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OsiFmpSolverInterface Class Reference

OSL Solver Interface. More...

#include <OsiFmpSolverInterface.hpp>

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Public Member Functions

virtual void setObjSense (double s)
 Set objective function sense (1 for min (default), -1 for max,) More...
 
virtual void setColSolution (const double *colsol)
 Set the primal solution column values. More...
 
virtual void setRowPrice (const double *rowprice)
 Set dual solution vector. More...
 
Solve methods
virtual void initialSolve ()
 Solve initial LP relaxation. More...
 
virtual void resolve ()
 Resolve an LP relaxation after problem modification. More...
 
virtual void branchAndBound ()
 Invoke solver's built-in enumeration algorithm. More...
 
Parameter set/get methods

The set methods return true if the parameter was set to the given value, false otherwise.

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.

bool setIntParam (OsiIntParam key, int value)
 Set an integer parameter. More...
 
bool setDblParam (OsiDblParam key, double value)
 Set a double parameter. More...
 
bool setStrParam (OsiStrParam key, const std::string &value)
 Set a string parameter. More...
 
bool getIntParam (OsiIntParam key, int &value) const
 Get an integer parameter. More...
 
bool getDblParam (OsiDblParam key, double &value) const
 Get a double parameter. More...
 
bool getStrParam (OsiStrParam key, std::string &value) const
 Get a string parameter. More...
 
Methods returning info on how the solution process terminated
virtual bool isAbandoned () const
 Are there a numerical difficulties? More...
 
virtual bool isProvenOptimal () const
 Is optimality proven? More...
 
virtual bool isProvenPrimalInfeasible () const
 Is primal infeasiblity proven? More...
 
virtual bool isProvenDualInfeasible () const
 Is dual infeasiblity proven? More...
 
virtual bool isPrimalObjectiveLimitReached () const
 Is the given primal objective limit reached? More...
 
virtual bool isDualObjectiveLimitReached () const
 Is the given dual objective limit reached? More...
 
virtual bool isIterationLimitReached () const
 Iteration limit reached? More...
 
WarmStart related methods
CoinWarmStart * getEmptyWarmStart () const
 Get empty warm start object. More...
 
virtual CoinWarmStart * getWarmStart () const
 Get warmstarting information. More...
 
virtual bool setWarmStart (const CoinWarmStart *warmstart)
 Set warmstarting information. More...
 
Hotstart related methods (primarily used in strong branching). <br>

The user can create a hotstart (a snapshot) of the optimization process then reoptimize over and over again always starting from there.


NOTE: between hotstarted optimizations only bound changes are allowed.

virtual void markHotStart ()
 Create a hotstart point of the optimization process. More...
 
virtual void solveFromHotStart ()
 Optimize starting from the hotstart. More...
 
virtual void unmarkHotStart ()
 Delete the snapshot. More...
 
Methods related to querying the input data
virtual int getNumCols () const
 Get number of columns. More...
 
virtual int getNumRows () const
 Get number of rows. More...
 
virtual int getNumElements () const
 Get number of nonzero elements. More...
 
virtual const double * getColLower () const
 Get pointer to array[getNumCols()] of column lower bounds. More...
 
virtual const double * getColUpper () const
 Get pointer to array[getNumCols()] of column upper bounds. More...
 
virtual const char * getRowSense () const
 Get pointer to array[getNumRows()] of row constraint senses. More...
 
virtual const double * getRightHandSide () const
 Get pointer to array[getNumRows()] of rows right-hand sides. More...
 
virtual const double * getRowRange () const
 Get pointer to array[getNumRows()] of row ranges. More...
 
virtual const double * getRowLower () const
 Get pointer to array[getNumRows()] of row lower bounds. More...
 
virtual const double * getRowUpper () const
 Get pointer to array[getNumRows()] of row upper bounds. More...
 
virtual const double * getObjCoefficients () const
 Get pointer to array[getNumCols()] of objective function coefficients. More...
 
virtual double getObjSense () const
 Get objective function sense (1 for min (default), -1 for max) More...
 
virtual bool isContinuous (int colNumber) const
 Return true if column is continuous. More...
 
virtual const CoinPackedMatrix * getMatrixByRow () const
 Get pointer to row-wise copy of matrix. More...
 
virtual const CoinPackedMatrix * getMatrixByCol () const
 Get pointer to column-wise copy of matrix. More...
 
virtual double getInfinity () const
 Get solver's value for infinity. More...
 
Methods related to querying the solution
virtual const double * getColSolution () const
 Get pointer to array[getNumCols()] of primal solution vector. More...
 
virtual const double * getRowPrice () const
 Get pointer to array[getNumRows()] of dual prices. More...
 
virtual const double * getReducedCost () const
 Get a pointer to array[getNumCols()] of reduced costs. More...
 
virtual const double * getRowActivity () const
 Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector. More...
 
virtual double getObjValue () const
 Get objective function value. More...
 
virtual int getIterationCount () const
 Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver. More...
 
virtual std::vector< double * > getDualRays (int maxNumRays) const
 Get as many dual rays as the solver can provide. More...
 
virtual std::vector< double * > getPrimalRays (int maxNumRays) const
 Get as many primal rays as the solver can provide. More...
 
Changing bounds on variables and constraints
virtual void setObjCoeff (int elementIndex, double elementValue)
 Set an objective function coefficient. More...
 
virtual void setColLower (int elementIndex, double elementValue)
 Set a single column lower bound
Use -DBL_MAX for -infinity. More...
 
virtual void setColUpper (int elementIndex, double elementValue)
 Set a single column upper bound
Use DBL_MAX for infinity. More...
 
