// Copyright (C) 2000, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). #ifndef OsiSolverInterface_H #define OsiSolverInterface_H #include #include #include #include "CoinTypes.hpp" #include "CoinMessageHandler.hpp" #include "CoinPackedVectorBase.hpp" #include "CoinPackedMatrix.hpp" #include "CoinWarmStart.hpp" #include "CoinFinite.hpp" #include "CoinError.hpp" #include "OsiCollections.hpp" #include "OsiSolverParameters.hpp" class CoinSnapshot; class CoinLpIO; class CoinMpsIO; class OsiCuts; class OsiAuxInfo; class OsiRowCut; class OsiRowCutDebugger; class CoinSet; class CoinBuild; class CoinModel; class OsiSolverBranch; class OsiSolverResult; class OsiObject; //############################################################################# /*! \brief Abstract Base Class for describing an interface to a solver. Many OsiSolverInterface query methods return a const pointer to the requested read-only data. If the model data is changed or the solver is called, these pointers may no longer be valid and should be refreshed by invoking the member function to obtain an updated copy of the pointer. For example: \code OsiSolverInterface solverInterfacePtr ; const double * ruBnds = solverInterfacePtr->getRowUpper(); solverInterfacePtr->applyCuts(someSetOfCuts); // ruBnds is no longer a valid pointer and must be refreshed ruBnds = solverInterfacePtr->getRowUpper(); \endcode Querying a problem that has no data associated with it will result in zeros for the number of rows and columns, and NULL pointers from the methods that return vectors. */ class OsiSolverInterface { friend void OsiSolverInterfaceCommonUnitTest( const OsiSolverInterface* emptySi, const std::string & mpsDir, const std::string & netlibDir); friend void OsiSolverInterfaceMpsUnitTest( const std::vector & vecSiP, const std::string & mpsDir); public: /// Internal class for obtaining status from the applyCuts method class ApplyCutsReturnCode { friend class OsiSolverInterface; friend class OsiClpSolverInterface; friend class OsiGrbSolverInterface; public: ///@name Constructors and desctructors //@{ /// Default constructor ApplyCutsReturnCode(): intInconsistent_(0), extInconsistent_(0), infeasible_(0), ineffective_(0), applied_(0) {} /// Copy constructor ApplyCutsReturnCode(const ApplyCutsReturnCode & rhs): intInconsistent_(rhs.intInconsistent_), extInconsistent_(rhs.extInconsistent_), infeasible_(rhs.infeasible_), ineffective_(rhs.ineffective_), applied_(rhs.applied_) {} /// Assignment operator ApplyCutsReturnCode & operator=(const ApplyCutsReturnCode& rhs) { if (this != &rhs) { intInconsistent_ = rhs.intInconsistent_; extInconsistent_ = rhs.extInconsistent_; infeasible_ = rhs.infeasible_; ineffective_ = rhs.ineffective_; applied_ = rhs.applied_; } return *this; } /// Destructor ~ApplyCutsReturnCode(){} //@} /**@name Accessing return code attributes */ //@{ /// Number of logically inconsistent cuts inline int getNumInconsistent() const {return intInconsistent_;} /// Number of cuts inconsistent with the current model inline int getNumInconsistentWrtIntegerModel() const {return extInconsistent_;} /// Number of cuts that cause obvious infeasibility inline int getNumInfeasible() const {return infeasible_;} /// Number of redundant or ineffective cuts inline int getNumIneffective() const {return ineffective_;} /// Number of cuts applied inline int getNumApplied() const {return applied_;} //@} private: /**@name Private methods */ //@{ /// Increment logically inconsistent cut counter inline void incrementInternallyInconsistent(){intInconsistent_++;} /// Increment model-inconsistent counter inline void incrementExternallyInconsistent(){extInconsistent_++;} /// Increment infeasible cut counter inline void incrementInfeasible(){infeasible_++;} /// Increment ineffective cut counter inline void incrementIneffective(){ineffective_++;} /// Increment applied cut counter inline void incrementApplied(){applied_++;} //@} ///@name Private member data //@{ /// Counter for logically inconsistent cuts int intInconsistent_; /// Counter for model-inconsistent cuts int extInconsistent_; /// Counter for infeasible cuts int infeasible_; /// Counter for ineffective cuts int ineffective_; /// Counter for applied cuts int applied_; //@} }; //--------------------------------------------------------------------------- ///@name Solve methods //@{ /// Solve initial LP relaxation virtual void initialSolve() = 0; /*! \brief Resolve an LP relaxation after problem modification Note the `re-' in `resolve'. initialSolve() should be used to solve the problem for the first time. */ virtual void resolve() = 0; /// Invoke solver's built-in enumeration algorithm virtual void branchAndBound() = 0; #ifdef CBC_NEXT_VERSION /* Would it make sense to collect all of these routines in a `MIP Helper' section? It'd make it easier for users and implementors to find them. */ /** Solve 2**N (N==depth) problems and return solutions and bases. There are N branches each of which changes bounds on both sides as given by branch. The user should provide an array of (empty) results which will be filled in. See OsiSolveResult for more details (in OsiSolveBranch.?pp) but it will include a basis and primal solution. The order of results is left to right at feasible leaf nodes so first one is down, down, ..... Returns number of feasible leaves. Also sets number of solves done and number of iterations. This is provided so a solver can do faster. If forceBranch true then branch done even if satisfied */ virtual int solveBranches(int depth,const OsiSolverBranch * branch, OsiSolverResult * result, int & numberSolves, int & numberIterations, bool forceBranch=false); #endif //@} //--------------------------------------------------------------------------- /**@name Parameter set/get methods The set methods return true if the parameter was set to the given value, false otherwise. When a set method returns false, the original value (if any) should be unchanged. There can be various reasons for failure: the given parameter is not applicable for the solver (e.g., refactorization frequency for the volume algorithm), the parameter is not yet implemented for the solver or simply the value of the parameter is out of the range the solver accepts. If a parameter setting call returns false check the details of your solver. The get methods return true if the given parameter is applicable for the solver and is implemented. In this case the value of the parameter is returned in the second argument. Otherwise they return false. \note There is a default implementation of the set/get methods, namely to store/retrieve the given value using an array in the base class. A specific solver implementation can use this feature, for example, to store parameters that should be used later on. Implementors of a solver interface should overload these functions to provide the proper interface to and accurately reflect the capabilities of a specific solver. The format for hints is slightly different in that a boolean specifies the sense of the hint and an enum specifies the strength of the hint. Hints should be initialised when a solver is instantiated. (See OsiSolverParameters.hpp for defined hint parameters and strength.) When specifying the sense of the hint, a value of true means to work with the hint, false to work against it. For example,
  • \code setHintParam(OsiDoScale,true,OsiHintTry) \endcode is a mild suggestion to the solver to scale the constraint system.
  • \code setHintParam(OsiDoScale,false,OsiForceDo) \endcode tells the solver to disable scaling, or throw an exception if it cannot comply.
