Abstract class to ease the usage of the OsiSolverInterface in FMT for linear programming models. More...

#include <FMTLpSolver.h>

Inheritance diagram for Models::FMTLpSolver:

Collaboration diagram for Models::FMTLpSolver:

Public Member Functions
void	swap (FMTLpSolver &rhs)
	Swap this FMTLpSolver with another one.

void	passInLogger (const std::unique_ptr< Logging::FMTLogger > &logger) override
	Pass in the logger, overridden for the OsiSolverInterface.

void	unmarkHotStart ()
	Clear all cached data in the OsiSolverInterface.

bool	stockResolve ()
	Call the plain OsiSolverInterface resolve, synchronizing the matrix first.

	FMTLpSolver ()
	Default constructor for FMTLpSolver.

virtual	~FMTLpSolver ()=default
	Default virtual destructor for FMTLpSolver.

	FMTLpSolver (const FMTLpSolver &rhs)
	Default copy constructor for FMTLpSolver.

	FMTLpSolver (FMTLpSolver &&rhs)=default
	Default move constructor for FMTLpSolver.

FMTLpSolver &	operator= (const FMTLpSolver &rhs)
	Copy assignment operator for FMTLpSolver.

FMTLpSolver &	operator= (FMTLpSolver &&rhs)=default
	Default move assignment for FMTLpSolver.

	FMTLpSolver (FMTSolverInterface lsolvertype, const std::string &p_ColdStartParameters, const std::string &p_WarmStartParameters, const std::string &p_problemName)
	Main constructor for FMTLpSolver with a solver type, cold and warm start parameters and a problem name.

bool	operator== (const FMTLpSolver &rhs) const
	Comparison operator for FMTLpSolver.

bool	operator!= (const FMTLpSolver &rhs) const
	Inequality operator for FMTLpSolver.

virtual bool	resolve ()
	Call solverinterface->resolve when some changes are done to the model, avoiding a full initialSolve.

virtual bool	initialSolve ()
	Cold start of the LP solve of a simple LP model.

void	setNumberOfThreads (const size_t &nthread)
	Set the maximum number of threads to be used by the solver.

void	setMipGapTolerance (const double &gap)
	Set the tolerance between the relaxed optimal and the integer optimal.

void	setOptimizerMaxTime (const double &time)
	Set the maximum amount of time the optimizer is allowed to spend on the optimization.

void	mipParameters ()
	Set the mixed-integer optimizer parameters, including the way the feasibility pump heuristic is employed to improve solution quality.

double	getObjValue () const
	Get the objective value of the solved matrix.

int	getIterationCount () const
	Get the number of iterations done by the solver.

void	passInSolver (const FMTLpSolver &solver)
	Share the solver interface pointer of another solver.

void	passInMessageHandler (Logging::FMTLogger &logger)
	Pass the FMTLogger to the solver interface.

void	setSolverType (FMTSolverInterface &lsolvertype) const
	Setter of the solver type of the serializable matrix.

bool	gotLicense () const
	Return true if the license of the solver is available.

std::string	getSolverName () const
	Return the name of the solver used.

int	getNumCols () const
	Return the number of columns by looking in the solver interface and in the cache.

int	getNumRows () const
	Return the number of rows by looking in the solver interface and in the cache.

const double *	getObjCoefficients () const
	Return the objective coefficients of the matrix, synchronizing the solver interface with the cache first.

const double *	getColLower () const
	Return the column lower bounds of the matrix, synchronizing the solver interface with the cache first.

const double *	getColUpper () const
	Return the column upper bounds of the matrix, synchronizing the solver interface with the cache first.

const double *	getColSolution () const
	Return the column solution of the solver interface, without synchronizing with the cache.

const double *	getRowPrice () const
	Return the row price (dual solution) of the solver interface, without synchronizing with the cache.

const double *	getRowActivity () const
	Return the row activity of the solver interface, without synchronizing with the cache.

const double *	getRowUpper () const
	Return the row upper bounds of the solver interface, synchronizing with the cache first.

const double *	getRowLower () const
	Return the row lower bounds of the solver interface, synchronizing with the cache first.

int	getRow (int whichRow, double &rowLower, double &rowUpper, std::vector< int > &indices, std::vector< double > &elements) const
	Fill the bounds, indices and elements of a given row, trying to synchronize the matrix as little as possible.

int	getCol (int whichCol, double &colLower, double &colUpper, double &objectiveValue, std::vector< int > &indices, std::vector< double > &elements) const
	Fill the bounds, objective, indices and elements of a given column, trying to synchronize the matrix as little as possible.

double	getObjSense () const
	Return the objective sense of the solver interface, synchronizing with the cache first.

void	setObjective (const double *objectivevalues)
	Set the objective values of the columns of the matrix.

void	setObjSense (const double &newsense)
	Set the objective sense of the solver interface.

