This is to allow the user to replace initialSolve and resolve This version changes coefficients. More...

#include <CbcLinked.hpp>

Inheritance diagram for OsiSolverLink:

Collaboration diagram for OsiSolverLink:

Public Member Functions
Solve methods
virtual void	initialSolve ()
	Solve initial LP relaxation. More...

virtual void	resolve ()
	Resolve an LP relaxation after problem modification. More...

virtual int	fathom (bool allFixed)
	Problem specific Returns -1 if node fathomed and no solution 0 if did nothing 1 if node fathomed and solution allFixed is true if all LinkedBound variables are fixed. More...

double *	nonlinearSLP (int numberPasses, double deltaTolerance)
	Solves nonlinear problem from CoinModel using SLP - may be used as crash for other algorithms when number of iterations small. More...

double	linearizedBAB (CglStored *cut)
	Solve linearized quadratic objective branch and bound. More...

double *	heuristicSolution (int numberPasses, double deltaTolerance, int mode)
	Solves nonlinear problem from CoinModel using SLP - and then tries to get heuristic solution Returns solution array mode - 0 just get continuous 1 round and try normal bab 2 use defaultBound_ to bound integer variables near current solution. More...

int	doAOCuts (CglTemporary cutGen, const double solution, const double *solution2)
	Do OA cuts. More...

Constructors and destructors
	OsiSolverLink ()
	Default Constructor. More...

	OsiSolverLink (CoinModel &modelObject)
	This creates from a coinModel object. More...

void	load (CoinModel &modelObject, bool tightenBounds=false, int logLevel=1)

virtual OsiSolverInterface *	clone (bool copyData=true) const
	Clone. More...

	OsiSolverLink (const OsiSolverLink &)
	Copy constructor. More...

OsiSolverLink &	operator= (const OsiSolverLink &rhs)
	Assignment operator. More...

virtual	~OsiSolverLink ()
	Destructor. More...

Sets and Gets
void	addBoundModifier (bool upperBoundAffected, bool useUpperBound, int whichVariable, int whichVariableAffected, double multiplier=1.0)
	Add a bound modifier. More...

int	updateCoefficients (ClpSimplex solver, CoinPackedMatrix matrix)
	Update coefficients - returns number updated if in updating mode. More...

void	analyzeObjects ()
	Analyze constraints to see which are convex (quadratic) More...

void	addTighterConstraints ()
	Add reformulated bilinear constraints. More...

double	bestObjectiveValue () const
	Objective value of best solution found internally. More...

void	setBestObjectiveValue (double value)
	Set objective value of best solution found internally. More...

const double *	bestSolution () const
	Best solution found internally. More...

void	setBestSolution (const double *solution, int numberColumns)
	Set best solution found internally. More...

void	setSpecialOptions2 (int value)
	Set special options. More...

void	sayConvex (bool convex)
	Say convex (should work it out) - if convex false then strictly concave. More...

int	specialOptions2 () const
	Get special options. More...

CoinPackedMatrix *	cleanMatrix () const
	Clean copy of matrix So we can add rows. More...

CoinPackedMatrix *	originalRowCopy () const
	Row copy of matrix Just genuine columns and rows Linear part. More...

ClpSimplex *	quadraticModel () const
	Copy of quadratic model if one. More...

CoinPackedMatrix *	quadraticRow (int rowNumber, double *linear) const
	Gets correct form for a quadratic row - user to delete. More...

double	defaultMeshSize () const
	Default meshSize. More...

void	setDefaultMeshSize (double value)

double	defaultBound () const
	Default maximumbound. More...

void	setDefaultBound (double value)

void	setIntegerPriority (int value)
	Set integer priority. More...

int	integerPriority () const
	Get integer priority. More...

int	objectiveVariable () const
	Objective transfer variable if one. More...

void	setBiLinearPriority (int value)
	Set biLinear priority. More...

int	biLinearPriority () const
	Get biLinear priority. More...

const CoinModel *	coinModel () const
	Return CoinModel. More...

void	setBiLinearPriorities (int value, double meshSize=1.0)
	Set all biLinear priorities on x-x variables. More...

void	setBranchingStrategyOnVariables (int strategyValue, int priorityValue=-1, int mode=7)
	Set options and priority on all or some biLinear variables 1 - on I-I 2 - on I-x 4 - on x-x or combinations. More...

void	setMeshSizes (double value)
	Set all mesh sizes on x-x variables. More...

void	setFixedPriority (int priorityValue)
	Two tier integer problem where when set of variables with priority less than this are fixed the problem becomes an easier integer problem. More...

