Added linux shared libraries and header files for int and ecos functions

1 files changed, 204 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin1/CglGomory.hpp b/thirdparty/linux/include/coin1/CglGomory.hpp
new file mode 100644
index 0000000..2d7f5c5
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+++ b/thirdparty/linux/include/coin1/CglGomory.hpp
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+// 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).
+
+#ifndef CglGomory_H
+#define CglGomory_H
+
+#include <string>
+
+#include "CglCutGenerator.hpp"
+
+class CoinWarmStartBasis;
+/** Gomory Cut Generator Class */
+class CglGomory : public CglCutGenerator {
+   friend void CglGomoryUnitTest(const OsiSolverInterface * siP,
+				  const std::string mpdDir );
+ 
+public:
+    
+  
+  /**@name Generate Cuts */
+  //@{
+  /** Generate Mixed Integer Gomory cuts for the model of the 
+      solver interface, si.
+
+      Insert the generated cuts into OsiCut, cs.
+
+      There is a limit option, which will only generate cuts with
+      less than this number of entries.
+
+      We can also only look at 0-1 variables a certain distance
+      from integer.
+  */
+  virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
+			     const CglTreeInfo info = CglTreeInfo());
+  /** Generates cuts given matrix and solution etc,
+      returns number of cuts generated */
+  int generateCuts( const OsiRowCutDebugger * debugger, 
+		    OsiCuts & cs,
+		    const CoinPackedMatrix & columnCopy,
+		    const CoinPackedMatrix & rowCopy,
+		    const double * colsol,
+		    const double * colLower, const double * colUpper,
+		    const double * rowLower, const double * rowUpper,
+		    const char * intVar ,
+		    const CoinWarmStartBasis* warm,
+                    const CglTreeInfo info = CglTreeInfo());
+  /** Generates cuts given matrix and solution etc,
+      returns number of cuts generated (no row copy passed in) */
+  int generateCuts( const OsiRowCutDebugger * debugger, 
+		    OsiCuts & cs,
+		    const CoinPackedMatrix & columnCopy,
+		    const double * colsol,
+		    const double * colLower, const double * colUpper,
+		    const double * rowLower, const double * rowUpper,
+		    const char * intVar ,
+		    const CoinWarmStartBasis* warm,
+                    const CglTreeInfo info = CglTreeInfo());
+
+  /// Return true if needs optimal basis to do cuts (will return true)
+  virtual bool needsOptimalBasis() const { return true; }
+  //@}
+
+  /**@name Change way Gomory works */
+  //@{
+  /// Pass in a copy of original solver (clone it)
+  void passInOriginalSolver(OsiSolverInterface * solver);
+  /// Returns original solver
+  inline OsiSolverInterface * originalSolver() const
+  { return originalSolver_;}
+  /// Set type - 0 normal, 1 add original matrix one, 2 replace
+  inline void setGomoryType(int type)
+  { gomoryType_=type;}
+  /// Return type
+  inline int gomoryType() const
+  { return gomoryType_;}
+  //@}
+
+  /**@name Change limit on how many variables in cut (default 50) */
+  //@{
+  /// Set
+  void setLimit(int limit);
+  /// Get
+  int getLimit() const;
+  /// Set at root (if <normal then use normal)
+  void setLimitAtRoot(int limit);
+  /// Get at root
+  int getLimitAtRoot() const;
+  /// Return maximum length of cut in tree
+  virtual int maximumLengthOfCutInTree() const;
+  //@}
+
+  /**@name Change criterion on which variables to look at.  All ones
+   more than "away" away from integrality will be investigated 
+  (default 0.05) */
+  //@{
+  /// Set away
+  void setAway(double value);
+  /// Get away
+  double getAway() const;
+  /// Set away at root
+  void setAwayAtRoot(double value);
+  /// Get away at root
+  double getAwayAtRoot() const;
+  //@}
+
+  /**@name Change criterion on which the cut id relaxed if the code
+           thinks the factorization has inaccuracies.  The relaxation to
+	   RHS is smallest of -
+	   1) 1.0e-4
+	   2) conditionNumberMultiplier * condition number of factorization
+	   3) largestFactorMultiplier * largest (dual*element) forming tableau
+	      row
+  */
+  //@{
+  /// Set ConditionNumberMultiplier
+  void setConditionNumberMultiplier(double value);
+  /// Get ConditionNumberMultiplier
+  double getConditionNumberMultiplier() const;
+  /// Set LargestFactorMultiplier
+  void setLargestFactorMultiplier(double value);
+  /// Get LargestFactorMultiplier
+  double getLargestFactorMultiplier() const;
+  //@}
+
+  /**@name change factorization */
+  //@{
+   /// Set/unset alternative factorization
+   inline void useAlternativeFactorization(bool yes=true)
+   { alternateFactorization_= (yes) ? 1 : 0;} 
+   /// Get whether alternative factorization being used
+   inline bool alternativeFactorization() const
+   { return (alternateFactorization_!=0);} 
+  //@}
+
+  /**@name Constructors and destructors */
+  //@{
+  /// Default constructor 
+  CglGomory ();
+ 
+  /// Copy constructor 
+  CglGomory (
+    const CglGomory &);
+
+  /// Clone
+  virtual CglCutGenerator * clone() const;
+
+  /// Assignment operator 
+  CglGomory &
+    operator=(
+    const CglGomory& rhs);
+  
+  /// Destructor 
+  virtual
+    ~CglGomory ();
+  /// Create C++ lines to get to current state
+  virtual std::string generateCpp( FILE * fp);
+  /// This can be used to refresh any inforamtion
+  virtual void refreshSolver(OsiSolverInterface * solver);
+  //@}
+      
+private:
+  
+ // Private member methods
+
+  // Private member data
+
+  /**@name Private member data */
+  //@{
+  /// Only investigate if more than this away from integrality
+  double away_;
+  /// Only investigate if more than this away from integrality (at root)
+  double awayAtRoot_;
+  /// Multiplier for conditionNumber cut relaxation
+  double conditionNumberMultiplier_;
+  /// Multiplier for largest factor cut relaxation
+  double largestFactorMultiplier_;
+  /// Original solver
+  OsiSolverInterface * originalSolver_;
+  /// Limit - only generate if fewer than this in cut
+  int limit_;
+  /// Limit - only generate if fewer than this in cut (at root)
+  int limitAtRoot_;
+  /// Dynamic limit in tree
+  int dynamicLimitInTree_;
+  /// Number of times stalled
+  int numberTimesStalled_;
+  /// nonzero to use alternative factorization
+  int alternateFactorization_;
+  /// Type - 0 normal, 1 add original matrix one, 2 replace
+  int gomoryType_;
+  //@}
+};
+
+//#############################################################################
+/** A function that tests the methods in the CglGomory class. The
+    only reason for it not to be a member method is that this way it doesn't
+    have to be compiled into the library. And that's a gain, because the
+    library should be compiled with optimization on, but this method should be
+    compiled with debugging. */
+void CglGomoryUnitTest(const OsiSolverInterface * siP,
+			const std::string mpdDir );
+  
+#endif