As another example, a solver interface could use the value and strength of the \c OsiDoReducePrint hint to adjust the amount of information printed by the interface and/or solver. The extent to which a solver obeys hints is left to the solver. The value and strength returned by \c getHintParam will match the most recent call to \c setHintParam, and will not necessarily reflect the solver's ability to comply with the hint. If the hint strength is \c OsiForceDo, the solver is required to throw an exception if it cannot perform the specified action. \note As with the other set/get methods, there is a default implementation which maintains arrays in the base class for hint sense and strength. The default implementation does not store the \c otherInformation pointer, and always throws an exception for strength \c OsiForceDo. Implementors of a solver interface should override these functions to provide the proper interface to and accurately reflect the capabilities of a specific solver. */ //@{ //! Set an integer parameter virtual bool setIntParam(OsiIntParam key, int value) { if (key == OsiLastIntParam) return (false) ; intParam_[key] = value; return true; } //! Set a double parameter virtual bool setDblParam(OsiDblParam key, double value) { if (key == OsiLastDblParam) return (false) ; dblParam_[key] = value; return true; } //! Set a string parameter virtual bool setStrParam(OsiStrParam key, const std::string & value) { if (key == OsiLastStrParam) return (false) ; strParam_[key] = value; return true; } /*! \brief Set a hint parameter The \c otherInformation parameter can be used to pass in an arbitrary block of information which is interpreted by the OSI and the underlying solver. Users are cautioned that this hook is solver-specific. Implementors: The default implementation completely ignores \c otherInformation and always throws an exception for OsiForceDo. This is almost certainly not the behaviour you want; you really should override this method. */ virtual bool setHintParam(OsiHintParam key, bool yesNo=true, OsiHintStrength strength=OsiHintTry, void * /*otherInformation*/ = NULL) { if (key==OsiLastHintParam) return false; hintParam_[key] = yesNo; hintStrength_[key] = strength; if (strength == OsiForceDo) throw CoinError("OsiForceDo illegal", "setHintParam", "OsiSolverInterface"); return true; } //! Get an integer parameter virtual bool getIntParam(OsiIntParam key, int& value) const { if (key == OsiLastIntParam) return (false) ; value = intParam_[key]; return true; } //! Get a double parameter virtual bool getDblParam(OsiDblParam key, double& value) const { if (key == OsiLastDblParam) return (false) ; value = dblParam_[key]; return true; } //! Get a string parameter virtual bool getStrParam(OsiStrParam key, std::string& value) const { if (key == OsiLastStrParam) return (false) ; value = strParam_[key]; return true; } /*! \brief Get a hint parameter (all information) Return all available information for the hint: sense, strength, and any extra information associated with the hint. Implementors: The default implementation will always set \c otherInformation to NULL. This is almost certainly not the behaviour you want; you really should override this method. */ virtual bool getHintParam(OsiHintParam key, bool& yesNo, OsiHintStrength& strength, void *& otherInformation) const { if (key==OsiLastHintParam) return false; yesNo = hintParam_[key]; strength = hintStrength_[key]; otherInformation=NULL; return true; } /*! \brief Get a hint parameter (sense and strength only) Return only the sense and strength of the hint. */ virtual bool getHintParam(OsiHintParam key, bool& yesNo, OsiHintStrength& strength) const { if (key==OsiLastHintParam) return false; yesNo = hintParam_[key]; strength = hintStrength_[key]; return true; } /*! \brief Get a hint parameter (sense only) Return only the sense (true/false) of the hint. */ virtual bool getHintParam(OsiHintParam key, bool& yesNo) const { if (key==OsiLastHintParam) return false; yesNo = hintParam_[key]; return true; } /*! \brief Copy all parameters in this section from one solver to another Note that the current implementation also copies the appData block, message handler, and rowCutDebugger. Arguably these should have independent copy methods. */ void copyParameters(OsiSolverInterface & rhs); /** \brief Return the integrality tolerance of the underlying solver. We should be able to get an integrality tolerance, but until that time just use the primal tolerance \todo This method should be replaced; it's architecturally wrong. This should be an honest dblParam with a keyword. Underlying solvers that do not support integer variables should return false for set and get on this parameter. Underlying solvers that support integrality should add this to the parameters they support, using whatever tolerance is appropriate. -lh, 091021- */ inline double getIntegerTolerance() const { return dblParam_[OsiPrimalTolerance];} //@} //--------------------------------------------------------------------------- ///@name Methods returning info on how the solution process terminated //@{ /// Are there numerical difficulties? virtual bool isAbandoned() const = 0; /// Is optimality proven? virtual bool isProvenOptimal() const = 0; /// Is primal infeasibility proven? virtual bool isProvenPrimalInfeasible() const = 0; /// Is dual infeasibility proven? virtual bool isProvenDualInfeasible() const = 0; /// Is the given primal objective limit reached? virtual bool isPrimalObjectiveLimitReached() const; /// Is the given dual objective limit reached? virtual bool isDualObjectiveLimitReached() const; /// Iteration limit reached? virtual bool isIterationLimitReached() const = 0; //@} //--------------------------------------------------------------------------- /** \name Warm start methods Note that the warm start methods return a generic CoinWarmStart object. The precise characteristics of this object are solver-dependent. Clients who wish to maintain a maximum degree of solver independence should take care to avoid unnecessary assumptions about the properties of a warm start object. */ //@{ /*! \brief Get an empty warm start object This routine returns an empty warm start object. Its purpose is to provide a way for a client to acquire a warm start object of the appropriate type for the solver, which can then be resized and modified as desired. */ virtual CoinWarmStart *getEmptyWarmStart () const = 0 ; /** \brief Get warm start information. Return warm start information for the current state of the solver interface. If there is no valid warm start information, an empty warm start object wil be returned. */ virtual CoinWarmStart* getWarmStart() const = 0; /** \brief Get warm start information. Return warm start information for the current state of the solver interface. If there is no valid warm start information, an empty warm start object wil be returned. This does not necessarily create an object - may just point to one. must Delete set true if user should delete returned object. */ virtual CoinWarmStart* getPointerToWarmStart(bool & mustDelete) ; /** \brief Set warm start information. Return true or false depending on whether the warm start information was accepted or not. By definition, a call to setWarmStart with a null parameter should cause the solver interface to refresh its warm start information from the underlying solver. */ virtual bool setWarmStart(const CoinWarmStart* warmstart) = 0; //@} //--------------------------------------------------------------------------- /**@name Hot start methods Primarily used in strong branching. The user can create a hot start object --- a snapshot of the optimization process --- then reoptimize over and over again, starting from the same point. \note
  • Between hot started optimizations only bound changes are allowed.
  • The copy constructor and assignment operator should NOT copy any hot start information.
  • The default implementation simply extracts a warm start object in \c markHotStart, resets to the warm start object in \c solveFromHotStart, and deletes the warm start object in \c unmarkHotStart. Actual solver implementations are encouraged to do better.
*/ //@{ /// Create a hot start snapshot of the optimization process. virtual void markHotStart(); /// Optimize starting from the hot start snapshot. virtual void solveFromHotStart(); /// Delete the hot start snapshot. virtual void unmarkHotStart(); //@} //--------------------------------------------------------------------------- /**@name Problem query methods Querying a problem that has no data associated with it will result in zeros for the number of rows and columns, and NULL pointers from the methods that return vectors. Const pointers returned from any data-query method are valid as long as the data is unchanged and the solver is not called. */ //@{ /// Get the number of columns virtual int getNumCols() const = 0; /// Get the number of rows virtual int getNumRows() const = 0; /// Get the number of nonzero elements virtual int getNumElements() const = 0; /// Get the number of integer variables virtual int getNumIntegers() const ; /// Get a pointer to an array[getNumCols()] of column lower bounds virtual const double * getColLower() const = 0; /// Get a pointer to an array[getNumCols()] of column upper bounds virtual const double * getColUpper() const = 0; /*! \brief Get a pointer to an array[getNumRows()] of row constraint senses.
