int 
OsiVolSolverInterface::readMps(const char *filename, const char *extension)
{
   CoinMpsIO reader;
   reader.setInfinity(getInfinity());
   int retVal = reader.readMps(filename, extension);
   loadProblem(*reader.getMatrixByCol(),
	       reader.getColLower(), reader.getColUpper(),
	       reader.getObjCoefficients(),
	       reader.getRowLower(), reader.getRowUpper());
   int nc = getNumCols();
   assert (continuous_);
   CoinFillN(continuous_, nc, true);
   return retVal;
}
void 
OsiVolSolverInterface::writeMps(const char *filename,
				const char *extension,
				double /*objSense*/) const
{
   CoinMpsIO writer;
   writer.setMpsData(*getMatrixByCol(), getInfinity(),
		     getColLower(), getColUpper(),
		     getObjCoefficients(), 
		     reinterpret_cast<const char *> (NULL) /*integrality*/,
		     getRowLower(), getRowUpper(),
		     reinterpret_cast<const char **> (NULL) /*colnam*/, 
		     reinterpret_cast<const char **> (NULL) /*rownam*/);
   std::string fname = filename;
   if (extension)
   { if (extension[0] != '\0' && extension[0] != '.')
     fname += "." ; }
   fname += extension;
   writer.writeMps(fname.c_str());
}
Exemple #3
0
/*
  Install the name information from a CoinMpsIO object.
*/
void OsiSolverInterface::setRowColNames (const CoinMpsIO &mps)

{ int nameDiscipline,m,n ;
/*
  Determine how we're handling names. It's possible that the underlying solver
  has overridden getIntParam, but doesn't recognise OsiNameDiscipline. In that
  case, we want to default to auto names
*/
  bool recognisesOsiNames = getIntParam(OsiNameDiscipline,nameDiscipline) ;
  if (recognisesOsiNames == false)
  { nameDiscipline = 0 ; }
/*
  Whatever happens, we're about to clean out the current name vectors. Decide
  on an appropriate size and call reallocRowColNames to adjust capacity.
*/
  if (nameDiscipline == 0)
  { m = 0 ;
    n = 0 ; }
  else
  { m = mps.getNumRows() ;
    n = mps.getNumCols() ; }
  reallocRowColNames(rowNames_,m,colNames_,n) ;
/*
  If name discipline is auto, we're done already. Otherwise, load 'em
  up. If I understand MPS correctly, names are required.
*/
  if (nameDiscipline != 0)
  { rowNames_.resize(m) ;
    for (int i = 0 ; i < m ; i++)
    { rowNames_[i] = mps.rowName(i) ; }
    objName_ = mps.getObjectiveName() ;
    colNames_.resize(n) ;
    for (int j = 0 ; j < n ; j++)
    { colNames_[j] = mps.columnName(j) ; } }

