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7 #ifndef OsiVolSolverInterface_H
8 #define OsiVolSolverInterface_H
14 #include "CoinPackedMatrix.hpp"
16 #include "OsiSolverInterface.hpp"
49 void timesMajor(
const double* x,
double* y)
const;
64 throw CoinError(
"Sorry, the Volume Algorithm doesn't implement B&B",
65 "branchAndBound",
"OsiVolSolverInterface");
90 bool setStrParam(OsiStrParam key,
const std::string & value);
92 bool getIntParam(OsiIntParam key,
int& value)
const;
94 bool getDblParam(OsiDblParam key,
double& value)
const;
96 bool getStrParam(OsiStrParam key, std::string& value)
const;
133 virtual bool setWarmStart(
const CoinWarmStart* warmstart);
234 virtual bool isBinary(
int colNumber)
const;
241 virtual bool isInteger(
int colNumber)
const;
244 virtual bool isIntegerNonBinary(
int colNumber)
const;
247 virtual bool isFreeBinary(
int colNumber)
const;
281 return OsiSolverInterface::getObjValue();
306 virtual std::vector<double*>
getDualRays(
int maxNumRays,
307 bool fullRay =
false)
const;
319 virtual std::vector<double*>
getPrimalRays(
int maxNumRays)
const;
324 virtual OsiVectorInt getFractionalIndices(
const double etol=1.e-05)
338 virtual void setObjCoeff(
int elementIndex,
double elementValue ) {
342 using OsiSolverInterface::setColLower ;
345 virtual void setColLower(
int elementIndex,
double elementValue ) {
349 using OsiSolverInterface::setColUpper ;
352 virtual void setColUpper(
int elementIndex,
double elementValue ) {
358 double lower,
double upper ) {
372 const int* indexLast,
373 const double* boundList);
377 virtual void setRowLower(
int elementIndex,
double elementValue ) {
379 convertBoundToSense(elementValue,
rowupper_[elementIndex],
386 virtual void setRowUpper(
int elementIndex,
double elementValue ) {
388 convertBoundToSense(
rowlower_[elementIndex], elementValue,
395 double lower,
double upper ) {
398 convertBoundToSense(lower, upper,
404 virtual void setRowType(
int index,
char sense,
double rightHandSide,
407 rhs_[index] = rightHandSide;
409 convertSenseToBound(sense, rightHandSide, range,
422 const int* indexLast,
423 const double* boundList);
436 const int* indexLast,
437 const char* senseList,
438 const double* rhsList,
439 const double* rangeList);
454 virtual void setInteger(
const int* indices,
int len);
491 using OsiSolverInterface::addCol ;
493 virtual void addCol(
const CoinPackedVectorBase& vec,
494 const double collb,
const double colub,
497 using OsiSolverInterface::addCols ;
499 virtual void addCols(
const int numcols,
500 const CoinPackedVectorBase *
const * cols,
501 const double* collb,
const double* colub,
505 virtual void addCols(
const CoinPackedMatrix& matrix,
506 const double* collb,
const double* colub,
510 virtual void deleteCols(
const int num,
const int * colIndices);
512 using OsiSolverInterface::addRow ;
514 virtual void addRow(
const CoinPackedVectorBase& vec,
515 const double rowlb,
const double rowub);
517 virtual void addRow(
const CoinPackedVectorBase& vec,
518 const char rowsen,
const double rowrhs,
519 const double rowrng);
521 using OsiSolverInterface::addRows ;
523 virtual void addRows(
const int numrows,
524 const CoinPackedVectorBase *
const * rows,
525 const double* rowlb,
const double* rowub);
527 virtual void addRows(
const int numrows,
528 const CoinPackedVectorBase *
const * rows,
529 const char* rowsen,
const double* rowrhs,
530 const double* rowrng);
533 virtual void addRows(
const CoinPackedMatrix& matrix,
534 const double* rowlb,
const double* rowub);
536 virtual void addRows(
const CoinPackedMatrix& matrix,
537 const char* rowsen,
const double* rowrhs,
538 const double* rowrng);
541 virtual void deleteRows(
const int num,
const int * rowIndices);
566 virtual ApplyCutsReturnCode applyCuts(
const OsiCuts & cs,
567 double effectivenessLb = 0.0);
577 const double* rowlb,
const double* rowub);
579 const double* rowrhs,
const double* rowrng);
581 const double* colub,
const double* obj);
597 virtual void loadProblem(
const CoinPackedMatrix& matrix,
598 const double* collb,
const double* colub,
600 const double* rowlb,
const double* rowub);
610 double*& collb,
double*& colub,
double*& obj,
611 double*& rowlb,
double*& rowub);
625 virtual void loadProblem(
const CoinPackedMatrix& matrix,
