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author | Harpreet | 2016-09-03 00:34:27 +0530 |
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committer | Harpreet | 2016-09-03 00:34:27 +0530 |
commit | 4b64cf486f5c999fd8167758cae27839f3b50848 (patch) | |
tree | d9d06639fb7fa61aef59be0363655e4747105ec7 /build/Bonmin/include/coin/CbcLinked.hpp | |
parent | d19794fb80a271a4c885ed90f97cfc12baa012f2 (diff) | |
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Structure updated and intqpipopt files added
Diffstat (limited to 'build/Bonmin/include/coin/CbcLinked.hpp')
-rw-r--r-- | build/Bonmin/include/coin/CbcLinked.hpp | 1406 |
1 files changed, 0 insertions, 1406 deletions
diff --git a/build/Bonmin/include/coin/CbcLinked.hpp b/build/Bonmin/include/coin/CbcLinked.hpp deleted file mode 100644 index daa977c..0000000 --- a/build/Bonmin/include/coin/CbcLinked.hpp +++ /dev/null @@ -1,1406 +0,0 @@ -/* $Id: CbcLinked.hpp 1899 2013-04-09 18:12:08Z stefan $ */ -// Copyright (C) 2006, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#ifndef CglLinked_H -#define CglLinked_H -/* THIS CONTAINS STUFF THAT SHOULD BE IN - OsiSolverLink - OsiBranchLink - CglTemporary -*/ -#include "CoinModel.hpp" -#include "OsiClpSolverInterface.hpp" -#include "OsiChooseVariable.hpp" -#include "CbcFathom.hpp" -class CbcModel; -class CoinPackedMatrix; -class OsiLinkedBound; -class OsiObject; -class CglStored; -class CglTemporary; -/** - -This is to allow the user to replace initialSolve and resolve -This version changes coefficients -*/ - -class OsiSolverLink : public CbcOsiSolver { - -public: - //--------------------------------------------------------------------------- - /**@name Solve methods */ - //@{ - /// Solve initial LP relaxation - virtual void initialSolve(); - - /// Resolve an LP relaxation after problem modification - virtual void resolve(); - - /** - Problem specific - Returns -1 if node fathomed and no solution - 0 if did nothing - 1 if node fathomed and solution - allFixed is true if all LinkedBound variables are fixed - */ - virtual int fathom(bool allFixed) ; - /** Solves nonlinear problem from CoinModel using SLP - may be used as crash - for other algorithms when number of iterations small. - Also exits if all problematical variables are changing - less than deltaTolerance - Returns solution array - */ - double * nonlinearSLP(int numberPasses, double deltaTolerance); - /** Solve linearized quadratic objective branch and bound. - Return cutoff and OA cut - */ - double linearizedBAB(CglStored * cut) ; - /** Solves nonlinear problem from CoinModel using SLP - and then tries to get - heuristic solution - Returns solution array - mode - - 0 just get continuous - 1 round and try normal bab - 2 use defaultBound_ to bound integer variables near current solution - */ - double * heuristicSolution(int numberPasses, double deltaTolerance, int mode); - - /// Do OA cuts - int doAOCuts(CglTemporary * cutGen, const double * solution, const double * solution2); - //@} - - - /**@name Constructors and destructors */ - //@{ - /// Default Constructor - OsiSolverLink (); - - /** This creates from a coinModel object - - if errors.then number of sets is -1 - - This creates linked ordered sets information. It assumes - - - for product terms syntax is yy*f(zz) - also just f(zz) is allowed - and even a constant - - modelObject not const as may be changed as part of process. - */ - OsiSolverLink( CoinModel & modelObject); - // Other way with existing object - void load( CoinModel & modelObject, bool tightenBounds = false, int logLevel = 1); - /// Clone - virtual OsiSolverInterface * clone(bool copyData = true) const; - - /// Copy constructor - OsiSolverLink (const OsiSolverLink &); - - /// Assignment operator - OsiSolverLink & operator=(const OsiSolverLink& rhs); - - /// Destructor - virtual ~OsiSolverLink (); - - //@} - - - /**@name Sets and Gets */ - //@{ - /// Add a bound modifier - void addBoundModifier(bool upperBoundAffected, bool useUpperBound, int whichVariable, int whichVariableAffected, - double multiplier = 1.0); - /// Update coefficients - returns number updated if in updating mode - int updateCoefficients(ClpSimplex * solver, CoinPackedMatrix * matrix); - /// Analyze constraints to see which are convex (quadratic) - void analyzeObjects(); - /// Add reformulated bilinear constraints - void addTighterConstraints(); - /// Objective value of best solution found internally - inline double bestObjectiveValue() const { - return bestObjectiveValue_; - } - /// Set objective value of best solution found internally - inline void setBestObjectiveValue(double value) { - bestObjectiveValue_ = value; - } - /// Best solution found internally - inline const double * bestSolution() const { - return bestSolution_; - } - /// Set best solution found internally - void setBestSolution(const double * solution, int numberColumns); - /// Set special options - inline void