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

1 files changed, 174 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin1/CglSimpleRounding.hpp b/thirdparty/linux/include/coin1/CglSimpleRounding.hpp
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+++ b/thirdparty/linux/include/coin1/CglSimpleRounding.hpp
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+// $Id: CglSimpleRounding.hpp 1149 2013-10-21 18:23:53Z tkr $
+// 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 CglSimpleRounding_H
+#define CglSimpleRounding_H
+
+#include <string>
+
+#include "CglCutGenerator.hpp"
+#include "CoinPackedMatrix.hpp"
+
+/** Simple Rounding Cut Generator Class
+
+ This class generates simple rounding cuts via the following method:
+    For each contraint,
+      attempt to derive a <= inequality in all integer variables
+      by netting out any continuous variables.
+      Divide the resulting integer inequality through by 
+      the greatest common denomimator (gcd) of the lhs coefficients.
+      Round down the rhs.
+
+ Warning: Use with careful attention to data precision.
+
+ (Reference: Nemhauser and Wolsey, Integer and Combinatorial Optimization, 1988, pg 211.)
+*/
+
+class CglSimpleRounding : public CglCutGenerator {
+   friend void CglSimpleRoundingUnitTest(const OsiSolverInterface * siP,
+					 const std::string mpdDir );
+ 
+public:
+
+  /**@name Generate Cuts */
+  //@{
+  /** Generate simple rounding cuts for the model accessed through the solver interface. 
+  Insert generated cuts into the cut set cs.
+  */
+  virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
+			     const CglTreeInfo info = CglTreeInfo());
+  //@}
+
+  /**@name Constructors and destructors */
+  //@{
+  /// Default constructor 
+  CglSimpleRounding ();
+ 
+  /// Copy constructor 
+  CglSimpleRounding (
+    const CglSimpleRounding &);
+
+  /// Clone
+  virtual CglCutGenerator * clone() const;
+
+  /// Assignment operator 
+  CglSimpleRounding &
+    operator=(
+    const CglSimpleRounding& rhs);
+  
+  /// Destructor 
+  virtual
+    ~CglSimpleRounding ();
+  /// Create C++ lines to get to current state
+  virtual std::string generateCpp( FILE * fp);
+  //@}
+
+private:
+  
+  // Private member methods
+   
+  /**@name Private methods */
+  //@{
+  
+  /// Derive a <= inequality in integer variables from the rowIndex-th constraint
+  bool deriveAnIntegerRow(
+                          const OsiSolverInterface & si,
+                          int rowIndex,
+                          const CoinShallowPackedVector & matrixRow, 
+                          CoinPackedVector & irow,
+                          double & b,
+                          bool * negative) const;
+  
+
+  /** Given a vector of doubles, x, with size elements and a positive tolerance,
+     dataTol, this method returns the smallest power of 10 needed so that
+     x[i]*10**power "is integer" for all i=0,...,size-1.
+  
+     ** change of definition of dataTol so that it refers to original
+     data, not to scaled data as that seems to lead to problems.
+
+     So if xScaled is x[i]*10**power and xInt is rounded(xScaled)
+     then fabs(xScaled-xInt) <= dataTol*10**power.  This means that
+     dataTol should be smaller - say 1.0e-12 rather tahn 1.0e-8
+
+     Returns -number of times overflowed  if the power is so big that it will
+     cause overflow (i.e. integer stored will be bigger than 2**31).
+     Test in cut generator.
+  */ 
+  int power10ToMakeDoubleAnInt( 
+       int size,               // the length of the vector x
+       const double * x,   
+       double dataTol ) const; // the precision of the data, i.e. the positive
+                               // epsilon, which is equivalent to zero
+
+  /**@name Greatest common denominators methods */
+  //@{
+  /// Returns the greatest common denominator of two positive integers, a and b.
+  inline  int gcd(int a, int b) const; 
+  
+  /** Returns the greatest common denominator of a vector of
+      positive integers, vi, of length n.
+  */
+  inline  int gcdv(int n, const int * const vi) const; 
+  //@}
+
+  //@}
+  
+  /**@name Private member data */
+  //@{
+  /// A value within an epsilon_ neighborhood of 0  is considered to be 0.
+  double epsilon_;
+  //@}
+};
+
+
+//-------------------------------------------------------------------
+// Returns the greatest common denominator of two 
+// positive integers, a and b, found using Euclid's algorithm 
+//-------------------------------------------------------------------
+int 
+CglSimpleRounding::gcd(int a, int b) const
+{
+  if(a > b) {
+    // Swap a and b
+    int temp = a;
+    a = b;
+    b = temp;
+  }
+  int remainder = b % a;
+  if (remainder == 0) return a;
+  else return gcd(remainder,a);
+}
+
+//-------------------------------------------------------------------
+// Returns the greatest common denominator of a vector of
+// positive integers, vi, of length n.
+//-------------------------------------------------------------------
+int 
+CglSimpleRounding::gcdv(int n, const int* const vi) const
+{
+  if (n==0)
+    abort();
+
+  if (n==1)
+    return vi[0];
+
+  int retval=gcd(vi[0], vi[1]);
+  for (int i=2; i<n; i++){
+     retval=gcd(retval,vi[i]);
+  }
+  return retval;
+}
+
+//#############################################################################
+/** A function that tests the methods in the CglSimpleRounding 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 CglSimpleRoundingUnitTest(const OsiSolverInterface * siP,
+			       const std::string mpdDir );
+  
+#endif