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+// Copyright (C) 2000, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef OsiSolverInterface_H
+#define OsiSolverInterface_H
+
+#include <cstdlib>
+#include <string>
+#include <vector>
+
+#include "CoinTypes.hpp"
+#include "CoinMessageHandler.hpp"
+#include "CoinPackedVectorBase.hpp"
+#include "CoinPackedMatrix.hpp"
+#include "CoinWarmStart.hpp"
+#include "CoinFinite.hpp"
+#include "CoinError.hpp"
+
+#include "OsiCollections.hpp"
+#include "OsiSolverParameters.hpp"
+
+class CoinSnapshot;
+class CoinLpIO;
+class CoinMpsIO;
+
+class OsiCuts;
+class OsiAuxInfo;
+class OsiRowCut;
+class OsiRowCutDebugger;
+class CoinSet;
+class CoinBuild;
+class CoinModel;
+class OsiSolverBranch;
+class OsiSolverResult;
+class OsiObject;
+
+
+//#############################################################################
+
+/*! \brief Abstract Base Class for describing an interface to a solver.
+
+ Many OsiSolverInterface query methods return a const pointer to the
+ requested read-only data. If the model data is changed or the solver
+ is called, these pointers may no longer be valid and should be
+ refreshed by invoking the member function to obtain an updated copy
+ of the pointer.
+ For example:
+ \code
+ OsiSolverInterface solverInterfacePtr ;
+ const double * ruBnds = solverInterfacePtr->getRowUpper();
+ solverInterfacePtr->applyCuts(someSetOfCuts);
+ // ruBnds is no longer a valid pointer and must be refreshed
+ ruBnds = solverInterfacePtr->getRowUpper();
+ \endcode
+
+ Querying a problem that has no data associated with it will result in
+ zeros for the number of rows and columns, and NULL pointers from
+ the methods that return vectors.
+*/
+
+class OsiSolverInterface {
+ friend void OsiSolverInterfaceCommonUnitTest(
+ const OsiSolverInterface* emptySi,
+ const std::string & mpsDir,
+ const std::string & netlibDir);
+ friend void OsiSolverInterfaceMpsUnitTest(
+ const std::vector<OsiSolverInterface*> & vecSiP,
+ const std::string & mpsDir);
+
+public:
+
+ /// Internal class for obtaining status from the applyCuts method
+ class ApplyCutsReturnCode {
+ friend class OsiSolverInterface;
+ friend class OsiClpSolverInterface;
+ friend class OsiGrbSolverInterface;
+
+ public:
+ ///@name Constructors and desctructors
+ //@{
+ /// Default constructor
+ ApplyCutsReturnCode():
+ intInconsistent_(0),
+ extInconsistent_(0),
+ infeasible_(0),
+ ineffective_(0),
+ applied_(0) {}
+ /// Copy constructor
+ ApplyCutsReturnCode(const ApplyCutsReturnCode & rhs):
+ intInconsistent_(rhs.intInconsistent_),
+ extInconsistent_(rhs.extInconsistent_),
+ infeasible_(rhs.infeasible_),
+ ineffective_(rhs.ineffective_),
+ applied_(rhs.applied_) {}
+ /// Assignment operator
+ ApplyCutsReturnCode & operator=(const ApplyCutsReturnCode& rhs)
+ {
+ if (this != &rhs) {
+ intInconsistent_ = rhs.intInconsistent_;
+ extInconsistent_ = rhs.extInconsistent_;
+ infeasible_ = rhs.infeasible_;
+ ineffective_ = rhs.ineffective_;
+ applied_ = rhs.applied_;
+ }
+ return *this;
+ }
+ /// Destructor
+ ~ApplyCutsReturnCode(){}
+ //@}
+
+ /**@name Accessing return code attributes */
+ //@{
+ /// Number of logically inconsistent cuts
+ inline int getNumInconsistent() const
+ {return intInconsistent_;}
+ /// Number of cuts inconsistent with the current model
+ inline int getNumInconsistentWrtIntegerModel() const
+ {return extInconsistent_;}
+ /// Number of cuts that cause obvious infeasibility
+ inline int getNumInfeasible() const
+ {return infeasible_;}
+ /// Number of redundant or ineffective cuts
+ inline int getNumIneffective() const
+ {return ineffective_;}
+ /// Number of cuts applied
+ inline int getNumApplied() const
+ {return applied_;}
+ //@}
+
+ private:
+ /**@name Private methods */
+ //@{
+ /// Increment logically inconsistent cut counter
+ inline void incrementInternallyInconsistent(){intInconsistent_++;}
+ /// Increment model-inconsistent counter
+ inline void incrementExternallyInconsistent(){extInconsistent_++;}
+ /// Increment infeasible cut counter
+ inline void incrementInfeasible(){infeasible_++;}
+ /// Increment ineffective cut counter
+ inline void incrementIneffective(){ineffective_++;}
+ /// Increment applied cut counter
+ inline void incrementApplied(){applied_++;}
+ //@}
+
+ ///@name Private member data
+ //@{
+ /// Counter for logically inconsistent cuts
+ int intInconsistent_;
+ /// Counter for model-inconsistent cuts
+ int extInconsistent_;
+ /// Counter for infeasible cuts
+ int infeasible_;
+ /// Counter for ineffective cuts
+ int ineffective_;
+ /// Counter for applied cuts
+ int applied_;
+ //@}
+ };
+
+ //---------------------------------------------------------------------------
+
+ ///@name Solve methods
+ //@{
+ /// Solve initial LP relaxation
+ virtual void initialSolve() = 0;
+
+ /*! \brief Resolve an LP relaxation after problem modification
+
+ Note the `re-' in `resolve'. initialSolve() should be used to solve the
+ problem for the first time.
+ */
+ virtual void resolve() = 0;
+
+ /// Invoke solver's built-in enumeration algorithm
+ virtual void branchAndBound() = 0;
+
+#ifdef CBC_NEXT_VERSION
+ /*
+ Would it make sense to collect all of these routines in a `MIP Helper'
+ section? It'd make it easier for users and implementors to find them.
+ */
+ /**
+ Solve 2**N (N==depth) problems and return solutions and bases.
+ There are N branches each of which changes bounds on both sides
+ as given by branch. The user should provide an array of (empty)
+ results which will be filled in. See OsiSolveResult for more details
+ (in OsiSolveBranch.?pp) but it will include a basis and primal solution.
+
+ The order of results is left to right at feasible leaf nodes so first one
+ is down, down, .....
+
+ Returns number of feasible leaves. Also sets number of solves done and number
+ of iterations.
+
+ This is provided so a solver can do faster.
+
+ If forceBranch true then branch done even if satisfied
+ */
+ virtual int solveBranches(int depth,const OsiSolverBranch * branch,
+ OsiSolverResult * result,
+ int & numberSolves, int & numberIterations,
+ bool forceBranch=false);
+#endif
+ //@}
+
+ //---------------------------------------------------------------------------
+ /**@name Parameter set/get methods
+
+ The set methods return true if the parameter was set to the given value,
+ false otherwise. When a set method returns false, the original value (if
+ any) should be unchanged. There can be various reasons for failure: the
+ given parameter is not applicable for the solver (e.g., refactorization
+ frequency for the volume algorithm), the parameter is not yet
+ implemented for the solver or simply the value of the parameter is out
+ of the range the solver accepts. If a parameter setting call returns
+ false check the details of your solver.
+
+ The get methods return true if the given parameter is applicable for the
+ solver and is implemented. In this case the value of the parameter is
+ returned in the second argument. Otherwise they return false.
+
+ \note
+ There is a default implementation of the set/get
+ methods, namely to store/retrieve the given value using an array in the
+ base class. A specific solver implementation can use this feature, for
+ example, to store parameters that should be used later on. Implementors
+ of a solver interface should overload these functions to provide the
+ proper interface to and accurately reflect the capabilities of a
+ specific solver.
+
+ The format for hints is slightly different in that a boolean specifies
+ the sense of the hint and an enum specifies the strength of the hint.
+ Hints should be initialised when a solver is instantiated.
+ (See OsiSolverParameters.hpp for defined hint parameters and strength.)
+ When specifying the sense of the hint, a value of true means to work with
+ the hint, false to work against it. For example,
+ <ul>
+ <li> \code setHintParam(OsiDoScale,true,OsiHintTry) \endcode
+ is a mild suggestion to the solver to scale the constraint
+ system.
+ <li> \code setHintParam(OsiDoScale,false,OsiForceDo) \endcode
+ tells the solver to disable scaling, or throw an exception if
+ it cannot comply.
+ </ul>
+ As another example, a solver interface could use the value and strength
+ of the \c OsiDoReducePrint hint to adjust the amount of information
+ printed by the interface and/or solver. The extent to which a solver
+ obeys hints is left to the solver. The value and strength returned by
+ \c getHintParam will match the most recent call to \c setHintParam,
+ and will not necessarily reflect the solver's ability to comply with the
+ hint. If the hint strength is \c OsiForceDo, the solver is required to
+ throw an exception if it cannot perform the specified action.
+
+ \note
+ As with the other set/get methods, there is a default implementation
+ which maintains arrays in the base class for hint sense and strength.
+ The default implementation does not store the \c otherInformation
+ pointer, and always throws an exception for strength \c OsiForceDo.
