cbcintlinprog added

1 files changed, 324 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/OsiColCut.hpp b/thirdparty/linux/include/coin/OsiColCut.hpp
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+++ b/thirdparty/linux/include/coin/OsiColCut.hpp
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+// Copyright (C) 2000, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef OsiColCut_H
+#define OsiColCut_H
+
+#include <string>
+
+#include "CoinPackedVector.hpp"
+
+#include "OsiCollections.hpp"
+#include "OsiCut.hpp"
+
+/** Column Cut Class
+
+Column Cut Class has:
+  <ul>
+  <li>a sparse vector of column lower bounds
+  <li>a sparse vector of column upper bounds
+  </ul>
+*/
+class OsiColCut : public OsiCut {
+   friend void OsiColCutUnitTest(const OsiSolverInterface * baseSiP, 
+				 const std::string & mpsDir);
+  
+public:
+  
+  //----------------------------------------------------------------
+  
+  /**@name Setting column bounds */
+  //@{
+  /// Set column lower bounds 
+  inline void setLbs( 
+    int nElements, 
+    const int * colIndices, 
+    const double * lbElements );   
+  
+  /// Set column lower bounds from a packed vector
+  inline void setLbs( const CoinPackedVector & lbs );
+  
+  /// Set column upper bounds 
+  inline void setUbs( 
+    int nElements, 
+    const int * colIndices, 
+    const double * ubElements );
+  
+  /// Set column upper bounds from a packed vector
+  inline void setUbs( const CoinPackedVector & ubs );
+  //@}
+  
+  //----------------------------------------------------------------
+  
+  /**@name Getting column bounds */
+  //@{
+  /// Get column lower bounds
+  inline const CoinPackedVector & lbs() const;
+  /// Get column upper bounds
+  inline const CoinPackedVector & ubs() const;
+  //@}
+  
+  /**@name Comparison operators  */
+  //@{
+#if __GNUC__ != 2 
+  using OsiCut::operator== ;
+#endif
+  /** equal - true if lower bounds, upper bounds, 
+  and OsiCut are equal.
+  */
+  inline virtual bool operator==(const OsiColCut& rhs) const; 
+
+#if __GNUC__ != 2 
+  using OsiCut::operator!= ;
+#endif
+  /// not equal
+  inline virtual bool operator!=(const OsiColCut& rhs) const; 
+  //@}
+  
+  
+  //----------------------------------------------------------------
+  
+  /**@name Sanity checks on cut */
+  //@{
+  /** Returns true if the cut is consistent with respect to itself.
+  This checks to ensure that:
+  <ul>
+  <li>The bound vectors do not have duplicate indices,
+  <li>The bound vectors indices are >=0
+  </ul>
+  */
+  inline virtual bool consistent() const; 
+  
+  /** Returns true if cut is consistent with respect to the solver  
+  interface's model. This checks to ensure that
+  the lower & upperbound packed vectors:
+  <ul>
+  <li>do not have an index >= the number of column is the model.
+  </ul>
+  */
+  inline virtual bool consistent(const OsiSolverInterface& im) const;
+  
+  /** Returns true if the cut is infeasible with respect to its bounds and the 
+  column bounds in the solver interface's models.
+  This checks whether:
+  <ul>
+  <li>the maximum of the new and existing lower bounds is strictly 
+  greater than the minimum of the new and existing upper bounds.
+</ul>
+  */
+  inline virtual bool infeasible(const OsiSolverInterface &im) const;
+  /** Returns infeasibility of the cut with respect to solution 
+      passed in i.e. is positive if cuts off that solution.  
+      solution is getNumCols() long..
+  */
+  virtual double violated(const double * solution) const;
+  //@}
+  
+  //----------------------------------------------------------------
+  
+  /**@name Constructors and destructors */
+  //@{
+  /// Assignment operator 
+  OsiColCut & operator=( const OsiColCut& rhs);
+  
+  /// Copy constructor 
+  OsiColCut ( const OsiColCut &);
+  
+  /// Default Constructor 
+  OsiColCut ();
+  
+  /// Clone
+  virtual OsiColCut * clone() const;
+  
+  /// Destructor 
+  virtual ~OsiColCut ();
+  //@}
+  
+  /**@name Debug stuff */
+  //@{
+    /// Print cuts in collection
+  virtual void print() const;
+  //@}
+   
+private:
+  
+  /**@name Private member data */
+  //@{
+  /// Lower bounds
+  CoinPackedVector lbs_;
+  /// Upper bounds
+  CoinPackedVector ubs_;
+  //@}
+  
+};
+
+
+
+//-------------------------------------------------------------------
+// Set lower & upper bound vectors
+//------------------------------------------------------------------- 
+void OsiColCut::setLbs( 
+                       int size, 
+                       const int * colIndices, 
+                       const double * lbElements )
+{
+  lbs_.setVector(size,colIndices,lbElements);
+}
+//
+void OsiColCut::setUbs( 
+                       int size, 
+                       const int * colIndices, 
+                       const double * ubElements )
+{
+  ubs_.setVector(size,colIndices,ubElements);
+}
+//
+void OsiColCut::setLbs( const CoinPackedVector & lbs )
+{
+  lbs_ = lbs;
+}
+//
+void OsiColCut::setUbs( const CoinPackedVector & ubs )
+{
+  ubs_ = ubs;
+}
+
+//-------------------------------------------------------------------
+// Get Column Lower Bounds and Column Upper Bounds
+//-------------------------------------------------------------------
+const CoinPackedVector & OsiColCut::lbs() const 
+{ 
+  return lbs_; 
+}
+//
+const CoinPackedVector & OsiColCut::ubs() const 
+{ 
+  return ubs_; 
+}
+
+//----------------------------------------------------------------
+// == operator 
+//-------------------------------------------------------------------
+bool
+OsiColCut::operator==(
+                      const OsiColCut& rhs) const
+{
+  if ( this->OsiCut::operator!=(rhs) ) 
+    return false;
+  if ( lbs() != rhs.lbs() ) 
+    return false;
+  if ( ubs() != rhs.ubs() ) 
+    return false;
+  return true;
+}
+//
+bool
+OsiColCut::operator!=(
+                      const OsiColCut& rhs) const
+{
+  return !( (*this)==rhs );
+}
+
+//----------------------------------------------------------------
+// consistent & infeasible 
+//-------------------------------------------------------------------
+bool OsiColCut::consistent() const
+{
+  const CoinPackedVector & lb = lbs();
+  const CoinPackedVector & ub = ubs();
+  // Test for consistent cut.
