virtual bool isInteger(int colIndex) const;
201 
203  virtual bool isIntegerNonBinary(int colIndex) const;
204 
206  virtual bool isFreeBinary(int colIndex) const;
207 #endif
209  virtual const CoinPackedMatrix *getMatrixByRow() const;
210 
212  virtual const CoinPackedMatrix *getMatrixByCol() const;
213 
215  virtual double getInfinity() const;
217 
221  virtual const double *getColSolution() const;
222 
224  virtual const double *getRowPrice() const;
225 
227  virtual const double *getReducedCost() const;
228 
231  virtual const double *getRowActivity() const;
232 
234  virtual double getObjValue() const;
235 
238  virtual int getIterationCount() const;
239 
257  virtual std::vector< double * > getDualRays(int maxNumRays,
258  bool fullRay = false) const;
270  virtual std::vector< double * > getPrimalRays(int maxNumRays) const;
271 
272 #if 0
275  virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
276  const;
277 #endif
279 
280 
281  //---------------------------------------------------------------------------
282 
285  //-------------------------------------------------------------------------
289  virtual void setObjCoeff(int elementIndex, double elementValue);
290 
293  virtual void setColLower(int elementIndex, double elementValue);
294 
297  virtual void setColUpper(int elementIndex, double elementValue);
298 
302  virtual void setColBounds(int elementIndex,
303  double lower, double upper);
304 
313  virtual void setColSetBounds(const int *indexFirst,
314  const int *indexLast,
315  const double *boundList);
316 
319  virtual void setRowLower(int elementIndex, double elementValue);
320 
323  virtual void setRowUpper(int elementIndex, double elementValue);
324 
328  virtual void setRowBounds(int elementIndex,
329  double lower, double upper);
330 
332  virtual void setRowType(int index, char sense, double rightHandSide,
333  double range);
334 
343  virtual void setRowSetBounds(const int *indexFirst,
344  const int *indexLast,
345  const double *boundList);
346 
357  virtual void setRowSetTypes(const int *indexFirst,
358  const int *indexLast,
359  const char *senseList,
360  const double *rhsList,
361  const double *rangeList);
363 
364  //-------------------------------------------------------------------------
368  virtual void setContinuous(int index);
370  virtual void setInteger(int index);
373  virtual void setContinuous(const int *indices, int len);
376  virtual void setInteger(const int *indices, int len);
378 
379  //-------------------------------------------------------------------------
381  virtual void setObjSense(double s);
382 
393  virtual void setColSolution(const double *colsol);
394 
405  virtual void setRowPrice(const double *rowprice);
406 
407  //-------------------------------------------------------------------------
413  virtual void addCol(const CoinPackedVectorBase &vec,
414  const double collb, const double colub,
415  const double obj);
417  virtual void addCols(const int numcols,
418  const CoinPackedVectorBase *const *cols,
419  const double *collb, const double *colub,
420  const double *obj);
422  virtual void deleteCols(const int num, const int *colIndices);
423 
425  virtual void addRow(const CoinPackedVectorBase &vec,
426  const double rowlb, const double rowub);
428  virtual void addRow(const CoinPackedVectorBase &vec,
429  const char rowsen, const double rowrhs,
430  const double rowrng);
432  virtual void addRows(const int numrows,
433  const CoinPackedVectorBase *const *rows,
434  const double *rowlb, const double *rowub);
436  virtual void addRows(const int numrows,
437  const CoinPackedVectorBase *const *rows,
438  const char *rowsen, const double *rowrhs,
439  const double *rowrng);
441  virtual void deleteRows(const int num, const int *rowIndices);
442 #if 0
443  //-----------------------------------------------------------------------
465  virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
466  double effectivenessLb = 0.0);
468 
469 #endif
470  //---------------------------------------------------------------------------
471 
485  virtual void loadProblem(const CoinPackedMatrix &matrix,
486  const double *collb, const double *colub,
487  const double *obj,
488  const double *rowlb, const double *rowub);
489 
497  virtual void assignProblem(CoinPackedMatrix *&matrix,
498  double *&collb, double *&colub, double *&obj,
499  double *&rowlb, double *&rowub);
500 
513  virtual void loadProblem(const CoinPackedMatrix &matrix,
514  const double *collb, const double *colub,
515  const double *obj,
