// Copyright (C) 2003, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). #ifndef OsiPresolve_H #define OsiPresolve_H #include "OsiSolverInterface.hpp" class CoinPresolveAction; #include "CoinPresolveMatrix.hpp" /*! \class OsiPresolve \brief OSI interface to COIN problem simplification capabilities COIN provides a number of classes which implement problem simplification algorithms (CoinPresolveAction, CoinPrePostsolveMatrix, and derived classes). The model of operation is as follows: The COIN presolve algorithms are unaware of OSI. The OsiPresolve class takes care of the interface. Given an OsiSolverInterface \c origModel, it will take care of creating a clone properly loaded with the presolved problem and ready for optimization. After optimization, it will apply postsolve transformations and load the result back into \c origModel. Assuming a problem has been loaded into an \c OsiSolverInterface \c origModel, a bare-bones application looks like this: \code OsiPresolve pinfo ; OsiSolverInterface *presolvedModel ; // Return an OsiSolverInterface loaded with the presolved problem. presolvedModel = pinfo.presolvedModel(*origModel,1.0e-8,false,numberPasses) ; presolvedModel->initialSolve() ; // Restate the solution and load it back into origModel. pinfo.postsolve(true) ; delete presolvedModel ; \endcode */ class OsiPresolve { public: /// Default constructor (empty object) OsiPresolve(); /// Virtual destructor virtual ~OsiPresolve(); /*! \brief Create a new OsiSolverInterface loaded with the presolved problem. This method implements the first two steps described in the class documentation. It clones \c origModel and applies presolve transformations, storing the resulting list of postsolve transformations. It returns a pointer to a new OsiSolverInterface loaded with the presolved problem, or NULL if the problem is infeasible or unbounded. If \c keepIntegers is true then bounds may be tightened in the original. Bounds will be moved by up to \c feasibilityTolerance to try and stay feasible. When \c doStatus is true, the current solution will be transformed to match the presolved model. This should be paired with postsolve(). It is up to the client to destroy the returned OsiSolverInterface, after calling postsolve(). This method is virtual. Override this method if you need to customize the steps of creating a model to apply presolve transformations. In some sense, a wrapper for presolve(CoinPresolveMatrix*). */ virtual OsiSolverInterface *presolvedModel(OsiSolverInterface &origModel, double feasibilityTolerance = 0.0, bool keepIntegers = true, int numberPasses = 5, const char *prohibited = NULL, bool doStatus = true, const char *rowProhibited = NULL); /*! \brief Restate the solution to the presolved problem in terms of the original problem and load it into the original model. postsolve() restates the solution in terms of the original problem and updates the original OsiSolverInterface supplied to presolvedModel(). If the problem has not been solved to optimality, there are no guarantees. If you are using an algorithm like simplex that has a concept of a basic solution, then set updateStatus The advantage of going back to the original problem is that it will be exactly as it was, i.e., 0.0 will not become 1.0e-19. Note that if you modified the original problem after presolving, then you must ``undo'' these modifications before calling postsolve(). In some sense, a wrapper for postsolve(CoinPostsolveMatrix&). */ virtual void postsolve(bool updateStatus = true); /*! \brief Return a pointer to the presolved model. */ OsiSolverInterface *model() const; /// Return a pointer to the original model OsiSolverInterface *originalModel() const; /// Set the pointer to the original model void setOriginalModel(OsiSolverInterface *model); /// Return a pointer to the original columns const int *originalColumns() const; /// Return a pointer to the original rows const int *originalRows() const; /// Return number of rows in original model inline int getNumRows() const { return nrows_; } /// Return number of columns in original model inline int getNumCols() const { return ncols_; } /** "Magic" number. If this is non-zero then any elements with this value may change and so presolve is very limited in what can be done to the row and column. This is for non-linear problems. */ inline void setNonLinearValue(double value) { nonLinearValue_ = value; } inline double nonLinearValue() const { return nonLinearValue_; } /*! \brief Fine control over presolve actions Set/clear the following bits to allow or suppress actions: - 0x01 allow duplicate column processing on integer columns and dual stuff on integers - 0x02 switch off actions which can change +1 to something else (doubleton, tripleton, implied free) - 0x04 allow transfer of costs from singletons and between integer variables (when advantageous) - 0x08 do not allow x+y+z=1 transform - 0x10 allow actions that don't easily unroll - 0x20 allow dubious gub element reduction GUB element reduction is only partially implemented in CoinPresolve (see gubrow_action) and willl cause an abort at postsolve. It's not clear what's meant by `dual stuff on integers'. -- lh, 110605 -- */ inline void setPresolveActions(int action) { presolveActions_ = (presolveActions_ & 0xffff0000) | (action & 0xffff); } /// Get presolved model inline OsiSolverInterface *presolvedModel() const { return presolvedModel_; } /// Set presolved model inline void setPresolvedModel(OsiSolverInterface *presolvedModel) { presolvedModel_ = presolvedModel; } private: /*! Original model (solver interface loaded with the original problem). Must not be destroyed until after postsolve(). */ OsiSolverInterface *originalModel_; /*! Presolved model (solver interface loaded with the presolved problem) Must be destroyed by the client (using delete) after postsolve(). */ OsiSolverInterface *presolvedModel_; /*! "Magic" number. If this is non-zero then any elements with this value may change and so presolve is very limited in what can be done to the row and column. This is for non-linear problems. One could also allow for cases where sign of coefficient is known. */ double nonLinearValue_; /// Original column numbers int *originalColumn_; /// Original row numbers int *originalRow_; /// The list of transformations applied. const CoinPresolveAction *paction_; /*! \brief Number of columns in original model. The problem will expand back to its former size as postsolve transformations are applied. It is efficient to allocate data structures for the final size of the problem rather than expand them as needed. */ int ncols_; /*! \brief Number of rows in original model. */ int nrows_; /*! \brief Number of nonzero matrix coefficients in the original model. */ CoinBigIndex nelems_; /** Whether we want to skip dual part of presolve etc. 1 bit allows duplicate column processing on integer columns and dual stuff on integers 4 transfers costs to integer variables */ int presolveActions_; /// Number of major passes int numberPasses_; protected: /*! \brief Apply presolve transformations to the problem. Handles the core activity of applying presolve transformations. If you want to apply the individual presolve routines differently, or perhaps add your own to the mix, define a derived class and override this method */ virtual const CoinPresolveAction *presolve(CoinPresolveMatrix *prob); /*! \brief Reverse presolve transformations to recover the solution to the original problem. Handles the core activity of applying postsolve transformations. Postsolving is pretty generic; just apply the transformations in reverse order. You will probably only be interested in overriding this method if you want to add code to test for consistency while debugging new presolve techniques. */ virtual void postsolve(CoinPostsolveMatrix &prob); /*! \brief Destroys queued postsolve actions. E.g., when presolve() determines the problem is infeasible, so that it will not be necessary to actually solve the presolved problem and convert the result back to the original problem. */ void gutsOfDestroy(); }; #endif /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2 */