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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/OsiAuxInfo.hpp
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+// 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 OsiAuxInfo_H
+#define OsiAuxInfo_H
+
+class OsiSolverInterface;
+
+//#############################################################################
+/** This class allows for a more structured use of algorithmic tweaking to
+ an OsiSolverInterface. It is designed to replace the simple use of
+ appData_ pointer.
+
+ This has been done to make it easier to use NonLinear solvers and other
+ exotic beasts in a branch and bound mode. After this class definition
+ there is one for a derived class for just such a purpose.
+
+*/
+
+class OsiAuxInfo {
+public:
+ // Default Constructor
+ OsiAuxInfo (void * appData = NULL);
+
+ // Copy Constructor
+ OsiAuxInfo (const OsiAuxInfo & rhs);
+ // Destructor
+ virtual ~OsiAuxInfo();
+
+ /// Clone
+ virtual OsiAuxInfo * clone() const;
+ /// Assignment operator
+ OsiAuxInfo & operator=(const OsiAuxInfo& rhs);
+
+ /// Get application data
+ inline void * getApplicationData() const
+ { return appData_;}
+protected:
+ /// Pointer to user-defined data structure
+ void * appData_;
+};
+//#############################################################################
+/** This class allows for the use of more exotic solvers e.g. Non-Linear or Volume.
+
+ You can derive from this although at present I can't see the need.
+*/
+
+class OsiBabSolver : public OsiAuxInfo {
+public:
+ // Default Constructor
+ OsiBabSolver (int solverType=0);
+
+ // Copy Constructor
+ OsiBabSolver (const OsiBabSolver & rhs);
+ // Destructor
+ virtual ~OsiBabSolver();
+
+ /// Clone
+ virtual OsiAuxInfo * clone() const;
+ /// Assignment operator
+ OsiBabSolver & operator=(const OsiBabSolver& rhs);
+
+ /// Update solver
+ inline void setSolver(const OsiSolverInterface * solver)
+ { solver_ = solver;}
+ /// Update solver
+ inline void setSolver(const OsiSolverInterface & solver)
+ { solver_ = &solver;}
+
+ /** returns 0 if no heuristic solution, 1 if valid solution
+ with better objective value than one passed in
+ Sets solution values if good, sets objective value
+ numberColumns is size of newSolution
+ */
+ int solution(double & objectiveValue,
+ double * newSolution, int numberColumns);
+ /** Set solution and objective value.
+ Number of columns and optimization direction taken from current solver.
+ Size of solution is numberColumns (may be padded or truncated in function) */
+ void setSolution(const double * solution, int numberColumns, double objectiveValue);
+
+ /** returns true if the object stores a solution, false otherwise. If there
+ is a solution then solutionValue and solution will be filled out as well.
+ In that case the user needs to allocate solution to be a big enough
+ array.
+ */
+ bool hasSolution(double & solutionValue, double * solution);
+
+ /** Sets solver type
+ 0 - normal LP solver
+ 1 - DW - may also return heuristic solutions
+ 2 - NLP solver or similar - can't compute objective value just from solution
+ check solver to see if feasible and what objective value is
+ - may also return heuristic solution
+ 3 - NLP solver or similar - can't compute objective value just from solution
+ check this (rather than solver) to see if feasible and what objective value is.
+ Using Outer Approximation so called lp based
+ - may also return heuristic solution
+ 4 - normal solver but cuts are needed for integral solution
+ */
+ inline void setSolverType(int value)
+ { solverType_=value;}
+ /** gets solver type
+ 0 - normal LP solver
+ 1 - DW - may also return heuristic solutions
+ 2 - NLP solver or similar - can't compute objective value just from solution
+ check this (rather than solver) to see if feasible and what objective value is
+ - may also return heuristic solution
+ 3 - NLP solver or similar - can't compute objective value just from solution
+ check this (rather than solver) to see if feasible and what objective value is.
