13 #ifndef OsiCpxSolverInterface_H 14 #define OsiCpxSolverInterface_H 17 #include "CoinWarmStartBasis.hpp" 116 virtual bool setWarmStart(
const CoinWarmStart* warmstart);
211 virtual bool isBinary(
int columnNumber)
const;
218 virtual bool isInteger(
int columnNumber)
const;
276 virtual std::vector<double*>
getDualRays(
int maxNumRays,
277 bool fullRay =
false)
const;
289 virtual std::vector<double*>
getPrimalRays(
int maxNumRays)
const;
308 virtual void setObjCoeff(
int elementIndex,
double elementValue );
312 const int* indexLast,
313 const double* coeffList);
318 virtual void setColLower(
int elementIndex,
double elementValue );
323 virtual void setColUpper(
int elementIndex,
double elementValue );
329 double lower,
double upper );
339 const int* indexLast,
340 const double* boundList);
344 virtual void setRowLower(
int elementIndex,
double elementValue );
348 virtual void setRowUpper(
int elementIndex,
double elementValue );
354 double lower,
double upper );
357 virtual void setRowType(
int index,
char sense,
double rightHandSide,
368 const int* indexLast,
369 const double* boundList);
381 const int* indexLast,
382 const char* senseList,
383 const double* rhsList,
384 const double* rangeList);
399 virtual void setInteger(
const int* indices,
int len);
437 virtual void addCol(
const CoinPackedVectorBase& vec,
438 const double collb,
const double colub,
443 virtual void addCols(
const int numcols,
444 const CoinPackedVectorBase *
const * cols,
445 const double* collb,
const double* colub,
448 virtual void deleteCols(
const int num,
const int * colIndices);
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);
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);
497 double effectivenessLb = 0.0);
517 virtual void loadProblem(
const CoinPackedMatrix& matrix,
518 const double* collb,
const double* colub,
520 const double* rowlb,
const double* rowub);
530 double*& collb,
double*& colub,
double*& obj,
531 double*& rowlb,
double*& rowub);
545 virtual void loadProblem(
const CoinPackedMatrix& matrix,
546 const double* collb,
const double* colub,
548 const char* rowsen,
const double* rowrhs,
549 const double* rowrng);
559 double*& collb,
double*& colub,
double*& obj,
560 char*& rowsen,
double*& rowrhs,
565 virtual void loadProblem(
const int numcols,
const int numrows,
566 const int* start,
const int* index,
568 const double* collb,
const double* colub,
570 const double* rowlb,
const double* rowub);
574 virtual void loadProblem(
const int numcols,
const int numrows,
575 const int* start,
const int* index,
577 const double* collb,
const double* colub,
579 const char* rowsen,
const double* rowrhs,
580 const double* rowrng);
584 virtual int readMps(
const char *filename,
585 const char *extension =
"mps");
591 virtual void writeMps(
const char *filename,
592 const char *extension =
"mps",
593 double objSense=0.0)
const;
667 virtual void reset();
726 virtual void getBInvARow(
int row,
double* z,
double * slack=NULL)
const;
729 virtual void getBInvRow(
int row,
double* z)
const;
732 virtual void getBInvACol(
int col,
double* vec)
const;
735 virtual void getBInvCol(
int col,
double* vec)
const;
742 virtual void getBasics(
int* index)
const;
831 mutable double *
obj_;
free only cached matrix and LP solution information
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
problem matrix: matrix ordered by column and by row
const char * getCtype() const
return a vector of variable types (continous, binary, integer)
virtual int readMps(const char *filename, const char *extension="mps")
Read a problem in MPS format from the given filename.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
void freeCachedRowRim()
free cached row rim vectors
discard all cached data (default)
CPXLPptr getMutableLpPtr() const
Get LP Pointer for const methods.
keepCachedFlag
Get pointer to CPLEX model and free all specified cached data entries (combined with logical or-opera...
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
virtual bool basisIsAvailable() const
Returns true if a basis is available.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
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.
void passInMessageHandler(CoinMessageHandler *handler)
Pass in a message handler It is the client's responsibility to destroy a message handler installed by...
double * rowlower_
Pointer to dense vector of row lower bounds.
void gutsOfCopy(const OsiCpxSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
CPXLPptr lp_
CPLEX model represented by this class instance.
void freeCachedMatrix()
free cached matrices
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
virtual bool isAbandoned() const
Are there a numerical difficulties?
bool domipstart
Whether to pass a column solution to CPLEX before starting MIP solve (copymipstart) ...
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
double * rowupper_
Pointer to dense vector of row upper bounds.
LP solution: primal and dual solution, reduced costs, row activities.
virtual void setColLower(int elementIndex, double elementValue)=0
Set a single column lower bound.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
CPXENVptr getMutableEnvironmentPtr() const
Get Environment Pointer for const methods.
virtual bool isFreeBinary(int colIndex) const
Return true if the variable is binary and not fixed.
virtual void unmarkHotStart()
Delete the snapshot.