void	addRow (int numberInRow, const int columns, const double elements, double rowLower=-std::numeric_limits< double >::max(), double rowUpper=std::numeric_limits< double >::max())
	Add a row with its columns, elements and bounds.

void	addCol (int numberInColumn, const int rows, const double elements, double columnLower=0.0, double columnUpper=std::numeric_limits< double >::max(), double objectiveValue=0.0)
	Add a column with its rows, elements, bounds and objective value.

void	addRows (const int numrows, const int rowStarts, const int columns, const double elements, const double rowlb, const double *rowub)
	Add multiple rows directly to the matrix, synchronizing the matrix with the cache first.

void	addCols (const int numcols, const int columnStarts, const int rows, const double elements, const double collb, const double colub, const double obj)
	Add multiple columns directly to the matrix, synchronizing the matrix with the cache first.

bool	isProvenOptimal () const
	Return true if the program is optimal, synchronizing the matrix with the cache first.

void	deleteRow (const int &rowindex)
	Delete a given row; if the cache is used it is only deleted from the cache.

void	deleteCol (const int &colindex)
	Delete a given column; if the cache is used it is only deleted from the cache.

void	deleteRows (int numberofrows, const int *rowindexes)
	Delete multiple rows; if the cache is used the matrix is synchronized before deleting the rows.

void	deleteCols (int numberofcols, const int *colindexes)
	Delete multiple columns; if the cache is used the matrix is synchronized before deleting the columns.

void	setColSolution (const double *newsolution)
	Set a solution for all columns of the solver interface, synchronizing the matrix first.

void	setRowPrice (const double *rowprice)
	Set a solution for all rows of the solver interface, synchronizing the matrix first.

void	setColSetBounds (const int indexFirst, const int indexLast, const double *boundlist)
	Synchronize the matrix and set the lower and upper bounds of a set of columns.

void	setRowSetBounds (const int indexFirst, const int indexLast, const double *boundlist)
	Synchronize the matrix and set the lower and upper bounds of a set of rows.

void	setInteger (const int &colindex)
	Synchronize the matrix and set a given column as integer.

void	setInteger (const int *indices, int len)
	Synchronize the matrix and set multiple columns as integer variables.

void	setColName (const std::string &name, const int &columnid) const
	Update the constraints and variables names.

void	setRowName (const std::string &name, const int &rowid) const
	Set a row name.

void	writeLp (const std::string &location) const
	Write the solver interface matrix to a file using the LP formulation.

void	writeMps (const std::string &location) const
	Write the solver interface matrix to a file using the MPS formulation.

void	branchAndBound ()
	Synchronize the matrix cache and call the branch and bound MIP enumeration solver.

void	enableMatrixCaching ()
	Enable the rows and columns caching when adding or deleting a variable to the solver interface, reducing the number of calls made to the OsiSolverInterface.

void	disableMatrixCaching ()
	Synchronize the matrix cache with the solver interface and turn off the matrix caching.

FMTSolverInterface	getSolverType () const
	Return the solver type of the solver.

void	synchronize ()
	Update the OsiSolverInterface using the cached matrix information (new or deleted rows and columns) when constraints or variables have been added or deleted.

void	sortDeletedCache ()
	Sort and remove duplicates in the rows and columns to delete in the matrix cache.

const std::vector< int > &	getCacheDeletedConstraints () const
	Return the row ids that are in the cache and marked as deleted.

const std::vector< int > &	getCacheDeletedVariables () const
	Return the column ids that are in the cache and marked as deleted.

std::string	lowerNUpperToStr (const double &lower, const double &upper) const
	Convert double bounds to string bounds (-inf, inf).

std::string	getCacheElements () const
	Return the constraints and variables sitting in the matrix cache to be added to the solver interface, for debugging.

void	updateRowsAndColsNames (bool shortformat=true)
	Update the rows and columns names.

std::string	getMskErrorDesc (int error) const
	Return the description of an error code from Mosek.

bool	SupportsMultiThreading () const
	Return true if the solver support multithreading.

Public Member Functions inherited from Core::FMTObject
	FMTObject ()
	Default constructor for FMTObject.

virtual	~FMTObject ()
	Default virtual destructor for FMTObject.

	FMTObject (const std::unique_ptr< Exception::FMTExceptionHandler > exhandler)
	Construct a FMTObject passing in the exception handler of another FMTObject.

	FMTObject (const FMTObject &rhs)
	Copy constructor for FMTObject.

