Example #1
0
double port_impl::col_val(int i) const {

	ASSERT(i<=M); // X.size() == N

	double val = X.at(i-1);

	const double lb = col_lb(i);

	const double ub = col_ub(i);

	ASSERT2(lb<ub,"lb, ub: "<<lb<<", "<<ub);

	if ((val+1.0e-4 < lb) || (val > ub+1.0e-4)) {

		ASSERT(false);
		//throw numerical_problems();
	}

	if (val < lb) {

		val = lb;
	}
	else if (val > ub) {

		val = ub;
	}

	return val;
}
Example #2
0
bool OSI_X_SolverWrapper<SOLVERINTERFACE>::setup(const LP_Constraints & cstraints) //cstraints <-> constraints
{
  bool bOk = true;
  if ( si == NULL )
  {
    return false;
  }
  assert(nbParams_ == cstraints.nbParams_);

  const unsigned int NUMVAR = cstraints.constraint_mat_.cols();
  std::vector<double> col_lb(NUMVAR);//the column lower bounds
  std::vector<double> col_ub(NUMVAR);//the column upper bounds

  this->nbParams_ = NUMVAR;

  si->setObjSense( ((cstraints.bminimize_) ? 1 : -1) );

  const Mat & A = cstraints.constraint_mat_;

  //Equality constraint will be done by two constraints due to the API limitation ( >= & <=).
  const size_t nbLine = A.rows() +
    std::count(cstraints.vec_sign_.begin(), cstraints.vec_sign_.end(), LP_Constraints::LP_EQUAL);

  std::vector<double> row_lb(nbLine);//the row lower bounds
  std::vector<double> row_ub(nbLine);//the row upper bounds

  CoinPackedMatrix * matrix = new CoinPackedMatrix(false,0,0);
  matrix->setDimensions(0, NUMVAR);

  //-- Add row-wise constraint
  size_t indexRow = 0;
  for (int i=0; i < A.rows(); ++i)
  {
    Vec temp = A.row(i);

    CoinPackedVector row;
    if ( cstraints.vec_sign_[i] == LP_Constraints::LP_EQUAL || cstraints.vec_sign_[i] == LP_Constraints::LP_LESS_OR_EQUAL )
    {
      int coef = 1;
      for ( int j = 0; j < A.cols() ; j++ )
      {
        row.insert(j, coef * temp.data()[j]);
      }
      row_lb[indexRow] = -1.0 * si->getInfinity();
      row_ub[indexRow] = coef * cstraints.constraint_objective_(i);
      matrix->appendRow(row);
      indexRow++;
    }
    if ( cstraints.vec_sign_[i] == LP_Constraints::LP_EQUAL || cstraints.vec_sign_[i] == LP_Constraints::LP_GREATER_OR_EQUAL )
    {
      int coef = -1;
      for ( int j = 0; j < A.cols() ; j++ )
      {
	      row.insert(j, coef * temp.data()[j]);
      }
      row_lb[indexRow] = -1.0 * si->getInfinity();
      row_ub[indexRow] = coef * cstraints.constraint_objective_(i);
      matrix->appendRow(row);
      indexRow++;
    }
  }

  //-- Setup bounds for all the parameters
  if (cstraints.vec_bounds_.size() == 1)
  {
    // Setup the same bound for all the parameters
    for (int i=0; i < this->nbParams_; ++i)
    {
      col_lb[i] = cstraints.vec_bounds_[0].first;
      col_ub[i] = cstraints.vec_bounds_[0].second;
    }
  }
  else // each parameter have it's own bounds
  {
    for (int i=0; i < this->nbParams_; ++i)
    {
      col_lb[i] = cstraints.vec_bounds_[i].first;
      col_ub[i] = cstraints.vec_bounds_[i].second;
    }
  }

  si->loadProblem(*matrix, &col_lb[0], &col_ub[0], cstraints.vec_cost_.empty() ? NULL : &cstraints.vec_cost_[0], &row_lb[0], &row_ub[0] );

  delete matrix;

  return bOk;
}
Example #3
0
bool OSI_X_SolverWrapper<SOLVERINTERFACE>::setup(const LP_Constraints_Sparse & cstraints) //cstraints <-> constraints
{
  bool bOk = true;
  if ( si == NULL )
  {
    return false;
  }
  assert(nbParams_ == cstraints.nbParams_);

  const int NUMVAR = cstraints.constraint_mat_.cols();
  std::vector<double> col_lb(NUMVAR);//the column lower bounds
  std::vector<double> col_ub(NUMVAR);//the column upper bounds

  this->nbParams_ = NUMVAR;

  si->setObjSense( ((cstraints.bminimize_) ? 1 : -1) );

  const sRMat & A = cstraints.constraint_mat_;