Public Member Functions inherited from CbcOsiSolver
	CbcOsiSolver ()
	Default Constructor. More...

	CbcOsiSolver (const CbcOsiSolver &)
	Copy constructor. More...

CbcOsiSolver &	operator= (const CbcOsiSolver &rhs)
	Assignment operator. More...

virtual	~CbcOsiSolver ()
	Destructor. More...

void	setCbcModel (CbcModel *model)
	Set Cbc Model. More...

CbcModel *	cbcModel () const
	Return Cbc Model. More...

Protected Member Functions
functions
void	gutsOfDestructor (bool justNullify=false)
	Do real work of initialize. More...

void	gutsOfCopy (const OsiSolverLink &rhs)
	Do real work of copy. More...

Protected Attributes
Private member data
CoinPackedMatrix *	matrix_
	Clean copy of matrix Marked coefficients will be multiplied by L or U. More...

CoinPackedMatrix *	originalRowCopy_
	Row copy of matrix Just genuine columns and rows. More...

ClpSimplex *	quadraticModel_
	Copy of quadratic model if one. More...

int	numberNonLinearRows_
	Number of rows with nonLinearities. More...

int *	startNonLinear_
	Starts of lists. More...

int *	rowNonLinear_
	Row number for a list. More...

int *	convex_
	Indicator whether is convex, concave or neither -1 concave, 0 neither, +1 convex. More...

int *	whichNonLinear_
	Indices in a list/row. More...

CoinModel	coinModel_
	Model in CoinModel format. More...

int	numberVariables_
	Number of variables in tightening phase. More...

OsiLinkedBound *	info_
	Information. More...

int	specialOptions2_
	0 bit (1) - call fathom (may do mini B&B) 1 bit (2) - quadratic only in objective (add OA cuts) 2 bit (4) - convex 3 bit (8) - try adding OA cuts 4 bit (16) - add linearized constraints More...

int	objectiveRow_
	Objective transfer row if one. More...

int	objectiveVariable_
	Objective transfer variable if one. More...

double	bestObjectiveValue_
	Objective value of best solution found internally. More...

double	defaultMeshSize_
	Default mesh. More...

double	defaultBound_
	Default maximum bound. More...

double *	bestSolution_
	Best solution found internally. More...

int	integerPriority_
	Priority for integers. More...

int	biLinearPriority_
	Priority for bilinear. More...

int	numberFix_
	Number of variables which when fixed help. More...

int *	fixVariables_
	list of fixed variables More...

Protected Attributes inherited from CbcOsiSolver
CbcModel *	cbcModel_
	Pointer back to CbcModel. More...

Detailed Description

This is to allow the user to replace initialSolve and resolve This version changes coefficients.

Definition at line 29 of file CbcLinked.hpp.

Constructor & Destructor Documentation

◆ OsiSolverLink() [1/3]

OsiSolverLink::OsiSolverLink ( )

Default Constructor.

◆ OsiSolverLink() [2/3]

OsiSolverLink::OsiSolverLink ( CoinModel & modelObject )

This creates from a coinModel object.

if errors.then number of sets is -1

This creates linked ordered sets information. It assumes -

for product terms syntax is yy*f(zz) also just f(zz) is allowed and even a constant

modelObject not const as may be changed as part of process.

◆ OsiSolverLink() [3/3]

OsiSolverLink::OsiSolverLink ( const OsiSolverLink & )

Copy constructor.

◆ ~OsiSolverLink()

virtual OsiSolverLink::~OsiSolverLink ( )

virtual

Destructor.

Member Function Documentation

◆ initialSolve()

virtual void OsiSolverLink::initialSolve ( )

virtual

Solve initial LP relaxation.

◆ resolve()

virtual void OsiSolverLink::resolve ( )

virtual

Resolve an LP relaxation after problem modification.

◆ fathom()

virtual int OsiSolverLink::fathom ( bool allFixed )

virtual

Problem specific Returns -1 if node fathomed and no solution 0 if did nothing 1 if node fathomed and solution allFixed is true if all LinkedBound variables are fixed.

◆ nonlinearSLP()

double* OsiSolverLink::nonlinearSLP	(	int	numberPasses,
		double	deltaTolerance
	)

Solves nonlinear problem from CoinModel using SLP - may be used as crash for other algorithms when number of iterations small.