FMTObject &	operator= (const FMTObject &rhs)
	Copy assignment operator for FMTObject.

virtual void	passInLogger (const std::unique_ptr< Logging::FMTLogger > &logger)
	Pass in the logger of another FMTObject.

void	passInExceptionHandler (const std::unique_ptr< Exception::FMTExceptionHandler > &exhandler)
	Pass in the exception handler of another FMTObject.

void	redirectLogToFile (const std::string &location)
	Redirect the log to a specific file, appending to it.

virtual void	setDefaultLogger ()
	Create and set a default logger to the FMTObject.

virtual void	setQuietLogger ()
	Create and set a quiet logger to the FMTObject.

virtual void	setTaskLogger ()
	Create and set a task logger to the FMTObject.

virtual void	setDebugLogger ()
	Create and set a debug logger to the FMTObject.

void	setDefaultExceptionHandler ()
	Create and set a default exception handler to the FMTObject.

void	setQuietExceptionHandler ()
	Create and set a quiet exception handler to the FMTObject.

void	setDebugExceptionHandler ()
	Create and set a debug exception handler to the FMTObject.

void	setFreeExceptionHandler ()
	Create and set a free exception handler to the FMTObject.

void	disableNestedExceptions ()
	Disable the nested exception throw of the exception handler.

void	enableNestedExceptions ()
	Enable the nested exception throw of the exception handler.

void	setErrorsToWarnings (const std::vector< Exception::FMTexc > &errors)
	Set a list of errors to be cast to warnings on the exception handler.

void	setMaxWarningsBeforeSilenced (const size_t &maxwarningcount)
	Set the number of warnings raised before being silenced.

template<class Archive >
void	serialize (Archive &ar, const unsigned int version)

Static Public Member Functions
static std::vector< Models::FMTSolverInterface >	getAvailableSolverInterface ()
	Return the available solver interfaces.

static std::string_view	toString (Models::FMTSolverInterface p_solver)
	return the string value of the solver

Static Public Member Functions inherited from Core::FMTObject
static Logging::FMTLogger *	getLogger ()
	get a pointer to the actual logger.

static Exception::FMTExceptionHandler *	getExceptionHandler ()
	get a pointer to the actual exception handler.

static std::string	getRuntimeLocation ()
	Return the location of the FMT shared library.

static unsigned long long	getAvailableMemory ()
	Return the available memory in bytes.

static void	setTerminateStack ()
	will write the stack in the log when terminate called and raise a function failed.

static void	setAbortStack ()
	will write the stack in the log when abort called with SIGABRT and raise a function failed.

Protected Member Functions
bool	canUpdateSource () const
	Return true if the solver interface source can be updated.

std::shared_ptr< OsiSolverInterface >	buildSolverInterface (const FMTSolverInterface &lsolvertype) const
	Build a shared pointer to a solver interface, passing the message handler to the pointer.

std::shared_ptr< OsiSolverInterface >	copySolverInterface (const std::shared_ptr< OsiSolverInterface > &solver_ptr, const FMTSolverInterface &lsolvertype) const
	Copy a shared pointer to a solver interface into another shared pointer, passing the message handler to the pointer.

void	clearRowCache ()
	Clear the row caching of the OsiSolverInterface if Mosek is used.

const CoinPackedMatrix *	getMatrixByRow () const
	Return a CoinPackedMatrix by row of the problem, synchronizing the matrix first.

const CoinPackedMatrix *	getMatrixByCol () const
	Return a CoinPackedMatrix by column of the problem, synchronizing the matrix first.

Protected Member Functions inherited from Core::FMTObject
template<class Archive >
void	forceSave (Archive &ar, const unsigned int version) const
	Force the serialization to save useful information, which the default FMTObject serialization does not.

template<class Archive >
void	forceLoad (Archive &ar, const unsigned int version)
	Force the serialization to load useful information, which the default FMTObject serialization does not.

void	checkSignals () const
	Check if the user has sent a ctrl-c signal using boost::python to FMT.

void	setCplHandler ()
	Pass the FMT exception handler to the GDAL exception handler (GDAL only).

Protected Attributes
FMTMatrixBuild	matrixcache
	The matrix cache follow the constraints or variables that need to be added or removed to the problem.

FMTSolverInterface	solvertype
	Solver type used maybe usefull for initialSolve or resolve to know what solver we are using to speed-up the process.

Friends
class	boost::serialization::access

Additional Inherited Members
Static Protected Member Functions inherited from Core::FMTObject
static std::chrono::time_point< std::chrono::high_resolution_clock >	getClock ()
	Return a clock of the current time.

template<class chrono >
static double	getDuration (const std::chrono::time_point< std::chrono::high_resolution_clock > &startclock)
	Return the time elapsed since a start clock as a double.

static std::string	getDurationInSeconds (const std::chrono::time_point< std::chrono::high_resolution_clock > &startclock)
	Return the time elapsed since a start clock in seconds as a string.

static void	_logStack ()
	Log the stack trace...

static void	_terminate ()
	Raise an error with the boost stacktrace.

static void	_abort (int p_signal)
	Raise an error with the boost stacktrace on abort.

Static Protected Attributes inherited from Core::FMTObject
static std::unique_ptr< Exception::FMTExceptionHandler >	_exhandler
	A shared pointer to the exception handler.

static std::unique_ptr< Logging::FMTLogger >	_logger
	A shared pointer to the logger.

