Osi  0.108.6
OsiMskSolverInterface.hpp
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1 // Osi interface for Mosek ver. 5.0
2 // Lower versions are not supported
3 //-----------------------------------------------------------------------------
4 // name: OSI Interface for MOSEK
5 // author: Bo Jensen
6 // email: support@MOSEK.com
7 //-----------------------------------------------------------------------------
8 
9 // This code is licensed under the terms of the Eclipse Public License (EPL).
10 
11 #ifndef OsiMskSolverInterface_H
12 #define OsiMskSolverInterface_H
13 
14 #include "OsiSolverInterface.hpp"
15 
16 typedef void* MSKtask_t;
17 typedef void* MSKenv_t;
18 
19 /* MOSEK Solver Interface
20  Instantiation of OsiMskSolverInterface for MOSEK
21 */
22 
24  virtual public OsiSolverInterface {
25  friend void OsiMskSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
26 public:
27 
28  //---------------------------------------------------------------------------
31  virtual void initialSolve();
33 
35  virtual void resolve();
36 
38  virtual void branchAndBound();
40 
41  //---------------------------------------------------------------------------
57  // Set an integer parameter
58  bool setIntParam(OsiIntParam key, int value);
59  // Set an double parameter
60  bool setDblParam(OsiDblParam key, double value);
61  // Set a string parameter
62  bool setStrParam(OsiStrParam key, const std::string & value);
63  // Get an integer parameter
64  bool getIntParam(OsiIntParam key, int& value) const;
65  // Get an double parameter
66  bool getDblParam(OsiDblParam key, double& value) const;
67  // Get a string parameter
68  bool getStrParam(OsiStrParam key, std::string& value) const;
70 
71  //---------------------------------------------------------------------------
73 
74  virtual bool isAbandoned() const;
77  virtual bool isProvenOptimal() const;
79  virtual bool isProvenPrimalInfeasible() const;
81  virtual bool isProvenDualInfeasible() const;
83  virtual bool isPrimalObjectiveLimitReached() const;
85  virtual bool isDualObjectiveLimitReached() const;
87  virtual bool isIterationLimitReached() const;
89  virtual bool isLicenseError() const;
91  int getRescode() const { return Mskerr; }
93 
94  //---------------------------------------------------------------------------
103  CoinWarmStart* getEmptyWarmStart () const;
104 
106  virtual CoinWarmStart* getWarmStart() const;
110  virtual bool setWarmStart(const CoinWarmStart* warmstart);
112 
113  //---------------------------------------------------------------------------
120  virtual void markHotStart();
123  virtual void solveFromHotStart();
125  virtual void unmarkHotStart();
127 
128  //---------------------------------------------------------------------------
143  virtual int getNumCols() const;
145 
147  virtual int getNumRows() const;
148 
150  virtual int getNumElements() const;
151 
153  virtual const double * getColLower() const;
154 
156  virtual const double * getColUpper() const;
157 
167  virtual const char * getRowSense() const;
168 
177  virtual const double * getRightHandSide() const;
178 
187  virtual const double * getRowRange() const;
188 
190  virtual const double * getRowLower() const;
191 
193  virtual const double * getRowUpper() const;
194 
196  virtual const double * getObjCoefficients() const;
197 
199  virtual double getObjSense() const;
200 
202  virtual bool isContinuous(int colNumber) const;
203 
204 #if 0
206  virtual bool isBinary(int columnNumber) const;
207 
212  virtual bool isInteger(int columnNumber) const;
213 
215  virtual bool isIntegerNonBinary(int columnNumber) const;
216 
218  virtual bool isFreeBinary(int columnNumber) const;
219 #endif
220 
222  virtual const CoinPackedMatrix * getMatrixByRow() const;
223 
225  virtual const CoinPackedMatrix * getMatrixByCol() const;
226 
228  virtual double getInfinity() const;
230 
234  virtual const double * getColSolution() const;
235 
237  virtual const double * getRowPrice() const;
238 