  return ; }
Exemple #4
0
int main(int argc, const char *argv[])
{
#if COIN_BIG_INDEX<2
     ClpSimplex  model;
     int status;
     int maxIts = 0;
     int maxFactor = 100;
     if (argc < 2) {
#if defined(SAMPLEDIR)
          status = model.readMps(SAMPLEDIR "/p0033.mps", true);
#else
          fprintf(stderr, "Do not know where to find sample MPS files.\n");
          exit(1);
#endif
     } else
          status = model.readMps(argv[1]);
     if (status) {
          printf("errors on input\n");
          exit(77);
     }
     if (argc > 2) {
          maxFactor = atoi(argv[2]);
          printf("max factor %d\n", maxFactor);
     }
     if (argc > 3) {
          maxIts = atoi(argv[3]);
          printf("max its %d\n", maxIts);
     }
     // For now scaling off
     model.scaling(0);
     if (maxIts) {
          // Do partial dantzig
          ClpPrimalColumnSteepest dantzig(5);
          model.setPrimalColumnPivotAlgorithm(dantzig);
          //model.messageHandler()->setLogLevel(63);
          model.setFactorizationFrequency(maxFactor);
          model.setMaximumIterations(maxIts);
          model.primal();
          if (!model.status())
               exit(1);
     }
     // find gub
     int numberRows = model.numberRows();
     int * gubStart = new int[numberRows+1];
     int * gubEnd = new int[numberRows];
     int * which = new int[numberRows];
     int * whichGub = new int[numberRows];
     int numberColumns = model.numberColumns();
     int * mark = new int[numberColumns];
     int iRow, iColumn;
     // delete variables fixed to zero
     const double * columnLower = model.columnLower();
     const double * columnUpper = model.columnUpper();
     int numberDelete = 0;
     for (iColumn = 0; iColumn < numberColumns; iColumn++) {
          if (columnUpper[iColumn] == 0.0 && columnLower[iColumn] == 0.0)
               mark[numberDelete++] = iColumn;
     }
     if (numberDelete) {
          model.deleteColumns(numberDelete, mark);
          numberColumns -= numberDelete;
          columnLower = model.columnLower();
          columnUpper = model.columnUpper();
#if 0
          CoinMpsIO writer;
          writer.setMpsData(*model.matrix(), COIN_DBL_MAX,
                            model.getColLower(), model.getColUpper(),
                            model.getObjCoefficients(),
                            (const char*) 0 /*integrality*/,
                            model.getRowLower(), model.getRowUpper(),
                            NULL, NULL);
          writer.writeMps("cza.mps", 0, 0, 1);
#endif
     }
     double * lower = new double[numberRows];
     double * upper = new double[numberRows];
     const double * rowLower = model.rowLower();
     const double * rowUpper = model.rowUpper();
     for (iColumn = 0; iColumn < numberColumns; iColumn++)
          mark[iColumn] = -1;
     CoinPackedMatrix * matrix = model.matrix();
     // get row copy
     CoinPackedMatrix rowCopy = *matrix;
     rowCopy.reverseOrdering();
     const int * column = rowCopy.getIndices();
     const int * rowLength = rowCopy.getVectorLengths();
     const CoinBigIndex * rowStart = rowCopy.getVectorStarts();
     const double * element = rowCopy.getElements();
     int putGub = numberRows;
     int putNonGub = numberRows;
     int * rowIsGub = new int [numberRows];
     for (iRow = numberRows - 1; iRow >= 0; iRow--) {
          bool gubRow = true;
          int first = numberColumns + 1;
          int last = -1;
          for (int j = rowStart[iRow]; j < rowStart[iRow] + rowLength[iRow]; j++) {
               if (element[j] != 1.0) {
                    gubRow = false;
                    break;
               } else {
                    int iColumn = column[j];
                    if (mark[iColumn] >= 0) {
                         gubRow = false;
                         break;
                    } else {
                         last = CoinMax(last, iColumn);
                         first = CoinMin(first, iColumn);
                    }
               }
          }
          if (last - first + 1 != rowLength[iRow] || !gubRow) {
               which[--putNonGub] = iRow;
               rowIsGub[iRow] = 0;
          } else {
               for (int j = rowStart[iRow]; j < rowStart[iRow] + rowLength[iRow]; j++) {
                    int iColumn = column[j];
                    mark[iColumn] = iRow;
               }
               rowIsGub[iRow] = -1;
               putGub--;
               gubStart[putGub] = first;
               gubEnd[putGub] = last + 1;
               lower[putGub] = rowLower[iRow];
               upper[putGub] = rowUpper[iRow];
               whichGub[putGub] = iRow;
          }
     }
     int numberNonGub = numberRows - putNonGub;
     int numberGub = numberRows - putGub;
     if (numberGub > 0) {
          printf("** %d gub rows\n", numberGub);
          int numberNormal = 0;
          const int * row = matrix->getIndices();
          const int * columnLength = matrix->getVectorLengths();
          const CoinBigIndex * columnStart = matrix->getVectorStarts();
          const double * elementByColumn = matrix->getElements();
          int numberElements = 0;
          bool doLower = false;
          bool doUpper = false;
          for (iColumn = 0; iColumn < numberColumns; iColumn++) {
               if (mark[iColumn] < 0) {
                    mark[numberNormal++] = iColumn;
               } else {
                    numberElements += columnLength[iColumn];
                    if (columnLower[iColumn] != 0.0)
                         doLower = true;
                    if (columnUpper[iColumn] < 1.0e20)
                         doUpper = true;
               }
          }
          if (!numberNormal) {
               printf("Putting back one gub row to make non-empty\n");
               for (iColumn = gubStart[putGub]; iColumn < gubEnd[putGub]; iColumn++)
                    mark[numberNormal++] = iColumn;
               putGub++;
               numberGub--;
          }
          ClpSimplex model2(&model, numberNonGub, which + putNonGub, numberNormal, mark);
          int numberGubColumns = numberColumns - numberNormal;
          // sort gubs so monotonic
          int * which = new int[numberGub];
          int i;
          for (i = 0; i < numberGub; i++)
               which[i] = i;
          CoinSort_2(gubStart + putGub, gubStart + putGub + numberGub, which);
          int * temp1 = new int [numberGub];
          for (i = 0; i < numberGub; i++) {
               int k = which[i];
               temp1[i] = gubEnd[putGub+k];
          }
          memcpy(gubEnd + putGub, temp1, numberGub * sizeof(int));
          delete [] temp1;
          double * temp2 = new double [numberGub];
          for (i = 0; i < numberGub; i++) {
               int k = which[i];
               temp2[i] = lower[putGub+k];
          }
          memcpy(lower + putGub, temp2, numberGub * sizeof(double));
          for (i = 0; i < numberGub; i++) {
               int k = which[i];
               temp2[i] = upper[putGub+k];
          }
          memcpy(upper + putGub, temp2, numberGub * sizeof(double));
          delete [] temp2;
          delete [] which;
          numberElements -= numberGubColumns;
          int * start2 = new int[numberGubColumns+1];
          int * row2 = new int[numberElements];
          double * element2 = new double[numberElements];
          double * cost2 = new double [numberGubColumns];
          double * lowerColumn2 = NULL;
          if (doLower) {
               lowerColumn2 = new double [numberGubColumns];
               CoinFillN(lowerColumn2, numberGubColumns, 0.0);
          }
          double * upperColumn2 = NULL;
          if (doUpper) {
               upperColumn2 = new double [numberGubColumns];
               CoinFillN(upperColumn2, numberGubColumns, COIN_DBL_MAX);
          }
          numberElements = 0;
          int numberNonGubRows = 0;
          for (iRow = 0; iRow < numberRows; iRow++) {
               if (!rowIsGub[iRow])
                    rowIsGub[iRow] = numberNonGubRows++;
          }
          numberColumns = 0;
          gubStart[0] = 0;
          start2[0] = 0;
          const double * cost = model.objective();
          for (int iSet = 0; iSet < numberGub; iSet++) {
               int iStart = gubStart[iSet+putGub];
               int iEnd = gubEnd[iSet+putGub];
               for (int k = iStart; k < iEnd; k++) {
                    cost2[numberColumns] = cost[k];
                    if (columnLower[k])
