cbcintlinprog added

1 files changed, 127 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/BonCbc.hpp b/thirdparty/linux/include/coin/BonCbc.hpp
new file mode 100644
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+++ b/thirdparty/linux/include/coin/BonCbc.hpp
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+// (C) Copyright International Business Machines Corporation 2007
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Pierre Bonami, International Business Machines Corporation
+//
+// Date : 04/19/2007
+
+#ifndef BonCbc_H
+#define BonCbc_H
+
+//#include "BonBabSetupBase.hpp"
+#include "CbcModel.hpp"
+
+namespace Bonmin
+{
+  class BabSetupBase;
+  class Bab
+  {
+  public:
+    /** Integer optimization return codes.*/
+    enum MipStatuses {FeasibleOptimal /** Optimum solution has been found and its optimality proved.*/,
+        ProvenInfeasible /** Problem has been proven to be infeasible.*/,
+        Feasible /** An integer solution to the problem has been found.*/,
+        UnboundedOrInfeasible /*Coninuous relaxation is unbounded.*/,
+        NoSolutionKnown/** No feasible solution to the problem is known*/,
+        NumMipStats};
+
+
+    /** Constructor.*/
+    Bab();
+    /** destructor.*/
+    virtual ~Bab();
+    /** Perform a branch-and-bound using given setup.*/
+    virtual void branchAndBound(BabSetupBase & s);
+
+    /**operator() performs the branchAndBound*/
+    virtual void operator()(BabSetupBase & s);
+
+    /**operator() performs the branchAndBound*/
+    virtual void operator()(BabSetupBase * s){
+       operator()(*s);}
+
+    /** get the best solution known to the problem (is optimal if MipStatus is FeasibleOptimal).
+      if no solution is known returns NULL.*/
+    const double * bestSolution() const
+    {
+      return bestSolution_;
+    }
+    /** return objective value of the bestSolution */
+    double bestObj() const
+    {
+      return bestObj_;
+    }
+
+    /** return Mip Status */
+    MipStatuses mipStatus() const
+    {
+      return mipStatus_;
+    }
+
+    /** return the best known lower bound on the objective value*/
+    double bestBound();
+
+    /** return the total number of nodes explored.*/
+    int numNodes() const
+    {
+      return numNodes_;
+    }
+    /** return the total number of iterations in the last mip solved.*/
+    int iterationCount()
+    {
+      return mipIterationCount_;
+    }
+    /** returns the value of the continuous relaxation. */
+    double continuousRelaxation()
+    {
+      return continuousRelaxation_;
+    }
+
+    /** virtual callback function to eventually modify objects for integer variable
+      (replace with user set). This is called after CbcModel::findIntegers */
+    virtual void replaceIntegers(OsiObject ** objects, int numberObjects)
+    {}
+    /** Get cbc model used to solve. */
+    const CbcModel&  model() const
+    {
+      return model_;
+    }
+
+    /** Get cbc model used to solve as non-const, in case we want to
+        change options before things happen */
+    CbcModel&  model()
+    {
+      return model_;
+    }
+
+  protected:
+    /** Stores the solution of MIP. */
+    double * bestSolution_;
+
+    /** Status of the mip solved*/
+    MipStatuses mipStatus_;
+    /** objValue of MIP */
+    double bestObj_;
+    /** best known (lower) bound.*/
+    double bestBound_;
+    /** Continuous relaxation of the problem */
+    double continuousRelaxation_;
+    /** Number of nodes enumerated.*/
+    int numNodes_;
+    /** get total number of iterations in last mip solved.*/
+    int mipIterationCount_;
+    /** CbcModel used to solve problem.*/
+    CbcModel model_;
+    /** Message handler for CbcModel. */
+    CoinMessageHandler * modelHandler_;
+    /** \brief OsiObjects of the model.
+      * this is not null if and only if there are some non-simple-integer branching objects such as SOS constraints.
+      * It is up to Bab to pass them over to appropriate components of the algorithm. */
+    OsiObject** objects_;
+    /** number of objects.*/
+    int nObjects_;
+  };
+}
+#endif