setSpecialOptions2(int value) { - specialOptions2_ = value; - } - /// Say convex (should work it out) - if convex false then strictly concave - void sayConvex(bool convex); - /// Get special options - inline int specialOptions2() const { - return specialOptions2_; - } - /** Clean copy of matrix - So we can add rows - */ - CoinPackedMatrix * cleanMatrix() const { - return matrix_; - } - /** Row copy of matrix - Just genuine columns and rows - Linear part - */ - CoinPackedMatrix * originalRowCopy() const { - return originalRowCopy_; - } - /// Copy of quadratic model if one - ClpSimplex * quadraticModel() const { - return quadraticModel_; - } - /// Gets correct form for a quadratic row - user to delete - CoinPackedMatrix * quadraticRow(int rowNumber, double * linear) const; - /// Default meshSize - inline double defaultMeshSize() const { - return defaultMeshSize_; - } - inline void setDefaultMeshSize(double value) { - defaultMeshSize_ = value; - } - /// Default maximumbound - inline double defaultBound() const { - return defaultBound_; - } - inline void setDefaultBound(double value) { - defaultBound_ = value; - } - /// Set integer priority - inline void setIntegerPriority(int value) { - integerPriority_ = value; - } - /// Get integer priority - inline int integerPriority() const { - return integerPriority_; - } - /// Objective transfer variable if one - inline int objectiveVariable() const { - return objectiveVariable_; - } - /// Set biLinear priority - inline void setBiLinearPriority(int value) { - biLinearPriority_ = value; - } - /// Get biLinear priority - inline int biLinearPriority() const { - return biLinearPriority_; - } - /// Return CoinModel - inline const CoinModel * coinModel() const { - return &coinModel_; - } - /// Set all biLinear priorities on x-x variables - void setBiLinearPriorities(int value, double meshSize = 1.0); - /** Set options and priority on all or some biLinear variables - 1 - on I-I - 2 - on I-x - 4 - on x-x - or combinations. - -1 means leave (for priority value and strategy value) - */ - void setBranchingStrategyOnVariables(int strategyValue, int priorityValue = -1, - int mode = 7); - /// Set all mesh sizes on x-x variables - void setMeshSizes(double value); - /** Two tier integer problem where when set of variables with priority - less than this are fixed the problem becomes an easier integer problem - */ - void setFixedPriority(int priorityValue); - //@} - - //--------------------------------------------------------------------------- - -protected: - - - /**@name functions */ - //@{ - /// Do real work of initialize - //void initialize(ClpSimplex * & solver, OsiObject ** & object) const; - /// Do real work of delete - void gutsOfDestructor(bool justNullify = false); - /// Do real work of copy - void gutsOfCopy(const OsiSolverLink & rhs) ; - //@} - - /**@name Private member data */ - //@{ - /** Clean copy of matrix - Marked coefficients will be multiplied by L or U - */ - CoinPackedMatrix * matrix_; - /** Row copy of matrix - Just genuine columns and rows - */ - CoinPackedMatrix * originalRowCopy_; - /// Copy of quadratic model if one - ClpSimplex * quadraticModel_; - /// Number of rows with nonLinearities - int numberNonLinearRows_; - /// Starts of lists - int * startNonLinear_; - /// Row number for a list - int * rowNonLinear_; - /** Indicator whether is convex, concave or neither - -1 concave, 0 neither, +1 convex - */ - int * convex_; - /// Indices in a list/row - int * whichNonLinear_; - /// Model in CoinModel format - CoinModel coinModel_; - /// Number of variables in tightening phase - int numberVariables_; - /// Information - OsiLinkedBound * info_; - /** - 0 bit (1) - call fathom (may do mini B&B) - 1 bit (2) - quadratic only in objective (add OA cuts) - 2 bit (4) - convex - 3 bit (8) - try adding OA cuts - 4 bit (16) - add linearized constraints - */ - int specialOptions2_; - /// Objective transfer row if one - int objectiveRow_; - /// Objective transfer variable if one - int objectiveVariable_; - /// Objective value of best solution found internally - double bestObjectiveValue_; - /// Default mesh - double defaultMeshSize_; - /// Default maximum bound - double defaultBound_; - /// Best solution found internally - double * bestSolution_; - /// Priority for integers - int integerPriority_; - /// Priority for bilinear - int biLinearPriority_; - /// Number of variables which when fixed help - int numberFix_; - /// list of fixed variables - int * fixVariables_; - //@} -}; -/** - List of bounds which depend on other bounds -*/ - -class OsiLinkedBound { - -public: - //--------------------------------------------------------------------------- - /**@name Action methods */ - //@{ - /// Update other bounds - void updateBounds(ClpSimplex * solver); - //@} - - - /**@name Constructors and destructors */ - //@{ - /// Default Constructor - OsiLinkedBound (); - /// Useful Constructor - OsiLinkedBound(OsiSolverInterface * model, int variable, - int numberAffected, const int * positionL, - const int * positionU, const double * multiplier); - - /// Copy constructor - OsiLinkedBound (const OsiLinkedBound &); - - /// Assignment operator - OsiLinkedBound & operator=(const OsiLinkedBound& rhs); - - /// Destructor - ~OsiLinkedBound (); - - //@} - - /**@name Sets and Gets */ - //@{ - /// Get variable - inline int variable() const { - return variable_; - } - /// Add a bound modifier - void addBoundModifier(bool upperBoundAffected, bool useUpperBound, int whichVariable, - double multiplier = 1.0); - //@} - -private: - typedef struct { - double multiplier; // to use in computation - int affected; // variable or element affected - /* - 0 - LB of variable affected - 1 - UB of variable affected - 2 - element in position (affected) affected - */ - unsigned char affect; - unsigned char ubUsed; // nonzero if UB of this variable is used - /* - 0 - use x*multiplier - 1 - use multiplier/x - 2 - if UB use min of current upper and x*multiplier, if LB use max of current lower and x*multiplier - */ - unsigned char type; // type of computation - } boundElementAction; - - /**@name Private member data */ - //@{ - /// Pointer back to model - OsiSolverInterface * model_; - /// Variable - int variable_; - /// Number of variables/elements affected - int numberAffected_; - /// Maximum number of variables/elements affected - int maximumAffected_; - /// Actions - boundElementAction * affected_; - //@} -}; -#include "CbcHeuristic.hpp" -/** heuristic - just picks up any good solution - */ - -class CbcHeuristicDynamic3 : public CbcHeuristic { -public: - - // Default Constructor - CbcHeuristicDynamic3 (); - - /* Constructor with model - */ - CbcHeuristicDynamic3 (CbcModel & model); - - // Copy constructor - CbcHeuristicDynamic3 ( const CbcHeuristicDynamic3 &); - - // Destructor - ~CbcHeuristicDynamic3 (); - - /// Clone - virtual CbcHeuristic * clone() const; - - /// update model - virtual void setModel(CbcModel * model); - - using CbcHeuristic::solution ; - /** returns 0 if no solution, 1 if valid solution. - Sets solution values if good, sets objective value (only if good) - We leave all variables which are at one at this node of the - tree to that value and will - initially set all others to zero. We then sort all variables in order of their cost - divided by the number of entries in rows which are not yet covered. We randomize that - value a bit so that ties will be broken in different ways on different runs of the heuristic. - We then choose the best one and set it to one and repeat the exercise. - - */ - virtual int solution(double & objectiveValue, - double * newSolution); - /// Resets stuff if model changes - virtual void resetModel(CbcModel * model); - /// Returns true if can deal with "odd" problems e.g. sos type 2 - virtual bool canDealWithOdd() const { - return true; - } - -protected: -private: - /// Illegal Assignment operator - CbcHeuristicDynamic3 & operator=(const CbcHeuristicDynamic3& rhs); -}; - -#include "OsiBranchingObject.hpp" - -/** Define Special Linked Ordered Sets. - -*/ -class CoinWarmStartBasis; - -class OsiOldLink : public OsiSOS { - -public: - - // Default Constructor - OsiOldLink (); - - /** Useful constructor - A valid solution is if all variables are zero - apart from k*numberLink to (k+1)*numberLink-1 where k is 0 through - numberInSet-1. The length of weights array is numberInSet. - For this constructor the variables in matrix are the numberInSet*numberLink - starting at first. If weights null then 0,1,2.. - */ - OsiOldLink (const OsiSolverInterface * solver, int numberMembers, - int numberLinks, int first, - const double * weights, int setNumber); - /** Useful constructor - A valid solution is if all variables are zero - apart from k*numberLink to (k+1)*numberLink-1 where k is 0 through - numberInSet-1. The length of weights array is numberInSet. - For this constructor the variables are given by list - grouped. - If weights null then 0,1,2.. - */ - OsiOldLink (const OsiSolverInterface * solver, int numberMembers, - int numberLinks, int typeSOS, const int * which, - const double * weights, int setNumber); - - // Copy constructor - OsiOldLink ( const OsiOldLink &); - - /// Clone - virtual OsiObject * clone() const; - - // Assignment operator - OsiOldLink & operator=( const OsiOldLink& rhs); - - // Destructor - virtual ~OsiOldLink (); - - using OsiObject::infeasibility ; - /// Infeasibility - large is 0.5 - virtual double infeasibility(const OsiBranchingInformation * info, int & whichWay) const; - - using OsiObject::feasibleRegion ; - /** Set bounds to fix the variable at the current (integer) value. - - Given an integer value, set the lower and upper bounds to fix the - variable. Returns amount it had to move variable. - */ - virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const; - - /** Creates a branching object - - The preferred direction is