Go to the documentation of this file. 1 #ifndef OsiDylpSolverInterface_H
2 #define OsiDylpSolverInterface_H
28 #include "OsiConfig.h"
29 #include <CoinPackedMatrix.hpp>
30 #include <OsiSolverInterface.hpp>
31 #include <CoinWarmStart.hpp>
32 #include <CoinMessageHandler.hpp>
33 #include <CoinMpsIO.hpp>
34 #include <CoinPresolveMatrix.hpp>
110 const std::string &netLibDir) ;
133 OsiSolverInterface*
clone(
bool copyData =
true)
const ;
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) ;
343 using OsiSolverInterface::setContinuous ;
348 using OsiSolverInterface::setInteger ;
353 using OsiSolverInterface::setColLower ;
358 using OsiSolverInterface::setColUpper ;
370 void setRowType(
int index,
char rowsen,
double rowrhs,
double rowrng) ;
398 using OsiSolverInterface::addCol ;
402 void addCol(
const CoinPackedVectorBase &vec,
403 const double collb,
const double colub,
const double obj) ;
407 void deleteCols(
const int num,
const int *colIndices) ;
411 using OsiSolverInterface::addRow ;
415 void addRow(
const CoinPackedVectorBase &row,
416 const double rowlb,
const double rowub) ;
420 void addRow(
const CoinPackedVectorBase &row,
421 const char rowsen,
const double rowrhs,
const double rowrng) ;
425 void deleteRows(
const int num,
const int *rowIndices) ;
539 bool setStrParam(OsiStrParam key,
const std::string& value) ;
544 OsiHintStrength strength = OsiHintTry,
void *info = 0) ;
548 bool getIntParam(OsiIntParam key,
int &value)
const ;
552 bool getDblParam(OsiDblParam key,
double &value)
const ;
556 bool getStrParam(OsiStrParam key, std::string &value)
const ;
560 using OsiSolverInterface::getHintParam ;
565 OsiHintStrength &strength,
void *&info)
const ;
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) ;
883 mutable void *
info_[OsiLastHintParam] ;
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) ;
1141 void add_col(
const CoinPackedVectorBase& coin_coli,
1143 double vubi,
double obji,
const std::string *nme) ;
1144 void add_row(
const CoinPackedVectorBase& coin_rowi,
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,
1154 OsiHintStrength hintStrength,
const char *msgString) ;
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) ; }
1237 const CoinShallowPackedVector vector,
int dimension) ;
1239 const CoinShallowPackedVector vector,
int dimension,
pkvec_struct *dst) ;
1245 const char *ext1,
const char *ext2) ;
1262 void OsiDylpSolverInterfaceUnitTest(
const std::string & mpsDir,
1263 const std::string &netLibDir) ;
1265 #endif // OsiDylpSolverInterface_H
void unmarkHotStart()
Delete the hot start snapshot.
void setOsiDylpMessages(CoinMessages::Language local_language)
Set the language for messages.
virtual void getBInvARow(int row, double *abari, double *betai=0) const
Get a row of the tableau.
void setBasisInLpprob(const OsiDylpWarmStartBasis *wsb, lpprob_struct *lpprob) const
Install a basis in the lp problem structure.
int getIterationCount() const
Get the number of iterations for the last lp.
virtual void getBInvRow(int row, double *betai) const
Get a row of the basis inverse.
void initialSolve()
Solve an lp from scratch.
bool getStrParam(OsiStrParam key, std::string &value) const
Get an OSI string parameter.
bool isDualObjectiveLimitReached() const
Is the dual objective limit reached?
const CoinPackedMatrix * getMatrixByRow() const
Get a pointer to a row-major copy of the constraint matrix.
ioid local_outchn
Output stream for this ODSI instance.
int getNumCols() const
Get the number of columns (variables)
bool initial_gtxecho
Controls output of log information to stdout during initialSolve()
void applyColCut(const OsiColCut &cut)
Apply a column (variable) cut (adjust one or more bounds)
CoinPackedMatrix * _matrix_by_row
const CoinPackedMatrix * getMatrixByCol() const
Get a pointer to a column-major copy of the constraint matrix.
const std::string solvername
Solver name (dylp).
double obj_sense
Objective function sense for this ODSI instance.
bool getHintParam(OsiHintParam key, bool &sense, OsiHintStrength &strength, void *&info) const
Get an OSI hint.
bool ensureOwnership() const
Ensure that the solver is ready for simplex operations.
bool solnIsFresh
The most recent solution from dylp is valid.
lpret_enum lp_retval
Result of last call to solver for this ODSI instance.
void solveFromHotStart()
Call dylp to reoptimize (hot start).
bool basisIsAvailable() const
Check if an optimal basis is available.
void setRowLower(int index, double value)
Set the lower bound on a row (constraint)
bool isProvenPrimalInfeasible() const
True if dylp reported the problem to be primal infeasible.
const double * getColLower() const
Get the column (variable) lower bound vector.
bool isContinuous(int colIndex) const
Return true if the variable is continuous.
virtual void getBInvACol(int col, double *abarj) const
Get a column of the tableau.
consys_struct * consys
The constraint system.
bool isIterationLimitReached() const
True if dylp reached the iteration limit.
double odsiInfinity
The value of infinity.
void addRow(const CoinPackedVectorBase &row, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
static T * inv_vec(T *vec)
Convert 1-based vector pointer to 0-based vector pointer.
const double * getReducedCost() const
Return the vector of reduced costs for the solution.
std::vector< double * > getDualRays(int maxNumRays, bool fullRay) const
Get as many dual rays as the solver can provide.
void setObjName(std::string name)
Set the objective function name.