  //Equality constraint will be done by two constraints due to the API limitation (>= & <=)
  const size_t nbLine = A.rows() +
    std::count(cstraints.vec_sign_.begin(), cstraints.vec_sign_.end(), LP_Constraints::LP_EQUAL);

  std::vector<double> row_lb(nbLine);//the row lower bounds
  std::vector<double> row_ub(nbLine);//the row upper bounds

  CoinPackedMatrix * matrix = new CoinPackedMatrix(false,0,0);
  matrix->setDimensions(0, NUMVAR);

  //-- Add row-wise constraint
  size_t rowindex = 0;
  for (int i=0; i < A.rows(); ++i)
  {
    std::vector<int> vec_colno;
    std::vector<double> vec_value;
    for (sRMat::InnerIterator it(A,i); it; ++it)
    {
      vec_colno.push_back(it.col());
      vec_value.push_back(it.value());
    }


    if ( cstraints.vec_sign_[i] == LP_Constraints::LP_EQUAL || cstraints.vec_sign_[i] == LP_Constraints::LP_LESS_OR_EQUAL )
    {
      int coef = 1;
      row_lb[rowindex] = -1.0 * si->getInfinity();
      row_ub[rowindex] = coef * cstraints.constraint_objective_(i);
      matrix->appendRow( vec_colno.size(),
                   &vec_colno[0],
                   &vec_value[0] );
      rowindex++;
    }

    if ( cstraints.vec_sign_[i] == LP_Constraints::LP_EQUAL || cstraints.vec_sign_[i] == LP_Constraints::LP_GREATER_OR_EQUAL )
    {
      int coef = -1;
      for ( std::vector<double>::iterator iter_val = vec_value.begin();
        iter_val != vec_value.end();
        iter_val++)
      {
        *iter_val *= coef;
      }
      row_lb[rowindex] = -1.0 * si->getInfinity();
      row_ub[rowindex] = coef * cstraints.constraint_objective_(i);
      matrix->appendRow( vec_colno.size(),
                   &vec_colno[0],
                   &vec_value[0] );
      rowindex++;
    }
  }

  //-- Setup bounds for all the parameters
  if (cstraints.vec_bounds_.size() == 1)
  {
    // Setup the same bound for all the parameters
    for (int i=0; i < this->nbParams_; ++i)
    {
      col_lb[i] = cstraints.vec_bounds_[0].first;
      col_ub[i] = cstraints.vec_bounds_[0].second;
    }
  }
  else  // each parameter have it's own bounds
  {
    for (int i=0; i < this->nbParams_; ++i)
    {
      col_lb[i] = cstraints.vec_bounds_[i].first;
      col_ub[i] = cstraints.vec_bounds_[i].second;
    }
  }

  si->loadProblem(
    *matrix,
    &col_lb[0],
    &col_ub[0],
    cstraints.vec_cost_.empty() ? NULL : &cstraints.vec_cost_[0],
    &row_lb[0],
    &row_ub[0]);

  delete matrix;

  return bOk;
}
bool OSI_X_SolverWrapper::setup(const LP_Constraints & cstraints) //cstraints <-> constraints
{
  if ( si == nullptr )
  {
    return false;
  }
  assert(nbParams_ == cstraints.nbParams_);

  const unsigned int NUMVAR = cstraints.constraint_mat_.cols();
  std::vector<double>
    col_lb(NUMVAR), // the column lower bounds
    col_ub(NUMVAR); // the column upper bounds

  this->nbParams_ = NUMVAR;

  si->setObjSense( ((cstraints.bminimize_) ? 1 : -1) );

  const Mat & A = cstraints.constraint_mat_;

  //Equality constraint will be done by two constraints due to the API limitation ( >= & <=).
  const size_t nbLine = A.rows() +
    std::count(cstraints.vec_sign_.begin(), cstraints.vec_sign_.end(), LP_Constraints::LP_EQUAL);