240  virtual const double * getReducedCost() const;
241 
244  virtual const double * getRowActivity() const;
245 
247  virtual double getObjValue() const;
248 
251  virtual int getIterationCount() const;
252 
270  virtual std::vector<double*> getDualRays(int maxNumRays,
271  bool fullRay=false) const;
283  virtual std::vector<double*> getPrimalRays(int maxNumRays) const;
284 
285 #if 0
288  virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05)
289  const;
290 #endif
292 
293 
294  //---------------------------------------------------------------------------
295 
298  //-------------------------------------------------------------------------
302  virtual void setObjCoeff( int elementIndex, double elementValue );
303 
305  virtual void setObjCoeffSet(const int* indexFirst,
306  const int* indexLast,
307  const double* coeffList);
308 
311  virtual void setColLower( int elementIndex, double elementValue );
312 
315  virtual void setColUpper( int elementIndex, double elementValue );
316 
320  virtual void setColBounds( int elementIndex,
321  double lower, double upper );
322 
330  virtual void setColSetBounds(const int* indexFirst,
331  const int* indexLast,
332  const double* boundList);
333 
336  virtual void setRowLower( int elementIndex, double elementValue );
337 
340  virtual void setRowUpper( int elementIndex, double elementValue );
341 
345  virtual void setRowBounds( int elementIndex,
346  double lower, double upper );
347 
349  virtual void setRowType(int index, char sense, double rightHandSide,
350  double range);
351 
359  virtual void setRowSetBounds(const int* indexFirst,
360  const int* indexLast,
361  const double* boundList);
362 
372  virtual void setRowSetTypes(const int* indexFirst,
373  const int* indexLast,
374  const char* senseList,
375  const double* rhsList,
376  const double* rangeList);
378 
379  //-------------------------------------------------------------------------
383  virtual void setContinuous(int index);
385  virtual void setInteger(int index);
388  virtual void setContinuous(const int* indices, int len);
391  virtual void setInteger(const int* indices, int len);
393 
394  //-------------------------------------------------------------------------
396  virtual void setObjSense(double s);
397 
408  virtual void setColSolution(const double * colsol);
409 
420  virtual void setRowPrice(const double * rowprice);
421 
422  //-------------------------------------------------------------------------
428  virtual void addCol(const CoinPackedVectorBase& vec,
429  const double collb, const double colub,
430  const double obj);
432  virtual void addCols(const int numcols,
433  const CoinPackedVectorBase * const * cols,
434  const double* collb, const double* colub,
435  const double* obj);
437  virtual void deleteCols(const int num, const int * colIndices);
438 
440  virtual void addRow(const CoinPackedVectorBase& vec,
441  const double rowlb, const double rowub);
443  virtual void addRow(const CoinPackedVectorBase& vec,
444  const char rowsen, const double rowrhs,
445  const double rowrng);
447  virtual void addRows(const int numrows,
448  const CoinPackedVectorBase * const * rows,
449  const double* rowlb, const double* rowub);
451  virtual void addRows(const int numrows,
452  const CoinPackedVectorBase * const * rows,
453  const char* rowsen, const double* rowrhs,
454  const double* rowrng);
456  virtual void deleteRows(const int num, const int * rowIndices);
457 
458 #if 0
459  // ??? implemented in OsiSolverInterface
460  //-----------------------------------------------------------------------
482  virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs,
483  double effectivenessLb = 0.0);
484 #endif
486 
487 
488  //---------------------------------------------------------------------------
489 
503  virtual void loadProblem(const CoinPackedMatrix& matrix,
504  const double* collb, const double* colub,
505  const double* obj,
506  const double* rowlb, const double* rowub);
507 
515  virtual void assignProblem(CoinPackedMatrix*& matrix,
