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-// (C) Copyright International Business Machines Corporation, Carnegie Mellon University 2004, 2007
-// All Rights Reserved.
-// This code is published under the Eclipse Public License.
-//
-// Authors :
-// Pierre Bonami, Carnegie Mellon University,
-// Carl D. Laird, Carnegie Mellon University,
-// Andreas Waechter, International Business Machines Corporation
-//
-// Date : 12/01/2004
-
-
-#ifndef OsiTMINLPInterface_H
-#define OsiTMINLPInterface_H
-
-#define INT_BIAS 0e-8
-
-#include <string>
-#include <iostream>
-
-#include "OsiSolverInterface.hpp"
-#include "CoinWarmStartBasis.hpp"
-
-#include "BonCutStrengthener.hpp"
-//#include "BonRegisteredOptions.hpp"
-
-namespace Bonmin {
- class TMINLP;
- class TMINLP2TNLP;
- class TMINLP2OsiLP;
- class TNLP2FPNLP;
- class TNLPSolver;
- class RegisteredOptions;
- class StrongBranchingSolver;
-
- /** Solvers for solving nonlinear programs.*/
- enum Solver{
- EIpopt=0 /** <a href="http://projects.coin-or.org/Ipopt"> Ipopt </a> interior point algorithm.*/,
- EFilterSQP /** <a href="http://www-unix.mcs.anl.gov/~leyffer/solvers.html"> filterSQP </a> Sequential Quadratic Programming algorithm.*/,
- EAll/** Use all solvers.*/
- };
-/**
- This is class provides an Osi interface for a Mixed Integer Linear Program
- expressed as a TMINLP
- (so that we can use it for example as the continuous solver in Cbc).
-*/
-
-class OsiTMINLPInterface : public OsiSolverInterface
-{
- friend class BonminParam;
-
-public:
-
- //#############################################################################
-
- /**Error class to throw exceptions from OsiTMINLPInterface.
- * Inherited from CoinError, we just want to have a different class to be able to catch
- * errors thrown by OsiTMINLPInterface.
- */
-class SimpleError : public CoinError
- {
- private:
- SimpleError();
-
- public:
- ///Alternate constructor using strings
- SimpleError(std::string message,
- std::string methodName,
- std::string f = std::string(),
- int l = -1)
- :
- CoinError(message,methodName,std::string("OsiTMINLPInterface"), f, l)
- {}
- }
- ;
-
-#ifdef __LINE__
-#define SimpleError(x, y) SimpleError((x), (y), __FILE__, __LINE__)
-#endif
-
- // Error when problem is not solved
- TNLPSolver::UnsolvedError * newUnsolvedError(int num, Ipopt::SmartPtr<TMINLP2TNLP> problem, std::string name){
- return app_->newUnsolvedError(num, problem, name);
- }
- //#############################################################################
-
- enum WarmStartModes{
- None,
- FakeBasis,
- Optimum,
- InteriorPoint};
-
- /** Type of the messages specifically written by OsiTMINLPInterface.*/
- enum MessagesTypes{
- SOLUTION_FOUND/**found a feasible solution*/,
- INFEASIBLE_SOLUTION_FOUND/**found an infeasible problem*/,
- UNSOLVED_PROBLEM_FOUND/**found an unsolved problem*/,
- WARNING_RESOLVING /** Warn that a problem is resolved*/,
- WARN_SUCCESS_WS/** Problem not solved with warm start but solved without*/,
- WARN_SUCCESS_RANDOM/** Subproblem not solve with warm start but solved with random point*/,
- WARN_CONTINUING_ON_FAILURE/** a failure occured but is continuing*/,
- SUSPECT_PROBLEM/** Output the number of the problem.*/,
- SUSPECT_PROBLEM2/** Output the number of the problem.*/,
- IPOPT_SUMMARY /** Output summary statistics on Ipopt solution.*/,
- BETTER_SOL /** Found a better solution with random values.*/,
- LOG_HEAD/** Head of "civilized" log.*/,
- LOG_FIRST_LINE/** First line (first solve) of log.*/,
- LOG_LINE/**standard line (retry solving) of log.*/,
- ALTERNATE_OBJECTIVE/** Recomputed integer feasible with alternate objective function*/,
- WARN_RESOLVE_BEFORE_INITIAL_SOLVE /** resolve() has been called but there
- was no previous call to initialSolve().
