/* returns 0 if no solution, 1 if valid solution with better objective value than one passed in also returns list of nodes This does Fractional Diving */ int CbcHeuristicDive::fathom(CbcModel * model, int & numberNodes, CbcSubProblem ** & nodes) { double solutionValue = model->getCutoff(); numberNodes=0; // Get solution array for heuristic solution int numberColumns = model_->solver()->getNumCols(); double * newSolution = new double [4*numberColumns]; double * lastDjs = newSolution+numberColumns; double * originalLower = lastDjs+numberColumns; double * originalUpper = originalLower+numberColumns; memcpy(originalLower,model_->solver()->getColLower(), numberColumns*sizeof(double)); memcpy(originalUpper,model_->solver()->getColUpper(), numberColumns*sizeof(double)); int numberCuts=0; OsiRowCut ** cuts = NULL; //new OsiRowCut * [maxIterations_]; nodes=new CbcSubProblem * [maxIterations_+2]; int returnCode=solution(solutionValue,numberNodes,numberCuts, cuts,nodes, newSolution); if (returnCode==1) { // copy to best solution ? or put in solver printf("Solution from heuristic fathom\n"); } int numberFeasibleNodes=numberNodes; if (returnCode!=1) numberFeasibleNodes--; if (numberFeasibleNodes>0) { CoinWarmStartBasis * basis = nodes[numberFeasibleNodes-1]->status_; //double * sort = new double [numberFeasibleNodes]; //int * whichNode = new int [numberFeasibleNodes]; //int numberNodesNew=0; // use djs on previous unless feasible for (int iNode=0;iNode<numberFeasibleNodes;iNode++) { CbcSubProblem * sub = nodes[iNode]; double branchValue = sub->branchValue_; int iStatus=sub->problemStatus_; int iColumn = sub->branchVariable_; bool secondBranch = (iStatus&2)!=0; bool branchUp; if (!secondBranch) branchUp = (iStatus&1)!=0; else branchUp = (iStatus&1)==0; double djValue=lastDjs[iColumn]; sub->djValue_=fabs(djValue); if (!branchUp&&floor(branchValue)==originalLower[iColumn] &&basis->getStructStatus(iColumn) == CoinWarmStartBasis::atLowerBound) { if (djValue>0.0) { // naturally goes to LB printf("ignoring branch down on %d (node %d) from value of %g - branch was %s - dj %g\n", iColumn,iNode,branchValue,secondBranch ? "second" : "first", djValue); sub->problemStatus_ |= 4; //} else { // put on list //sort[numberNodesNew]=djValue; //whichNode[numberNodesNew++]=iNode; } } else if (branchUp&&ceil(branchValue)==originalUpper[iColumn] &&basis->getStructStatus(iColumn) == CoinWarmStartBasis::atUpperBound) { if (djValue<0.0) { // naturally goes to UB printf("ignoring branch up on %d (node %d) from value of %g - branch was %s - dj %g\n", iColumn,iNode,branchValue,secondBranch ? "second" : "first", djValue); sub->problemStatus_ |= 4; //} else { // put on list //sort[numberNodesNew]=-djValue; //whichNode[numberNodesNew++]=iNode; } } } // use conflict to order nodes for (int iCut=0;iCut<numberCuts;iCut++) { } //CoinSort_2(sort,sort+numberNodesNew,whichNode); // create nodes // last node will have one way already done } for (int iCut=0;iCut<numberCuts;iCut++) { delete cuts[iCut]; } delete [] cuts; delete [] newSolution; return returnCode; }
void OsiPresolve::postsolve(bool updateStatus) { // Messages CoinMessages messages = CoinMessage(presolvedModel_->messages().language()); if (!presolvedModel_->isProvenOptimal()) { presolvedModel_->messageHandler()->message(COIN_PRESOLVE_NONOPTIMAL, messages) <<CoinMessageEol; } // this is the size of the original problem const int ncols0 = ncols_; const int nrows0 = nrows_; const CoinBigIndex nelems0 = nelems_; // reality check assert(ncols0==originalModel_->getNumCols()); assert(nrows0==originalModel_->getNumRows()); // this is the reduced problem int ncols = presolvedModel_->getNumCols(); int nrows = presolvedModel_->getNumRows(); double *acts = new double [nrows0]; double *sol = new double [ncols0]; CoinZeroN(acts,nrows0); CoinZeroN(sol,ncols0); unsigned char * rowstat=NULL; unsigned char * colstat = NULL; CoinWarmStartBasis * presolvedBasis = dynamic_cast<CoinWarmStartBasis*>(presolvedModel_->getWarmStart()); if (!presolvedBasis) updateStatus=false; if (updateStatus) { colstat = new unsigned char[ncols0+nrows0]; # ifdef ZEROFAULT memset(colstat,0,((ncols0+nrows0)*sizeof(char))) ; # endif rowstat = colstat + ncols0; int i; for (i=0;i<ncols;i++) { colstat[i] = presolvedBasis->getStructStatus(i); } for (i=0;i<nrows;i++) { rowstat[i] = presolvedBasis->getArtifStatus(i); } } delete presolvedBasis; # if PRESOLVE_CONSISTENCY > 0 if (updateStatus) { int basicCnt = 0 ; int i ; for (i = 0 ; i < ncols ; i++) { if (colstat[i] == CoinWarmStartBasis::basic) basicCnt++ ; } for (i = 0 ; i < nrows ; i++) { if (rowstat[i] == CoinWarmStartBasis::basic) basicCnt++ ; } assert (basicCnt == nrows) ; } # endif /* Postsolve back