+ Implementors of a solver interface should override these functions to
+ provide the proper interface to and accurately reflect the capabilities
+ of a specific solver.
+ */
+ //@{
+ //! Set an integer parameter
+ virtual bool setIntParam(OsiIntParam key, int value) {
+ if (key == OsiLastIntParam) return (false) ;
+ intParam_[key] = value;
+ return true;
+ }
+ //! Set a double parameter
+ virtual bool setDblParam(OsiDblParam key, double value) {
+ if (key == OsiLastDblParam) return (false) ;
+ dblParam_[key] = value;
+ return true;
+ }
+ //! Set a string parameter
+ virtual bool setStrParam(OsiStrParam key, const std::string & value) {
+ if (key == OsiLastStrParam) return (false) ;
+ strParam_[key] = value;
+ return true;
+ }
+ /*! \brief Set a hint parameter
+
+ The \c otherInformation parameter can be used to pass in an arbitrary
+ block of information which is interpreted by the OSI and the underlying
+ solver. Users are cautioned that this hook is solver-specific.
+
+ Implementors:
+ The default implementation completely ignores \c otherInformation and
+ always throws an exception for OsiForceDo. This is almost certainly not
+ the behaviour you want; you really should override this method.
+ */
+ virtual bool setHintParam(OsiHintParam key, bool yesNo=true,
+ OsiHintStrength strength=OsiHintTry,
+ void * /*otherInformation*/ = NULL) {
+ if (key==OsiLastHintParam)
+ return false;
+ hintParam_[key] = yesNo;
+ hintStrength_[key] = strength;
+ if (strength == OsiForceDo)
+ throw CoinError("OsiForceDo illegal",
+ "setHintParam", "OsiSolverInterface");
+ return true;
+ }
+ //! Get an integer parameter
+ virtual bool getIntParam(OsiIntParam key, int& value) const {
+ if (key == OsiLastIntParam) return (false) ;
+ value = intParam_[key];
+ return true;
+ }
+ //! Get a double parameter
+ virtual bool getDblParam(OsiDblParam key, double& value) const {
+ if (key == OsiLastDblParam) return (false) ;
+ value = dblParam_[key];
+ return true;
+ }
+ //! Get a string parameter
+ virtual bool getStrParam(OsiStrParam key, std::string& value) const {
+ if (key == OsiLastStrParam) return (false) ;
+ value = strParam_[key];
+ return true;
+ }
+ /*! \brief Get a hint parameter (all information)
+
+ Return all available information for the hint: sense, strength,
+ and any extra information associated with the hint.
+
+ Implementors: The default implementation will always set
+ \c otherInformation to NULL. This is almost certainly not the
+ behaviour you want; you really should override this method.
+ */
+ virtual bool getHintParam(OsiHintParam key, bool& yesNo,
+ OsiHintStrength& strength,
+ void *& otherInformation) const {
+ if (key==OsiLastHintParam)
+ return false;
+ yesNo = hintParam_[key];
+ strength = hintStrength_[key];
+ otherInformation=NULL;
+ return true;
+ }
+ /*! \brief Get a hint parameter (sense and strength only)
+
+ Return only the sense and strength of the hint.
+ */
+ virtual bool getHintParam(OsiHintParam key, bool& yesNo,
+ OsiHintStrength& strength) const {
+ if (key==OsiLastHintParam)
+ return false;
+ yesNo = hintParam_[key];
+ strength = hintStrength_[key];
+ return true;
+ }
+ /*! \brief Get a hint parameter (sense only)
+
+ Return only the sense (true/false) of the hint.
+ */
+ virtual bool getHintParam(OsiHintParam key, bool& yesNo) const {
+ if (key==OsiLastHintParam)
+ return false;
+ yesNo = hintParam_[key];
+ return true;
+ }
+ /*! \brief Copy all parameters in this section from one solver to another
+
+ Note that the current implementation also copies the appData block,
+ message handler, and rowCutDebugger. Arguably these should have
+ independent copy methods.
+ */
+ void copyParameters(OsiSolverInterface & rhs);
+
+ /** \brief Return the integrality tolerance of the underlying solver.
+
+ We should be able to get an integrality tolerance, but
+ until that time just use the primal tolerance
+
+ \todo
+ This method should be replaced; it's architecturally wrong. This
+ should be an honest dblParam with a keyword. Underlying solvers
+ that do not support integer variables should return false for set and
+ get on this parameter. Underlying solvers that support integrality
+ should add this to the parameters they support, using whatever
+ tolerance is appropriate. -lh, 091021-
+ */
+ inline double getIntegerTolerance() const
+ { return dblParam_[OsiPrimalTolerance];}
+ //@}
+
+ //---------------------------------------------------------------------------
+ ///@name Methods returning info on how the solution process terminated
+ //@{
+ /// Are there numerical difficulties?
+ virtual bool isAbandoned() const = 0;
+ /// Is optimality proven?
+ virtual bool isProvenOptimal() const = 0;
+ /// Is primal infeasibility proven?
+ virtual bool isProvenPrimalInfeasible() const = 0;
+ /// Is dual infeasibility proven?
+ virtual bool isProvenDualInfeasible() const = 0;
+ /// 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 = 0;
+ //@}
+
+ //---------------------------------------------------------------------------
+ /** \name Warm start methods
+
+ Note that the warm start methods return a generic CoinWarmStart object.
+ The precise characteristics of this object are solver-dependent. Clients
+ who wish to maintain a maximum degree of solver independence should take
+ care to avoid unnecessary assumptions about the properties of a warm start
+ object.
+ */
+ //@{
+ /*! \brief Get an empty warm start object
+
+ This routine returns an empty warm start object. Its purpose is
+ to provide a way for a client to acquire a warm start object of the
+ appropriate type for the solver, which can then be resized and modified
+ as desired.
+ */
+
+ virtual CoinWarmStart *getEmptyWarmStart () const = 0 ;
+
+ /** \brief Get warm start information.
+
+ Return warm start information for the current state of the solver
+ interface. If there is no valid warm start information, an empty warm
+ start object wil be returned.
+ */
+ virtual CoinWarmStart* getWarmStart() const = 0;
+ /** \brief Get warm start information.
+
+ Return warm start information for the current state of the solver
+ interface. If there is no valid warm start information, an empty warm
+ start object wil be returned. This does not necessarily create an
+ object - may just point to one. must Delete set true if user
+ should delete returned object.
+ */
+ virtual CoinWarmStart* getPointerToWarmStart(bool & mustDelete) ;
+
+ /** \brief Set warm start information.
+
+ Return true or false depending on whether the warm start information was
+ accepted or not.
+ By definition, a call to setWarmStart with a null parameter should
+ cause the solver interface to refresh its warm start information
+ from the underlying solver.
+ */
+ virtual bool setWarmStart(const CoinWarmStart* warmstart) = 0;
+ //@}
+
+ //---------------------------------------------------------------------------
+ /**@name Hot start methods
+
+ Primarily used in strong branching. The user can create a hot start
+ object --- a snapshot of the optimization process --- then reoptimize
+ over and over again, starting from the same point.
+
+ \note
+ <ul>
+ <li> Between hot started optimizations only bound changes are allowed.
+ <li> The copy constructor and assignment operator should NOT copy any
+ hot start information.
+ <li> The default implementation simply extracts a warm start object in
+ \c markHotStart, resets to the warm start object in
+ \c solveFromHotStart, and deletes the warm start object in
+ \c unmarkHotStart.
+ <em>Actual solver implementations are encouraged to do better.</em>
+ </ul>
+
+ */
+ //@{
+ /// Create a hot start snapshot of the optimization process.
+ virtual void markHotStart();
+ /// Optimize starting from the hot start snapshot.
+ virtual void solveFromHotStart();
+ /// Delete the hot start snapshot.
+ virtual void unmarkHotStart();
+ //@}
+
+ //---------------------------------------------------------------------------
+ /**@name Problem query methods
+
+ Querying a problem that has no data associated with it will 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 the number of columns
+ virtual int getNumCols() const = 0;
+
+ /// Get the number of rows
+ virtual int getNumRows() const = 0;
+
+ /// Get the number of nonzero elements
+ virtual int getNumElements() const = 0;
+
+ /// Get the number of integer variables
+ virtual int getNumIntegers() const ;
+
+ /// Get a pointer to an array[getNumCols()] of column lower bounds
+ virtual const double * getColLower() const = 0;
+
+ /// Get a pointer to an array[getNumCols()] of column upper bounds
+ virtual const double * getColUpper() const = 0;
+
+ /*! \brief Get a pointer to an 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 = 0;
+
+ /*! \brief Get a pointer to an array[getNumRows()] of row right-hand sides
+
+ <ul>
+ <li> if getRowSense()[i] == 'L' then
+ getRightHandSide()[i] == getRowUpper()[i]
+ <li> if getRowSense()[i] == 'G' then
+ getRightHandSide()[i] == getRowLower()[i]
+ <li> if getRowSense()[i] == 'R' then
+ getRightHandSide()[i] == getRowUpper()[i]
+ <li> if getRowSense()[i] == 'N' then
+ getRightHandSide()[i] == 0.0
+ </ul>
+ */
+ virtual const double * getRightHandSide() const = 0;
+
+ /*! \brief Get a pointer to an array[getNumRows()] of row ranges.