                         lowerColumn2[numberColumns] = columnLower[k];
                    if (columnUpper[k] < 1.0e20)
                         upperColumn2[numberColumns] = columnUpper[k];
                    for (int j = columnStart[k]; j < columnStart[k] + columnLength[k]; j++) {
                         int iRow = rowIsGub[row[j]];
                         if (iRow >= 0) {
                              row2[numberElements] = iRow;
                              element2[numberElements++] = elementByColumn[j];
                         }
                    }
                    start2[++numberColumns] = numberElements;
               }
               gubStart[iSet+1] = numberColumns;
          }
          model2.replaceMatrix(new ClpGubDynamicMatrix(&model2, numberGub,
                               numberColumns, gubStart,
                               lower + putGub, upper + putGub,
                               start2, row2, element2, cost2,
                               lowerColumn2, upperColumn2));
          delete [] rowIsGub;
          delete [] start2;
          delete [] row2;
          delete [] element2;
          delete [] cost2;
          delete [] lowerColumn2;
          delete [] upperColumn2;
          // For now scaling off
          model2.scaling(0);
          // Do partial dantzig
          ClpPrimalColumnSteepest dantzig(5);
          model2.setPrimalColumnPivotAlgorithm(dantzig);
          //model2.messageHandler()->setLogLevel(63);
          model2.setFactorizationFrequency(maxFactor);
          model2.setMaximumIterations(4000000);
          double time1 = CoinCpuTime();
          model2.primal();
          {
               ClpGubDynamicMatrix * gubMatrix =
                    dynamic_cast< ClpGubDynamicMatrix*>(model2.clpMatrix());
               assert(gubMatrix);
               const double * solution = model2.primalColumnSolution();
               int numberGubColumns = gubMatrix->numberGubColumns();
               int firstOdd = gubMatrix->firstDynamic();
               int lastOdd = gubMatrix->firstAvailable();
               int numberTotalColumns = firstOdd + numberGubColumns;
               int numberRows = model2.numberRows();
               char * status = new char [numberTotalColumns];
               double * gubSolution = new double [numberTotalColumns];
               int numberSets = gubMatrix->numberSets();
               const int * id = gubMatrix->id();
               int i;
               const double * lowerColumn = gubMatrix->lowerColumn();
               const double * upperColumn = gubMatrix->upperColumn();
               for (i = 0; i < numberGubColumns; i++) {
                    if (gubMatrix->getDynamicStatus(i) == ClpGubDynamicMatrix::atUpperBound) {
                         gubSolution[i+firstOdd] = upperColumn[i];
                         status[i+firstOdd] = 2;
                    } else if (gubMatrix->getDynamicStatus(i) == ClpGubDynamicMatrix::atLowerBound && lowerColumn) {
                         gubSolution[i+firstOdd] = lowerColumn[i];
                         status[i+firstOdd] = 1;
                    } else {
                         gubSolution[i+firstOdd] = 0.0;
                         status[i+firstOdd] = 1;
                    }
               }
               for (i = 0; i < firstOdd; i++) {
                    ClpSimplex::Status thisStatus = model2.getStatus(i);
                    if (thisStatus == ClpSimplex::basic)
                         status[i] = 0;
                    else if (thisStatus == ClpSimplex::atLowerBound)
                         status[i] = 1;
                    else if (thisStatus == ClpSimplex::atUpperBound)
                         status[i] = 2;
                    else if (thisStatus == ClpSimplex::isFixed)
                         status[i] = 3;
                    else
                         abort();
                    gubSolution[i] = solution[i];
               }
               for (i = firstOdd; i < lastOdd; i++) {
                    int iBig = id[i-firstOdd] + firstOdd;
                    ClpSimplex::Status thisStatus = model2.getStatus(i);
                    if (thisStatus == ClpSimplex::basic)
                         status[iBig] = 0;
                    else if (thisStatus == ClpSimplex::atLowerBound)
                         status[iBig] = 1;
                    else if (thisStatus == ClpSimplex::atUpperBound)
                         status[iBig] = 2;
                    else if (thisStatus == ClpSimplex::isFixed)
                         status[iBig] = 3;
                    else
                         abort();
                    gubSolution[iBig] = solution[i];
               }
               char * rowStatus = new char[numberRows];
               for (i = 0; i < numberRows; i++) {
                    ClpSimplex::Status thisStatus = model2.getRowStatus(i);
                    if (thisStatus == ClpSimplex::basic)
                         rowStatus[i] = 0;
                    else if (thisStatus == ClpSimplex::atLowerBound)
                         rowStatus[i] = 1;
                    else if (thisStatus == ClpSimplex::atUpperBound)
                         rowStatus[i] = 2;
                    else if (thisStatus == ClpSimplex::isFixed)
                         rowStatus[i] = 3;
                    else
                         abort();
               }
               char * setStatus = new char[numberSets];
               int * keyVariable = new int[numberSets];
               memcpy(keyVariable, gubMatrix->keyVariable(), numberSets * sizeof(int));
               for (i = 0; i < numberSets; i++) {
                    int iKey = keyVariable[i];
                    if (iKey > lastOdd)
                         iKey = numberTotalColumns + i;
                    else
                         iKey = id[iKey-firstOdd] + firstOdd;
                    keyVariable[i] = iKey;
                    ClpSimplex::Status thisStatus = gubMatrix->getStatus(i);
                    if (thisStatus == ClpSimplex::basic)
                         setStatus[i] = 0;
                    else if (thisStatus == ClpSimplex::atLowerBound)
                         setStatus[i] = 1;
                    else if (thisStatus == ClpSimplex::atUpperBound)
                         setStatus[i] = 2;
                    else if (thisStatus == ClpSimplex::isFixed)
                         setStatus[i] = 3;
                    else
                         abort();
               }
               FILE * fp = fopen("xx.sol", "w");
               fwrite(gubSolution, sizeof(double), numberTotalColumns, fp);
               fwrite(status, sizeof(char), numberTotalColumns, fp);
               const double * rowsol = model2.primalRowSolution();
               int originalNumberRows = model.numberRows();
               double * rowsol2 = new double[originalNumberRows];
               memset(rowsol2, 0, originalNumberRows * sizeof(double));
               model.times(1.0, gubSolution, rowsol2);
               for (i = 0; i < numberRows; i++)
                    assert(fabs(rowsol[i] - rowsol2[i]) < 1.0e-3);
               //for (;i<originalNumberRows;i++)
               //printf("%d %g\n",i,rowsol2[i]);
               delete [] rowsol2;
               fwrite(rowsol, sizeof(double), numberRows, fp);
               fwrite(rowStatus, sizeof(char), numberRows, fp);
               fwrite(setStatus, sizeof(char), numberSets, fp);
               fwrite(keyVariable, sizeof(int), numberSets, fp);
               fclose(fp);
               delete [] status;
               delete [] gubSolution;
               delete [] setStatus;
               delete [] keyVariable;
               // ** if going to rstart as dynamic need id_
               // also copy coding in useEf.. from ClpGubMatrix (i.e. test for basis)
          }
          printf("obj offset is %g\n", model2.objectiveOffset());
          printf("Primal took %g seconds\n", CoinCpuTime() - time1);
          //model2.primal(1);
     }
     delete [] mark;
     delete [] gubStart;
     delete [] gubEnd;
     delete [] which;
     delete [] whichGub;
     delete [] lower;
     delete [] upper;
#else
     printf("testGub2 not available with COIN_BIG_INDEX=2\n");
#endif
     return 0;
}
Exemple #5
0
int main(int argc, const char *argv[])
{
     int status;
     CoinMpsIO m;
     if (argc < 2)
          status = m.readMps("model1.mps", "");
     else
          status = m.readMps(argv[1], "");

