OsiGrbSolverInterface Class Reference

Gurobi Solver Interface. More...

#include <OsiGrbSolverInterface.hpp>

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List of all members.

Public Member Functions

virtual void setObjSense (double s)
 Set objective function sense (1 for min (default), -1 for max,).
virtual void setColSolution (const double *colsol)
 Set the primal solution column values.
virtual void setRowPrice (const double *rowprice)
 Set dual solution vector.
const char * getCtype () const
 return a vector of variable types (continous, binary, integer)
Solve methods

virtual void initialSolve ()
 Solve initial LP relaxation.
virtual void resolve ()
 Resolve an LP relaxation after problem modification.
virtual void branchAndBound ()
 Invoke solver's built-in enumeration algorithm.
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.
bool setDblParam (OsiDblParam key, double value)
 Set a double parameter.
bool setStrParam (OsiStrParam key, const std::string &value)
 Set a string parameter.
bool setHintParam (OsiHintParam key, bool yesNo=true, OsiHintStrength strength=OsiHintTry, void *=NULL)
 Set a hint parameter.
bool getIntParam (OsiIntParam key, int &value) const
 Get an integer parameter.
bool getDblParam (OsiDblParam key, double &value) const
 Get a double parameter.
bool getStrParam (OsiStrParam key, std::string &value) const
 Get a string parameter.
bool getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength, void *&otherInformation) const
 Get a hint parameter (all information).
bool getHintParam (OsiHintParam key, bool &yesNo, OsiHintStrength &strength) const
 Get a hint parameter (sense and strength only).
bool getHintParam (OsiHintParam key, bool &yesNo) const
 Get a hint parameter (sense only).
Methods returning info on how the solution process terminated

virtual bool isAbandoned () const
 Are there a numerical difficulties?
virtual bool isProvenOptimal () const
 Is optimality proven?
virtual bool isProvenPrimalInfeasible () const
 Is primal infeasiblity proven?
virtual bool isProvenDualInfeasible () const
 Is dual infeasiblity proven?
virtual bool isPrimalObjectiveLimitReached () const
 Is the given primal objective limit reached?
virtual bool isDualObjectiveLimitReached () const
 Is the given dual objective limit reached?
virtual bool isIterationLimitReached () const
 Iteration limit reached?
WarmStart related methods

CoinWarmStart * getEmptyWarmStart () const
 Get an empty warm start object.
virtual CoinWarmStart * getWarmStart () const
 Get warmstarting information.
virtual bool setWarmStart (const CoinWarmStart *warmstart)
 Set warmstarting information.
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.
virtual void solveFromHotStart ()
 Optimize starting from the hotstart.
virtual void unmarkHotStart ()
 Delete the snapshot.
Methods related to querying the input data

virtual int getNumCols () const
 Get number of columns.
virtual int getNumRows () const
 Get number of rows.
virtual int getNumElements () const
 Get number of nonzero elements.
virtual const double * getColLower () const
 Get pointer to array[getNumCols()] of column lower bounds.
virtual const double * getColUpper () const
 Get pointer to array[getNumCols()] of column upper bounds.
virtual const char * getRowSense () const
 Get pointer to array[getNumRows()] of row constraint senses.
virtual const double * getRightHandSide () const
 Get pointer to array[getNumRows()] of rows right-hand sides.
virtual const double * getRowRange () const
 Get pointer to array[getNumRows()] of row ranges.
virtual const double * getRowLower () const
 Get pointer to array[getNumRows()] of row lower bounds.
virtual const double * getRowUpper () const
 Get pointer to array[getNumRows()] of row upper bounds.
virtual const double * getObjCoefficients () const
 Get pointer to array[getNumCols()] of objective function coefficients.
virtual double getObjSense () const
 Get objective function sense (1 for min (default), -1 for max).
virtual bool isContinuous (int colNumber) const
 Return true if column is continuous.
virtual const CoinPackedMatrix * getMatrixByRow () const
 Get pointer to row-wise copy of matrix.
virtual const CoinPackedMatrix * getMatrixByCol () const
 Get pointer to column-wise copy of matrix.
virtual double getInfinity () const
 Get solver's value for infinity.
Methods related to querying the solution

virtual const double * getColSolution () const
 Get pointer to array[getNumCols()] of primal solution vector.
virtual const double * getRowPrice () const
 Get pointer to array[getNumRows()] of dual prices.
virtual const double * getReducedCost () const
 Get a pointer to array[getNumCols()] of reduced costs.
virtual const double * getRowActivity () const
 Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.
virtual double getObjValue () const
 Get objective function value.
virtual int getIterationCount () const
 Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
virtual std::vector< double * > getDualRays (int maxNumRays) const
 Get as many dual rays as the solver can provide.
virtual std::vector< double * > getPrimalRays (int maxNumRays) const
 Get as many primal rays as the solver can provide.
Changing bounds on variables and constraints

