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00001 //----------------------------------------------------------------------------- 00002 // name: OSI Interface for GLPK 00003 //----------------------------------------------------------------------------- 00004 // Copyright (C) 2001, Vivian De Smedt, Braden Hunsaker 00005 // Copyright (C) 2003 University of Pittsburgh 00006 // University of Pittsburgh coding done by Brady Hunsaker 00007 // All Rights Reserved. 00008 // This code is licensed under the terms of the Eclipse Public License (EPL). 00009 00010 #ifndef OsiGlpkSolverInterface_H 00011 #define OsiGlpkSolverInterface_H 00012 00013 #include <string> 00014 #include <glpk.h> 00015 #include "OsiSolverInterface.hpp" 00016 #include "CoinPackedMatrix.hpp" 00017 #include "CoinWarmStartBasis.hpp" 00018 00024 #ifndef LPX 00025 #define LPX glp_prob 00026 #endif 00027 00028 #ifndef GLP_PROB_DEFINED 00029 #define GLP_PROB_DEFINED 00030 // Glpk < 4.48: 00031 typedef struct { double _opaque_prob[100]; } glp_prob; 00032 // Glpk 4.48: typedef struct glp_prob glp_prob; 00033 #endif 00034 00035 class OsiGlpkSolverInterface : virtual public OsiSolverInterface { 00036 friend void OsiGlpkSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir); 00037 00038 public: 00039 00040 //--------------------------------------------------------------------------- 00043 00044 virtual void initialSolve(); 00045 00047 virtual void resolve(); 00048 00050 virtual void branchAndBound(); 00052 00053 //--------------------------------------------------------------------------- 00069 // Set an integer parameter 00070 bool setIntParam(OsiIntParam key, int value); 00071 // Set an double parameter 00072 bool setDblParam(OsiDblParam key, double value); 00073 // Set a string parameter 00074 bool setStrParam(OsiStrParam key, const std::string & value); 00075 // Set a hint parameter 00076 bool setHintParam(OsiHintParam key, bool sense = true, 00077 OsiHintStrength strength = OsiHintTry, void *info = 0) ; 00078 // Get an integer parameter 00079 bool getIntParam(OsiIntParam key, int& value) const; 00080 // Get an double parameter 00081 bool getDblParam(OsiDblParam key, double& value) const; 00082 // Get a string parameter 00083 bool getStrParam(OsiStrParam key, std::string& value) const; 00085 00086 //--------------------------------------------------------------------------- 00088 00089 00090 virtual bool isAbandoned() const; 00092 virtual bool isProvenOptimal() const; 00094 virtual bool isProvenPrimalInfeasible() const; 00096 virtual bool isProvenDualInfeasible() const; 00098 virtual bool isPrimalObjectiveLimitReached() const; 00100 virtual bool isDualObjectiveLimitReached() const; 00102 virtual bool isIterationLimitReached() const; 00104 virtual bool isTimeLimitReached() const; 00106 virtual bool isFeasible() const; 00108 00109 //--------------------------------------------------------------------------- 00118 inline CoinWarmStart *getEmptyWarmStart () const 00119 { return (dynamic_cast<CoinWarmStart *>(new CoinWarmStartBasis())) ; } 00121 virtual CoinWarmStart* getWarmStart() const; 00124 virtual bool setWarmStart(const CoinWarmStart* warmstart); 00126 00127 //--------------------------------------------------------------------------- 00134 00135 virtual void markHotStart(); 00137 virtual void solveFromHotStart(); 00139 virtual void unmarkHotStart(); 00141 00142 //--------------------------------------------------------------------------- 00157 00158 virtual int getNumCols() const; 00159 00161 virtual int getNumRows() const; 00162 00164 virtual int getNumElements() const; 00165 00167 virtual const double * getColLower() const; 00168 00170 