/* $Id: CoinModel.hpp 1691 2014-03-19 12:43:56Z forrest $ */ // 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 CoinModel_H #define CoinModel_H #include "CoinModelUseful.hpp" #include "CoinMessageHandler.hpp" #include "CoinPackedMatrix.hpp" #include "CoinFinite.hpp" class CoinBaseModel { public: /**@name Constructors, destructor */ //@{ /// Default Constructor CoinBaseModel (); /// Copy constructor CoinBaseModel ( const CoinBaseModel &rhs); /// Assignment operator CoinBaseModel & operator=( const CoinBaseModel& rhs); /// Clone virtual CoinBaseModel * clone() const=0; /// Destructor virtual ~CoinBaseModel () ; //@} /**@name For getting information */ //@{ /// Return number of rows inline int numberRows() const { return numberRows_;} /// Return number of columns inline int numberColumns() const { return numberColumns_;} /// Return number of elements virtual CoinBigIndex numberElements() const = 0; /** Returns the (constant) objective offset This is the RHS entry for the objective row */ inline double objectiveOffset() const { return objectiveOffset_;} /// Set objective offset inline void setObjectiveOffset(double value) { objectiveOffset_=value;} /// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore inline double optimizationDirection() const { return optimizationDirection_; } /// Set direction of optimization (1 - minimize, -1 - maximize, 0 - ignore inline void setOptimizationDirection(double value) { optimizationDirection_=value;} /// Get print level 0 - off, 1 - errors, 2 - more inline int logLevel() const { return logLevel_;} /// Set print level 0 - off, 1 - errors, 2 - more void setLogLevel(int value); /// Return the problem name inline const char * getProblemName() const { return problemName_.c_str();} /// Set problem name void setProblemName(const char *name) ; /// Set problem name void setProblemName(const std::string &name) ; /// Return the row block name inline const std::string & getRowBlock() const { return rowBlockName_;} /// Set row block name inline void setRowBlock(const std::string &name) { rowBlockName_ = name;} /// Return the column block name inline const std::string & getColumnBlock() const { return columnBlockName_;} /// Set column block name inline void setColumnBlock(const std::string &name) { columnBlockName_ = name;} /// Pass in message handler void setMessageHandler(CoinMessageHandler * handler); //@} protected: /**@name Data members */ //@{ /// Current number of rows int numberRows_; /// Current number of columns int numberColumns_; /// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore double optimizationDirection_; /// Objective offset to be passed on double objectiveOffset_; /// Problem name std::string problemName_; /// Rowblock name std::string rowBlockName_; /// Columnblock name std::string columnBlockName_; /// Message handler (Passed in) CoinMessageHandler * handler_; /// Messages CoinMessages messages_; /** Print level. I could have gone for full message handling but this should normally be silent and lightweight. -1 - use passed in message handler 0 - no output 1 - on errors 2 - more detailed */ int logLevel_; //@} /// data }; /** This is a simple minded model which is stored in a format which makes it easier to construct and modify but not efficient for algorithms. It has to be passed across to ClpModel or OsiSolverInterface by addRows, addCol(umn)s or loadProblem. It may have up to four parts - 1) A matrix of doubles (or strings - see note A) 2) Column information including integer information and names 3) Row information including names 4) Quadratic objective (not implemented - but see A) This class is meant to make it more efficient to build a model. It is at its most efficient when all additions are done as addRow or as addCol but not mixed. If only 1 and 2 exist then solver.addColumns may be used to pass to solver, if only 1 and 3 exist then solver.addRows may be used. Otherwise solver.loadProblem must be used. If addRows and addColumns are mixed or if individual elements are set then the speed will drop to some extent and more memory will be used. It is also possible to iterate over existing elements and to access columns and rows by name. Again each of these use memory and cpu time. However memory is unlikely to be critical as most algorithms will use much more. Notes: A) Although this could be used to pass nonlinear information around the only use at present is to have named values e.g. value1 which can then be set to a value after model is created. I have no idea whether that could be useful but I thought it might be fun. Quadratic terms are allowed in strings! A solver could try and use this if so - the convention is that 0.5* quadratic is stored B) This class could be useful for modeling. */ class CoinModel : public CoinBaseModel { public: /**@name Useful methods for building model */ //@{ /** add a row - numberInRow may be zero */ void addRow(int numberInRow, const int * columns, const double * elements, double rowLower=-COIN_DBL_MAX, double rowUpper=COIN_DBL_MAX, const char * name=NULL); /// add a column - numberInColumn may be zero */ void addColumn(int numberInColumn, const int * rows, const double * elements, double columnLower=0.0, double columnUpper=COIN_DBL_MAX, double objectiveValue=0.0, const char * name=NULL, bool isInteger=false); /// add a column - numberInColumn may be zero */ inline void addCol(int numberInColumn, const int * rows, const double * elements, double columnLower=0.0, double columnUpper=COIN_DBL_MAX, double objectiveValue=0.0, const char * name=NULL, bool isInteger=false) { addColumn(numberInColumn, rows, elements, columnLower, columnUpper, objectiveValue, name,isInteger);} /// Sets value for row i and column j inline void operator() (int i,int j,double value) { setElement(i,j,value);} /// Sets value for row i and column j void setElement(int i,int j,double value) ; /** Gets sorted row - user must provide enough space (easiest is allocate number of columns). If column or element NULL then just returns number Returns number of elements */ int getRow(int whichRow, int * column, double * element); /** Gets sorted column - user must provide enough space (easiest is allocate number of rows). If row or element NULL then just returns number Returns number of elements */ int getColumn(int whichColumn, int * column, double * element); /// Sets quadratic value for column i and j void setQuadraticElement(int i,int j,double value) ; /// Sets value for row i and column j as string inline void operator() (int i,int j,const char * value) { setElement(i,j,value);} /// Sets value for row i and column j as string void setElement(int i,int j,const char * value) ; /// Associates a string with a value. Returns string id (or -1 if does not exist) int associateElement(const char * stringValue, double value); /** Sets rowLower (if row does not exist then all rows up to this are defined with default values and no elements) */ void setRowLower(int whichRow,double rowLower); /** Sets rowUpper (if row does not exist then all rows up to this are defined with default values and no elements) */ void setRowUpper(int whichRow,double rowUpper); /** Sets rowLower and rowUpper (if row does not exist then all rows up to this are defined with default values and no elements) */ void setRowBounds(int whichRow,double rowLower,double rowUpper); /** Sets name (if row does not exist then all rows up to this are defined with default values and no elements) */ void setRowName(int whichRow,const char * rowName); /** Sets columnLower (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnLower(int whichColumn,double columnLower); /** Sets columnUpper (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnUpper(int whichColumn,double columnUpper); /** Sets columnLower and columnUpper (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnBounds(int whichColumn,double columnLower,double columnUpper); /** Sets columnObjective (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnObjective(int whichColumn,double columnObjective); /** Sets name (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnName(int whichColumn,const char * columnName); /** Sets integer state (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnIsInteger(int whichColumn,bool columnIsInteger); /** Sets columnObjective (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setObjective(int whichColumn,double columnObjective) { setColumnObjective( whichColumn, columnObjective);} /** Sets integer state (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setIsInteger(int whichColumn,bool columnIsInteger) { setColumnIsInteger( whichColumn, columnIsInteger);} /** Sets integer (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setInteger(int whichColumn) { setColumnIsInteger( whichColumn, true);} /** Sets continuous (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setContinuous(int whichColumn) { setColumnIsInteger( whichColumn, false);} /** Sets columnLower (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setColLower(int whichColumn,double columnLower) { setColumnLower( whichColumn, columnLower);} /** Sets columnUpper (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setColUpper(int whichColumn,double columnUpper) { setColumnUpper( whichColumn, columnUpper);} /** Sets columnLower and columnUpper (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setColBounds(int whichColumn,double columnLower,double columnUpper) { setColumnBounds( whichColumn, columnLower, columnUpper);} /** Sets columnObjective (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setColObjective(int whichColumn,double columnObjective) { setColumnObjective( whichColumn, columnObjective);} /** Sets name (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setColName(int whichColumn,const char * columnName) { setColumnName( whichColumn, columnName);} /** Sets integer (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setColIsInteger(int