     if (status) {
          fprintf(stdout, "Bad readMps %s\n", argv[1]);
          exit(1);
     }

     // Load up model1 - so we can use known good solution
     ClpSimplex model1;
     model1.loadProblem(*m.getMatrixByCol(),
                        m.getColLower(), m.getColUpper(),
                        m.getObjCoefficients(),
                        m.getRowLower(), m.getRowUpper());
     model1.dual();
     // Get data arrays
     const CoinPackedMatrix * matrix1 = m.getMatrixByCol();
     const int * start1 = matrix1->getVectorStarts();
     const int * length1 = matrix1->getVectorLengths();
     const int * row1 = matrix1->getIndices();
     const double * element1 = matrix1->getElements();

     const double * columnLower1 = m.getColLower();
     const double * columnUpper1 = m.getColUpper();
     const double * rowLower1 = m.getRowLower();
     const double * rowUpper1 = m.getRowUpper();
     const double * objective1 = m.getObjCoefficients();

     int numberColumns = m.getNumCols();
     int numberRows = m.getNumRows();
     int numberElements = m.getNumElements();

     // Get new arrays
     int numberColumns2 = (numberColumns + 1);
     int * start2 = new int[numberColumns2+1];
     int * row2 = new int[numberElements];
     double * element2 = new double[numberElements];
     int * segstart = new int[numberColumns+1];
     double * breakpt  = new double[2*numberColumns];
     double * slope  = new double[2*numberColumns];

     double * objective2 = new double[numberColumns2];
     double * columnLower2 = new double[numberColumns2];
     double * columnUpper2 = new double[numberColumns2];
     double * rowLower2 = new double[numberRows];
     double * rowUpper2 = new double[numberRows];

     // We need to modify rhs
     memcpy(rowLower2, rowLower1, numberRows * sizeof(double));
     memcpy(rowUpper2, rowUpper1, numberRows * sizeof(double));
     double objectiveOffset = 0.0;

     // For new solution
     double * newSolution = new double [numberColumns];
     const double * oldSolution = model1.primalColumnSolution();

     int iColumn;
     for (iColumn = 0; iColumn < numberColumns; iColumn++)
          printf("%g ", oldSolution[iColumn]);
     printf("\n");

     numberColumns2 = 0;
     numberElements = 0;
     start2[0] = 0;
     int segptr = 0;

     segstart[0] = 0;

     // Now check for duplicates
     for (iColumn = 0; iColumn < numberColumns; iColumn++) {
          // test if column identical to next column
          bool ifcopy = 1;
          if (iColumn < numberColumns - 1) {
               int  joff = length1[iColumn];
               for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
                    if (row1[j] != row1[j+joff]) {
                         ifcopy = 0;
                         break;
                    }
                    if (element1[j] != element1[j+joff]) {
                         ifcopy = 0;
                         break;
                    }
               }
          } else {
               ifcopy = 0;
          }
          //if (iColumn>47||iColumn<45)
          //ifcopy=0;
          if (ifcopy) {
               double lo1 = columnLower1[iColumn];
               double up1 = columnUpper1[iColumn];
               double obj1 = objective1[iColumn];
               double sol1 = oldSolution[iColumn];
               double lo2 = columnLower1[iColumn+1];
               double up2 = columnUpper1[iColumn+1];
               double obj2 = objective1[iColumn+1];
               double sol2 = oldSolution[iColumn+1];
               if (fabs(up1 - lo2) > 1.0e-8) {
                    // try other way
                    double temp;
                    temp = lo1;
                    lo1 = lo2;
                    lo2 = temp;
                    temp = up1;
                    up1 = up2;
                    up2 = temp;
                    temp = obj1;
                    obj1 = obj2;
                    obj2 = temp;
                    temp = sol1;
                    sol1 = sol2;
                    sol2 = temp;
                    assert(fabs(up1 - lo2) < 1.0e-8);
               }
               // subtract out from rhs
               double fixed = up1;
               // do offset
               objectiveOffset += fixed * obj2;
               for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
                    int iRow = row1[j];
                    double value = element1[j];
                    if (rowLower2[iRow] > -1.0e30)
                         rowLower2[iRow] -= value * fixed;
                    if (rowUpper2[iRow] < 1.0e30)
                         rowUpper2[iRow] -= value * fixed;
               }
               newSolution[numberColumns2] = fixed;
               if (fabs(sol1 - fixed) > 1.0e-8)
                    newSolution[numberColumns2] = sol1;
               if (fabs(sol2 - fixed) > 1.0e-8)
                    newSolution[numberColumns2] = sol2;
               columnLower2[numberColumns2] = lo1;
               columnUpper2[numberColumns2] = up2;
               objective2[numberColumns2] = 0.0;
               breakpt[segptr] = lo1;
               slope[segptr++] = obj1;
               breakpt[segptr] = lo2;
               slope[segptr++] = obj2;
               for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
                    row2[numberElements] = row1[j];
                    element2[numberElements++] = element1[j];
               }
               start2[++numberColumns2] = numberElements;
               breakpt[segptr] = up2;
               slope[segptr++] = COIN_DBL_MAX;
               segstart[numberColumns2] = segptr;
               iColumn++; // skip next column
          } else {
               // normal column
               columnLower2[numberColumns2] = columnLower1[iColumn];
               columnUpper2[numberColumns2] = columnUpper1[iColumn];
               objective2[numberColumns2] = objective1[iColumn];
               breakpt[segptr] = columnLower1[iColumn];
               slope[segptr++] = objective1[iColumn];
               for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
                    row2[numberElements] = row1[j];
                    element2[numberElements++] = element1[j];
               }
               newSolution[numberColumns2] = oldSolution[iColumn];
               start2[++numberColumns2] = numberElements;
               breakpt[segptr] = columnUpper1[iColumn];
               slope[segptr++] = COIN_DBL_MAX;
               segstart[numberColumns2] = segptr;
          }
     }

     // print new number of columns, elements
     printf("New number of columns  = %d\n", numberColumns2);
     printf("New number of elements = %d\n", numberElements);
     printf("Objective offset is %g\n", objectiveOffset);


     ClpSimplex  model;

     // load up
     model.loadProblem(numberColumns2, numberRows,
                       start2, row2, element2,
                       columnLower2, columnUpper2,
                       objective2,
                       rowLower2, rowUpper2);
     model.scaling(0);
     model.setDblParam(ClpObjOffset, -objectiveOffset);
     // Create nonlinear objective
     int returnCode = model.createPiecewiseLinearCosts(segstart, breakpt, slope);
     assert(!returnCode);

     // delete
     delete [] segstart;
     delete [] breakpt;
     delete [] slope;
     delete [] start2;
     delete [] row2 ;
     delete [] element2;

     delete [] objective2;
     delete [] columnLower2;
     delete [] columnUpper2;
     delete [] rowLower2;
     delete [] rowUpper2;