set by \p way, 0 for down, 1 for up. - */ - virtual OsiBranchingObject * createBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) const; - - /// Redoes data when sequence numbers change - virtual void resetSequenceEtc(int numberColumns, const int * originalColumns); - - /// Number of links for each member - inline int numberLinks() const { - return numberLinks_; - } - - /** \brief Return true if object can take part in normal heuristics - */ - virtual bool canDoHeuristics() const { - return false; - } - /** \brief Return true if branch should only bound variables - */ - virtual bool boundBranch() const { - return false; - } - -private: - /// data - - /// Number of links - int numberLinks_; -}; -/** Branching object for Linked ordered sets - - */ -class OsiOldLinkBranchingObject : public OsiSOSBranchingObject { - -public: - - // Default Constructor - OsiOldLinkBranchingObject (); - - // Useful constructor - OsiOldLinkBranchingObject (OsiSolverInterface * solver, const OsiOldLink * originalObject, - int way, - double separator); - - // Copy constructor - OsiOldLinkBranchingObject ( const OsiOldLinkBranchingObject &); - - // Assignment operator - OsiOldLinkBranchingObject & operator=( const OsiOldLinkBranchingObject& rhs); - - /// Clone - virtual OsiBranchingObject * clone() const; - - // Destructor - virtual ~OsiOldLinkBranchingObject (); - - using OsiBranchingObject::branch ; - /// Does next branch and updates state - virtual double branch(OsiSolverInterface * solver); - - using OsiBranchingObject::print ; - /** \brief Print something about branch - only if log level high - */ - virtual void print(const OsiSolverInterface * solver = NULL); -private: - /// data -}; -/** Define data for one link - -*/ - - -class OsiOneLink { - -public: - - // Default Constructor - OsiOneLink (); - - /** Useful constructor - - - */ - OsiOneLink (const OsiSolverInterface * solver, int xRow, int xColumn, int xyRow, - const char * functionString); - - // Copy constructor - OsiOneLink ( const OsiOneLink &); - - // Assignment operator - OsiOneLink & operator=( const OsiOneLink& rhs); - - // Destructor - virtual ~OsiOneLink (); - - /// data - - /// Row which defines x (if -1 then no x) - int xRow_; - /// Column which defines x - int xColumn_; - /// Output row - int xyRow; - /// Function - std::string function_; -}; -/** Define Special Linked Ordered Sets. New style - - members and weights may be stored in SOS object - - This is for y and x*f(y) and z*g(y) etc - -*/ - - -class OsiLink : public OsiSOS { - -public: - - // Default Constructor - OsiLink (); - - /** Useful constructor - - - */ - OsiLink (const OsiSolverInterface * solver, int yRow, - int yColumn, double meshSize); - - // Copy constructor - OsiLink ( const OsiLink &); - - /// Clone - virtual OsiObject * clone() const; - - // Assignment operator - OsiLink & operator=( const OsiLink& rhs); - - // Destructor - virtual ~OsiLink (); - - using OsiObject::infeasibility ; - /// Infeasibility - large is 0.5 - virtual double infeasibility(const OsiBranchingInformation * info, int & whichWay) const; - - using OsiObject::feasibleRegion ; - /** Set bounds to fix the variable at the current (integer) value. - - Given an integer value, set the lower and upper bounds to fix the - variable. Returns amount it had to move variable. - */ - virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const; - - /** Creates a branching object - - The preferred direction is set by \p way, 0 for down, 1 for up. - */ - virtual OsiBranchingObject * createBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) const; - - /// Redoes data when sequence numbers change - virtual void resetSequenceEtc(int numberColumns, const int * originalColumns); - - /// Number of links for each member - inline int numberLinks() const { - return numberLinks_; - } - - /** \brief Return true if object can take part in normal heuristics - */ - virtual bool canDoHeuristics() const { - return false; - } - /** \brief Return true if branch should only bound variables - */ - virtual bool boundBranch() const { - return false; - } - -private: - /// data - /// Current increment for y points - double meshSize_; - /// Links - OsiOneLink * data_; - /// Number of links - int numberLinks_; - /// Row which defines y - int yRow_; - /// Column which defines y - int yColumn_; -}; -/** Branching object for Linked ordered sets - - */ -class OsiLinkBranchingObject : public OsiTwoWayBranchingObject { - -public: - - // Default Constructor - OsiLinkBranchingObject (); - - // Useful constructor - OsiLinkBranchingObject (OsiSolverInterface * solver, const OsiLink * originalObject, - int way, - double separator); - - // Copy constructor - OsiLinkBranchingObject ( const OsiLinkBranchingObject &); - - // Assignment operator - OsiLinkBranchingObject & operator=( const OsiLinkBranchingObject& rhs); - - /// Clone - virtual OsiBranchingObject * clone() const; - - // Destructor - virtual ~OsiLinkBranchingObject (); - - using OsiBranchingObject::branch ; - /// Does next branch and updates state - virtual double branch(OsiSolverInterface * solver); - - using OsiBranchingObject::print ; - /** \brief Print something about branch - only if log level high - */ - virtual void print(const OsiSolverInterface * solver = NULL); -private: - /// data -}; -/** Define BiLinear objects - - This models x*y where one or both are integer - -*/ - - -class OsiBiLinear : public OsiObject2 { - -public: - - // Default Constructor - OsiBiLinear (); - - /** Useful constructor - - This Adds in rows and variables to construct valid Linked Ordered Set - Adds extra constraints to match other x/y - So note not const solver - */ - OsiBiLinear (OsiSolverInterface * solver, int xColumn, - int yColumn, int xyRow, double coefficient, - double xMesh, double yMesh, - int numberExistingObjects = 0, const OsiObject ** objects = NULL ); - - /** Useful constructor - - This Adds in rows and variables to construct valid Linked Ordered Set - Adds extra constraints to match other x/y - So note not const model - */ - OsiBiLinear (CoinModel * coinModel, int xColumn, - int yColumn, int xyRow, double coefficient, - double xMesh, double yMesh, - int numberExistingObjects = 0, const OsiObject ** objects = NULL ); - - // Copy constructor - OsiBiLinear ( const OsiBiLinear &); - - /// Clone - virtual OsiObject * clone() const; - - // Assignment operator - OsiBiLinear & operator=( const OsiBiLinear& rhs); - - // Destructor - virtual ~OsiBiLinear (); - - using OsiObject::infeasibility ; - /// Infeasibility - large is 0.5 - virtual double infeasibility(const OsiBranchingInformation * info, int & whichWay) const; - - using OsiObject::feasibleRegion ; - /** Set bounds to fix the variable at the current (integer) value. - - Given an integer value, set the lower and upper bounds to fix the - variable. Returns amount it had to move variable. - */ - virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const; - - /** Creates a branching object - - The preferred direction is set by \p way, 0 for down, 1 for up. - */ - virtual OsiBranchingObject * createBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) const; - - /// Redoes data when sequence numbers change - virtual void resetSequenceEtc(int numberColumns, const int * originalColumns); - - // This does NOT set mutable stuff - virtual double checkInfeasibility(const OsiBranchingInformation * info) const; - - /** \brief Return true if object can take part in normal heuristics - */ - virtual bool canDoHeuristics() const { - return false; - } - /** \brief Return true if branch should only bound variables - */ - virtual bool boundBranch() const { - return (branchingStrategy_&4) != 0; - } - /// X column - inline int xColumn() const { - return xColumn_; - } - /// Y column - inline int yColumn() const { - return yColumn_; - } - /// X row - inline int xRow() const { - return xRow_; - } - /// Y row - inline int yRow() const { - return yRow_; - } - /// XY row - inline int xyRow() const { - return xyRow_; - } - /// Coefficient - inline double coefficient() const { - return coefficient_; - } - /// Set coefficient - inline void setCoefficient(double value) { - coefficient_ = value; - } - /// First lambda (of 4) - inline int firstLambda() const { - return firstLambda_; - } - /// X satisfied if less than this away from mesh - inline double xSatisfied() const { - return xSatisfied_; - } - inline void setXSatisfied(double value) { - xSatisfied_ = value; - } - /// Y satisfied if less than this away from mesh - inline double ySatisfied() const { - return ySatisfied_; - } - inline void setYSatisfied(double value) { - ySatisfied_ = value; - } - /// X other satisfied if less than this away from mesh - inline double xOtherSatisfied() const { - return xOtherSatisfied_; - } - inline void setXOtherSatisfied(double value) { - xOtherSatisfied_ = value; - } - /// Y other satisfied if less than this away from mesh - inline double yOtherSatisfied() const { - return yOtherSatisfied_; - } - inline void setYOtherSatisfied(double value) { - yOtherSatisfied_ = value; - } - /// X meshSize - inline double xMeshSize() const { - return xMeshSize_; - } - inline void setXMeshSize(double value) { - xMeshSize_ = value; - } - /// Y meshSize - inline double yMeshSize() const { - return yMeshSize_; - } - inline void setYMeshSize(double value) { - yMeshSize_ = value; - } - /// XY satisfied if two version differ by less than this - inline double xySatisfied() const { - return xySatisfied_; - } - inline void setXYSatisfied(double value) { - xySatisfied_ = value; - } - /// Set sizes and other stuff - void setMeshSizes(const OsiSolverInterface * solver, double x, double y); - /** branching strategy etc - bottom 2 bits - 0 branch on either, 1 branch on x, 2 branch on y - next bit - 4 set to say don't update coefficients - next bit - 8 set to say don't use in feasible