Detailed Description

Abstract class to ease the usage of the OsiSolverInterface in FMT for linear programming models.

The FMTLpSolver reduces the overhead caused by the addRow and addCol calls of the OsiSolverInterface during recurrent calls. Calls related to adding or removing columns or rows, checking the primal or dual solution and getting the number of rows or columns do not need synchronization with the cache, so they are faster when the cache is used.

Constructor & Destructor Documentation

◆ FMTLpSolver() [1/4]

Models::FMTLpSolver::FMTLpSolver ( )

Default constructor for FMTLpSolver.

◆ ~FMTLpSolver()

virtual Models::FMTLpSolver::~FMTLpSolver ( )

virtualdefault

Default virtual destructor for FMTLpSolver.

◆ FMTLpSolver() [2/4]

Models::FMTLpSolver::FMTLpSolver ( const FMTLpSolver & rhs )

Default copy constructor for FMTLpSolver.

Parameters

[in] rhs the FMTLpSolver to copy.

◆ FMTLpSolver() [3/4]

Models::FMTLpSolver::FMTLpSolver ( FMTLpSolver && rhs )

default

Default move constructor for FMTLpSolver.

Parameters

[in,out] rhs the FMTLpSolver to move from.

◆ FMTLpSolver() [4/4]

Models::FMTLpSolver::FMTLpSolver	(	FMTSolverInterface	lsolvertype,
		const std::string &	p_ColdStartParameters,
		const std::string &	p_WarmStartParameters,
		const std::string &	p_problemName
	)

Main constructor for FMTLpSolver with a solver type, cold and warm start parameters and a problem name.

Parameters

[in]	lsolvertype	the solver type.
[in]	p_ColdStartParameters	the cold start parameters on the form param_name param_value per line.
[in]	p_WarmStartParameters	the warm start parameters on the form param_name param_value per line.
[in]	p_problemName	the name of the problem.

Member Function Documentation

◆ addCol()

void Models::FMTLpSolver::addCol	(	int	numberInColumn,
		const int *	rows,
		const double *	elements,
		double	columnLower = `0.0`,
		double	columnUpper = `std::numeric_limits< double >::max()`,
		double	objectiveValue = `0.0`
	)

Add a column with its rows, elements, bounds and objective value.

If the cache is used the column is only added to the matrix cache, otherwise it is added to the solver interface.

Parameters

[in]	numberInColumn	the number of rows in the column.
[in]	rows	the row indexes.
[in]	elements	the elements.
[in]	columnLower	the column lower bound.
[in]	columnUpper	the column upper bound.
[in]	objectiveValue	the objective value.

◆ addCols()

void Models::FMTLpSolver::addCols	(	const int	numcols,
		const int *	columnStarts,
		const int *	rows,
		const double *	elements,
		const double *	collb,
		const double *	colub,
		const double *	obj
	)

Add multiple columns directly to the matrix, synchronizing the matrix with the cache first.

Parameters

[in]	numcols	the number of columns.
[in]	columnStarts	the column starts.
[in]	rows	the row indexes.
[in]	elements	the elements.
[in]	collb	the column lower bounds.
[in]	colub	the column upper bounds.
[in]	obj	the objective values.

◆ addRow()

void Models::FMTLpSolver::addRow	(	int	numberInRow,
		const int *	columns,
		const double *	elements,
		double	rowLower = `-std::numeric_limits< double >::max()`,
		double	rowUpper = `std::numeric_limits< double >::max()`
	)

Add a row with its columns, elements and bounds.

If the cache is used the row is only added to the matrix cache, otherwise it is added to the solver interface.

Parameters

[in]	numberInRow	the number of columns in the row.
[in]	columns	the column indexes.
[in]	elements	the elements.
[in]	rowLower	the row lower bound.
[in]	rowUpper	the row upper bound.

◆ addRows()

void Models::FMTLpSolver::addRows	(	const int	numrows,
		const int *	rowStarts,
		const int *	columns,
		const double *	elements,
		const double *	rowlb,
		const double *	rowub
	)

Add multiple rows directly to the matrix, synchronizing the matrix with the cache first.

Parameters

[in]	numrows	the number of rows.
[in]	rowStarts	the row starts.
[in]	columns	the column indexes.
[in]	elements	the elements.
[in]	rowlb	the row lower bounds.
[in]	rowub	the row upper bounds.

◆ branchAndBound()

void Models::FMTLpSolver::branchAndBound ( )

Synchronize the matrix cache and call the branch and bound MIP enumeration solver.

◆ buildSolverInterface()

std::shared_ptr< OsiSolverInterface > Models::FMTLpSolver::buildSolverInterface ( const FMTSolverInterface & lsolvertype ) const

protected

Build a shared pointer to a solver interface, passing the message handler to the pointer.