- */,
- ERROR_NO_TNLPSOLVER /** Trying to access non-existent TNLPSolver*/,
- WARNING_NON_CONVEX_OA /** Warn that there are equality or ranged constraints and OA may works bad.*/,
- SOLVER_DISAGREE_STATUS /** Different solver gives different status for problem.*/,
- SOLVER_DISAGREE_VALUE /** Different solver gives different optimal value for problem.*/,
- OSITMINLPINTERFACE_DUMMY_END
- };
-
- //#############################################################################
-
-
- /** Messages written by an OsiTMINLPInterface. */
-class Messages : public CoinMessages
- {
- public:
- /// Constructor
- Messages();
- };
-
-
- //#############################################################################
-
-
- /**@name Constructors and destructors */
- //@{
- /// Default Constructor
- OsiTMINLPInterface();
-
- /** Facilitator to initialize interface. */
- void initialize(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
- Ipopt::SmartPtr<Ipopt::OptionsList> options,
- Ipopt::SmartPtr<Ipopt::Journalist> journalist,
- const std::string & prefix,
- Ipopt::SmartPtr<TMINLP> tminlp);
-
- /** Facilitator to initialize interface. */
- void initialize(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
- Ipopt::SmartPtr<Ipopt::OptionsList> options,
- Ipopt::SmartPtr<Ipopt::Journalist> journalist,
- Ipopt::SmartPtr<TMINLP> tminlp){
- initialize(roptions, options, journalist, "bonmin.", tminlp);
- }
-
- /** Set the model to be solved by interface.*/
- void setModel(Ipopt::SmartPtr<TMINLP> tminlp);
- /** Set the solver to be used by interface.*/
- void setSolver(Ipopt::SmartPtr<TNLPSolver> app);
- /** Sets the TMINLP2TNLP to be used by the interface.*/
- void use(Ipopt::SmartPtr<TMINLP2TNLP> tminlp2tnlp);
- /** Copy constructor
- */
- OsiTMINLPInterface (const OsiTMINLPInterface &);
-
- /** Virtual copy constructor */
- OsiSolverInterface * clone(bool copyData = true) const;
-
- /// Assignment operator
- OsiTMINLPInterface & operator=(const OsiTMINLPInterface& rhs);
-
- /// Destructor
- virtual ~OsiTMINLPInterface ();
-
-
- /// Read parameter file
- void readOptionFile(const std::string & fileName);
-
- /// Retrieve OsiTMINLPApplication option list
- const Ipopt::SmartPtr<Ipopt::OptionsList> options() const;
- /// Retrieve OsiTMINLPApplication option list
- Ipopt::SmartPtr<Ipopt::OptionsList> options();
-
- const char * prefix() const{
- if(!IsValid(app_)) {
- messageHandler()->message(ERROR_NO_TNLPSOLVER, messages_)<<CoinMessageEol;
- return NULL;
- }
- else
- return app_->prefix();
- }
- //@}
- //---------------------------------------------------------------------------
- /**@name Solve methods */
- //@{
- /// Solve initial continuous relaxation
- virtual void initialSolve();
-
- /// Solve initial continuous relaxation (precising from where)
- virtual void initialSolve(const char * whereFrom);
-
- /** Resolve the continuous relaxation after problem modification.
- initialSolve may or may not have been called before this is called. In
- any case, this must solve the problem, and speed the process up if it
- can reuse any remnants of data that might exist from a previous solve.
- */
- virtual void resolve();
-
- /** Resolve the continuous relaxation after problem modification.
- initialSolve may or may not have been called before this is called. In
- any case, this must solve the problem, and speed the process up if it
- can reuse any remnants of data that might exist from a previous solve.
- */
- virtual void resolve(const char * whereFrom);
-
- /** Resolve the problem with different random starting points to try to find
- a better solution (only makes sense for a non-convex problem.*/
- virtual void resolveForCost(int numretry, bool keepWs);
-
- /** Method to be called when a problem has failed to be solved. Will try
- to resolve it with different settings.
- */
- virtual void resolveForRobustness(int numretry);
-
- /// Nescessary for compatibility with OsiSolverInterface but does nothing.
- virtual void branchAndBound()
- {
- throw SimpleError("Function not implemented for OsiTMINLPInterface","branchAndBound()");
- }
- //@}
-
-
-
- //---------------------------------------------------------------------------
- ///@name Methods returning info on how the solution process terminated
- //@{
- /// Are there a numerical difficulties?
- virtual bool isAbandoned() const;
- /// Is optimality proven?
- virtual bool isProvenOptimal() const;
- /// Is primal infeasiblity proven?
- virtual bool isProvenPrimalInfeasible() const;
- /// Is dual infeasiblity proven?
- virtual bool isProvenDualInfeasible() const;
- /// Is the given primal objective limit reached?
- virtual bool isPrimalObjectiveLimitReached() const;
- /// Is the given dual objective limit reached?
- virtual bool isDualObjectiveLimitReached() const;
- /// Iteration limit reached?
- virtual bool isIterationLimitReached() const;
-
- ///Warn solver that branch-and-bound is continuing after a failure
- void continuingOnAFailure()
- {
- hasContinuedAfterNlpFailure_ = true;
- }
-
-
- //Added by Claudia
-
- double getNewCutoffDecr()
- {
- return newCutoffDecr;
- }
-
- void setNewCutoffDecr(double d)
- {
- newCutoffDecr = d;
- }
-
-
- /// Did we continue on a failure
- bool hasContinuedOnAFailure()
- {
- return hasContinuedAfterNlpFailure_;
- }
- /// tell to ignore the failures (don't throw, don't fathom, don't report)
- void ignoreFailures()
- {
- pretendFailIsInfeasible_ = 2;
- }
- /// Force current solution to be infeasible
- void forceInfeasible()
- {
- problem_->set_obj_value(1e200);
- }
- /// Force current solution to be branched on (make it fractionnal with small objective)
- void forceBranchable()
- {
- problem_->set_obj_value(-1e200);
- problem_->force_fractionnal_sol();
- }
- //@}
-
-
- //---------------------------------------------------------------------------
- /**@name 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 clp 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.
- */
- //@{
- // Set an integer parameter
- bool setIntParam(OsiIntParam key, int value);
- // Set an double parameter
- bool setDblParam(OsiDblParam key, double value);
- // Set a string parameter
- bool setStrParam(OsiStrParam key, const std::string & value);
- // Get an integer parameter
- bool getIntParam(OsiIntParam key, int& value) const;
- // Get an double parameter
- bool getDblParam(OsiDblParam key, double& value) const;
- // Get a string parameter
- bool getStrParam(OsiStrParam key, std::string& value) const;
-
- // Get the push values for starting point
- inline double getPushFact() const
- {
- return pushValue_;
- }
-
- //@}
-
-
- //---------------------------------------------------------------------------
- /**@name Problem information methods
-
- These methods call the solver's query routines to return
- information about the problem referred to by the current object.
