cbcintlinprog added

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diff --git a/thirdparty/linux/include/coin/CbcHeuristicDive.hpp b/thirdparty/linux/include/coin/CbcHeuristicDive.hpp
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+++ b/thirdparty/linux/include/coin/CbcHeuristicDive.hpp
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+/* $Id: CbcHeuristicDive.hpp 2093 2014-11-06 16:17:38Z forrest $ */
+// Copyright (C) 2008, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CbcHeuristicDive_H
+#define CbcHeuristicDive_H
+
+#include "CbcHeuristic.hpp"
+class CbcSubProblem;
+class OsiRowCut;
+struct PseudoReducedCost {
+    int var;
+    double pseudoRedCost;
+};
+
+
+/** Dive class
+ */
+
+class CbcHeuristicDive : public CbcHeuristic {
+public:
+
+    // Default Constructor
+    CbcHeuristicDive ();
+
+    // Constructor with model - assumed before cuts
+    CbcHeuristicDive (CbcModel & model);
+
+    // Copy constructor
+    CbcHeuristicDive ( const CbcHeuristicDive &);
+
+    // Destructor
+    ~CbcHeuristicDive ();
+
+    /// Clone
+    virtual CbcHeuristicDive * clone() const = 0;
+
+    /// Assignment operator
+    CbcHeuristicDive & operator=(const CbcHeuristicDive& rhs);
+
+    /// Create C++ lines to get to current state
+    virtual void generateCpp( FILE * ) {}
+
+    /// Create C++ lines to get to current state - does work for base class
+    void generateCpp( FILE * fp, const char * heuristic);
+
+    /// Resets stuff if model changes
+    virtual void resetModel(CbcModel * model);
+
+    /// update model (This is needed if cliques update matrix etc)
+    virtual void setModel(CbcModel * model);
+
+    //  REMLOVE using CbcHeuristic::solution ;
+    /** returns 0 if no solution, 1 if valid solution
+        with better objective value than one passed in
+        Sets solution values if good, sets objective value (only if good)
+        This is called after cuts have been added - so can not add cuts
+        This does Fractional Diving
+    */
+    virtual int solution(double & objectiveValue,
+                         double * newSolution);
+    /// inner part of dive
+    int solution(double & objectiveValue, int & numberNodes,
+		 int & numberCuts, OsiRowCut ** cuts,
+		 CbcSubProblem ** & nodes,
+		 double * newSolution);
+    /** returns 0 if no solution, 1 if valid solution
+        with better objective value than one passed in
+	also returns list of nodes
+        This does Fractional Diving
+    */
+    int fathom(CbcModel * model, int & numberNodes,CbcSubProblem ** & nodes);
+
+    /// Validate model i.e. sets when_ to 0 if necessary (may be NULL)
+    virtual void validate();
+
+    /// Sets priorities if any
+    void setPriorities();
+
+    /// Select candidate binary variables for fixing
+    void selectBinaryVariables();
+
+    /// Set percentage of integer variables to fix at bounds
+    void setPercentageToFix(double value) {
+        percentageToFix_ = value;
+    }
+
+    /// Set maximum number of iterations
+    void setMaxIterations(int value) {
+        maxIterations_ = value;
+    }
+
+    /// Set maximum number of simplex iterations
+    void setMaxSimplexIterations(int value) {
+        maxSimplexIterations_ = value;
+    }
+    /// Get maximum number of simplex iterations
+    inline int maxSimplexIterations() const {
+        return maxSimplexIterations_;
+    }
+
+    /// Set maximum number of simplex iterations at root node
+    void setMaxSimplexIterationsAtRoot(int value) {
+        maxSimplexIterationsAtRoot_ = value;
+    }
+
+    /// Set maximum time allowed
+    void setMaxTime(double value) {
+        maxTime_ = value;
+    }
+
+    /// Tests if the heuristic can run
+    virtual bool canHeuristicRun();
+
+    /** Selects the next variable to branch on
+        Returns true if all the fractional variables can be trivially
+        rounded. Returns false, if there is at least one fractional variable
+        that is not trivially roundable. In this case, the bestColumn
+        returned will not be trivially roundable.
+    */
+    virtual bool selectVariableToBranch(OsiSolverInterface* solver,
+                                        const double* newSolution,
+                                        int& bestColumn,
+                                        int& bestRound) = 0;
+    /** Initializes any data which is going to be used repeatedly
+        in selectVariableToBranch */
+    virtual void initializeData() {}
+
+    /// Perform reduced cost fixing on integer variables
+    int reducedCostFix (OsiSolverInterface* solver);
+    /// Fix other variables at bounds
+    virtual int fixOtherVariables(OsiSolverInterface * solver,
+                                  const double * solution,
+                                  PseudoReducedCost * candidate,
+                                  const double * random);
+
+protected:
+    // Data
+
+    // Original matrix by column
+    CoinPackedMatrix matrix_;
+
+    // Original matrix by
+    CoinPackedMatrix matrixByRow_;
+
+    // Down locks
+    unsigned short * downLocks_;
+
+    // Up locks
+    unsigned short * upLocks_;
+
+    /// Extra down array (number Integers long)
+    double * downArray_;
+
+    /// Extra up array (number Integers long)
+    double * upArray_;
+
+    /// Array of priorities
+    typedef struct {
+      unsigned int direction:3; //  0 bit off, 1 bit (0 down first, 1 up first) 2 bit non zero don't try other way
+      unsigned int priority:29;
+    } PriorityType;
+    PriorityType * priority_;
+    // Indexes of binary variables with 0 objective coefficient
+    // and in variable bound constraints
+    std::vector<int> binVarIndex_;
+
+    // Indexes of variable bound rows for each binary variable
+    std::vector<int> vbRowIndex_;
+
+    // Percentage of integer variables to fix at bounds
+    double percentageToFix_;
+
+    // Maximum time allowed
+    double maxTime_;
+
+    // Small objective (i.e. treat zero objective as this)
+    double smallObjective_;
+
+    // Maximum number of major iterations
+    int maxIterations_;
+
+    // Maximum number of simplex iterations
+    int maxSimplexIterations_;
+
+    // Maximum number of simplex iterations at root node
+    int maxSimplexIterationsAtRoot_;
+
+};
+#endif
+