  // Define default lower and upper bound to [-inf, inf]
  std::vector<double>
    row_lb(nbLine, -si->getInfinity()), // the row lower bounds
    row_ub(nbLine, si->getInfinity()); // the row upper bounds

  std::unique_ptr<CoinPackedMatrix> matrix(new CoinPackedMatrix(false,0,0));
  matrix->setDimensions(0, NUMVAR);

  //-- Add row-wise constraint
  size_t indexRow = 0;
  for (int i=0; i < A.rows(); ++i)
  {
    const Vec temp = A.row(i);
    CoinPackedVector row;

    if (cstraints.vec_sign_[i] == LP_Constraints::LP_EQUAL ||
        cstraints.vec_sign_[i] == LP_Constraints::LP_LESS_OR_EQUAL)
    {
      const int coef = 1;
      for ( int j = 0; j < A.cols(); ++j )
      {
        row.insert(j, coef * temp.data()[j]);
      }
      row_ub[indexRow] = coef * cstraints.constraint_objective_(i);
      matrix->appendRow(row);
      ++indexRow;
    }

    if (cstraints.vec_sign_[i] == LP_Constraints::LP_EQUAL ||
        cstraints.vec_sign_[i] == LP_Constraints::LP_GREATER_OR_EQUAL)
    {
      const int coef = -1;
      for ( int j = 0; j < A.cols(); ++j )
      {
        row.insert(j, coef * temp.data()[j]);
      }
      row_ub[indexRow] = coef * cstraints.constraint_objective_(i);
      matrix->appendRow(row);
      ++indexRow;
    }
  }

  //-- Setup bounds for all the parameters
  if (cstraints.vec_bounds_.size() == 1)
  {
    // Setup the same bound for all the parameters
    std::fill(col_lb.begin(), col_lb.end(), cstraints.vec_bounds_[0].first);
    std::fill(col_ub.begin(), col_ub.end(), cstraints.vec_bounds_[0].second);
  }
  else // each parameter have its own bounds
  {
    for (int i=0; i < this->nbParams_; ++i)
    {
      col_lb[i] = cstraints.vec_bounds_[i].first;
      col_ub[i] = cstraints.vec_bounds_[i].second;
    }
  }

  si->loadProblem(*matrix, &col_lb[0], &col_ub[0], cstraints.vec_cost_.empty() ? nullptr : &cstraints.vec_cost_[0], &row_lb[0], &row_ub[0] );

  return true;
}
bool OSI_X_SolverWrapper::setup(const LP_Constraints_Sparse & cstraints) //cstraints <-> constraints
{
  if ( si == nullptr )
  {
    return false;
  }
  assert(nbParams_ == cstraints.nbParams_);

  const int NUMVAR = cstraints.constraint_mat_.cols();
  std::vector<double>
    col_lb(NUMVAR), // the column lower bounds
    col_ub(NUMVAR); // the column upper bounds

  this->nbParams_ = NUMVAR;

  si->setObjSense( ((cstraints.bminimize_) ? 1 : -1) );

  const sRMat & A = cstraints.constraint_mat_;

  //Equality constraint will be done by two constraints due to the API limitation (>= & <=)
  const size_t nbLine = A.rows() +
    std::count(cstraints.vec_sign_.begin(), cstraints.vec_sign_.end(), LP_Constraints::LP_EQUAL);

  // Define default lower and upper bound to [-inf, inf]
  std::vector<double>
    row_lb(nbLine, -si->getInfinity()), // the row lower bounds
    row_ub(nbLine, si->getInfinity()); // the row upper bounds

  std::unique_ptr<CoinPackedMatrix> matrix(new CoinPackedMatrix(false,0,0));
  matrix->setDimensions(0, NUMVAR);

  //-- Add row-wise constraint
  size_t rowindex = 0;
  for (int i=0; i < A.rows(); ++i)
  {
    std::vector<int> vec_colno;
    std::vector<double> vec_value;
    for (sRMat::InnerIterator it(A,i); it; ++it)
    {
      vec_colno.push_back(it.col());
      vec_value.push_back(it.value());
    }

    if ( cstraints.vec_sign_[i] == LP_Constraints::LP_EQUAL ||
         cstraints.vec_sign_[i] == LP_Constraints::LP_LESS_OR_EQUAL )
    {
      const int coef = 1;
      row_ub[rowindex] = coef * cstraints.constraint_objective_(i);
      matrix->appendRow( vec_colno.size(),
                   &vec_colno[0],
                   &vec_value[0] );
      ++rowindex;
    }

    if ( cstraints.vec_sign_[i] == LP_Constraints::LP_EQUAL ||
         cstraints.vec_sign_[i] == LP_Constraints::LP_GREATER_OR_EQUAL )
    {
      const int coef = -1;
      for (auto &  iter_val : vec_value)
      {
        iter_val *= coef;
      }
      row_ub[rowindex] = coef * cstraints.constraint_objective_(i);
      matrix->appendRow( vec_colno.size(),
                   &vec_colno[0],
                   &vec_value[0] );
      ++rowindex;
    }
  }