Also exits if all problematical variables are changing less than deltaTolerance Returns solution array

◆ linearizedBAB()

double OsiSolverLink::linearizedBAB ( CglStored * cut )

Solve linearized quadratic objective branch and bound.

Return cutoff and OA cut

◆ heuristicSolution()

double* OsiSolverLink::heuristicSolution	(	int	numberPasses,
		double	deltaTolerance,
		int	mode
	)

Solves nonlinear problem from CoinModel using SLP - and then tries to get heuristic solution Returns solution array mode - 0 just get continuous 1 round and try normal bab 2 use defaultBound_ to bound integer variables near current solution.

◆ doAOCuts()

int OsiSolverLink::doAOCuts	(	CglTemporary *	cutGen,
		const double *	solution,
		const double *	solution2
	)

Do OA cuts.

◆ load()

void OsiSolverLink::load	(	CoinModel &	modelObject,
		bool	tightenBounds = `false`,
		int	logLevel = `1`
	)

◆ clone()

virtual OsiSolverInterface* OsiSolverLink::clone ( bool copyData = true ) const

virtual

Clone.

Reimplemented from CbcOsiSolver.

◆ operator=()

OsiSolverLink& OsiSolverLink::operator= ( const OsiSolverLink & rhs )

Assignment operator.

◆ addBoundModifier()

void OsiSolverLink::addBoundModifier	(	bool	upperBoundAffected,
		bool	useUpperBound,
		int	whichVariable,
		int	whichVariableAffected,
		double	multiplier = `1.0`
	)

Add a bound modifier.

◆ updateCoefficients()

int OsiSolverLink::updateCoefficients	(	ClpSimplex *	solver,
		CoinPackedMatrix *	matrix
	)

Update coefficients - returns number updated if in updating mode.

◆ analyzeObjects()

void OsiSolverLink::analyzeObjects ( )

Analyze constraints to see which are convex (quadratic)

◆ addTighterConstraints()

void OsiSolverLink::addTighterConstraints ( )

Add reformulated bilinear constraints.

◆ bestObjectiveValue()

double OsiSolverLink::bestObjectiveValue ( ) const

inline

Objective value of best solution found internally.

Definition at line 120 of file CbcLinked.hpp.

◆ setBestObjectiveValue()

void OsiSolverLink::setBestObjectiveValue ( double value )

inline

Set objective value of best solution found internally.

Definition at line 125 of file CbcLinked.hpp.

◆ bestSolution()

const double* OsiSolverLink::bestSolution ( ) const

inline

Best solution found internally.

Definition at line 130 of file CbcLinked.hpp.

◆ setBestSolution()

void OsiSolverLink::setBestSolution	(	const double *	solution,
		int	numberColumns
	)

Set best solution found internally.

◆ setSpecialOptions2()

void OsiSolverLink::setSpecialOptions2 ( int value )

inline

Set special options.

Definition at line 137 of file CbcLinked.hpp.

◆ sayConvex()

void OsiSolverLink::sayConvex ( bool convex )

Say convex (should work it out) - if convex false then strictly concave.

◆ specialOptions2()

int OsiSolverLink::specialOptions2 ( ) const

inline

Get special options.

Definition at line 144 of file CbcLinked.hpp.

◆ cleanMatrix()

CoinPackedMatrix* OsiSolverLink::cleanMatrix ( ) const

inline

Clean copy of matrix So we can add rows.

Definition at line 151 of file CbcLinked.hpp.

◆ originalRowCopy()

CoinPackedMatrix* OsiSolverLink::originalRowCopy ( ) const

inline

Row copy of matrix Just genuine columns and rows Linear part.

Definition at line 159 of file CbcLinked.hpp.

◆ quadraticModel()

ClpSimplex* OsiSolverLink::quadraticModel ( ) const

inline

Copy of quadratic model if one.

Definition at line 164 of file CbcLinked.hpp.

◆ quadraticRow()

CoinPackedMatrix* OsiSolverLink::quadraticRow	(	int	rowNumber,
		double *	linear
	)		const

Gets correct form for a quadratic row - user to delete.

◆ defaultMeshSize()

double OsiSolverLink::defaultMeshSize ( ) const

inline

Default meshSize.

Definition at line 171 of file CbcLinked.hpp.