whichColumn,bool columnIsInteger) { setColumnIsInteger( whichColumn, columnIsInteger);} /** Sets rowLower (if row does not exist then all rows up to this are defined with default values and no elements) */ void setRowLower(int whichRow,const char * rowLower); /** Sets rowUpper (if row does not exist then all rows up to this are defined with default values and no elements) */ void setRowUpper(int whichRow,const char * rowUpper); /** Sets columnLower (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnLower(int whichColumn,const char * columnLower); /** Sets columnUpper (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnUpper(int whichColumn,const char * columnUpper); /** Sets columnObjective (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnObjective(int whichColumn,const char * columnObjective); /** Sets integer (if column does not exist then all columns up to this are defined with default values and no elements) */ void setColumnIsInteger(int whichColumn,const char * columnIsInteger); /** Sets columnObjective (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setObjective(int whichColumn,const char * columnObjective) { setColumnObjective( whichColumn, columnObjective);} /** Sets integer (if column does not exist then all columns up to this are defined with default values and no elements) */ inline void setIsInteger(int whichColumn,const char * columnIsInteger) { setColumnIsInteger( whichColumn, columnIsInteger);} /** Deletes all entries in row and bounds. Will be ignored by writeMps etc and will be packed down if asked for. */ void deleteRow(int whichRow); /** Deletes all entries in column and bounds and objective. Will be ignored by writeMps etc and will be packed down if asked for. */ void deleteColumn(int whichColumn); /** Deletes all entries in column and bounds. If last column the number of columns will be decremented and true returned. */ inline void deleteCol(int whichColumn) { deleteColumn(whichColumn);} /// Takes element out of matrix - returning position (<0 if not there); int deleteElement(int row, int column); /// Takes element out of matrix when position known void deleteThisElement(int row, int column,int position); /** Packs down all rows i.e. removes empty rows permanently. Empty rows have no elements and feasible bounds. returns number of rows deleted. */ int packRows(); /** Packs down all columns i.e. removes empty columns permanently. Empty columns have no elements and no objective. returns number of columns deleted. */ int packColumns(); /** Packs down all columns i.e. removes empty columns permanently. Empty columns have no elements and no objective. returns number of columns deleted. */ inline int packCols() { return packColumns();} /** Packs down all rows and columns. i.e. removes empty rows and columns permanently. Empty rows have no elements and feasible bounds. Empty columns have no elements and no objective. returns number of rows+columns deleted. */ int pack(); /** Sets columnObjective array */ void setObjective(int numberColumns,const double * objective) ; /** Sets columnLower array */ void setColumnLower(int numberColumns,const double * columnLower); /** Sets columnLower array */ inline void setColLower(int numberColumns,const double * columnLower) { setColumnLower( numberColumns, columnLower);} /** Sets columnUpper array */ void setColumnUpper(int numberColumns,const double * columnUpper); /** Sets columnUpper array */ inline void setColUpper(int numberColumns,const double * columnUpper) { setColumnUpper( numberColumns, columnUpper);} /** Sets rowLower array */ void setRowLower(int numberRows,const double * rowLower); /** Sets rowUpper array */ void setRowUpper(int numberRows,const double * rowUpper); /** Write the problem in MPS format to a file with the given filename. \param compression can be set to three values to indicate what kind of file should be written
colub
: all columns have upper bound infinity
collb
: all columns have lower bound 0
rowub
: all rows have upper bound infinity
rowlb
: all rows have lower bound -infinity
obj
: all variables have 0 objective coefficient
colub
: all columns have upper bound infinity
collb
: all columns have lower bound 0
obj
: all variables have 0 objective coefficient
rowsen
: all rows are >=
rowrhs
: all right hand sides are 0
rowrng
: 0 for the ranged rows
start
must
have numcols+1
entries so that the length of the last column
can be calculated as start[numcols]-start[numcols-1]
.
See the previous loadBlock method using rowlb and rowub for default
argument values.
*/
void loadBlock (const int numcols, const int numrows,
const CoinBigIndex * start, const int* index,
const double* value,
const double* collb, const double* colub,
const double* obj,
const double* rowlb, const double* rowub) ;
/*! \brief Load in a problem by copying the arguments. The constraint
matrix is is specified with standard column-major
column starts / row indices / coefficients vectors.