to the original problem. The CoinPostsolveMatrix object assumes ownership of sol, acts, colstat, and rowstat. */ CoinPostsolveMatrix prob(presolvedModel_, ncols0, nrows0, nelems0, presolvedModel_->getObjSense(), sol, acts, colstat, rowstat); postsolve(prob); # if PRESOLVE_CONSISTENCY > 0 if (updateStatus) { int basicCnt = 0 ; int i ; for (i = 0 ; i < ncols0 ; i++) { if (prob.getColumnStatus(i) == CoinWarmStartBasis::basic) basicCnt++ ; } for (i = 0 ; i < nrows0 ; i++) { if (prob.getRowStatus(i) == CoinWarmStartBasis::basic) basicCnt++ ; } assert (basicCnt == nrows0) ; } # endif originalModel_->setColSolution(sol); if (updateStatus) { CoinWarmStartBasis *basis = dynamic_cast<CoinWarmStartBasis *>(presolvedModel_->getEmptyWarmStart()); basis->setSize(ncols0,nrows0); int i; for (i=0;i<ncols0;i++) { CoinWarmStartBasis::Status status = static_cast<CoinWarmStartBasis::Status> (prob.getColumnStatus(i)); /* FIXME: these asserts seem correct, but seem to reveal some bugs in CoinPresolve */ // assert(status != CoinWarmStartBasis::atLowerBound || originalModel_->getColLower()[i] > -originalModel_->getInfinity()); // assert(status != CoinWarmStartBasis::atUpperBound || originalModel_->getColUpper()[i] < originalModel_->getInfinity()); basis->setStructStatus(i,status); } for (i=0;i<nrows0;i++) { CoinWarmStartBasis::Status status = static_cast<CoinWarmStartBasis::Status> (prob.getRowStatus(i)); /* FIXME: these asserts seem correct, but seem to reveal some bugs in CoinPresolve */ // assert(status != CoinWarmStartBasis::atUpperBound || originalModel_->getRowLower()[i] > -originalModel_->getInfinity()); // assert(status != CoinWarmStartBasis::atLowerBound || originalModel_->getRowUpper()[i] < originalModel_->getInfinity()); basis->setArtifStatus(i,status); } originalModel_->setWarmStart(basis); delete basis ; } }
//-------------------------------------------------------------------------- // test solution methods. void OsiCbcSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir) { { CoinRelFltEq eq; OsiCbcSolverInterface m; std::string fn = mpsDir+"exmip1"; m.readMps(fn.c_str(),"mps"); { OsiCbcSolverInterface im; OSIUNITTEST_ASSERT_ERROR(im.getNumCols() == 0, {}, "cbc", "default constructor"); OSIUNITTEST_ASSERT_ERROR(im.getModelPtr() != NULL, {}, "cbc", "default constructor"); } // Test copy constructor and assignment operator { OsiCbcSolverInterface lhs; { OsiCbcSolverInterface im(m); OsiCbcSolverInterface imC1(im); OSIUNITTEST_ASSERT_ERROR(imC1.getModelPtr() != im.getModelPtr(), {}, "cbc", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC1.getNumCols() == im.getNumCols(), {}, "cbc", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC1.getNumRows() == im.getNumRows(), {}, "cbc", "copy constructor"); OsiCbcSolverInterface imC2(im); OSIUNITTEST_ASSERT_ERROR(imC2.getModelPtr() != im.getModelPtr(), {}, "cbc", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC2.getNumCols() == im.getNumCols(), {}, "cbc", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC2.getNumRows() == im.getNumRows(), {}, "cbc", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC1.getModelPtr() != imC2.getModelPtr(), {}, "cbc", "copy constructor"); lhs = imC2; } // Test that lhs has correct values even though rhs has gone out of scope OSIUNITTEST_ASSERT_ERROR(lhs.getModelPtr() != m.getModelPtr(), {}, "cbc", "assignment operator"); OSIUNITTEST_ASSERT_ERROR(lhs.getNumCols() == m.getNumCols(), {}, "cbc", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(lhs.getNumRows() == m.getNumRows(), {}, "cbc", "copy constructor"); } // Test clone { OsiCbcSolverInterface cbcSi(m); OsiSolverInterface * siPtr = &cbcSi; OsiSolverInterface * siClone = siPtr->clone(); OsiCbcSolverInterface * cbcClone = dynamic_cast<OsiCbcSolverInterface*>(siClone); OSIUNITTEST_ASSERT_ERROR(cbcClone != NULL, {}, "cbc", "clone"); OSIUNITTEST_ASSERT_ERROR(cbcClone->getModelPtr() != cbcSi.getModelPtr(), {}, "cbc", "clone"); OSIUNITTEST_ASSERT_ERROR(cbcClone->getNumRows() == cbcSi.getNumRows(), {}, "cbc", "clone"); OSIUNITTEST_ASSERT_ERROR(cbcClone->getNumCols() == m.getNumCols(), {}, "cbc", "clone"); delete siClone; } // test infinity { OsiCbcSolverInterface si; OSIUNITTEST_ASSERT_ERROR(si.getInfinity() == OsiCbcInfinity, {}, "cbc", "infinity"); } // Test some catches if (!OsiCbcHasNDEBUG()) { OsiCbcSolverInterface solver; try { solver.setObjCoeff(0,0.0); OSIUNITTEST_ADD_OUTCOME("cbc", "setObjCoeff on empty model", "should throw exception", OsiUnitTest::TestOutcome::ERROR, false); } catch (CoinError e) { if (OsiUnitTest::verbosity >= 1) std::cout<<"Correct throw from setObjCoeff on empty model"<<std::endl; } std::string fn = mpsDir+"exmip1"; solver.readMps(fn.c_str(),"mps"); OSIUNITTEST_CATCH_ERROR(solver.setObjCoeff(0,0.0), {}, "cbc", "setObjCoeff on nonempty model"); try { int index[]={0,20}; double value[]={0.0,0.0,0.0,0.0}; solver.setColSetBounds(index,index+2,value); OSIUNITTEST_ADD_OUTCOME("cbc", "setColSetBounds on cols not in model", "should throw exception", OsiUnitTest::TestOutcome::ERROR, false); } catch (CoinError e) { if (OsiUnitTest::verbosity >= 1) std::cout<<"Correct throw from setObjCoeff on empty model"<<std::endl; } } { OsiCbcSolverInterface cbcSi(m); int nc = cbcSi.getNumCols(); int nr = cbcSi.getNumRows(); const double * cl = cbcSi.getColLower(); const double * cu = cbcSi.getColUpper(); const double * rl = cbcSi.getRowLower(); const double * ru = cbcSi.getRowUpper(); OSIUNITTEST_ASSERT_ERROR(nc == 8, return, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(nr == 5, return, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cl[0],2.5), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cl[1],0.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cu[1],4.1), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cu[2],1.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(rl[0],2.5), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(rl[4],3.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(ru[1],2.1), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(ru[4],15.), {}, "cbc", "read and copy exmip1"); const double * cs = cbcSi.getColSolution(); OSIUNITTEST_ASSERT_ERROR(eq(cs[0],2.5), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cs[7],0.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(!eq(cl[3],1.2345), {}, "cbc", "set col lower"); cbcSi.setColLower( 3, 1.2345 ); OSIUNITTEST_ASSERT_ERROR( eq(cbcSi.getColLower()[3],1.2345), {}, "cbc", "set col lower"); OSIUNITTEST_ASSERT_ERROR(!eq(cbcSi.getColUpper()[4],10.2345), {}, "cbc", "set col upper"); cbcSi.setColUpper( 4, 10.2345 ); OSIUNITTEST_ASSERT_ERROR( eq(cbcSi.getColUpper()[4],10.2345), {}, "cbc", "set col upper"); // LH: Objective will depend on how underlying solver constructs and maintains initial solution double objValue = cbcSi.getObjValue(); OSIUNITTEST_ASSERT_ERROR(eq(objValue,3.5) || eq(objValue,10.5), {}, "cbc", "getObjValue() before solve"); OSIUNITTEST_ASSERT_ERROR(eq(cbcSi.getObjCoefficients()[0], 1.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cbcSi.getObjCoefficients()[1], 0.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cbcSi.getObjCoefficients()[2], 0.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cbcSi.getObjCoefficients()[3], 0.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cbcSi.getObjCoefficients()[4], 2.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cbcSi.getObjCoefficients()[5], 0.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cbcSi.getObjCoefficients()[6], 0.0), {}, "cbc", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cbcSi.getObjCoefficients()[7],-1.0), {}, "cbc", "read and copy exmip1"); } // Test matrixByRow method { const OsiCbcSolverInterface si(m); const CoinPackedMatrix * smP = si.getMatrixByRow(); OSIUNITTEST_ASSERT_ERROR(smP->getMajorDim() == 5, return, "cbc", "getMatrixByRow: major dim"); OSIUNITTEST_ASSERT_ERROR(smP->getMinorDim() == 8, return, "cbc", "getMatrixByRow: major dim"); OSIUNITTEST_ASSERT_ERROR(smP->getNumElements() == 14, return, "cbc", "getMatrixByRow: num elements"); OSIUNITTEST_ASSERT_ERROR(smP->getSizeVectorStarts() == 6, return, "cbc", "getMatrixByRow: num elements"); #ifdef OSICBC_TEST_MTX_STRUCTURE CoinRelFltEq eq; const double * ev = smP->getElements(); OSIUNITTEST_ASSERT_ERROR(eq(ev[0], 3.0), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[1], 1.0), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[2], -2.0), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[3], -1.0), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[4], -1.0), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[5], 2.0), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[6], 1.1), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[7], 1.0), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[8], 1.0), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[9], 2.8), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[10], -1.2), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[11], 5.6), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[12], 1.0), {}, "cbc", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[13], 1.9), {}, "cbc", "getMatrixByRow: elements"); const int * mi = smP->getVectorStarts(); OSIUNITTEST_ASSERT_ERROR(mi[0] == 0, {}, "cbc", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[1] == 5, {}, "cbc", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[2] == 7, {}, "cbc", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[3] == 