OsiCpxSolverInterface()
Default Constructor.
virtual bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
void OsiCpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiCpxSolverInterface class.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
virtual void disableSimplexInterface()
Useless function, defined only for compatibility with OsiSimplexInterface.
virtual void setObjCoeffSet(const int *indexFirst, const int *indexLast, const double *coeffList)
Set a a set of objective function coefficients.
int hotStartMaxIteration_
CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
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 getBInvCol(int col, double *vec) const
Get a column of the basis inverse.
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
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...
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
Collections of row cuts and column cuts.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
virtual void setColUpper(int elementIndex, double elementValue)=0
Set a single column upper bound.
virtual void enableSimplexInterface(bool doingPrimal)
Enables normal operation of subsequent functions.
void gutsOfConstructor()
The real work of the constructor.
virtual int getNumRows() const
Get number of rows.
void freeColType()
frees colsize_ vector
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...
bool disableadvbasis
Whether to disable use of advanced basis (if given)
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
row information: right hand sides, ranges and senses, lower and upper bounds for row ...
char * coltype_
Pointer to dense vector of variable types (continous, binary, integer)
CoinPackedMatrix * matrixByCol_
Pointer to row-wise copy of problem matrix coefficients.
virtual double getObjValue() const
Get objective function value.
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)=0
Add a column (primal variable) to the problem.
virtual int getNumCols() const
Get number of columns.
virtual void getBInvACol(int col, double *vec) const
Get a column of the tableau.
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 void branchAndBound()
Invoke solver's built-in enumeration algorithm.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
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 setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
virtual ~OsiCpxSolverInterface()
Destructor.
void switchToLP()
switches CPLEX to prob type LP
double * redcost_
Pointer to reduced cost vector.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) ...
virtual bool isInteger(int colIndex) const
Return true if the variable is integer.
double * rowsol_
Pointer to dual solution vector.
friend void OsiCpxSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiCpxSolverInterface class.
double * colsol_
Pointer to primal solution vector.
virtual bool isProvenOptimal() const
Is optimality proven?
std::vector< int > OsiVectorInt
Vector of int.
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.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
bool probtypemip_
Stores whether CPLEX' prob type is currently set to MIP.
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
void gutsOfDestructor()
The real work of the destructor.
CPXENVptr getEnvironmentPtr()
Method to access CPLEX environment pointer.
int * hotStartCStat_
Hotstart information.
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 setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
virtual void getBInvARow(int row, double *z, double *slack=NULL) const
Get a row of the tableau (slack part in slack if not NULL)
virtual void enableFactorization() const
Useless function, defined only for compatibility with OsiSimplexInterface.
void setMipStart(bool value)
void freeCachedData(int keepCached=KEEPCACHED_NONE)
free all cached data (except specified entries, see getLpPtr())
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.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
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 applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
virtual void getBasics(int *index) const
Get indices of the pivot variable in each row (order of indices corresponds to the order of elements ...
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
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...
CPXENVptr env_
CPLEX environment used in this class instance.
virtual void reset()
Resets as if default constructor.
virtual int canDoSimplexInterface() const
Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none...
CPXLPptr getLpPtr(int keepCached=KEEPCACHED_NONE)
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
free only cached column and LP solution information
virtual void getBInvRow(int row, double *z) const
Get a row of the basis inverse.
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver...
virtual ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
OsiCpxSolverInterface & operator=(const OsiCpxSolverInterface &rhs)
Assignment operator.
void resizeColType(int minsize)
resizes coltype_ vector to be able to store at least minsize elements
virtual void markHotStart()
Create a hotstart point of the optimization process.
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
column information: objective values, lower and upper bounds, variable types
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
void switchToMIP()
switches CPLEX to prob type MIP
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
virtual bool isIterationLimitReached() const
Iteration limit reached?
virtual void resolve()
Resolve an LP relaxation after problem modification.
char * rowsense_
Pointer to dense vector of row sense indicators.
void freeCachedColRim()
free cached column rim vectors
virtual void disableFactorization() const
Useless function, defined only for compatibility with OsiSimplexInterface.
virtual void enableSimplexInterface(int doingPrimal)
Useless function, defined only for compatibility with OsiSimplexInterface.
virtual void initialSolve()
Solve initial LP relaxation.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
double * colupper_
Pointer to dense vector of variable lower bounds.
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
virtual void getBasisStatus(int *cstat, int *rstat) const
Returns a basis status of the structural/artificial variables At present as warm start i...
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)=0
Add a row (constraint) to the problem.
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
virtual bool isBinary(int colIndex) const
Return true if the variable is binary.
int coltypesize_
Size of allocated memory for coltype_.
void freeAllMemory()
free all allocated memory
free only cached row and LP solution information
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
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 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.
virtual int getNumElements() const
Get number of nonzero elements.
free only cached LP solution information
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
double * rhs_
Pointer to dense vector of row right-hand side values.
virtual double getInfinity() const
Get solver's value for infinity.
double * rowact_
Pointer to row activity (slack) vector.
only discard cached LP solution
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
struct cpxenv * CPXENVptr
double * obj_
Pointer to objective vector.
double * collower_
Pointer to dense vector of variable lower bounds.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
void freeCachedResults()
free cached result vectors
keep all cached data (similar to getMutableLpPtr())