  //-- Setup bounds for all the parameters
  if (cstraints.vec_bounds_.size() == 1)
  {
    // Setup the same bound for all the parameters
    std::fill(col_lb.begin(), col_lb.end(), cstraints.vec_bounds_[0].first);
    std::fill(col_ub.begin(), col_ub.end(), cstraints.vec_bounds_[0].second);
  }
  else  // each parameter have its own bounds
  {
    for (int i=0; i < this->nbParams_; ++i)
    {
      col_lb[i] = cstraints.vec_bounds_[i].first;
      col_ub[i] = cstraints.vec_bounds_[i].second;
    }
  }

  si->loadProblem(
    *matrix,
    &col_lb[0],
    &col_ub[0],
    cstraints.vec_cost_.empty() ? nullptr : &cstraints.vec_cost_[0],
    &row_lb[0],
    &row_ub[0]);

  return true;
}
bool OSI_X_SolverWrapper<SOLVERINTERFACE>::setup(const LP_Constraints & cstraints) //cstraints <-> constraints
{
  bool bOk = true;
  if ( si == NULL )
  {
    return false;
  }
  assert(_nbParams == cstraints._nbParams);

  
  int NUMVAR = cstraints._constraintMat.cols();
  int NUMCON = cstraints._constraintMat.rows();
  int NUMANZ = cstraints._constraintMat.cols() * cstraints._constraintMat.rows(); //DENSE MATRIX
  
  std::vector<double> col_lb(NUMVAR);//the column lower bounds
  std::vector<double> col_ub(NUMVAR);//the column upper bounds
  
  this->_nbParams = NUMVAR;

  if (cstraints._bminimize) 
  {
    si->setObjSense( 1 );
  }
  else  
  {
    si->setObjSense( -1 );
  }

  const Mat & A = cstraints._constraintMat;

  //Equality constraint will be handked by two constraintsdue to the API limitation. 
  size_t nbLine = A.rows() + std::count(cstraints._vec_sign.begin(), cstraints._vec_sign.end(), EQ);
  
  std::vector<double> row_lb(nbLine);//the row lower bounds
  std::vector<double> row_ub(nbLine);//the row upper bounds
  
  CoinPackedMatrix * matrix = new CoinPackedMatrix(false,0,0);
  matrix->setDimensions(0, NUMVAR);

  
  //-- Add row-wise constraint
  size_t indexRow = 0;
  for (int i=0; i < A.rows(); ++i) 
  {
    Vec temp = A.row(i);
    
    CoinPackedVector row;
    if ( cstraints._vec_sign[i] == EQ || cstraints._vec_sign[i] == LE )
    {
      int coef = 1;
      for ( int j = 0; j < A.cols() ; j++ )
      {
	row.insert(j, coef * temp.data()[j]);
      }
      row_lb[indexRow] = -1.0 * si->getInfinity();
      row_ub[indexRow] = coef * cstraints._Cst_objective(i);
      matrix->appendRow(row);
      indexRow++;
    }
    if ( cstraints._vec_sign[i] == EQ || cstraints._vec_sign[i] == GE )
    {
      int coef = -1;
      for ( int j = 0; j < A.cols() ; j++ )
      {
	      row.insert(j, coef * temp.data()[j]);
      }
      row_lb[indexRow] = -1.0 * si->getInfinity();
      row_ub[indexRow] = coef * cstraints._Cst_objective(i);
      matrix->appendRow(row);      
      indexRow++;
    }
  }
  