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 setColLower() and setColUpper() over and over again. More...
 
virtual void setRowLower (int elementIndex, double elementValue)
 Set a single row lower bound
Use -DBL_MAX for -infinity. More...
 
virtual void setRowUpper (int elementIndex, double elementValue)
 Set a single row upper bound
Use DBL_MAX for infinity. More...
 
virtual void setRowBounds (int elementIndex, double lower, double upper)
 Set a single row lower and upper bound
The default implementation just invokes setRowLower() and setRowUpper() More...
 
virtual void setRowType (int index, char sense, double rightHandSide, double range)
 Set the type of a single row
More...
 
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 setRowLower() and setRowUpper() over and over again. More...
 
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() over and over again. More...
 
Integrality related changing methods
virtual void setContinuous (int index)
 Set the index-th variable to be a continuous variable. More...
 
virtual void setInteger (int index)
 Set the index-th variable to be an integer variable. More...
 
virtual void setContinuous (const int *indices, int len)
 Set the variables listed in indices (which is of length len) to be continuous variables. More...
 
virtual void setInteger (const int *indices, int len)
 Set the variables listed in indices (which is of length len) to be integer variables. More...
 
Methods to expand a problem.<br>

Note that if a column is added then by default it will correspond to a continuous variable.

virtual void addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
 Add a column (primal variable) to the problem. More...
 
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. More...
 
virtual void deleteCols (const int num, const int *colIndices)
 Remove a set of columns (primal variables) from the problem. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
 Add a row (constraint) to the problem. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
 Add a row (constraint) to the problem. More...
 
virtual void addRows (const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
 
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. More...
 
virtual void deleteRows (const int num, const int *rowIndices)
 Delete a set of rows (constraints) from the problem. More...
 
Methods to input a problem
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 bounds). More...
 
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 lower and upper bounds). More...
 
virtual void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
 Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range triplets). More...
 
virtual void assignProblem (CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)
 Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets). More...
 
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)
 Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps). More...
 
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)
 Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps). More...
 
virtual int readMps (const char *filename, const char *extension="mps")
 Read an mps file from the given filename - returns number of errors (see OsiMpsReader class) More...
 
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. More...
 
Constructors and destructors
 OsiFmpSolverInterface ()
 Default Constructor. More...
 
virtual OsiSolverInterfaceclone (bool copyData=true) const
 Clone. More...
 
 OsiFmpSolverInterface (const OsiFmpSolverInterface &)
 Copy constructor. More...
 
OsiFmpSolverInterfaceoperator= (const OsiFmpSolverInterface &rhs)
 Assignment operator. More...
 
virtual ~OsiFmpSolverInterface ()
 Destructor. More...
 
virtual void reset ()
 Resets as if default constructor. More...
 
- Public Member Functions inherited from OsiSolverInterface
virtual bool setHintParam (OsiHintParam key, bool yesNo=true, OsiHintStrength strength=OsiHintTry, void *otherInformation=NULL)
 Set a hint parameter. More...
 
virtual bool getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength, void *&otherInformation) const
 Get a hint parameter (all information) More...
 
virtual bool getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength) const
 Get a hint parameter (sense and strength only) More...
 
virtual bool getHintParam (OsiHintParam key, bool &yesNo) const
 Get a hint parameter (sense only) More...
 
void copyParameters (OsiSolverInterface &rhs)
 Copy all parameters in this section from one solver to another. More...
 
double getIntegerTolerance () const
 Return the integrality tolerance of the underlying solver. More...
 
virtual CoinWarmStart * getPointerToWarmStart (bool &mustDelete)
 Get warm start information. More...
 
virtual int getNumIntegers () const
 Get number of integer variables. More...
 
virtual bool isBinary (int colIndex) const
 Return true if variable is binary. More...
 
virtual bool isInteger (int colIndex) const
 Return true if column is integer. More...
 
virtual bool isIntegerNonBinary (int colIndex) const
 Return true if variable is general integer. More...
 
virtual bool isFreeBinary (int colIndex) const
 Return true if variable is binary and not fixed at either bound. More...
 
const char * columnType (bool refresh=false) const
 Return array of column length 0 - continuous 1 - binary (may get fixed to 0 or 1 later) 2 - general integer (may get fixed later) Deprecated usage. More...
 
virtual const char * getColType (bool refresh=false) const
 Return array of column length 0 - continuous 1 - binary (may get fixed to 0 or 1 later) 2 - general integer (may get fixed later) More...
 
virtual CoinPackedMatrix * getMutableMatrixByRow () const
 Get pointer to mutable row-wise copy of matrix (returns NULL if not meaningful) More...
 
virtual CoinPackedMatrix * getMutableMatrixByCol () const
 Get pointer to mutable column-wise copy of matrix (returns NULL if not meaningful) More...
 
const double * getStrictColSolution ()
 Get pointer to an array[getNumCols()] of primal variable values that are guaranteed to be between the column lower and upper bounds. More...
 
virtual OsiVectorInt getFractionalIndices (const double etol=1.e-05) const
 Get vector of indices of primal variables which are integer variables but have fractional values in the current solution. More...
 
virtual void setObjCoeffSet (const int *indexFirst, const int *indexLast, const double *coeffList)
 Set a set of objective function coefficients. More...
 
virtual void setObjective (const double *array)
 Set the objective coefficients for all columns. More...
 
virtual void setColLower (const double *array)
 Set the lower bounds for all columns. More...
 
virtual void setColUpper (const double *array)
 Set the upper bounds for all columns. More...
 
virtual void setColBounds (int elementIndex, double lower, double upper)
 Set a single column lower and upper bound. More...
 
virtual int reducedCostFix (double gap, bool justInteger=true)
 Fix variables at bound based on reduced cost. More...
 
virtual std::string dfltRowColName (char rc, int ndx, unsigned digits=7) const
 Generate a standard name of the form Rnnnnnnn or Cnnnnnnn. More...
 
