00001
00002
00003
00004
00005
00006
00007
00008
00009
00010
00011
00012
00013
00014 #ifndef OsiCpxSolverInterface_H
00015 #define OsiCpxSolverInterface_H
00016
00017 #include <string>
00018 #include "cplex.h"
00019 #include "OsiSolverInterface.hpp"
00020 #include "CoinPackedMatrix.hpp"
00021 #include "CoinWarmStartBasis.hpp"
00022
00028 class OsiCpxSolverInterface : public OsiSolverInterface {
00029 friend void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00030
00031 public:
00032
00033
00036
00037 virtual void initialSolve();
00038
00040 virtual void resolve();
00041
00043 virtual void branchAndBound();
00045
00046
00062
00063 bool setIntParam(OsiIntParam key, int value);
00064
00065 bool setDblParam(OsiDblParam key, double value);
00066
00067 bool setStrParam(OsiStrParam key, const std::string & value);
00068
00069 bool getIntParam(OsiIntParam key, int& value) const;
00070
00071 bool getDblParam(OsiDblParam key, double& value) const;
00072
00073 bool getStrParam(OsiStrParam key, std::string& value) const;
00075
00076
00078
00079
00080 virtual bool isAbandoned() const;
00082 virtual bool isProvenOptimal() const;
00084 virtual bool isProvenPrimalInfeasible() const;
00086 virtual bool isProvenDualInfeasible() const;
00088 virtual bool isPrimalObjectiveLimitReached() const;
00090 virtual bool isDualObjectiveLimitReached() const;
00092 virtual bool isIterationLimitReached() const;
00094
00095
00098
00105 inline CoinWarmStart *getEmptyWarmStart () const
00106 { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
00107
00109 virtual CoinWarmStart* getWarmStart() const;
00112 virtual bool setWarmStart(const CoinWarmStart* warmstart);
00114
00115
00122
00123 virtual void markHotStart();
00125 virtual void solveFromHotStart();
00127 virtual void unmarkHotStart();
00129
00130
00145
00146 virtual int getNumCols() const;
00147
00149 virtual int getNumRows() const;
00150
00152 virtual int getNumElements() const;
00153
00155 virtual const double * getColLower() const;
00156
00158 virtual const double * getColUpper() const;
00159
00169 virtual const char * getRowSense() const;
00170
00179 virtual const double * getRightHandSide() const;
00180
00189 virtual const double * getRowRange() const;
00190
00192 virtual const double * getRowLower() const;
00193
00195 virtual const double * getRowUpper() const;
00196
00198 virtual const double * getObjCoefficients() const;
00199
00201 virtual double getObjSense() const;
00202
00204 virtual bool isContinuous(int colNumber) const;
00205
00206 #if 0
00207
00208 virtual bool isBinary(int columnNumber) const;
00209
00214 virtual bool isInteger(int columnNumber) const;
00215
00217 virtual bool isIntegerNonBinary(int columnNumber) const;
00218
00220 virtual bool isFreeBinary(int columnNumber) const;
00221 #endif
00222
00224 virtual const CoinPackedMatrix * getMatrixByRow() const;
00225
00227 virtual const CoinPackedMatrix * getMatrixByCol() const;
00228
00230 virtual double getInfinity() const;
00232
00235
00236 virtual const double * getColSolution() const;
00237
00239 virtual const double * getRowPrice() const;
00240
00242 virtual const double * getReducedCost() const;
00243
00246 virtual const double * getRowActivity() const;
00247
00249 virtual double getObjValue() const;
00250
00253 virtual int getIterationCount() const;
00254
00266 virtual std::vector<double*> getDualRays(int maxNumRays) const;
00278 virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
00279
00280 #if 0
00281
00283 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
00284 const;
00285 #endif
00286
00287
00288
00289
00290
00293
00297 virtual void setObjCoeff( int elementIndex, double elementValue );
00298
00300 virtual void setObjCoeffSet(const int* indexFirst,