Parameters

[in] lsolvertype the solver type.

Returns: a shared pointer to the solver interface.

◆ canUpdateSource()

bool Models::FMTLpSolver::canUpdateSource ( ) const

protected

Return true if the solver interface source can be updated.

Returns: true if the source can be updated else false.

◆ clearRowCache()

void Models::FMTLpSolver::clearRowCache ( )

protected

Clear the row caching of the OsiSolverInterface if Mosek is used.

◆ copySolverInterface()

std::shared_ptr< OsiSolverInterface > Models::FMTLpSolver::copySolverInterface	(	const std::shared_ptr< OsiSolverInterface > &	solver_ptr,
		const FMTSolverInterface &	lsolvertype
	)		const

protected

Copy a shared pointer to a solver interface into another shared pointer, passing the message handler to the pointer.

Parameters

[in]	solver_ptr	the solver interface to copy.
[in]	lsolvertype	the solver type.

Returns: a shared pointer to the copied solver interface.

◆ deleteCol()

void Models::FMTLpSolver::deleteCol ( const int & colindex )

Delete a given column; if the cache is used it is only deleted from the cache.

Parameters

[in] colindex the column index.

◆ deleteCols()

void Models::FMTLpSolver::deleteCols	(	int	numberofcols,
		const int *	colindexes
	)

Delete multiple columns; if the cache is used the matrix is synchronized before deleting the columns.

Parameters

[in]	numberofcols	the number of columns.
[in]	colindexes	the column indexes.

◆ deleteRow()

void Models::FMTLpSolver::deleteRow ( const int & rowindex )

Delete a given row; if the cache is used it is only deleted from the cache.

Parameters

[in] rowindex the row index.

◆ deleteRows()

void Models::FMTLpSolver::deleteRows	(	int	numberofrows,
		const int *	rowindexes
	)

Delete multiple rows; if the cache is used the matrix is synchronized before deleting the rows.

Parameters

[in]	numberofrows	the number of rows.
[in]	rowindexes	the row indexes.

◆ disableMatrixCaching()

void Models::FMTLpSolver::disableMatrixCaching ( )

Synchronize the matrix cache with the solver interface and turn off the matrix caching.

◆ enableMatrixCaching()

void Models::FMTLpSolver::enableMatrixCaching ( )

Enable the rows and columns caching when adding or deleting a variable to the solver interface, reducing the number of calls made to the OsiSolverInterface.

◆ getAvailableSolverInterface()

static std::vector< Models::FMTSolverInterface > Models::FMTLpSolver::getAvailableSolverInterface ( )

static

Return the available solver interfaces.

Returns: the available solver interfaces.

◆ getCacheDeletedConstraints()

const std::vector< int > & Models::FMTLpSolver::getCacheDeletedConstraints ( ) const

inline

Return the row ids that are in the cache and marked as deleted.

Returns: the deleted constraint ids.

◆ getCacheDeletedVariables()

const std::vector< int > & Models::FMTLpSolver::getCacheDeletedVariables ( ) const

inline

Return the column ids that are in the cache and marked as deleted.

Returns: the deleted variable ids.

◆ getCacheElements()

std::string Models::FMTLpSolver::getCacheElements ( ) const

Return the constraints and variables sitting in the matrix cache to be added to the solver interface, for debugging.

Returns: the cache elements.

◆ getCol()

int Models::FMTLpSolver::getCol	(	int	whichCol,
		double &	colLower,
		double &	colUpper,
		double &	objectiveValue,
		std::vector< int > &	indices,
		std::vector< double > &	elements
	)		const

Fill the bounds, objective, indices and elements of a given column, trying to synchronize the matrix as little as possible.

Parameters

[in]	whichCol	the column index.
[out]	colLower	the column lower bound.
[out]	colUpper	the column upper bound.
[out]	objectiveValue	the column objective value.
[out]	indices	the column indices.
[out]	elements	the column elements.

Returns: the number of elements in the column.

◆ getColLower()

const double * Models::FMTLpSolver::getColLower ( ) const

Return the column lower bounds of the matrix, synchronizing the solver interface with the cache first.

Returns: the column lower bounds.

◆ getColSolution()

const double * Models::FMTLpSolver::getColSolution ( ) const

Return the column solution of the solver interface, without synchronizing with the cache.

Returns: the column solution.

◆ getColUpper()

const double * Models::FMTLpSolver::getColUpper ( ) const

Return the column upper bounds of the matrix, synchronizing the solver interface with the cache first.

Returns: the column upper bounds.

◆ getIterationCount()

int Models::FMTLpSolver::getIterationCount ( ) const

Get the number of iterations done by the solver.

Returns: the iteration count.

◆ getMatrixByCol()

const CoinPackedMatrix * Models::FMTLpSolver::getMatrixByCol ( ) const

protected

Return a CoinPackedMatrix by column of the problem, synchronizing the matrix first.