- Querying a problem that has no data associated with it result in
- zeros for the number of rows and columns, and NULL pointers from
- the methods that return vectors.
-
- Const pointers returned from any data-query method are valid as
- long as the data is unchanged and the solver is not called.
- */
- //@{
- /// Get number of columns
- virtual int getNumCols() const;
-
- /// Get number of rows
- virtual int getNumRows() const;
-
- ///get name of variables
- const OsiSolverInterface::OsiNameVec& getVarNames() ;
- /// Get pointer to array[getNumCols()] of column lower bounds
- virtual const double * getColLower() const;
-
- /// Get pointer to array[getNumCols()] of column upper bounds
- virtual const double * getColUpper() const;
-
- /** Get pointer to array[getNumRows()] of row constraint senses.
- <ul>
- <li>'L': <= constraint
- <li>'E': = constraint
- <li>'G': >= constraint
- <li>'R': ranged constraint
- <li>'N': free constraint
- </ul>
- */
- virtual const char * getRowSense() const;
-
- /** Get pointer to array[getNumRows()] of rows right-hand sides
- <ul>
- <li> if rowsense()[i] == 'L' then rhs()[i] == rowupper()[i]
- <li> if rowsense()[i] == 'G' then rhs()[i] == rowlower()[i]
- <li> if rowsense()[i] == 'R' then rhs()[i] == rowupper()[i]
- <li> if rowsense()[i] == 'N' then rhs()[i] == 0.0
- </ul>
- */
- virtual const double * getRightHandSide() const;
-
- /** Get pointer to array[getNumRows()] of row ranges.
- <ul>
- <li> if rowsense()[i] == 'R' then
- rowrange()[i] == rowupper()[i] - rowlower()[i]
- <li> if rowsense()[i] != 'R' then
- rowrange()[i] is 0.0
- </ul>
- */
- virtual const double * getRowRange() const;
-
- /// Get pointer to array[getNumRows()] of row lower bounds
- virtual const double * getRowLower() const;
-
- /// Get pointer to array[getNumRows()] of row upper bounds
- virtual const double * getRowUpper() const;
-
- /** Get objective function sense (1 for min (default), -1 for max)
- * Always minimizes */
- virtual double getObjSense() const
- {
- return 1;
- }
-
- /// Return true if column is continuous
- virtual bool isContinuous(int colNumber) const;
-
- /// Return true if column is binary
- virtual bool isBinary(int columnNumber) const;
-
- /** Return true if column is integer.
- Note: This function returns true if the the column
- is binary or a general integer.
- */
- virtual bool isInteger(int columnNumber) const;
-
- /// Return true if column is general integer
- virtual bool isIntegerNonBinary(int columnNumber) const;
-
- /// Return true if column is binary and not fixed at either bound
- virtual bool isFreeBinary(int columnNumber) const;
-
- /// Get solver's value for infinity
- virtual double getInfinity() const;
-
- ///Get priorities on integer variables.
- const int * getPriorities() const
- {
- const TMINLP::BranchingInfo * branch = tminlp_->branchingInfo();
- if(branch)
- return branch->priorities;
- else return NULL;
- }
- ///get prefered branching directions
- const int * getBranchingDirections() const
- {
- const TMINLP::BranchingInfo * branch = tminlp_->branchingInfo();
- if(branch)
- return branch->branchingDirections;
- else return NULL;
- }
- const double * getUpPsCosts() const
- {
- const TMINLP::BranchingInfo * branch = tminlp_->branchingInfo();
- if(branch)
- return branch->upPsCosts;
- else return NULL;
- }
- const double * getDownPsCosts() const
- {
- const TMINLP::BranchingInfo * branch = tminlp_->branchingInfo();
- if(branch)
- return branch->downPsCosts;
- else return NULL;
- }
-
-
- //@}
-
- /**@name Methods related to querying the solution */
- //@{
- /// Get pointer to array[getNumCols()] of primal solution vector
- virtual const double * getColSolution() const;
-
- /// Get pointer to array[getNumRows()] of dual prices
- virtual const double * getRowPrice() const;
-
- /// Get a pointer to array[getNumCols()] of reduced costs
- virtual const double * getReducedCost() const;
-
- /** Get pointer to array[getNumRows()] of row activity levels (constraint
- matrix times the solution vector */
- virtual const double * getRowActivity() const;
-
-
- /** Get how many iterations it took to solve the problem (whatever
- "iteration" mean to the solver.
- * \todo Figure out what it could mean for Ipopt.
- */
- virtual int getIterationCount() const;
-
- /** get total number of calls to solve.*/
- int nCallOptimizeTNLP()
- {
- return nCallOptimizeTNLP_;
- }
- /** get total time taken to solve NLP's. */
- double totalNlpSolveTime()
- {
- return totalNlpSolveTime_;
- }
- /** get total number of iterations */
- int totalIterations()
- {
- return totalIterations_;
- }
-
-
- //@}
- //-------------------------------------------------------------------------
- /**@name Methods to modify the objective, bounds, and solution
- */
- //@{
-
- /** Set a single column lower bound.