516  double*& collb, double*& colub, double*& obj,
517  double*& rowlb, double*& rowub);
518 
531  virtual void loadProblem(const CoinPackedMatrix& matrix,
532  const double* collb, const double* colub,
533  const double* obj,
534  const char* rowsen, const double* rowrhs,
535  const double* rowrng);
536 
544  virtual void assignProblem(CoinPackedMatrix*& matrix,
545  double*& collb, double*& colub, double*& obj,
546  char*& rowsen, double*& rowrhs,
547  double*& rowrng);
548 
551  virtual void loadProblem(const int numcols, const int numrows,
552  const int* start, const int* index,
553  const double* value,
554  const double* collb, const double* colub,
555  const double* obj,
556  const double* rowlb, const double* rowub);
557 
560  virtual void loadProblem(const int numcols, const int numrows,
561  const int* start, const int* index,
562  const double* value,
563  const double* collb, const double* colub,
564  const double* obj,
565  const char* rowsen, const double* rowrhs,
566  const double* rowrng);
567 
569  virtual int readMps(const char *filename,
570  const char *extension = "mps");
571 
576  virtual void writeMps(const char *filename,
577  const char *extension = "mps",
578  double objSense=0.0) const;
580 
588  void passInMessageHandler(CoinMessageHandler * handler);
590 
591  //---------------------------------------------------------------------------
592 
599  {
622  };
623 
624  MSKtask_t getLpPtr( int keepCached = KEEPCACHED_NONE );
625 
630 
632  const char* getCtype() const;
633 
643  static void incrementInstanceCounter();
644 
654 
656  static unsigned int getNumInstances();
658 
659 
666 
668  virtual OsiSolverInterface * clone(bool copyData = true) const;
669 
672 
675 
679 
680 protected:
681 
685  virtual void applyRowCut( const OsiRowCut & rc );
686 
690  virtual void applyColCut( const OsiColCut & cc );
692 
693 private:
697  void switchToLP();
698 
700  void switchToMIP();
701 
703  void resizeColType( int minsize );
704 
706  void freeColType();
707 
708  bool definedSolution(int solution) const;
709 
710  int solverUsed() const;
711 
713 
717  static MSKenv_t env_ ;
718 
720  //static unsigned int numInstances_;
722  static unsigned int numInstances_;
723 
726 
727  int Mskerr;
729  double ObjOffset_;
730 
732 
734  public: MSKtask_t getMutableLpPtr() const;
735 
737  void gutsOfCopy( const OsiMskSolverInterface & source );
738 
741 
744 
747 
750 
753 
756 
758  void freeCachedData( int keepCached = KEEPCACHED_NONE );
759 
762 
766  mutable MSKtask_t task_;
767 
774 
778  mutable double *obj_;
779 
781  mutable double *collower_;
782 
784  mutable double *colupper_;
785 
787  mutable char *rowsense_;
788 
790  mutable double *rhs_;
791 
793  mutable double *rowrange_;
794 
796  mutable double *rowlower_;
797 
799  mutable double *rowupper_;
800 
802  mutable double *colsol_;
803 
805  mutable double *rowsol_;
806 
808  mutable double *redcost_;
809 
811  mutable double *rowact_;
812 
814  mutable CoinPackedMatrix *matrixByRow_;
815 
817  mutable CoinPackedMatrix *matrixByCol_;
819 
823  char *coltype_;
824 
827 
829  mutable bool probtypemip_;
830 
832 };
833 
834 //#############################################################################
836 void OsiMskSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir);
837 
838 #endif
std::vector< int > OsiVectorInt
Vector of int.
void * MSKenv_t
void * MSKtask_t
void OsiMskSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiMskSolverInterface class.
Column Cut Class.
Definition: OsiColCut.hpp:23
Collections of row cuts and column cuts.
Definition: OsiCuts.hpp:19
virtual bool isAbandoned() const
Are there a numerical difficulties?
void freeCachedColRim()
free cached column rim vectors
virtual const double * getRowRange() const
Get pointer to array[getNumRows()] of row ranges.
double * collower_
Pointer to dense vector of variable lower bounds.
static void incrementInstanceCounter()
MOSEK has a context which must be created prior to all other MOSEK calls.