     // copy in solution - (should be optimal)
     model.allSlackBasis();
     memcpy(model.primalColumnSolution(), newSolution, numberColumns2 * sizeof(double));
     //memcpy(model.columnLower(),newSolution,numberColumns2*sizeof(double));
     //memcpy(model.columnUpper(),newSolution,numberColumns2*sizeof(double));
     delete [] newSolution;
     //model.setLogLevel(63);

     const double * solution = model.primalColumnSolution();
     double * saveSol = new double[numberColumns2];
     memcpy(saveSol, solution, numberColumns2 * sizeof(double));
     for (iColumn = 0; iColumn < numberColumns2; iColumn++)
          printf("%g ", solution[iColumn]);
     printf("\n");
     // solve
     model.primal(1);
     for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
          if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
               printf(" ** was %g ", saveSol[iColumn]);
          printf("%g ", solution[iColumn]);
     }
     printf("\n");
     model.primal(1);
     for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
          if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
               printf(" ** was %g ", saveSol[iColumn]);
          printf("%g ", solution[iColumn]);
     }
     printf("\n");
     model.primal();
     for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
          if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
               printf(" ** was %g ", saveSol[iColumn]);
          printf("%g ", solution[iColumn]);
     }
     printf("\n");
     model.allSlackBasis();
     for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
          if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
               printf(" ** was %g ", saveSol[iColumn]);
          printf("%g ", solution[iColumn]);
     }
     printf("\n");
     model.setLogLevel(63);
     model.primal();
     for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
          if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
               printf(" ** was %g ", saveSol[iColumn]);
          printf("%g ", solution[iColumn]);
     }
     printf("\n");
     return 0;
}
//--------------------------------------------------------------------------
// Test building a model
void
CoinModelUnitTest(const std::string & mpsDir,
                  const std::string & netlibDir, const std::string & testModel)
{

    // Get a model
    CoinMpsIO m;
    std::string fn = mpsDir+"exmip1";
    int numErr = m.readMps(fn.c_str(),"mps");
    assert( numErr== 0 );

    int numberRows = m.getNumRows();
    int numberColumns = m.getNumCols();

    // Build by row from scratch
    {
        CoinPackedMatrix matrixByRow = * m.getMatrixByRow();
        const double * element = matrixByRow.getElements();
        const int * column = matrixByRow.getIndices();
        const CoinBigIndex * rowStart = matrixByRow.getVectorStarts();
        const int * rowLength = matrixByRow.getVectorLengths();
        const double * rowLower = m.getRowLower();
        const double * rowUpper = m.getRowUpper();
        const double * columnLower = m.getColLower();
        const double * columnUpper = m.getColUpper();
        const double * objective = m.getObjCoefficients();
        int i;
        CoinModel temp;
        for (i=0; i<numberRows; i++) {
            temp.addRow(rowLength[i],column+rowStart[i],
                        element+rowStart[i],rowLower[i],rowUpper[i],m.rowName(i));
        }
        // Now do column part
        for (i=0; i<numberColumns; i++) {
            temp.setColumnBounds(i,columnLower[i],columnUpper[i]);
            temp.setColumnObjective(i,objective[i]);
            if (m.isInteger(i))
                temp.setColumnIsInteger(i,true);;
        }
        // write out
        temp.writeMps("byRow.mps");
    }

    // Build by column from scratch and save
    CoinModel model;
    {
        CoinPackedMatrix matrixByColumn = * m.getMatrixByCol();
        const double * element = matrixByColumn.getElements();
        const int * row = matrixByColumn.getIndices();
        const CoinBigIndex * columnStart = matrixByColumn.getVectorStarts();
        const int * columnLength = matrixByColumn.getVectorLengths();
        const double * rowLower = m.getRowLower();
        const double * rowUpper = m.getRowUpper();
        const double * columnLower = m.getColLower();
        const double * columnUpper = m.getColUpper();
        const double * objective = m.getObjCoefficients();
        int i;
        for (i=0; i<numberColumns; i++) {
            model.addColumn(columnLength[i],row+columnStart[i],
                            element+columnStart[i],columnLower[i],columnUpper[i],
                            objective[i],m.columnName(i),m.isInteger(i));
        }
        // Now do row part
        for (i=0; i<numberRows; i++) {
            model.setRowBounds(i,rowLower[i],rowUpper[i]);
        }
        // write out
        model.writeMps("byColumn.mps");
    }

    // model was created by column - play around
    {
        CoinModel temp;
        int i;
        for (i=numberRows-1; i>=0; i--)
            temp.setRowLower(i,model.getRowLower(i));
        for (i=0; i<numberColumns; i++) {
            temp.setColumnUpper(i,model.getColumnUpper(i));
            temp.setColumnName(i,model.getColumnName(i));
        }
        for (i=numberColumns-1; i>=0; i--) {
            temp.setColumnLower(i,model.getColumnLower(i));
            temp.setColumnObjective(i,model.getColumnObjective(i));
            temp.setColumnIsInteger(i,model.getColumnIsInteger(i));
        }
        for (i=0; i<numberRows; i++) {
            temp.setRowUpper(i,model.getRowUpper(i));
            temp.setRowName(i,model.getRowName(i));
        }
        // Now elements
        for (i=0; i<numberRows; i++) {
            CoinModelLink triple=model.firstInRow(i);
            while (triple.column()>=0) {
                temp(i,triple.column(),triple.value());
                triple=model.next(triple);
            }
        }
        // and by column
        for (i=numberColumns-1; i>=0; i--) {
            CoinModelLink triple=model.lastInColumn(i);
            while (triple.row()>=0) {
                assert (triple.value()==temp(triple.row(),i));
                temp(triple.row(),i,triple.value());
                triple=model.previous(triple);
            }
        }
        // check equal
        model.setLogLevel(1);
        assert (!model.differentModel(temp,false));
    }
    // Try creating model with strings
    {
        CoinModel temp;
        int i;
        for (i=numberRows-1; i>=0; i--) {
            double value = model.getRowLower(i);
            if (value==-1.0)
                temp.setRowLower(i,"minusOne");
            else if (value==1.0)
                temp.setRowLower(i,"sqrt(plusOne)");
            else if (value==4.0)
                temp.setRowLower(i,"abs(4*plusOne)");
            else
                temp.setRowLower(i,value);
        }
        for (i=0; i<numberColumns; i++) {
            double value;
            value = model.getColumnUpper(i);
            if (value==-1.0)
                temp.setColumnUpper(i,"minusOne");
            else if (value==1.0)
                temp.setColumnUpper(i,"plusOne");
            else
                temp.setColumnUpper(i,value);
            temp.setColumnName(i,model.getColumnName(i));
        }
        for (i=numberColumns-1; i>=0; i--) {
            temp.setColumnLower(i,model.getColumnLower(i));
            temp.setColumnObjective(i,model.getColumnObjective(i));
            temp.setColumnIsInteger(i,model.getColumnIsInteger(i));
        }
        for (i=0; i<numberRows; i++) {
            double value = model.getRowUpper(i);
            if (value==-1.0)
                temp.setRowUpper(i,"minusOne");
            else if (value==1.0)
                temp.setRowUpper(i,"plusOne");
            else
                temp.setRowUpper(i,value);
            temp.setRowName(i,model.getRowName(i));
        }
        // Now elements
        for (i=0; i<numberRows; i++) {
            CoinModelLink triple=model.firstInRow(i);
            while (triple.column()>=0) {
                double value = triple.value();
                if (value==-1.0)
                    temp(i,triple.column(),"minusOne");
                else if (value==1.0)
                    temp(i,triple.column(),"plusOne");
                else if (value==-2.0)
                    temp(i,triple.column(),"minusOne-1.0");
                else if (value==2.0)
                    temp(i,triple.column(),"plusOne+1.0+minusOne+(2.0-plusOne)");
                else
                    temp(i,triple.column(),value);
                triple=model.next(triple);
            }
        }
        temp.associateElement("minusOne",-1.0);
        temp.associateElement("plusOne",1.0);
        temp.setProblemName("fromStrings");
        temp.writeMps("string.mps");