region - next bit - 16 set to say - Always satisfied !! - */ - inline int branchingStrategy() const { - return branchingStrategy_; - } - inline void setBranchingStrategy(int value) { - branchingStrategy_ = value; - } - /** Simple quadratic bound marker. - 0 no - 1 L if coefficient pos, G if negative i.e. value is ub on xy - 2 G if coefficient pos, L if negative i.e. value is lb on xy - 3 E - If bound then real coefficient is 1.0 and coefficient_ is bound - */ - inline int boundType() const { - return boundType_; - } - inline void setBoundType(int value) { - boundType_ = value; - } - /// Does work of branching - void newBounds(OsiSolverInterface * solver, int way, short xOrY, double separator) const; - /// Updates coefficients - returns number updated - int updateCoefficients(const double * lower, const double * upper, double * objective, - CoinPackedMatrix * matrix, CoinWarmStartBasis * basis) const; - /// Returns true value of single xyRow coefficient - double xyCoefficient(const double * solution) const; - /// Get LU coefficients from matrix - void getCoefficients(const OsiSolverInterface * solver, double xB[2], double yB[2], double xybar[4]) const; - /// Compute lambdas (third entry in each .B is current value) (nonzero if bad) - double computeLambdas(const double xB[3], const double yB[3], const double xybar[4], double lambda[4]) const; - /// Adds in data for extra row with variable coefficients - void addExtraRow(int row, double multiplier); - /// Sets infeasibility and other when pseudo shadow prices - void getPseudoShadow(const OsiBranchingInformation * info); - /// Gets sum of movements to correct value - double getMovement(const OsiBranchingInformation * info); - -protected: - /// Compute lambdas if coefficients not changing - void computeLambdas(const OsiSolverInterface * solver, double lambda[4]) const; - /// data - - /// Coefficient - double coefficient_; - /// x mesh - double xMeshSize_; - /// y mesh - double yMeshSize_; - /// x satisfied if less than this away from mesh - double xSatisfied_; - /// y satisfied if less than this away from mesh - double ySatisfied_; - /// X other satisfied if less than this away from mesh - double xOtherSatisfied_; - /// Y other satisfied if less than this away from mesh - double yOtherSatisfied_; - /// xy satisfied if less than this away from true - double xySatisfied_; - /// value of x or y to branch about - mutable double xyBranchValue_; - /// x column - int xColumn_; - /// y column - int yColumn_; - /// First lambda (of 4) - int firstLambda_; - /** branching strategy etc - bottom 2 bits - 0 branch on either, 1 branch on x, 2 branch on y - next bit - 4 set to say don't update coefficients - next bit - 8 set to say don't use in feasible region - next bit - 16 set to say - Always satisfied !! - */ - int branchingStrategy_; - /** Simple quadratic bound marker. - 0 no - 1 L if coefficient pos, G if negative i.e. value is ub on xy - 2 G if coefficient pos, L if negative i.e. value is lb on xy - 3 E - If bound then real coefficient is 1.0 and coefficient_ is bound - */ - int boundType_; - /// x row - int xRow_; - /// y row (-1 if x*x) - int yRow_; - /// Output row - int xyRow_; - /// Convexity row - int convexity_; - /// Number of extra rows (coefficients to be modified) - int numberExtraRows_; - /// Multiplier for coefficient on row - double * multiplier_; - /// Row number - int * extraRow_; - /// Which chosen -1 none, 0 x, 1 y - mutable short chosen_; -}; -/** Branching object for BiLinear objects - - */ -class OsiBiLinearBranchingObject : public OsiTwoWayBranchingObject { - -public: - - // Default Constructor - OsiBiLinearBranchingObject (); - - // Useful constructor - OsiBiLinearBranchingObject (OsiSolverInterface * solver, const OsiBiLinear * originalObject, - int way, - double separator, int chosen); - - // Copy constructor - OsiBiLinearBranchingObject ( const OsiBiLinearBranchingObject &); - - // Assignment operator - OsiBiLinearBranchingObject & operator=( const OsiBiLinearBranchingObject& rhs); - - /// Clone - virtual OsiBranchingObject * clone() const; - - // Destructor - virtual ~OsiBiLinearBranchingObject (); - - using OsiBranchingObject::branch ; - /// Does next branch and updates state - virtual double branch(OsiSolverInterface * solver); - - using OsiBranchingObject::print ; - /** \brief Print something about branch - only if log level high - */ - virtual void print(const OsiSolverInterface * solver = NULL); - /** \brief Return true if branch should only bound variables - */ - virtual bool boundBranch() const; -private: - /// data - /// 1 means branch on x, 2 branch on y - short chosen_; -}; -/** Define Continuous BiLinear objects for an == bound - - This models x*y = b where both are continuous - -*/ - - -class OsiBiLinearEquality : public OsiBiLinear { - -public: - - // Default Constructor - OsiBiLinearEquality (); - - /** Useful constructor - - This Adds in rows and variables