516  const char *rowsen, const double *rowrhs,
517  const double *rowrng);
518 
526  virtual void assignProblem(CoinPackedMatrix *&matrix,
527  double *&collb, double *&colub, double *&obj,
528  char *&rowsen, double *&rowrhs,
529  double *&rowrng);
530 
533  virtual void loadProblem(const int numcols, const int numrows,
534  const int *start, const int *index,
535  const double *value,
536  const double *collb, const double *colub,
537  const double *obj,
538  const double *rowlb, const double *rowub);
539 
542  virtual void loadProblem(const int numcols, const int numrows,
543  const int *start, const int *index,
544  const double *value,
545  const double *collb, const double *colub,
546  const double *obj,
547  const char *rowsen, const double *rowrhs,
548  const double *rowrng);
549 
551  virtual int readMps(const char *filename,
552  const char *extension = "mps");
553 
558  virtual void writeMps(const char *filename,
559  const char *extension = "mps",
560  double objSense = 0.0) const;
562 
570  void passInMessageHandler(CoinMessageHandler *handler);
572 
573  //---------------------------------------------------------------------------
574 
589 
599 
602  static unsigned int getNumInstances();
603 
605  XPRSprob getLpPtr() { return prob_; }
607 
609  static int version();
610 
613  static int iXprCallCount_;
614 
616  static FILE *getLogFilePtr();
619  static void setLogFileName(const char *filename);
621 
622 
626  OsiXprSolverInterface(int newrows = 50, int newnz = 100);
627 
629  virtual OsiSolverInterface *clone(bool copyData = true) const;
630 
633 
636 
640 
641 protected:
645  virtual void applyRowCut(const OsiRowCut &rc);
646 
650  virtual void applyColCut(const OsiColCut &cc);
652 
653 private:
657  static const char *logFileName_;
658 
660  static FILE *logFilePtr_;
661 
663  static unsigned int numInstances_;
664 
666  static unsigned int osiSerial_;
667 
669 
673  void gutsOfCopy(const OsiXprSolverInterface &source);
674 
677 
680 
682  void freeSolution();
683 
687 
689  int getNumIntVars() const;
690 
694  void getVarTypes() const;
695 
699  void activateMe() const;
700 
705  bool isDataLoaded() const;
707 
708 
711 
714 
715  mutable XPRSprob prob_;
716 
718  mutable std::string xprProbname_;
720 
728  mutable CoinPackedMatrix *matrixByRow_;
729  mutable CoinPackedMatrix *matrixByCol_;
730 
732  mutable double *colupper_;
733 
735  mutable double *collower_;
736 
738  mutable double *rowupper_;
739 
741  mutable double *rowlower_;
742 
744  mutable char *rowsense_;
745 
747  mutable double *rhs_;
748 
752  mutable double *rowrange_;
753 
755  mutable double *objcoeffs_;
756 
758  mutable double objsense_;
759 
761  mutable double *colsol_;
762 
764  mutable double *rowsol_;
765 
767  mutable double *rowact_;
768 
770  mutable double *rowprice_;
771 
773  mutable double *colprice_;
774 
776  mutable int *ivarind_;
777 
786  mutable char *ivartype_;
787 
791  mutable char *vartype_;
792 
794  mutable bool lastsolvewasmip;
796 
797 
800 };
801 
802 //#############################################################################
804 void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir);
805 
806 #endif
807 
808 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
809 */
std::vector< int > OsiVectorInt
Vector of int.
struct xo_prob_struct * XPRSprob
void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiXprSolverInterface class.
Column Cut Class.
Definition: OsiColCut.hpp:23
Collections of row cuts and column cuts.
Definition: OsiCuts.hpp:19
Row Cut Class.
Definition: OsiRowCut.hpp:29
Internal class for obtaining status from the applyCuts method.
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 ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
virtual bool isBinary(int colIndex) const
Return true if the variable is binary.
virtual bool isInteger(int colIndex) const
Return true if the variable is integer.
XPRESS-MP Solver Interface.
OsiXprSolverInterface & operator=(const OsiXprSolverInterface &rhs)
Assignment operator.
virtual void unmarkHotStart()
Delete the snapshot.
double * colprice_
Pointer to dense vector of dual column variable values.
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
double * rhs_
Pointer to dense vector of row right-hand side values.
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
double * colsol_
Pointer to dense vector of primal structural variable values.
virtual double getInfinity() const
Get solver's value for infinity.
virtual bool isIterationLimitReached() const
Iteration limit reached?