Returns: the matrix by column.

◆ getMatrixByRow()

const CoinPackedMatrix * Models::FMTLpSolver::getMatrixByRow ( ) const

protected

Return a CoinPackedMatrix by row of the problem, synchronizing the matrix first.

Returns: the matrix by row.

◆ getMskErrorDesc()

std::string Models::FMTLpSolver::getMskErrorDesc ( int error ) const

Return the description of an error code from Mosek.

Parameters

[in] error the error code.

Returns: the error description.

◆ getNumCols()

int Models::FMTLpSolver::getNumCols ( ) const

Return the number of columns by looking in the solver interface and in the cache.

Returns: the number of columns.

◆ getNumRows()

int Models::FMTLpSolver::getNumRows ( ) const

Return the number of rows by looking in the solver interface and in the cache.

Returns: the number of rows.

◆ getObjCoefficients()

const double * Models::FMTLpSolver::getObjCoefficients ( ) const

Return the objective coefficients of the matrix, synchronizing the solver interface with the cache first.

Returns: the objective coefficients.

◆ getObjSense()

double Models::FMTLpSolver::getObjSense ( ) const

Return the objective sense of the solver interface, synchronizing with the cache first.

Returns: the objective sense.

◆ getObjValue()

double Models::FMTLpSolver::getObjValue ( ) const

Get the objective value of the solved matrix.

Returns: the objective value.

◆ getRow()

int Models::FMTLpSolver::getRow	(	int	whichRow,
		double &	rowLower,
		double &	rowUpper,
		std::vector< int > &	indices,
		std::vector< double > &	elements
	)		const

Fill the bounds, indices and elements of a given row, trying to synchronize the matrix as little as possible.

Parameters

[in]	whichRow	the row index.
[out]	rowLower	the row lower bound.
[out]	rowUpper	the row upper bound.
[out]	indices	the row indices.
[out]	elements	the row elements.

Returns: the number of variables in the row.

◆ getRowActivity()

const double * Models::FMTLpSolver::getRowActivity ( ) const

Return the row activity of the solver interface, without synchronizing with the cache.

Returns: the row activity.

◆ getRowLower()

const double * Models::FMTLpSolver::getRowLower ( ) const

Return the row lower bounds of the solver interface, synchronizing with the cache first.

Returns: the row lower bounds.

◆ getRowPrice()

const double * Models::FMTLpSolver::getRowPrice ( ) const

Return the row price (dual solution) of the solver interface, without synchronizing with the cache.

Returns: the row price.

◆ getRowUpper()

const double * Models::FMTLpSolver::getRowUpper ( ) const

Return the row upper bounds of the solver interface, synchronizing with the cache first.

Returns: the row upper bounds.

◆ getSolverName()

std::string Models::FMTLpSolver::getSolverName ( ) const

Return the name of the solver used.

Returns: the solver name.

◆ getSolverType()

FMTSolverInterface Models::FMTLpSolver::getSolverType ( ) const

inline

Return the solver type of the solver.

Returns: the solver type.

◆ gotLicense()

bool Models::FMTLpSolver::gotLicense ( ) const

Return true if the license of the solver is available.

Returns: true if the license is available else false.

◆ initialSolve()

virtual bool Models::FMTLpSolver::initialSolve ( )

virtual

Cold start of the LP solve of a simple LP model.

By default calls solverinterface->initialSolve, but based on the FMTSolverInterface it tries to use the best solver parameters for a type III forest planning model; interior point is considered the best algorithm for all solvers.

Returns: true if the initial solve succeeded else false.

Reimplemented in Heuristics::FMTOperatingAreaClusterer, and Heuristics::FMTOperatingAreaScheduler.

◆ isProvenOptimal()

bool Models::FMTLpSolver::isProvenOptimal ( ) const

Return true if the program is optimal, synchronizing the matrix with the cache first.

Returns: true if the program is proven optimal else false.

◆ lowerNUpperToStr()

std::string Models::FMTLpSolver::lowerNUpperToStr	(	const double &	lower,
		const double &	upper
	)		const

Convert double bounds to string bounds (-inf, inf).

Parameters

[in]	lower	the lower bound.
[in]	upper	the upper bound.

Returns: the string bounds.

◆ mipParameters()

void Models::FMTLpSolver::mipParameters ( )

Set the mixed-integer optimizer parameters, including the way the feasibility pump heuristic is employed to improve solution quality.

◆ operator!=()

bool Models::FMTLpSolver::operator!= ( const FMTLpSolver & rhs ) const

Inequality operator for FMTLpSolver.

Parameters

[in] rhs the FMTLpSolver to compare to.

Returns: true if both solvers are different else false.

◆ operator=() [1/2]

FMTLpSolver & Models::FMTLpSolver::operator= ( const FMTLpSolver & rhs )

Copy assignment operator for FMTLpSolver.