00301 const int* indexLast,
00302 const double* coeffList);
00303
00306 virtual void setColLower( int elementIndex, double elementValue );
00307
00310 virtual void setColUpper( int elementIndex, double elementValue );
00311
00315 virtual void setColBounds( int elementIndex,
00316 double lower, double upper );
00317
00325 virtual void setColSetBounds(const int* indexFirst,
00326 const int* indexLast,
00327 const double* boundList);
00328
00331 virtual void setRowLower( int elementIndex, double elementValue );
00332
00335 virtual void setRowUpper( int elementIndex, double elementValue );
00336
00340 virtual void setRowBounds( int elementIndex,
00341 double lower, double upper );
00342
00344 virtual void setRowType(int index, char sense, double rightHandSide,
00345 double range);
00346
00354 virtual void setRowSetBounds(const int* indexFirst,
00355 const int* indexLast,
00356 const double* boundList);
00357
00367 virtual void setRowSetTypes(const int* indexFirst,
00368 const int* indexLast,
00369 const char* senseList,
00370 const double* rhsList,
00371 const double* rangeList);
00373
00374
00378 virtual void setContinuous(int index);
00380 virtual void setInteger(int index);
00383 virtual void setContinuous(const int* indices, int len);
00386 virtual void setInteger(const int* indices, int len);
00388
00389
00391 virtual void setObjSense(double s);
00392
00403 virtual void setColSolution(const double * colsol);
00404
00415 virtual void setRowPrice(const double * rowprice);
00416
00417
00423 virtual void addCol(const CoinPackedVectorBase& vec,
00424 const double collb, const double colub,
00425 const double obj);
00427 virtual void addCols(const int numcols,
00428 const CoinPackedVectorBase * const * cols,
00429 const double* collb, const double* colub,
00430 const double* obj);
00432 virtual void deleteCols(const int num, const int * colIndices);
00433
00435 virtual void addRow(const CoinPackedVectorBase& vec,
00436 const double rowlb, const double rowub);
00438 virtual void addRow(const CoinPackedVectorBase& vec,
00439 const char rowsen, const double rowrhs,
00440 const double rowrng);
00442 virtual void addRows(const int numrows,
00443 const CoinPackedVectorBase * const * rows,
00444 const double* rowlb, const double* rowub);
00446 virtual void addRows(const int numrows,
00447 const CoinPackedVectorBase * const * rows,
00448 const char* rowsen, const double* rowrhs,
00449 const double* rowrng);
00451 virtual void deleteRows(const int num, const int * rowIndices);
00452
00453 #if 0
00454
00455
00477 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
00478 double effectivenessLb = 0.0);
00479 #endif
00480
00481
00482
00483
00484
00498 virtual void loadProblem(const CoinPackedMatrix& matrix,
00499 const double* collb, const double* colub,
00500 const double* obj,
00501 const double* rowlb, const double* rowub);
00502
00510 virtual void assignProblem(CoinPackedMatrix*& matrix,
00511 double*& collb, double*& colub, double*& obj,
00512 double*& rowlb, double*& rowub);
00513
00526 virtual void loadProblem(const CoinPackedMatrix& matrix,
00527 const double* collb, const double* colub,
00528 const double* obj,
00529 const char* rowsen, const double* rowrhs,
00530 const double* rowrng);
00531
00539 virtual void assignProblem(CoinPackedMatrix*& matrix,
00540 double*& collb, double*& colub, double*& obj,
00541 char*& rowsen, double*& rowrhs,
00542 double*& rowrng);
00543
00546 virtual void loadProblem(const int numcols, const int numrows,
00547 const int* start, const int* index,
00548 const double* value,
00549 const double* collb, const double* colub,
00550 const double* obj,
00551 const double* rowlb, const double* rowub);
00552
