15 #ifndef OsiGrbSolverInterface_H 16 #define OsiGrbSolverInterface_H 123 virtual bool setWarmStart(
const CoinWarmStart *warmstart);
266 virtual std::vector< double * >
getDualRays(
int maxNumRays,
267 bool fullRay =
false)
const;
279 virtual std::vector< double * >
getPrimalRays(
int maxNumRays)
const;
291 virtual void setObjCoeff(
int elementIndex,
double elementValue);
294 virtual void setObjCoeffSet(
const int *indexFirst,
const int *indexLast,
295 const double *coeffList);
300 virtual void setColLower(
int elementIndex,
double elementValue);
305 virtual void setColUpper(
int elementIndex,
double elementValue);
310 virtual void setColBounds(
int elementIndex,
double lower,
double upper);
319 virtual void setColSetBounds(
const int *indexFirst,
const int *indexLast,
320 const double *boundList);
324 virtual void setRowLower(
int elementIndex,
double elementValue);
328 virtual void setRowUpper(
int elementIndex,
double elementValue);
333 virtual void setRowBounds(
int elementIndex,
double lower,
double upper);
336 virtual void setRowType(
int index,
char sense,
double rightHandSide,
346 virtual void setRowSetBounds(
const int *indexFirst,
const int *indexLast,
347 const double *boundList);
358 virtual void setRowSetTypes(
const int *indexFirst,
const int *indexLast,
359 const char *senseList,
const double *rhsList,
const double *rangeList);
374 virtual void setInteger(
const int *indices,
int len);
381 virtual void setRowName(
int ndx, std::string name);
384 virtual void setColName(
int ndx, std::string name);
422 virtual void addCol(
const CoinPackedVectorBase &vec,
const double collb,
423 const double colub,
const double obj);
427 virtual void addCols(
const int numcols,
428 const CoinPackedVectorBase *
const *cols,
const double *collb,
429 const double *colub,
const double *obj);
431 virtual void deleteCols(
const int num,
const int *colIndices);
435 virtual void addRow(
const CoinPackedVectorBase &vec,
const double rowlb,
438 virtual void addRow(
const CoinPackedVectorBase &vec,
const char rowsen,
439 const double rowrhs,
const double rowrng);
443 virtual void addRows(
const int numrows,
444 const CoinPackedVectorBase *
const *rows,
const double *rowlb,
445 const double *rowub);
447 virtual void addRows(
const int numrows,
448 const CoinPackedVectorBase *
const *rows,
const char *rowsen,
449 const double *rowrhs,
const double *rowrng);
451 virtual void deleteRows(
const int num,
const int *rowIndices);
470 virtual void loadProblem(
const CoinPackedMatrix &matrix,
const double *collb,
471 const double *colub,
const double *obj,
const double *rowlb,
472 const double *rowub);
481 virtual void assignProblem(CoinPackedMatrix *&matrix,
double *&collb,
482 double *&colub,
double *&obj,
double *&rowlb,
double *&rowub);
496 virtual void loadProblem(
const CoinPackedMatrix &matrix,
const double *collb,
497 const double *colub,
const double *obj,
const char *rowsen,
498 const double *rowrhs,
const double *rowrng);
507 virtual void assignProblem(CoinPackedMatrix *&matrix,
double *&collb,
508 double *&colub,
double *&obj,
char *&rowsen,
double *&rowrhs,
513 virtual void loadProblem(
const int numcols,
const int numrows,
514 const int *start,
const int *index,
const double *value,
515 const double *collb,
const double *colub,
const double *obj,
516 const double *rowlb,
const double *rowub);
520 virtual void loadProblem(
const int numcols,
const int numrows,
521 const int *start,
const int *index,
const double *value,
522 const double *collb,
const double *colub,
const double *obj,
523 const char *rowsen,
const double *rowrhs,
const double *rowrng);
527 virtual int readMps(
const char *filename,
const char *extension =
"mps");
533 virtual void writeMps(
const char *filename,
const char *extension =
"mps",
534 double objSense = 0.0)
const;
633 virtual void reset();
740 double effectivenessLb = 0.0);
840 mutable double *
obj_;
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
virtual int readMps(const char *filename, const char *extension="mps")
Read a problem in MPS format from the given filename.
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
int auxcolspace
Size of allocated memory for colmap_G2O that exceeds colspace_.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
int hotStartMaxIteration_
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows) ...
double * rowupper_
Pointer to dense vector of row upper bounds.
free only cached row and LP solution information
virtual int getNumRows() const
Get number of rows.
void gutsOfDestructor()
The real work of the destructor.
