cbcintlinprog added

1 files changed, 206 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/OsiAuxInfo.hpp b/thirdparty/linux/include/coin/OsiAuxInfo.hpp
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+++ b/thirdparty/linux/include/coin/OsiAuxInfo.hpp
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+// Copyright (C) 2006, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef OsiAuxInfo_H
+#define OsiAuxInfo_H
+
+class OsiSolverInterface;
+
+//#############################################################################
+/** This class allows for a more structured use of algorithmic tweaking to
+    an OsiSolverInterface.  It is designed to replace the simple use of
+    appData_ pointer.
+
+    This has been done to make it easier to use NonLinear solvers and other
+    exotic beasts in a branch and bound mode.  After this class definition
+    there is one for a derived class for just such a purpose.
+
+*/
+
+class OsiAuxInfo {
+public:
+  // Default Constructor 
+  OsiAuxInfo (void * appData = NULL);
+
+  // Copy Constructor 
+  OsiAuxInfo (const OsiAuxInfo & rhs);
+  // Destructor
+  virtual ~OsiAuxInfo();
+  
+  /// Clone
+  virtual OsiAuxInfo * clone() const;
+  /// Assignment operator 
+  OsiAuxInfo & operator=(const OsiAuxInfo& rhs);
+  
+  /// Get application data
+  inline void * getApplicationData() const
+  { return appData_;}
+protected:
+    /// Pointer to user-defined data structure
+    void * appData_;
+};
+//#############################################################################
+/** This class allows for the use of more exotic solvers e.g. Non-Linear or Volume.
+
+    You can derive from this although at present I can't see the need.
+*/
+
+class OsiBabSolver : public OsiAuxInfo {
+public:
+  // Default Constructor 
+  OsiBabSolver (int solverType=0);
+
+  // Copy Constructor 
+  OsiBabSolver (const OsiBabSolver & rhs);
+  // Destructor
+  virtual ~OsiBabSolver();
+  
+  /// Clone
+  virtual OsiAuxInfo * clone() const;
+  /// Assignment operator 
+  OsiBabSolver & operator=(const OsiBabSolver& rhs);
+  
+  /// Update solver 
+  inline void setSolver(const OsiSolverInterface * solver)
+  { solver_ = solver;}
+  /// Update solver 
+  inline void setSolver(const OsiSolverInterface & solver)
+  { solver_ = &solver;}
+
+  /** returns 0 if no heuristic solution, 1 if valid solution
+      with better objective value than one passed in
+      Sets solution values if good, sets objective value 
+      numberColumns is size of newSolution
+  */
+  int solution(double & objectiveValue,
+		       double * newSolution, int numberColumns);
+  /** Set solution and objective value.
+      Number of columns and optimization direction taken from current solver.
+      Size of solution is numberColumns (may be padded or truncated in function) */
+  void setSolution(const double * solution, int numberColumns, double objectiveValue);
+
+  /** returns true if the object stores a solution, false otherwise. If there
+	  is a solution then solutionValue and solution will be filled out as well.
+      In that case the user needs to allocate solution to be a big enough
+	  array.
+  */
+  bool hasSolution(double & solutionValue, double * solution);
+
+  /** Sets solver type
+      0 - normal LP solver
+      1 - DW - may also return heuristic solutions
+      2 - NLP solver or similar - can't compute objective value just from solution
+          check solver to see if feasible and what objective value is
+          - may also return heuristic solution
+      3 - NLP solver or similar - can't compute objective value just from solution
+          check this (rather than solver) to see if feasible and what objective value is.
+          Using Outer Approximation so called lp based
+          - may also return heuristic solution
+      4 - normal solver but cuts are needed for integral solution    
+  */
+  inline void setSolverType(int value)
+  { solverType_=value;}
+  /** gets solver type
+      0 - normal LP solver
+      1 - DW - may also return heuristic solutions
+      2 - NLP solver or similar - can't compute objective value just from solution
+          check this (rather than solver) to see if feasible and what objective value is
+          - may also return heuristic solution
+      3 - NLP solver or similar - can't compute objective value just from solution
+          check this (rather than solver) to see if feasible and what objective value is.