CoinWarmStart * getWarmStart() const
Build a warm start object for the current lp solution.
void newLanguage(CoinMessages::Language language)
Change the language for OsiDylp messages.
OsiSolverInterface * clone(bool copyData=true) const
Clone the solver object.
virtual void getBInvCol(int col, double *betak) const
Get a column of the basis inverse.
void setObjective(const double *array)
Set the objective coefficients for all columns.
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.
void gen_rowparms(int rowcnt, double *rhs, double *rhslow, contyp_enum *ctyp, const double *rowlb, const double *rowub)
bool setWarmStart(const CoinWarmStart *warmStart)
Apply a warm start object.
bool resolve_gtxecho
Controls output of log information to stdout during resolve() and solveFromHotStart()
void installPresolve()
Load the presolved problem into the ODSI object.
void applyRowCut(const OsiRowCut &cut)
Apply a row (constraint) cut (add one constraint)
contyp_enum bound_to_type(double lower, double upper)
CoinPostsolveMatrix * initialisePostsolve(CoinPresolveMatrix *&preObj)
Create and load a postsolve object.
static void assert_same(const T &t1, const T &t2, bool exact)
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 reset()
Reset the solver object to the state produced by the default constructor.
void destruct_col_cache(bool structure)
double getInfinity() const
Get dylp's value for infinity.
bool evalPresolve()
Decide whether presolve was effective enough to use.
bool setHintParam(OsiHintParam key, bool sense=true, OsiHintStrength strength=OsiHintTry, void *info=0)
Set an OSI hint.
void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (variable) to the problem.
CoinPostsolveMatrix * postObj_
The postsolve object.
void destruct_row_cache(bool structure)
bool isBinary(int colIndex) const
Return true if the variable is binary.
void setColUpper(int index, double value)
Set the upper bound on a column (variable)
void setRowType(int index, char rowsen, double rowrhs, double rowrng)
Set the type of a row (constraint)
const double * getObjCoefficients() const
Get the objective function coefficient vector.
int getNumElements() const
Get the number of non-zero coefficients.
bool isProvenOptimal() const
True if dylp reported an optimal solution.
bool isProvenDualInfeasible() const
True if dylp reported the problem to be dual infeasible (primal unbounded)
void saveOriginalSys()
Save the original problem.
CoinPackedMatrix * _matrix_by_col
lpprob_struct * lpprob
The lp problem.
bool getDblParam(OsiDblParam key, double &value) const
Get an OSI double parameter.
void enableFactorization() const
Prepare the solver for the use of tableau access methods.
lpstats_struct * statistics
The statistics structure.
struct OsiDylpSolverInterface::@23 activeBasis
Active basis.
const double * getRowUpper() const
Get the row (constraint) upper bound vector.
bool isPrimalObjectiveLimitReached() const
Is the primal objective limit reached?
virtual void getBasics(int *index) const
Get indices of basic variables.
void construct_consys(int cols, int rows)
void destruct_presolve()
Delete presolve information.
const double * getRowPrice() const
Return the vector of dual variables for the solution.
double getObjSense() const
Get the objective function sense (min/max)
CoinWarmStart * getEmptyWarmStart() const
Get an empty OsiDylpWarmStartBasis object.
void doPostsolve()
Apply the postsolve transforms from postActions_.
std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
void setRowPrice(const double *)
Set the value of the dual variables in the problem solution.
static int idx(int i)
Convert 0-based index to 1-based index.
void destruct_primal_cache()
const double * getRowRange() const
Get the row (constraint) range vector.
CoinPresolveMatrix * preObj_
The presolve object.
CoinWarmStart * hotstart_fallback
Warm start object used as a fallback for hot start.
lpopts_struct * resolveOptions
Solver options for a resolve.
int setBasisStatus(const int *archStatus, const int *logStatus)
Set a basis and update the factorization and solution.
void setObjSense(double sense)
Set the sense (min/max) of the objective.
void writeMps(const char *basename, const char *extension="mps", double objsense=0.0) const
Write the problem into the specified file in MPS format.
static bool basis_ready
Basis maintenance package is initialised.
void unimp_hint(bool dylpSense, bool hintSense, OsiHintStrength hintStrength, const char *msgString)
bool keepIntegers_
true if presolve should consider integrality
const double * getColUpper() const
Get the column (variable) upper bound vector.