+ Using Outer Approximation so called lp based
+ - may also return heuristic solution
+ 4 - normal solver but cuts are needed for integral solution
+ */
+ inline int solverType() const
+ { return solverType_;}
+ /** Return true if getting solution may add cuts so hot start etc will
+ be obsolete */
+ inline bool solutionAddsCuts() const
+ { return solverType_==3;}
+ /// Return true if we should try cuts at root even if looks satisfied
+ inline bool alwaysTryCutsAtRootNode() const
+ { return solverType_==4;}
+ /** Returns true if can use solver objective or feasible values,
+ otherwise use mipBound etc */
+ inline bool solverAccurate() const
+ { return solverType_==0||solverType_==2||solverType_==4;}
+ /// Returns true if can use reduced costs for fixing
+ inline bool reducedCostsAccurate() const
+ { return solverType_==0||solverType_==4;}
+ /// Get objective (well mip bound)
+ double mipBound() const;
+ /// Returns true if node feasible
+ bool mipFeasible() const;
+ /// Set mip bound (only used for some solvers)
+ inline void setMipBound(double value)
+ { mipBound_ = value;}
+ /// Get objective value of saved solution
+ inline double bestObjectiveValue() const
+ { return bestObjectiveValue_;}
+ /// Says whether we want to try cuts at all
+ inline bool tryCuts() const
+ { return solverType_!=2;}
+ /// Says whether we have a warm start (so can do strong branching)
+ inline bool warmStart() const
+ { return solverType_!=2;}
+ /** Get bit mask for odd actions of solvers
+ 1 - solution or bound arrays may move in mysterious ways e.g. cplex
+ 2 - solver may want bounds before branch
+ */
+ inline int extraCharacteristics() const
+ { return extraCharacteristics_;}
+ /** Set bit mask for odd actions of solvers
+ 1 - solution or bound arrays may move in mysterious ways e.g. cplex
+ 2 - solver may want bounds before branch
+ */
+ inline void setExtraCharacteristics(int value)
+ { extraCharacteristics_=value;}
+ /// Pointer to lower bounds before branch (only if extraCharacteristics set)
+ inline const double * beforeLower() const
+ { return beforeLower_;}
+ /// Set pointer to lower bounds before branch (only if extraCharacteristics set)
+ inline void setBeforeLower(const double * array)
+ { beforeLower_ = array;}
+ /// Pointer to upper bounds before branch (only if extraCharacteristics set)
+ inline const double * beforeUpper() const
+ { return beforeUpper_;}
+ /// Set pointer to upper bounds before branch (only if extraCharacteristics set)
+ inline void setBeforeUpper(const double * array)
+ { beforeUpper_ = array;}
+protected:
+ /// Objective value of best solution (if there is one) (minimization)
+ double bestObjectiveValue_;
+ /// Current lower bound on solution ( if > 1.0e50 infeasible)
+ double mipBound_;
+ /// Solver to use for getting/setting solutions etc
+ const OsiSolverInterface * solver_;
+ /// Best integer feasible solution
+ double * bestSolution_;
+ /// Pointer to lower bounds before branch (only if extraCharacteristics set)
+ const double * beforeLower_;
+ /// Pointer to upper bounds before branch (only if extraCharacteristics set)
+ const double * beforeUpper_;
+ /** Solver type
+ 0 - normal LP solver
+ 1 - DW - may also return heuristic solutions
+ 2 - NLP solver or similar - can't compute objective value just from solution
+ check this (rather than solver) to see if feasible and what objective value is
+ - may also return heuristic solution
+ 3 - NLP solver or similar - can't compute objective value just from solution
+ check this (rather than solver) to see if feasible and what objective value is.
+ Using Outer Approximation so called lp based
+ - may also return heuristic solution
+ */
+ int solverType_;
+ /// Size of solution
+ int sizeSolution_;
+ /** Bit mask for odd actions of solvers
+ 1 - solution or bound arrays may move in mysterious ways e.g. cplex
+ 2 - solver may want bounds before branch
+ */
+ int extraCharacteristics_;
+};
+
+#endif