9, {}, "cbc", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[4] == 11, {}, "cbc", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[5] == 14, {}, "cbc", "getMatrixByRow: vector starts"); const int * ei = smP->getIndices(); OSIUNITTEST_ASSERT_ERROR(ei[ 0] == 0, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 1] == 1, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 2] == 3, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 3] == 4, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 4] == 7, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 5] == 1, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 6] == 2, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 7] == 2, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 8] == 5, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 9] == 3, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[10] == 6, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[11] == 0, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[12] == 4, {}, "cbc", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[13] == 7, {}, "cbc", "getMatrixByRow: indices"); #else // OSICBC_TEST_MTX_STRUCTURE CoinPackedMatrix exmip1Mtx ; exmip1Mtx.reverseOrderedCopyOf(BuildExmip1Mtx()) ; OSIUNITTEST_ASSERT_ERROR(exmip1Mtx.isEquivalent(*smP), {}, "cbc", "getMatrixByRow") ; #endif // OSICBC_TEST_MTX_STRUCTURE } // Test adding several cuts, and handling of a coefficient of infinity // in the constraint matrix. { OsiCbcSolverInterface fim; std::string fn = mpsDir+"exmip1"; fim.readMps(fn.c_str(),"mps"); // exmip1.mps has 2 integer variables with index 2 & 3 fim.initialSolve(); OsiRowCut cuts[3]; // Generate one ineffective cut plus two trivial cuts int c; int nc = fim.getNumCols(); int *inx = new int[nc]; for (c=0;c<nc;c++) inx[c]=c; double *el = new double[nc]; for (c=0;c<nc;c++) el[c]=1.0e-50+((double)c)*((double)c); cuts[0].setRow(nc,inx,el); cuts[0].setLb(-100.); cuts[0].setUb(500.); cuts[0].setEffectiveness(22); el[4]=0.0; // to get inf later for (c=2;c<4;c++) { el[0]=1.0; inx[0]=c; cuts[c-1].setRow(1,inx,el); cuts[c-1].setLb(1.); cuts[c-1].setUb(100.); cuts[c-1].setEffectiveness(c); } fim.writeMps("x1.mps"); fim.applyRowCuts(3,cuts); fim.writeMps("x2.mps"); // resolve - should get message about zero elements fim.resolve(); fim.writeMps("x3.mps"); // check integer solution const double * cs = fim.getColSolution(); CoinRelFltEq eq; OSIUNITTEST_ASSERT_ERROR(eq(cs[2], 1.0), {}, "cbc", "add cuts"); OSIUNITTEST_ASSERT_ERROR(eq(cs[3], 1.0), {}, "cbc", "add cuts"); // check will find invalid matrix el[0]=1.0/el[4]; inx[0]=0; cuts[0].setRow(nc,inx,el); cuts[0].setLb(-100.); cuts[0].setUb(500.); cuts[0].setEffectiveness(22); fim.applyRowCut(cuts[0]); // resolve - should get message about zero elements fim.resolve(); OSIUNITTEST_ASSERT_WARNING(fim.isAbandoned(), {}, "cbc", "add cuts"); delete[]el; delete[]inx; } // Test matrixByCol method { const OsiCbcSolverInterface si(m); const CoinPackedMatrix * smP = si.getMatrixByCol(); OSIUNITTEST_ASSERT_ERROR(smP->getMajorDim() == 8, return, "cbc", "getMatrixByCol: major dim"); OSIUNITTEST_ASSERT_ERROR(smP->getMinorDim() == 5, return, "cbc", "getMatrixByCol: minor dim"); OSIUNITTEST_ASSERT_ERROR(smP->getNumElements() == 14, return, "cbc", "getMatrixByCol: number of elements"); OSIUNITTEST_ASSERT_ERROR(smP->getSizeVectorStarts() == 9, return, "cbc", "getMatrixByCol: vector starts size"); #ifdef OSICBC_TEST_MTX_STRUCTURE CoinRelFltEq eq; const double * ev = smP->getElements(); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 0], 3.0), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 1], 5.6), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 2], 1.0), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 3], 2.0), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 4], 1.1), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 5], 1.0), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 6],-2.0), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 7], 2.8), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 8],-1.0), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 9], 1.0), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[10], 1.0), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[11],-1.2), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[12],-1.0), {}, "cbc", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[13], 1.9), {}, "cbc", "getMatrixByCol: elements"); const CoinBigIndex * mi = smP->getVectorStarts(); OSIUNITTEST_ASSERT_ERROR(mi[0] == 0, {}, "cbc", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[1] == 2, {}, "cbc", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[2] == 