- Use -getInfinity() for -infinity. */
- virtual void setColLower( int elementIndex, double elementValue );
-
- /** Set a single column upper bound.
- Use getInfinity() for infinity. */
- virtual void setColUpper( int elementIndex, double elementValue );
-
- /** Set the lower bounds for all columns
- array [getNumCols()] is an array of values for the objective.
- */
- virtual void setColLower(const double * array);
-
- /** Set the upper bounds for all columns
- array [getNumCols()] is an array of values for the objective.
- */
- virtual void setColUpper(const double * array);
-
-
- /** Set a single row lower bound.
- Use -getInfinity() for -infinity. */
- virtual void setRowLower( int elementIndex, double elementValue );
-
- /** Set a single row upper bound.
- Use getInfinity() for infinity. */
- virtual void setRowUpper( int elementIndex, double elementValue );
-
- /** Set the type of a single row */
- virtual void setRowType(int index, char sense, double rightHandSide,
- double range);
-
-
- /** \brief Set the objective function sense (disabled).
- * (1 for min (default), -1 for max)
- \todo Make it work.
- \bug Can not treat maximisation problems. */
- virtual void setObjSense(double s);
-
- /** Set the primal solution variable values
- Set the values for the starting point.
- \warning getColSolution will never return this vector (unless it is optimal).
- */
- virtual void setColSolution(const double *colsol);
-
- /** Set dual solution variable values.
- set the values for the starting point.
- \warning getRowPrice will never return this vector (unless it is optimal).
- */
- virtual void setRowPrice(const double * rowprice);
-
- //@}
-
-
- //---------------------------------------------------------------------------
- /**@name WarmStart related methods (those should really do nothing for the moment)*/
- //@{
-
- /*! \brief 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.
- */
- virtual CoinWarmStart *getEmptyWarmStart () const;
-
- /** Get warmstarting information */
- virtual CoinWarmStart* getWarmStart() const;
-
- /** Set warmstarting information. Return true/false depending on whether
- the warmstart information was accepted or not. */
- virtual bool setWarmStart(const CoinWarmStart* warmstart);
-
- void setWarmStartMode(int mode) {
- warmStartMode_ = (WarmStartModes) mode;
- }
- WarmStartModes getWarmStartMode() {
- return warmStartMode_;
- }
-
- void randomStartingPoint();
-
- //Returns true if a basis is available
- virtual bool basisIsAvailable() const
- {
- // Throw an exception
- throw SimpleError("Needs coding for this interface", "basisIsAvailable");
- }
-
-
- //@}
-
- //-------------------------------------------------------------------------
- /**@name Methods to set variable type */
- //@{
- /** Set the index-th variable to be a continuous variable */
- virtual void setContinuous(int index);
- /** Set the index-th variable to be an integer variable */
- virtual void setInteger(int index);
- //@}
-
- //Set numIterationSuspect_
- void setNumIterationSuspect(int value)
- {
- numIterationSuspect_ = value;
- }
-
- /**@name Dummy functions
- * Functions which have to be implemented in an OsiSolverInterface,
- * but which do not do anything (but throwing exceptions) here in the case of a
- * minlp solved using an nlp solver for continuous relaxations */
- //@{
-
- /** Cbc will understand that no matrix exsits if return -1
- */
- virtual int getNumElements() const
- {
- return -1;
- }
-
-
- /** This returns the objective function gradient at the current
- * point. It seems to be required for Cbc's pseudo cost
- * initialization
- */
- virtual const double * getObjCoefficients() const;
-
- /** We have to keep this but it will return NULL.
- */
- virtual const CoinPackedMatrix * getMatrixByRow() const
- {
- return NULL;
- }
-
-
- /** We have to keep this but it will return NULL.
- */
- virtual const CoinPackedMatrix * getMatrixByCol() const
- {
- return NULL;
- }
-
- /** We have to keep this but it will throw an error.
- */
- virtual void setObjCoeff( int elementIndex, double elementValue )
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "setObjCoeff");
- }
-
- /** We have to keep this but it will throw an error.
- */
- virtual void addCol(const CoinPackedVectorBase& vec,
- const double collb, const double colub,
- const double obj)
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "addCol");
- }
- /** We have to keep this but it will throw an error.
- */
- virtual void deleteCols(const int num, const int * colIndices)
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "deleteCols");
- }
-
- /** We have to keep this but it will throw an error.
- */
- virtual void addRow(const CoinPackedVectorBase& vec,
- const double rowlb, const double rowub)
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "addRow");
- }
- /** We have to keep this but it will throw an error.
- */
- virtual void addRow(const CoinPackedVectorBase& vec,
- const char rowsen, const double rowrhs,
- const double rowrng)
- {
- throw SimpleError("OsiTMINLPInterface model does not implement this function.",
- "addRow");
- }
- /** We have to keep this but it will throw an error.
- */
- virtual void deleteRows(const int num, const int * rowIndices)
- {
- if(num)
- freeCachedRowRim();
- problem_->removeCuts(num, rowIndices);
- }
-
-
- /** We have to keep this but it will throw an error
- */
- virtual void loadProblem(const CoinPackedMatrix& matrix,
- const double* collb, const double* colub,
- const double* obj,
- const double* rowlb, const double* rowub)
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "loadProblem");
- }
-
-
- /** We have to keep this but it will throw an error.
- */
- virtual void assignProblem(CoinPackedMatrix*& matrix,
- double*& collb, double*& colub, double*& obj,
- double*& rowlb, double*& rowub)
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "assignProblem");
- }
-
- /** We have to keep this but it will throw an error.