virtual const double * getColUpper() const; 00171 00181 virtual const char * getRowSense() const; 00182 00191 virtual const double * getRightHandSide() const; 00192 00201 virtual const double * getRowRange() const; 00202 00204 virtual const double * getRowLower() const; 00205 00207 virtual const double * getRowUpper() const; 00208 00210 virtual const double * getObjCoefficients() const; 00211 00213 virtual double getObjSense() const; 00214 00216 virtual bool isContinuous(int colNumber) const; 00217 00218 #if 0 00219 00220 virtual bool isBinary(int columnNumber) const; 00221 00226 virtual bool isInteger(int columnNumber) const; 00227 00229 virtual bool isIntegerNonBinary(int columnNumber) const; 00230 00232 virtual bool isFreeBinary(int columnNumber) const; 00233 #endif 00234 00236 virtual const CoinPackedMatrix * getMatrixByRow() const; 00237 00239 virtual const CoinPackedMatrix * getMatrixByCol() const; 00240 00242 virtual double getInfinity() const; 00244 00247 00248 virtual const double * getColSolution() const; 00249 00251 virtual const double * getRowPrice() const; 00252 00254 virtual const double * getReducedCost() const; 00255 00258 virtual const double * getRowActivity() const; 00259 00261 virtual double getObjValue() const; 00262 00265 virtual int getIterationCount() const; 00266 00278 virtual std::vector<double*> getDualRays(int maxNumRays, 00279 bool fullRay=false) const; 00297 virtual std::vector<double*> getPrimalRays(int maxNumRays) const; 00298 00299 #if 0 00300 00302 virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05) 00303 const; 00304 #endif 00305 00306 00307 00308 //--------------------------------------------------------------------------- 00309 00312 //------------------------------------------------------------------------- 00316 virtual void setObjCoeff( int elementIndex, double elementValue ); 00317 00318 using OsiSolverInterface::setColLower ; 00321 virtual void setColLower( int elementIndex, double elementValue ); 00322 00323 using OsiSolverInterface::setColUpper ; 00326 virtual void setColUpper( int elementIndex, double elementValue ); 00327 00331 virtual void setColBounds( int elementIndex, 00332 double lower, double upper ); 00333 00342 virtual void setColSetBounds(const int* indexFirst, 00343 const int* indexLast, 00344 const double* boundList); 00345 00348 virtual void setRowLower( int elementIndex, double elementValue ); 00349 00352 virtual void setRowUpper( int elementIndex, double elementValue ); 00353 00357 virtual void setRowBounds( int elementIndex, 00358 double lower, double upper ); 00359 00361 virtual void setRowType(int index, char sense, double rightHandSide, 00362 double range); 00363 00372 virtual void setRowSetBounds(const int* indexFirst, 00373 const int* indexLast, 00374 const double* boundList); 00375 00386 virtual void setRowSetTypes(const int* indexFirst, 00387 const int* indexLast, 00388 const char* senseList, 00389 const double* rhsList, 00390 const double* rangeList); 00392 00393 //------------------------------------------------------------------------- 00397 virtual void setContinuous(int index); 00399 virtual void setInteger(int index); 00402 virtual void setContinuous(const int* indices, int len); 00405 virtual void setInteger(const int* indices, int len); 00407 00408 //------------------------------------------------------------------------- 00410 virtual void setObjSense(double s); 00411 00422 virtual void setColSolution(const double * colsol); 00423 00434 virtual void setRowPrice(const double * rowprice); 00435 00436 //------------------------------------------------------------------------- 00441 00442 using OsiSolverInterface::addCol ; 00444 