+
+ <ul>
+ <li> if getRowSense()[i] == 'R' then
+ getRowRange()[i] == getRowUpper()[i] - getRowLower()[i]
+ <li> if getRowSense()[i] != 'R' then
+ getRowRange()[i] is 0.0
+ </ul>
+ */
+ virtual const double * getRowRange() const = 0;
+
+ /// Get a pointer to an array[getNumRows()] of row lower bounds
+ virtual const double * getRowLower() const = 0;
+
+ /// Get a pointer to an array[getNumRows()] of row upper bounds
+ virtual const double * getRowUpper() const = 0;
+
+ /*! \brief Get a pointer to an array[getNumCols()] of objective
+ function coefficients.
+ */
+ virtual const double * getObjCoefficients() const = 0;
+
+ /*! \brief Get the objective function sense
+
+ - 1 for minimisation (default)
+ - -1 for maximisation
+ */
+ virtual double getObjSense() const = 0;
+
+ /// Return true if the variable is continuous
+ virtual bool isContinuous(int colIndex) const = 0;
+
+ /// Return true if the variable is binary
+ virtual bool isBinary(int colIndex) const;
+
+ /*! \brief Return true if the variable is integer.
+
+ This method returns true if the variable is binary or general integer.
+ */
+ virtual bool isInteger(int colIndex) const;
+
+ /// Return true if the variable is general integer
+ virtual bool isIntegerNonBinary(int colIndex) const;
+
+ /// Return true if the variable is binary and not fixed
+ virtual bool isFreeBinary(int colIndex) const;
+
+ /*! \brief Return an array[getNumCols()] of column types
+
+ \deprecated See #getColType
+ */
+ inline const char *columnType(bool refresh=false) const
+ { return getColType(refresh); }
+
+ /*! \brief Return an array[getNumCols()] of column types
+
+ - 0 - continuous
+ - 1 - binary
+ - 2 - general integer
+
+ If \p refresh is true, the classification of integer variables as
+ binary or general integer will be reevaluated. If the current bounds
+ are [0,1], or if the variable is fixed at 0 or 1, it will be classified
+ as binary, otherwise it will be classified as general integer.
+ */
+ virtual const char * getColType(bool refresh=false) const;
+
+ /// Get a pointer to a row-wise copy of the matrix
+ virtual const CoinPackedMatrix * getMatrixByRow() const = 0;
+
+ /// Get a pointer to a column-wise copy of the matrix
+ virtual const CoinPackedMatrix * getMatrixByCol() const = 0;
+
+ /*! \brief Get a pointer to a mutable row-wise copy of the matrix.
+
+ Returns NULL if the request is not meaningful (i.e., the OSI will not
+ recognise any modifications to the matrix).
+ */
+ virtual CoinPackedMatrix * getMutableMatrixByRow() const {return NULL;}
+
+ /*! \brief Get a pointer to a mutable column-wise copy of the matrix
+
+ Returns NULL if the request is not meaningful (i.e., the OSI will not
+ recognise any modifications to the matrix).
+ */
+ virtual CoinPackedMatrix * getMutableMatrixByCol() const {return NULL;}
+
+ /// Get the solver's value for infinity
+ virtual double getInfinity() const = 0;
+ //@}
+
+ /**@name Solution query methods */
+ //@{
+ /// Get a pointer to an array[getNumCols()] of primal variable values
+ virtual const double * getColSolution() const = 0;
+
+ /** Get a pointer to an array[getNumCols()] of primal variable values
+ guaranteed to be between the column lower and upper bounds.
+ */
+ virtual const double * getStrictColSolution();
+
+ /// Get pointer to array[getNumRows()] of dual variable values
+ virtual const double * getRowPrice() const = 0;
+
+ /// Get a pointer to an array[getNumCols()] of reduced costs
+ virtual const double * getReducedCost() const = 0;
+
+ /** Get a pointer to array[getNumRows()] of row activity levels.
+
+ The row activity for a row is the left-hand side evaluated at the
+ current solution.
+ */
+ virtual const double * getRowActivity() const = 0;
+
+ /// Get the objective function value.
+ virtual double getObjValue() const = 0;
+
+ /** Get the number of iterations it took to solve the problem (whatever
+ `iteration' means to the solver).
+ */
+ virtual int getIterationCount() const = 0;
+
+ /** Get as many dual rays as the solver can provide. In case of proven
+ primal infeasibility there should (with high probability) be at least
+ one.
+
+ The first getNumRows() ray components will always be associated with
+ the row duals (as returned by getRowPrice()). If \c fullRay is true,
+ the final getNumCols() entries will correspond to the ray components
+ associated with the nonbasic variables. If the full ray is requested
+ and the method cannot provide it, it will throw an exception.
+
+ \note
+ Implementors of solver interfaces note that the double pointers in
+ the vector should point to arrays of length getNumRows() (fullRay =
+ false) or (getNumRows()+getNumCols()) (fullRay = true) and they should
+ be allocated with new[].
+
+ \note
+ Clients of solver interfaces note that it is the client's
+ responsibility to free the double pointers in the vector using
+ delete[]. Clients are reminded that a problem can be dual and primal
+ infeasible.
+ */
+ virtual std::vector<double*> getDualRays(int maxNumRays,
+ bool fullRay = false) const = 0;
+
+ /** Get as many primal rays as the solver can provide. In case of proven
+ dual infeasibility there should (with high probability) be at least
+ one.
+
+ \note
+ Implementors of solver interfaces note that the double pointers in
+ the vector should point to arrays of length getNumCols() and they
+ should be allocated with new[].
+
+ \note
+ Clients of solver interfaces note that it is the client's
+ responsibility to free the double pointers in the vector using
+ delete[]. Clients are reminded that a problem can be dual and primal
+ infeasible.
+ */
+ virtual std::vector<double*> getPrimalRays(int maxNumRays) const = 0;
+
+ /** Get vector of indices of primal variables which are integer variables
+ but have fractional values in the current solution. */
+ virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
+ const;
+ //@}
+
+ //-------------------------------------------------------------------------
+ /**@name Methods to modify the objective, bounds, and solution
+
+ For functions which take a set of indices as parameters
+ (\c setObjCoeffSet(), \c setColSetBounds(), \c setRowSetBounds(),
+ \c setRowSetTypes()), the parameters follow the C++ STL iterator
+ convention: \c indexFirst points to the first index in the
+ set, and \c indexLast points to a position one past the last index
+ in the set.
+
+ */
+ //@{
+ /** Set an objective function coefficient */
+ virtual void setObjCoeff( int elementIndex, double elementValue ) = 0;
+
+ /** Set a set of objective function coefficients */
+ virtual void setObjCoeffSet(const int* indexFirst,
+ const int* indexLast,
+ const double* coeffList);
+
+ /** Set the objective coefficients for all columns.
+
+ array [getNumCols()] is an array of values for the objective.
+ This defaults to a series of set operations and is here for speed.
+ */
+ virtual void setObjective(const double * array);
+
+ /** Set the objective function sense.
+
+ Use 1 for minimisation (default), -1 for maximisation.
+
+ \note
+ Implementors note that objective function sense is a parameter of
+ the OSI, not a property of the problem. Objective sense can be
+ set prior to problem load and should not be affected by loading a
+ new problem.
+ */
+ virtual void setObjSense(double s) = 0;
+
+
+ /** Set a single column lower bound.
+ Use -getInfinity() for -infinity. */
+ virtual void setColLower( int elementIndex, double elementValue ) = 0;
+
+ /** Set the lower bounds for all columns.
+
+ array [getNumCols()] is an array of values for the lower bounds.
+ This defaults to a series of set operations and is here for speed.
+ */
+ virtual void setColLower(const double * array);
+
+ /** Set a single column upper bound.
+ Use getInfinity() for infinity. */
+ virtual void setColUpper( int elementIndex, double elementValue ) = 0;
+
+ /** Set the upper bounds for all columns.
+
+ array [getNumCols()] is an array of values for the upper bounds.
+ This defaults to a series of set operations and is here for speed.
+ */
+ virtual void setColUpper(const double * array);
+
+
+ /** Set a single column lower and upper bound.
+ The default implementation just invokes setColLower() and
+ setColUpper() */
+ virtual void setColBounds( int elementIndex,
+ double lower, double upper ) {
+ setColLower(elementIndex, lower);
+ setColUpper(elementIndex, upper);
+ }
+
+ /** Set the upper and lower bounds of a set of columns.
+
+ The default implementation just invokes setColBounds() over and over
+ again. For each column, boundList must contain both a lower and
+ upper bound, in that order.
+ */
+ virtual void setColSetBounds(const int* indexFirst,
+ const int* indexLast,
+ const double* boundList);
+
+ /** Set a single row lower bound.
+ Use -getInfinity() for -infinity. */
+ virtual void setRowLower( int elementIndex, double elementValue ) = 0;
+
+ /** Set a single row upper bound.
+ Use getInfinity() for infinity. */
+ virtual void setRowUpper( int elementIndex, double elementValue ) = 0;
+
+ /** Set a single row lower and upper bound.