        // check equal
        model.setLogLevel(1);
        assert (!model.differentModel(temp,false));
    }
    // Test with various ways of generating
    {
        /*
          Get a model. Try first with netlibDir, fall back to mpsDir (sampleDir)
          if that fails.
        */
        CoinMpsIO m;
        std::string fn = netlibDir+testModel;
        double time1 = CoinCpuTime();
        int numErr = m.readMps(fn.c_str(),"");
        if (numErr != 0) {
            std::cout
                    << "Could not read " << testModel << " in " << netlibDir
                    << "; falling back to " << mpsDir << "." << std::endl ;
            fn = mpsDir+testModel ;
            numErr = m.readMps(fn.c_str(),"") ;
            if (numErr != 0) {
                std::cout << "Could not read " << testModel << "; skipping test." << std::endl ;
            }
        }
        if (numErr == 0) {
            std::cout
                    << "Time for readMps is "
                    << (CoinCpuTime()-time1) << " seconds." << std::endl ;
            int numberRows = m.getNumRows();
            int numberColumns = m.getNumCols();
            // Build model
            CoinModel model;
            CoinPackedMatrix matrixByRow = * m.getMatrixByRow();
            const double * element = matrixByRow.getElements();
            const int * column = matrixByRow.getIndices();
            const CoinBigIndex * rowStart = matrixByRow.getVectorStarts();
            const int * rowLength = matrixByRow.getVectorLengths();
            const double * rowLower = m.getRowLower();
            const double * rowUpper = m.getRowUpper();
            const double * columnLower = m.getColLower();
            const double * columnUpper = m.getColUpper();
            const double * objective = m.getObjCoefficients();
            int i;
            for (i=0; i<numberRows; i++) {
                model.addRow(rowLength[i],column+rowStart[i],
                             element+rowStart[i],rowLower[i],rowUpper[i],m.rowName(i));
            }
            // Now do column part
            for (i=0; i<numberColumns; i++) {
                model.setColumnBounds(i,columnLower[i],columnUpper[i]);
                model.setColumnObjective(i,objective[i]);
                model.setColumnName(i,m.columnName(i));
                if (m.isInteger(i))
                    model.setColumnIsInteger(i,true);;
            }
            // Test
            CoinSeedRandom(11111);
            time1 = 0.0;
            int nPass=50;
            for (i=0; i<nPass; i++) {
                double random = CoinDrand48();
                int iSeed = (int) (random*1000000);
                //iSeed = 776151;
                CoinSeedRandom(iSeed);
                std::cout << "before pass " << i << " with seed of " << iSeed << std::endl ;
                buildRandom(model,CoinDrand48(),time1,i);
                model.validateLinks();
            }
            std::cout
                    << "Time for " << nPass << " CoinModel passes is "
                    << time1 << " seconds\n" << std::endl ;
        }
    }
}
// status = write_mps_file(c,a,lhs,rhs,ub,lb,btype,vartype,filename);
// btype is not yet used. But I keep this parameter for the future
extern "C" int write_mps_file(char * fname)
{
  int m_c,        n_c;
  int m_a,        n_a;
  int m_lhs,      n_lhs;
  int m_rhs,      n_rhs;
  int m_ub,       n_ub;
  int m_lb,       n_lb;
  int m_col_name, n_col_name;
  int m_row_name, n_row_name;
  vector<string>  RowNames, ColNames;
  stringstream    tmpstring;

  CoinMpsIO        mpsWriter;
  DerivedHandler * printer = NULL;
  CoinPackedMatrix A_matrix;
  SciSparse        S_A;
  char ** pColNames = NULL;
  char ** pRowNames = NULL;
  int i, j, status;
  int nrows, ncols, count, type;
  int * c_addr = NULL, * lhs_addr = NULL, * rhs_addr = NULL, * ub_addr = NULL, * lb_addr = NULL;
  int * btype_addr = NULL, * vartype_addr = NULL, * pb_name_addr = NULL, * a_addr = NULL;
  int * col_name_addr = NULL, * row_name_addr = NULL, * filename_addr = NULL, * verbose_addr = NULL;
  double * c = NULL, * lhs = NULL, * rhs = NULL, * ub = NULL, * lb = NULL, * a = NULL;
  double verbose = 0;
  char * btype = NULL, * vartype = NULL, * pb_name = NULL, * filename = NULL;
  SciErr _SciErr;

  _SciErr = getVarAddressFromPosition(pvApiCtx, C_IN, &c_addr); SCICOINOR_ERROR;
  _SciErr = getMatrixOfDouble(pvApiCtx, c_addr, &n_c, &m_c, &c); SCICOINOR_ERROR;
  _SciErr = getVarAddressFromPosition(pvApiCtx, LHS_IN, &lhs_addr); SCICOINOR_ERROR;
  _SciErr = getMatrixOfDouble(pvApiCtx, lhs_addr, &n_lhs, &m_lhs, &lhs); SCICOINOR_ERROR;
  _SciErr = getVarAddressFromPosition(pvApiCtx, RHS_IN, &rhs_addr); SCICOINOR_ERROR;
  _SciErr = getMatrixOfDouble(pvApiCtx, rhs_addr, &n_rhs, &m_rhs, &rhs); SCICOINOR_ERROR;
  _SciErr = getVarAddressFromPosition(pvApiCtx, UB_IN, &ub_addr); SCICOINOR_ERROR;
  _SciErr = getMatrixOfDouble(pvApiCtx, ub_addr, &n_ub, &m_ub, &ub); SCICOINOR_ERROR;
  _SciErr = getVarAddressFromPosition(pvApiCtx, LB_IN, &lb_addr); SCICOINOR_ERROR;
  _SciErr = getMatrixOfDouble(pvApiCtx, lb_addr, &n_lb, &m_lb, &lb); SCICOINOR_ERROR;