virtual void addCol(const CoinPackedVectorBase& vec, 00445 const double collb, const double colub, 00446 const double obj); 00447 00448 using OsiSolverInterface::addCols ; 00450 virtual void addCols(const int numcols, 00451 const CoinPackedVectorBase * const * cols, 00452 const double* collb, const double* colub, 00453 const double* obj); 00455 virtual void deleteCols(const int num, const int * colIndices); 00456 00457 using OsiSolverInterface::addRow ; 00459 virtual void addRow(const CoinPackedVectorBase& vec, 00460 const double rowlb, const double rowub); 00462 virtual void addRow(const CoinPackedVectorBase& vec, 00463 const char rowsen, const double rowrhs, 00464 const double rowrng); 00465 00466 using OsiSolverInterface::addRows ; 00468 virtual void addRows(const int numrows, 00469 const CoinPackedVectorBase * const * rows, 00470 const double* rowlb, const double* rowub); 00472 virtual void addRows(const int numrows, 00473 const CoinPackedVectorBase * const * rows, 00474 const char* rowsen, const double* rowrhs, 00475 const double* rowrng); 00477 virtual void deleteRows(const int num, const int * rowIndices); 00478 00479 #if 0 00480 // ??? implemented in OsiSolverInterface 00481 //----------------------------------------------------------------------- 00503 virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs, 00504 double effectivenessLb = 0.0); 00505 #endif 00506 00507 00508 00509 //--------------------------------------------------------------------------- 00510 00524 virtual void loadProblem(const CoinPackedMatrix& matrix, 00525 const double* collb, const double* colub, 00526 const double* obj, 00527 const double* rowlb, const double* rowub); 00528 00536 virtual void assignProblem(CoinPackedMatrix*& matrix, 00537 double*& collb, double*& colub, double*& obj, 00538 double*& rowlb, double*& rowub); 00539 00552 virtual void loadProblem(const CoinPackedMatrix& matrix, 00553 const double* collb, const double* colub, 00554 const double* obj, 00555 const char* rowsen, const double* rowrhs, 00556 const double* rowrng); 00557 00565 virtual void assignProblem(CoinPackedMatrix*& matrix, 00566 double*& collb, double*& colub, double*& obj, 00567 char*& rowsen, double*& rowrhs, 00568 double*& rowrng); 00569 00572 virtual void loadProblem(const int numcols, const int numrows, 00573 const int* start, const int* index, 00574 const double* value, 00575 const double* collb, const double* colub, 00576 const double* obj, 00577 const double* rowlb, const double* rowub); 00578 00581 virtual void loadProblem(const int numcols, const int numrows, 00582 const int* start, const int* index, 00583 const double* value, 00584 const double* collb, const double* colub, 00585 const double* obj, 00586 const char* rowsen, const double* rowrhs, 00587 const double* rowrng); 00588 00589 using OsiSolverInterface::readMps ; 00591 virtual int readMps(const char *filename, 00592 const char *extension = "mps"); 00593 00598 virtual void writeMps(const char *filename, 00599 const char *extension = "mps", 00600 double objSense=0.0) const; 00602 00603 //--------------------------------------------------------------------------- 00604 00611 00614 void setObjName (std::string name) ; 00615 00621 void setRowName(int ndx, std::string name) ; 00622 00628 void setColName(int ndx, std::string name) ; 00629 00631 00632 //--------------------------------------------------------------------------- 00633 00636 enum keepCachedFlag 00637 { 00639 KEEPCACHED_NONE = 0, 00641 KEEPCACHED_COLUMN = 1, 00643 KEEPCACHED_ROW = 2, 00645 KEEPCACHED_MATRIX = 4, 00647 KEEPCACHED_RESULTS = 8, 00649 KEEPCACHED_PROBLEM = KEEPCACHED_COLUMN | KEEPCACHED_ROW | KEEPCACHED_MATRIX, 