- */
- virtual void loadProblem(const CoinPackedMatrix& matrix,
- const double* collb, const double* colub,
- const double* obj,
- const char* rowsen, const double* rowrhs,
- const double* rowrng)
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "loadProblem");
- }
-
- /** We have to keep this but it will throw an error.
- */
- virtual void assignProblem(CoinPackedMatrix*& matrix,
- double*& collb, double*& colub, double*& obj,
- char*& rowsen, double*& rowrhs,
- double*& rowrng)
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "assignProblem");
- }
-
-
- /** We have to keep this but it will throw an error.
- */
- 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)
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "loadProblem");
- }
-
- /** We have to keep this but it will throw an error.
- */
- 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)
- {
- throw SimpleError("OsiTMINLPInterface model does not implement this function.",
- "loadProblem");
- }
-
- /** We have to keep this but it will throw an error.
- */
- virtual int readMps(const char *filename,
- const char *extension = "mps")
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "readMps");
- }
-
-
- /** We have to keep this but it will throw an error.
- */
- virtual void writeMps(const char *filename,
- const char *extension = "mps",
- double objSense=0.0) const
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "writeMps");
- }
-
- /** Throws an error */
- virtual std::vector<double*> getDualRays(int maxNumRays, bool fullRay = false) const
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "getDualRays");
- }
-
- /** Throws an error */
- virtual std::vector<double*> getPrimalRays(int maxNumRays) const
- {
- throw SimpleError("OsiTMINLPInterface does not implement this function.",
- "getPrimalRays");
- }
-
- //@}
-
-
-
- //---------------------------------------------------------------------------
-
-
-
- /**@name Control of Ipopt output
- */
- //@{
- void setSolverOutputToDefault(){
- app_->setOutputToDefault();}
- void forceSolverOutput(int log_level){
- app_->forceSolverOutput(log_level);}
- //@}
-
- /**@name Sets and Getss */
- //@{
- /// Get objective function value (can't use default)
- virtual double getObjValue() const;
-
- //@}
-
- /** get pointer to the TMINLP2TNLP adapter */
- const TMINLP2TNLP * problem() const
- {
- return GetRawPtr(problem_);
- }
-
- TMINLP2TNLP * problem()
- {
- return GetRawPtr(problem_);
- }
-
- const TMINLP * model() const
- {
- return GetRawPtr(tminlp_);
- }
-
- Bonmin::TMINLP * model()
- {
- return GetRawPtr(tminlp_);
- }
-
- const Bonmin::TNLPSolver * solver() const
- {
- return GetRawPtr(app_);
- }
-
- const std::list<Ipopt::SmartPtr<TNLPSolver> >& debug_apps() const{
- return debug_apps_;
- }
-
- TNLPSolver * solver()
- {
- return GetRawPtr(app_);
- }
- /** \name Methods to build outer approximations */
- //@{
- /** \name Methods to build outer approximations */
- //@{
- /** \brief Extract a linear relaxation of the MINLP.
- * Use user-provided point to build first-order outer-approximation constraints at the optimum.
- * And put it in an OsiSolverInterface.
- */
- virtual void extractLinearRelaxation(OsiSolverInterface &si, const double *x,
- bool getObj = 1);
-
- /** Add constraint corresponding to objective function.*/
- virtual void addObjectiveFunction(OsiSolverInterface &si, const double * x);
-#if 1
- /** \brief Extract a linear relaxation of the MINLP.
- * Solve the continuous relaxation and takes first-order outer-approximation constraints at the optimum.
- * The put everything in an OsiSolverInterface.
- */
- virtual void extractLinearRelaxation(OsiSolverInterface &si, bool getObj = 1,
- bool solveNlp = 1){
- if(solveNlp)
- initialSolve("build initial OA");
- extractLinearRelaxation(si, getColSolution(), getObj);
- if(solveNlp){
- app_->enableWarmStart();
- setColSolution(problem()->x_sol());
- setRowPrice(problem()->duals_sol());
- }
- }
-#endif
- /** Get the outer approximation constraints at the current optimal point.
- If x2 is different from NULL only add cuts violated by x2.
- (Only get outer-approximations of nonlinear constraints of the problem.)*/
- void getOuterApproximation(OsiCuts &cs, int getObj, const double * x2, bool global)
-{
- getOuterApproximation(cs, getColSolution(), getObj, x2, global);
-}
-
- /** Get the outer approximation constraints at provided point.
- If x2 is different from NULL only add cuts violated by x2.
- (Only get outer-approximations of nonlinear constraints of the problem.)*/
- void getOuterApproximation(OsiCuts &cs, const double * x, int getObj, const double * x2, bool global){
- getOuterApproximation(cs, x, getObj, x2, 0., global);}
-
- /** Get the outer approximation constraints at provided point.
- If x2 is different from NULL only add cuts violated by x2 by more than delta.