626 const double* collb,
const double* colub,
628 const char* rowsen,
const double* rowrhs,
629 const double* rowrng);
639 double*& collb,
double*& colub,
double*& obj,
640 char*& rowsen,
double*& rowrhs,
645 virtual void loadProblem(
const int numcols,
const int numrows,
646 const int* start,
const int* index,
648 const double* collb,
const double* colub,
650 const double* rowlb,
const double* rowub);
654 virtual void loadProblem(
const int numcols,
const int numrows,
655 const int* start,
const int* index,
657 const double* collb,
const double* colub,
659 const char* rowsen,
const double* rowrhs,
660 const double* rowrng);
662 using OsiSolverInterface::readMps ;
664 virtual int readMps(
const char *filename,
665 const char *extension =
"mps");
671 virtual void writeMps(
const char *filename,
672 const char *extension =
"mps",
673 double objSense=0.0)
const;
692 virtual OsiSolverInterface *
clone(
bool copyData =
true)
const;
752 void compute_rc_(
const double* u,
double* rc)
const;
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
void initFromRhsSenseRange(const int rownum, const char *rowsen, const double *rowrhs, const double *rowrng)
virtual void resolve()
Resolve an LP relaxation after problem modification.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
bool setIntParam(OsiIntParam key, int value)
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
virtual void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound.
bool isZeroOneMinusOne_
An indicator whether the matrix is 0/1/-1.
int iter() const
returns the iteration number
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound.
double lagrangeanCost_
The Lagrangean cost, a lower bound on the objective value.
virtual ~OsiVolSolverInterface()
Destructor.
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
virtual double getObjValue() const
Get objective function value.
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut (append to constraint matrix).
void colRimAllocator_()
A method allocating sufficient space for the rim vectors corresponding to the columns.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
This class holds every data for the Volume Algorithm and its solve method must be invoked to solve th...
virtual bool isAbandoned() const
Are there a numerical difficulties?
bool getStrParam(OsiStrParam key, std::string &value) const
virtual void writeMps(const char *filename, const char *extension="mps", double objSense=0.0) const
Write the problem into an mps file of the given filename.
virtual int compute_rc(const VOL_dvector &u, VOL_dvector &rc)
compute reduced costs
double * lhs_
Pointer to dense vector of left hand sides (row activity levels)
bool setDblParam(OsiDblParam key, double value)
void initFromRlbRub(const int rownum, const double *rowlb, const double *rowub)
virtual void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously The default implementation just invokes setRowLowe...
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
virtual void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub)
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by l...
bool getDblParam(OsiDblParam key, double &value) const
CoinPackedMatrix rowMatrix_
The problem matrix in a row ordered form.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
VOL_problem * volprob()
Get pointer to Vol model.
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
void checkData_() const
Test whether the Volume Algorithm can be applied to the given problem.
void initFromClbCubObj(const int colnum, const double *collb, const double *colub, const double *obj)
void gutsOfDestructor_()
A method deleting every member data.
void convertBoundsToSenses_()
For each row convert LB/UB style row constraints to sense/rhs style.
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -DBL_MAX for -infinity.
virtual void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper...
void updateRowMatrix_() const
Update the row ordered matrix from the column ordered one.
virtual int getNumCols() const
Get number of columns.
virtual int solve_subproblem(const VOL_dvector &dual, const VOL_dvector &rc, double &lcost, VOL_dvector &x, VOL_dvector &v, double &pcost)
Solve the subproblem for the subgradient step.
