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00015 #ifndef OsiSpxSolverInterface_H
00016 #define OsiSpxSolverInterface_H
00017
00018 #include <string>
00019 #include "soplex.h"
00020 #include "OsiSolverInterface.hpp"
00021 #include "CoinWarmStartBasis.hpp"
00022
00028 class OsiSpxSolverInterface : virtual public OsiSolverInterface, public soplex::SoPlex {
00029 friend void OsiSpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00030
00031 public:
00032
00033
00036
00037 virtual void initialSolve();
00038
00040 virtual void resolve();
00041
00043 virtual void branchAndBound();
00045
00046
00062
00063 bool setIntParam(OsiIntParam key, int value);
00064
00065 bool setDblParam(OsiDblParam key, double value);
00066
00067 bool getIntParam(OsiIntParam key, int& value) const;
00068
00069 bool getDblParam(OsiDblParam key, double& value) const;
00070
00071 bool getStrParam(OsiStrParam key, std::string& value) const;
00073
00074
00076
00077
00078 virtual bool isAbandoned() const;
00080 virtual bool isProvenOptimal() const;
00082 virtual bool isProvenPrimalInfeasible() const;
00084 virtual bool isProvenDualInfeasible() const;
00086 virtual bool isPrimalObjectiveLimitReached() const;
00088 virtual bool isDualObjectiveLimitReached() const;
00090 virtual bool isIterationLimitReached() const;
00092
00093
00096
00097 inline CoinWarmStart *getEmptyWarmStart () const
00098 { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; }
00100 virtual CoinWarmStart* getWarmStart() const;
00103 virtual bool setWarmStart(const CoinWarmStart* warmstart);
00105
00106
00113
00114 virtual void markHotStart();
00116 virtual void solveFromHotStart();
00118 virtual void unmarkHotStart();
00120
00121
00136
00137 virtual int getNumCols() const;
00138
00140 virtual int getNumRows() const;
00141
00143 virtual int getNumElements() const;
00144
00146 virtual const double * getColLower() const;
00147
00149 virtual const double * getColUpper() const;
00150
00160 virtual const char * getRowSense() const;
00161
00170 virtual const double * getRightHandSide() const;
00171
00180 virtual const double * getRowRange() const;
00181
00183 virtual const double * getRowLower() const;
00184
00186 virtual const double * getRowUpper() const;
00187
00189 virtual const double * getObjCoefficients() const;
00190
00192 virtual double getObjSense() const;
00193
00195 virtual bool isContinuous(int colNumber) const;
00196
00197 #if 0
00198
00199 virtual bool isBinary(int columnNumber) const;
00200
00205 virtual bool isInteger(int columnNumber) const;
00206
00208 virtual bool isIntegerNonBinary(int columnNumber) const;
00209
00211 virtual bool isFreeBinary(int columnNumber) const;
00212 #endif
00213
00215 virtual const CoinPackedMatrix * getMatrixByRow() const;
00216
00218 virtual const CoinPackedMatrix * getMatrixByCol() const;
00219
00221 virtual double getInfinity() const;
00223
00226
00227 virtual const double * getColSolution() const;
00228
00230 virtual const double * getRowPrice() const;
00231
00233 virtual const double * getReducedCost() const;
00234
00237 virtual const double * getRowActivity() const;
00238
00240 virtual double getObjValue() const;
00241
00244 virtual int getIterationCount() const;
00245
00257 virtual std::vector<double*> getDualRays(int maxNumRays) const;
00269 virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
00270
00271 #if 0
00272
00274 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
00275 const;
00276 #endif
00277
00278
00279
00280
00281
00284
00288 virtual void setObjCoeff( int elementIndex, double elementValue );
00289
00292 virtual void setColLower( int elementIndex, double elementValue );
00293
00296 virtual void setColUpper( int elementIndex, double elementValue );
00297
00301 virtual void setColBounds( int elementIndex,
00302 double lower, double upper );
00303
00304 #if 0 // we are using the default implementation of OsiSolverInterface
00305
00313 virtual void setColSetBounds(const int* indexFirst,
00314 const int* indexLast,
00315 const double* boundList);
00316 #endif
00317
00320 virtual void setRowLower( int elementIndex, double elementValue );
00321
00324 virtual void setRowUpper( int elementIndex, double elementValue );
00325
00329 virtual void setRowBounds( int elementIndex,
00330 double lower, double upper );
00331
00333 virtual void setRowType(int index, char sense, double rightHandSide,
00334 double range);
00335
00336 #if 0 // we are using the default implementation of OsiSolverInterface
00337
00344 virtual void setRowSetBounds(const int* indexFirst,
00345 const int* indexLast,
00346 const double* boundList);
00347
00357 virtual void setRowSetTypes(const int* indexFirst,
00358 const int* indexLast,
00359 const char* senseList,
00360 const double* rhsList,
00361 const double* rangeList);
00362 #endif
00363
00364
00365
00369 virtual void setContinuous(int index);
00371 virtual void setInteger(int index);
00372 #if 0 // we are using the default implementation of OsiSolverInterface
00373
00375 virtual void setContinuous(const int* indices, int len);
00378 virtual void setInteger(const int* indices, int len);
00379 #endif
00380
00381
00382
00384 virtual void setObjSense(double s);
00385
00396 virtual void setColSolution(const double * colsol);
00397