void add_row(const CoinPackedVectorBase &coin_rowi, char clazzi, contyp_enum ctypi, double rhsi, double rhslowi, const std::string *nme)
static pkvec_struct * packed_vector(const CoinShallowPackedVector vector, int dimension)
void destruct_problem(bool preserve_interface)
lptols_struct * tolerances
Solver numeric tolerances.
static int inv(int i)
Convert 1-based index to 0-based index.
void setObjCoeff(int index, double value)
Set an objective function coefficient.
const CoinPresolveAction * postActions_
List of postsolve actions.
void activateRowCutDebugger(const char *modelName)
Activate the row cut debugger.
void dylp_controlfile(const char *name, const bool silent, const bool mustexist=true)
Process an options (.spc) file.
int getNumIntegers() const
Get the number of integer variables.
void doPresolve()
Perform presolve transformations.
void branchAndBound()
Invoke the solver's built-in branch-and-bound algorithm.
basisCondition
Codes for basis condition.
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).
void setInteger(int index)
Set a single variable to be integer.
lpopts_struct * initialSolveOptions
Solver options for an initial solve.
void load_problem(const CoinMpsIO &mps)
int readMps(const char *filename, const char *extension="mps")
Read a problem description in MPS format from a file.
void disableFactorization() const
Undo the effects of enableFactorization.
virtual void getReducedGradient(double *columnReducedCosts, double *duals, const double *c) const
Calculate duals and reduced costs for the given objective coefficients.
void resolve()
Call dylp to reoptimize (warm start).
static void copy(const T *src, T *dst, int n)
void add_col(const CoinPackedVectorBase &coin_coli, vartyp_enum vtypi, double vlbi, double vubi, double obji, const std::string *nme)
OsiDylpSolverInterface()
Default constructor.
void dylp_outfile(const char *name)
Establish an output (solution and/or statistics) file.
void setColSolution(const double *colsol)
Set the value of the primal variables in the problem solution.
static T * idx_vec(T *vec)
Convert 0-based vector pointer to 1-based vector pointer.
consys_struct * savedConsys_
Saved copy of original problem.
const double * getRightHandSide() const
Get the row (constraint) right-hand-side vector.
bool setDblParam(OsiDblParam key, double value)
Set an OSI double parameter.
static basis_struct * copy_basis(const basis_struct *src, int dstsze)
void setLanguage(CoinMessages::Language language)
An alias for OsiDylpSolverInterface::newLanguage.
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.
int getNumRows() const
Get the number of rows (constraints)
struct OsiDylpSolverInterface::@24 simplex_state
State related to the OsiSimplex interface.
CoinPackedMatrix * saved_matrix_by_col
void destruct_cache(bool rowStructure, bool colStructure)
CoinPackedMatrix * saved_matrix_by_row
double getObjValue() const
Get the objective function value for the solution.
void gen_rowiparms(contyp_enum *ctypi, double *rhsi, double *rhslowi, char sensei, double rhsini, double rangei)
void dylp_printsoln(bool wantSoln, bool wantStats)
Print the solution and/or statistics to the output file.
static lpprob_struct * copy_lpprob(const lpprob_struct *src)
ODSI_start_enum
Enum to specify cold/warm/hot start.
int canDoSimplexInterface() const
Return the simplex implementation level.
The dylp warm start class.
void markHotStart()
Create a hot start snapshot.
void destruct_dual_cache()
void dylp_logfile(const char *name, bool echo=false)
Establish a log file.
ioid local_logchn
Log stream for this ODSI instance.
int passLimit_
Limit for iterations of the major presolve loop.
~OsiDylpSolverInterface()
Destructor.
const double * getRowActivity() const
Return the vector of row activity for the solution.
double * saved_col_obj
Saved pointers to cached structural vectors.
friend void OsiDylpSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netLibDir)
Unit test for OsiDylpSolverInterface.
void setContinuous(int index)
Set a single variable to be continuous.
const char * getRowSense() const
Get the row sense (constraint type) vector.
void setColLower(int index, double value)
Set the lower bound on a column (variable)
const double * getColSolution() const
Return the vector of primal variables for the solution.
bool isAbandoned() const
True if dylp abandoned the problem.
void * info_[OsiLastHintParam]
Array for info blocks associated with hints.
bool mps_debug
Allow messages from CoinMpsIO package.
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).
void setRowUpper(int index, double value)
Set the upper bound on a row (constraint)
bool setStrParam(OsiStrParam key, const std::string &value)
Set an OSI string parameter.
bool setIntParam(OsiIntParam key, int value)
Set an OSI integer parameter.
const double * getRowLower() const
Get the row (constraint) lower bound vector.
OsiDylpSolverInterface & operator=(const OsiDylpSolverInterface &rhs)
Assignment.
static int reference_count
Number of outstanding ODSI objects.
static char type_to_sense(contyp_enum type)
void setColName(int ndx, std::string name)
Set a column name.
void setRowName(int ndx, std::string name)
Set a row name.
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.
CoinPresolveMatrix * initialisePresolve(bool keepIntegers)
Create and load a presolve object.
void deleteCols(const int num, const int *colIndices)
Remove column(s) (variable(s)) from the problem.