virtual std::string getObjName (unsigned maxLen=static_cast< unsigned >(std::string::npos)) const
 Return the name of the objective function. More...
 
virtual void setObjName (std::string name)
 Set the name of the objective function. More...
 
virtual std::string getRowName (int rowIndex, unsigned maxLen=static_cast< unsigned >(std::string::npos)) const
 Return the name of the row. More...
 
virtual const OsiNameVecgetRowNames ()
 Return a pointer to a vector of row names. More...
 
virtual void setRowName (int ndx, std::string name)
 Set a row name. More...
 
virtual void setRowNames (OsiNameVec &srcNames, int srcStart, int len, int tgtStart)
 Set multiple row names. More...
 
virtual void deleteRowNames (int tgtStart, int len)
 Delete len row names starting at index tgtStart. More...
 
virtual std::string getColName (int colIndex, unsigned maxLen=static_cast< unsigned >(std::string::npos)) const
 Return the name of the column. More...
 
virtual const OsiNameVecgetColNames ()
 Return a pointer to a vector of column names. More...
 
virtual void setColName (int ndx, std::string name)
 Set a column name. More...
 
virtual void setColNames (OsiNameVec &srcNames, int srcStart, int len, int tgtStart)
 Set multiple column names. More...
 
virtual void deleteColNames (int tgtStart, int len)
 Delete len column names starting at index tgtStart. More...
 
void setRowColNames (const CoinMpsIO &mps)
 Set row and column names from a CoinMpsIO object. More...
 
void setRowColNames (CoinModel &mod)
 Set row and column names from a CoinModel object. More...
 
void setRowColNames (CoinLpIO &mod)
 Set row and column names from a CoinLpIO object. More...
 
virtual void addCol (const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj, std::string name)
 Add a named column (primal variable) to the problem. More...
 
virtual void addCol (int numberElements, const int *rows, const double *elements, const double collb, const double colub, const double obj)
 Add a column (primal variable) to the problem. More...
 
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 named column (primal variable) to the problem. More...
 
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 a set of columns (primal variables) to the problem. More...
 
void addCols (const CoinBuild &buildObject)
 Add columns using a CoinBuild object. More...
 
int addCols (CoinModel &modelObject)
 Add columns from a model object. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub, std::string name)
 Add a named row (constraint) to the problem. More...
 
virtual void addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng, std::string name)
 Add a named row (constraint) to the problem. More...
 
virtual void addRow (int numberElements, const int *columns, const double *element, const double rowlb, const double rowub)
 
virtual void addRows (const int numrows, const int *rowStarts, const int *columns, const double *element, const double *rowlb, const double *rowub)
 Add a set of rows (constraints) to the problem. More...
 
void addRows (const CoinBuild &buildObject)
 Add rows using a CoinBuild object. More...
 
int addRows (CoinModel &modelObject)
 
virtual void saveBaseModel ()
 If solver wants it can save a copy of "base" (continuous) model here. More...
 
virtual void restoreBaseModel (int numberRows)
 Strip off rows to get to this number of rows. More...
 
virtual ApplyCutsReturnCode applyCuts (const OsiCuts &cs, double effectivenessLb=0.0)
 Apply a collection of cuts. More...
 
virtual void applyRowCuts (int numberCuts, const OsiRowCut *cuts)
 Apply a collection of row cuts which are all effective. More...
 
virtual void applyRowCuts (int numberCuts, const OsiRowCut **cuts)
 Apply a collection of row cuts which are all effective. More...
 
void deleteBranchingInfo (int numberDeleted, const int *which)
 Deletes branching information before columns deleted. More...
 
virtual int loadFromCoinModel (CoinModel &modelObject, bool keepSolution=false)
 Load a model from a CoinModel object. Return the number of errors encountered. More...
 
virtual int readMps (const char *filename, const char *extension, int &numberSets, CoinSet **&sets)
 Read a problem in MPS format from the given full filename. More...
 
virtual int readGMPL (const char *filename, const char *dataname=NULL)
 Read a problem in GMPL format from the given filenames. More...
 
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
 Write the problem in MPS format to the specified file with more control over the output. More...
 
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 an Lp file of the given filename with the specified extension. More...
 
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 the file pointed to by the parameter fp. More...
 
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 an Lp file. More...
 
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
 Write the problem into the file pointed to by the parameter fp. More...
 
virtual int readLp (const char *filename, const double epsilon=1e-5)
 Read file in LP format from file with name filename. More...
 
int readLp (FILE *fp, const double epsilon=1e-5)
 Read file in LP format from the file pointed to by fp. More...
 
virtual void replaceMatrixOptional (const CoinPackedMatrix &)
 I (JJF) am getting annoyed because I can't just replace a matrix. More...
 
virtual void replaceMatrix (const CoinPackedMatrix &)
 And if it does matter (not used at present) More...
 
void setApplicationData (void *appData)
 Set application data. More...
 
void setAuxiliaryInfo (OsiAuxInfo *auxiliaryInfo)
 Create a clone of an Auxiliary Information object. More...
 
void * getApplicationData () const
 Get application data. More...
 
OsiAuxInfogetAuxiliaryInfo () const
 Get pointer to auxiliary info object. More...
 
virtual void passInMessageHandler (CoinMessageHandler *handler)
 Pass in a message handler. More...
 
void newLanguage (CoinMessages::Language language)
 Set language. More...
 
void setLanguage (CoinMessages::Language language)
 Pass in a message handler. More...
 
CoinMessageHandler * messageHandler () const
 Return a pointer to the current message handler. More...
 
CoinMessages messages ()
 Return the current set of messages. More...
 