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.
bool getDblParam(OsiDblParam key, double &value) const
Get a double parameter.
virtual int getNumRows() const
Get number of rows.
void freeCachedRowRim()
free cached row rim vectors
void freeCachedData(int keepCached=KEEPCACHED_NONE)
free all cached data (except specified entries, see getLpPtr())
char * coltype_
Pointer to dense vector of variable types (continous, binary, integer)
bool probtypemip_
Stores whether MOSEK' prob type is currently set to MIP.
virtual bool isDualObjectiveLimitReached() const
Is the given dual objective limit reached?
double * obj_
Pointer to objective vector.
void freeAllMemory()
free all allocated memory
virtual std::vector< double * > getPrimalRays(int maxNumRays) const
Get as many primal rays as the solver can provide.
virtual void setInteger(int index)
Set the index-th variable to be an integer variable.
virtual const double * getReducedCost() const
Get a pointer to array[getNumCols()] of reduced costs.
virtual const double * getRowLower() const
Get pointer to array[getNumRows()] of row lower bounds.
virtual void loadProblem(const int numcols, const int numrows, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
Just like the other loadProblem() methods except that the matrix is given in a standard column major ...
virtual void markHotStart()
Create a hotstart point of the optimization process.
double * colupper_
Pointer to dense vector of variable lower bounds.
bool setDblParam(OsiDblParam key, double value)
Set a double parameter.
virtual void setObjSense(double s)
Set objective function sense (1 for min (default), -1 for max,)
CoinPackedMatrix * matrixByCol_
Pointer to row-wise copy of problem matrix coefficients.
virtual bool isPrimalObjectiveLimitReached() const
Is the given primal objective limit reached?
static unsigned int numInstances_
Number of live problem instances.
virtual void unmarkHotStart()
Delete the snapshot.
double * rowlower_
Pointer to dense vector of row lower bounds.
void gutsOfConstructor()
The real work of the constructor.
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...
OsiMskSolverInterface(MSKenv_t mskenv=NULL)
Default Constructor optional argument mskenv can be used to reach in an initialized user environment ...
virtual void deleteCols(const int num, const int *colIndices)
Remove a set of columns (primal variables) from the problem.
int solverUsed() const
virtual const double * getRowPrice() const
Get pointer to array[getNumRows()] of dual prices.
virtual void applyColCut(const OsiColCut &cc)
Apply a column cut (bound adjustment).
int coltypesize_
Size of allocated memory for coltype_.
virtual int getNumCols() const
Get number of columns.
virtual void setContinuous(int index)
Set the index-th variable to be a continuous variable.
double * rowrange_
Pointer to dense vector of slack upper bounds for range constraints (undefined for non-range rows)
double * colsol_
Pointer to primal solution vector.
virtual void branchAndBound()
Invoke solver's built-in enumeration algorithm.
virtual int getIterationCount() const
Get how many iterations it took to solve the problem (whatever "iteration" mean to the solver.
virtual void addRow(const CoinPackedVectorBase &vec, const char rowsen, const double rowrhs, const double rowrng)
Add a row (constraint) to the problem.
void freeCachedMatrix()
free cached matrices
MSKenv_t getEnvironmentPtr()
Method to access MOSEK environment pointer.
double * rhs_
Pointer to dense vector of row right-hand side values.
CoinWarmStart * getEmptyWarmStart() const
Get an empty warm start object.
bool definedSolution(int solution) const
virtual void addCol(const CoinPackedVectorBase &vec, const double collb, const double colub, const double obj)
Add a column (primal variable) to the problem.
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 const double * getColSolution() const
Get pointer to array[getNumCols()] of primal solution vector.
