#include <OsiSimplexInterface.hpp>
Inheritance diagram for OsiSimplexInterface:
Public Member Functions | |
OsiSimplexInterface methods | |
| virtual void | enableSimplexInterface (bool doingPrimal) |
| virtual void | disableSimplexInterface () |
| Undo whatever setting changes the above method had to make. | |
| virtual bool | basisIsAvailable ()=0 |
| Returns true if a basis is available. | |
| virtual void | getBasisStatus (int *cstat, int *rstat)=0 |
| virtual int | setBasisStatus (const int *cstat, const int *rstat)=0 |
| virtual int | pivot (int colIn, int colOut, int outStatus)=0 |
| virtual int | primalPivotResult (int colIn, int sign, int &colOut, int &outStatus, double &t, CoinPackedVector *dx)=0 |
| virtual int | dualPivotResult (int &colIn, int &sign, int colOut, int outStatus, double &t, CoinPackedVector *dx)=0 |
| virtual void | getReducedGradient (double *columnReducedCosts, double *duals, const double *c)=0 |
| Get the reduced gradient for the cost vector c. | |
| virtual void | setObjectiveAndRefresh (double *c)=0 |
| virtual void | getBInvARow (int row, double *z)=0 |
| Get a row of the tableau. | |
| virtual void | getBInvRow (int row, double *z)=0 |
| Get a row of the basis inverse. | |
| virtual void | getBInvACol (int col, double *vec)=0 |
| Get a column of the tableau. | |
| virtual void | getBInvCol (int col, double *vec)=0 |
| Get a column of the basis inverse. | |
| virtual void | getBasics (int *index)=0 |
Constructors and destructors | |
| OsiSimplexInterface () | |
| Default Constructor. | |
| OsiSimplexInterface (const OsiSimplexInterface &rhs) | |
| Copy constructor. | |
| OsiSimplexInterface & | operator= (const OsiSimplexInterface &rhs) |
| Assignment operator. | |
| virtual | ~OsiSimplexInterface () |
| Destructor. | |
Friends | |
| void | OsiSimplexInterfaceCommonUnitTest (const OsiSolverInterface *emptySi, const std::string &mpsDir) |
Abstract Base Class for describing an advanced interface to a simplex solver. When switched on allows great control of simplex iterations. Also allows access to tableau.
Definition at line 26 of file OsiSimplexInterface.hpp.
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Obtain a result of the dual pivot (similar to the previous method) Differences: entering variable and a sign of its change are now the outputs, the leaving variable and its statuts -- the inputs If dx!=NULL, then *dx contains dual ray Return code: same Implemented in OsiClpSolverInterface. |
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Enables normal operation of subsequent functions. This method is supposed to ensure that all typical things (like reduced costs, etc.) are updated when individual pivots are executed and can be queried by other methods. says whether will be doing primal or dual Reimplemented in OsiClpSolverInterface. Definition at line 40 of file OsiSimplexInterface.hpp.
00040 {};
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Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()). Implemented in OsiClpSolverInterface. |
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The following two methods may be replaced by the methods of OsiSolverInterface using OsiWarmStartBasis if: 1. OsiWarmStartBasis resize operation is implemented more efficiently and 2. It is ensured that effects on the solver are the same Returns a basis status of the structural/artificial variables At present as warm start i.e 0 free, 1 basic, 2 upper, 3 lower Implemented in OsiClpSolverInterface. |
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Perform a pivot by substituting a colIn for colOut in the basis. The status of the leaving variable is given in statOut. Where 1 is to upper bound, -1 to lower bound Implemented in OsiClpSolverInterface. |
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Obtain a result of the primal pivot Outputs: colOut -- leaving column, outStatus -- its status, t -- step size, and, if dx!=NULL, *dx -- primal ray direction. Inputs: colIn -- entering column, sign -- direction of its change (+/-1). Both for colIn and colOut, artificial variables are index by the negative of the row index minus 1. Return code (for now): 0 -- leaving variable found, -1 -- everything else? Clearly, more informative set of return values is required Implemented in OsiClpSolverInterface. |
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Set the status of structural/artificial variables and factorize, update solution etc Implemented in OsiClpSolverInterface. |
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Set a new objective and apply the old basis so that the reduced costs are properly updated Implemented in OsiClpSolverInterface. |
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A function that tests the methods in the OsiSimplexInterface 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. Definition at line 23 of file OsiSimplexInterfaceTest.cpp.
00025 {
00026 OsiSolverInterface * si = emptySi->clone();
00027 std::string solverName;
00028 si->getStrParam(OsiSolverName,solverName);
00029 OsiSimplexInterface * simplexSi = dynamic_cast<OsiSimplexInterface *> (si);
00030
00031 if (simplexSi) {
00032 // solve an lp by hand
00033
00034 std::string fn = mpsDir+"p0033";
00035 si->readMps(fn.c_str(),"mps");
00036 si->setObjSense(-1.0);
00037 si->initialSolve();
00038 si->setObjSense(1.0);
00039 // enable special mode
00040 simplexSi->enableSimplexInterface(true);
00041 // we happen to know that variables are 0-1 and rows are L
00042 int numberIterations=0;
00043 int numberColumns = si->getNumCols();
00044 int numberRows = si->getNumRows();
00045 double * fakeCost = new double[numberColumns];
00046 double * duals = new double [numberRows];
00047 double * djs = new double [numberColumns];
00048 const double * solution = si->getColSolution();
00049 memcpy(fakeCost,si->getObjCoefficients(),numberColumns*sizeof(double));
00050 while (1) {
00051 const double * dj;
00052 const double * dual;
00053 if ((numberIterations&1)==0) {
00054 // use given ones
00055 dj = si->getReducedCost();
00056 dual = si->getRowPrice();
00057 } else {
00058 // create
00059 dj = djs;
00060 dual = duals;
00061 simplexSi->getReducedGradient(djs,duals,fakeCost);
00062 }
00063 int i;
00064 int colIn=9999;
00065 int direction=1;
00066 double best=1.0e-6;
00067 // find most negative reduced cost
00068 // Should check basic - but should be okay on this problem
00069 for (i=0;i<numberRows;i++) {
00070 double value=dual[i];
00071 if (value>best) {
00072 direction=-1;
00073 best=value;
00074 colIn=-i-1;
00075 }
00076 }
00077 for (i=0;i<numberColumns;i++) {
00078 double value=dj[i];
00079 if (value<-best&&solution[i]<1.0e-6) {
00080 direction=1;
00081 best=-value;
00082 colIn=i;
00083 } else if (value>best&&solution[i]>1.0-1.0e-6) {
00084 direction=-1;
00085 best=value;
00086 colIn=i;
00087 }
00088 }
00089 if (colIn==9999)
00090 break; // should be optimal
00091 int colOut;
00092 int outStatus;
00093 double theta;
00094 assert(!simplexSi->primalPivotResult(colIn,direction,colOut,outStatus,theta,NULL));
00095 printf("out %d, direction %d theta %g\n",
00096 colOut,outStatus,theta);
00097 numberIterations++;
00098 }
00099 delete [] fakeCost;
00100 delete [] duals;
00101 delete [] djs;
00102 // exit special mode
00103 simplexSi->disableSimplexInterface();
00104 si->resolve();
00105 assert (!si->getIterationCount());
00106 si->setObjSense(-1.0);
00107 si->initialSolve();
00108 std::cout<<solverName<<" passed OsiSimplexInterface test"<<std::endl;
00109 } else {
00110 std::cout<<solverName<<" has no OsiSimplexInterface"<<std::endl;
00111 }
00112 delete si;
00113 }
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1.3.5