- (Only get outer-approximations of nonlinear constraints of the problem.)*/
- virtual void getOuterApproximation(OsiCuts &cs, const double * x, int getObj, const double * x2,
- double theta, bool global);
-
- /** Get the outer approximation at provided point for given constraint. */
- virtual void getConstraintOuterApproximation(OsiCuts & cs, int constraintNumber,
- const double * x,
- const double * x2, bool global);
-
- /** Get the outer approximation at current optimal point for given constraint. */
- void getConstraintOuterApproximation(OsiCuts & cs, int constraintNumber,
- const double * x2, bool global){
- getConstraintOuterApproximation(cs, constraintNumber, getColSolution(),x2,global);
- }
-
-
-/** Get a benders cut from solution.*/
-void getBendersCut(OsiCuts &cs, bool global);
-
- /** Given a point x_bar this solves the problem of finding the point which minimize a convex
- *combination between the distance to x_bar and the original objective function f(x):
- * \f$ min a * (\sum\limits_{i=1}^n ||x_{ind[i]} -\overline{x}_i)||_L) + (1 - a)* s *f(x) \f$
- * \return Distance between feasibility set a x_bar on components in ind
- * \param n number of elements in array x_bar and ind
- * \param s scaling of the original objective.
- * \param a Combination to take between feasibility and original objective (must be between 0 and 1).
- * \param L L-norm to use (can be either 1 or 2).
- */
- double solveFeasibilityProblem(size_t n, const double * x_bar, const int* ind, double a, double s, int L);
-
- /** Given a point x_bar this solves the problem of finding the point which minimize
- * the distance to x_bar while satisfying the additional cutoff constraint:
- * \f$ min \sum\limits_{i=1}^n ||x_{ind[i]} -\overline{x}_i)||_L$
- * \return Distance between feasibility set a x_bar on components in ind
- * \param n number of elements in array x_bar and ind
- * \param L L-norm to use (can be either 1 or 2).
- * \param cutoff objective function value of a known integer feasible solution
- */
- double solveFeasibilityProblem(size_t n, const double * x_bar, const int* ind, int L, double cutoff);
-
- /** Given a point x_bar setup feasibility problem and switch so that every call to initialSolve or resolve will
- solve it.*/
- void switchToFeasibilityProblem(size_t n, const double * x_bar, const int* ind, double a, double s, int L);
-
- /** Given a point x_bar setup feasibility problem and switch so that every call to initialSolve or resolve will
- solve it. This is to be used in the local branching heuristic */
- void switchToFeasibilityProblem(size_t n, const double * x_bar, const int* ind,
- double rhs_local_branching_constraint);
-
- /** switch back to solving original problem.*/
- void switchToOriginalProblem();
-
- /** round solution and check its feasibility.*/
- void round_and_check(double tolerance,
- OsiObject ** objects = 0, int nObjects = -1){
- if(!problem_->check_solution(objects, nObjects)){
- optimizationStatus_ = TNLPSolver::provenInfeasible;
- }
- }
- //@}
-
- /** \name output for OA cut generation
- \todo All OA code here should be moved to a separate class sometime.*/
- //@{
- /** OA Messages types.*/
- enum OaMessagesTypes {
- CUT_NOT_VIOLATED_ENOUGH = 0/** Says that one cut has been generarted, where from, which is the violation.*/,
- VIOLATED_OA_CUT_GENERATED/** Cut is not violated enough, give violation.*/,
- OA_CUT_GENERATED/** Print the cut which has been generated.*/,
- OA_MESSAGES_DUMMY_END/** Dummy end.*/};
- /** Class to store OA Messages.*/
- class OaMessages :public CoinMessages{
- public:
- /** Default constructor.*/
- OaMessages();
- };
- /** Like a CoinMessageHandler but can print a cut also.*/
- class OaMessageHandler : public CoinMessageHandler{
- public:
- /** Default constructor.*/
- OaMessageHandler():CoinMessageHandler(){
- }
- /** Constructor to put to file pointer (fp won't be closed).*/
- OaMessageHandler(FILE * fp):CoinMessageHandler(fp){
- }
- /** Destructor.*/
- virtual ~OaMessageHandler(){
- }
- /** Copy constructor.*/
- OaMessageHandler(const OaMessageHandler &other):
- CoinMessageHandler(other){}
- /** Constructor from a regular CoinMessageHandler.*/
- OaMessageHandler(const CoinMessageHandler &other):
- CoinMessageHandler(other){}
- /** Assignment operator.*/
- OaMessageHandler & operator=(const OaMessageHandler &rhs){
- CoinMessageHandler::operator=(rhs);
- return *this;}
- /** Virtual copy */
- virtual CoinMessageHandler* clone() const{
- return new OaMessageHandler(*this);}
- /** print an OsiRowCut.*/
- void print(OsiRowCut &row);
- };
- void setOaMessageHandler(const CoinMessageHandler &handler){
- delete oaHandler_;
- oaHandler_ = new OaMessageHandler(handler);
- }
- //@}
-
- //-----------------------------------------------------------------------
- /** Apply a collection of cuts.
- */
- virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
- double effectivenessLb = 0.0){
- freeCachedRowRim();
- problem_->addCuts(cs);
- ApplyCutsReturnCode rc;
- return rc;}
-
- /** Add a collection of linear cuts to problem formulation.*/
- virtual void applyRowCuts(int numberCuts, const OsiRowCut * cuts);
-
-
- /** Add a collection of linear cuts to the problem formulation */
- virtual void applyRowCuts(int numberCuts, const OsiRowCut ** cuts)
- {
- if(numberCuts)
- freeCachedRowRim();
- problem_->addCuts(numberCuts, cuts);
- }
-
- /** Get infinity norm of constraint violation for x. Put into
- obj the objective value of x.*/
- double getConstraintsViolation(const double * x, double & obj);
-
- /** Get infinity norm of constraint violation for x and error in objective
- value where obj is the estimated objective value of x.*/
- double getNonLinearitiesViolation(const double *x, const double obj);
-
-//---------------------------------------------------------------------------
-
- void extractInterfaceParams();
-
-
- /** To set some application specific defaults. */
- virtual void setAppDefaultOptions(Ipopt::SmartPtr<Ipopt::OptionsList> Options);
-
- /** Register all possible options to Bonmin */
- static void registerOptions (Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions);
-
- Ipopt::SmartPtr<Bonmin::RegisteredOptions> regOptions(){
- if(IsValid(app_))
- return app_->roptions();
- else
- return NULL;
- }
-
- /** @name Methods related to strong branching */
- //@{
- /// Set the strong branching solver
- void SetStrongBrachingSolver(Ipopt::SmartPtr<StrongBranchingSolver> strong_branching_solver);
- /// Create a hot start snapshot of the optimization process. In our
- /// case, we initialize the StrongBrachingSolver.