virtual void setObjCoeff (int elementIndex, double elementValue)
 Set an objective function coefficient.
virtual void setObjCoeffSet (const int *indexFirst, const int *indexLast, const double *coeffList)
 Set a a set of objective function coefficients.
virtual void setColLower (int elementIndex, double elementValue)
 Set a single column lower bound
Use -DBL_MAX for -infinity.
virtual void setColUpper (int elementIndex, double elementValue)
 Set a single column upper bound
Use DBL_MAX for infinity.
virtual void setColBounds (int elementIndex, double lower, double upper)
 Set a single column lower and upper bound
The default implementation just invokes setColLower() and setColUpper()
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.
virtual void setRowLower (int elementIndex, double elementValue)
 Set a single row lower bound
Use -DBL_MAX for -infinity.
virtual void setRowUpper (int elementIndex, double elementValue)
 Set a single row upper bound
Use DBL_MAX for infinity.
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()
virtual void setRowType (int index, char sense, double rightHandSide, double range)
 Set the type of a single row

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.
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() and over and over again.
Integrality related changing methods

virtual void setContinuous (int index)
 Set the index-th variable to be a continuous variable.
virtual void setInteger (int index)
 Set the index-th variable to be an integer variable.
virtual void setContinuous (const int *indices, int len)
 Set the variables listed in indices (which is of length len) to be continuous variables.
virtual void setInteger (const int *indices, int len)
 Set the variables listed in indices (which is of length len) to be integer variables.
Naming methods

virtual void setRowName (int ndx, std::string name)
 Set a row name.
virtual void setColName (int ndx, std::string name)
 Set a column name.
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.
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.
virtual void deleteCols (const int num, const int *colIndices)
 Remove a set of columns (primal variables) from the problem.
virtual void addRow (const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
 Add a row (constraint) to the problem.
virtual void addRow (const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
 Add a row (constraint) to the problem.
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.
virtual void deleteRows (const int num, const int *rowIndices)
 Delete a set of rows (constraints) from the problem.
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).
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).
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).
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).
virtual void loadProblem (const int numcols, const int numrows, const int *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).
virtual void loadProblem (const int numcols, const int numrows, const int *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).
virtual int readMps (const char *filename, const char *extension="mps")
 Read an mps file from the given filename.
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.
Constructors and destructor

 OsiGrbSolverInterface (bool use_local_env=false)
 Default Constructor.
 OsiGrbSolverInterface (GRBenv *localgrbenv)
 Constructor that takes a gurobi environment and assumes membership.
virtual OsiSolverInterfaceclone (bool copyData=true) const
 Clone.
 OsiGrbSolverInterface (const OsiGrbSolverInterface &)
 Copy constructor.
OsiGrbSolverInterfaceoperator= (const OsiGrbSolverInterface &rhs)
 Assignment operator.
virtual ~OsiGrbSolverInterface ()
 Destructor.
virtual void reset ()
 Resets as if default constructor.
OsiSimplexInterface methods

Gurobi adds a slack with coeff +1 in "<=" and "=" constraints, with coeff -1 in ">=", slack being non negative.

We switch in order to get a "Clp tableau" where all the slacks have coefficient +1 in the original tableau.

If a slack for ">=" is non basic, invB is not changed; column of the slack in the optimal tableau is flipped.

If a slack for ">=" is basic, corresp. row of invB is flipped; whole row of the optimal tableau is flipped; then whole column for the slack in opt tableau is flipped.

Ranged rows are not supported. It might work, but no garantee is given.

virtual int canDoSimplexInterface () const
 Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none.
virtual void enableSimplexInterface (int doingPrimal)
 Useless function, defined only for compatibility with OsiSimplexInterface.
virtual void disableSimplexInterface ()
 Useless function, defined only for compatibility with OsiSimplexInterface.
virtual void enableFactorization () const
 Useless function, defined only for compatibility with OsiSimplexInterface.
virtual void disableFactorization () const
 Useless function, defined only for compatibility with OsiSimplexInterface.
virtual bool basisIsAvailable () const
 Returns true if a basis is available.
virtual void getBasisStatus (int *cstat, int *rstat) const
 Returns a basis status of the structural/artificial variables At present as warm start i.e 0: free, 1: basic, 2: upper, 3: lower.
void switchToLP ()
 Get indices of the pivot variable in each row (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).
void switchToMIP ()
 switches Gurobi to prob type MIP

Static Public Member Functions

Static instance counter methods

static void incrementInstanceCounter ()
 Gurobi has a context which must be created prior to all other Gurobi calls.
static void decrementInstanceCounter ()
 Gurobi has a context which should be deleted after Gurobi calls.
static void setEnvironment (GRBenv *globalenv)
 sets the global gurobi environment to a user given one
static unsigned int getNumInstances ()
 Return the number of instances of instantiated objects using Gurobi services.