+ The default implementation just invokes setRowLower() and
+ setRowUpper() */
+ virtual void setRowBounds( int elementIndex,
+ double lower, double upper ) {
+ setRowLower(elementIndex, lower);
+ setRowUpper(elementIndex, upper);
+ }
+
+ /** Set the bounds on a set of rows.
+
+ The default implementation just invokes setRowBounds() over and over
+ again. For each row, boundList must contain both a lower and
+ upper bound, in that order.
+ */
+ virtual void setRowSetBounds(const int* indexFirst,
+ const int* indexLast,
+ const double* boundList);
+
+
+ /** Set the type of a single row */
+ virtual void setRowType(int index, char sense, double rightHandSide,
+ double range) = 0;
+
+ /** Set the type of a set of rows.
+ The default implementation just invokes setRowType()
+ over and over again.
+ */
+ virtual void setRowSetTypes(const int* indexFirst,
+ const int* indexLast,
+ const char* senseList,
+ const double* rhsList,
+ const double* rangeList);
+
+ /** Set the primal solution variable values
+
+ colsol[getNumCols()] is an array of values for the primal variables.
+ These values are copied to memory owned by the solver interface
+ object or the solver. They will be returned as the result of
+ getColSolution() until changed by another call to setColSolution() or
+ by a call to any solver routine. Whether the solver makes use of the
+ solution in any way is solver-dependent.
+ */
+ virtual void setColSolution(const double *colsol) = 0;
+
+ /** Set dual solution variable values
+
+ rowprice[getNumRows()] is an array of values for the dual variables.
+ These values are copied to memory owned by the solver interface
+ object or the solver. They will be returned as the result of
+ getRowPrice() until changed by another call to setRowPrice() or by a
+ call to any solver routine. Whether the solver makes use of the
+ solution in any way is solver-dependent.
+ */
+ virtual void setRowPrice(const double * rowprice) = 0;
+
+ /** Fix variables at bound based on reduced cost
+
+ For variables currently at bound, fix the variable at bound if the
+ reduced cost exceeds the gap. Return the number of variables fixed.
+
+ If justInteger is set to false, the routine will also fix continuous
+ variables, but the test still assumes a delta of 1.0.
+ */
+ virtual int reducedCostFix(double gap, bool justInteger=true);
+ //@}
+
+ //-------------------------------------------------------------------------
+ /**@name Methods to set variable type */
+ //@{
+ /** Set the index-th variable to be a continuous variable */
+ virtual void setContinuous(int index) = 0;
+ /** Set the index-th variable to be an integer variable */
+ virtual void setInteger(int index) = 0;
+ /** Set the variables listed in indices (which is of length len) to be
+ continuous variables */
+ virtual void setContinuous(const int* indices, int len);
+ /** Set the variables listed in indices (which is of length len) to be
+ integer variables */
+ virtual void setInteger(const int* indices, int len);
+ //@}
+ //-------------------------------------------------------------------------
+
+ //-------------------------------------------------------------------------
+
+ /*! \brief Data type for name vectors. */
+ typedef std::vector<std::string> OsiNameVec ;
+
+ /*! \name Methods for row and column names
+
+ Osi defines three name management disciplines: `auto names' (0), `lazy
+ names' (1), and `full names' (2). See the description of
+ #OsiNameDiscipline for details. Changing the name discipline (via
+ setIntParam()) will not automatically add or remove name information,
+ but setting the discipline to auto will make existing information
+ inaccessible until the discipline is reset to lazy or full.
+
+ By definition, a row index of getNumRows() (<i>i.e.</i>, one larger than
+ the largest valid row index) refers to the objective function.
+
+ OSI users and implementors: While the OSI base class can define an
+ interface and provide rudimentary support, use of names really depends
+ on support by the OsiXXX class to ensure that names are managed
+ correctly. If an OsiXXX class does not support names, it should return
+ false for calls to getIntParam() or setIntParam() that reference
+ OsiNameDiscipline.
+ */
+ //@{
+
+ /*! \brief Generate a standard name of the form Rnnnnnnn or Cnnnnnnn
+
+ Set \p rc to 'r' for a row name, 'c' for a column name.
+ The `nnnnnnn' part is generated from ndx and will contain 7 digits
+ by default, padded with zeros if necessary. As a special case,
+ ndx = getNumRows() is interpreted as a request for the name of the
+ objective function. OBJECTIVE is returned, truncated to digits+1
+ characters to match the row and column names.
+ */
+ virtual std::string dfltRowColName(char rc,
+ int ndx, unsigned digits = 7) const ;
+
+ /*! \brief Return the name of the objective function */
+
+ virtual std::string getObjName (unsigned maxLen = static_cast<unsigned>(std::string::npos)) const ;
+
+ /*! \brief Set the name of the objective function */
+
+ virtual inline void setObjName (std::string name)
+ { objName_ = name ; }
+
+ /*! \brief Return the name of the row.
+
+ The routine will <i>always</i> return some name, regardless of the name
+ discipline or the level of support by an OsiXXX derived class. Use
+ maxLen to limit the length.
+ */
+ virtual std::string getRowName(int rowIndex,
+ unsigned maxLen = static_cast<unsigned>(std::string::npos)) const ;
+
+ /*! \brief Return a pointer to a vector of row names
+
+ If the name discipline (#OsiNameDiscipline) is auto, the return value
+ will be a vector of length zero. If the name discipline is lazy, the
+ vector will contain only names supplied by the client and will be no
+ larger than needed to hold those names; entries not supplied will be
+ null strings. In particular, the objective name is <i>not</i>
+ included in the vector for lazy names. If the name discipline is
+ full, the vector will have getNumRows() names, either supplied or
+ generated, plus one additional entry for the objective name.
+ */
+ virtual const OsiNameVec &getRowNames() ;
+
+ /*! \brief Set a row name
+
+ Quietly does nothing if the name discipline (#OsiNameDiscipline) is
+ auto. Quietly fails if the row index is invalid.
+ */
+ virtual void setRowName(int ndx, std::string name) ;
+
+ /*! \brief Set multiple row names
+
+ The run of len entries starting at srcNames[srcStart] are installed as
+ row names starting at row index tgtStart. The base class implementation
+ makes repeated calls to setRowName.
+ */
+ virtual void setRowNames(OsiNameVec &srcNames,
+ int srcStart, int len, int tgtStart) ;
+
+ /*! \brief Delete len row names starting at index tgtStart
+
+ The specified row names are removed and the remaining row names are
+ copied down to close the gap.
+ */
+ virtual void deleteRowNames(int tgtStart, int len) ;
+
+ /*! \brief Return the name of the column
+
+ The routine will <i>always</i> return some name, regardless of the name
+ discipline or the level of support by an OsiXXX derived class. Use
+ maxLen to limit the length.
+ */
+ virtual std::string getColName(int colIndex,
+ unsigned maxLen = static_cast<unsigned>(std::string::npos)) const ;
+
+ /*! \brief Return a pointer to a vector of column names
+
+ If the name discipline (#OsiNameDiscipline) is auto, the return value
+ will be a vector of length zero. If the name discipline is lazy, the
+ vector will contain only names supplied by the client and will be no
+ larger than needed to hold those names; entries not supplied will be
+ null strings. If the name discipline is full, the vector will have
+ getNumCols() names, either supplied or generated.
+ */
+ virtual const OsiNameVec &getColNames() ;
+
+ /*! \brief Set a column name
+
+ Quietly does nothing if the name discipline (#OsiNameDiscipline) is
+ auto. Quietly fails if the column index is invalid.
+ */
+ virtual void setColName(int ndx, std::string name) ;
+
+ /*! \brief Set multiple column names
+
+ The run of len entries starting at srcNames[srcStart] are installed as
+ column names starting at column index tgtStart. The base class
+ implementation makes repeated calls to setColName.
+ */
+ virtual void setColNames(OsiNameVec &srcNames,
+ int srcStart, int len, int tgtStart) ;
+
+ /*! \brief Delete len column names starting at index tgtStart
+
+ The specified column names are removed and the remaining column names
+ are copied down to close the gap.
+ */
+ virtual void deleteColNames(int tgtStart, int len) ;
+
+
+ /*! \brief Set row and column names from a CoinMpsIO object.
+
+ Also sets the name of the objective function. If the name discipline
+ is auto, you get what you asked for. This routine does not use
+ setRowName or setColName.
+ */
+ void setRowColNames(const CoinMpsIO &mps) ;
+
+ /*! \brief Set row and column names from a CoinModel object.
+
+ If the name discipline is auto, you get what you asked for.
+ This routine does not use setRowName or setColName.
+ */
+ void setRowColNames(CoinModel &mod) ;
+
+ /*! \brief Set row and column names from a CoinLpIO object.
+
+ Also sets the name of the objective function. If the name discipline is
+ auto, you get what you asked for. This routine does not use setRowName
+ or setColName.
+ */
+ void setRowColNames(CoinLpIO &mod) ;
+
+ //@}
+ //-------------------------------------------------------------------------
+
+ //-------------------------------------------------------------------------
+ /**@name Methods to modify the constraint system.
+
+ Note that new columns are added as continuous variables.
+ */
+ //@{
+
+ /** Add a column (primal variable) to the problem. */
+ virtual void addCol(const CoinPackedVectorBase& vec,
+ const double collb, const double colub,
+ const double obj) = 0;
+
+ /*! \brief Add a named column (primal variable) to the problem.