  _SciErr = getVarAddressFromPosition(pvApiCtx, BTYPE_IN, &btype_addr); SCICOINOR_ERROR;
  getAllocatedSingleString(pvApiCtx, btype_addr, &btype);
  _SciErr = getVarAddressFromPosition(pvApiCtx, VARTYPE_IN, &vartype_addr); SCICOINOR_ERROR;
  getAllocatedSingleString(pvApiCtx, vartype_addr, &vartype);
  _SciErr = getVarAddressFromPosition(pvApiCtx, PB_NAME_IN, &pb_name_addr); SCICOINOR_ERROR;
  getAllocatedSingleString(pvApiCtx, pb_name_addr, &pb_name);

  _SciErr = getVarAddressFromPosition(pvApiCtx, COL_NAME_IN, &col_name_addr); SCICOINOR_ERROR;
  getAllocatedMatrixOfString(pvApiCtx, col_name_addr, &n_col_name, &m_col_name, &pColNames);
  _SciErr = getVarAddressFromPosition(pvApiCtx, ROW_NAME_IN, &row_name_addr); SCICOINOR_ERROR;
  getAllocatedMatrixOfString(pvApiCtx, row_name_addr, &n_row_name, &m_row_name, &pRowNames);

  _SciErr = getVarAddressFromPosition(pvApiCtx, FILENAME_IN, &filename_addr); SCICOINOR_ERROR;
  getAllocatedSingleString(pvApiCtx, filename_addr, &filename);

  _SciErr = getVarAddressFromPosition(pvApiCtx, VERBOSE_IN, &verbose_addr); SCICOINOR_ERROR;
  getScalarDouble(pvApiCtx, verbose_addr, &verbose);

  nrows = n_lhs * m_lhs;
  if (nrows==0) nrows = n_rhs*m_rhs;
  ncols = n_c * m_c;

#ifdef DEBUG  
  DBGPRINTF("rowname n = %d m = %d\n", n_row_name, m_row_name);
#endif

  if (n_row_name * m_row_name==0)
    {
      RowNames.resize(nrows);
      for(i=0;i<nrows;i++)
	{
	  tmpstring.str("");
	  tmpstring << "R" << i;
	  RowNames[i] = tmpstring.str();
	}
    }
  else
    {
      RowNames.resize(nrows);
      for(i=0;i<nrows;i++)
	{
	  RowNames[i] = string(pRowNames[i]);
	}
    }

#ifdef DEBUG
  DBGPRINTF("colname n = %d m = %d\n", n_col_name, m_col_name);
#endif

  if (n_col_name * m_col_name==0)
    {
      ColNames.resize(ncols);
      for(i=0;i<ncols;i++)
	{
	  tmpstring.str("");
	  tmpstring << "R" << i;
	  ColNames[i] = tmpstring.str();
	}
    }
  else
    {
      ColNames.resize(ncols);
      for(i=0;i<ncols;i++)
	{
	  ColNames[i] = string(pColNames[i]);
	}
    }

  //////////////////
  // The A matrix //
  //////////////////

  _SciErr = getVarAddressFromPosition(pvApiCtx, A_IN, &a_addr); SCICOINOR_ERROR;
  _SciErr = getVarType(pvApiCtx, a_addr, &type); SCICOINOR_ERROR;

  if(type!=sci_sparse)
    {
      _SciErr = getMatrixOfDouble(pvApiCtx, a_addr, &n_a, &m_a, &a); SCICOINOR_ERROR;
      A_matrix.setDimensions(nrows,ncols);

      if (a==NULL) 
	{
	  Scierror(999,"%s: invalid value of matrix a\n",fname);

	  freeAllocatedSingleString(btype);
	  freeAllocatedSingleString(vartype);
	  freeAllocatedSingleString(pb_name);
	  freeAllocatedSingleString(filename);
	  if (pRowNames) freeAllocatedMatrixOfString(m_row_name, n_row_name, pRowNames);
	  if (pColNames) freeAllocatedMatrixOfString(m_col_name, n_col_name, pColNames);

	  return 0;
	}
      
      for(i=0; i<m_a; i++)
	{
	  for(j=0; j<n_a; j++)
	    {
	      if (*(a+i+j*m_a) != 0) A_matrix.modifyCoefficient(i,j,*(a+i+j*m_a));
	    }
	}
    }
  else
    {
      getAllocatedSparseMatrix(pvApiCtx, a_addr, &S_A.m, &S_A.n, &S_A.nel, &S_A.mnel, &S_A.icol, &S_A.R);
      A_matrix.setDimensions(nrows,ncols);
      
      count = 0;
      for(i=0;i<S_A.m;i++)
	{
	  if (S_A.mnel[i]!=0) 
	    {
	      for(j=0;j<S_A.mnel[i];j++)
		{
		  count++;
		  A_matrix.modifyCoefficient(i,S_A.icol[count-1]-1,S_A.R[count-1]);
		}
	    }
	}

      freeAllocatedSparseMatrix(S_A.mnel, S_A.icol, S_A.R);
    }

  if (verbose)
    {
      printer = new DerivedHandler();
      printer->setLogLevel((int)verbose);
      mpsWriter.passInMessageHandler(printer);
    }


  // void setMpsData (const CoinPackedMatrix &m, const double infinity,
  //                  const double *collb, const double *colub, 
  //                  const double *obj, const char *integrality,
  //                  const double *rowlb, const double *rowub,
  //                  const std::vector< std::string > &colnames, const std::vector< std::string > &rownames)

  mpsWriter.setMpsData(A_matrix, mpsWriter.getInfinity(),
		       lb, ub, 
		       c, vartype,
		       lhs, rhs,
		       ColNames, RowNames);

  mpsWriter.setProblemName(pb_name);

  status = mpsWriter.writeMps(filename);

  createScalarDouble(pvApiCtx, STATUS_OUT, (double)status);

  LhsVar(1) = STATUS_OUT;

  freeAllocatedSingleString(btype);
  freeAllocatedSingleString(vartype);
  freeAllocatedSingleString(pb_name);
  freeAllocatedSingleString(filename);

  if (pRowNames) freeAllocatedMatrixOfString(m_row_name, n_row_name, pRowNames);
  if (pColNames) freeAllocatedMatrixOfString(m_col_name, n_col_name, pColNames);

  return 0;
}
Exemple #8
0
int main(int argc, const char *argv[])
{
     /* Read quadratic model in two stages to test loadQuadraticObjective.