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
OsiVolMatrixOneMinusOne_ * colMatrixOneMinusOne_
The column ordered matrix without the elements.
void compute_rc_(const double *u, double *rc) const
Compute the reduced costs (rc) with respect to the dual values given in u.
VOL_problem volprob_
The volume solver.
double * rowlower_
Pointer to dense vector of slack variable lower bounds.
The user hooks should be overridden by the user to provide the problem specific routines for the volu...
bool setStrParam(OsiStrParam key, const std::string &value)
virtual void initialSolve()
Solve initial LP relaxation.
char * rowsense_
Pointer to dense vector of row sense indicators.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
friend void OsiVolSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiVolSolverInterface class.
virtual void deleteRows(const int num, const int *rowIndices)
double * colupper_
Pointer to dense vector of structural variable upper bounds.
bool test_zero_one_minusone_(const CoinPackedMatrix &m) const
test whether the given matrix is 0/1/-1 entries only.
static const double OsiVolInfinity
bool * continuous_
Pointer to dense vector of bool to indicate if column is continuous.
double * rowprice_
Pointer to dense vector of dual row variable values.
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows).
bool colMatrixCurrent_
A flag indicating whether the column ordered matrix is up-to-date.
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -DBL_MAX for -infinity.
OsiVolSolverInterface()
Default Constructor.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use DBL_MAX for infinity.
OsiVolMatrixOneMinusOne_(const CoinPackedMatrix &m)
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (adjust one or more bounds).
OsiVolMatrixOneMinusOne_ * rowMatrixOneMinusOne_
The row ordered matrix without the elements.
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
double * objcoeffs_
Pointer to dense vector of objective coefficients.
void convertSensesToBounds_()
For each row convert sense/rhs style row constraints to LB/UB style.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
CoinPackedMatrix colMatrix_
The problem matrix in a column ordered form.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
virtual void setRowSetTypes(const int *indexFirst, const int *indexLast, const char *senseList, const double *rhsList, const double *rangeList)
Set the type of a number of rows simultaneously The default implementation just invokes setRowType()...
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
void rowRimAllocator_()
A method allocating sufficient space for the rim vectors corresponding to the rows.
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
virtual bool isIterationLimitReached() const
Iteration limit reached?
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
~OsiVolMatrixOneMinusOne_()
virtual int getNumElements() const
Get number of nonzero elements.
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use DBL_MAX for infinity.
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
void rowRimResize_(const int newSize)
Reallocate the rim arrays corresponding to the rows.
virtual int getNumRows() const
Get number of rows.
virtual void unmarkHotStart()
Delete the snapshot.
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
virtual void markHotStart()
Create a hotstart point of the optimization process.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
void updateColMatrix_() const
Update the column ordered matrix from the row ordered one.
int maxNumrows_
allocated size of the row related rim vectors
virtual CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
int maxNumcols_
allocated size of the column related rim vectors
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
double * collower_
Pointer to dense vector of structural variable lower bounds.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
virtual int heuristics(const VOL_problem &, const VOL_dvector &, double &heur_val)
Starting from the primal vector x, run a heuristic to produce an integer solution.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
virtual void deleteCols(const int num, const int *colIndices)
void OsiVolSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiVolSolverInterface class.
double * rc_
Pointer to dense vector of reduced costs.
double * rowpriceHotStart_
An array to store the hotstart information between solveHotStart() calls.
bool getIntParam(OsiIntParam key, int &value) const
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
Vol(ume) Solver Interface.
double * rhs_
Pointer to dense vector of row right-hand side values.
virtual bool isProvenOptimal() const
Is optimality proven?
double objsense_
Sense of objective (1 for min; -1 for max)
OsiVolSolverInterface & operator=(const OsiVolSolverInterface &rhs)
Assignment operator.
double * colsol_
Pointer to dense vector of primal structural variable values.
double * rowupper_
Pointer to dense vector of slack variable upper bounds.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
void timesMajor(const double *x, double *y) const
void colRimResize_(const int newSize)
Reallocate the rim arrays corresponding to the columns.
bool rowMatrixCurrent_
A flag indicating whether the row ordered matrix is up-to-date.
virtual void addCols(const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj)
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
virtual double getInfinity() const
Get solver's value for infinity.
virtual void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously The default implementation just invokes setColL...