CoinMessages * messagesPointer ()
 Return a pointer to the current set of messages. More...
 
bool defaultHandler () const
 Return true if default handler. More...
 
void findIntegers (bool justCount)
 Identify integer variables and create corresponding objects. More...
 
virtual int findIntegersAndSOS (bool justCount)
 Identify integer variables and SOS and create corresponding objects. More...
 
int numberObjects () const
 Get the number of objects. More...
 
void setNumberObjects (int number)
 Set the number of objects. More...
 
OsiObject ** objects () const
 Get the array of objects. More...
 
const OsiObjectobject (int which) const
 Get the specified object. More...
 
OsiObjectmodifiableObject (int which) const
 Get the specified object. More...
 
void deleteObjects ()
 Delete all object information. More...
 
void addObjects (int numberObjects, OsiObject **objects)
 Add in object information. More...
 
double forceFeasible ()
 Use current solution to set bounds so current integer feasible solution will stay feasible. More...
 
virtual void activateRowCutDebugger (const char *modelName)
 Activate the row cut debugger. More...
 
virtual void activateRowCutDebugger (const double *solution)
 Activate debugger using full solution array. More...
 
const OsiRowCutDebuggergetRowCutDebugger () const
 Get the row cut debugger. More...
 
const OsiRowCutDebuggergetRowCutDebuggerAlways () const
 If you want to get debugger object even if not on optimal path then use this. More...
 
virtual int canDoSimplexInterface () const
 Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none. More...
 
virtual void enableSimplexInterface (bool doingPrimal)
 Enables normal operation of subsequent functions. More...
 
virtual void disableSimplexInterface ()
 Undo whatever setting changes the above method had to make. More...
 
virtual void enableFactorization () const
 Tells solver that calls to getBInv etc are about to take place. More...
 
virtual void disableFactorization () const
 and stop More...
 
virtual bool basisIsAvailable () const
 Returns true if a basis is available AND problem is optimal. More...
 
bool optimalBasisIsAvailable () const
 Synonym for basisIsAvailable! More...
 
virtual void getBasisStatus (int *cstat, int *rstat) const
 The following two methods may be replaced by the methods of OsiSolverInterface using OsiWarmStartBasis if: More...
 
virtual int setBasisStatus (const int *cstat, const int *rstat)
 Set the status of structural/artificial variables and factorize, update solution etc. More...
 
virtual int pivot (int colIn, int colOut, int outStatus)
 Perform a pivot by substituting a colIn for colOut in the basis. More...
 
virtual int primalPivotResult (int colIn, int sign, int &colOut, int &outStatus, double &t, CoinPackedVector *dx)
 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. More...
 
virtual int dualPivotResult (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. More...
 
virtual void getReducedGradient (double *columnReducedCosts, double *duals, const double *c)
 Get the reduced gradient for the cost vector c. More...
 
virtual void setObjectiveAndRefresh (double *c)
 Set a new objective and apply the old basis so that the reduced costs are properly updated. More...
 
virtual void getBInvARow (int row, double *z, double *slack=NULL) const
 Get a row of the tableau (slack part in slack if not NULL) More...
 
virtual void getBInvRow (int row, double *z) const
 Get a row of the basis inverse. More...
 
virtual void getBInvACol (int col, double *vec) const
 Get a column of the tableau. More...
 
virtual void getBInvCol (int col, double *vec) const
 Get a column of the basis inverse. More...
 
virtual void getBasics (int *index) const
 Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()). More...
 
 OsiSolverInterface ()
 Default Constructor. More...
 
 OsiSolverInterface (const OsiSolverInterface &)
 Copy constructor. More...
 
OsiSolverInterfaceoperator= (const OsiSolverInterface &rhs)
 Assignment operator. More...
 
virtual ~OsiSolverInterface ()
 Destructor. More...
 

Protected Member Functions

void AllocSolutionSpace ()
 
Protected methods
virtual void applyRowCut (const OsiRowCut &rc)
 Apply a row cut (append to constraint matrix). More...
 
virtual void applyColCut (const OsiColCut &cc)
 Apply a column cut (adjust one or more bounds). More...
 
- Protected Member Functions inherited from OsiSolverInterface
void convertBoundToSense (const double lower, const double upper, char &sense, double &right, double &range) const
 A quick inlined function to convert from the lb/ub style of constraint definition to the sense/rhs/range style. More...
 
void convertSenseToBound (const char sense, const double right, const double range, double &lower, double &upper) const
 A quick inlined function to convert from the sense/rhs/range style of constraint definition to the lb/ub style. More...
 
template<class T >
forceIntoRange (const T value, const T lower, const T upper) const
 A quick inlined function to force a value to be between a minimum and a maximum value. More...
 
void setInitialData ()
 Set OsiSolverInterface object state for default constructor. More...
 

Static Protected Member Functions

static int CBIterCountP2 (int iter, double obj)
 

Private Member Functions

Private methods
void gutsOfDestructor ()
 The real work of a copy constructor (used by copy and assignment) More...
 
void freeCachedResults ()
 The real work of a destructor (used by copy and assignment) More...
 
void extractSenseRhsRange () const
 A method that fills up the rowsense_, rhs_ and rowrange_ arrays. More...
 

Private Attributes

Private member data
int nr_
 These scalars and vectors represent are the external interface of FortMP for model definition. More...
 
int nc_
 
int nz_
 
int ns_
 
int nq_
 
int * send_
 
int * sref_
 These scalars and vectors represent are the external interface of FortMP for model definition. More...
 
int * sfun_
 These scalars and vectors represent are the external interface of FortMP for model definition. More...
 
int * sbeg_
 These scalars and vectors represent are the external interface of FortMP for model definition. More...
 
int * rowin_
 
int * colin_
 
double * aij_
 
int * mitype_
 
double * upb_
 
double * lob_
 
double * cost_
 
double * rhs_
 
double * lhs_
 
int stsl_
 
int * basis_
 
double * sol_
 
double * dsl_
 
double objconstant_
 
double obj_
 
std::string modelname_
 
bool isMax_
 
Cached information derived from the FortMP model
char * rowsense_
 Pointer to dense vector of row sense indicators. More...
 
double * rowrhs_
 Pointer to dense vector of row right-hand side values. More...
 
double * rowrange_
 Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) More...
 