Protected Member Functions

Protected methods

virtual void applyRowCut (const OsiRowCut &rc)
 Apply a row cut. Return true if cut was applied.
virtual void applyColCut (const OsiColCut &cc)
 Apply a column cut (bound adjustment).

Private Member Functions

Private static class functions

void resizeColSpace (int minsize)
 resizes coltype_, colmap_O2G, colmap_G2O vectors to be able to store at least minsize elements
void freeColSpace ()
 frees colsize_ vector
void resizeAuxColSpace (int minsize)
 resizes colmap_G2O vector to be able to store at least minsize (auxiliary) elements
void resizeAuxColIndSpace ()
 resizes auxcolind vector to current number of rows and inits values to -1
Private methods

GRBmodelgetMutableLpPtr () const
 Get LP Pointer for const methods.
void gutsOfCopy (const OsiGrbSolverInterface &source)
 The real work of a copy constructor (used by copy and assignment).
void gutsOfConstructor ()
 The real work of the constructor.
void gutsOfDestructor ()
 The real work of the destructor.
void freeCachedColRim ()
 free cached column rim vectors
void freeCachedRowRim ()
 free cached row rim vectors
void freeCachedResults ()
 free cached result vectors
void freeCachedMatrix ()
 free cached matrices
void freeCachedData (int keepCached=KEEPCACHED_NONE)
 free all cached data (except specified entries, see getLpPtr())
void freeAllMemory ()
 free all allocated memory
void convertToRangedRow (int rowidx, double rhs, double range)
 converts a normal row into a ranged row by adding an auxiliary variable
void convertToNormalRow (int rowidx, char sense, double rhs)
 converts a ranged row into a normal row by removing its auxiliary variable

Private Attributes

Private member data

GRBenvlocalenv_
 Gurobi environment used only by this class instance.
GRBmodellp_
 Gurobi model represented by this class instance.
int * hotStartCStat_
 Hotstart information.
int hotStartCStatSize_
 Gurobi environment used only by this class instance.
int * hotStartRStat_
 Gurobi environment used only by this class instance.
int hotStartRStatSize_
 Gurobi environment used only by this class instance.
int hotStartMaxIteration_
 Gurobi environment used only by this class instance.
int nameDisc_
 OSI name discipline.
Cached information derived from the Gurobi model

double * obj_
 Pointer to objective vector.
double * collower_
 Pointer to dense vector of variable lower bounds.
double * colupper_
 Pointer to dense vector of variable lower bounds.
char * rowsense_
 Pointer to dense vector of row sense indicators.
double * rhs_
 Pointer to dense vector of row right-hand side values.
double * rowrange_
 Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows).
double * rowlower_
 Pointer to dense vector of row lower bounds.
double * rowupper_
 Pointer to dense vector of row upper bounds.
double * colsol_
 Pointer to primal solution vector.
double * rowsol_
 Pointer to dual solution vector.
double * redcost_
 Pointer to reduced cost vector.
double * rowact_
 Pointer to row activity (slack) vector.
CoinPackedMatrix * matrixByRow_
 Pointer to row-wise copy of problem matrix coefficients.
CoinPackedMatrix * matrixByCol_
 Pointer to row-wise copy of problem matrix coefficients.
Additional information needed for storing MIP problems and handling ranged rows

bool probtypemip_
 Stores whether we currently see the problem as a MIP.
int colspace_
 Size of allocated memory for coltype_, colmap_O2G, and (with offset auxcolspace) colmap_G2O.
char * coltype_
 Pointer to dense vector of variable types (continous, binary, integer).
int nauxcols
 Number of auxiliary columns in Gurobi model for handling of ranged rows.
int auxcolspace
 Size of allocated memory for colmap_G2O that exceeds colspace_.
int * colmap_O2G
 Maps variable indices from Osi to Gurobi Is NULL if there are no ranged rows! (assume identity mapping then).
int * colmap_G2O
 Maps variable indices from Gurobi to Osi A negative value indicates that a variable is an auxiliary variable that was added to handle a ranged row -colmap_G2O[i]-1 gives the index of the ranged row in this case.
int auxcolindspace
 Current length of auxcolind array.
int * auxcolind
 Gives for each row the index of the corresponding auxiliary variable, if it is a ranged row.

