cbcintlinprog added

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diff --git a/thirdparty/linux/include/coin/BonOuterApprox.hpp b/thirdparty/linux/include/coin/BonOuterApprox.hpp
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+++ b/thirdparty/linux/include/coin/BonOuterApprox.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 : 10/16/2007
+#ifndef BonminOuterApprox_H
+#define BonminOuterApprox_H
+
+#include <cmath>
+
+namespace Bonmin{
+   class OsiTMINLPInterface;
+   class BabSetupBase;
+}
+class OsiSolverInterface;
+namespace Bonmin {
+  /** A class to build outer approximations.*/
+  class OuterApprox{
+
+  public:
+
+   /** Default constructor.*/
+   OuterApprox():
+    tiny_(-0.),
+    veryTiny_(-0.)
+   {}
+
+   /** Copy constructor.*/
+   OuterApprox(const OuterApprox & other):
+    tiny_(other.tiny_),
+    veryTiny_(other.veryTiny_){
+    }
+
+
+   /** Assignment operator.*/
+   OuterApprox & operator=(const OuterApprox& rhs){
+    if(this != & rhs){
+      tiny_ = rhs.tiny_;
+      veryTiny_ = rhs.veryTiny_;}
+    return (*this);
+   }
+
+   /** Destructor.*/
+   ~OuterApprox(){}
+
+   /** Initialize using options.*/
+   void initialize(Bonmin::BabSetupBase &b);
+
+   /** Build the Outer approximation in minlp and put it in si.*/
+   void extractLinearRelaxation(Bonmin::OsiTMINLPInterface &minlp,
+                                OsiSolverInterface *si, 
+                                const double * x, bool getObj);
+   /** Operator() calls extractLinearRelaxation*/
+   void operator()(Bonmin::OsiTMINLPInterface &minlp,
+                   OsiSolverInterface *si,
+                   const double * x, bool getObj){
+       extractLinearRelaxation(minlp, si, x, getObj);}
+
+   private:
+   /** Facilitator to clean up coefficient.*/
+  inline bool cleanNnz(double &value, double colLower, double colUpper,
+    double rowLower, double rowUpper, double colsol,
+    double & lb, double &ub, double tiny, double veryTiny);
+   /** If constraint coefficient is below this, we try to remove it.*/
+   double tiny_;
+   /** If constraint coefficient is below this, we neglect it.*/
+   double veryTiny_;
+   /** Count the number of linear outer approximations taken.*/
+   static int nTimesCalled;
+  };
+
+//A procedure to try to remove small coefficients in OA cuts (or make it non small
+inline
+bool 
+OuterApprox::cleanNnz(double &value, double colLower, double colUpper,
+    double rowLower, double rowUpper, double colsol,
+    double & lb, double &ub, double tiny, double veryTiny)
+{
+  if(fabs(value)>= tiny) return 1;
+
+  if(fabs(value)<veryTiny) return 0;//Take the risk?
+
+  //try and remove
+  double infty = 1e20;
+  bool colUpBounded = colUpper < 10000;
+  bool colLoBounded = colLower > -10000;
+  bool rowNotLoBounded =  rowLower <= - infty;
+  bool rowNotUpBounded = rowUpper >= infty;
+  bool pos =  value > 0;
+
+  if(colLoBounded && pos && rowNotUpBounded) {
+    lb += value * (colsol - colLower);
+    return 0;
+  }
+  else
+    if(colLoBounded && !pos && rowNotLoBounded) {
+      ub += value * (colsol - colLower);
+      return 0;
+    }
+    else
+      if(colUpBounded && !pos && rowNotUpBounded) {
+        lb += value * (colsol - colUpper);
+        return 0;
+      }
+      else
+        if(colUpBounded && pos && rowNotLoBounded) {
+          ub += value * (colsol - colUpper);
+          return 0;
+        }
+  //can not remove coefficient increase it to smallest non zero
+  if(pos) value = tiny;
+  else
+    value = - tiny;
+  return 1;
+}
+
+}
+
+#endif
+