cbcintlinprog added

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diff --git a/thirdparty/linux/include/coin/CbcSimpleInteger.hpp b/thirdparty/linux/include/coin/CbcSimpleInteger.hpp
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+// $Id: CbcSimpleInteger.hpp 1943 2013-07-21 09:05:45Z forrest $
+// Copyright (C) 2002, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+// Edwin 11/9/2009-- carved out of CbcBranchActual
+
+#ifndef CbcSimpleInteger_H
+#define CbcSimpleInteger_H
+
+#include "CbcBranchingObject.hpp"
+
+/** Simple branching object for an integer variable
+
+  This object can specify a two-way branch on an integer variable. For each
+  arm of the branch, the upper and lower bounds on the variable can be
+  independently specified.
+
+  Variable_ holds the index of the integer variable in the integerVariable_
+  array of the model.
+*/
+
+class CbcIntegerBranchingObject : public CbcBranchingObject {
+
+public:
+
+    /// Default constructor
+    CbcIntegerBranchingObject ();
+
+    /** Create a standard floor/ceiling branch object
+
+      Specifies a simple two-way branch. Let \p value = x*. One arm of the
+      branch will be lb <= x <= floor(x*), the other ceil(x*) <= x <= ub.
+      Specify way = -1 to set the object state to perform the down arm first,
+      way = 1 for the up arm.
+    */
+    CbcIntegerBranchingObject (CbcModel *model, int variable,
+                               int way , double value) ;
+
+    /** Create a degenerate branch object
+
+      Specifies a `one-way branch'. Calling branch() for this object will
+      always result in lowerValue <= x <= upperValue. Used to fix a variable
+      when lowerValue = upperValue.
+    */
+
+    CbcIntegerBranchingObject (CbcModel *model, int variable, int way,
+                               double lowerValue, double upperValue) ;
+
+    /// Copy constructor
+    CbcIntegerBranchingObject ( const CbcIntegerBranchingObject &);
+
+    /// Assignment operator
+    CbcIntegerBranchingObject & operator= (const CbcIntegerBranchingObject& rhs);
+
+    /// Clone
+    virtual CbcBranchingObject * clone() const;
+
+    /// Destructor
+    virtual ~CbcIntegerBranchingObject ();
+
+    /// Does part of constructor
+    void fillPart ( int variable, int way , double value) ;
+    using CbcBranchingObject::branch ;
+    /** \brief Sets the bounds for the variable according to the current arm
+           of the branch and advances the object state to the next arm.
+           Returns change in guessed objective on next branch
+    */
+    virtual double branch();
+    /** Update bounds in solver as in 'branch' and update given bounds.
+        branchState is -1 for 'down' +1 for 'up' */
+    virtual void fix(OsiSolverInterface * solver,
+                     double * lower, double * upper,
+                     int branchState) const ;
+    /** Change (tighten) bounds in object to reflect bounds in solver.
+	Return true if now fixed */
+    virtual bool tighten(OsiSolverInterface * ) ;
+
+#ifdef JJF_ZERO
+    // No need to override. Default works fine.
+    /** Reset every information so that the branching object appears to point to
+        the previous child. This method does not need to modify anything in any
+        solver. */
+    virtual void previousBranch();
+#endif
+
+    using CbcBranchingObject::print ;
+    /** \brief Print something about branch - only if log level high
+    */
+    virtual void print();
+
+    /// Lower and upper bounds for down branch
+    inline const double * downBounds() const {
+        return down_;
+    }
+    /// Lower and upper bounds for up branch
+    inline const double * upBounds() const {
+        return up_;
+    }
+    /// Set lower and upper bounds for down branch
+    inline void setDownBounds(const double bounds[2]) {
+        memcpy(down_, bounds, 2*sizeof(double));
+    }
+    /// Set lower and upper bounds for up branch
+    inline void setUpBounds(const double bounds[2]) {
+        memcpy(up_, bounds, 2*sizeof(double));
+    }
+#ifdef FUNNY_BRANCHING
+    /** Which variable (top bit if upper bound changing,
+        next bit if on down branch */
+    inline const int * variables() const {
+        return variables_;
+    }
+    // New bound
+    inline const double * newBounds() const {
+        return newBounds_;
+    }
+    /// Number of bound changes
+    inline int numberExtraChangedBounds() const {
+        return numberExtraChangedBounds_;
+    }
+    /// Just apply extra bounds to one variable - COIN_DBL_MAX ignore
+    int applyExtraBounds(int iColumn, double lower, double upper, int way) ;
+    /// Deactivate bounds for branching
+    void deactivate();
+    /// Are active bounds for branching
+    inline bool active() const {
+        return (down_[1] != -COIN_DBL_MAX);
+    }
+#endif
+
+    /** Return the type (an integer identifier) of \c this */
+    virtual CbcBranchObjType type() const {
+        return SimpleIntegerBranchObj;
+    }
+
+    /** Compare the \c this with \c brObj. \c this and \c brObj must be os the
+        same type and must have the same original object, but they may have
+        different feasible regions.