00408 virtual void setRowPrice(const double * rowprice);
00409
00410
00416 virtual void addCol(const CoinPackedVectorBase& vec,
00417 const double collb, const double colub,
00418 const double obj);
00419
00420 #if 0 // we are using the default implementation of OsiSolverInterface
00421
00422 virtual void addCols(const int numcols,
00423 const CoinPackedVectorBase * const * cols,
00424 const double* collb, const double* colub,
00425 const double* obj);
00426 #endif
00427
00429 virtual void deleteCols(const int num, const int * colIndices);
00430
00432 virtual void addRow(const CoinPackedVectorBase& vec,
00433 const double rowlb, const double rowub);
00435 virtual void addRow(const CoinPackedVectorBase& vec,
00436 const char rowsen, const double rowrhs,
00437 const double rowrng);
00438
00439 #if 0 // we are using the default implementation of OsiSolverInterface
00440
00441 virtual void addRows(const int numrows,
00442 const CoinPackedVectorBase * const * rows,
00443 const double* rowlb, const double* rowub);
00445 virtual void addRows(const int numrows,
00446 const CoinPackedVectorBase * const * rows,
00447 const char* rowsen, const double* rowrhs,
00448 const double* rowrng);
00449 #endif
00450
00452 virtual void deleteRows(const int num, const int * rowIndices);
00453
00454 #if 0 // we are using the default implementation of OsiSolverInterface
00455
00477 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
00478 double effectivenessLb = 0.0);
00479 #endif
00480
00481
00482
00483
00484
00498 virtual void loadProblem(const CoinPackedMatrix& matrix,
00499 const double* collb, const double* colub,
00500 const double* obj,
00501 const double* rowlb, const double* rowub);
00502
00510 virtual void assignProblem(CoinPackedMatrix*& matrix,
00511 double*& collb, double*& colub, double*& obj,
00512 double*& rowlb, double*& rowub);
00513
00526 virtual void loadProblem(const CoinPackedMatrix& matrix,
00527 const double* collb, const double* colub,
00528 const double* obj,
00529 const char* rowsen, const double* rowrhs,
00530 const double* rowrng);
00531
00539 virtual void assignProblem(CoinPackedMatrix*& matrix,
00540 double*& collb, double*& colub, double*& obj,
00541 char*& rowsen, double*& rowrhs,
00542 double*& rowrng);
00543
00546 virtual void loadProblem(const int numcols, const int numrows,
00547 const int* start, const int* index,
00548 const double* value,
00549 const double* collb, const double* colub,
00550 const double* obj,
00551 const double* rowlb, const double* rowub);
00552
00555 virtual void loadProblem(const int numcols, const int numrows,
00556 const int* start, const int* index,
00557 const double* value,
00558 const double* collb, const double* colub,
00559 const double* obj,
00560 const char* rowsen, const double* rowrhs,
00561 const double* rowrng);
00562
00564 virtual int readMps(const char *filename,
00565 const char *extension = "mps");
00566
00571 virtual void writeMps(const char *filename,
00572 const char *extension = "mps",
00573 double objSense=0.0) const;
00575
00576
00577
00580
00581 OsiSpxSolverInterface();
00582
00584 virtual OsiSolverInterface * clone(bool copyData = true) const;
00585
00587 OsiSpxSolverInterface( const OsiSpxSolverInterface& );
00588
00590 OsiSpxSolverInterface& operator=( const OsiSpxSolverInterface& rhs );
00591
00593 virtual ~OsiSpxSolverInterface();
00595
00596 protected:
00597
00600
00601 virtual void applyRowCut( const OsiRowCut & rc );
00602
00606 virtual void applyColCut( const OsiColCut & cc );
00608
00611
00612 soplex::SoPlex soplex_;
00614
00615
00616 private:
00619
00621 void freeCachedColRim();
00622
00624 void freeCachedRowRim();
00625
00627 void freeCachedResults();
00628
00630 void freeCachedMatrix();
00631
00632 enum keepCachedFlag
00633 {
00635 KEEPCACHED_NONE = 0,
00637 KEEPCACHED_COLUMN = 1,
00639 KEEPCACHED_ROW = 2,
00641 KEEPCACHED_MATRIX = 4,
00643 KEEPCACHED_RESULTS = 8,
00645 KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX,
00647 KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS,
00649 FREECACHED_COLUMN = KEEPCACHED_PROBLEM & !KEEPCACHED_COLUMN,
00651 FREECACHED_ROW = KEEPCACHED_PROBLEM & !KEEPCACHED_ROW,
00653 FREECACHED_MATRIX = KEEPCACHED_PROBLEM & !KEEPCACHED_MATRIX,
00655 FREECACHED_RESULTS = KEEPCACHED_ALL & !KEEPCACHED_RESULTS
00656 };
00657
00659 void freeCachedData( int keepCached = KEEPCACHED_NONE );
00660
00662 void freeAllMemory();
00663
00665 void printBounds();
00667
00668
00671
00672 soplex::DIdxSet spxintvars_;
00673
00675 soplex::SPxSolver::VarStatus *hotStartCStat_;
00676 int hotStartCStatSize_;
00677 soplex::SPxSolver::VarStatus *hotStartRStat_;
00678 int hotStartRStatSize_;
00679 int hotStartMaxIteration_;
00680
00683
00684 mutable soplex::DVector *obj_;
00685
00687 mutable char *rowsense_;
00688
00690 mutable double *rhs_;
00691
00693 mutable double *rowrange_;
00694
00696 mutable soplex::DVector *colsol_;
00697
00699 mutable soplex::DVector *rowsol_;
00700
00702 mutable soplex::DVector *redcost_;
00703
00705 mutable soplex::DVector *rowact_;
00706
00708 mutable CoinPackedMatrix *matrixByRow_;
00709
00711 mutable CoinPackedMatrix *matrixByCol_;
00713
00714 };
00715
00716
00722 void OsiSpxSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
00723
00724 #endif