CoinPackedMatrix * matrixByRow_
Pointer to row-wise copy of problem matrix coefficients.
int * hotStartCStat_
Hotstart information.
virtual void setColSolution(const double *colsol)
Set the primal solution column values.
void gutsOfCopy(const OsiMskSolverInterface &source)
The real work of a copy constructor (used by copy and assignment)
double * rowsol_
Pointer to dual solution vector.
virtual int readMps(const char *filename, const char *extension="mps")
Read an mps file from the given filename.
virtual void setContinuous(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be continuous variables.
virtual void initialSolve()
Solve initial LP relaxation.
void passInMessageHandler(CoinMessageHandler *handler)
Pass in a message handler It is the client's responsibility to destroy a message handler installed by...
virtual double getInfinity() const
Get solver's value for infinity.
virtual void applyRowCut(const OsiRowCut &rc)
Apply a row cut. Return true if cut was applied.
const char * getCtype() const
return a vector of variable types (continous, binary, integer)
void resizeColType(int minsize)
resizes coltype_ vector to be able to store at least minsize elements
virtual void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use COIN_DBL_MAX for infinity.
MSKtask_t task_
MOSEK model represented by this class instance.
virtual std::vector< double * > getDualRays(int maxNumRays, bool fullRay=false) const
Get as many dual rays as the solver can provide.
virtual const double * getRowUpper() const
Get pointer to array[getNumRows()] of row upper bounds.
bool getIntParam(OsiIntParam key, int &value) const
Get an integer parameter.
MSKtask_t getLpPtr(int keepCached=KEEPCACHED_NONE)
static unsigned int getNumInstances()
Return the number of instances of instantiated objects using MOSEK services.
virtual void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use COIN_DBL_MAX for infinity.
virtual const CoinPackedMatrix * getMatrixByRow() const
Get pointer to row-wise copy of matrix.
virtual bool isProvenPrimalInfeasible() const
Is primal infeasiblity proven?
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 bool isIterationLimitReached() const
Iteration limit reached?
virtual void addRows(const int numrows, const CoinPackedVectorBase *const *rows, const char *rowsen, const double *rowrhs, const double *rowrng)
Add a set of rows (constraints) to the problem.
virtual const double * getColLower() const
Get pointer to array[getNumCols()] of column lower bounds.
OsiMskSolverInterface & operator=(const OsiMskSolverInterface &rhs)
Assignment operator.
void freeColType()
frees colsize_ vector
OsiMskSolverInterface(const OsiMskSolverInterface &)
Copy constructor.
virtual const double * getRowActivity() const
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vecto...
char * rowsense_
Pointer to dense vector of row sense indicators.
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 const double * getRightHandSide() const
Get pointer to array[getNumRows()] of rows right-hand sides.
virtual void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -COIN_DBL_MAX for -infinity.
static void decrementInstanceCounter()
MOSEK has a context which should be deleted after MOSEK calls.
bool getStrParam(OsiStrParam key, std::string &value) const
Get a string parameter.
virtual int getNumElements() const
Get number of nonzero elements.
void switchToLP()
switches MOSEK to prob type LP
virtual void assignProblem(CoinPackedMatrix *&matrix, double *&collb, double *&colub, double *&obj, char *&rowsen, double *&rowrhs, double *&rowrng)
Load in an problem by assuming ownership of the arguments (the constraints on the rows are given by s...
static MSKenv_t env_
MOSEK environment pointer.
virtual const double * getColUpper() const
Get pointer to array[getNumCols()] of column upper bounds.
friend void OsiMskSolverInterfaceUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the OsiMskSolverInterface class.
virtual bool isProvenDualInfeasible() const
Is dual infeasiblity proven?
virtual void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
virtual ~OsiMskSolverInterface()
Destructor.
virtual void setRowType(int index, char sense, double rightHandSide, double range)
Set the type of a single row
double * redcost_
Pointer to reduced cost vector.
virtual void setColBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound The default implementation just invokes setColLower() and ...
virtual void setRowPrice(const double *rowprice)
Set dual solution vector.
void gutsOfDestructor()
The real work of the destructor.
virtual void loadProblem(const int numcols, const int numrows, const int *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub)
Just like the other loadProblem() methods except that the matrix is given in a standard column major ...
int getRescode() const
Get rescode return of last Mosek optimizer call.