4, {}, "cbc", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[3] == 6, {}, "cbc", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[4] == 8, {}, "cbc", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[5] == 10, {}, "cbc", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[6] == 11, {}, "cbc", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[7] == 12, {}, "cbc", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[8] == 14, {}, "cbc", "getMatrixByCol: vector starts"); const int * ei = smP->getIndices(); OSIUNITTEST_ASSERT_ERROR(ei[ 0] == 0, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 1] == 4, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 2] == 0, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 3] == 1, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 4] == 1, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 5] == 2, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 6] == 0, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 7] == 3, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 8] == 0, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 9] == 4, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[10] == 2, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[11] == 3, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[12] == 0, {}, "cbc", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[13] == 4, {}, "cbc", "getMatrixByCol: indices"); #else // OSICBC_TEST_MTX_STRUCTURE CoinPackedMatrix &exmip1Mtx = BuildExmip1Mtx() ; OSIUNITTEST_ASSERT_ERROR(exmip1Mtx.isEquivalent(*smP), {}, "cbc", "getMatrixByCol"); #endif // OSICBC_TEST_MTX_STRUCTURE } //-------------- // Test rowsense, rhs, rowrange, matrixByRow, solver assignment { OsiCbcSolverInterface lhs; { OsiCbcSolverInterface siC1(m); const char * siC1rs = siC1.getRowSense(); OSIUNITTEST_ASSERT_ERROR(siC1rs[0] == 'G', {}, "cbc", "row sense"); OSIUNITTEST_ASSERT_ERROR(siC1rs[1] == 'L', {}, "cbc", "row sense"); OSIUNITTEST_ASSERT_ERROR(siC1rs[2] == 'E', {}, "cbc", "row sense"); OSIUNITTEST_ASSERT_ERROR(siC1rs[3] == 'R', {}, "cbc", "row sense"); OSIUNITTEST_ASSERT_ERROR(siC1rs[4] == 'R', {}, "cbc", "row sense"); const double * siC1rhs = siC1.getRightHandSide(); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[0],2.5), {}, "cbc", "right hand side"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[1],2.1), {}, "cbc", "right hand side"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[2],4.0), {}, "cbc", "right hand side"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[3],5.0), {}, "cbc", "right hand side"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[4],15.), {}, "cbc", "right hand side"); const double * siC1rr = siC1.getRowRange(); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[0],0.0), {}, "cbc", "row range"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[1],0.0), {}, "cbc", "row range"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[2],0.0), {}, "cbc", "row range"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[3],5.0-1.8), {}, "cbc", "row range"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[4],15.0-3.0), {}, "cbc", "row range"); const CoinPackedMatrix * siC1mbr = siC1.getMatrixByRow(); OSIUNITTEST_ASSERT_ERROR(siC1mbr != NULL, {}, "cbc", "matrix by row"); OSIUNITTEST_ASSERT_ERROR(siC1mbr->getMajorDim() == 5, return, "cbc", "matrix by row: major dim"); OSIUNITTEST_ASSERT_ERROR(siC1mbr->getMinorDim() == 8, return, "cbc", "matrix by row: major dim"); OSIUNITTEST_ASSERT_ERROR(siC1mbr->getNumElements() == 14, return, "cbc", "matrix by row: num elements"); OSIUNITTEST_ASSERT_ERROR(siC1mbr->getSizeVectorStarts() == 6, return, "cbc", "matrix by row: num elements"); #ifdef OSICBC_TEST_MTX_STRUCTURE const double * ev = siC1mbr->getElements(); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 0], 3.0), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 1], 1.0), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 2],-2.0), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 3],-1.0), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 4],-1.0), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 5], 2.0), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 6], 1.1), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 7], 1.0), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 8], 1.0), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 9], 2.8), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[10],-1.2), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[11], 5.6), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[12], 1.0), {}, "cbc", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[13], 1.9), {}, "cbc", "matrix by row: elements"); const