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
virtual void markHotStart()
Create a hotstart point of the optimization process.
problem matrix: matrix ordered by column and by row
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
virtual void getBasisStatus(int *cstat, int *rstat) const
Returns a basis status of the structural/artificial variables At present as warm start i...
virtual bool isAbandoned() const
Are there a numerical difficulties?
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
int nameDisc_
OSI name discipline.
int colspace_
Size of allocated memory for coltype_, colmap_O2G, and (with offset auxcolspace) colmap_G2O.
virtual void setColLower(int elementIndex, double elementValue)=0
Set a single column lower bound.
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
CoinPackedMatrix * matrixByCol_
Pointer to row-wise copy of problem matrix coefficients.
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
virtual void writeMps(const char *filename, const char *extension="mps", double objSense=0.0) const
Write the problem into an mps file of the given filename.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
bool probtypemip_
Stores whether we currently see the problem as a MIP.
bool isDemoLicense() const
Return whether the current Gurobi environment runs in demo mode.
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
int * hotStartCStat_
Hotstart information.
double * rowact_
Pointer to row activity (slack) vector.
virtual void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
Load in an problem by copying the arguments (the constraints on the rows are given by lower and upper...
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
void gutsOfConstructor()
The real work of the constructor.
GRBmodel * lp_
Gurobi model represented by this class instance.
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
virtual int getNumCols() const
Get number of columns.
Collections of row cuts and column cuts.
virtual void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, double *&rowlb, double *&rowub)
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by l...
double * rowsol_
Pointer to dual solution vector.
void freeAllMemory()
free all allocated memory
char * rowsense_
Pointer to dense vector of row sense indicators.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
GRBenv * localenv_
Gurobi environment used only by this class instance.
void setMipStart(bool value)
virtual void setColName(int ndx, std::string name)
Set a column name.
GRBenv * getEnvironmentPtr() const
Method to access Gurobi environment pointer.
void switchToLP()
Get indices of the pivot variable in each row (order of indices corresponds to the order of elements ...
virtual void setColUpper(int elementIndex, double elementValue)=0
Set a single column upper bound.
virtual void enableSimplexInterface(bool doingPrimal)
Enables normal operation of subsequent functions.
double * colupper_
Pointer to dense vector of variable lower bounds.
virtual std::vector< double *> getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
keep all cached data (similar to getMutableLpPtr())
friend void OsiGrbSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiGrbSolverInterface class.
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
virtual const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
void freeColSpace()
frees colsize_ vector
static void setEnvironment(GRBenv *globalenv)
sets the global gurobi environment to a user given one
virtual bool isProvenOptimal() const
Is optimality proven?
row information: right hand sides, ranges and senses, lower and upper bounds for row ...
double * rhs_
Pointer to dense vector of row right-hand side values.
virtual ~OsiGrbSolverInterface()
Destructor.
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
Add a set of rows (constraints) to the problem.
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)=0
Add a column (primal variable) to the problem.
bool getHintParam(OsiHintParam key, bool &yesNo, OsiHintStrength &strength, void *&otherInformation) const
Get a hint parameter (all information)
double * collower_
Pointer to dense vector of variable lower bounds.
Abstract Base Class for describing an interface to a solver.
virtual void resolve()
Resolve an LP relaxation after problem modification.
bool setHintParam(OsiHintParam key, bool yesNo=true, OsiHintStrength strength=OsiHintTry, void *=NULL)
Set a hint parameter.
free only cached matrix and LP solution information
void resizeAuxColIndSpace()
resizes auxcolind vector to current number of rows and inits values to -1
virtual const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
void convertToRangedRow(int rowidx, double rhs, double range)
converts a normal row into a ranged row by adding an auxiliary variable
virtual int getNumElements() const
Get number of nonzero elements.
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
void freeCachedMatrix()
free cached matrices
int nauxcols
Number of auxiliary columns in Gurobi model for handling of ranged rows.
static unsigned int getNumInstances()
Return the number of instances of instantiated objects using Gurobi services.
void freeCachedRowRim()
free cached row rim vectors
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const double *rowlb, const double *rowub)
Add a set of rows (constraints) to the problem.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
virtual void setRowName(int ndx, std::string name)
Set a row name.
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
virtual void addCols(const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj)
Add a set of columns (primal variables) to the problem.
int * auxcolind
Gives for each row the index of the corresponding auxiliary variable, if it is a ranged row...
virtual void solveFromHotStart()
Optimize starting from the hotstart.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver...
virtual void setRowSetTypes(const int *indexFirst, const int *indexLast, const char *senseList, const double *rhsList, const double *rangeList)
Set the type of a number of rows simultaneously The default implementation just invokes setRowType()...
static bool globalenv_is_ours
whether OsiGrb has created the global environment (and thus should free it)
double * redcost_
Pointer to reduced cost vector.