  • 'L': <= constraint
  • 'E': = constraint
  • 'G': >= constraint
  • 'R': ranged constraint
  • 'N': free constraint
*/ virtual const char * getRowSense() const = 0; /*! \brief Get a pointer to an array[getNumRows()] of row right-hand sides
  • if getRowSense()[i] == 'L' then getRightHandSide()[i] == getRowUpper()[i]
  • if getRowSense()[i] == 'G' then getRightHandSide()[i] == getRowLower()[i]
  • if getRowSense()[i] == 'R' then getRightHandSide()[i] == getRowUpper()[i]
  • if getRowSense()[i] == 'N' then getRightHandSide()[i] == 0.0
*/ virtual const double * getRightHandSide() const = 0; /*! \brief Get a pointer to an array[getNumRows()] of row ranges.
  • if getRowSense()[i] == 'R' then getRowRange()[i] == getRowUpper()[i] - getRowLower()[i]
  • if getRowSense()[i] != 'R' then getRowRange()[i] is 0.0
*/ virtual const double * getRowRange() const = 0; /// Get a pointer to an array[getNumRows()] of row lower bounds virtual const double * getRowLower() const = 0; /// Get a pointer to an array[getNumRows()] of row upper bounds virtual const double * getRowUpper() const = 0; /*! \brief Get a pointer to an array[getNumCols()] of objective function coefficients. */ virtual const double * getObjCoefficients() const = 0; /*! \brief Get the objective function sense - 1 for minimisation (default) - -1 for maximisation */ virtual double getObjSense() const = 0; /// Return true if the variable is continuous virtual bool isContinuous(int colIndex) const = 0; /// Return true if the variable is binary virtual bool isBinary(int colIndex) const; /*! \brief Return true if the variable is integer. This method returns true if the variable is binary or general integer. */ virtual bool isInteger(int colIndex) const; /// Return true if the variable is general integer virtual bool isIntegerNonBinary(int colIndex) const; /// Return true if the variable is binary and not fixed virtual bool isFreeBinary(int colIndex) const; /*! \brief Return an array[getNumCols()] of column types \deprecated See #getColType */ inline const char *columnType(bool refresh=false) const { return getColType(refresh); } /*! \brief Return an array[getNumCols()] of column types - 0 - continuous - 1 - binary - 2 - general integer If \p refresh is true, the classification of integer variables as binary or general integer will be reevaluated. If the current bounds are [0,1], or if the variable is fixed at 0 or 1, it will be classified as binary, otherwise it will be classified as general integer. */ virtual const char * getColType(bool refresh=false) const; /// Get a pointer to a row-wise copy of the matrix virtual const CoinPackedMatrix * getMatrixByRow() const = 0; /// Get a pointer to a column-wise copy of the matrix virtual const CoinPackedMatrix * getMatrixByCol() const = 0; /*! \brief Get a pointer to a mutable row-wise copy of the matrix. Returns NULL if the request is not meaningful (i.e., the OSI will not recognise any modifications to the matrix). */ virtual CoinPackedMatrix * getMutableMatrixByRow() const {return NULL;} /*! \brief Get a pointer to a mutable column-wise copy of the matrix Returns NULL if the request is not meaningful (i.e., the OSI will not recognise any modifications to the matrix). */ virtual CoinPackedMatrix * getMutableMatrixByCol() const {return NULL;} /// Get the solver's value for infinity virtual double getInfinity() const = 0; //@} /**@name Solution query methods */ //@{ /// Get a pointer to an array[getNumCols()] of primal variable values virtual const double * getColSolution() const = 0; /** Get a pointer to an array[getNumCols()] of primal variable values guaranteed to be between the column lower and upper bounds. */ virtual const double * getStrictColSolution(); /// Get pointer to array[getNumRows()] of dual variable values virtual const double * getRowPrice() const = 0; /// Get a pointer to an array[getNumCols()] of reduced costs virtual const double * getReducedCost() const = 0; /** Get a pointer to array[getNumRows()] of row activity levels. The row activity for a row is the left-hand side evaluated at the current solution. */ virtual const double * getRowActivity() const = 0; /// Get the objective function value. virtual double getObjValue() const = 0; /** Get the number of iterations it took to solve the problem (whatever `iteration' means to the solver). */ virtual int getIterationCount() const = 0; /** Get as many dual rays as the solver can provide. In case of proven primal infeasibility there should (with high probability) be at least one. The first getNumRows() ray components will always be associated with the row duals (as returned by getRowPrice()). If \c fullRay is true, the final getNumCols() entries will correspond to the ray components associated with the nonbasic variables. If the full ray is requested and the method cannot provide it, it will throw an exception. \note Implementors of solver interfaces note that the double pointers in the vector should point to arrays of length getNumRows() (fullRay = false) or (getNumRows()+getNumCols()) (fullRay = true) and they should be allocated with new[]. \note Clients of solver interfaces note that it is the client's responsibility to free the double pointers in the vector using delete[]. Clients are reminded that a problem can be dual and primal infeasible. */ virtual std::vector getDualRays(int maxNumRays, bool fullRay = false) const = 0; /** Get as many primal rays as the solver can provide. In case of proven dual infeasibility there should (with high probability) be at least one. \note Implementors of solver interfaces note that the double pointers in the vector should point to arrays of length getNumCols() and they should be allocated with new[]. \note Clients of solver interfaces note that it is the client's responsibility to free the double pointers in the vector using delete[]. Clients are reminded that a problem can be dual and primal infeasible. */ virtual std::vector getPrimalRays(int maxNumRays) const = 0; /** Get vector of indices of primal variables which are integer variables but have fractional values in the current solution. */ virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05) const; //@} //------------------------------------------------------------------------- /**@name Methods to modify the objective, bounds, and solution For functions which take a set of indices as parameters (\c setObjCoeffSet(), \c setColSetBounds(), \c setRowSetBounds(), \c setRowSetTypes()), the parameters follow the C++ STL iterator convention: \c indexFirst points to the first index in the set, and \c indexLast points to a position one past the last index in the set. */ //@{ /** Set an objective function coefficient */ virtual void setObjCoeff( int elementIndex, double elementValue ) = 0; /** Set a set of objective function coefficients */ virtual void setObjCoeffSet(const int* indexFirst, const int* indexLast, const double* coeffList); /** Set the objective coefficients for all columns. array [getNumCols()] is an array of values for the objective. This defaults to a series of set operations and is here for speed. */ virtual void setObjective(const double * array); /** Set the objective function sense. Use 1 for minimisation (default), -1 for maximisation. \note Implementors note that objective function sense is a parameter of the OSI, not a property of the problem. Objective sense can be set prior to problem load and should not be affected by loading a new problem. */ virtual void setObjSense(double s) = 0; /** Set a single column lower bound. Use -getInfinity() for -infinity. */ virtual void setColLower( int elementIndex, double elementValue ) = 0; /** Set the lower bounds for all columns. array [getNumCols()] is an array of values for the lower bounds. This defaults to a series of set operations and is here for speed. */ virtual void setColLower(const double * array); /** Set a single column upper bound. Use getInfinity() for infinity. */ virtual void setColUpper( int elementIndex, double elementValue ) = 0; /** Set the upper bounds for all columns. array [getNumCols()] is an array of values for the upper bounds. This defaults to a series of set operations and is here for speed. */ virtual void setColUpper(const double * array); /** Set a single column lower and upper bound. The default implementation just invokes setColLower() and setColUpper() */ virtual void setColBounds( int elementIndex, double lower, double upper ) { setColLower(elementIndex, lower); setColUpper(elementIndex, upper); } /** Set the upper and lower bounds of a set of columns. The default implementation just invokes setColBounds() over and over again. For each column, boundList must contain both a lower and upper bound, in that order. */ virtual void setColSetBounds(const int* indexFirst, const int* indexLast, const double* boundList); /** Set a single row lower bound. Use -getInfinity() for -infinity. */ virtual void setRowLower( int elementIndex, double elementValue ) = 0; /** Set a single row upper bound. Use getInfinity() for infinity. */ virtual void setRowUpper( int elementIndex, double elementValue ) = 0; /** Set a single row lower and upper bound. The default implementation just invokes setRowLower() and setRowUpper() */ virtual void setRowBounds( int elementIndex, double lower, double upper ) { setRowLower(elementIndex, lower); setRowUpper(elementIndex, upper); } /** Set the bounds on a set of rows. The default implementation just invokes setRowBounds() over and over again. For each row, boundList must contain both a lower and upper bound, in that order. */ virtual void setRowSetBounds(const int* indexFirst, const int* indexLast, const double* boundList); /** Set the type of a single row */ virtual void setRowType(int index, char sense, double rightHandSide, double range) = 0; /** Set the type of a set of rows. The default implementation just invokes setRowType() over and over again. */ virtual void setRowSetTypes(const int* indexFirst, const int* indexLast, const char* senseList, const double* rhsList, const double* rangeList); /** Set the primal solution variable values colsol[getNumCols()] is an array of values for the primal variables. These values are copied to memory owned by the solver interface object or the solver. They will be returned as the result of getColSolution() until changed by another call to setColSolution() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent. */ virtual void setColSolution(const double *colsol) = 0; /** Set dual solution variable values rowprice[getNumRows()] is an array of values for the dual variables. These values are copied to memory owned by the solver interface object or the solver. They will be returned as the result of getRowPrice() until changed by another call to setRowPrice() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent. */ virtual void setRowPrice(const double * rowprice) = 0; /** Fix variables at bound based on reduced cost For variables currently at bound, fix the variable at bound if the reduced cost exceeds the gap. Return the number of variables fixed. If justInteger is set to false, the routine will also fix continuous variables, but the test still assumes a delta of 1.0. */ virtual int reducedCostFix(double gap, bool justInteger=true); //@} //------------------------------------------------------------------------- /**@name Methods to set variable type */ //@{ /** Set the index-th variable to be a continuous variable */ virtual void setContinuous(int index) = 0; /** Set the index-th variable to be an integer variable */ virtual void setInteger(int index) = 0; /** Set the variables listed in indices (which is of length len) to be continuous variables */ virtual void setContinuous(const int* indices, int len); /** Set the variables listed in indices (which is of length len) to be integer variables */ virtual void setInteger(const int* indices, int len); //@} //------------------------------------------------------------------------- //------------------------------------------------------------------------- /*! \brief Data type for name vectors. */ typedef std::vector OsiNameVec ; /*! \name Methods for row and column names Osi defines three name management disciplines: `auto names' (0), `lazy names' (1), and `full names' (2). See the description of #OsiNameDiscipline for details. Changing the name discipline (via setIntParam()) will not automatically add or remove name information, but setting the discipline to auto will make existing information inaccessible until the discipline is reset to lazy or full. By definition, a row index of getNumRows() (i.e., one larger than the largest valid row index) refers to the objective function. OSI users and implementors: While the OSI base class can define an interface and provide rudimentary support, use of names really depends on support by the OsiXXX class to ensure that names are managed correctly. If an OsiXXX class does not support names, it should return false for calls to getIntParam() or setIntParam() that reference OsiNameDiscipline. */ //@{ /*! \brief Generate a standard name of the form Rnnnnnnn or Cnnnnnnn Set \p rc to 'r' for a row name, 'c' for a column name. The `nnnnnnn' part is generated from ndx and will contain 7 digits by default, padded with zeros if necessary. As a special case, ndx = getNumRows() is interpreted as a request for the name of the objective function. OBJECTIVE is returned, truncated to digits+1 characters to match the row and column names. */ virtual std::string dfltRowColName(char rc, int ndx, unsigned digits = 7) const ; /*! \brief Return the name of the objective function */ virtual std::string getObjName (unsigned maxLen = static_cast(std::string::npos)) const ; /*! \brief Set the name of the objective function */ virtual inline void setObjName (std::string name) { objName_ = name ; } /*! \brief Return the name of the row. The routine will always return some name, regardless of the name discipline or the level of support by an OsiXXX derived class. Use maxLen to limit the length. */ virtual std::string getRowName(int rowIndex, unsigned maxLen = static_cast(std::string::npos)) const ; /*! \brief Return a pointer to a vector of row names If the name discipline (#OsiNameDiscipline) is auto, the return value will be a vector of length zero. If the name discipline is lazy, the vector will contain only names supplied by the client and will be no larger than needed to hold those names; entries not supplied will be null strings. In particular, the objective name is not included in the vector for lazy names. If the name discipline is full, the vector will have getNumRows() names, either supplied or generated, plus one additional entry for the objective name. */ virtual const OsiNameVec &getRowNames() ; /*! \brief Set a row name Quietly does nothing if the name discipline (#OsiNameDiscipline) is auto. Quietly fails if the row index is invalid. */ virtual void setRowName(int ndx, std::string name) ; /*! \brief Set multiple row names The run of len entries starting at srcNames[srcStart] are installed as row names starting at row index tgtStart. The base class implementation makes repeated calls to setRowName. */ virtual void setRowNames(OsiNameVec &srcNames, int srcStart, int len, int tgtStart) ; /*! \brief Delete len row names starting at index tgtStart The specified row names are removed and the remaining row names are copied down to close the gap. */ virtual void deleteRowNames(int tgtStart, int len) ; /*! \brief Return the name of the column The routine will always return some name, regardless of the name discipline or the level of support by an OsiXXX derived class. Use maxLen to limit the length. */ virtual std::string getColName(int colIndex, unsigned maxLen = static_cast(std::string::npos)) const ; /*! \brief Return a pointer to a vector of column names If the name discipline (#OsiNameDiscipline) is auto, the return value will be a vector of length zero. If the name discipline is lazy, the vector will contain only names