Static Private Attributes

Private static class data

static GRBenvglobalenv_
 Gurobi environment pointer.
static bool globalenv_is_ours
 whether OsiGrb has created the global environment (and thus should free it)
static unsigned int numInstances_
 Number of instances using the global Gurobi environment.

Friends

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

Gurobi specific public interfaces



enum  keepCachedFlag {
  KEEPCACHED_NONE = 0, KEEPCACHED_COLUMN = 1, KEEPCACHED_ROW = 2, KEEPCACHED_MATRIX = 4,
  KEEPCACHED_RESULTS = 8, KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX, KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS, FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN,
  FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW, FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX, FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS
}
 

Get pointer to Gurobi model and free all specified cached data entries (combined with logical or-operator '|' ):

More...
GRBmodelgetLpPtr (int keepCached=KEEPCACHED_NONE)
 Get pointer to Gurobi model and free all specified cached data entries (combined with logical or-operator '|' ):
GRBenvgetEnvironmentPtr () const
 Method to access Gurobi environment pointer.
bool isDemoLicense () const
 Return whether the current Gurobi environment runs in demo mode.

Detailed Description

Gurobi Solver Interface.

Instantiation of OsiGrbSolverInterface for Gurobi

Definition at line 29 of file OsiGrbSolverInterface.hpp.


Member Enumeration Documentation

Get pointer to Gurobi model and free all specified cached data entries (combined with logical or-operator '|' ):

Enumerator:
KEEPCACHED_NONE 

discard all cached data (default)

KEEPCACHED_COLUMN 

column information: objective values, lower and upper bounds, variable types

KEEPCACHED_ROW 

row information: right hand sides, ranges and senses, lower and upper bounds for row

KEEPCACHED_MATRIX 

problem matrix: matrix ordered by column and by row

KEEPCACHED_RESULTS 

LP solution: primal and dual solution, reduced costs, row activities.

KEEPCACHED_PROBLEM 

only discard cached LP solution

KEEPCACHED_ALL 

keep all cached data (similar to getMutableLpPtr())

FREECACHED_COLUMN 

free only cached column and LP solution information

FREECACHED_ROW 

free only cached row and LP solution information

FREECACHED_MATRIX 

free only cached matrix and LP solution information

FREECACHED_RESULTS 

free only cached LP solution information

Definition at line 535 of file OsiGrbSolverInterface.hpp.


Constructor & Destructor Documentation

OsiGrbSolverInterface::OsiGrbSolverInterface ( bool  use_local_env = false  ) 

Default Constructor.

OsiGrbSolverInterface::OsiGrbSolverInterface ( GRBenv localgrbenv  ) 

Constructor that takes a gurobi environment and assumes membership.

OsiGrbSolverInterface::OsiGrbSolverInterface ( const OsiGrbSolverInterface  ) 

Copy constructor.

virtual OsiGrbSolverInterface::~OsiGrbSolverInterface (  )  [virtual]

Destructor.


Member Function Documentation

virtual void OsiGrbSolverInterface::initialSolve (  )  [virtual]

Solve initial LP relaxation.

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::resolve (  )  [virtual]

Resolve an LP relaxation after problem modification.

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::branchAndBound (  )  [virtual]

Invoke solver's built-in enumeration algorithm.

Implements OsiSolverInterface.

bool OsiGrbSolverInterface::setIntParam ( OsiIntParam  key,
int  value 
) [virtual]

Set an integer parameter.

Reimplemented from OsiSolverInterface.

bool OsiGrbSolverInterface::setDblParam ( OsiDblParam  key,
double  value 
) [virtual]

Set a double parameter.

Reimplemented from OsiSolverInterface.

bool OsiGrbSolverInterface::setStrParam ( OsiStrParam  key,
const std::string &  value 
) [virtual]

Set a string parameter.

Reimplemented from OsiSolverInterface.

bool OsiGrbSolverInterface::setHintParam ( OsiHintParam  key,
bool  yesNo = true,
OsiHintStrength  strength = OsiHintTry,
void *  otherInformation = NULL 
) [virtual]

Set a hint parameter.

The 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 otherInformation and always throws an exception for OsiForceDo. This is almost certainly not the behaviour you want; you really should override this method.

Reimplemented from OsiSolverInterface.

bool OsiGrbSolverInterface::getIntParam ( OsiIntParam  key,
int &  value 
) const [virtual]

Get an integer parameter.

Reimplemented from OsiSolverInterface.

bool OsiGrbSolverInterface::getDblParam ( OsiDblParam  key,
double &  value 
) const [virtual]

Get a double parameter.

Reimplemented from OsiSolverInterface.

bool OsiGrbSolverInterface::getStrParam ( OsiStrParam  key,
std::string &  value 
) const [virtual]

Get a string parameter.