CoinPackedMatrix * matrixByRow_
 Pointer to row-wise copy of problem matrix coefficients. More...
 
CoinPackedMatrix * matrixByColumn_
 Pointer to column-wise copy of problem matrix coefficients. More...
 
CoinWarmStartBasis * ws_
 A pointer to the warmstart information to be used in the hotstarts. More...
 
int itlimOrig_
 The original iteration limit before hotstarts started. More...
 

Friends

void OsiFmpSolverInterfaceUnitTest (const std::string &mpsDir, const std::string &netlibDir)
 A function that tests the methods in the OsiFmpSolverInterface class. More...
 

Additional Inherited Members

- Public Types inherited from OsiSolverInterface
typedef std::vector< std::string > OsiNameVec
 Data type for name vectors. More...
 
- Protected Attributes inherited from OsiSolverInterface
OsiRowCutDebuggerrowCutDebugger_
 Pointer to row cut debugger object. More...
 
CoinMessageHandler * handler_
 Message handler. More...
 
bool defaultHandler_
 Flag to say if the currrent handler is the default handler. More...
 
CoinMessages messages_
 Messages. More...
 
int numberIntegers_
 Number of integers. More...
 
int numberObjects_
 Total number of objects. More...
 
OsiObject ** object_
 Integer and ... information (integer info normally at beginning) More...
 
char * columnType_
 Column type 0 - continuous 1 - binary (may get fixed later) 2 - general integer (may get fixed later) More...
 

Detailed Description

OSL Solver Interface.

Instantiation of OsiFmpSolverInterface for FortMP

Definition at line 25 of file OsiFmpSolverInterface.hpp.

Constructor & Destructor Documentation

OsiFmpSolverInterface::OsiFmpSolverInterface ( )

Default Constructor.

OsiFmpSolverInterface::OsiFmpSolverInterface ( const OsiFmpSolverInterface )

Copy constructor.

virtual OsiFmpSolverInterface::~OsiFmpSolverInterface ( )
virtual

Destructor.

Member Function Documentation

virtual void OsiFmpSolverInterface::initialSolve ( )
virtual

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::resolve ( )
virtual

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::branchAndBound ( )
virtual

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

bool OsiFmpSolverInterface::setIntParam ( OsiIntParam  key,
int  value 
)
virtual

Set an integer parameter.

Reimplemented from OsiSolverInterface.

bool OsiFmpSolverInterface::setDblParam ( OsiDblParam  key,
double  value 
)
virtual

Set a double parameter.

Reimplemented from OsiSolverInterface.

bool OsiFmpSolverInterface::setStrParam ( OsiStrParam  key,
const std::string &  value 
)
virtual

Set a string parameter.

Reimplemented from OsiSolverInterface.

bool OsiFmpSolverInterface::getIntParam ( OsiIntParam  key,
int &  value 
) const
virtual

Get an integer parameter.

Reimplemented from OsiSolverInterface.

bool OsiFmpSolverInterface::getDblParam ( OsiDblParam  key,
double &  value 
) const
virtual

Get a double parameter.

Reimplemented from OsiSolverInterface.

bool OsiFmpSolverInterface::getStrParam ( OsiStrParam  key,
std::string &  value 
) const
virtual

Get a string parameter.

Reimplemented from OsiSolverInterface.

virtual bool OsiFmpSolverInterface::isAbandoned ( ) const
virtual

Are there a numerical difficulties?

Implements OsiSolverInterface.

virtual bool OsiFmpSolverInterface::isProvenOptimal ( ) const
virtual

Is optimality proven?

Implements OsiSolverInterface.

virtual bool OsiFmpSolverInterface::isProvenPrimalInfeasible ( ) const
virtual

Is primal infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiFmpSolverInterface::isProvenDualInfeasible ( ) const
virtual

Is dual infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiFmpSolverInterface::isPrimalObjectiveLimitReached ( ) const
virtual

Is the given primal objective limit reached?

Implements OsiSolverInterface.

virtual bool OsiFmpSolverInterface::isDualObjectiveLimitReached ( ) const
virtual

Is the given dual objective limit reached?

Implements OsiSolverInterface.

virtual bool OsiFmpSolverInterface::isIterationLimitReached ( ) const
virtual

Iteration limit reached?

Implements OsiSolverInterface.

CoinWarmStart* OsiFmpSolverInterface::getEmptyWarmStart ( ) const
inlinevirtual

Get empty warm start object.

Implements OsiSolverInterface.

Definition at line 95 of file OsiFmpSolverInterface.hpp.

virtual CoinWarmStart* OsiFmpSolverInterface::getWarmStart ( ) const
virtual

Get warmstarting information.

Implements OsiSolverInterface.

virtual bool OsiFmpSolverInterface::setWarmStart ( const CoinWarmStart *  warmstart)
virtual

Set warmstarting information.

Return true/false depending on whether the warmstart information was accepted or not.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::markHotStart ( )
virtual

Create a hotstart point of the optimization process.

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::solveFromHotStart ( )
virtual

Optimize starting from the hotstart.

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::unmarkHotStart ( )
virtual

Delete the snapshot.

Reimplemented from OsiSolverInterface.

virtual int OsiFmpSolverInterface::getNumCols ( ) const
virtual

Get number of columns.

Implements OsiSolverInterface.

virtual int OsiFmpSolverInterface::getNumRows ( ) const
virtual

Get number of rows.

Implements OsiSolverInterface.

virtual int OsiFmpSolverInterface::getNumElements ( ) const
virtual

Get number of nonzero elements.

