cbcintlinprog added

1 files changed, 102 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/BonLocalSolverBasedHeuristic.hpp b/thirdparty/linux/include/coin/BonLocalSolverBasedHeuristic.hpp
new file mode 100644
index 0000000..3f935e6
--- /dev/null
+++ b/thirdparty/linux/include/coin/BonLocalSolverBasedHeuristic.hpp
@@ -0,0 +1,102 @@
+// (C) Copyright CNRS
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Pierre Bonami, LIF Université de la Méditérannée-CNRS
+//
+// Date : 06/18/2008
+
+#ifndef BonLocalSolverBasedHeuristic_H
+#define BonLocalSolverBasedHeuristic_H
+#include "BonBonminSetup.hpp"
+#include "CbcHeuristic.hpp"
+
+namespace Bonmin {
+  class LocalSolverBasedHeuristic : public CbcHeuristic {
+  public:
+    /** Default constructor.*/
+    LocalSolverBasedHeuristic();
+
+    /** Constructor with setup.*/
+    LocalSolverBasedHeuristic(BonminSetup * setup);
+
+    /** Copy constructor.*/
+    LocalSolverBasedHeuristic(const LocalSolverBasedHeuristic & other);
+
+    /** Destructor.*/
+    ~LocalSolverBasedHeuristic();
+
+    /** Virtual copy constructor.*/
+    virtual CbcHeuristic * clone() const = 0;
+ 
+  /// Assignment operator 
+  LocalSolverBasedHeuristic & operator=(const LocalSolverBasedHeuristic& rhs);
+
+#if 0
+  /// update model (This is needed if cliques update matrix etc)
+  virtual void setModel(CbcModel * model){throw -1;}
+#endif
+  /// Resets stuff if model changes
+  virtual void resetModel(CbcModel * model){
+   setModel(model);
+  }
+
+  /** Change setup used for heuristic.*/
+  void setSetup(BonminSetup * setup){
+    setup_ = setup;
+    Initialize(setup_->options());
+  }
+  /** Performs heuristic  */
+  virtual int solution(double & objectiveValue,
+		       double * newSolution)=0;
+
+  /** Performs heuristic which adds cuts  */
+  virtual int solution(double & objectiveValue,
+		       double * newSolution,
+		       OsiCuts & cs) {return 0;}
+
+
+   /** Do a local search based on setup and passed solver.*/
+   int doLocalSearch(OsiTMINLPInterface * solver, 
+                      double *solution, 
+                      double & solValue,
+                      double cutoff, std::string prefix = "local_solver.") const;
+
+   /** Register the options common to all local search based heuristics.*/
+   static void registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions);
+
+   /** Setup the defaults.*/
+   virtual void setupDefaults(Ipopt::SmartPtr<Ipopt::OptionsList> options);
+
+   /** Initiaize using passed options.*/
+   void Initialize(Ipopt::SmartPtr<Ipopt::OptionsList> options);
+   protected:
+   /** Setup to use for local searches (will make copies).*/
+   BonminSetup * setup_; 
+
+   static void changeIfNotSet(Ipopt::SmartPtr<Ipopt::OptionsList> options, 
+                       std::string prefix,
+                       const std::string &option,
+                       const std::string &value);
+   
+   static void changeIfNotSet(Ipopt::SmartPtr<Ipopt::OptionsList> options, 
+                       std::string prefix,
+                       const std::string &option,
+                       const double &value);
+   
+   static void changeIfNotSet(Ipopt::SmartPtr<Ipopt::OptionsList> options,
+                       std::string prefix,
+                       const std::string &option,
+                       const int &value);
+   private:
+    /** Time limit in local search.*/
+    double time_limit_;
+    /** maximal number of nodes in local search.*/
+    int max_number_nodes_;
+    /** Maximal number of solutions in local search.*/
+    int max_number_solutions_;
+  };
+} /** ends namespace Bonmin.*/
+
+#endif
+