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
virtual const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
void resizeAuxColSpace(int minsize)
resizes colmap_G2O vector to be able to store at least minsize (auxiliary) elements ...
virtual void addCols(const int numcols, const CoinPackedVectorBase *const *cols, const double *collb, const double *colub, const double *obj)
Add a set of columns (primal variables) to the problem.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
virtual void enableFactorization() const
Useless function, defined only for compatibility with OsiSimplexInterface.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
double * colsol_
Pointer to primal solution vector.
discard all cached data (default)
void convertToNormalRow(int rowidx, char sense, double rhs)
converts a ranged row into a normal row by removing its auxiliary variable
double * rowlower_
Pointer to dense vector of row lower bounds.
virtual void disableFactorization() const
Useless function, defined only for compatibility with OsiSimplexInterface.
bool domipstart
Whether to pass a column solution to CPLEX before starting MIP solve (copymipstart) ...
GRBmodel * getMutableLpPtr() const
Get LP Pointer for const methods.
static void incrementInstanceCounter()
Gurobi has a context which must be created prior to all other Gurobi calls.
virtual void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously The default implementation just invokes setColl...
virtual void reset()
Resets as if default constructor.
int auxcolindspace
Current length of auxcolind array.
virtual std::vector< double *> getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
double * obj_
Pointer to objective vector.
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
only discard cached LP solution
void resizeColSpace(int minsize)
resizes coltype_, colmap_O2G, colmap_G2O vectors to be able to store at least minsize elements ...
CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
This means it is only a hint.
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower() and ...
void freeCachedColRim()
free cached column rim vectors
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
void switchToMIP()
switches Gurobi to prob type MIP
int * colmap_G2O
Maps variable indices from Gurobi to Osi A negative value indicates that a variable is an auxiliary v...
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
OsiGrbSolverInterface(bool use_local_env=false)
Default Constructor.
virtual void initialSolve()
Solve initial LP relaxation.
char * coltype_
Pointer to dense vector of variable types (continous, binary, integer)
virtual const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
struct _GRBmodel GRBmodel
column information: objective values, lower and upper bounds, variable types
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
static void decrementInstanceCounter()
Gurobi has a context which should be deleted after Gurobi calls.
free only cached column and LP solution information
virtual bool basisIsAvailable() const
Returns true if a basis is available.
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)=0
Add a row (constraint) to the problem.
LP solution: primal and dual solution, reduced costs, row activities.
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
virtual void setObjCoeffSet(const int *indexFirst, const int *indexLast, const double *coeffList)
Set a a set of objective function coefficients.
Internal class for obtaining status from the applyCuts method.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
virtual double getInfinity() const
Get solver's value for infinity.
virtual OsiSolverInterface::ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
void gutsOfCopy(const OsiGrbSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
void freeCachedData(int keepCached=KEEPCACHED_NONE)
free all cached data (except specified entries, see getLpPtr())
keepCachedFlag
Get pointer to Gurobi model and free all specified cached data entries (combined with logical or-oper...
static GRBenv * globalenv_
Gurobi environment pointer.
virtual void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound The default implementation just invokes setRowLower() and set...
virtual void unmarkHotStart()
Delete the snapshot.
virtual bool isIterationLimitReached() const
Iteration limit reached?
GRBmodel * getLpPtr(int keepCached=KEEPCACHED_NONE)
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
virtual void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously The default implementation just invokes setRowLowe...
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
static unsigned int numInstances_
Number of instances using the global Gurobi environment.
OsiGrbSolverInterface & operator=(const OsiGrbSolverInterface &rhs)
Assignment operator.
virtual void disableSimplexInterface()
Useless function, defined only for compatibility with OsiSimplexInterface.
virtual double getObjValue() const
Get objective function value.
free only cached LP solution information
int * colmap_O2G
Maps variable indices from Osi to Gurobi Is NULL if there are no ranged rows! (assume identity mappin...
const char * getCtype() const
return a vector of variable types (continous, binary, integer)
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
void freeCachedResults()
free cached result vectors
virtual int canDoSimplexInterface() const
Returns 1 if can just do getBInv etc 2 if has all OsiSimplex methods and 0 if it has none...
virtual void enableSimplexInterface(int doingPrimal)
Useless function, defined only for compatibility with OsiSimplexInterface.