Structure updated and intqpipopt files added

1 files changed, 340 insertions, 0 deletions

diff --git a/newstructure/thirdparty/linux/include/coin/CbcHeuristicFPump.hpp b/newstructure/thirdparty/linux/include/coin/CbcHeuristicFPump.hpp
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+++ b/newstructure/thirdparty/linux/include/coin/CbcHeuristicFPump.hpp
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+/* $Id: CbcHeuristicFPump.hpp 1573 2011-01-05 01:12:36Z lou $ */
+// Copyright (C) 2004, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CbcHeuristicFeasibilityPump_H
+#define CbcHeuristicFeasibilityPump_H
+
+#include "CbcHeuristic.hpp"
+#include "OsiClpSolverInterface.hpp"
+
+/** Feasibility Pump class
+ */
+
+class CbcHeuristicFPump : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicFPump ();
+
+    // Constructor with model - assumed before cuts
+    CbcHeuristicFPump (CbcModel & model,
+                       double downValue = 0.5, bool roundExpensive = false);
+
+    // Copy constructor
+    CbcHeuristicFPump ( const CbcHeuristicFPump &);
+
+    // Destructor
+    ~CbcHeuristicFPump ();
+
+    /// Assignment operator
+    CbcHeuristicFPump & operator=(const CbcHeuristicFPump& rhs);
+    /// Clone
+    virtual CbcHeuristic * clone() const;
+    /// Create C++ lines to get to current state
+    virtual void generateCpp( FILE * fp) ;
+
+    /// Resets stuff if model changes
+    virtual void resetModel(CbcModel * model);
+
+    /// update model (This is needed if cliques update matrix etc)
+    virtual void setModel(CbcModel * model);
+
+    using CbcHeuristic::solution ;
+    /** returns 0 if no solution, 1 if valid solution
+        with better objective value than one passed in
+        Sets solution values if good, sets objective value (only if good)
+        This is called after cuts have been added - so can not add cuts.
+
+        It may make sense for user to call this outside Branch and Cut to
+        get solution.  Or normally is just at root node.
+
+        * new meanings for when_ - on first try then set back to 1
+          11 - at end fix all integers at same bound throughout
+          12 - also fix all integers staying at same internal integral value throughout
+          13 - also fix all continuous variables staying at same bound throughout
+          14 - also fix all continuous variables staying at same internal value throughout
+          15 - as 13 but no internal integers
+      And beyond that, it's apparently possible for the range to be between 21
+      and 25, in which case it's reduced on entry to solution() to be between
+      11 and 15 and allSlack is set to true. Then, if we're not processing
+      general integers, we'll use an all-slack basis to solve ... what? Don't
+      see that yet.
+    */
+    virtual int solution(double & objectiveValue,
+                         double * newSolution);
+
+    /// Set maximum Time (default off) - also sets starttime to current
+    void setMaximumTime(double value);
+    /// Get maximum Time (default 0.0 == time limit off)
+    inline double maximumTime() const {
+        return maximumTime_;
+    }
+    /// Set fake cutoff (default COIN_DBL_MAX == off)
+    inline void setFakeCutoff(double value) {
+        fakeCutoff_ = value;
+    }
+    /// Get fake cutoff (default 0.0 == off)
+    inline double fakeCutoff() const {
+        return fakeCutoff_;
+    }
+    /// Set absolute increment (default 0.0 == off)
+    inline void setAbsoluteIncrement(double value) {
+        absoluteIncrement_ = value;
+    }
+    /// Get absolute increment (default 0.0 == off)
+    inline double absoluteIncrement() const {
+        return absoluteIncrement_;
+    }
+    /// Set relative increment (default 0.0 == off)
+    inline void setRelativeIncrement(double value) {
+        relativeIncrement_ = value;
+    }
+    /// Get relative increment (default 0.0 == off)
+    inline double relativeIncrement() const {
+        return relativeIncrement_;
+    }
+    /// Set default rounding (default 0.5)