supplied by the client and will be no larger than needed to hold those names; entries not supplied will be null strings. If the name discipline is full, the vector will have getNumCols() names, either supplied or generated. */ virtual const OsiNameVec &getColNames() ; /*! \brief Set a column name Quietly does nothing if the name discipline (#OsiNameDiscipline) is auto. Quietly fails if the column index is invalid. */ virtual void setColName(int ndx, std::string name) ; /*! \brief Set multiple column names The run of len entries starting at srcNames[srcStart] are installed as column names starting at column index tgtStart. The base class implementation makes repeated calls to setColName. */ virtual void setColNames(OsiNameVec &srcNames, int srcStart, int len, int tgtStart) ; /*! \brief Delete len column names starting at index tgtStart The specified column names are removed and the remaining column names are copied down to close the gap. */ virtual void deleteColNames(int tgtStart, int len) ; /*! \brief Set row and column names from a CoinMpsIO object. Also sets the name of the objective function. If the name discipline is auto, you get what you asked for. This routine does not use setRowName or setColName. */ void setRowColNames(const CoinMpsIO &mps) ; /*! \brief Set row and column names from a CoinModel object. If the name discipline is auto, you get what you asked for. This routine does not use setRowName or setColName. */ void setRowColNames(CoinModel &mod) ; /*! \brief Set row and column names from a CoinLpIO object. Also sets the name of the objective function. If the name discipline is auto, you get what you asked for. This routine does not use setRowName or setColName. */ void setRowColNames(CoinLpIO &mod) ; //@} //------------------------------------------------------------------------- //------------------------------------------------------------------------- /**@name Methods to modify the constraint system. Note that new columns are added as continuous variables. */ //@{ /** Add a column (primal variable) to the problem. */ virtual void addCol(const CoinPackedVectorBase& vec, const double collb, const double colub, const double obj) = 0; /*! \brief Add a named column (primal variable) to the problem. The default implementation adds the column, then changes the name. This can surely be made more efficient within an OsiXXX class. */ virtual void addCol(const CoinPackedVectorBase& vec, const double collb, const double colub, const double obj, std::string name) ; /** Add a column (primal variable) to the problem. */ virtual void addCol(int numberElements, const int* rows, const double* elements, const double collb, const double colub, const double obj) ; /*! \brief Add a named column (primal variable) to the problem. The default implementation adds the column, then changes the name. This can surely be made more efficient within an OsiXXX class. */ virtual void addCol(int numberElements, const int* rows, const double* elements, const double collb, const double colub, const double obj, std::string name) ; /** Add a set of columns (primal variables) to the problem. The default implementation simply makes repeated calls to addCol(). */ 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. The default implementation simply makes repeated calls to addCol(). */ virtual void addCols(const int numcols, const int* columnStarts, const int* rows, const double* elements, const double* collb, const double* colub, const double* obj); /// Add columns using a CoinBuild object void addCols(const CoinBuild & buildObject); /** Add columns from a model object. returns -1 if object in bad state (i.e. has row information) otherwise number of errors modelObject non const as can be regularized as part of build */ int addCols(CoinModel & modelObject); #if 0 /** */ virtual void addCols(const CoinPackedMatrix& matrix, const double* collb, const double* colub, const double* obj); #endif /** \brief Remove a set of columns (primal variables) from the problem. The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted variables are nonbasic. */ virtual void deleteCols(const int num, const int * colIndices) = 0; /*! \brief Add a row (constraint) to the problem. */ virtual void addRow(const CoinPackedVectorBase& vec, const double rowlb, const double rowub) = 0; /*! \brief Add a named row (constraint) to the problem. The default implementation adds the row, then changes the name. This can surely be made more efficient within an OsiXXX class. */ virtual void addRow(const CoinPackedVectorBase& vec, const double rowlb, const double rowub, std::string name) ; /*! \brief Add a row (constraint) to the problem. */ virtual void addRow(const CoinPackedVectorBase& vec, const char rowsen, const double rowrhs, const double rowrng) = 0; /*! \brief Add a named row (constraint) to the problem. The default implementation adds the row, then changes the name. This can surely be made more efficient within an OsiXXX class. */ virtual void addRow(const CoinPackedVectorBase& vec, const char rowsen, const double rowrhs, const double rowrng, std::string name) ; /*! Add a row (constraint) to the problem. Converts to addRow(CoinPackedVectorBase&,const double,const double). */ virtual void addRow(int numberElements, const int *columns, const double *element, const double rowlb, const double rowub) ; /*! Add a set of rows (constraints) to the problem. The default implementation simply makes repeated calls to addRow(). */ 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. The default implementation simply makes repeated calls to addRow(). */ 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. The default implementation simply makes repeated calls to addRow(). */ virtual void addRows(const int numrows, const int *rowStarts, const int *columns, const double *element, const double *rowlb, const double *rowub); /// Add rows using a CoinBuild object void addRows(const CoinBuild &buildObject); /*! Add rows from a CoinModel object. Returns -1 if the object is in the wrong state (i.e., has column-major information), otherwise the number of errors. The modelObject is not const as it can be regularized as part of the build. */ int addRows(CoinModel &modelObject); #if 0 /** */ virtual void addRows(const CoinPackedMatrix& matrix, const double* rowlb, const double* rowub); /** */ virtual void addRows(const CoinPackedMatrix& matrix, const char* rowsen, const double* rowrhs, const double* rowrng); #endif /** \brief Delete a set of rows (constraints) from the problem. The solver interface for a basis-oriented solver will maintain valid warm start information if all deleted rows are loose. */ virtual void deleteRows(const int num, const int * rowIndices) = 0; /** \brief Replace the constraint matrix I (JJF) am getting annoyed because I can't just replace a matrix. The default behavior of this is do nothing so only use where that would not matter, e.g. strengthening a matrix for MIP. */ virtual void replaceMatrixOptional(const CoinPackedMatrix & ) {} /** \brief Replace the constraint matrix And if it does matter (not used at present) */ virtual void replaceMatrix(const CoinPackedMatrix & ) {abort();} /** \brief Save a copy of the base model If solver wants it can save a copy of "base" (continuous) model here. */ virtual void saveBaseModel() {} /** \brief Reduce the constraint system to the specified number of constraints. If solver wants it can restore a copy of "base" (continuous) model here. \note The name is somewhat misleading. Implementors should consider the opportunity to optimise behaviour in the common case where \p numberRows is exactly the number of original constraints. Do not, however, neglect the possibility that \p numberRows does not equal the number of original constraints. */ virtual void restoreBaseModel(int numberRows); //----------------------------------------------------------------------- /** Apply a collection of cuts. Only cuts which have an effectiveness >= effectivenessLb are applied.