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...
static void incrementInstanceCounter()
XPRESS has a context that must be created prior to all other XPRESS calls.
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
bool lastsolvewasmip
Indicates whether the last solve was for a MIP or an LP.
void passInMessageHandler(CoinMessageHandler *handler)
Pass in a message handler It is the client's responsibility to destroy a message handler installed by...
double * rowprice_
Pointer to dense vector of dual row variable values.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
bool domipstart
Whether to pass a column solution to XPRESS before starting MIP solve (loadmipsol)
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
bool isDataLoaded() const
Save and restore are necessary if there is data associated with this problem.
double * colupper_
Pointer to dense vector of structural variable upper bounds.
double * collower_
Pointer to dense vector of structural variable lower bounds.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
static void decrementInstanceCounter()
XPRESS has a context that should be deleted after XPRESS calls.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower() and ...
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.
void gutsOfCopy(const OsiXprSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
void getVarTypes() const
Build cached copy of variable types.
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...
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
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...
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 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 const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
virtual void initialSolve()
Solve initial LP relaxation.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
double * rowsol_
Pointer to dense vector of primal slack variable values.
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
static FILE * logFilePtr_
The FILE* to the logfile.
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
static const char * logFileName_
Name of the logfile.
virtual void setContinuous(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be continuous variables.
void freeSolution()
Destroy cached copy of solution data (whenever it changes)
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
virtual int getNumElements() const
Get number of nonzero elements.
char * ivartype_
Pointer to list of global variable types:
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const char *rowsen, const double *rowrhs, const double *rowrng)
Add a set of rows (constraints) to the problem.
virtual void setInteger(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be integer variables.
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.
static unsigned int numInstances_
Number of live problem instances.
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)
int * ivarind_
Pointer to list of indices of XPRESS "global" variables.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
double objsense_
Sense of objective (1 for min; -1 for max)
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
static unsigned int osiSerial_
Counts calls to incrementInstanceCounter()
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
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 int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
void activateMe() const
Save the current problem in XPRESS (if necessary) and make this problem current (restore if necessary...
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
static unsigned int getNumInstances()
Return the number of instances of instantiated objects using XPRESS services.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
char * vartype_
Pointer to dense vector of variable types (as above, or 'C' for continuous)
OsiXprSolverInterface(const OsiXprSolverInterface &)
Copy constructor.
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
virtual bool isProvenOptimal() const
Is optimality proven?
virtual bool isContinuous(int colIndex) const
Return true if variable is continuous.
XPRSprob getLpPtr()
Return a pointer to the XPRESS problem.
static int version()
Return XPRESS-MP Version number.
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
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 void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
double * rowact_
Pointer to dense vector of primal slack variable values.
double * objcoeffs_
Pointer to dense vector of objective coefficients.
virtual bool isAbandoned() const
Are there a numerical difficulties?
OsiXprSolverInterface(int newrows=50, int newnz=100)
Default Constructor.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
virtual int getNumCols() const
Get number of columns.
virtual ~OsiXprSolverInterface()
Destructor.
static FILE * getLogFilePtr()
Get logfile FILE *.
void gutsOfDestructor()
The real work of a destructor (used by copy and assignment)
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
friend void OsiXprSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiXprSolverInterface class.
virtual double getObjValue() const
Get objective function value.
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
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...
virtual void resolve()
Resolve an LP relaxation after problem modification.
virtual void addRow(const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
Add a row (constraint) to the problem.
std::string xprProbname_
XPRESS problem name (should be unique for each saved problem)
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
double * rowupper_
Pointer to dense vector of slack variable upper bounds.
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
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 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...
void gutsOfConstructor()
The real work of a constructor (used by construct and assignment)
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()...
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
static void setLogFileName(const char *filename)
Set logfile name.
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
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...
virtual void markHotStart()
Create a hotstart point of the optimization process.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
CoinPackedMatrix * matrixByCol_
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
int getNumIntVars() const
Number of integer variables in the problem.
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
virtual int getNumRows() const
Get number of rows.
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
char * rowsense_
Pointer to dense vector of row sense indicators.
void freeCachedResults()
Destroy cached copies of problem and solution data (whenever they change)
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
double * rowlower_
Pointer to dense vector of slack variable lower bounds.
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
CoinWarmStart * getEmptyWarmStart() const
Get empty warm start object.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.