00555 virtual void loadProblem(const int numcols, const int numrows,
00556 const int* start, const int* index,
00557 const double* value,
00558 const double* collb, const double* colub,
00559 const double* obj,
00560 const char* rowsen, const double* rowrhs,
00561 const double* rowrng);
00562
00564 virtual int readMps(const char *filename,
00565 const char *extension = "mps");
00566
00571 virtual void writeMps(const char *filename,
00572 const char *extension = "mps",
00573 double objSense=0.0) const;
00575
00576
00577
00583 enum keepCachedFlag
00584 {
00586 KEEPCACHED_NONE = 0,
00588 KEEPCACHED_COLUMN = 1,
00590 KEEPCACHED_ROW = 2,
00592 KEEPCACHED_MATRIX = 4,
00594 KEEPCACHED_RESULTS = 8,
00596 KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
00598 KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
00600 FREECACHED_COLUMN = KEEPCACHED_PROBLEM & !KEEPCACHED_COLUMN,
00602 FREECACHED_ROW = KEEPCACHED_PROBLEM & !KEEPCACHED_ROW,
00604 FREECACHED_MATRIX = KEEPCACHED_PROBLEM & !KEEPCACHED_MATRIX,
00606 FREECACHED_RESULTS = KEEPCACHED_ALL & !KEEPCACHED_RESULTS
00607 };
00608 CPXLPptr getLpPtr( int keepCached = KEEPCACHED_NONE );
00609
00611
00612 CPXENVptr getEnvironmentPtr();
00614
00616 const char* getCtype() const;
00617
00627 static void incrementInstanceCounter();
00628
00637 static void decrementInstanceCounter();
00638
00640 static unsigned int getNumInstances();
00642
00643
00646
00647 OsiCpxSolverInterface();
00648
00650 virtual OsiSolverInterface * clone(bool copyData = true) const;
00651
00653 OsiCpxSolverInterface( const OsiCpxSolverInterface& );
00654
00656 OsiCpxSolverInterface& operator=( const OsiCpxSolverInterface& rhs );
00657
00659 virtual ~OsiCpxSolverInterface();
00660
00662 virtual void reset();
00664
00665 protected:
00666
00669
00670 virtual void applyRowCut( const OsiRowCut & rc );
00671
00675 virtual void applyColCut( const OsiColCut & cc );
00677
00678 private:
00681
00682 void switchToLP();
00683
00685 void switchToMIP();
00686
00688 void resizeColType( int minsize );
00689
00691 void freeColType();
00693
00696
00697 static CPXENVptr env_;
00699 static int cpxVersionMajor_;
00700 static int cpxVersionMinor_;
00701 static int cpxVersionMinorMinor_;
00703 static unsigned int numInstances_;
00705
00706
00709
00711 CPXLPptr getMutableLpPtr() const;
00712
00714 void gutsOfCopy( const OsiCpxSolverInterface & source );
00715
00717 void gutsOfConstructor();
00718
00720 void gutsOfDestructor();
00721
00723 void freeCachedColRim();
00724
00726 void freeCachedRowRim();
00727
00729 void freeCachedResults();
00730
00732 void freeCachedMatrix();
00733
00735 void freeCachedData( int keepCached = KEEPCACHED_NONE );
00736
00738 void freeAllMemory();
00739
00741 void printBounds();
00743
00744
00747
00748 mutable CPXLPptr lp_;
00749
00751 int *hotStartCStat_;
00752 int hotStartCStatSize_;
00753 int *hotStartRStat_;
00754 int hotStartRStatSize_;
00755 int hotStartMaxIteration_;
00756
00759
00760 mutable double *obj_;
00761
00763 mutable double *collower_;
00764
00766 mutable double *colupper_;
00767
00769 mutable char *rowsense_;
00770
00772 mutable double *rhs_;
00773
00775 mutable double *rowrange_;
00776
00778 mutable double *rowlower_;
00779
00781 mutable double *rowupper_;
00782
00784 mutable double *colsol_;
00785
00787 mutable double *rowsol_;
00788
00790 mutable double *redcost_;
00791
00793 mutable double *rowact_;
00794
00796 mutable CoinPackedMatrix *matrixByRow_;
00797
00799 mutable CoinPackedMatrix *matrixByCol_;
00801
00804
00805 char *coltype_;
00806
00808 int coltypesize_;
00809
00811 mutable bool probtypemip_;
00812
00814 };
00815
00816
00822 void OsiCpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00823
00824 #endif