Reimplemented from OsiSolverInterface.

bool OsiGrbSolverInterface::getHintParam ( OsiHintParam  key,
bool &  yesNo,
OsiHintStrength strength,
void *&  otherInformation 
) const [virtual]

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 otherInformation to NULL. This is almost certainly not the behaviour you want; you really should override this method.

Reimplemented from OsiSolverInterface.

bool OsiGrbSolverInterface::getHintParam ( OsiHintParam  key,
bool &  yesNo,
OsiHintStrength strength 
) const [virtual]

Get a hint parameter (sense and strength only).

Return only the sense and strength of the hint.

Reimplemented from OsiSolverInterface.

bool OsiGrbSolverInterface::getHintParam ( OsiHintParam  key,
bool &  yesNo 
) const [virtual]

Get a hint parameter (sense only).

Return only the sense (true/false) of the hint.

Reimplemented from OsiSolverInterface.

virtual bool OsiGrbSolverInterface::isAbandoned (  )  const [virtual]

Are there a numerical difficulties?

Implements OsiSolverInterface.

virtual bool OsiGrbSolverInterface::isProvenOptimal (  )  const [virtual]

Is optimality proven?

Implements OsiSolverInterface.

virtual bool OsiGrbSolverInterface::isProvenPrimalInfeasible (  )  const [virtual]

Is primal infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiGrbSolverInterface::isProvenDualInfeasible (  )  const [virtual]

Is dual infeasiblity proven?

Implements OsiSolverInterface.

virtual bool OsiGrbSolverInterface::isPrimalObjectiveLimitReached (  )  const [virtual]

Is the given primal objective limit reached?

Implements OsiSolverInterface.

virtual bool OsiGrbSolverInterface::isDualObjectiveLimitReached (  )  const [virtual]

Is the given dual objective limit reached?

Implements OsiSolverInterface.

virtual bool OsiGrbSolverInterface::isIterationLimitReached (  )  const [virtual]

Iteration limit reached?

Implements OsiSolverInterface.

CoinWarmStart* OsiGrbSolverInterface::getEmptyWarmStart (  )  const [virtual]

Get an empty warm start object.

This routine returns an empty CoinWarmStartBasis object. Its purpose is to provide a way to give a client a warm start basis object of the appropriate type, which can resized and modified as desired.

Implements OsiSolverInterface.

virtual CoinWarmStart* OsiGrbSolverInterface::getWarmStart (  )  const [virtual]

Get warmstarting information.

Implements OsiSolverInterface.

virtual bool OsiGrbSolverInterface::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 OsiGrbSolverInterface::markHotStart (  )  [virtual]

Create a hotstart point of the optimization process.

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::solveFromHotStart (  )  [virtual]

Optimize starting from the hotstart.

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::unmarkHotStart (  )  [virtual]

Delete the snapshot.

Reimplemented from OsiSolverInterface.

virtual int OsiGrbSolverInterface::getNumCols (  )  const [virtual]

Get number of columns.

Implements OsiSolverInterface.

virtual int OsiGrbSolverInterface::getNumRows (  )  const [virtual]

Get number of rows.

Implements OsiSolverInterface.

virtual int OsiGrbSolverInterface::getNumElements (  )  const [virtual]

Get number of nonzero elements.

Implements OsiSolverInterface.

virtual const double* OsiGrbSolverInterface::getColLower (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual const double* OsiGrbSolverInterface::getColUpper (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual const char* OsiGrbSolverInterface::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* OsiGrbSolverInterface::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* OsiGrbSolverInterface::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* OsiGrbSolverInterface::getRowLower (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual const double* OsiGrbSolverInterface::getRowUpper (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual const double* OsiGrbSolverInterface::getObjCoefficients (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual double OsiGrbSolverInterface::getObjSense (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual bool OsiGrbSolverInterface::isContinuous ( int  colNumber  )  const [virtual]

Return true if column is continuous.

Implements OsiSolverInterface.

virtual const CoinPackedMatrix* OsiGrbSolverInterface::getMatrixByRow (  )  const [virtual]

Get pointer to row-wise copy of matrix.

Implements OsiSolverInterface.

virtual const CoinPackedMatrix* OsiGrbSolverInterface::getMatrixByCol (  )  const [virtual]

Get pointer to column-wise copy of matrix.

Implements OsiSolverInterface.

virtual double OsiGrbSolverInterface::getInfinity (  )  const [virtual]

Get solver's value for infinity.

Implements OsiSolverInterface.

virtual const double* OsiGrbSolverInterface::getColSolution (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual const double* OsiGrbSolverInterface::getRowPrice (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual const double* OsiGrbSolverInterface::getReducedCost (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual const double* OsiGrbSolverInterface::getRowActivity (  )  const [virtual]

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

Implements OsiSolverInterface.

virtual double OsiGrbSolverInterface::getObjValue (  )  const [virtual]

Get objective function value.

