cbcintlinprog added

1 files changed, 152 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/OsiSolverBranch.hpp b/thirdparty/linux/include/coin/OsiSolverBranch.hpp
new file mode 100644
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--- /dev/null
+++ b/thirdparty/linux/include/coin/OsiSolverBranch.hpp
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+// Copyright (C) 2005, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef OsiSolverBranch_H
+#define OsiSolverBranch_H
+
+class OsiSolverInterface;
+#include "CoinWarmStartBasis.hpp"
+
+//#############################################################################
+
+/** Solver Branch Class
+
+    This provides information on a branch as a set of tighter bounds on both ways
+*/
+
+class OsiSolverBranch  {
+  
+public:
+  ///@name Add and Get methods 
+  //@{
+  /// Add a simple branch (i.e. first sets ub of floor(value), second lb of ceil(value))
+  void addBranch(int iColumn, double value); 
+  
+  /// Add bounds - way =-1 is first , +1 is second 
+  void addBranch(int way,int numberTighterLower, const int * whichLower, const double * newLower,
+                 int numberTighterUpper, const int * whichUpper, const double * newUpper);
+  /// Add bounds - way =-1 is first , +1 is second 
+  void addBranch(int way,int numberColumns,const double * oldLower, const double * newLower,
+                 const double * oldUpper, const double * newUpper);
+  
+  /// Apply bounds
+  void applyBounds(OsiSolverInterface & solver,int way) const;
+  /// Returns true if current solution satsifies one side of branch
+  bool feasibleOneWay(const OsiSolverInterface & solver) const;
+  /// Starts
+  inline const int * starts() const
+  { return start_;}
+  /// Which variables
+  inline const int * which() const
+  { return indices_;}
+  /// Bounds
+  inline const double * bounds() const
+  { return bound_;}
+  //@}
+  
+  
+  ///@name Constructors and destructors
+  //@{
+  /// Default Constructor
+  OsiSolverBranch(); 
+  
+  /// Copy constructor 
+  OsiSolverBranch(const OsiSolverBranch & rhs);
+  
+  /// Assignment operator 
+  OsiSolverBranch & operator=(const OsiSolverBranch & rhs);
+  
+  /// Destructor 
+  ~OsiSolverBranch ();
+  
+  //@}
+  
+private:
+  ///@name Private member data 
+  //@{
+  /// Start of lower first, upper first, lower second, upper second
+  int start_[5];
+  /// Column numbers (if >= numberColumns treat as rows)
+  int * indices_;
+  /// New bounds
+  double * bound_;
+ //@}
+};
+//#############################################################################
+
+/** Solver Result Class
+
+    This provides information on a result as a set of tighter bounds on both ways
+*/
+
+class OsiSolverResult  {
+  
+public:
+  ///@name Add and Get methods 
+  //@{
+  /// Create result
+  void createResult(const OsiSolverInterface & solver,const double * lowerBefore,
+                    const double * upperBefore);
+  
+  /// Restore result
+  void restoreResult(OsiSolverInterface & solver) const;
+  
+  /// Get basis
+  inline const CoinWarmStartBasis & basis() const
+  { return basis_;}
+  
+  /// Objective value (as minimization)
+  inline double objectiveValue() const
+  { return objectiveValue_;}
+
+  /// Primal solution
+  inline const double * primalSolution() const
+  { return primalSolution_;}
+
+  /// Dual solution
+  inline const double * dualSolution() const
+  { return dualSolution_;}
+
+  /// Extra fixed
+  inline const OsiSolverBranch & fixed() const
+  { return fixed_;}
+  //@}
+  
+  
+  ///@name Constructors and destructors
+  //@{
+  /// Default Constructor
+  OsiSolverResult(); 
+  
+  /// Constructor from solver
+  OsiSolverResult(const OsiSolverInterface & solver,const double * lowerBefore,
+                  const double * upperBefore); 
+  
+  /// Copy constructor 
+  OsiSolverResult(const OsiSolverResult & rhs);
+  
+  /// Assignment operator 
+  OsiSolverResult & operator=(const OsiSolverResult & rhs);
+  
+  /// Destructor 
+  ~OsiSolverResult ();
+  
+  //@}
+  
+private:
+  ///@name Private member data 
+  //@{
+  /// Value of objective (if >= OsiSolverInterface::getInfinity() then infeasible) 
+  double objectiveValue_;
+  /// Warm start information
+  CoinWarmStartBasis basis_;
+  /// Primal solution (numberColumns)
+  double * primalSolution_;
+  /// Dual solution (numberRows)
+  double * dualSolution_;
+  /// Which extra variables have been fixed (only way==-1 counts)
+  OsiSolverBranch fixed_;
+ //@}
+};
+#endif