Parameters

[in] rhs the FMTLpSolver to copy.

Returns: a reference to this FMTLpSolver.

◆ operator=() [2/2]

FMTLpSolver & Models::FMTLpSolver::operator= ( FMTLpSolver && rhs )

default

Default move assignment for FMTLpSolver.

Parameters

[in,out] rhs the FMTLpSolver to move from.

Returns: a reference to this FMTLpSolver.

◆ operator==()

bool Models::FMTLpSolver::operator== ( const FMTLpSolver & rhs ) const

Comparison operator for FMTLpSolver.

Parameters

[in] rhs the FMTLpSolver to compare to.

Returns: true if both solvers are equal else false.

◆ passInLogger()

void Models::FMTLpSolver::passInLogger ( const std::unique_ptr< Logging::FMTLogger > & logger )

overridevirtual

Pass in the logger, overridden for the OsiSolverInterface.

Parameters

[in] logger the logger.

Reimplemented from Core::FMTObject.

◆ passInMessageHandler()

void Models::FMTLpSolver::passInMessageHandler ( Logging::FMTLogger & logger )

Pass the FMTLogger to the solver interface.

Parameters

[in] logger the logger.

◆ passInSolver()

void Models::FMTLpSolver::passInSolver ( const FMTLpSolver & solver )

Share the solver interface pointer of another solver.

Parameters

[in] solver the solver to share the interface of.

◆ resolve()

virtual bool Models::FMTLpSolver::resolve ( )

virtual

Call solverinterface->resolve when some changes are done to the model, avoiding a full initialSolve.

Returns: true if the resolve succeeded else false.

◆ setColName()

void Models::FMTLpSolver::setColName	(	const std::string &	name,
		const int &	columnid
	)		const

Update the constraints and variables names.

Set a column name.

Parameters

[in]	name	the column name.
[in]	columnid	the column index.

◆ setColSetBounds()

void Models::FMTLpSolver::setColSetBounds	(	const int *	indexFirst,
		const int *	indexLast,
		const double *	boundlist
	)

Synchronize the matrix and set the lower and upper bounds of a set of columns.

Parameters

[in]	indexFirst	the first column index.
[in]	indexLast	the last column index.
[in]	boundlist	the bounds.

◆ setColSolution()

void Models::FMTLpSolver::setColSolution ( const double * newsolution )

Set a solution for all columns of the solver interface, synchronizing the matrix first.

Parameters

[in] newsolution the new column solution.

◆ setInteger() [1/2]

void Models::FMTLpSolver::setInteger ( const int & colindex )

Synchronize the matrix and set a given column as integer.

Parameters

[in] colindex the column index.

◆ setInteger() [2/2]

void Models::FMTLpSolver::setInteger	(	const int *	indices,
		int	len
	)

Synchronize the matrix and set multiple columns as integer variables.

Parameters

[in]	indices	the column indices.
[in]	len	the number of indices.

◆ setMipGapTolerance()

void Models::FMTLpSolver::setMipGapTolerance ( const double & gap )

Set the tolerance between the relaxed optimal and the integer optimal.

The default is 1.0e-4; a larger gap such as 0.01 (1%) or even 5% may be better. Not all solvers can have the MIP gap set.

Parameters

[in] gap the MIP gap tolerance.

◆ setNumberOfThreads()

void Models::FMTLpSolver::setNumberOfThreads ( const size_t & nthread )

Set the maximum number of threads to be used by the solver.

Not all solvers can have the number of threads set.

Parameters

[in] nthread the number of threads.

◆ setObjective()

void Models::FMTLpSolver::setObjective ( const double * objectivevalues )

Set the objective values of the columns of the matrix.

Parameters

[in] objectivevalues the objective values.

◆ setObjSense()

void Models::FMTLpSolver::setObjSense ( const double & newsense )

Set the objective sense of the solver interface.

Parameters

[in] newsense the new objective sense.

◆ setOptimizerMaxTime()

void Models::FMTLpSolver::setOptimizerMaxTime ( const double & time )

Set the maximum amount of time the optimizer is allowed to spend on the optimization.

A negative number means infinity.

Parameters

[in] time the maximum optimization time.

◆ setRowName()

void Models::FMTLpSolver::setRowName	(	const std::string &	name,
		const int &	rowid
	)		const

Set a row name.

Parameters

[in]	name	the row name.
[in]	rowid	the row index.

◆ setRowPrice()

void Models::FMTLpSolver::setRowPrice ( const double * rowprice )

Set a solution for all rows of the solver interface, synchronizing the matrix first.

Parameters

[in] rowprice the new row price.

◆ setRowSetBounds()

void Models::FMTLpSolver::setRowSetBounds	(	const int *	indexFirst,
		const int *	indexLast,
		const double *	boundlist
	)

Synchronize the matrix and set the lower and upper bounds of a set of rows.