Implements OsiSolverInterface.

virtual int OsiGrbSolverInterface::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*> OsiGrbSolverInterface::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*> OsiGrbSolverInterface::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 OsiGrbSolverInterface::setObjCoeff ( int  elementIndex,
double  elementValue 
) [virtual]

Set an objective function coefficient.

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::setObjCoeffSet ( const int *  indexFirst,
const int *  indexLast,
const double *  coeffList 
) [virtual]

Set a a set of objective function coefficients.

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::setColLower ( int  elementIndex,
double  elementValue 
) [virtual]

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

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::setColUpper ( int  elementIndex,
double  elementValue 
) [virtual]

Set a single column upper bound
Use DBL_MAX for infinity.

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::setColBounds ( int  elementIndex,
double  lower,
double  upper 
) [virtual]

Set a single column lower and upper bound
The default implementation just invokes setColLower() and setColUpper()

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::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:
<code>[indexfirst,indexLast]</code> contains the indices of the constraints whose either bound changes
boundList the new lower/upper bound pairs for the variables

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::setRowLower ( int  elementIndex,
double  elementValue 
) [virtual]

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

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::setRowUpper ( int  elementIndex,
double  elementValue 
) [virtual]

Set a single row upper bound
Use DBL_MAX for infinity.

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::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 OsiGrbSolverInterface::setRowType ( int  index,
char  sense,
double  rightHandSide,
double  range 
) [virtual]

Set the type of a single row

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::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:
<code>[indexfirst,indexLast]</code> contains the indices of the constraints whose either bound changes
boundList the new lower/upper bound pairs for the constraints

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::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() and over and over again.

Parameters:
<code>[indexfirst,indexLast]</code> contains the indices of the constraints whose type changes
senseList the new senses
rhsList the new right hand sides
rangeList the new ranges

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::setContinuous ( int  index  )  [virtual]

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

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::setInteger ( int  index  )  [virtual]

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

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::setRowName ( int  ndx,
std::string  name 
) [virtual]

Set a row name.

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::setColName ( int  ndx,
std::string  name 
) [virtual]

Set a column name.

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::setObjSense ( double  s  )  [virtual]

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

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::addRow ( const CoinPackedVectorBase &  vec,
const double  rowlb,
const double  rowub 
) [virtual]

Add a row (constraint) to the problem.

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::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 OsiGrbSolverInterface::loadProblem ( const int  numcols,
const int  numrows,
const int *  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).

virtual void OsiGrbSolverInterface::loadProblem ( const int  numcols,
const int  numrows,
const int *  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).

virtual int OsiGrbSolverInterface::readMps ( const char *  filename,
const char *  extension = "mps" 
) [virtual]

Read an mps file from the given filename.

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::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.

GRBmodel* OsiGrbSolverInterface::getLpPtr ( int  keepCached = KEEPCACHED_NONE  ) 

Get pointer to Gurobi model and free all specified cached data entries (combined with logical or-operator '|' ):

GRBenv* OsiGrbSolverInterface::getEnvironmentPtr (  )  const

Method to access Gurobi environment pointer.

bool OsiGrbSolverInterface::isDemoLicense (  )  const

Return whether the current Gurobi environment runs in demo mode.

const char* OsiGrbSolverInterface::getCtype (  )  const

return a vector of variable types (continous, binary, integer)

static void OsiGrbSolverInterface::incrementInstanceCounter (  )  [static]

Gurobi has a context which must be created prior to all other Gurobi calls.

This method:

  • Increments by 1 the number of uses of the Gurobi environment.
  • Creates the Gurobi context when the number of uses is change to 1 from 0.
static void OsiGrbSolverInterface::decrementInstanceCounter (  )  [static]

Gurobi has a context which should be deleted after Gurobi calls.

This method:

  • Decrements by 1 the number of uses of the Gurobi environment.
  • Deletes the Gurobi context when the number of uses is change to 0 from 1.
static void OsiGrbSolverInterface::setEnvironment ( GRBenv globalenv  )  [static]

sets the global gurobi environment to a user given one

static unsigned int OsiGrbSolverInterface::getNumInstances (  )  [static]

Return the number of instances of instantiated objects using Gurobi services.

virtual OsiSolverInterface* OsiGrbSolverInterface::clone ( bool  copyData = true  )  const [virtual]

Clone.

Implements OsiSolverInterface.

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

Assignment operator.

virtual void OsiGrbSolverInterface::reset (  )  [virtual]

Resets as if default constructor.