◆ setDefaultMeshSize()

void OsiSolverLink::setDefaultMeshSize ( double value )

inline

Definition at line 175 of file CbcLinked.hpp.

◆ defaultBound()

double OsiSolverLink::defaultBound ( ) const

inline

Default maximumbound.

Definition at line 180 of file CbcLinked.hpp.

◆ setDefaultBound()

void OsiSolverLink::setDefaultBound ( double value )

inline

Definition at line 184 of file CbcLinked.hpp.

◆ setIntegerPriority()

void OsiSolverLink::setIntegerPriority ( int value )

inline

Set integer priority.

Definition at line 189 of file CbcLinked.hpp.

◆ integerPriority()

int OsiSolverLink::integerPriority ( ) const

inline

Get integer priority.

Definition at line 194 of file CbcLinked.hpp.

◆ objectiveVariable()

int OsiSolverLink::objectiveVariable ( ) const

inline

Objective transfer variable if one.

Definition at line 199 of file CbcLinked.hpp.

◆ setBiLinearPriority()

void OsiSolverLink::setBiLinearPriority ( int value )

inline

Set biLinear priority.

Definition at line 204 of file CbcLinked.hpp.

◆ biLinearPriority()

int OsiSolverLink::biLinearPriority ( ) const

inline

Get biLinear priority.

Definition at line 209 of file CbcLinked.hpp.

◆ coinModel()

const CoinModel* OsiSolverLink::coinModel ( ) const

inline

Return CoinModel.

Definition at line 214 of file CbcLinked.hpp.

◆ setBiLinearPriorities()

void OsiSolverLink::setBiLinearPriorities	(	int	value,
		double	meshSize = `1.0`
	)

Set all biLinear priorities on x-x variables.

◆ setBranchingStrategyOnVariables()

void OsiSolverLink::setBranchingStrategyOnVariables	(	int	strategyValue,
		int	priorityValue = `-1`,
		int	mode = `7`
	)

Set options and priority on all or some biLinear variables 1 - on I-I 2 - on I-x 4 - on x-x or combinations.

-1 means leave (for priority value and strategy value)

◆ setMeshSizes()

void OsiSolverLink::setMeshSizes ( double value )

Set all mesh sizes on x-x variables.

◆ setFixedPriority()

void OsiSolverLink::setFixedPriority ( int priorityValue )

Two tier integer problem where when set of variables with priority less than this are fixed the problem becomes an easier integer problem.

◆ gutsOfDestructor()

void OsiSolverLink::gutsOfDestructor ( bool justNullify = false )

protected

Do real work of initialize.

Do real work of delete

◆ gutsOfCopy()

void OsiSolverLink::gutsOfCopy ( const OsiSolverLink & rhs )

protected

Do real work of copy.

Member Data Documentation

◆ matrix_

CoinPackedMatrix* OsiSolverLink::matrix_

protected

Clean copy of matrix Marked coefficients will be multiplied by L or U.

Definition at line 255 of file CbcLinked.hpp.

◆ originalRowCopy_

CoinPackedMatrix* OsiSolverLink::originalRowCopy_

protected

Row copy of matrix Just genuine columns and rows.

Definition at line 259 of file CbcLinked.hpp.

◆ quadraticModel_

ClpSimplex* OsiSolverLink::quadraticModel_

protected

Copy of quadratic model if one.

Definition at line 261 of file CbcLinked.hpp.

◆ numberNonLinearRows_

int OsiSolverLink::numberNonLinearRows_

protected

Number of rows with nonLinearities.

Definition at line 263 of file CbcLinked.hpp.

◆ startNonLinear_

int* OsiSolverLink::startNonLinear_

protected

Starts of lists.

Definition at line 265 of file CbcLinked.hpp.

◆ rowNonLinear_

int* OsiSolverLink::rowNonLinear_

protected

Row number for a list.

Definition at line 267 of file CbcLinked.hpp.

◆ convex_

int* OsiSolverLink::convex_

protected

Indicator whether is convex, concave or neither -1 concave, 0 neither, +1 convex.

Definition at line 271 of file CbcLinked.hpp.

◆ whichNonLinear_

int* OsiSolverLink::whichNonLinear_

protected

Indices in a list/row.

Definition at line 273 of file CbcLinked.hpp.

◆ coinModel_

CoinModel OsiSolverLink::coinModel_

protected

Model in CoinModel format.

Definition at line 275 of file CbcLinked.hpp.