  • ReturnCode.getNumineffective() -- number of cuts which were not applied because they had an effectiveness < effectivenessLb
  • ReturnCode.getNuminconsistent() -- number of invalid cuts
  • ReturnCode.getNuminconsistentWrtIntegerModel() -- number of cuts that are invalid with respect to this integer model
  • ReturnCode.getNuminfeasible() -- number of cuts that would make this integer model infeasible
  • ReturnCode.getNumApplied() -- number of integer cuts which were applied to the integer model
  • cs.size() == getNumineffective() + getNuminconsistent() + getNuminconsistentWrtIntegerModel() + getNuminfeasible() + getNumApplied()
*/ virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs, double effectivenessLb = 0.0); /** Apply a collection of row cuts which are all effective. applyCuts seems to do one at a time which seems inefficient. Would be even more efficient to pass an array of pointers. */ virtual void applyRowCuts(int numberCuts, const OsiRowCut * cuts); /** Apply a collection of row cuts which are all effective. This is passed in as an array of pointers. */ virtual void applyRowCuts(int numberCuts, const OsiRowCut ** cuts); /// Deletes branching information before columns deleted void deleteBranchingInfo(int numberDeleted, const int * which); //@} //--------------------------------------------------------------------------- /**@name Methods for problem input and output */ //@{ /*! \brief Load in a problem by copying the arguments. The constraints on the rows are given by lower and upper bounds. If a pointer is 0 then the following values are the default:
  • colub: all columns have upper bound infinity
  • collb: all columns have lower bound 0
  • rowub: all rows have upper bound infinity
  • rowlb: all rows have lower bound -infinity
  • obj: all variables have 0 objective coefficient
Note that the default values for rowub and rowlb produce the constraint -infty <= ax <= infty. This is probably not what you want. */ virtual void loadProblem (const CoinPackedMatrix& matrix, const double* collb, const double* colub, const double* obj, const double* rowlb, const double* rowub) = 0; /*! \brief Load in a problem by assuming ownership of the arguments. The constraints on the rows are given by lower and upper bounds. For default argument values see the matching loadProblem method. \warning The arguments passed to this method will be freed using the C++ delete and delete[] functions. */ virtual void assignProblem (CoinPackedMatrix*& matrix, double*& collb, double*& colub, double*& obj, double*& rowlb, double*& rowub) = 0; /*! \brief Load in a problem by copying the arguments. The constraints on the rows are given by sense/rhs/range triplets. If a pointer is 0 then the following values are the default:
  • colub: all columns have upper bound infinity
  • collb: all columns have lower bound 0
  • obj: all variables have 0 objective coefficient
  • rowsen: all rows are >=
  • rowrhs: all right hand sides are 0
  • rowrng: 0 for the ranged rows
Note that the default values for rowsen, rowrhs, and rowrng produce the constraint ax >= 0. */ virtual void loadProblem (const CoinPackedMatrix& matrix, const double* collb, const double* colub, const double* obj, const char* rowsen, const double* rowrhs, const double* rowrng) = 0; /*! \brief Load in a problem by assuming ownership of the arguments. The constraints on the rows are given by sense/rhs/range triplets. For default argument values see the matching loadProblem method. \warning The arguments passed to this method will be freed using the C++ delete and delete[] functions. */ virtual void assignProblem (CoinPackedMatrix*& matrix, double*& collb, double*& colub, double*& obj, char*& rowsen, double*& rowrhs, double*& rowrng) = 0; /*! \brief Load in a problem by copying the arguments. The constraint matrix is is specified with standard column-major column starts / row indices / coefficients vectors. The constraints on the rows are given by lower and upper bounds. The matrix vectors must be gap-free. Note that start must have numcols+1 entries so that the length of the last column can be calculated as start[numcols]-start[numcols-1]. See the previous loadProblem method using rowlb and rowub for default argument values. */ virtual void loadProblem (const int numcols, const int numrows, const CoinBigIndex * start, const int* index, const double* value, const double* collb, const double* colub, const double* obj, const double* rowlb, const double* rowub) = 0; /*! \brief Load in a problem by copying the arguments. The constraint matrix is is specified with standard column-major column starts / row indices / coefficients vectors. The constraints on the rows are given by sense/rhs/range triplets. The matrix vectors must be gap-free. Note that start must have numcols+1 entries so that the length of the last column can be calculated as start[numcols]-start[numcols-1]. See the previous loadProblem method using sense/rhs/range for default argument values. */ virtual void loadProblem (const int numcols, const int numrows, const CoinBigIndex * 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) = 0; /*! \brief Load a model from a CoinModel object. Return the number of errors encountered. The modelObject parameter cannot be const as it may be changed as part of process. If keepSolution is true will try and keep warmStart. */ virtual int loadFromCoinModel (CoinModel & modelObject, bool keepSolution=false); /*! \brief Read a problem in MPS format from the given filename. The default implementation uses CoinMpsIO::readMps() to read the MPS file and returns the number of errors encountered. */ virtual int readMps (const char *filename, const char *extension = "mps") ; /*! \brief Read a problem in MPS format from the given full filename. This uses CoinMpsIO::readMps() to read the MPS file and returns the number of errors encountered. It also may return an array of set information */ virtual int readMps (const char *filename, const char*extension, int & numberSets, CoinSet ** & sets); /*! \brief Read a problem in GMPL format from the given filenames. The default implementation uses CoinMpsIO::readGMPL(). This capability is available only if the third-party package Glpk is installed. */ virtual int readGMPL (const char *filename, const char *dataname=NULL); /*! \brief Write the problem in MPS format to the specified file. If objSense is non-zero, a value of -1.0 causes the problem to be written with a maximization objective; +1.0 forces a minimization objective. If objSense is zero, the choice is left to the implementation. */ virtual void writeMps (const char *filename, const char *extension = "mps", double objSense=0.0) const = 0; /*! \brief Write the problem in MPS format to the specified file with more control over the output. Row and column names may be null. formatType is
  • 0 - normal
  • 1 - extra accuracy
  • 2 - IEEE hex
Returns non-zero on I/O error */ int writeMpsNative (const char *filename, const char ** rowNames, const char ** columnNames, int formatType=0,int numberAcross=2, double objSense=0.0, int numberSOS=0, const CoinSet * setInfo=NULL) const ; /***********************************************************************/ // Lp files /** Write the problem into an Lp file of the given filename with the specified extension. Coefficients with value less than epsilon away from an integer value are written as integers. Write at most numberAcross monomials on a line. Write non integer numbers with decimals digits after the decimal point. The written problem is always a minimization problem. If the current problem is a maximization problem, the intended objective function for the written problem is the current objective function multiplied by -1. If the current problem is a minimization problem, the intended objective function for the written problem is the current objective function. If objSense < 0, the intended objective function is multiplied by -1 before writing the problem. It is left unchanged otherwise. Write objective function name and constraint names if useRowNames is true. This version calls writeLpNative(). */ virtual void writeLp(const char *filename, const char *extension = "lp", double epsilon = 1e-5, int numberAcross = 10, int decimals = 5, double objSense = 0.0, bool useRowNames = true) const; /** Write the problem into the file pointed to by the parameter fp. Other parameters are similar to those of writeLp() with first parameter filename. */ virtual void writeLp(FILE *fp, double epsilon = 1e-5, int numberAcross = 10, int decimals = 5, double objSense = 0.0, bool useRowNames = true) const; /** Write the problem into an Lp file. Parameters are similar to those of writeLp(), but in addition row names and column names may be given. Parameter rowNames may be NULL, in which case default row names are used. If rowNames is not NULL, it must have exactly one entry per row in the problem and one additional entry (rowNames[getNumRows()] with the objective function name. These getNumRows()+1 entries must be distinct. If this is not the case, default row names are used. In addition, format restrictions are imposed on names (see CoinLpIO::is_invalid_name() for details). Similar remarks can be made for the parameter columnNames which must either be NULL or have exactly getNumCols() distinct entries. Write objective function name and constraint names