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authorGeorgey2017-07-05 11:40:43 +0530
committerGeorgey2017-07-05 11:40:43 +0530
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Added linux shared libraries and header files for int and ecos functions
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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 OsiRowCutDebugger_H
+#define OsiRowCutDebugger_H
+
+/*! \file OsiRowCutDebugger.hpp
+
+ \brief Provides a facility to validate cut constraints to ensure that they
+ do not cut off a given solution.
+*/
+
+#include <string>
+
+#include "OsiCuts.hpp"
+#include "OsiSolverInterface.hpp"
+
+/*! \brief Validate cuts against a known solution
+
+ OsiRowCutDebugger provides a facility for validating cuts against a known
+ solution for a problem. The debugger knows an optimal solution for many of
+ the miplib3 problems. Check the source for
+ #activate(const OsiSolverInterface&,const char*)
+ in OsiRowCutDebugger.cpp for the full set of known problems.
+
+ A full solution vector can be supplied as a parameter with
+ (#activate(const OsiSolverInterface&,const double*,bool)).
+ Only the integer values need to be valid.
+ The default behaviour is to solve an lp relaxation with the integer
+ variables fixed to the specified values and use the optimal solution to fill
+ in the continuous variables in the solution.
+ The debugger can be instructed to preserve the continuous variables (useful
+ when debugging solvers where the linear relaxation doesn't capture all the
+ constraints).
+
+ Note that the solution must match the problem held in the solver interface.
+ If you want to use the row cut debugger on a problem after applying presolve
+ transformations, your solution must match the presolved problem. (But see
+ #redoSolution().)
+*/
+class OsiRowCutDebugger {
+ friend void OsiRowCutDebuggerUnitTest(const OsiSolverInterface * siP,
+ const std::string & mpsDir);
+
+public:
+
+ /*! @name Validate Row Cuts
+
+ Check that the specified cuts do not cut off the known solution.
+ */
+ //@{
+ /*! \brief Check that the set of cuts does not cut off the solution known
+ to the debugger.
+
+ Check if any generated cuts cut off the solution known to the debugger!
+ If so then print offending cuts. Return the number of invalid cuts.
+ */
+ virtual int validateCuts(const OsiCuts & cs, int first, int last) const;
+
+ /*! \brief Check that the cut does not cut off the solution known to the
+ debugger.
+
+ Return true if cut is invalid
+ */
+ virtual bool invalidCut(const OsiRowCut & rowcut) const;
+
+ /*! \brief Returns true if the solution held in the solver is compatible
+ with the known solution.
+
+ More specifically, returns true if the known solution satisfies the column
+ bounds held in the solver.
+ */
+ bool onOptimalPath(const OsiSolverInterface &si) const;
+ //@}
+
+ /*! @name Activate the Debugger
+
+ The debugger is considered to be active when it holds a known solution.
+ */
+ //@{
+ /*! \brief Activate a debugger using the name of a problem.
+
+ The debugger knows an optimal solution for most of miplib3. Check the
+ source code for the full list. Returns true if the debugger is
+ successfully activated.
+ */
+ bool activate(const OsiSolverInterface &si, const char *model) ;
+
+ /*! \brief Activate a debugger using a full solution array.
+
+ The solution must have one entry for every variable, but only the entries
+ for integer values are used. By default the debugger will solve an lp
+ relaxation with the integer variables fixed and fill in values for the
+ continuous variables from this solution. If the debugger should preserve
+ the given values for the continuous variables, set \p keepContinuous to
+ \c true.
+
+ Returns true if debugger activates successfully.
+ */
+ bool activate(const OsiSolverInterface &si, const double* solution,
+ bool keepContinuous = false) ;
+
+ /// Returns true if the debugger is active
+ bool active() const;
+ //@}
+
+ /*! @name Query or Manipulate the Known Solution */
+ //@{
+ /// Return the known solution
+ inline const double * optimalSolution() const
+ { return knownSolution_;}
+
+ /// Return the number of columns in the known solution
+ inline int numberColumns() const { return (numberColumns_) ; }
+
+ /// Return the value of the objective for the known solution
+ inline double optimalValue() const { return knownValue_;}
+
+ /*! \brief Edit the known solution to reflect column changes
+
+ Given a translation array \p originalColumns[numberColumns] which can
+ translate current column indices to original column indices, this method
+ will edit the solution held in the debugger so that it matches the current
+ set of columns.
+
+ Useful when the original problem is preprocessed prior to cut generation.
+ The debugger does keep a record of the changes.
+ */
+ void redoSolution(int numberColumns, const int *originalColumns);
+
+ /// Print optimal solution (returns -1 bad debug, 0 on optimal, 1 not)
+ int printOptimalSolution(const OsiSolverInterface & si) const;
+ //@}
+
+ /**@name Constructors and Destructors */
+ //@{
+ /// Default constructor - no checking
+ OsiRowCutDebugger ();
+
+ /*! \brief Constructor with name of model.
+
+ See #activate(const OsiSolverInterface&,const char*).
+ */
+ OsiRowCutDebugger(const OsiSolverInterface &si, const char *model) ;
+
+ /*! \brief Constructor with full solution.
+
+ See #activate(const OsiSolverInterface&,const double*,bool).
+ */
+ OsiRowCutDebugger(const OsiSolverInterface &si, const double *solution,
+ bool enforceOptimality = false) ;
+
+ /// Copy constructor
+ OsiRowCutDebugger(const OsiRowCutDebugger &);
+
+ /// Assignment operator
+ OsiRowCutDebugger& operator=(const OsiRowCutDebugger& rhs);
+
+ /// Destructor
+ virtual ~OsiRowCutDebugger ();
+ //@}
+
+private:
+
+ // Private member data
+
+ /**@name Private member data */
+ //@{
+ /// Value of known solution
+ double knownValue_;
+
+ /*! \brief Number of columns in known solution
+
+ This must match the number of columns reported by the solver.
+ */
+ int numberColumns_;
+
+ /// array specifying integer variables
+ bool * integerVariable_;
+
+ /// array specifying known solution
+ double * knownSolution_;
+ //@}
+};
+
+#endif