+        Return the appropriate CbcRangeCompare value (first argument being the
+        sub/superset if that's the case). In case of overlap (and if \c
+        replaceIfOverlap is true) replace the current branching object with one
+        whose feasible region is the overlap.
+     */
+    virtual CbcRangeCompare compareBranchingObject
+    (const CbcBranchingObject* brObj, const bool replaceIfOverlap = false);
+
+protected:
+    /// Lower [0] and upper [1] bounds for the down arm (way_ = -1)
+    double down_[2];
+    /// Lower [0] and upper [1] bounds for the up arm (way_ = 1)
+    double up_[2];
+#ifdef FUNNY_BRANCHING
+    /** Which variable (top bit if upper bound changing)
+        next bit if changing on down branch only */
+    int * variables_;
+    // New bound
+    double * newBounds_;
+    /// Number of Extra bound changes
+    int numberExtraChangedBounds_;
+#endif
+};
+
+/// Define a single integer class
+
+
+class CbcSimpleInteger : public CbcObject {
+
+public:
+
+    // Default Constructor
+    CbcSimpleInteger ();
+
+    // Useful constructor - passed model and index
+    CbcSimpleInteger (CbcModel * model,  int iColumn, double breakEven = 0.5);
+
+    // Useful constructor - passed model and Osi object
+    CbcSimpleInteger (CbcModel * model,  const OsiSimpleInteger * object);
+
+    // Copy constructor
+    CbcSimpleInteger ( const CbcSimpleInteger &);
+
+    /// Clone
+    virtual CbcObject * clone() const;
+
+    // Assignment operator
+    CbcSimpleInteger & operator=( const CbcSimpleInteger& rhs);
+
+    // Destructor
+    virtual ~CbcSimpleInteger ();
+    /// Construct an OsiSimpleInteger object
+    OsiSimpleInteger * osiObject() const;
+    /// Infeasibility - large is 0.5
+    virtual double infeasibility(const OsiBranchingInformation * info,
+                                 int &preferredWay) const;
+
+    using CbcObject::feasibleRegion ;
+    /** Set bounds to fix the variable at the current (integer) value.
+
+      Given an integer value, set the lower and upper bounds to fix the
+      variable. Returns amount it had to move variable.
+    */
+    virtual double feasibleRegion(OsiSolverInterface * solver, const OsiBranchingInformation * info) const;
+
+    /** Create a branching object and indicate which way to branch first.
+
+        The branching object has to know how to create branches (fix
+        variables, etc.)
+    */
+    virtual CbcBranchingObject * createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info, int way) ;
+    /// Fills in a created branching object
+  /*virtual*/ void fillCreateBranch(CbcIntegerBranchingObject * branching, const OsiBranchingInformation * info, int way) ;
+
+    using CbcObject::solverBranch ;
+    /** Create an OsiSolverBranch object
+
+        This returns NULL if branch not represented by bound changes
+    */
+    virtual OsiSolverBranch * solverBranch(OsiSolverInterface * solver, const OsiBranchingInformation * info) const;
+
+    /** Set bounds to fix the variable at the current (integer) value.
+
+      Given an integer value, set the lower and upper bounds to fix the
+      variable. The algorithm takes a bit of care in order to compensate for
+      minor numerical inaccuracy.
+    */
+    virtual void feasibleRegion();
+
+    /** Column number if single column object -1 otherwise,
+        so returns >= 0
+        Used by heuristics
+    */
+    virtual int columnNumber() const;
+    /// Set column number
+    inline void setColumnNumber(int value) {
+        columnNumber_ = value;
+    }
+
+    /** Reset variable bounds to their original values.
+
+      Bounds may be tightened, so it may be good to be able to set this info in object.
+     */
+    virtual void resetBounds(const OsiSolverInterface * solver) ;
+
+    /**  Change column numbers after preprocessing
+     */
+    virtual void resetSequenceEtc(int numberColumns, const int * originalColumns) ;
+    /// Original bounds
+    inline double originalLowerBound() const {
+        return originalLower_;
+    }
+    inline void setOriginalLowerBound(double value) {
+        originalLower_ = value;
+    }
+    inline double originalUpperBound() const {
+        return originalUpper_;
+    }
+    inline void setOriginalUpperBound(double value) {
+        originalUpper_ = value;
+    }
+    /// Breakeven e.g 0.7 -> >= 0.7 go up first
+    inline double breakEven() const {
+        return breakEven_;
+    }
+    /// Set breakeven e.g 0.7 -> >= 0.7 go up first
+    inline void setBreakEven(double value) {
+        breakEven_ = value;
+    }
+
+
+protected:
+    /// data
+
+    /// Original lower bound
+    double originalLower_;
+    /// Original upper bound
+    double originalUpper_;
+    /// Breakeven i.e. >= this preferred is up
+    double breakEven_;
+    /// Column number in model
+    int columnNumber_;
+    /// If -1 down always chosen first, +1 up always, 0 normal
+    int preferredWay_;
+};
+#endif
+