to construct Ordered Set - for x*y = b - So note not const solver - */ - OsiBiLinearEquality (OsiSolverInterface * solver, int xColumn, - int yColumn, int xyRow, double rhs, - double xMesh); - - // Copy constructor - OsiBiLinearEquality ( const OsiBiLinearEquality &); - - /// Clone - virtual OsiObject * clone() const; - - // Assignment operator - OsiBiLinearEquality & operator=( const OsiBiLinearEquality& rhs); - - // Destructor - virtual ~OsiBiLinearEquality (); - - /// Possible improvement - virtual double improvement(const OsiSolverInterface * solver) const; - /** change grid - if type 0 then use solution and make finer - if 1 then back to original - returns mesh size - */ - double newGrid(OsiSolverInterface * solver, int type) const; - /// Number of points - inline int numberPoints() const { - return numberPoints_; - } - inline void setNumberPoints(int value) { - numberPoints_ = value; - } - -private: - /// Number of points - int numberPoints_; -}; -/// Define a single integer class - but one where you keep branching until fixed even if satisfied - - -class OsiSimpleFixedInteger : public OsiSimpleInteger { - -public: - - /// Default Constructor - OsiSimpleFixedInteger (); - - /// Useful constructor - passed solver index - OsiSimpleFixedInteger (const OsiSolverInterface * solver, int iColumn); - - /// Useful constructor - passed solver index and original bounds - OsiSimpleFixedInteger (int iColumn, double lower, double upper); - - /// Useful constructor - passed simple integer - OsiSimpleFixedInteger (const OsiSimpleInteger &); - - /// Copy constructor - OsiSimpleFixedInteger ( const OsiSimpleFixedInteger &); - - /// Clone - virtual OsiObject * clone() const; - - /// Assignment operator - OsiSimpleFixedInteger & operator=( const OsiSimpleFixedInteger& rhs); - - /// Destructor - virtual ~OsiSimpleFixedInteger (); - - using OsiObject::infeasibility ; - /// Infeasibility - large is 0.5 - virtual double infeasibility(const OsiBranchingInformation * info, int & whichWay) const; - - /** Creates a branching object - - The preferred direction is set by \p way, 0 for down, 1 for up. - */ - virtual OsiBranchingObject * createBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) const; -protected: - /// data - -}; -/** Define a single variable class which is involved with OsiBiLinear objects. - This is used so can make better decision on where to branch as it can look at - all objects. - - This version sees if it can re-use code from OsiSimpleInteger - even if not an integer variable. If not then need to duplicate code. -*/ - - -class OsiUsesBiLinear : public OsiSimpleInteger { - -public: - - /// Default Constructor - OsiUsesBiLinear (); - - /// Useful constructor - passed solver index - OsiUsesBiLinear (const OsiSolverInterface * solver, int iColumn, int type); - - /// Useful constructor - passed solver index and original bounds - OsiUsesBiLinear (int iColumn, double lower, double upper, int type); - - /// Useful constructor - passed simple integer - OsiUsesBiLinear (const OsiSimpleInteger & rhs, int type); - - /// Copy constructor - OsiUsesBiLinear ( const OsiUsesBiLinear & rhs); - - /// Clone - virtual OsiObject * clone() const; - - /// Assignment operator - OsiUsesBiLinear & operator=( const OsiUsesBiLinear& rhs); - - /// Destructor - virtual ~OsiUsesBiLinear (); - - using OsiObject::infeasibility ; - /// Infeasibility - large is 0.5 - virtual double infeasibility(const OsiBranchingInformation * info, int & whichWay) const; - - /** Creates a branching object - - The preferred direction is set by \p way, 0 for down, 1 for up. - */ - virtual OsiBranchingObject * createBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) const; - - using OsiObject::feasibleRegion ; - /** Set bounds to fix the variable at the current value. - - Given an current value, set the lower and upper bounds to fix the - variable. Returns amount it had to move variable. - */ - virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const; - - /// Add all bi-linear objects - void addBiLinearObjects(OsiSolverLink * solver); -protected: - /// data - /// Number of bilinear objects (maybe could be more general) - int numberBiLinear_; - /// Type of variable - 0 continuous, 1 integer - int type_; - /// Objects - OsiObject ** objects_; -}; -/** This class chooses a variable to branch on - - This is just as OsiChooseStrong but it fakes it so only - first so many are looked at in this phase - -*/ - -class OsiChooseStrongSubset : public OsiChooseStrong { - -public: - - /// Default Constructor - OsiChooseStrongSubset (); - - /// Constructor from solver (so we can set up arrays etc) - OsiChooseStrongSubset (const OsiSolverInterface * solver); - - /// Copy constructor - OsiChooseStrongSubset (const OsiChooseStrongSubset &); - - /// Assignment operator - OsiChooseStrongSubset & operator= (const OsiChooseStrongSubset& rhs); - - /// Clone - virtual OsiChooseVariable * clone() const; - - /// Destructor - virtual ~OsiChooseStrongSubset (); - - /** Sets up strong list and clears all if initialize is true. - Returns number of infeasibilities. - If returns -1 then has worked out node is infeasible! - */ - virtual int setupList ( OsiBranchingInformation *info, bool initialize); - /** Choose a variable - Returns - - -1 Node is infeasible - 0 Normal termination - we have a candidate - 1 All looks satisfied - no candidate - 2 We can change the bound on a variable - but we also have a strong branching candidate - 3 We can change the bound on a variable - but we have a non-strong branching candidate - 4 We can change the bound on a variable - no other candidates - We can pick up branch from bestObjectIndex() and bestWhichWay() - We can pick up a forced branch (can change bound) from firstForcedObjectIndex() and firstForcedWhichWay() - If we have a solution then we can pick up from goodObjectiveValue() and goodSolution() - If fixVariables is true then 2,3,4 are all really same as problem changed - */ - virtual int chooseVariable( OsiSolverInterface * solver, OsiBranchingInformation *info, bool fixVariables); - - /// Number of objects to use - inline int numberObjectsToUse() const { - return numberObjectsToUse_; - } - /// Set number of objects to use - inline void setNumberObjectsToUse(int value) { - numberObjectsToUse_ = value; - } - -protected: - // Data - /// Number of objects to be used (and set in solver) - int numberObjectsToUse_; -}; - -#include <string> - -#include "CglStored.hpp" - -class CoinWarmStartBasis; -/** Stored Temporary Cut Generator Class - destroyed after first use */ -class CglTemporary : public CglStored { - -public: - - - /**@name Generate Cuts */ - //@{ - /** Generate Mixed Integer Stored cuts for the model of the - solver interface, si. - - Insert the generated cuts into OsiCut, cs. - - This generator just looks at previously stored cuts - and inserts any that are violated by enough - */ - virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs, - const CglTreeInfo info = CglTreeInfo()); - //@} - - /**@name Constructors and destructors */ - //@{ - /// Default constructor - CglTemporary (); - - /// Copy constructor - CglTemporary (const CglTemporary & rhs); - - /// Clone - virtual CglCutGenerator * clone() const; - - /// Assignment operator - CglTemporary & - operator=(const CglTemporary& rhs); - - /// Destructor - virtual - ~CglTemporary (); - //@} - -private: - -// Private member methods - - // Private member data -}; -//############################################################################# - -/** - -This is to allow the user to replace initialSolve and resolve -*/ - -class OsiSolverLinearizedQuadratic : public OsiClpSolverInterface { - -public: - //--------------------------------------------------------------------------- - /**@name Solve methods */ - //@{ - /// Solve initial LP relaxation - virtual void initialSolve(); - //@} - - - /**@name Constructors and destructors */ - //@{ - /// Default Constructor - OsiSolverLinearizedQuadratic (); - /// Useful constructor (solution should be good) - OsiSolverLinearizedQuadratic( ClpSimplex * quadraticModel); - /// Clone - virtual OsiSolverInterface * clone(bool copyData = true) const; - - /// Copy constructor - OsiSolverLinearizedQuadratic (const OsiSolverLinearizedQuadratic &); - - /// Assignment operator - OsiSolverLinearizedQuadratic & operator=(const OsiSolverLinearizedQuadratic& rhs); - - /// Destructor - virtual ~OsiSolverLinearizedQuadratic (); - - //@} - - - /**@name Sets and Gets */ - //@{ - /// Objective value of best solution found internally - inline double bestObjectiveValue() const { - return bestObjectiveValue_; - } - /// Best solution found internally - const double * bestSolution() const { - return bestSolution_; - } - /// Set special options - inline void setSpecialOptions3(int value) { - specialOptions3_ = value; - } - /// Get special options - inline int specialOptions3() const { - return specialOptions3_; - } - /// Copy of quadratic model if one - ClpSimplex * quadraticModel() const { - return quadraticModel_; - } - //@} - - //--------------------------------------------------------------------------- - -protected: - - - /**@name functions */ - //@{ - - /**@name Private member data */ - //@{ - /// Objective value of best solution found internally - double bestObjectiveValue_; - /// Copy of quadratic model if one - ClpSimplex * quadraticModel_; - /// Best solution found internally - double * bestSolution_; - /** - 0 bit (1) - don't do mini B&B - 1 bit (2) - quadratic only in objective - */ - int specialOptions3_; - //@} -}; -class ClpSimplex; -/** Return an approximate solution to a CoinModel. - Lots of bounds may be odd to force a solution. - mode = 0 just tries to get a continuous solution -*/ -ClpSimplex * approximateSolution(CoinModel & coinModel, - int numberPasses, double deltaTolerance, - int mode = 0); -#endif - |