+
+ The default implementation adds the column, then changes the name. This
+ can surely be made more efficient within an OsiXXX class.
+ */
+ virtual void addCol(const CoinPackedVectorBase& vec,
+ const double collb, const double colub,
+ const double obj, std::string name) ;
+
+ /** Add a column (primal variable) to the problem. */
+ virtual void addCol(int numberElements,
+ const int* rows, const double* elements,
+ const double collb, const double colub,
+ const double obj) ;
+
+ /*! \brief Add a named column (primal variable) to the problem.
+
+ The default implementation adds the column, then changes the name. This
+ can surely be made more efficient within an OsiXXX class.
+ */
+ virtual void addCol(int numberElements,
+ const int* rows, const double* elements,
+ const double collb, const double colub,
+ const double obj, std::string name) ;
+
+ /** Add a set of columns (primal variables) to the problem.
+
+ The default implementation simply makes repeated calls to
+ addCol().
+ */
+ virtual void addCols(const int numcols,
+ const CoinPackedVectorBase * const * cols,
+ const double* collb, const double* colub,
+ const double* obj);
+
+ /** Add a set of columns (primal variables) to the problem.
+
+ The default implementation simply makes repeated calls to
+ addCol().
+ */
+ virtual void addCols(const int numcols, const int* columnStarts,
+ const int* rows, const double* elements,
+ const double* collb, const double* colub,
+ const double* obj);
+
+ /// Add columns using a CoinBuild object
+ void addCols(const CoinBuild & buildObject);
+
+ /** Add columns from a model object. returns
+ -1 if object in bad state (i.e. has row information)
+ otherwise number of errors
+ modelObject non const as can be regularized as part of build
+ */
+ int addCols(CoinModel & modelObject);
+
+#if 0
+ /** */
+ virtual void addCols(const CoinPackedMatrix& matrix,
+ const double* collb, const double* colub,
+ const double* obj);
+#endif
+
+ /** \brief Remove a set of columns (primal variables) from the
+ problem.
+
+ The solver interface for a basis-oriented solver will maintain valid
+ warm start information if all deleted variables are nonbasic.
+ */
+ virtual void deleteCols(const int num, const int * colIndices) = 0;
+
+ /*! \brief Add a row (constraint) to the problem. */
+ virtual void addRow(const CoinPackedVectorBase& vec,
+ const double rowlb, const double rowub) = 0;
+
+ /*! \brief Add a named row (constraint) to the problem.
+
+ The default implementation adds the row, then changes the name. This
+ can surely be made more efficient within an OsiXXX class.
+ */
+ virtual void addRow(const CoinPackedVectorBase& vec,
+ const double rowlb, const double rowub,
+ std::string name) ;
+
+ /*! \brief Add a row (constraint) to the problem. */
+ virtual void addRow(const CoinPackedVectorBase& vec,
+ const char rowsen, const double rowrhs,
+ const double rowrng) = 0;
+
+ /*! \brief Add a named row (constraint) to the problem.
+
+ The default implementation adds the row, then changes the name. This
+ can surely be made more efficient within an OsiXXX class.
+ */
+ virtual void addRow(const CoinPackedVectorBase& vec,
+ const char rowsen, const double rowrhs,
+ const double rowrng, std::string name) ;
+
+ /*! Add a row (constraint) to the problem.
+
+ Converts to addRow(CoinPackedVectorBase&,const double,const double).
+ */
+ virtual void addRow(int numberElements,
+ const int *columns, const double *element,
+ const double rowlb, const double rowub) ;
+
+ /*! Add a set of rows (constraints) to the problem.
+
+ The default implementation simply makes repeated calls to
+ addRow().
+ */
+ virtual void addRows(const int numrows,
+ const CoinPackedVectorBase * const * rows,
+ const double* rowlb, const double* rowub);
+
+ /** Add a set of rows (constraints) to the problem.
+
+ The default implementation simply makes repeated calls to
+ addRow().
+ */
+ virtual void addRows(const int numrows,
+ const CoinPackedVectorBase * const * rows,
+ const char* rowsen, const double* rowrhs,
+ const double* rowrng);
+
+ /** Add a set of rows (constraints) to the problem.
+
+ The default implementation simply makes repeated calls to
+ addRow().
+ */
+ virtual void addRows(const int numrows, const int *rowStarts,
+ const int *columns, const double *element,
+ const double *rowlb, const double *rowub);
+
+ /// Add rows using a CoinBuild object
+ void addRows(const CoinBuild &buildObject);
+
+ /*! Add rows from a CoinModel object.
+
+ Returns -1 if the object is in the wrong state (<i>i.e.</i>, has
+ column-major information), otherwise the number of errors.
+
+ The modelObject is not const as it can be regularized as part of
+ the build.
+ */
+ int addRows(CoinModel &modelObject);
+
+#if 0
+ /** */
+ virtual void addRows(const CoinPackedMatrix& matrix,
+ const double* rowlb, const double* rowub);
+ /** */
+ virtual void addRows(const CoinPackedMatrix& matrix,
+ const char* rowsen, const double* rowrhs,
+ const double* rowrng);
+#endif
+
+ /** \brief Delete a set of rows (constraints) from the problem.
+
+ The solver interface for a basis-oriented solver will maintain valid
+ warm start information if all deleted rows are loose.
+ */
+ virtual void deleteRows(const int num, const int * rowIndices) = 0;
+
+ /** \brief Replace the constraint matrix
+
+ I (JJF) am getting annoyed because I can't just replace a matrix.
+ The default behavior of this is do nothing so only use where that would
+ not matter, e.g. strengthening a matrix for MIP.
+ */
+ virtual void replaceMatrixOptional(const CoinPackedMatrix & ) {}
+
+ /** \brief Replace the constraint matrix
+
+ And if it does matter (not used at present)
+ */
+ virtual void replaceMatrix(const CoinPackedMatrix & ) {abort();}
+
+ /** \brief Save a copy of the base model
+
+ If solver wants it can save a copy of "base" (continuous) model here.
+ */
+ virtual void saveBaseModel() {}
+
+ /** \brief Reduce the constraint system to the specified number of
+ constraints.
+
+ If solver wants it can restore a copy of "base" (continuous) model
+ here.
+
+ \note
+ The name is somewhat misleading. Implementors should consider
+ the opportunity to optimise behaviour in the common case where
+ \p numberRows is exactly the number of original constraints. Do not,
+ however, neglect the possibility that \p numberRows does not equal
+ the number of original constraints.
+ */
+ virtual void restoreBaseModel(int numberRows);
+ //-----------------------------------------------------------------------
+ /** Apply a collection of cuts.
+
+ Only cuts which have an <code>effectiveness >= effectivenessLb</code>
+ are applied.
+ <ul>
+ <li> ReturnCode.getNumineffective() -- number of cuts which were
+ not applied because they had an
+ <code>effectiveness < effectivenessLb</code>
+ <li> ReturnCode.getNuminconsistent() -- number of invalid cuts
+ <li> ReturnCode.getNuminconsistentWrtIntegerModel() -- number of
+ cuts that are invalid with respect to this integer model
+ <li> ReturnCode.getNuminfeasible() -- number of cuts that would
+ make this integer model infeasible
+ <li> ReturnCode.getNumApplied() -- number of integer cuts which
+ were applied to the integer model
+ <li> cs.size() == getNumineffective() +
+ getNuminconsistent() +
+ getNuminconsistentWrtIntegerModel() +
+ getNuminfeasible() +
+ getNumApplied()
+ </ul>
+ */
+ virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
+ double effectivenessLb = 0.0);
+
+ /** Apply a collection of row cuts which are all effective.
+ applyCuts seems to do one at a time which seems inefficient.
+ Would be even more efficient to pass an array of pointers.
+ */
+ virtual void applyRowCuts(int numberCuts, const OsiRowCut * cuts);
+
+ /** Apply a collection of row cuts which are all effective.
+ This is passed in as an array of pointers.
+ */
+ virtual void applyRowCuts(int numberCuts, const OsiRowCut ** cuts);
+
+ /// Deletes branching information before columns deleted
+ void deleteBranchingInfo(int numberDeleted, const int * which);
+
+ //@}
+
+ //---------------------------------------------------------------------------
+
+ /**@name Methods for problem input and output */
+ //@{
+ /*! \brief Load in a problem by copying the arguments. The constraints on
+ the rows are given by lower and upper bounds.
+
+ If a pointer is 0 then the following values are the default:
+ <ul>
+ <li> <code>colub</code>: all columns have upper bound infinity
+ <li> <code>collb</code>: all columns have lower bound 0
+ <li> <code>rowub</code>: all rows have upper bound infinity
+ <li> <code>rowlb</code>: all rows have lower bound -infinity
+ <li> <code>obj</code>: all variables have 0 objective coefficient
+ </ul>
+
+ Note that the default values for rowub and rowlb produce the
+ constraint -infty <= ax <= infty. This is probably not what you want.
+ */
+ virtual void loadProblem (const CoinPackedMatrix& matrix,
+ const double* collb, const double* colub,
+ const double* obj,
+ const double* rowlb, const double* rowub) = 0;
+
+ /*! \brief Load in a problem by assuming ownership of the arguments.
+ The constraints on the rows are given by lower and upper bounds.