- virtual void markHotStart();
- /// Optimize starting from the hot start snapshot. In our case, we
- /// call the StrongBranchingSolver to give us an approximate
- /// solution for the current state of the bounds
- virtual void solveFromHotStart();
- /// Delete the hot start snapshot. In our case we deactivate the
- /// StrongBrachingSolver.
- virtual void unmarkHotStart();
- //@}
-
- /// Get values of tiny_ and very_tiny_
- void get_tolerances(double &tiny, double&very_tiny, double &rhsRelax, double &infty){
- tiny = tiny_;
- very_tiny = veryTiny_;
- rhsRelax = rhsRelax_;
- infty = infty_;
- }
-
- void set_linearizer(Ipopt::SmartPtr<TMINLP2OsiLP> linearizer);
-
- Ipopt::SmartPtr<TMINLP2OsiLP> linearizer();
-protected:
-
- //@}
-
- enum RandomGenerationType{
- uniform =0, perturb=1, perturb_suffix=2};
- /// Initialize data structures for storing the jacobian
- int initializeJacobianArrays();
-
- ///@name Virtual callbacks for application specific stuff
- //@{
- virtual std::string appName()
- {
- return "bonmin";
- }
- //@}
- ///@name Protected methods
- //@{
-
- /** Call Ipopt to solve or resolve the problem and check for errors.*/
- void solveAndCheckErrors(bool doResolve, bool throwOnFailure,
- const char * whereFrom);
-
-
- /** Add a linear cut to the problem formulation.
- */
- virtual void applyRowCut( const OsiRowCut & rc )
- {
- const OsiRowCut * cut = &rc;
- problem_->addCuts(1, &cut);
- }
- /** We have to keep this but it will throw an error.
- */
- virtual void applyColCut( const OsiColCut & cc )
- {
- throw SimpleError("Ipopt model does not implement this function.",
- "applyColCut");
- }
-
-// /** Read the name of the variables in an ampl .col file. */
-// void readVarNames() const;
-
- //@}
-
- /**@name Model and solver */
- //@{
- /** TMINLP model.*/
- Ipopt::SmartPtr<TMINLP> tminlp_;
- /** Adapter for a MINLP to a NLP */
- Ipopt::SmartPtr<TMINLP2TNLP> problem_;
- /** Problem currently optimized (may be problem_ or feasibilityProblem_)*/
- Ipopt::SmartPtr<Ipopt::TNLP> problem_to_optimize_;
- /** Is true if and only if in feasibility mode.*/
- bool feasibility_mode_;
- /** Solver for a TMINLP. */
- Ipopt::SmartPtr<TNLPSolver> app_;
-
- /** Alternate solvers for TMINLP.*/
- std::list<Ipopt::SmartPtr<TNLPSolver> > debug_apps_;
- /** Do we use the other solvers?*/
- bool testOthers_;
- //@}
-
- /** Warmstart information for reoptimization */
- CoinWarmStart* warmstart_;
-
- /**@name Cached information on the problem */
- //@{
- /** Free cached data relative to variables */
- void freeCachedColRim();
- /** Free cached data relative to constraints */
- void freeCachedRowRim();
- /** Free all cached data*/
- void freeCachedData();
- /** Extract rowsense_ vector rhs_ vector and rowrange_ vector from the lower and upper bounds
- * on the constraints */
- void extractSenseRhsAndRange() const;
- /// Pointer to dense vector of row sense indicators
- mutable char *rowsense_;
-
- /// Pointer to dense vector of row right-hand side values
- mutable double *rhs_;
-
- /// Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)
- mutable double *rowrange_;
- /** Pointer to dense vector of reduced costs
- \warning Always 0. with Ipopt*/
- mutable double *reducedCosts_;
- /** DualObjectiveLimit is used to store the cutoff in Cbc*/
- double OsiDualObjectiveLimit_;
- /** does the file variable names exists (will check automatically).*/
- mutable bool hasVarNamesFile_;
- //@}
- /// number of time NLP has been solved
- int nCallOptimizeTNLP_;
- /// Total solution time of NLP
- double totalNlpSolveTime_;
- /// toatal number of iterations
- int totalIterations_;
- /// max radius for random point
- double maxRandomRadius_;
- /// Method to pick a random starting point.
- int randomGenerationType_;
- /// Maximum perturbation value
- double max_perturbation_;
- /// Ipopt value for pushing initial point inside the bounds
- double pushValue_;
- /// Number of times problem will be resolved in initialSolve (root node)
- int numRetryInitial_;
- /// Number of times problem will be resolved in resolve
- int numRetryResolve_;
- /// Number of times infeasible problem will be resolved.