Reimplemented from OsiSolverInterface.

virtual int OsiGrbSolverInterface::canDoSimplexInterface (  )  const [virtual]

Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none.

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::enableSimplexInterface ( int  doingPrimal  )  [inline, virtual]

Useless function, defined only for compatibility with OsiSimplexInterface.

Definition at line 654 of file OsiGrbSolverInterface.hpp.

virtual void OsiGrbSolverInterface::disableSimplexInterface (  )  [inline, virtual]

Useless function, defined only for compatibility with OsiSimplexInterface.

Reimplemented from OsiSolverInterface.

Definition at line 661 of file OsiGrbSolverInterface.hpp.

virtual void OsiGrbSolverInterface::enableFactorization (  )  const [inline, virtual]

Useless function, defined only for compatibility with OsiSimplexInterface.

Reimplemented from OsiSolverInterface.

Definition at line 668 of file OsiGrbSolverInterface.hpp.

virtual void OsiGrbSolverInterface::disableFactorization (  )  const [inline, virtual]

Useless function, defined only for compatibility with OsiSimplexInterface.

Reimplemented from OsiSolverInterface.

Definition at line 675 of file OsiGrbSolverInterface.hpp.

virtual bool OsiGrbSolverInterface::basisIsAvailable (  )  const [virtual]

Returns true if a basis is available.

Reimplemented from OsiSolverInterface.

virtual void OsiGrbSolverInterface::getBasisStatus ( int *  cstat,
int *  rstat 
) const [virtual]

Returns a basis status of the structural/artificial variables At present as warm start i.e 0: free, 1: basic, 2: upper, 3: lower.

Reimplemented from OsiSolverInterface.

void OsiGrbSolverInterface::switchToLP (  ) 

Get indices of the pivot variable in each row (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).

switches Gurobi to prob type LP

void OsiGrbSolverInterface::switchToMIP (  ) 

switches Gurobi to prob type MIP

virtual void OsiGrbSolverInterface::applyRowCut ( const OsiRowCut rc  )  [protected, virtual]

Apply a row cut. Return true if cut was applied.

Implements OsiSolverInterface.

virtual void OsiGrbSolverInterface::applyColCut ( const OsiColCut cc  )  [protected, virtual]

Apply a column cut (bound adjustment).

Return true if cut was applied.

Implements OsiSolverInterface.

void OsiGrbSolverInterface::resizeColSpace ( int  minsize  )  [private]

resizes coltype_, colmap_O2G, colmap_G2O vectors to be able to store at least minsize elements

void OsiGrbSolverInterface::freeColSpace (  )  [private]

frees colsize_ vector

void OsiGrbSolverInterface::resizeAuxColSpace ( int  minsize  )  [private]

resizes colmap_G2O vector to be able to store at least minsize (auxiliary) elements

void OsiGrbSolverInterface::resizeAuxColIndSpace (  )  [private]

resizes auxcolind vector to current number of rows and inits values to -1

GRBmodel* OsiGrbSolverInterface::getMutableLpPtr (  )  const [private]

Get LP Pointer for const methods.

void OsiGrbSolverInterface::gutsOfCopy ( const OsiGrbSolverInterface source  )  [private]

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

void OsiGrbSolverInterface::gutsOfConstructor (  )  [private]

The real work of the constructor.

void OsiGrbSolverInterface::gutsOfDestructor (  )  [private]

The real work of the destructor.

void OsiGrbSolverInterface::freeCachedColRim (  )  [private]

free cached column rim vectors

void OsiGrbSolverInterface::freeCachedRowRim (  )  [private]

free cached row rim vectors

void OsiGrbSolverInterface::freeCachedResults (  )  [private]

free cached result vectors

void OsiGrbSolverInterface::freeCachedMatrix (  )  [private]

free cached matrices

void OsiGrbSolverInterface::freeCachedData ( int  keepCached = KEEPCACHED_NONE  )  [private]

free all cached data (except specified entries, see getLpPtr())

void OsiGrbSolverInterface::freeAllMemory (  )  [private]

free all allocated memory

void OsiGrbSolverInterface::convertToRangedRow ( int  rowidx,
double  rhs,
double  range 
) [private]

converts a normal row into a ranged row by adding an auxiliary variable

void OsiGrbSolverInterface::convertToNormalRow ( int  rowidx,
char  sense,
double  rhs 
) [private]

converts a ranged row into a normal row by removing its auxiliary variable


Friends And Related Function Documentation

void OsiGrbSolverInterfaceUnitTest ( const std::string &  mpsDir,
const std::string &  netlibDir 
) [friend]

A function that tests the methods in the OsiGrbSolverInterface 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.


Member Data Documentation

Gurobi environment pointer.