+    inline void setDefaultRounding(double value) {
+        defaultRounding_ = value;
+    }
+    /// Get default rounding (default 0.5)
+    inline double defaultRounding() const {
+        return defaultRounding_;
+    }
+    /// Set initial weight (default 0.0 == off)
+    inline void setInitialWeight(double value) {
+        initialWeight_ = value;
+    }
+    /// Get initial weight (default 0.0 == off)
+    inline double initialWeight() const {
+        return initialWeight_;
+    }
+    /// Set weight factor (default 0.1)
+    inline void setWeightFactor(double value) {
+        weightFactor_ = value;
+    }
+    /// Get weight factor (default 0.1)
+    inline double weightFactor() const {
+        return weightFactor_;
+    }
+    /// Set threshold cost for using original cost - even on continuous (default infinity)
+    inline void setArtificialCost(double value) {
+        artificialCost_ = value;
+    }
+    /// Get threshold cost for using original cost - even on continuous (default infinity)
+    inline double artificialCost() const {
+        return artificialCost_;
+    }
+    /// Get iteration to size ratio
+    inline double iterationRatio() const {
+        return iterationRatio_;
+    }
+    /// Set iteration to size ratio
+    inline void setIterationRatio(double value) {
+        iterationRatio_ = value;
+    }
+    /// Set maximum passes (default 100)
+    inline void setMaximumPasses(int value) {
+        maximumPasses_ = value;
+    }
+    /// Get maximum passes (default 100)
+    inline int maximumPasses() const {
+        return maximumPasses_;
+    }
+    /// Set maximum retries (default 1)
+    inline void setMaximumRetries(int value) {
+        maximumRetries_ = value;
+    }
+    /// Get maximum retries (default 1)
+    inline int maximumRetries() const {
+        return maximumRetries_;
+    }
+    /**  Set use of multiple solutions and solves
+         0 - do not reuse solves, do not accumulate integer solutions for local search
+         1 - do not reuse solves, accumulate integer solutions for local search
+         2 - reuse solves, do not accumulate integer solutions for local search
+         3 - reuse solves, accumulate integer solutions for local search
+         If we add 4 then use second form of problem (with extra rows and variables for general integers)
+       At some point (date?), I added
+
+       And then there are a few bit fields:
+       4 - something about general integers
+       So my (lh) guess for 4 was at least in the ballpark, but I'll have to
+       rethink 8 entirely (and it may well not mean the same thing as it did
+       when I added that comment.
+       8 - determines whether we process general integers
+
+       And on 090831, John added
+
+       If we add 4 then use second form of problem (with extra rows and
+       variables for general integers)
+         If we add 8 then can run after initial cuts (if no solution)
+    */
+    inline void setAccumulate(int value) {
+        accumulate_ = value;
+    }
+    /// Get accumulation option
+    inline int accumulate() const {
+        return accumulate_;
+    }
+    /**  Set whether to fix variables on known solution
+         0 - do not fix
+         1 - fix integers on reduced costs
+         2 - fix integers on reduced costs but only on entry
+    */
+    inline void setFixOnReducedCosts(int value) {
+        fixOnReducedCosts_ = value;
+    }
+    /// Get reduced cost option
+    inline int fixOnReducedCosts() const {
+        return fixOnReducedCosts_;
+    }
+    /**  Set reduced cost multiplier
+         1.0 as normal
+         <1.0 (x) - pretend gap is x* actual gap - just for fixing
+    */
+    inline void setReducedCostMultiplier(double value) {
+        reducedCostMultiplier_ = value;
+    }
+    /// Get reduced cost multiplier
+    inline double reducedCostMultiplier() const {
+        return reducedCostMultiplier_;
+    }
+
+protected:
+    // Data
+    /// Start time
+    double startTime_;
+    /// Maximum Cpu seconds
+    double maximumTime_;
+    /** Fake cutoff value.