  //-- Setup bounds
  if (cstraints._vec_bounds.size() == 1) 
  {
    // Setup the same bound for all the parameter
    for (int i=0; i < this->_nbParams; ++i)
    {
      col_lb[i] = cstraints._vec_bounds[0].first;
      col_ub[i] = cstraints._vec_bounds[0].second;
    }
  }
  else  
  {

    for (int i=0; i < this->_nbParams; ++i)
    {      
      col_lb[i] = cstraints._vec_bounds[i].first;
      col_ub[i] = cstraints._vec_bounds[i].second;
    }
  }  
 
  si->loadProblem(*matrix, &col_lb[0], &col_ub[0], cstraints._vec_cost.empty() ? NULL : &cstraints._vec_cost[0], &row_lb[0], &row_ub[0] );
  
  delete matrix;
  
  return bOk;
}
bool OSI_X_SolverWrapper<SOLVERINTERFACE>::setup(const LP_Constraints_Sparse & cstraints) //cstraints <-> constraints
{
  bool bOk = true;
  if ( si == NULL )
  {
    return false;
  }
  assert(_nbParams == cstraints._nbParams);

  
  int NUMVAR = cstraints._constraintMat.cols();
  int NUMCON = cstraints._constraintMat.rows();
  int NUMANZ = cstraints._constraintMat.cols() * cstraints._constraintMat.rows(); //DENSE MATRIX
  std::vector<double> col_lb(NUMVAR);//the column lower bounds
  std::vector<double> col_ub(NUMVAR);//the column upper bounds
  
  this->_nbParams = NUMVAR;

  if (cstraints._bminimize) 
  {
    si->setObjSense( 1 );
  }
  else  
  {
    si->setObjSense( -1 );
  }

  const sRMat & A = cstraints._constraintMat;
  
  //Equality constraint will be handked by two constraintsdue to the API limitation. 
  size_t nbLine = A.rows() + std::count(cstraints._vec_sign.begin(), cstraints._vec_sign.end(), EQ);
  
  std::vector<double> row_lb(nbLine);//the row lower bounds
  std::vector<double> row_ub(nbLine);//the row upper bounds
  
  CoinPackedMatrix * matrix = new CoinPackedMatrix(false,0,0);
  matrix->setDimensions(0, NUMVAR);

  //-- Add row-wise constraint
  size_t rowindex = 0;
  for (int i=0; i < A.rows(); ++i)  
  {
    std::vector<int> vec_colno;
    std::vector<double> vec_value;
    for (sRMat::InnerIterator it(A,i); it; ++it)
    {
      vec_colno.push_back(it.col());
      vec_value.push_back(it.value());
    }
      
    
    if ( cstraints._vec_sign[i] == EQ || cstraints._vec_sign[i] == LE )
    {
      int coef = 1;
      row_lb[rowindex] = -1.0 * si->getInfinity();
      row_ub[rowindex] = coef * cstraints._Cst_objective(i);;
      matrix->appendRow( vec_colno.size(),
	                 &vec_colno[0],
	                 &vec_value[0] );
      rowindex++;
    }
    
    if ( cstraints._vec_sign[i] == EQ || cstraints._vec_sign[i] == GE )
    {
      int coef = -1;      
      for ( std::vector<double>::iterator iter_val = vec_value.begin(); 
	      iter_val != vec_value.end(); 
	      iter_val++)
      {
  	    *iter_val *= coef;
      }
      row_lb[rowindex] = -1.0 * si->getInfinity();
      row_ub[rowindex] = coef * cstraints._Cst_objective(i);;
      matrix->appendRow( vec_colno.size(),
	                 &vec_colno[0],
	                 &vec_value[0] );     
      rowindex++;
    }
  }
  
  //-- Setup bounds
  if (cstraints._vec_bounds.size() == 1) 
  {
    // Setup the same bound for all the parameter
    for (int i=0; i < this->_nbParams; ++i)
    {
      col_lb[i] = cstraints._vec_bounds[0].first;
      col_ub[i] = cstraints._vec_bounds[0].second;
    }
  }
  else  {
    // Set the required bound per constraint
    for (int i=0; i < this->_nbParams; ++i)
    {      
      col_lb[i] = cstraints._vec_bounds[i].first;
      col_ub[i] = cstraints._vec_bounds[i].second;
    }
  }
  
  si->loadProblem(
    *matrix,
    &col_lb[0],
    &col_ub[0],
    cstraints._vec_cost.empty() ? NULL : &cstraints._vec_cost[0],
    &row_lb[0],
    &row_ub[0]);
  
  delete matrix;
  
  return bOk;
}