Definition at line 746 of file OsiGrbSolverInterface.hpp.

whether OsiGrb has created the global environment (and thus should free it)

Definition at line 748 of file OsiGrbSolverInterface.hpp.

unsigned int OsiGrbSolverInterface::numInstances_ [static, private]

Number of instances using the global Gurobi environment.

Definition at line 750 of file OsiGrbSolverInterface.hpp.

Gurobi environment used only by this class instance.

Definition at line 797 of file OsiGrbSolverInterface.hpp.

GRBmodel* OsiGrbSolverInterface::lp_ [mutable, private]

Gurobi model represented by this class instance.

Definition at line 800 of file OsiGrbSolverInterface.hpp.

Hotstart information.

Definition at line 803 of file OsiGrbSolverInterface.hpp.

Gurobi environment used only by this class instance.

Definition at line 804 of file OsiGrbSolverInterface.hpp.

Gurobi environment used only by this class instance.

Definition at line 805 of file OsiGrbSolverInterface.hpp.

Gurobi environment used only by this class instance.

Definition at line 806 of file OsiGrbSolverInterface.hpp.

Gurobi environment used only by this class instance.

Definition at line 807 of file OsiGrbSolverInterface.hpp.

OSI name discipline.

Definition at line 810 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::obj_ [mutable, private]

Pointer to objective vector.

Definition at line 815 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::collower_ [mutable, private]

Pointer to dense vector of variable lower bounds.

Definition at line 818 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::colupper_ [mutable, private]

Pointer to dense vector of variable lower bounds.

Definition at line 821 of file OsiGrbSolverInterface.hpp.

char* OsiGrbSolverInterface::rowsense_ [mutable, private]

Pointer to dense vector of row sense indicators.

Definition at line 824 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::rhs_ [mutable, private]

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

Definition at line 827 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::rowrange_ [mutable, private]

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

Definition at line 830 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::rowlower_ [mutable, private]

Pointer to dense vector of row lower bounds.

Definition at line 833 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::rowupper_ [mutable, private]

Pointer to dense vector of row upper bounds.

Definition at line 836 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::colsol_ [mutable, private]

Pointer to primal solution vector.

Definition at line 839 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::rowsol_ [mutable, private]

Pointer to dual solution vector.

Definition at line 842 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::redcost_ [mutable, private]

Pointer to reduced cost vector.

Definition at line 845 of file OsiGrbSolverInterface.hpp.

double* OsiGrbSolverInterface::rowact_ [mutable, private]

Pointer to row activity (slack) vector.

Definition at line 848 of file OsiGrbSolverInterface.hpp.

CoinPackedMatrix* OsiGrbSolverInterface::matrixByRow_ [mutable, private]

Pointer to row-wise copy of problem matrix coefficients.

Definition at line 851 of file OsiGrbSolverInterface.hpp.

CoinPackedMatrix* OsiGrbSolverInterface::matrixByCol_ [mutable, private]

Pointer to row-wise copy of problem matrix coefficients.

Definition at line 854 of file OsiGrbSolverInterface.hpp.

bool OsiGrbSolverInterface::probtypemip_ [mutable, private]

Stores whether we currently see the problem as a MIP.

Definition at line 860 of file OsiGrbSolverInterface.hpp.

Size of allocated memory for coltype_, colmap_O2G, and (with offset auxcolspace) colmap_G2O.

Definition at line 863 of file OsiGrbSolverInterface.hpp.

Pointer to dense vector of variable types (continous, binary, integer).

Definition at line 866 of file OsiGrbSolverInterface.hpp.

Number of auxiliary columns in Gurobi model for handling of ranged rows.

Definition at line 869 of file OsiGrbSolverInterface.hpp.

Size of allocated memory for colmap_G2O that exceeds colspace_.

Definition at line 872 of file OsiGrbSolverInterface.hpp.

Maps variable indices from Osi to Gurobi Is NULL if there are no ranged rows! (assume identity mapping then).

Definition at line 876 of file OsiGrbSolverInterface.hpp.

Maps variable indices from Gurobi to Osi A negative value indicates that a variable is an auxiliary variable that was added to handle a ranged row -colmap_G2O[i]-1 gives the index of the ranged row in this case.

Is NULL if there are no ranged rows! (assume identity mapping then)

Definition at line 882 of file OsiGrbSolverInterface.hpp.

Current length of auxcolind array.

Definition at line 885 of file OsiGrbSolverInterface.hpp.

Gives for each row the index of the corresponding auxiliary variable, if it is a ranged row.

Otherwise, gives -1. Is NULL if there are no ranged rows! (assume -1 for each row then)

Definition at line 890 of file OsiGrbSolverInterface.hpp.


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