+
+ For default argument values see the matching loadProblem method.
+
+ \warning
+ The arguments passed to this method will be freed using the
+ C++ <code>delete</code> and <code>delete[]</code> functions.
+ */
+ virtual void assignProblem (CoinPackedMatrix*& matrix,
+ double*& collb, double*& colub, double*& obj,
+ double*& rowlb, double*& rowub) = 0;
+
+ /*! \brief Load in a problem by copying the arguments.
+ The constraints on the rows are given by sense/rhs/range triplets.
+
+ If a pointer is 0 then the following values are the default:
+ <ul>
+ <li> <code>colub</code>: all columns have upper bound infinity
+ <li> <code>collb</code>: all columns have lower bound 0
+ <li> <code>obj</code>: all variables have 0 objective coefficient
+ <li> <code>rowsen</code>: all rows are >=
+ <li> <code>rowrhs</code>: all right hand sides are 0
+ <li> <code>rowrng</code>: 0 for the ranged rows
+ </ul>
+
+ Note that the default values for rowsen, rowrhs, and rowrng produce the
+ constraint ax >= 0.
+ */
+ virtual void loadProblem (const CoinPackedMatrix& matrix,
+ const double* collb, const double* colub,
+ const double* obj,
+ const char* rowsen, const double* rowrhs,
+ const double* rowrng) = 0;
+
+ /*! \brief Load in a problem by assuming ownership of the arguments.
+ The constraints on the rows are given by sense/rhs/range triplets.
+
+ For default argument values see the matching loadProblem method.
+
+ \warning
+ The arguments passed to this method will be freed using the
+ C++ <code>delete</code> and <code>delete[]</code> functions.
+ */
+ virtual void assignProblem (CoinPackedMatrix*& matrix,
+ double*& collb, double*& colub, double*& obj,
+ char*& rowsen, double*& rowrhs,
+ double*& rowrng) = 0;
+
+ /*! \brief Load in a problem by copying the arguments. The constraint
+ matrix is is specified with standard column-major
+ column starts / row indices / coefficients vectors.
+ The constraints on the rows are given by lower and upper bounds.
+
+ The matrix vectors must be gap-free. Note that <code>start</code> must
+ have <code>numcols+1</code> entries so that the length of the last column
+ can be calculated as <code>start[numcols]-start[numcols-1]</code>.
+
+ See the previous loadProblem method using rowlb and rowub for default
+ argument values.
+ */
+ virtual void loadProblem (const int numcols, const int numrows,
+ const CoinBigIndex * start, const int* index,
+ const double* value,
+ const double* collb, const double* colub,
+ const double* obj,
+ const double* rowlb, const double* rowub) = 0;
+
+ /*! \brief Load in a problem by copying the arguments. The constraint
+ matrix is is specified with standard column-major
+ column starts / row indices / coefficients vectors.
+ The constraints on the rows are given by sense/rhs/range triplets.
+
+ The matrix vectors must be gap-free. Note that <code>start</code> must
+ have <code>numcols+1</code> entries so that the length of the last column
+ can be calculated as <code>start[numcols]-start[numcols-1]</code>.
+
+ See the previous loadProblem method using sense/rhs/range for default
+ argument values.
+ */
+ virtual void loadProblem (const int numcols, const int numrows,
+ const CoinBigIndex * 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) = 0;
+
+ /*! \brief Load a model from a CoinModel object. Return the number of
+ errors encountered.
+
+ The modelObject parameter cannot be const as it may be changed as part
+ of process. If keepSolution is true will try and keep warmStart.
+ */
+ virtual int loadFromCoinModel (CoinModel & modelObject,
+ bool keepSolution=false);
+
+ /*! \brief Read a problem in MPS format from the given filename.
+
+ The default implementation uses CoinMpsIO::readMps() to read
+ the MPS file and returns the number of errors encountered.
+ */
+ virtual int readMps (const char *filename,
+ const char *extension = "mps") ;
+
+ /*! \brief Read a problem in MPS format from the given full filename.
+
+ This uses CoinMpsIO::readMps() to read the MPS file and returns the
+ number of errors encountered. It also may return an array of set
+ information
+ */
+ virtual int readMps (const char *filename, const char*extension,
+ int & numberSets, CoinSet ** & sets);
+
+ /*! \brief Read a problem in GMPL format from the given filenames.
+
+ The default implementation uses CoinMpsIO::readGMPL(). This capability
+ is available only if the third-party package Glpk is installed.
+ */
+ virtual int readGMPL (const char *filename, const char *dataname=NULL);
+
+ /*! \brief Write the problem in MPS format to the specified file.
+
+ If objSense is non-zero, a value of -1.0 causes the problem to be
+ written with a maximization objective; +1.0 forces a minimization
+ objective. If objSense is zero, the choice is left to the implementation.
+ */
+ virtual void writeMps (const char *filename,
+ const char *extension = "mps",
+ double objSense=0.0) const = 0;
+
+ /*! \brief Write the problem in MPS format to the specified file with
+ more control over the output.
+
+ Row and column names may be null.
+ formatType is
+ <ul>
+ <li> 0 - normal
+ <li> 1 - extra accuracy
+ <li> 2 - IEEE hex
+ </ul>
+
+ Returns non-zero on I/O error
+ */
+ int writeMpsNative (const char *filename,
+ const char ** rowNames, const char ** columnNames,
+ int formatType=0,int numberAcross=2,
+ double objSense=0.0, int numberSOS=0,
+ const CoinSet * setInfo=NULL) const ;
+
+/***********************************************************************/
+// Lp files
+
+ /** Write the problem into an Lp file of the given filename with the
+ specified extension.
+ Coefficients with value less than epsilon away from an integer value
+ are written as integers.
+ Write at most numberAcross monomials on a line.
+ Write non integer numbers with decimals digits after the decimal point.
+
+ The written problem is always a minimization problem.
+ If the current problem is a maximization problem, the
+ intended objective function for the written problem is the current
+ objective function multiplied by -1. If the current problem is a
+ minimization problem, the intended objective function for the
+ written problem is the current objective function.
+ If objSense < 0, the intended objective function is multiplied by -1
+ before writing the problem. It is left unchanged otherwise.
+
+ Write objective function name and constraint names if useRowNames is
+ true. This version calls writeLpNative().
+ */
+ virtual void writeLp(const char *filename,
+ const char *extension = "lp",
+ double epsilon = 1e-5,
+ int numberAcross = 10,
+ int decimals = 5,
+ double objSense = 0.0,
+ bool useRowNames = true) const;
+
+ /** Write the problem into the file pointed to by the parameter fp.
+ Other parameters are similar to
+ those of writeLp() with first parameter filename.
+ */
+ virtual void writeLp(FILE *fp,
+ double epsilon = 1e-5,
+ int numberAcross = 10,
+ int decimals = 5,
+ double objSense = 0.0,
+ bool useRowNames = true) const;
+
+ /** Write the problem into an Lp file. Parameters are similar to
+ those of writeLp(), but in addition row names and column names
+ may be given.
+
+ Parameter rowNames may be NULL, in which case default row names
+ are used. If rowNames is not NULL, it must have exactly one entry
+ per row in the problem and one additional
+ entry (rowNames[getNumRows()] with the objective function name.
+ These getNumRows()+1 entries must be distinct. If this is not the
+ case, default row names
+ are used. In addition, format restrictions are imposed on names
+ (see CoinLpIO::is_invalid_name() for details).
+
+ Similar remarks can be made for the parameter columnNames which
+ must either be NULL or have exactly getNumCols() distinct entries.
+
+ Write objective function name and constraint names if
+ useRowNames is true. */
+ int writeLpNative(const char *filename,
+ char const * const * const rowNames,
+ char const * const * const columnNames,
+ const double epsilon = 1.0e-5,
+ const int numberAcross = 10,
+ const int decimals = 5,
+ const double objSense = 0.0,
+ const bool useRowNames = true) const;
+
+ /** Write the problem into the file pointed to by the parameter fp.
+ Other parameters are similar to
+ those of writeLpNative() with first parameter filename.
+ */
+ int writeLpNative(FILE *fp,
+ char const * const * const rowNames,
+ char const * const * const columnNames,
+ const double epsilon = 1.0e-5,
+ const int numberAcross = 10,
+ const int decimals = 5,
+ const double objSense = 0.0,
+ const bool useRowNames = true) const;
+
+ /// Read file in LP format from file with name filename.
+ /// See class CoinLpIO for description of this format.
+ virtual int readLp(const char *filename, const double epsilon = 1e-5);
+
+ /// Read file in LP format from the file pointed to by fp.
+ /// See class CoinLpIO for description of this format.
+ int readLp(FILE *fp, const double epsilon = 1e-5);
+
+ //@}
+
+ //---------------------------------------------------------------------------
+
+ /**@name Miscellaneous */
+ //@{
+ /** Check two models against each other. Return nonzero if different.
+ Ignore names if that set.