◆ numberVariables_

int OsiSolverLink::numberVariables_

protected

Number of variables in tightening phase.

Definition at line 277 of file CbcLinked.hpp.

◆ info_

OsiLinkedBound* OsiSolverLink::info_

protected

Information.

Definition at line 279 of file CbcLinked.hpp.

◆ specialOptions2_

int OsiSolverLink::specialOptions2_

protected

0 bit (1) - call fathom (may do mini B&B) 1 bit (2) - quadratic only in objective (add OA cuts) 2 bit (4) - convex 3 bit (8) - try adding OA cuts 4 bit (16) - add linearized constraints

Definition at line 287 of file CbcLinked.hpp.

◆ objectiveRow_

int OsiSolverLink::objectiveRow_

protected

Objective transfer row if one.

Definition at line 289 of file CbcLinked.hpp.

◆ objectiveVariable_

int OsiSolverLink::objectiveVariable_

protected

Objective transfer variable if one.

Definition at line 291 of file CbcLinked.hpp.

◆ bestObjectiveValue_

double OsiSolverLink::bestObjectiveValue_

protected

Objective value of best solution found internally.

Definition at line 293 of file CbcLinked.hpp.

◆ defaultMeshSize_

double OsiSolverLink::defaultMeshSize_

protected

Default mesh.

Definition at line 295 of file CbcLinked.hpp.

◆ defaultBound_

double OsiSolverLink::defaultBound_

protected

Default maximum bound.

Definition at line 297 of file CbcLinked.hpp.

◆ bestSolution_

double* OsiSolverLink::bestSolution_

protected

Best solution found internally.

Definition at line 299 of file CbcLinked.hpp.

◆ integerPriority_

int OsiSolverLink::integerPriority_

protected

Priority for integers.

Definition at line 301 of file CbcLinked.hpp.

◆ biLinearPriority_

int OsiSolverLink::biLinearPriority_

protected

Priority for bilinear.

Definition at line 303 of file CbcLinked.hpp.

◆ numberFix_

int OsiSolverLink::numberFix_

protected

Number of variables which when fixed help.

Definition at line 305 of file CbcLinked.hpp.

◆ fixVariables_

int* OsiSolverLink::fixVariables_

protected

list of fixed variables

Definition at line 307 of file CbcLinked.hpp.

The documentation for this class was generated from the following file:

/home/ted/Projects/Cbc/Cbc/src/CbcLinked.hpp

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ OsiSolverLink() [1/3]

◆ OsiSolverLink() [2/3]

◆ OsiSolverLink() [3/3]

◆ ~OsiSolverLink()

Member Function Documentation

◆ initialSolve()

◆ resolve()

◆ fathom()

◆ nonlinearSLP()

◆ linearizedBAB()

◆ heuristicSolution()

◆ doAOCuts()

◆ load()

◆ clone()

◆ operator=()

◆ addBoundModifier()

◆ updateCoefficients()

◆ analyzeObjects()

◆ addTighterConstraints()

◆ bestObjectiveValue()

◆ setBestObjectiveValue()

◆ bestSolution()

◆ setBestSolution()

◆ setSpecialOptions2()

◆ sayConvex()

◆ specialOptions2()

◆ cleanMatrix()

◆ originalRowCopy()

◆ quadraticModel()

◆ quadraticRow()

◆ defaultMeshSize()

◆ setDefaultMeshSize()

◆ defaultBound()

◆ setDefaultBound()

◆ setIntegerPriority()

◆ integerPriority()

◆ objectiveVariable()

◆ setBiLinearPriority()

◆ biLinearPriority()

◆ coinModel()

◆ setBiLinearPriorities()

◆ setBranchingStrategyOnVariables()

◆ setMeshSizes()

◆ setFixedPriority()

◆ gutsOfDestructor()

◆ gutsOfCopy()

Member Data Documentation

◆ matrix_

◆ originalRowCopy_

◆ quadraticModel_

◆ numberNonLinearRows_

◆ startNonLinear_

◆ rowNonLinear_

◆ convex_

◆ whichNonLinear_

◆ coinModel_

◆ numberVariables_

◆ info_

◆ specialOptions2_

◆ objectiveRow_

◆ objectiveVariable_

◆ bestObjectiveValue_

◆ defaultMeshSize_

◆ defaultBound_

◆ bestSolution_

◆ integerPriority_

◆ biLinearPriority_

◆ numberFix_

◆ fixVariables_