        And is also possible to just read into ClpSimplex/Interior which sets it all up in one go.
        But this is only if it is in QUADOBJ format.

        If no arguments does share2qp using ClpInterior (also creates quad.mps which is in QUADOBJ format)
        If one argument uses simplex e.g. testit quad.mps
        If > one uses barrier via ClpSimplex input and then ClpInterior borrow
     */
     if (argc < 2) {
          CoinMpsIO  m;
#if defined(SAMPLEDIR)
          int status = m.readMps(SAMPLEDIR "/share2qp", "mps");
#else
          fprintf(stderr, "Do not know where to find sample MPS files.\n");
          exit(1);
#endif
          if (status) {
               printf("errors on input\n");
               exit(77);
          }
          ClpInterior model;
          model.loadProblem(*m.getMatrixByCol(), m.getColLower(), m.getColUpper(),
                            m.getObjCoefficients(),
                            m.getRowLower(), m.getRowUpper());
          // get quadratic part
          int * start = NULL;
          int * column = NULL;
          double * element = NULL;
          m.readQuadraticMps(NULL, start, column, element, 2);
          int j;
          for (j = 0; j < 79; j++) {
               if (start[j] < start[j+1]) {
                    int i;
                    printf("Column %d ", j);
                    for (i = start[j]; i < start[j+1]; i++) {
                         printf("( %d, %g) ", column[i], element[i]);
                    }
                    printf("\n");
               }
          }
          model.loadQuadraticObjective(model.numberColumns(), start, column, element);
          // share2qp is in old style qp format - convert to new so other options can use
          model.writeMps("quad.mps");
          ClpCholeskyBase * cholesky = new ClpCholeskyBase();
          cholesky->setKKT(true);
          model.setCholesky(cholesky);
          model.primalDual();
          double *primal;
          double *dual;
          primal = model.primalColumnSolution();
          dual = model.dualRowSolution();
          int i;
          int numberColumns = model.numberColumns();
          int numberRows = model.numberRows();
          for (i = 0; i < numberColumns; i++) {
               if (fabs(primal[i]) > 1.0e-8)
                    printf("%d primal %g\n", i, primal[i]);
          }
          for (i = 0; i < numberRows; i++) {
               if (fabs(dual[i]) > 1.0e-8)
                    printf("%d dual %g\n", i, dual[i]);
          }
     } else {
          // Could read into ClpInterior
          ClpSimplex model;
          if (model.readMps(argv[1])) {
               printf("errors on input\n");
               exit(77);
          }
          model.writeMps("quad");
          if (argc < 3) {
               // simplex - just primal as dual does not work
               // also I need to fix scaling of duals on output
               // (Was okay in first place - can't mix and match scaling techniques)
               // model.scaling(0);
               model.primal();
          } else {
               // barrier
               ClpInterior barrier;
               barrier.borrowModel(model);
               ClpCholeskyBase * cholesky = new ClpCholeskyBase();
               cholesky->setKKT(true);
               barrier.setCholesky(cholesky);
               barrier.primalDual();
               barrier.returnModel(model);
          }
          // Just check if share2qp (quad.mps here)
          // this is because I am not checking if variables at ub
          if (model.numberColumns() == 79) {
               double *primal;
               double *dual;
               primal = model.primalColumnSolution();
               dual = model.dualRowSolution();
               // Check duals by hand
               const ClpQuadraticObjective * quadraticObj =
                    (dynamic_cast<const ClpQuadraticObjective*>(model.objectiveAsObject()));
               assert(quadraticObj);
               CoinPackedMatrix * quad = quadraticObj->quadraticObjective();
               const int * columnQuadratic = quad->getIndices();
               const CoinBigIndex * columnQuadraticStart = quad->getVectorStarts();
               const int * columnQuadraticLength = quad->getVectorLengths();
               const double * quadraticElement = quad->getElements();
               int numberColumns = model.numberColumns();
               int numberRows = model.numberRows();
               double * gradient = new double [numberColumns];
               // move linear objective
               memcpy(gradient, quadraticObj->linearObjective(), numberColumns * sizeof(double));
               int iColumn;
               for (iColumn = 0; iColumn < numberColumns; iColumn++) {
                    double valueI = primal[iColumn];
                    CoinBigIndex j;
                    for (j = columnQuadraticStart[iColumn];
                              j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) {
                         int jColumn = columnQuadratic[j];
                         double valueJ = primal[jColumn];
                         double elementValue = quadraticElement[j];
                         if (iColumn != jColumn) {
                              double gradientI = valueJ * elementValue;
                              double gradientJ = valueI * elementValue;
                              gradient[iColumn] += gradientI;
                              gradient[jColumn] += gradientJ;
                         } else {
                              double gradientI = valueI * elementValue;
                              gradient[iColumn] += gradientI;
                         }
                    }
                    if (fabs(primal[iColumn]) > 1.0e-8)
                         printf("%d primal %g\n", iColumn, primal[iColumn]);
               }
               for (int i = 0; i < numberRows; i++) {
                    if (fabs(dual[i]) > 1.0e-8)
                         printf("%d dual %g\n", i, dual[i]);
               }
               // Now use duals to get reduced costs
               // Can't use this as will try and use scaling
               // model.transposeTimes(-1.0,dual,gradient);
               // So ...
               CoinPackedMatrix * matrix = model.matrix();
               const int * row = matrix->getIndices();
               const CoinBigIndex * columnStart = matrix->getVectorStarts();
               const int * columnLength = matrix->getVectorLengths();
               const double * element = matrix->getElements();
               for (iColumn = 0; iColumn < numberColumns; iColumn++) {
                    double dj = gradient[iColumn];
                    CoinBigIndex j;
                    for (j = columnStart[iColumn];
                              j < columnStart[iColumn] + columnLength[iColumn]; j++) {
                         int jRow = row[j];
                         dj -= element[j] * dual[jRow];
                    }
                    if (model.getColumnStatus(iColumn) == ClpSimplex::basic) {
                         assert(fabs(dj) < 1.0e-5);
                    } else {
                         assert(dj > -1.0e-5);
                    }
               }
               delete [] gradient;
          }
     }
     return 0;
}