Parameters

[in]	indexFirst	the first row index.
[in]	indexLast	the last row index.
[in]	boundlist	the bounds.

◆ setSolverType()

void Models::FMTLpSolver::setSolverType ( FMTSolverInterface & lsolvertype ) const

Setter of the solver type of the serializable matrix.

Parameters

[in] lsolvertype the solver type.

◆ sortDeletedCache()

void Models::FMTLpSolver::sortDeletedCache ( )

Sort and remove duplicates in the rows and columns to delete in the matrix cache.

◆ stockResolve()

bool Models::FMTLpSolver::stockResolve ( )

Call the plain OsiSolverInterface resolve, synchronizing the matrix first.

Returns: true if the solve results in an optimal solution else false.

◆ SupportsMultiThreading()

bool Models::FMTLpSolver::SupportsMultiThreading ( ) const

Return true if the solver support multithreading.

Returns: true if it support else false

◆ swap()

void Models::FMTLpSolver::swap ( FMTLpSolver & rhs )

Swap this FMTLpSolver with another one.

Parameters

[in,out] rhs the FMTLpSolver to swap with.

◆ synchronize()

void Models::FMTLpSolver::synchronize ( )

Update the OsiSolverInterface using the cached matrix information (new or deleted rows and columns) when constraints or variables have been added or deleted.

◆ toString()

static std::string_view Models::FMTLpSolver::toString ( Models::FMTSolverInterface p_solver )

static

return the string value of the solver

Parameters

[in] p_solver the solver

Returns: the solver string view

◆ unmarkHotStart()

void Models::FMTLpSolver::unmarkHotStart ( )

Clear all cached data in the OsiSolverInterface.

◆ updateRowsAndColsNames()

void Models::FMTLpSolver::updateRowsAndColsNames ( bool shortformat = true )

Update the rows and columns names.

Parameters

[in] shortformat if true uses the short format.

◆ writeLp()

void Models::FMTLpSolver::writeLp ( const std::string & location ) const

Write the solver interface matrix to a file using the LP formulation.

Parameters

[in] location the file location.

◆ writeMps()

void Models::FMTLpSolver::writeMps ( const std::string & location ) const

Write the solver interface matrix to a file using the MPS formulation.

Parameters

[in] location the file location.

Friends And Related Function Documentation

◆ boost::serialization::access

friend class boost::serialization::access

friend

Member Data Documentation

◆ matrixcache

FMTMatrixBuild Models::FMTLpSolver::matrixcache

mutableprotected

The matrix cache follow the constraints or variables that need to be added or removed to the problem.

◆ solvertype

FMTSolverInterface Models::FMTLpSolver::solvertype

protected

Solver type used maybe usefull for initialSolve or resolve to know what solver we are using to speed-up the process.

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

D:/FMT/Include/FMTLpSolver.h

Public Member Functions

Static Public Member Functions

Protected Member Functions

Protected Attributes

Friends

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ FMTLpSolver() [1/4]

◆ ~FMTLpSolver()

◆ FMTLpSolver() [2/4]

◆ FMTLpSolver() [3/4]

◆ FMTLpSolver() [4/4]

Member Function Documentation

◆ addCol()

◆ addCols()

◆ addRow()

◆ addRows()

◆ branchAndBound()

◆ buildSolverInterface()

◆ canUpdateSource()

◆ clearRowCache()

◆ copySolverInterface()

◆ deleteCol()

◆ deleteCols()

◆ deleteRow()

◆ deleteRows()

◆ disableMatrixCaching()

◆ enableMatrixCaching()

◆ getAvailableSolverInterface()

◆ getCacheDeletedConstraints()

◆ getCacheDeletedVariables()

◆ getCacheElements()

◆ getCol()

◆ getColLower()

◆ getColSolution()

◆ getColUpper()

◆ getIterationCount()

◆ getMatrixByCol()

◆ getMatrixByRow()

◆ getMskErrorDesc()

◆ getNumCols()

◆ getNumRows()

◆ getObjCoefficients()

◆ getObjSense()

◆ getObjValue()

◆ getRow()

◆ getRowActivity()

◆ getRowLower()

◆ getRowPrice()

◆ getRowUpper()

◆ getSolverName()

◆ getSolverType()

◆ gotLicense()

◆ initialSolve()

◆ isProvenOptimal()

◆ lowerNUpperToStr()

◆ mipParameters()

◆ operator!=()

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ operator==()

◆ passInLogger()

◆ passInMessageHandler()

◆ passInSolver()

◆ resolve()

◆ setColName()

◆ setColSetBounds()

◆ setColSolution()

◆ setInteger() [1/2]

◆ setInteger() [2/2]

◆ setMipGapTolerance()

◆ setNumberOfThreads()

◆ setObjective()

◆ setObjSense()

◆ setOptimizerMaxTime()

◆ setRowName()

◆ setRowPrice()

◆ setRowSetBounds()

◆ setSolverType()