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getColLower ( ) const
virtual

Get pointer to array[getNumCols()] of column lower bounds.

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getColUpper ( ) const
virtual

Get pointer to array[getNumCols()] of column upper bounds.

Implements OsiSolverInterface.

virtual const char* OsiFmpSolverInterface::getRowSense ( ) const
virtual

Get pointer to array[getNumRows()] of row constraint senses.

  • 'L': <= constraint
  • 'E': = constraint
  • 'G': >= constraint
  • 'R': ranged constraint
  • 'N': free constraint

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getRightHandSide ( ) const
virtual

Get pointer to array[getNumRows()] of rows right-hand sides.

  • if rowsense()[i] == 'L' then rhs()[i] == rowupper()[i]
  • if rowsense()[i] == 'G' then rhs()[i] == rowlower()[i]
  • if rowsense()[i] == 'R' then rhs()[i] == rowupper()[i]
  • if rowsense()[i] == 'N' then rhs()[i] == 0.0

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getRowRange ( ) const
virtual

Get pointer to array[getNumRows()] of row ranges.

  • if rowsense()[i] == 'R' then rowrange()[i] == rowupper()[i] - rowlower()[i]
  • if rowsense()[i] != 'R' then rowrange()[i] is 0.0

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getRowLower ( ) const
virtual

Get pointer to array[getNumRows()] of row lower bounds.

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getRowUpper ( ) const
virtual

Get pointer to array[getNumRows()] of row upper bounds.

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getObjCoefficients ( ) const
virtual

Get pointer to array[getNumCols()] of objective function coefficients.

Implements OsiSolverInterface.

virtual double OsiFmpSolverInterface::getObjSense ( ) const
virtual

Get objective function sense (1 for min (default), -1 for max)

Implements OsiSolverInterface.

virtual bool OsiFmpSolverInterface::isContinuous ( int  colNumber) const
virtual

Return true if column is continuous.

Implements OsiSolverInterface.

virtual const CoinPackedMatrix* OsiFmpSolverInterface::getMatrixByRow ( ) const
virtual

Get pointer to row-wise copy of matrix.

Implements OsiSolverInterface.

virtual const CoinPackedMatrix* OsiFmpSolverInterface::getMatrixByCol ( ) const
virtual

Get pointer to column-wise copy of matrix.

Implements OsiSolverInterface.

virtual double OsiFmpSolverInterface::getInfinity ( ) const
virtual

Get solver's value for infinity.

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getColSolution ( ) const
virtual

Get pointer to array[getNumCols()] of primal solution vector.

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getRowPrice ( ) const
virtual

Get pointer to array[getNumRows()] of dual prices.

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getReducedCost ( ) const
virtual

Get a pointer to array[getNumCols()] of reduced costs.

Implements OsiSolverInterface.

virtual const double* OsiFmpSolverInterface::getRowActivity ( ) const
virtual

Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.

Implements OsiSolverInterface.

virtual double OsiFmpSolverInterface::getObjValue ( ) const
virtual

Get objective function value.

Implements OsiSolverInterface.

virtual int OsiFmpSolverInterface::getIterationCount ( ) const
virtual

Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.

Implements OsiSolverInterface.

virtual std::vector<double*> OsiFmpSolverInterface::getDualRays ( int  maxNumRays) const
virtual

Get as many dual rays as the solver can provide.

(In case of proven primal infeasibility there should be at least one.)

NOTE for implementers of solver interfaces:
The double pointers in the vector should point to arrays of length getNumRows() and they should be allocated via new[].

NOTE for users of solver interfaces:
It is the user's responsibility to free the double pointers in the vector using delete[].

Implements OsiSolverInterface.

virtual std::vector<double*> OsiFmpSolverInterface::getPrimalRays ( int  maxNumRays) const
virtual

Get as many primal rays as the solver can provide.

(In case of proven dual infeasibility there should be at least one.)

NOTE for implementers of solver interfaces:
The double pointers in the vector should point to arrays of length getNumCols() and they should be allocated via new[].

NOTE for users of solver interfaces:
It is the user's responsibility to free the double pointers in the vector using delete[].

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setObjCoeff ( int  elementIndex,
double  elementValue 
)
virtual

Set an objective function coefficient.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setColLower ( int  elementIndex,
double  elementValue 
)
virtual

Set a single column lower bound
Use -DBL_MAX for -infinity.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setColUpper ( int  elementIndex,
double  elementValue 
)
virtual

Set a single column upper bound
Use DBL_MAX for infinity.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setColSetBounds ( const int *  indexFirst,
const int *  indexLast,
const double *  boundList 
)
virtual

Set the bounds on a number of columns simultaneously
The default implementation just invokes setColLower() and setColUpper() over and over again.

Parameters
indexFirst,indexLastpointers to the beginning and after the end of the array of the indices of the variables whose either bound changes
boundListthe new lower/upper bound pairs for the variables

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::setRowLower ( int  elementIndex,
double  elementValue 
)
virtual

Set a single row lower bound
Use -DBL_MAX for -infinity.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setRowUpper ( int  elementIndex,
double  elementValue 
)
virtual

Set a single row upper bound
Use DBL_MAX for infinity.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setRowBounds ( int  elementIndex,
double  lower,
double  upper 
)
virtual

Set a single row lower and upper bound
The default implementation just invokes setRowLower() and setRowUpper()

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::setRowType ( int  index,
char  sense,
double  rightHandSide,
double  range 
)
virtual

Set the type of a single row

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setRowSetBounds ( const int *  indexFirst,
const int *  indexLast,
const double *  boundList 
)
virtual

Set the bounds on a number of rows simultaneously
The default implementation just invokes setRowLower() and setRowUpper() over and over again.