CoinBigIndex * mi = siC1mbr->getVectorStarts(); OSIUNITTEST_ASSERT_ERROR(mi[0] == 0, {}, "cbc", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[1] == 5, {}, "cbc", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[2] == 7, {}, "cbc", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[3] == 9, {}, "cbc", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[4] == 11, {}, "cbc", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[5] == 14, {}, "cbc", "matrix by row: vector starts"); const int * ei = siC1mbr->getIndices(); OSIUNITTEST_ASSERT_ERROR(ei[ 0] == 0, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 1] == 1, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 2] == 3, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 3] == 4, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 4] == 7, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 5] == 1, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 6] == 2, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 7] == 2, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 8] == 5, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 9] == 3, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[10] == 6, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[11] == 0, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[12] == 4, {}, "cbc", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[13] == 7, {}, "cbc", "matrix by row: indices"); #else // OSICBC_TEST_MTX_STRUCTURE CoinPackedMatrix exmip1Mtx ; exmip1Mtx.reverseOrderedCopyOf(BuildExmip1Mtx()) ; OSIUNITTEST_ASSERT_ERROR(exmip1Mtx.isEquivalent(*siC1mbr), {}, "cbc", "matrix by row"); #endif // OSICBC_TEST_MTX_STRUCTURE OSIUNITTEST_ASSERT_WARNING(siC1rs == siC1.getRowSense(), {}, "cbc", "row sense"); OSIUNITTEST_ASSERT_WARNING(siC1rhs == siC1.getRightHandSide(), {}, "cbc", "right hand side"); OSIUNITTEST_ASSERT_WARNING(siC1rr == siC1.getRowRange(), {}, "cbc", "row range"); // Change CBC Model by adding free row OsiRowCut rc; rc.setLb(-COIN_DBL_MAX); rc.setUb( COIN_DBL_MAX); OsiCuts cuts; cuts.insert(rc); siC1.applyCuts(cuts); siC1rs = siC1.getRowSense(); OSIUNITTEST_ASSERT_ERROR(siC1rs[0] == 'G', {}, "cbc", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[1] == 'L', {}, "cbc", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[2] == 'E', {}, "cbc", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[3] == 'R', {}, "cbc", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[4] == 'R', {}, "cbc", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[5] == 'N', {}, "cbc", "row sense after adding row"); siC1rhs = siC1.getRightHandSide(); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[0],2.5), {}, "cbc", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[1],2.1), {}, "cbc", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[2],4.0), {}, "cbc", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[3],5.0), {}, "cbc", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[4],15.), {}, "cbc", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[5],0.0), {}, "cbc", "right hand side after adding row"); siC1rr = siC1.getRowRange(); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[0],0.0), {}, "cbc", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[1],0.0), {}, "cbc", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[2],0.0), {}, "cbc", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[3],5.0-1.8), {}, "cbc", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[4],15.0-3.0), {}, "cbc", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[5],0.0), {}, "cbc", "row range after adding row"); lhs = siC1; } // Test that lhs has correct values even though siC1 has gone out of scope const char * lhsrs = lhs.getRowSense(); OSIUNITTEST_ASSERT_ERROR(lhsrs[0] == 'G', {}, "cbc", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[1] == 'L', {}, "cbc", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[2] == 'E', {}, "cbc", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[3] == 'R', {}, "cbc", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[4] == 'R', {}, "cbc", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[5] == 'N', {}, "cbc", "row sense after assignment"); const double * lhsrhs = lhs.getRightHandSide(); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[0],2.5), {}, "cbc", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[1],2.1), {}, "cbc", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[2],4.0), {}, "cbc", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[3],5.0), {}, "cbc", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[4],15.), {}, "cbc", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[5],0.0), {}, "cbc", "right hand side after