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authorHarpreet2016-09-03 00:34:27 +0530
committerHarpreet2016-09-03 00:34:27 +0530
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treed9d06639fb7fa61aef59be0363655e4747105ec7 /newstructure/thirdparty/linux/include/coin/CbcLinked.hpp
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+/* $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
+