The constraints on the rows are given by sense/rhs/range triplets.
The matrix vectors must be gap-free. Note that start
must
have numcols+1
entries so that the length of the last column
can be calculated as start[numcols]-start[numcols-1]
.
See the previous loadBlock method using sense/rhs/range for default
argument values.
*/
void loadBlock (const int numcols, const int numrows,
const CoinBigIndex * start, const int* index,
const double* value,
const double* collb, const double* colub,
const double* obj,
const char* rowsen, const double* rowrhs,
const double* rowrng) ;
//@}
/**@name Constructors, destructor */
//@{
/** Default constructor. */
CoinModel();
/** Constructor with sizes. */
CoinModel(int firstRows, int firstColumns, int firstElements,bool noNames=false);
/** Read a problem in MPS or GAMS format from the given filename.
*/
CoinModel(const char *fileName, int allowStrings=0);
/** Read a problem from AMPL nl file
NOTE - as I can't work out configure etc the source code is in Cbc_ampl.cpp!
*/
CoinModel( int nonLinear, const char * fileName,const void * info);
/// From arrays
CoinModel(int numberRows, int numberColumns,
const CoinPackedMatrix * matrix,
const double * rowLower, const double * rowUpper,
const double * columnLower, const double * columnUpper,
const double * objective);
/// Clone
virtual CoinBaseModel * clone() const;
/** Destructor */
virtual ~CoinModel();
//@}
/**@name Copy method */
//@{
/** The copy constructor. */
CoinModel(const CoinModel&);
/// =
CoinModel& operator=(const CoinModel&);
//@}
/**@name For debug */
//@{
/// Checks that links are consistent
void validateLinks() const;
//@}
private:
/// Resize
void resize(int maximumRows, int maximumColumns, int maximumElements);
/// Fill in default row information
void fillRows(int which,bool forceCreation,bool fromAddRow=false);
/// Fill in default column information
void fillColumns(int which,bool forceCreation,bool fromAddColumn=false);
/** Fill in default linked list information (1= row, 2 = column)
Marked as const as list is mutable */
void fillList(int which, CoinModelLinkedList & list,int type) const ;
/** Create a linked list and synchronize free
type 1 for row 2 for column
Marked as const as list is mutable */
void createList(int type) const;
/// Adds one string, returns index
int addString(const char * string);
/** Gets a double from a string possibly containing named strings,
returns unset if not found
*/
double getDoubleFromString(CoinYacc & info, const char * string);
/// Frees value memory
void freeStringMemory(CoinYacc & info);
public:
/// Fills in all associated - returning number of errors
int computeAssociated(double * associated);
/** Gets correct form for a quadratic row - user to delete
If row is not quadratic then returns which other variables are involved
with tiny (1.0e-100) elements and count of total number of variables which could not
be put in quadratic form
*/
CoinPackedMatrix * quadraticRow(int rowNumber,double * linear,
int & numberBad) const;
/// Replaces a quadratic row
void replaceQuadraticRow(int rowNumber,const double * linear, const CoinPackedMatrix * quadraticPart);
/** If possible return a model where if all variables marked nonzero are fixed
the problem will be linear. At present may only work if quadratic.
Returns NULL if not possible
*/
CoinModel * reorder(const char * mark) const;
/** Expands out all possible combinations for a knapsack
If buildObj NULL then just computes space needed - returns number elements
On entry numberOutput is maximum allowed, on exit it is number needed or
-1 (as will be number elements) if maximum exceeded. numberOutput will have at
least space to return values which reconstruct input.
Rows returned will be original rows but no entries will be returned for
any rows all of whose entries are in knapsack. So up to user to allow for this.
If reConstruct >=0 then returns number of entrie which make up item "reConstruct"
in expanded knapsack. Values in buildRow and buildElement;
*/
int expandKnapsack(int knapsackRow, int & numberOutput,double * buildObj, CoinBigIndex * buildStart,
int * buildRow, double * buildElement,int reConstruct=-1) const;
/// Sets cut marker array
void setCutMarker(int size,const int * marker);
/// Sets priority array
void setPriorities(int size,const int * priorities);
/// priorities (given for all columns (-1 if not integer)
inline const int * priorities() const
{ return priority_;}
/// For decomposition set original row and column indices
void setOriginalIndices(const int * row, const int * column);
private:
/** Read a problem from AMPL nl file
so not constructor so gdb will work
*/
void gdb( int nonLinear, const char * fileName, const void * info);
/// returns jColumn (-2 if linear term, -1 if unknown) and coefficient
int decodeBit(char * phrase, char * & nextPhrase, double & coefficient, bool ifFirst) const;
/// Aborts with message about packedMatrix
void badType() const;
/**@name Data members */
//@{
/// Maximum number of rows
int maximumRows_;
/// Maximum number of columns
int maximumColumns_;
/// Current number of elements
int numberElements_;
/// Maximum number of elements
int maximumElements_;
/// Current number of quadratic elements
int numberQuadraticElements_;
/// Maximum number of quadratic elements
int maximumQuadraticElements_;
/// Row lower
double * rowLower_;
/// Row upper
double * rowUpper_;
/// Row names
CoinModelHash rowName_;
/** Row types.
Has information - at present
bit 0 - rowLower is a string
bit 1 - rowUpper is a string
NOTE - if converted to CoinPackedMatrix - may be indices of
original rows (i.e. when decomposed)
*/
int * rowType_;
/// Objective
double * objective_;
/// Column Lower
double * columnLower_;
/// Column Upper
double * columnUpper_;
/// Column names
CoinModelHash columnName_;
/// Integer information
int * integerType_;
/// Strings
CoinModelHash string_;
/** Column types.
Has information - at present
bit 0 - columnLower is a string
bit 1 - columnUpper is a string
bit 2 - objective is a string
bit 3 - integer setting is a string
NOTE - if converted to CoinPackedMatrix - may be indices of
original columns (i.e. when decomposed)
*/
int * columnType_;
/// If simple then start of each row/column
int * start_;
/// Actual elements
CoinModelTriple * elements_;
/// Actual elements as CoinPackedMatrix
CoinPackedMatrix * packedMatrix_;
/// Hash for elements
mutable CoinModelHash2 hashElements_;
/// Linked list for rows
mutable CoinModelLinkedList rowList_;
/// Linked list for columns
mutable CoinModelLinkedList columnList_;
/// Actual quadratic elements (always linked lists)
CoinModelTriple * quadraticElements_;
/// Hash for quadratic elements
mutable CoinModelHash2 hashQuadraticElements_;
/// Array for sorting indices
int * sortIndices_;
/// Array for sorting elements
double * sortElements_;
/// Size of sort arrays
int sortSize_;
/// Linked list for quadratic rows
mutable CoinModelLinkedList quadraticRowList_;
/// Linked list for quadratic columns
mutable CoinModelLinkedList quadraticColumnList_;
/// Size of associated values
int sizeAssociated_;
/// Associated values
double * associated_;
/// Number of SOS - all these are done in one go e.g. from ampl
int numberSOS_;
/// SOS starts
int * startSOS_;
/// SOS members
int * memberSOS_;
/// SOS type
int * typeSOS_;
/// SOS priority
int * prioritySOS_;
/// SOS reference
double * referenceSOS_;
/// priorities (given for all columns (-1 if not integer)
int * priority_;
/// Nonzero if row is cut - done in one go e.g. from ampl
int * cut_;
/// Pointer to more information
void * moreInfo_;
/** Type of build -
-1 unset,
0 for row,
1 for column,
2 linked.
3 matrix is CoinPackedMatrix (and at present can't be modified);
*/
mutable int type_;
/// True if no names EVER being used (for users who know what they are doing)
bool noNames_;
/** Links present (could be tested by sizes of objects)
0 - none,
1 - row links,
2 - column links,
3 - both
*/
mutable int links_;
//@}
};
/// Just function of single variable x
double getFunctionValueFromString(const char * string, const char * x, double xValue);
/// faster version
double getDoubleFromString(CoinYacc & info, const char * string, const char * x, double xValue);
#endif