- int numRetryInfeasibles_;
- /// Number of times problem will be resolved in case of a failure
- int numRetryUnsolved_;
- /// If infeasibility for a problem is less than this, let's be carrefull. It might be feasible
- double infeasibility_epsilon_;
-
-
- //Added by Claudia
- /// Dynamic cutOff_
- int dynamicCutOff_;
- /// coeff_var_threshold_
- double coeff_var_threshold_;
- /// first_perc_for_cutoff_decr_
- double first_perc_for_cutoff_decr_;
- /// second_perc_for_cutoff_decr_
- double second_perc_for_cutoff_decr_;
-
-
- /** Messages specific to an OsiTMINLPInterface. */
- Messages messages_;
- /** If not 0 when a problem is not solved (failed to be solved)
- will pretend that it is infeasible. If == 1 will care
- (i.e. record the fact issue messages to user), if ==2 don't care (somebody else will) */
- int pretendFailIsInfeasible_;
-
- mutable int pretendSucceededNext_;
-
- /** did we ever continue optimization ignoring a failure. */
- bool hasContinuedAfterNlpFailure_;
- /** number iterations above which a problem is considered suspect (-1 is considered \f$+ \infty \f$).
- If in a call to solve a problem takes more than that number of iterations it will be output to files.*/
- int numIterationSuspect_ ;
- /** Has problem been optimized since last change (include setColSolution).
- If yes getColSolution will return Ipopt point, otherwise will return
- initial point.*/
- bool hasBeenOptimized_;
- /** A fake objective function (all variables to 1) to please Cbc
- pseudo costs initialization. AW: I changed this, it will now be
- the objective gradient at current point. */
- mutable double * obj_;
- /** flag to say wether options have been printed or not.*/
- static bool hasPrintedOptions;
-
- /** Adapter for TNLP to a feasibility problem */
- Ipopt::SmartPtr<TNLP2FPNLP> feasibilityProblem_;
-
- /** Adapter for TMINLP to an Osi LP */
- Ipopt::SmartPtr<TMINLP2OsiLP> linearizer_;
-
- /** \name Arrays to store Jacobian matrix */
- //@{
- /** Row indices.*/
- int * jRow_;
- /** Column indices.*/
- int * jCol_;
- /** Values */
- double * jValues_;
- /** Number of elements.*/
- int nnz_jac;
- //@}
-
- ///Store the types of the constraints (linear and nonlinear).
- Ipopt::TNLP::LinearityType * constTypes_;
- /** Number of nonlinear constraint
- */
- int nNonLinear_;
- /** Value for small non-zero element which we will try to remove cleanly in OA cuts.*/
- double tiny_;
- /** Value for small non-zero element which we will take the risk to ignore in OA cuts.*/
- double veryTiny_;
- /** Amount by which to relax OA constraints RHSes*/
- double rhsRelax_;
- /** Value for infinity. */
- double infty_;
- /** status of last optimization. */
- TNLPSolver::ReturnStatus optimizationStatus_;
- /** Flag indicating if the warm start methods actually do something.*/
- WarmStartModes warmStartMode_;
- /** Is it the first solve (for random starting point at root options).*/
- bool firstSolve_;
- /** Object for strengthening cuts */
- Ipopt::SmartPtr<CutStrengthener> cutStrengthener_;
-
- /** \name output for OA cut generation
- \todo All OA code here should be moved to a separate class sometime.*/
- //@{
- /** OA Messages.*/
- OaMessages oaMessages_;
- /** OA Message handler. */
- OaMessageHandler * oaHandler_;
- //@}
-
- double newCutoffDecr;
-protected:
- /** Facilitator to create an application. */
- void createApplication(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
- Ipopt::SmartPtr<Ipopt::OptionsList> options,
- Ipopt::SmartPtr<Ipopt::Journalist> journalist,
- const std::string & prefix);
- ///Constructor without model only for derived classes
- OsiTMINLPInterface(Ipopt::SmartPtr<TNLPSolver> app);
-
- /** Internal set warm start.*/
- bool internal_setWarmStart(const CoinWarmStart* ws);
-
- /** internal get warm start.*/
- CoinWarmStart* internal_getWarmStart() const;
-
- /** Procedure that builds a fake basis. Only tries to make basis consistent with constraints activity.*/
- CoinWarmStart* build_fake_basis() const;
-private:
-
- /** solver to be used for all strong branching solves */
- Ipopt::SmartPtr<StrongBranchingSolver> strong_branching_solver_;
- /** status of last optimization before hot start was marked. */
- TNLPSolver::ReturnStatus optimizationStatusBeforeHotStart_;
-static const char * OPT_SYMB;
-static const char * FAILED_SYMB;
-static const char * INFEAS_SYMB;
-static const char * TIME_SYMB;
-static const char * UNBOUND_SYMB;
- /** Get status as a char * for log.*/
- const char * statusAsString(TNLPSolver::ReturnStatus r){
- if(r == TNLPSolver::solvedOptimal || r == TNLPSolver::solvedOptimalTol){
- return OPT_SYMB;}
- else if(r == TNLPSolver::provenInfeasible){
- return INFEAS_SYMB;}
- else if(r == TNLPSolver::unbounded){
- return UNBOUND_SYMB;}
- else if(r == TNLPSolver::timeLimit){
- return TIME_SYMB;}
- else return FAILED_SYMB;
- }
- const char * statusAsString(){
- return statusAsString(optimizationStatus_);}
-};
-}
-#endif