Parameters
indexFirst,indexLastpointers to the beginning and after the end of the array of the indices of the constraints whose either bound changes
boundListthe new lower/upper bound pairs for the constraints

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::setRowSetTypes ( const int *  indexFirst,
const int *  indexLast,
const char *  senseList,
const double *  rhsList,
const double *  rangeList 
)
virtual

Set the type of a number of rows simultaneously
The default implementation just invokes setRowType() over and over again.

Parameters
indexFirst,indexLastpointers to the beginning and after the end of the array of the indices of the constraints whose any characteristics changes
senseListthe new senses
rhsListthe new right hand sides
rangeListthe new ranges

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::setContinuous ( int  index)
virtual

Set the index-th variable to be a continuous variable.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setInteger ( int  index)
virtual

Set the index-th variable to be an integer variable.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setContinuous ( const int *  indices,
int  len 
)
virtual

Set the variables listed in indices (which is of length len) to be continuous variables.

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::setInteger ( const int *  indices,
int  len 
)
virtual

Set the variables listed in indices (which is of length len) to be integer variables.

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::setObjSense ( double  s)
virtual

Set objective function sense (1 for min (default), -1 for max,)

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setColSolution ( const double *  colsol)
virtual

Set the primal solution column values.

colsol[numcols()] is an array of values of the problem column variables. These values are copied to memory owned by the solver object or the solver. They will be returned as the result of colsol() until changed by another call to setColsol() or by a call to any solver routine. Whether the solver makes use of the solution in any way is solver-dependent.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::setRowPrice ( const double *  rowprice)
virtual

Set dual solution vector.

rowprice[numrows()] is an array of values of the problem row dual variables. These values are copied to memory owned by the solver object or the solver. They will be returned as the result of rowprice() 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.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::addCol ( const CoinPackedVectorBase &  vec,
const double  collb,
const double  colub,
const double  obj 
)
virtual

Add a column (primal variable) to the problem.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::addCols ( const int  numcols,
const CoinPackedVectorBase *const *  cols,
const double *  collb,
const double *  colub,
const double *  obj 
)
virtual

Add a set of columns (primal variables) to the problem.

The default implementation simply makes repeated calls to addCol().

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::deleteCols ( const int  num,
const int *  colIndices 
)
virtual

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.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::addRow ( const CoinPackedVectorBase &  vec,
const double  rowlb,
const double  rowub 
)
virtual

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::addRow ( const CoinPackedVectorBase &  vec,
const char  rowsen,
const double  rowrhs,
const double  rowrng 
)
virtual

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::addRows ( const int  numrows,
const CoinPackedVectorBase *const *  rows,
const double *  rowlb,
const double *  rowub 
)
virtual

Add a set of rows (constraints) to the problem.

The default implementation simply makes repeated calls to addRow().

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::addRows ( const int  numrows,
const CoinPackedVectorBase *const *  rows,
const char *  rowsen,
const double *  rowrhs,
const double *  rowrng 
)
virtual

Add a set of rows (constraints) to the problem.

The default implementation simply makes repeated calls to addRow().

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::deleteRows ( const int  num,
const int *  rowIndices 
)
virtual

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.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::loadProblem ( const CoinPackedMatrix &  matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub 
)
virtual

Load in an 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

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::assignProblem ( CoinPackedMatrix *&  matrix,
double *&  collb,
double *&  colub,
double *&  obj,
double *&  rowlb,
double *&  rowub 
)
virtual

Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by lower and upper bounds).

For default values see the previous method.
WARNING: The arguments passed to this method will be freed using the C++ delete and delete[] functions.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::loadProblem ( const CoinPackedMatrix &  matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const char *  rowsen,
const double *  rowrhs,
const double *  rowrng 
)
virtual

Load in an 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

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::assignProblem ( CoinPackedMatrix *&  matrix,
double *&  collb,
double *&  colub,
double *&  obj,
char *&  rowsen,
double *&  rowrhs,
double *&  rowrng 
)
virtual

Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by sense/rhs/range triplets).

For default values see the previous method.
WARNING: The arguments passed to this method will be freed using the C++ delete and delete[] functions.

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::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 
)
virtual

Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::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 
)
virtual

Just like the other loadProblem() methods except that the matrix is given in a standard column major ordered format (without gaps).

Implements OsiSolverInterface.

virtual int OsiFmpSolverInterface::readMps ( const char *  filename,
const char *  extension = "mps" 
)
virtual

Read an mps file from the given filename - returns number of errors (see OsiMpsReader class)

Reimplemented from OsiSolverInterface.

virtual void OsiFmpSolverInterface::writeMps ( const char *  filename,
const char *  extension = "mps",
double  objSense = 0.0 
) const
virtual

Write the problem into an mps file of the given filename.

If objSense is non zero then -1.0 forces the code to write a maximization objective and +1.0 to write a minimization one. If 0.0 then solver can do what it wants

Implements OsiSolverInterface.

virtual OsiSolverInterface* OsiFmpSolverInterface::clone ( bool  copyData = true) const
virtual

Clone.

Implements OsiSolverInterface.

OsiFmpSolverInterface& OsiFmpSolverInterface::operator= ( const OsiFmpSolverInterface rhs)

Assignment operator.

virtual void OsiFmpSolverInterface::reset ( )
virtual

Resets as if default constructor.

Reimplemented from OsiSolverInterface.

static int OsiFmpSolverInterface::CBIterCountP2 ( int  iter,
double  obj 
)
staticprotected
void OsiFmpSolverInterface::AllocSolutionSpace ( )
protected
virtual void OsiFmpSolverInterface::applyRowCut ( const OsiRowCut rc)
protectedvirtual

Apply a row cut (append to constraint matrix).

Implements OsiSolverInterface.

virtual void OsiFmpSolverInterface::applyColCut ( const OsiColCut cc)
protectedvirtual

Apply a column cut (adjust one or more bounds).

