cbcintlinprog added

1 files changed, 74 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/BonMilpRounding.hpp b/thirdparty/linux/include/coin/BonMilpRounding.hpp
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+++ b/thirdparty/linux/include/coin/BonMilpRounding.hpp
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+// Copyright (C) 2010, International Business Machines Corporation and others. 
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Pierre Bonami CNRS
+//
+// Date : May, 26 2010
+
+#ifndef BonMilpRounding_HPP
+#define BonMilpRounding_HPP
+#include "BonOsiTMINLPInterface.hpp"
+#include "BonBonminSetup.hpp"
+#include "CbcHeuristic.hpp"
+#include "CbcStrategy.hpp"
+#include "OsiCuts.hpp"
+
+namespace Bonmin
+{
+  class SubMipSolver;
+  class MilpRounding : public CbcHeuristic
+  {
+  public:
+
+    /// Constructor with setup
+    MilpRounding(BonminSetup * setup);
+
+    /// Copy constructor
+    MilpRounding(const MilpRounding &copy);
+
+    /// Destructor
+    ~MilpRounding();
+
+    /// Assignment operator
+    MilpRounding & operator=(const MilpRounding & rhs);
+
+    /// Clone
+    virtual CbcHeuristic * clone() const{
+      return new MilpRounding(*this);
+    }
+
+    /// Initialize method 
+    void Initialize(BonminSetup * setup);
+
+    /// Resets stuff if model changes
+    virtual void resetModel(CbcModel * model){
+      setModel(model);
+    }
+
+    /** Change setup used for heuristic.*/
+    virtual void setSetup(BonminSetup * setup){
+      setup_ = setup;
+      //      Initialize(setup_->options());
+    }
+
+    /// Performs heuristic
+    virtual int solution(double &solutionValue, double *betterSolution);
+
+
+    static void registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions);
+  protected:
+    /** Setup to use for local searches (will make copies).*/
+    BonminSetup * setup_; 
+
+  private:
+    /// How often to do (code can change)
+    int howOften_;
+    /// A subsolver for MIP
+    SubMipSolver * mip_;
+
+    OsiCuts noGoods;
+  };
+}
+#endif