+ (Note initial version does not check names)
+ May modify both models by cleaning up
+ */
+ int differentModel(OsiSolverInterface & other,
+ bool ignoreNames=true);
+#ifdef COIN_SNAPSHOT
+ /// Return a CoinSnapshot
+ virtual CoinSnapshot * snapshot(bool createArrays=true) const;
+#endif
+#ifdef COIN_FACTORIZATION_INFO
+ /// Return number of entries in L part of current factorization
+ virtual CoinBigIndex getSizeL() const;
+ /// Return number of entries in U part of current factorization
+ virtual CoinBigIndex getSizeU() const;
+#endif
+ //@}
+
+ //---------------------------------------------------------------------------
+
+ /**@name Setting/Accessing application data */
+ //@{
+ /** Set application data.
+
+ This is a pointer that the application can store into and
+ retrieve from the solver interface.
+ This field is available for the application to optionally
+ define and use.
+ */
+ void setApplicationData (void * appData);
+ /** Create a clone of an Auxiliary Information object.
+ The base class just stores an application data pointer
+ but can be more general. Application data pointer is
+ designed for one user while this can be extended to cope
+ with more general extensions.
+ */
+ void setAuxiliaryInfo(OsiAuxInfo * auxiliaryInfo);
+
+ /// Get application data
+ void * getApplicationData() const;
+ /// Get pointer to auxiliary info object
+ OsiAuxInfo * getAuxiliaryInfo() const;
+ //@}
+ //---------------------------------------------------------------------------
+
+ /**@name Message handling
+
+ See the COIN library documentation for additional information about
+ COIN message facilities.
+
+ */
+ //@{
+ /** Pass in a message handler
+
+ It is the client's responsibility to destroy a message handler installed
+ by this routine; it will not be destroyed when the solver interface is
+ destroyed.
+ */
+ virtual void passInMessageHandler(CoinMessageHandler * handler);
+ /// Set language
+ void newLanguage(CoinMessages::Language language);
+ inline void setLanguage(CoinMessages::Language language)
+ {newLanguage(language);}
+ /// Return a pointer to the current message handler
+ inline CoinMessageHandler * messageHandler() const
+ {return handler_;}
+ /// Return the current set of messages
+ inline CoinMessages messages()
+ {return messages_;}
+ /// Return a pointer to the current set of messages
+ inline CoinMessages * messagesPointer()
+ {return &messages_;}
+ /// Return true if default handler
+ inline bool defaultHandler() const
+ { return defaultHandler_;}
+ //@}
+ //---------------------------------------------------------------------------
+ /**@name Methods for dealing with discontinuities other than integers.
+
+ Osi should be able to know about SOS and other types. This is an optional
+ section where such information can be stored.
+
+ */
+ //@{
+ /** \brief Identify integer variables and create corresponding objects.
+
+ Record integer variables and create an OsiSimpleInteger object for each
+ one. All existing OsiSimpleInteger objects will be destroyed.
+ If justCount then no objects created and we just store numberIntegers_
+ */
+
+ void findIntegers(bool justCount);
+ /** \brief Identify integer variables and SOS and create corresponding objects.
+
+ Record integer variables and create an OsiSimpleInteger object for each
+ one. All existing OsiSimpleInteger objects will be destroyed.
+ If the solver supports SOS then do the same for SOS.
+
+ If justCount then no objects created and we just store numberIntegers_
+ Returns number of SOS
+ */
+
+ virtual int findIntegersAndSOS(bool justCount);
+ /// Get the number of objects
+ inline int numberObjects() const { return numberObjects_;}
+ /// Set the number of objects
+ inline void setNumberObjects(int number)
+ { numberObjects_=number;}
+
+ /// Get the array of objects
+ inline OsiObject ** objects() const { return object_;}
+
+ /// Get the specified object
+ const inline OsiObject * object(int which) const { return object_[which];}
+ /// Get the specified object
+ inline OsiObject * modifiableObject(int which) const { return object_[which];}
+
+ /// Delete all object information
+ void deleteObjects();
+
+ /** Add in object information.
+
+ Objects are cloned; the owner can delete the originals.
+ */
+ void addObjects(int numberObjects, OsiObject ** objects);
+ /** Use current solution to set bounds so current integer feasible solution will stay feasible.
+ Only feasible bounds will be used, even if current solution outside bounds. The amount of
+ such violation will be returned (and if small can be ignored)
+ */
+ double forceFeasible();
+ //@}
+ //---------------------------------------------------------------------------
+
+ /*! @name Methods related to testing generated cuts
+
+ See the documentation for OsiRowCutDebugger for additional details.
+ */
+ //@{
+ /*! \brief Activate the row cut debugger.
+
+ If \p modelName is in the set of known models then all cuts are
+ checked to see that they do NOT cut off the optimal solution known
+ to the debugger.
+ */
+ virtual void activateRowCutDebugger (const char *modelName);
+
+ /*! \brief Activate the row cut debugger using a full solution array.
+
+
+ Activate the debugger for a model not included in the debugger's
+ internal database. Cuts will be checked to see that they do NOT
+ cut off the given solution.
+
+ \p solution must be a full solution vector, but only the integer
+ variables need to be correct. The debugger will fill in the continuous
+ variables by solving an lp relaxation with the integer variables
+ fixed as specified. If the given values for the continuous variables
+ should be preserved, set \p keepContinuous to true.
+ */
+ virtual void activateRowCutDebugger(const double *solution,
+ bool enforceOptimality = true);
+
+ /*! \brief Get the row cut debugger provided the solution known to the
+ debugger is within the feasible region held in the solver.
+
+ If there is a row cut debugger object associated with model AND if
+ the solution known to the debugger is within the solver's current
+ feasible region (i.e., the column bounds held in the solver are
+ compatible with the known solution) then a pointer to the debugger
+ is returned which may be used to test validity of cuts.
+
+ Otherwise NULL is returned
+ */
+ const OsiRowCutDebugger *getRowCutDebugger() const;
+
+ /*! \brief Get the row cut debugger object
+
+ Return the row cut debugger object if it exists. One common usage of
+ this method is to obtain a debugger object in order to execute
+ OsiRowCutDebugger::redoSolution (so that the stored solution is again
+ compatible with the problem held in the solver).
+ */
+ OsiRowCutDebugger * getRowCutDebuggerAlways() const;
+ //@}
+
+ /*! \name OsiSimplexInterface
+ \brief Simplex Interface
+
+ Methods for an advanced interface to a simplex solver. The interface
+ comprises two groups of methods. Group 1 contains methods for tableau
+ access. Group 2 contains methods for dictating individual simplex pivots.
+ */
+ //@{
+
+ /*! \brief Return the simplex implementation level.
+
+ The return codes are:
+ - 0: the simplex interface is not implemented.
+ - 1: the Group 1 (tableau access) methods are implemented.
+ - 2: the Group 2 (pivoting) methods are implemented
+
+ The codes are cumulative - a solver which implements Group 2 also
+ implements Group 1.
+ */
+ virtual int canDoSimplexInterface() const ;
+ //@}
+
+ /*! \name OsiSimplex Group 1
+ \brief Tableau access methods.
+
+ This group of methods provides access to rows and columns of the basis
+ inverse and to rows and columns of the tableau.
+ */
+ //@{
+
+ /*! \brief Prepare the solver for the use of tableau access methods.
+
+ Prepares the solver for the use of the tableau access methods, if
+ any such preparation is required.
+
+ The \c const attribute is required due to the places this method
+ may be called (e.g., within CglCutGenerator::generateCuts()).
+ */
+ virtual void enableFactorization() const ;
+
+ /*! \brief Undo the effects of #enableFactorization. */
+ virtual void disableFactorization() const ;
+
+ /*! \brief Check if an optimal basis is available.
+
+ Returns true if the problem has been solved to optimality and a
+ basis is available. This should be used to see if the tableau access
+ operations are possible and meaningful.
+
+ \note
+ Implementors please note that this method may be called
+ before #enableFactorization.
+ */
+ virtual bool basisIsAvailable() const ;
+
+ /// Synonym for #basisIsAvailable
+ inline bool optimalBasisIsAvailable() const { return basisIsAvailable() ; }
+
+ /*! \brief Retrieve status information for column and row variables.
+
+ This method returns status as integer codes:
+ <ul>
+ <li> 0: free
+ <li> 1: basic
+ <li> 2: nonbasic at upper bound
+ <li> 3: nonbasic at lower bound
+ </ul>
+
+ The #getWarmStart method provides essentially the same functionality
+ for a simplex-oriented solver, but the implementation details are very
+ different.
+
+ \note
+ Logical variables associated with rows are all assumed to have +1
+ coefficients, so for a <= constraint the logical will be at lower
+ bound if the constraint is tight.
+
+ \note
+ Implementors may choose to implement this method as a wrapper which
+ converts a CoinWarmStartBasis to the requested representation.
+ */
+ virtual void getBasisStatus(int* cstat, int* rstat) const ;
+
+ /*! \brief Set the status of column and row variables and update
+ the basis factorization and solution.
+
+ Status information should be coded as documented for #getBasisStatus.
+ Returns 0 if all goes well, 1 if something goes wrong.
+
+ This method differs from #setWarmStart in the format of the input
+ and in its immediate effect. Think of it as #setWarmStart immediately
+ followed by #resolve, but no pivots are allowed.
+
+ \note
+ Implementors may choose to implement this method as a wrapper that calls
+ #setWarmStart and #resolve if the no pivot requirement can be satisfied.
+ */
+ virtual int setBasisStatus(const int* cstat, const int* rstat) ;
+
+ /*! \brief Calculate duals and reduced costs for the given objective
+ coefficients.