+  // Are packed vectors consistent?
+  lb.duplicateIndex("consistent", "OsiColCut");
+  ub.duplicateIndex("consistent", "OsiColCut");
+  if ( lb.getMinIndex() < 0 ) return false;
+  if ( ub.getMinIndex() < 0 ) return false;
+  return true;
+}
+//
+bool OsiColCut::consistent(const OsiSolverInterface& im) const
+{  
+  const CoinPackedVector & lb = lbs();
+  const CoinPackedVector & ub = ubs();
+  
+  // Test for consistent cut.
+  if ( lb.getMaxIndex() >= im.getNumCols() ) return false;
+  if ( ub.getMaxIndex() >= im.getNumCols() ) return false;
+  
+  return true;
+}
+
+#if 0
+bool OsiColCut::feasible(const OsiSolverInterface &im) const
+{
+  const double * oldColLb = im.getColLower();
+  const double * oldColUb = im.getColUpper();
+  const CoinPackedVector & cutLbs = lbs();
+  const CoinPackedVector & cutUbs = ubs();
+  int i;
+  
+  for ( i=0; i<cutLbs.size(); i++ ) {
+    int colIndx = cutLbs.indices()[i];
+    double newLb;
+    if ( cutLbs.elements()[i] > oldColLb[colIndx] )
+      newLb = cutLbs.elements()[i];
+    else
+      newLb = oldColLb[colIndx];
+
+    double newUb = oldColUb[colIndx];
+    if ( cutUbs.indexExists(colIndx) )
+      if ( cutUbs[colIndx] < newUb ) newUb = cutUbs[colIndx];
+      if ( newLb > newUb ) 
+        return false;
+  }
+  
+  for ( i=0; i<cutUbs.size(); i++ ) {
+    int colIndx = cutUbs.indices()[i];
+    double newUb = cutUbs.elements()[i] < oldColUb[colIndx] ? cutUbs.elements()[i] : oldColUb[colIndx];
+    double newLb = oldColLb[colIndx];
+    if ( cutLbs.indexExists(colIndx) )
+      if ( cutLbs[colIndx] > newLb ) newLb = cutLbs[colIndx];
+      if ( newUb < newLb ) 
+        return false;
+  }
+  
+  return true;
+}
+#endif 
+
+
+bool OsiColCut::infeasible(const OsiSolverInterface &im) const
+{
+  const double * oldColLb = im.getColLower();
+  const double * oldColUb = im.getColUpper();
+  const CoinPackedVector & cutLbs = lbs();
+  const CoinPackedVector & cutUbs = ubs();
+  int i;
+  
+  for ( i=0; i<cutLbs.getNumElements(); i++ ) {
+    int colIndx = cutLbs.getIndices()[i];
+    double newLb= cutLbs.getElements()[i] > oldColLb[colIndx] ?
+       cutLbs.getElements()[i] : oldColLb[colIndx];
+
+    double newUb = oldColUb[colIndx];
+    if ( cutUbs.isExistingIndex(colIndx) )
+      if ( cutUbs[colIndx] < newUb ) newUb = cutUbs[colIndx];
+      if ( newLb > newUb ) 
+        return true;
+  }
+  
+  for ( i=0; i<cutUbs.getNumElements(); i++ ) {
+    int colIndx = cutUbs.getIndices()[i];
+    double newUb = cutUbs.getElements()[i] < oldColUb[colIndx] ?
+       cutUbs.getElements()[i] : oldColUb[colIndx];
+    double newLb = oldColLb[colIndx];
+    if ( cutLbs.isExistingIndex(colIndx) )
+      if ( cutLbs[colIndx] > newLb ) newLb = cutLbs[colIndx];
+      if ( newUb < newLb ) 
+        return true;
+  }
+  
+  return false;
+}
+
+#endif