if useRowNames is true. */ int writeLpNative(const char *filename, char const * const * const rowNames, char const * const * const columnNames, const double epsilon = 1.0e-5, const int numberAcross = 10, const int decimals = 5, const double objSense = 0.0, const bool useRowNames = true) const; /** Write the problem into the file pointed to by the parameter fp. Other parameters are similar to those of writeLpNative() with first parameter filename. */ int writeLpNative(FILE *fp, char const * const * const rowNames, char const * const * const columnNames, const double epsilon = 1.0e-5, const int numberAcross = 10, const int decimals = 5, const double objSense = 0.0, const bool useRowNames = true) const; /// Read file in LP format from file with name filename. /// See class CoinLpIO for description of this format. virtual int readLp(const char *filename, const double epsilon = 1e-5); /// Read file in LP format from the file pointed to by fp. /// See class CoinLpIO for description of this format. int readLp(FILE *fp, const double epsilon = 1e-5); //@} //--------------------------------------------------------------------------- /**@name Miscellaneous */ //@{ #ifdef COIN_SNAPSHOT /// Return a CoinSnapshot virtual CoinSnapshot * snapshot(bool createArrays=true) const; #endif #ifdef COIN_FACTORIZATION_INFO /// Return number of entries in L part of current factorization virtual CoinBigIndex getSizeL() const; /// Return number of entries in U part of current factorization virtual CoinBigIndex getSizeU() const; #endif //@} //--------------------------------------------------------------------------- /**@name Setting/Accessing application data */ //@{ /** Set application data. This is a pointer that the application can store into and retrieve from the solver interface. This field is available for the application to optionally define and use. */ void setApplicationData (void * appData); /** Create a clone of an Auxiliary Information object. The base class just stores an application data pointer but can be more general. Application data pointer is designed for one user while this can be extended to cope with more general extensions. */ void setAuxiliaryInfo(OsiAuxInfo * auxiliaryInfo); /// Get application data void * getApplicationData() const; /// Get pointer to auxiliary info object OsiAuxInfo * getAuxiliaryInfo() const; //@} //--------------------------------------------------------------------------- /**@name Message handling See the COIN library documentation for additional information about COIN message facilities. */ //@{ /** Pass in a message handler It is the client's responsibility to destroy a message handler installed by this routine; it will not be destroyed when the solver interface is destroyed. */ virtual void passInMessageHandler(CoinMessageHandler * handler); /// Set language void newLanguage(CoinMessages::Language language); inline void setLanguage(CoinMessages::Language language) {newLanguage(language);} /// Return a pointer to the current message handler inline CoinMessageHandler * messageHandler() const {return handler_;} /// Return the current set of messages inline CoinMessages messages() {return messages_;} /// Return a pointer to the current set of messages inline CoinMessages * messagesPointer() {return &messages_;} /// Return true if default handler inline bool defaultHandler() const { return defaultHandler_;} //@} //--------------------------------------------------------------------------- /**@name Methods for dealing with discontinuities other than integers. Osi should be able to know about SOS and other types. This is an optional section where such information can be stored. */ //@{ /** \brief Identify integer variables and create corresponding objects. Record integer variables and create an OsiSimpleInteger object for each one. All existing OsiSimpleInteger objects will be destroyed. If justCount then no objects created and we just store numberIntegers_ */ void findIntegers(bool justCount); /** \brief Identify integer variables and SOS and create corresponding objects. Record integer variables and create an OsiSimpleInteger object for each one. All existing OsiSimpleInteger objects will be destroyed. If the solver supports SOS then do the same for SOS. If justCount then no objects created and we just store numberIntegers_ Returns number of SOS */ virtual int findIntegersAndSOS(bool justCount); /// Get the number of objects inline int numberObjects() const { return numberObjects_;} /// Set the number of objects inline void setNumberObjects(int number) { numberObjects_=number;} /// Get the array of objects inline OsiObject ** objects() const { return object_;} /// Get the specified object const inline OsiObject * object(int which) const { return object_[which];} /// Get the specified object inline OsiObject * modifiableObject(int which) const { return object_[which];} /// Delete all object information void deleteObjects(); /** Add in object information. Objects are cloned; the owner can delete the originals. */ void addObjects(int numberObjects, OsiObject ** objects); /** Use current solution to set bounds so current integer feasible solution will stay feasible. Only feasible bounds will be used, even if current solution outside bounds. The amount of such violation will be returned (and if small can be ignored) */ double forceFeasible(); //@} //--------------------------------------------------------------------------- /*! @name Methods related to testing generated cuts See the documentation for OsiRowCutDebugger for additional details. */ //@{ /*! \brief Activate the row cut debugger. If \p modelName is in the set of known models then all cuts are checked to see that they do NOT cut off the optimal solution known to the debugger. */ virtual void activateRowCutDebugger (const char *modelName); /*! \brief Activate the row cut debugger using a full solution array. Activate the debugger for a model not included in the debugger's internal database. Cuts will be checked to see that they do NOT cut off the given solution. \p solution must be a full solution vector, but only the integer variables need to be correct. The debugger will fill in the continuous variables by solving an lp relaxation with the integer variables fixed as specified. If the given values for the continuous variables should be preserved, set \p keepContinuous to true. */ virtual void activateRowCutDebugger(const double *solution, bool enforceOptimality = true); /*! \brief Get the row cut debugger provided the solution known to the debugger is within the feasible region held in the solver. If there is a row cut debugger object associated with model AND if the solution known to the debugger is within the solver's current feasible region (i.e., the column bounds held in the solver are compatible with the known solution) then a pointer to the debugger is returned which may be used to test validity of cuts. Otherwise NULL is returned */ const OsiRowCutDebugger *getRowCutDebugger() const; /*! \brief Get the row cut debugger object Return the row cut debugger object if it exists. One common usage of this method is to obtain a debugger object in order to execute OsiRowCutDebugger::redoSolution (so that the stored solution is again compatible with the problem held in the solver). */ OsiRowCutDebugger * getRowCutDebuggerAlways() const; //@} /*! \name OsiSimplexInterface \brief Simplex Interface Methods for an advanced interface to a simplex solver. The interface comprises two groups of methods. Group 1 contains methods for tableau access. Group 2 contains methods for dictating individual simplex pivots. */ //@{ /*! \brief Return the simplex implementation level. The return codes are: - 0: the simplex interface is not implemented. - 1: the Group 1 (tableau access) methods are implemented. - 2: the Group 2 (pivoting) methods are implemented The codes are cumulative - a solver which implements Group 2 also implements Group 1. */ virtual int canDoSimplexInterface() const ; //@} /*! \name OsiSimplex Group 1 \brief Tableau access methods. This group of methods provides access to rows and columns of the basis inverse and to rows and columns of the tableau. */ //@{ /*! \brief Prepare the solver for the use of tableau access methods. Prepares the solver for the use of the tableau access methods, if any such preparation is required. The \c const attribute is required due to the places this method may be called (e.g., within CglCutGenerator::generateCuts()). */ virtual void enableFactorization() const ; /*! \brief Undo the effects of #enableFactorization. */ virtual void disableFactorization() const ; /*! \brief Check if an optimal basis is available. Returns true if the problem has been solved to optimality and a basis is available. This should be used to see if the tableau access operations are possible and meaningful. \note Implementors please note that this method may be called before #enableFactorization. */ virtual bool basisIsAvailable() const ; /// Synonym for #basisIsAvailable inline bool optimalBasisIsAvailable() const { return basisIsAvailable() ; } /*! \brief Retrieve status information for column and row variables. This method returns status as integer codes:
  • 0: free
  • 1: basic
  • 2: nonbasic at upper bound
  • 3: nonbasic at lower bound