virtual void setInteger(const int *indices, int len)
Set the variables listed in indices (which is of length len) to be integer variables.
bool setIntParam(OsiIntParam key, int value)
Set an integer parameter.
virtual bool isProvenOptimal() const
Is optimality proven?
double * rowact_
Pointer to row activity (slack) vector.
void freeCachedResults()
free cached result vectors
virtual void loadProblem(const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const char *rowsen, const double *rowrhs, const double *rowrng)
Load in an problem by copying the arguments (the constraints on the rows are given by sense/rhs/range...
double * rowupper_
Pointer to dense vector of row upper bounds.
virtual double getObjValue() const
Get objective function value.
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 const char * getRowSense() const
Get pointer to array[getNumRows()] of row constraint senses.
virtual const CoinPackedMatrix * getMatrixByCol() const
Get pointer to column-wise copy of matrix.
virtual void solveFromHotStart()
Optimize starting from the hotstart.
virtual void resolve()
Resolve an LP relaxation after problem modification.
virtual OsiSolverInterface * clone(bool copyData=true) const
Clone.
virtual bool isLicenseError() const
Has there been a license problem?
virtual void addRow(const CoinPackedVectorBase &vec, const double rowlb, const double rowub)
Add a row (constraint) to the problem.
virtual void setObjCoeffSet(const int *indexFirst, const int *indexLast, const double *coeffList)
Set a a set of objective function coefficients.
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 const double * getObjCoefficients() const
Get pointer to array[getNumCols()] of objective function coefficients.
virtual void deleteRows(const int num, const int *rowIndices)
Delete a set of rows (constraints) from the problem.
virtual void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -COIN_DBL_MAX for -infinity.
virtual CoinWarmStart * getWarmStart() const
Get warmstarting information.
virtual bool isContinuous(int colNumber) const
Return true if column is continuous.
virtual bool setWarmStart(const CoinWarmStart *warmstart)
Set warmstarting information.
bool setStrParam(OsiStrParam key, const std::string &value)
Set a string parameter.
MSKtask_t getMutableLpPtr() const
Get task Pointer for const methods.
virtual double getObjSense() const
Get objective function sense (1 for min (default), -1 for max)
void switchToMIP()
switches MOSEK to prob type MIP
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...
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()...
keepCachedFlag
Get pointer to MOSEK model and free all specified cached data entries (combined with logical or-opera...
@ KEEPCACHED_ALL
keep all cached data (similar to getMutableLpPtr())
@ KEEPCACHED_COLUMN
column information: objective values, lower and upper bounds, variable types
@ FREECACHED_COLUMN
free only cached column and LP solution information
@ KEEPCACHED_MATRIX
problem matrix: matrix ordered by column and by row
@ KEEPCACHED_ROW
row information: right hand sides, ranges and senses, lower and upper bounds for row
@ KEEPCACHED_PROBLEM
only discard cached LP solution
@ FREECACHED_MATRIX
free only cached matrix and LP solution information
@ FREECACHED_ROW
free only cached row and LP solution information
@ KEEPCACHED_NONE
discard all cached data (default)
@ FREECACHED_RESULTS
free only cached LP solution information
@ KEEPCACHED_RESULTS
LP solution: primal and dual solution, reduced costs, row activities.
Row Cut Class.
Definition: OsiRowCut.hpp:29
Internal class for obtaining status from the applyCuts method.
Abstract Base Class for describing an interface to a solver.
virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05) const
Get vector of indices of primal variables which are integer variables but have fractional values in t...
virtual bool isFreeBinary(int colIndex) const
Return true if the variable is binary and not fixed.
virtual bool isIntegerNonBinary(int colIndex) const
Return true if the variable is general integer.
virtual ApplyCutsReturnCode applyCuts(const OsiCuts &cs, double effectivenessLb=0.0)
Apply a collection of cuts.
virtual bool isBinary(int colIndex) const
Return true if the variable is binary.
virtual bool isInteger(int colIndex) const
Return true if the variable is integer.