blob: bd08505dfcaa987eb137075205b44076bb20e821 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
|
/*
* Linear Solver Toolbox for Scilab using CLP library
* Authors :
Guru Pradeep Reddy
Bhanu Priya Sayal
* Optimizing (minimizing) the linear objective function having any number of
variables and linear constraints(equality/inequality).
*
*/
#ifndef __LinCLP_HPP__
#define __LinCLP_HPP__
#include"OsiSolverInterface.hpp"
#include "OsiClpSolverInterface.hpp"
#include "CoinPackedMatrix.hpp"
#include "CoinPackedVector.hpp"
class LinCLP
{
private:
int numVars_; //Number of variables
int numCons_; //Number of inequality constraints
double* objMatrix_[]; //Objective function vector
double* conMatrix_[]; //Inequality constraint matrix
double* conlb_[]; //Inequality constraint vector
double* conub_[]; //Equality constraint vector
double* lb_[]; //Lower bounds for all variables
double* ub_[]; //Upper bounds for all variables
double options_[]; //options for setting maximum iterations and writing mps and lp files
double* xValue_ = NULL; //Optimal value of variables
double objValue_ =0 ; //Optimal values of objective
double status_ = 0; //Return Status
double iterations_ = 0; //Number of iteration
double* Zl_ = NULL; //Reduced cost
double* Zu_ = NULL; //Reduced cost
double* dual_ = NULL; // Dual of the solution
public:
/*
* Constructor
*/
LinCLP(int numVars_ , int numCons_ ,double objMatrix_[] , double conMatrix_[] , double conlb_[] , double conub_[] ,double lb_[] , double ub_[], double options_[]);
virtual ~LinCLP(); //Destructor to free memory
const double* getX(); //Returns a pointer to matrix of size
//1*numVars with final values for the objective variables
double getObjVal(); //Returns the output of the final value of the objective
int returnStatus(); //Returns the status of the problem
double iterCount(); //Returns the iteration count
const double* getReducedCost(); //Returns a pointer to matrix of size
//1*numVars with values for lower dual vector
double* getDual(); //Returns a pointer to matrix of size
//1*numCons with values for dual vector
};
#endif __LinCLP_HPP__
|