+        If set then better of real cutoff and this used to add a constraint
+    */
+    double fakeCutoff_;
+    /// If positive carry on after solution expecting gain of at least this
+    double absoluteIncrement_;
+    /// If positive carry on after solution expecting gain of at least this times objective
+    double relativeIncrement_;
+    /// Default is round up if > this
+    double defaultRounding_;
+    /// Initial weight for true objective
+    double initialWeight_;
+    /// Factor for decreasing weight
+    double weightFactor_;
+    /// Threshold cost for using original cost - even on continuous
+    double artificialCost_;
+    /** If iterationRatio >0 use instead of maximumPasses_
+        test is iterations > ratio*(2*nrow+ncol) */
+    double iterationRatio_;
+    /**  Reduced cost multiplier
+         1.0 as normal
+         <1.0 (x) - pretend gap is x* actual gap - just for fixing
+    */
+    double reducedCostMultiplier_;
+    /// Maximum number of passes
+    int maximumPasses_;
+    /** Maximum number of retries if we find a solution.
+        If negative we clean out used array
+    */
+    int maximumRetries_;
+    /**  Set use of multiple solutions and solves
+         0 - do not reuse solves, do not accumulate integer solutions for local search
+         1 - do not reuse solves, accumulate integer solutions for local search
+         2 - reuse solves, do not accumulate integer solutions for local search
+         3 - reuse solves, accumulate integer solutions for local search
+         If we add 4 then use second form of problem (with extra rows and variables for general integers)
+         If we do not accumulate solutions then no mini branch and bounds will be done
+         reuse - refers to initial solve after adding in new "cut"
+         If we add 8 then can run after initial cuts (if no solution)
+    */
+    int accumulate_;
+    /**  Set whether to fix variables on known solution
+         0 - do not fix
+         1 - fix integers on reduced costs
+         2 - fix integers on reduced costs but only on entry
+    */
+    int fixOnReducedCosts_;
+    /// If true round to expensive
+    bool roundExpensive_;
+
+private:
+    /** Rounds solution - down if < downValue
+        If roundExpensive then always to more expnsive.
+        returns 0 if current is solution
+    */
+    int rounds(OsiSolverInterface * solver, double * solution,
+               /*const double * objective, */
+               int numberIntegers, const int * integerVariable,
+               /*char * pumpPrint,*/int passNumber,
+               /*bool roundExpensive=false,*/
+               double downValue = 0.5, int *flip = 0);
+    /* note for eagle eyed readers.
+       when_ can now be exotic -
+       <=10 normal
+    */
+};
+
+# ifdef COIN_HAS_CLP
+
+class CbcDisasterHandler : public OsiClpDisasterHandler {
+public:
+    /**@name Virtual methods that the derived classe should provide.
+    */
+    //@{
+#ifdef JJF_ZERO
+    /// Into simplex
+    virtual void intoSimplex();
+    /// Checks if disaster
+    virtual bool check() const ;
+    /// saves information for next attempt
+    virtual void saveInfo();
+#endif
+    /// Type of disaster 0 can fix, 1 abort
+    virtual int typeOfDisaster();
+    //@}
+
+
+    /**@name Constructors, destructor */
+
+    //@{
+    /** Default constructor. */
+    CbcDisasterHandler(CbcModel * model = NULL);
+    /** Destructor */
+    virtual ~CbcDisasterHandler();
+    // Copy
+    CbcDisasterHandler(const CbcDisasterHandler&);
+    // Assignment
+    CbcDisasterHandler& operator=(const CbcDisasterHandler&);
+    /// Clone
+    virtual ClpDisasterHandler * clone() const;
+
+    //@}
+
+    /**@name Sets/gets */
+
+    //@{
+    /** set model. */
+    void setCbcModel(CbcModel * model);
+    /// Get model
+    inline CbcModel * cbcModel() const {
+        return cbcModel_;
+    }
+
+    //@}
+
+
+protected:
+    /**@name Data members
+       The data members are protected to allow access for derived classes. */
+    //@{
+    /// Pointer to model
+    CbcModel * cbcModel_;
+
+    //@}
+};
+#endif
+
+#endif
+