Implements OsiSolverInterface.

void OsiFmpSolverInterface::gutsOfDestructor ( )
private

The real work of a copy constructor (used by copy and assignment)

void OsiFmpSolverInterface::freeCachedResults ( )
private

The real work of a destructor (used by copy and assignment)

void OsiFmpSolverInterface::extractSenseRhsRange ( ) const
private

A method that fills up the rowsense_, rhs_ and rowrange_ arrays.

Friends And Related Function Documentation

void OsiFmpSolverInterfaceUnitTest ( const std::string &  mpsDir,
const std::string &  netlibDir 
)
friend

A function that tests the methods in the OsiFmpSolverInterface class.

The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging. Also, if this method is compiled with optimization, the compilation takes 10-15 minutes and the machine pages (has 256M core memory!)...

Member Data Documentation

int OsiFmpSolverInterface::nr_
private

These scalars and vectors represent are the external interface of FortMP for model definition.

Number of rows in the matrix

Definition at line 644 of file OsiFmpSolverInterface.hpp.

int OsiFmpSolverInterface::nc_
private

Number of columns in the matrix

Definition at line 646 of file OsiFmpSolverInterface.hpp.

int OsiFmpSolverInterface::nz_
private

Number of non zeroes in the matrix

Definition at line 648 of file OsiFmpSolverInterface.hpp.

int OsiFmpSolverInterface::ns_
private

Number of SOS

Definition at line 650 of file OsiFmpSolverInterface.hpp.

int OsiFmpSolverInterface::nq_
private

Number of elements in the Q matrix

Definition at line 652 of file OsiFmpSolverInterface.hpp.

int* OsiFmpSolverInterface::send_
private

SOS related vectors

Definition at line 654 of file OsiFmpSolverInterface.hpp.

int* OsiFmpSolverInterface::sref_
private

These scalars and vectors represent are the external interface of FortMP for model definition.

Number of rows in the matrix

Definition at line 655 of file OsiFmpSolverInterface.hpp.

int* OsiFmpSolverInterface::sfun_
private

These scalars and vectors represent are the external interface of FortMP for model definition.

Number of rows in the matrix

Definition at line 656 of file OsiFmpSolverInterface.hpp.

int* OsiFmpSolverInterface::sbeg_
private

These scalars and vectors represent are the external interface of FortMP for model definition.

Number of rows in the matrix

Definition at line 657 of file OsiFmpSolverInterface.hpp.

int* OsiFmpSolverInterface::rowin_
private

Vector of row indices of the non zeros (cardinality nz)

Definition at line 659 of file OsiFmpSolverInterface.hpp.

int* OsiFmpSolverInterface::colin_
private

Vector of column indices of the non zeros (cardinality nz)

Definition at line 661 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::aij_
private

Vector containing the non zeroes values (cardinality nz)

Definition at line 663 of file OsiFmpSolverInterface.hpp.

int* OsiFmpSolverInterface::mitype_
private

Vector containing the types of each column: 0 continuos, 1 integer, 2 binary (cardinality nc)

Definition at line 665 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::upb_
private

Vector of the variables upper bounds (cardinality nc)

Definition at line 667 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::lob_
private

Vector of the variables lower bounds (cardinality nc)

Definition at line 669 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::cost_
private

Vector of the cost coefficients (cardinality nc)

Definition at line 671 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::rhs_
private

Right hand side vector (cardinality nr)

Definition at line 673 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::lhs_
private

left hand hand side vector (cardinality nr)

Definition at line 675 of file OsiFmpSolverInterface.hpp.

int OsiFmpSolverInterface::stsl_
private

Solution status

Definition at line 677 of file OsiFmpSolverInterface.hpp.

int* OsiFmpSolverInterface::basis_
private

Basis status vector

Definition at line 679 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::sol_
private

Primal Solution vector

Definition at line 681 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::dsl_
private

Dual Solution vector

Definition at line 683 of file OsiFmpSolverInterface.hpp.

double OsiFmpSolverInterface::objconstant_
private

constant in the objective function (scalar)

Definition at line 685 of file OsiFmpSolverInterface.hpp.

double OsiFmpSolverInterface::obj_
private

the final objective function value

Definition at line 687 of file OsiFmpSolverInterface.hpp.

std::string OsiFmpSolverInterface::modelname_
private

model name

Definition at line 689 of file OsiFmpSolverInterface.hpp.

bool OsiFmpSolverInterface::isMax_
private

optimisation directrion

Definition at line 691 of file OsiFmpSolverInterface.hpp.

char* OsiFmpSolverInterface::rowsense_
mutableprivate

Pointer to dense vector of row sense indicators.

Definition at line 697 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::rowrhs_
mutableprivate

Pointer to dense vector of row right-hand side values.

Definition at line 700 of file OsiFmpSolverInterface.hpp.

double* OsiFmpSolverInterface::rowrange_
mutableprivate

Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)

Definition at line 704 of file OsiFmpSolverInterface.hpp.

CoinPackedMatrix* OsiFmpSolverInterface::matrixByRow_
mutableprivate

Pointer to row-wise copy of problem matrix coefficients.

Definition at line 707 of file OsiFmpSolverInterface.hpp.

CoinPackedMatrix* OsiFmpSolverInterface::matrixByColumn_
mutableprivate

Pointer to column-wise copy of problem matrix coefficients.

Definition at line 709 of file OsiFmpSolverInterface.hpp.

CoinWarmStartBasis* OsiFmpSolverInterface::ws_
private

A pointer to the warmstart information to be used in the hotstarts.

Definition at line 713 of file OsiFmpSolverInterface.hpp.

int OsiFmpSolverInterface::itlimOrig_
private

The original iteration limit before hotstarts started.

Definition at line 715 of file OsiFmpSolverInterface.hpp.


The documentation for this class was generated from the following file: