cbcintlinprog added

1 files changed, 143 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/BonSubMipSolver.hpp b/thirdparty/linux/include/coin/BonSubMipSolver.hpp
new file mode 100644
index 0000000..d7749c2
--- /dev/null
+++ b/thirdparty/linux/include/coin/BonSubMipSolver.hpp
@@ -0,0 +1,143 @@
+// (C) Copyright International Business Machines (IBM) 2006
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// P. Bonami, International Business Machines
+//
+// Date :  12/07/2006
+
+
+// Code separated from BonOaDecBase to try to clarify OAs
+#ifndef BonSubMipSolver_HPP
+#define BonSubMipSolver_HPP
+#include "IpSmartPtr.hpp"
+#include <string>
+/* forward declarations.*/
+class OsiSolverInterface;
+class OsiClpSolverInterface;
+class OsiCpxSolverInterface;
+class CbcStrategy;
+class CbcStrategyDefault;
+
+#include "OsiCuts.hpp"
+
+namespace Bonmin {
+    class RegisteredOptions;
+    class BabSetupBase; 
+    /** A very simple class to provide a common interface for solving MIPs with Cplex and Cbc.*/
+    class SubMipSolver
+    {
+    public:
+      enum MILP_solve_strategy{
+         FindGoodSolution,
+         GetOptimum};
+      /** Constructor */
+      SubMipSolver(BabSetupBase &b, const std::string &prefix);
+
+      /** Copy Constructor */
+      SubMipSolver(const SubMipSolver &copy);
+
+      ~SubMipSolver();
+
+      /** Assign lp solver. */
+      void setLpSolver(OsiSolverInterface * lp);
+
+      /** Assign a strategy. */
+      void setStrategy(CbcStrategyDefault * strategy);
+
+      /** get the solution found in last local search (return NULL if no solution). */
+      const double * getLastSolution()
+      {
+        return integerSolution_;
+      }
+
+      double getLowerBound()
+      {
+        return lowBound_;
+      }
+
+      void solve(double cutoff,
+          int loglevel,
+          double maxTime){
+         if(milp_strat_ == FindGoodSolution){
+            find_good_sol(cutoff, loglevel, maxTime);
+         }
+         else
+            optimize(cutoff, loglevel, maxTime);
+      }
+ 
+
+      /** update cutoff and perform a local search to a good solution. */
+      void find_good_sol(double cutoff,
+          int loglevel,
+          double maxTime);
+
+      /** update cutoff and optimize MIP. */
+      void optimize(double cutoff,
+          int loglevel,
+          double maxTime);
+
+      /** update cutoff, put OA constraints in cs as lazy constraints and optimize MIP. */
+      void optimize_with_lazy_constraints(double cutoff,
+          int loglevel,
+          double maxTime, const OsiCuts & cs);
+
+      /** Returns lower bound. */
+      inline double lowBound()
+      {
+        return lowBound_;
+      }
+
+      /** returns optimality status. */
+      inline bool optimal()
+      {
+        return optimal_;
+      }
+
+      /** Returns number of nodes in last solve.*/
+      inline int nodeCount()
+      {
+        return nodeCount_;
+      }
+
+      /** Returns number of simplex iterations in last solve.*/
+      inline int iterationCount()
+      {
+        return iterationCount_;
+      }
+
+
+      OsiSolverInterface * solver();
+
+     /** Register options for that Oa based cut generation method. */
+     static void registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions);
+    private:
+      /** If lp solver is clp (then have to use Cbc) (not owned).*/
+      OsiClpSolverInterface *clp_;
+      /** If mip solver is cpx this is it (owned). */
+      OsiCpxSolverInterface * cpx_;
+      /** lower bound obtained */
+      double lowBound_;
+      /** Is optimality proven? */
+      bool optimal_;
+      /** Has an integer solution? then it is here*/
+      double * integerSolution_;
+      /** Strategy for solving sub mips with cbc. */
+      CbcStrategyDefault * strategy_;
+      /** number of nodes in last mip solved.*/
+      int nodeCount_;
+      /** number of simplex iteration in last mip solved.*/
+      int iterationCount_;
+      /** MILP search strategy.*/
+      MILP_solve_strategy milp_strat_;
+      /** setting for gap tolerance.*/
+      double gap_tol_;
+      /** say if owns copy of clp_.*/
+      bool ownClp_;
+    };
+
+}
+
+#endif
+