+
+ The solver's objective coefficient vector is not changed.
+ */
+ virtual void getReducedGradient(double* columnReducedCosts,
+ double* duals, const double* c) const ;
+
+ /*! \brief Get a row of the tableau
+
+ If \p slack is not null, it will be loaded with the coefficients for
+ the artificial (logical) variables (i.e., the row of the basis inverse).
+ */
+ virtual void getBInvARow(int row, double* z, double* slack = NULL) const ;
+
+ /*! \brief Get a row of the basis inverse */
+ virtual void getBInvRow(int row, double* z) const ;
+
+ /*! \brief Get a column of the tableau */
+ virtual void getBInvACol(int col, double* vec) const ;
+
+ /*! \brief Get a column of the basis inverse */
+ virtual void getBInvCol(int col, double* vec) const ;
+
+ /*! \brief Get indices of basic variables
+
+ If the logical (artificial) for row i is basic, the index should be coded
+ as (#getNumCols + i).
+ The order of indices must match the order of elements in the vectors
+ returned by #getBInvACol and #getBInvCol.
+ */
+ virtual void getBasics(int* index) const ;
+
+ //@}
+
+ /*! \name OsiSimplex Group 2
+ \brief Pivoting methods
+
+ This group of methods provides for control of individual pivots by a
+ simplex solver.
+ */
+ //@{
+
+ /**Enables normal operation of subsequent functions.
+ This method is supposed to ensure that all typical things (like
+ reduced costs, etc.) are updated when individual pivots are executed
+ and can be queried by other methods. says whether will be
+ doing primal or dual
+ */
+ virtual void enableSimplexInterface(bool doingPrimal) ;
+
+ ///Undo whatever setting changes the above method had to make
+ virtual void disableSimplexInterface() ;
+ /** Perform a pivot by substituting a colIn for colOut in the basis.
+ The status of the leaving variable is given in outStatus. Where
+ 1 is to upper bound, -1 to lower bound
+ Return code was undefined - now for OsiClp is 0 for okay,
+ 1 if inaccuracy forced re-factorization (should be okay) and
+ -1 for singular factorization
+ */
+ virtual int pivot(int colIn, int colOut, int outStatus) ;
+
+ /** Obtain a result of the primal pivot
+ Outputs: colOut -- leaving column, outStatus -- its status,
+ t -- step size, and, if dx!=NULL, *dx -- primal ray direction.
+ Inputs: colIn -- entering column, sign -- direction of its change (+/-1).
+ Both for colIn and colOut, artificial variables are index by
+ the negative of the row index minus 1.
+ Return code (for now): 0 -- leaving variable found,
+ -1 -- everything else?
+ Clearly, more informative set of return values is required
+ Primal and dual solutions are updated
+ */
+ virtual int primalPivotResult(int colIn, int sign,
+ int& colOut, int& outStatus,
+ double& t, CoinPackedVector* dx);
+
+ /** Obtain a result of the dual pivot (similar to the previous method)
+ Differences: entering variable and a sign of its change are now
+ the outputs, the leaving variable and its statuts -- the inputs
+ If dx!=NULL, then *dx contains dual ray
+ Return code: same
+ */
+ virtual int dualPivotResult(int& colIn, int& sign,
+ int colOut, int outStatus,
+ double& t, CoinPackedVector* dx) ;
+ //@}
+
+ //---------------------------------------------------------------------------
+
+ ///@name Constructors and destructors
+ //@{
+ /// Default Constructor
+ OsiSolverInterface();
+
+ /** Clone
+
+ The result of calling clone(false) is defined to be equivalent to
+ calling the default constructor OsiSolverInterface().
+ */
+ virtual OsiSolverInterface * clone(bool copyData = true) const = 0;
+
+ /// Copy constructor
+ OsiSolverInterface(const OsiSolverInterface &);
+
+ /// Assignment operator
+ OsiSolverInterface & operator=(const OsiSolverInterface& rhs);
+
+ /// Destructor
+ virtual ~OsiSolverInterface ();
+
+ /** Reset the solver interface.
+
+ A call to reset() returns the solver interface to the same state as
+ it would have if it had just been constructed by calling the default
+ constructor OsiSolverInterface().
+ */
+ virtual void reset();
+ //@}
+
+ //---------------------------------------------------------------------------
+
+protected:
+ ///@name Protected methods
+ //@{
+ /** Apply a row cut (append to the constraint matrix). */
+ virtual void applyRowCut( const OsiRowCut & rc ) = 0;
+
+ /** Apply a column cut (adjust the bounds of one or more variables). */
+ virtual void applyColCut( const OsiColCut & cc ) = 0;
+
+ /** A quick inlined function to convert from the lb/ub style of
+ constraint definition to the sense/rhs/range style */
+ inline void
+ convertBoundToSense(const double lower, const double upper,
+ char& sense, double& right, double& range) const;
+ /** A quick inlined function to convert from the sense/rhs/range style
+ of constraint definition to the lb/ub style */
+ inline void
+ convertSenseToBound(const char sense, const double right,
+ const double range,
+ double& lower, double& upper) const;
+ /** A quick inlined function to force a value to be between a minimum and
+ a maximum value */
+ template <class T> inline T
+ forceIntoRange(const T value, const T lower, const T upper) const {
+ return value < lower ? lower : (value > upper ? upper : value);
+ }
+ /** Set OsiSolverInterface object state for default constructor
+
+ This routine establishes the initial values of data fields in the
+ OsiSolverInterface object when the object is created using the
+ default constructor.
+ */
+ void setInitialData();
+ //@}
+
+ ///@name Protected member data
+ //@{
+ /*! \brief Pointer to row cut debugger object
+
+ Mutable so that we can update the solution held in the debugger while
+ maintaining const'ness for the Osi object.
+ */
+ mutable OsiRowCutDebugger * rowCutDebugger_;
+ // Why not just make useful stuff protected?
+ /// Message handler
+ CoinMessageHandler * handler_;
+ /** Flag to say if the currrent handler is the default handler.
+ Indicates if the solver interface object is responsible
+ for destruction of the handler (true) or if the client is
+ responsible (false).
+ */
+ bool defaultHandler_;
+ /// Messages
+ CoinMessages messages_;
+ /// Number of integers
+ int numberIntegers_;
+ /// Total number of objects
+ int numberObjects_;
+
+ /// Integer and ... information (integer info normally at beginning)
+ OsiObject ** object_;
+ /** Column type
+ 0 - continuous
+ 1 - binary (may get fixed later)
+ 2 - general integer (may get fixed later)
+ */
+ mutable char * columnType_;
+
+ //@}
+
+ //---------------------------------------------------------------------------
+
+private:
+ ///@name Private member data
+ //@{
+ /// Pointer to user-defined data structure - and more if user wants
+ OsiAuxInfo * appDataEtc_;
+ /// Array of integer parameters
+ int intParam_[OsiLastIntParam];
+ /// Array of double parameters
+ double dblParam_[OsiLastDblParam];
+ /// Array of string parameters
+ std::string strParam_[OsiLastStrParam];
+ /// Array of hint parameters
+ bool hintParam_[OsiLastHintParam];
+ /// Array of hint strengths
+ OsiHintStrength hintStrength_[OsiLastHintParam];
+ /** Warm start information used for hot starts when the default
+ hot start implementation is used. */
+ CoinWarmStart* ws_;
+ /// Column solution satisfying lower and upper column bounds
+ std::vector<double> strictColSolution_;
+
+ /// Row names
+ OsiNameVec rowNames_ ;
+ /// Column names
+ OsiNameVec colNames_ ;
+ /// Objective name
+ std::string objName_ ;
+
+ //@}
+};
+
+//#############################################################################
+/** A quick inlined function to convert from the lb/ub style of constraint
+ definition to the sense/rhs/range style */
+inline void
+OsiSolverInterface::convertBoundToSense(const double lower, const double upper,
+ char& sense, double& right,
+ double& range) const
+{
+ double inf = getInfinity();
+ range = 0.0;
+ if (lower > -inf) {
+ if (upper < inf) {
+ right = upper;
+ if (upper==lower) {
+ sense = 'E';
+ } else {
+ sense = 'R';
+ range = upper - lower;
+ }
+ } else {
+ sense = 'G';
+ right = lower;
+ }
+ } else {
+ if (upper < inf) {
+ sense = 'L';
+ right = upper;
+ } else {
+ sense = 'N';
+ right = 0.0;
+ }
+ }
+}
+
+//-----------------------------------------------------------------------------
+/** A quick inlined function to convert from the sense/rhs/range style of
+ constraint definition to the lb/ub style */
+inline void
+OsiSolverInterface::convertSenseToBound(const char sense, const double right,
+ const double range,
+ double& lower, double& upper) const
+{
+ double inf=getInfinity();
+ switch (sense) {
+ case 'E':
+ lower = upper = right;
+ break;
+ case 'L':
+ lower = -inf;
+ upper = right;
+ break;
+ case 'G':
+ lower = right;
+ upper = inf;
+ break;
+ case 'R':
+ lower = right - range;
+ upper = right;
+ break;
+ case 'N':
+ lower = -inf;
+ upper = inf;
+ break;
+ }
+}
+
+#endif