+          Using Outer Approximation so called lp based
+          - may also return heuristic solution
+      4 - normal solver but cuts are needed for integral solution    
+  */
+  inline int solverType() const
+  { return solverType_;}
+  /** Return true if getting solution may add cuts so hot start etc will
+      be obsolete */
+  inline bool solutionAddsCuts() const
+  { return solverType_==3;}
+  /// Return true if we should try cuts at root even if looks satisfied
+  inline bool alwaysTryCutsAtRootNode() const
+  { return solverType_==4;}
+  /** Returns true if can use solver objective or feasible values,
+      otherwise use mipBound etc */
+  inline bool solverAccurate() const
+  { return solverType_==0||solverType_==2||solverType_==4;}
+  /// Returns true if can use reduced costs for fixing
+  inline bool reducedCostsAccurate() const
+  { return solverType_==0||solverType_==4;}
+  /// Get objective  (well mip bound)
+  double mipBound() const;
+  /// Returns true if node feasible
+  bool mipFeasible() const;
+  /// Set mip bound (only used for some solvers)
+  inline void setMipBound(double value)
+  { mipBound_ = value;}
+  /// Get objective value of saved solution
+  inline double bestObjectiveValue() const
+  { return bestObjectiveValue_;}
+  /// Says whether we want to try cuts at all
+  inline bool tryCuts() const
+  { return solverType_!=2;}
+  /// Says whether we have a warm start (so can do strong branching)
+  inline bool warmStart() const
+  { return solverType_!=2;}
+  /** Get bit mask for odd actions of solvers
+      1 - solution or bound arrays may move in mysterious ways e.g. cplex
+      2 - solver may want bounds before branch
+  */
+  inline int extraCharacteristics() const
+  { return extraCharacteristics_;}
+  /** Set bit mask for odd actions of solvers
+      1 - solution or bound arrays may move in mysterious ways e.g. cplex
+      2 - solver may want bounds before branch
+  */
+  inline void setExtraCharacteristics(int value)
+  { extraCharacteristics_=value;}
+  /// Pointer to lower bounds before branch (only if extraCharacteristics set)
+  inline const double * beforeLower() const
+  { return beforeLower_;}
+  /// Set pointer to lower bounds before branch (only if extraCharacteristics set)
+  inline void setBeforeLower(const double * array)
+  { beforeLower_ = array;}
+  /// Pointer to upper bounds before branch (only if extraCharacteristics set)
+  inline const double * beforeUpper() const
+  { return beforeUpper_;}
+  /// Set pointer to upper bounds before branch (only if extraCharacteristics set)
+  inline void setBeforeUpper(const double * array)
+  { beforeUpper_ = array;}
+protected:
+  /// Objective value of best solution (if there is one) (minimization)
+  double bestObjectiveValue_;
+  /// Current lower bound on solution ( if > 1.0e50 infeasible)
+  double mipBound_;
+  /// Solver to use for getting/setting solutions etc
+  const OsiSolverInterface * solver_;
+  /// Best integer feasible solution
+  double * bestSolution_;
+  /// Pointer to lower bounds before branch (only if extraCharacteristics set)
+  const double * beforeLower_;
+  /// Pointer to upper bounds before branch (only if extraCharacteristics set)
+  const double * beforeUpper_;
+  /** Solver type
+      0 - normal LP solver
+      1 - DW - may also return heuristic solutions
+      2 - NLP solver or similar - can't compute objective value just from solution
+          check this (rather than solver) to see if feasible and what objective value is
+          - may also return heuristic solution
+      3 - NLP solver or similar - can't compute objective value just from solution
+          check this (rather than solver) to see if feasible and what objective value is.
+          Using Outer Approximation so called lp based
+          - may also return heuristic solution
+  */
+  int solverType_;
+  /// Size of solution
+  int sizeSolution_;
+  /** Bit mask for odd actions of solvers
+      1 - solution or bound arrays may move in mysterious ways e.g. cplex
+      2 - solver may want bounds before branch
+  */
+  int extraCharacteristics_;
+};
+
+#endif