The #getWarmStart method provides essentially the same functionality for a simplex-oriented solver, but the implementation details are very different. \note Logical variables associated with rows are all assumed to have +1 coefficients, so for a <= constraint the logical will be at lower bound if the constraint is tight. \note Implementors may choose to implement this method as a wrapper which converts a CoinWarmStartBasis to the requested representation. */ virtual void getBasisStatus(int* cstat, int* rstat) const ; /*! \brief Set the status of column and row variables and update the basis factorization and solution. Status information should be coded as documented for #getBasisStatus. Returns 0 if all goes well, 1 if something goes wrong. This method differs from #setWarmStart in the format of the input and in its immediate effect. Think of it as #setWarmStart immediately followed by #resolve, but no pivots are allowed. \note Implementors may choose to implement this method as a wrapper that calls #setWarmStart and #resolve if the no pivot requirement can be satisfied. */ virtual int setBasisStatus(const int* cstat, const int* rstat) ; /*! \brief Calculate duals and reduced costs for the given objective coefficients. The solver's objective coefficient vector is not changed. */ virtual void getReducedGradient(double* columnReducedCosts, double* duals, const double* c) const ; /*! \brief Get a row of the tableau If \p slack is not null, it will be loaded with the coefficients for the artificial (logical) variables (i.e., the row of the basis inverse). */ virtual void getBInvARow(int row, double* z, double* slack = NULL) const ; /*! \brief Get a row of the basis inverse */ virtual void getBInvRow(int row, double* z) const ; /*! \brief Get a column of the tableau */ virtual void getBInvACol(int col, double* vec) const ; /*! \brief Get a column of the basis inverse */ virtual void getBInvCol(int col, double* vec) const ; /*! \brief Get indices of basic variables If the logical (artificial) for row i is basic, the index should be coded as (#getNumCols + i). The order of indices must match the order of elements in the vectors returned by #getBInvACol and #getBInvCol. */ virtual void getBasics(int* index) const ; //@} /*! \name OsiSimplex Group 2 \brief Pivoting methods This group of methods provides for control of individual pivots by a simplex solver. */ //@{ /**Enables normal operation of subsequent functions. This method is supposed to ensure that all typical things (like reduced costs, etc.) are updated when individual pivots are executed and can be queried by other methods. says whether will be doing primal or dual */ virtual void enableSimplexInterface(bool doingPrimal) ; ///Undo whatever setting changes the above method had to make virtual void disableSimplexInterface() ; /** Perform a pivot by substituting a colIn for colOut in the basis. The status of the leaving variable is given in outStatus. Where 1 is to upper bound, -1 to lower bound Return code was undefined - now for OsiClp is 0 for okay, 1 if inaccuracy forced re-factorization (should be okay) and -1 for singular factorization */ virtual int pivot(int colIn, int colOut, int outStatus) ; /** Obtain a result of the primal pivot Outputs: colOut -- leaving column, outStatus -- its status, t -- step size, and, if dx!=NULL, *dx -- primal ray direction. Inputs: colIn -- entering column, sign -- direction of its change (+/-1). Both for colIn and colOut, artificial variables are index by the negative of the row index minus 1. Return code (for now): 0 -- leaving variable found, -1 -- everything else? Clearly, more informative set of return values is required Primal and dual solutions are updated */ virtual int primalPivotResult(int colIn, int sign, int& colOut, int& outStatus, double& t, CoinPackedVector* dx); /** Obtain a result of the dual pivot (similar to the previous method) Differences: entering variable and a sign of its change are now the outputs, the leaving variable and its statuts -- the inputs If dx!=NULL, then *dx contains dual ray Return code: same */ virtual int dualPivotResult(int& colIn, int& sign, int colOut, int outStatus, double& t, CoinPackedVector* dx) ; //@} //--------------------------------------------------------------------------- ///@name Constructors and destructors //@{ /// Default Constructor OsiSolverInterface(); /** Clone The result of calling clone(false) is defined to be equivalent to calling the default constructor OsiSolverInterface(). */ virtual OsiSolverInterface * clone(bool copyData = true) const = 0; /// Copy constructor OsiSolverInterface(const OsiSolverInterface &); /// Assignment operator OsiSolverInterface & operator=(const OsiSolverInterface& rhs); /// Destructor virtual ~OsiSolverInterface (); /** Reset the solver interface. A call to reset() returns the solver interface to the same state as it would have if it had just been constructed by calling the default constructor OsiSolverInterface(). */ virtual void reset(); //@} //--------------------------------------------------------------------------- protected: ///@name Protected methods //@{ /** Apply a row cut (append to the constraint matrix). */ virtual void applyRowCut( const OsiRowCut & rc ) = 0; /** Apply a column cut (adjust the bounds of one or more variables). */ virtual void applyColCut( const OsiColCut & cc ) = 0; /** A quick inlined function to convert from the lb/ub style of constraint definition to the sense/rhs/range style */ inline void convertBoundToSense(const double lower, const double upper, char& sense, double& right, double& range) const; /** A quick inlined function to convert from the sense/rhs/range style of constraint definition to the lb/ub style */ inline void convertSenseToBound(const char sense, const double right, const double range, double& lower, double& upper) const; /** A quick inlined function to force a value to be between a minimum and a maximum value */ template inline T forceIntoRange(const T value, const T lower, const T upper) const { return value < lower ? lower : (value > upper ? upper : value); } /** Set OsiSolverInterface object state for default constructor This routine establishes the initial values of data fields in the OsiSolverInterface object when the object is created using the default constructor. */ void setInitialData(); //@} ///@name Protected member data //@{ /*! \brief Pointer to row cut debugger object Mutable so that we can update the solution held in the debugger while maintaining const'ness for the Osi object. */ mutable OsiRowCutDebugger * rowCutDebugger_; // Why not just make useful stuff protected? /// Message handler CoinMessageHandler * handler_; /** Flag to say if the currrent handler is the default handler. Indicates if the solver interface object is responsible for destruction of the handler (true) or if the client is responsible (false). */ bool defaultHandler_; /// Messages CoinMessages messages_; /// Number of integers int numberIntegers_; /// Total number of objects int numberObjects_; /// Integer and ... information (integer info normally at beginning) OsiObject ** object_; /** Column type 0 - continuous 1 - binary (may get fixed later) 2 - general integer (may get fixed later) */ mutable char * columnType_; //@} //--------------------------------------------------------------------------- private: ///@name Private member data //@{ /// Pointer to user-defined data structure - and more if user wants OsiAuxInfo * appDataEtc_; /// Array of integer parameters int intParam_[OsiLastIntParam]; /// Array of double parameters double dblParam_[OsiLastDblParam]; /// Array of string parameters std::string strParam_[OsiLastStrParam]; /// Array of hint parameters bool hintParam_[OsiLastHintParam]; /// Array of hint strengths OsiHintStrength hintStrength_[OsiLastHintParam]; /** Warm start information used for hot starts when the default hot start implementation is used. */ CoinWarmStart* ws_; /// Column solution satisfying lower and upper column bounds std::vector strictColSolution_; /// Row names OsiNameVec rowNames_ ; /// Column names OsiNameVec colNames_ ; /// Objective name std::string objName_ ; //@} }; //############################################################################# /** A quick inlined function to convert from the lb/ub style of constraint definition to the sense/rhs/range style */ inline void OsiSolverInterface::convertBoundToSense(const double lower, const double upper, char& sense, double& right, double& range) const { double inf = getInfinity(); range = 0.0; if (lower > -inf) { if (upper < inf) { right = upper; if (upper==lower) { sense = 'E'; } else { sense = 'R'; range = upper - lower; } } else { sense = 'G'; right = lower; } } else { if (upper < inf) { sense = 'L'; right = upper; } else { sense = 'N'; right = 0.0; } } } //----------------------------------------------------------------------------- /** A quick inlined function to convert from the sense/rhs/range style of constraint definition to the lb/ub style */ inline void OsiSolverInterface::convertSenseToBound(const char sense, const double right, const double range, double& lower, double& upper) const { double inf=getInfinity(); switch (sense) { case 'E': lower = upper = right; break; case 'L': lower = -inf; upper = right; break; case 'G': lower = right; upper = inf; break; case 'R': lower = right - range; upper = right; break; case 'N': lower = -inf; upper = inf; break; } } #endif