00651 KEEPCACHED_ALL = KEEPCACHED_PROBLEM | KEEPCACHED_RESULTS, 00653 FREECACHED_COLUMN = KEEPCACHED_PROBLEM & ~KEEPCACHED_COLUMN, 00655 FREECACHED_ROW = KEEPCACHED_PROBLEM & ~KEEPCACHED_ROW, 00657 FREECACHED_MATRIX = KEEPCACHED_PROBLEM & ~KEEPCACHED_MATRIX, 00659 FREECACHED_RESULTS = KEEPCACHED_ALL & ~KEEPCACHED_RESULTS 00660 }; 00661 00663 LPX * getModelPtr(); 00664 00666 00675 static void incrementInstanceCounter() { ++numInstances_; } 00676 00684 static void decrementInstanceCounter(); 00685 00687 static unsigned int getNumInstances() { return numInstances_; } 00689 00690 00693 00694 OsiGlpkSolverInterface(); 00695 00697 virtual OsiSolverInterface * clone(bool copyData = true) const; 00698 00700 OsiGlpkSolverInterface( const OsiGlpkSolverInterface& ); 00701 00703 OsiGlpkSolverInterface& operator=( const OsiGlpkSolverInterface& rhs ); 00704 00706 virtual ~OsiGlpkSolverInterface(); 00707 00709 virtual void reset(); 00711 00712 protected: 00713 00716 00717 virtual void applyRowCut( const OsiRowCut & rc ); 00718 00722 virtual void applyColCut( const OsiColCut & cc ); 00723 00725 LPX * getMutableModelPtr() const; 00726 00728 00729 private: 00732 00734 void gutsOfCopy( const OsiGlpkSolverInterface & source ); 00735 00737 void gutsOfConstructor(); 00738 00740 void gutsOfDestructor(); 00741 00743 void freeCachedColRim(); 00744 00746 void freeCachedRowRim(); 00747 00749 void freeCachedResults(); 00750 00752 void freeCachedMatrix(); 00753 00755 void freeCachedData( int keepCached = KEEPCACHED_NONE ); 00756 00758 void freeAllMemory(); 00759 00761 void printBounds(); 00762 00764 void fillColBounds() const; 00766 00767 00770 00771 mutable LPX* lp_; 00772 00774 static unsigned int numInstances_; 00775 00776 00777 // Remember whether simplex or b&b was most recently done 00778 // 0 = simplex; 1 = b&b 00779 int bbWasLast_; 00780 00781 // Int parameters. 00783 int maxIteration_; 00785 int hotStartMaxIteration_; 00787 int nameDisc_; 00788 00789 // Double parameters. 00791 double dualObjectiveLimit_; 00793 double primalObjectiveLimit_; 00795 double dualTolerance_; 00797 double primalTolerance_; 00799 double objOffset_; 00800 00801 // String parameters 00803 std::string probName_; 00804 00806 mutable void *info_[OsiLastHintParam] ; 00807 00808 00810 00812 int hotStartCStatSize_; 00814 int *hotStartCStat_; 00816 double *hotStartCVal_; 00818 double *hotStartCDualVal_; 00819 00821 int hotStartRStatSize_; 00823 int *hotStartRStat_; 00825 double *hotStartRVal_; 00827 double *hotStartRDualVal_; 00828 00829 // Status information 00831 bool isIterationLimitReached_; 00833 bool isTimeLimitReached_; 00835 bool isAbandoned_; 00841 bool isObjLowerLimitReached_; 00847 bool isObjUpperLimitReached_; 00849 bool isPrimInfeasible_; 00851 bool isDualInfeasible_; 00853 bool isFeasible_; 00854 00857 00859 mutable int iter_used_; 00860 00862 mutable double *obj_; 00863 00865 mutable double *collower_; 00866 00868 mutable double *colupper_; 00869 00871 mutable char *ctype_; 00872 00874 mutable char *rowsense_; 00875 00877 mutable double *rhs_; 00878 00880 mutable double *rowrange_; 00881 00883 mutable double *rowlower_; 00884 00886 mutable double *rowupper_; 00887 00889 mutable double *colsol_; 00890 00892 mutable double *rowsol_; 00893 00895 mutable double *redcost_; 00896 00898 mutable double *rowact_; 00899 00901 mutable CoinPackedMatrix *matrixByRow_; 00902 00904 mutable CoinPackedMatrix *matrixByCol_; 00906 00907 }; 00908 00909 //############################################################################# 00911 void OsiGlpkSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir); 00912 00913 #endif // OsiGlpkSolverInterface_H
1.7.6.1