assignment"); const double *lhsrr = lhs.getRowRange(); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[0],0.0), {}, "cbc", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[1],0.0), {}, "cbc", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[2],0.0), {}, "cbc", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[3],5.0-1.8), {}, "cbc", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[4],15.0-3.0), {}, "cbc", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[5],0.0), {}, "cbc", "row range after assignment"); const CoinPackedMatrix * lhsmbr = lhs.getMatrixByRow(); OSIUNITTEST_ASSERT_ERROR(lhsmbr != NULL, {}, "cbc", "matrix by row after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsmbr->getMajorDim() == 6, return, "cbc", "matrix by row after assignment: major dim"); OSIUNITTEST_ASSERT_ERROR(lhsmbr->getNumElements() == 14, return, "cbc", "matrix by row after assignment: num elements"); #ifdef OSICBC_TEST_MTX_STRUCTURE const double * ev = lhsmbr->getElements(); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 0], 3.0), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 1], 1.0), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 2],-2.0), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 3],-1.0), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 4],-1.0), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 5], 2.0), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 6], 1.1), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 7], 1.0), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 8], 1.0), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 9], 2.8), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[10],-1.2), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[11], 5.6), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[12], 1.0), {}, "cbc", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[13], 1.9), {}, "cbc", "matrix by row after assignment: elements"); const CoinBigIndex * mi = lhsmbr->getVectorStarts(); OSIUNITTEST_ASSERT_ERROR(mi[0] == 0, {}, "cbc", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[1] == 5, {}, "cbc", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[2] == 7, {}, "cbc", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[3] == 9, {}, "cbc", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[4] == 11, {}, "cbc", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[5] == 14, {}, "cbc", "matrix by row after assignment: vector starts"); const int * ei = lhsmbr->getIndices(); OSIUNITTEST_ASSERT_ERROR(ei[ 0] == 0, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 1] == 1, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 2] == 3, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 3] == 4, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 4] == 7, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 5] == 1, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 6] == 2, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 7] == 2, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 8] == 5, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 9] == 3, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[10] == 6, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[11] == 0, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[12] == 4, {}, "cbc", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[13] == 7, {}, "cbc", "matrix by row after assignment: indices"); #else // OSICBC_TEST_MTX_STRUCTURE /* This admittedly looks bogus, but it's the equivalent operation on the matrix for inserting a cut of the form -Inf <= +Inf (i.e., a cut with no coefficients). */ CoinPackedMatrix exmip1Mtx ; exmip1Mtx.reverseOrderedCopyOf(BuildExmip1Mtx()) ; CoinPackedVector freeRow ; exmip1Mtx.appendRow(freeRow) ; OSIUNITTEST_ASSERT_ERROR(exmip1Mtx.isEquivalent(*lhsmbr), {}, "cbc", "matrix by row after assignment"); #endif // OSICBC_TEST_MTX_STRUCTURE } } // Test add/delete columns { OsiCbcSolverInterface m; std::string fn = mpsDir+"p0033"; m.readMps(fn.c_str(),"mps"); double inf = m.getInfinity(); CoinPackedVector c0; c0.insert(0, 4); c0.insert(1, 1); m.addCol(c0, 0, inf, 3); m.initialSolve(); double objValue = m.getObjValue(); CoinRelFltEq eq(1.0e-2); OSIUNITTEST_ASSERT_ERROR(eq(objValue,2520.57), {}, "cbc", "objvalue after adding col"); // Try deleting first column that's nonbasic at lower bound (0). int * d = new int[1]; CoinWarmStartBasis *cwsb = dynamic_cast<CoinWarmStartBasis *>(m.getWarmStart()) ; OSIUNITTEST_ASSERT_ERROR(cwsb != NULL, {}, "cbc", "get warmstart basis"); CoinWarmStartBasis::Status stati ; int iCol ; for (iCol = 0 ; iCol < cwsb->getNumStructural() ; iCol++) { stati = cwsb->getStructStatus(iCol) ; if (stati == CoinWarmStartBasis::atLowerBound) break ; } d[0]=iCol; m.deleteCols(1,d); delete [] d; delete cwsb; d=NULL; m.resolve(); objValue = m.getObjValue(); OSIUNITTEST_ASSERT_ERROR(eq(objValue,2520.57), {}, "clp", "objvalue after deleting first col"); // Try deleting column we added. If basic, go to initialSolve as deleting // basic variable trashes basis required for warm start. iCol = m.getNumCols()-1; cwsb = dynamic_cast<CoinWarmStartBasis *>(m.getWarmStart()) ; stati = cwsb->getStructStatus(iCol) ; delete cwsb; m.deleteCols(1,&iCol); if (stati == CoinWarmStartBasis::basic) { m.initialSolve() ; } else { m.resolve(); } objValue = m.getObjValue(); OSIUNITTEST_ASSERT_ERROR(eq(objValue,2520.57), {}, "clp", "objvalue after deleting added col"); } // Build a model { OsiCbcSolverInterface model; std::string fn = mpsDir+"p0033"; model.readMps(fn.c_str(),"mps"); // Point to data int numberRows = model.getNumRows(); const double * rowLower = model.getRowLower(); const double * rowUpper = model.getRowUpper(); int numberColumns = model.getNumCols(); const double * columnLower = model.getColLower(); const double * columnUpper = model.getColUpper(); const double * columnObjective = model.getObjCoefficients(); // get row copy CoinPackedMatrix rowCopy = *model.getMatrixByRow(); const int * column = rowCopy.getIndices(); const int * rowLength = rowCopy.getVectorLengths(); const CoinBigIndex * rowStart = rowCopy.getVectorStarts(); const double * element = rowCopy.getElements(); // solve model.initialSolve(); // Now build new model CoinModel build; // Row bounds int iRow; for (iRow=0;iRow<numberRows;iRow++) { build.setRowBounds(iRow,rowLower[iRow],rowUpper[iRow]); } // Column bounds and objective int iColumn; for (iColumn=0;iColumn<numberColumns;iColumn++) { build.setColumnLower(iColumn,columnLower[iColumn]); build.setColumnUpper(iColumn,columnUpper[iColumn]); build.setObjective(iColumn,columnObjective[iColumn]); } // Adds elements one by one by row (backwards by row) for (iRow=numberRows-1;iRow>=0;iRow--) { int start = rowStart[iRow]; for (int j=start;j<start+rowLength[iRow];j++) build(iRow,column[j],element[j]); } // Now create Model OsiCbcSolverInterface model2; model2.loadFromCoinModel(build); model2.initialSolve(); // Save - should be continuous model2.writeMps("continuous"); int * whichInteger = new int[numberColumns]; for (iColumn=0;iColumn<numberColumns;iColumn++) whichInteger[iColumn]=iColumn; // mark as integer model2.setInteger(whichInteger,numberColumns); delete [] whichInteger; // save - should be integer model2.writeMps("integer"); // Now do with strings attached // Save build to show how to go over rows CoinModel saveBuild = build; build = CoinModel(); // Column bounds for (iColumn=0;iColumn<numberColumns;iColumn++) { build.setColumnLower(iColumn,columnLower[iColumn]); build.setColumnUpper(iColumn,columnUpper[iColumn]); } // Objective - half the columns as is and half with multiplier of "1.0+multiplier" // Pick up from saveBuild (for no reason at all) for (iColumn=0;iColumn<numberColumns;iColumn++) { double value = saveBuild.objective(iColumn); if (iColumn*2<numberColumns) { build.setObjective(iColumn,columnObjective[iColumn]); } else { // create as string char temp[100]; sprintf(temp,"%g + abs(%g*multiplier)",value,value); build.setObjective(iColumn,temp); } } // It then adds rows one by one but for half the rows sets their values // with multiplier of "1.0+1.5*multiplier" for (iRow=0;iRow<numberRows;iRow++) { if (iRow*2<numberRows) { // add row in simple way int start = rowStart[iRow]; build.addRow(rowLength[iRow],column+start,element+start, rowLower[iRow],rowUpper[iRow]); } else { // As we have to add one by one let's get from saveBuild CoinModelLink triple=saveBuild.firstInRow(iRow); while (triple.column()>=0) { int iColumn = triple.column(); if (iColumn*2<numberColumns) { // just value as normal build(iRow,triple.column(),triple.value()); } else { // create as string char temp[100]; sprintf(temp,"%g + (1.5*%g*multiplier)",triple.value(), triple.value()); build(iRow,iColumn,temp); } triple=saveBuild.next(triple); } // but remember to do rhs build.setRowLower(iRow,rowLower[iRow]); build.setRowUpper(iRow,rowUpper[iRow]); } } // If small switch on error printing if (numberColumns<50) build.setLogLevel(1); // should fail as we never set multiplier OSIUNITTEST_ASSERT_ERROR(model2.loadFromCoinModel(build) != 0, {}, "cbc", "build model with missing multipliers"); build.associateElement("multiplier",0.0); OSIUNITTEST_ASSERT_ERROR(model2.loadFromCoinModel(build) == 0, {}, "cbc", "build model"); model2.initialSolve(); // It then loops with multiplier going from 0.0 to 2.0 in increments of 0.1 for (double multiplier=0.0;multiplier<2.0;multiplier+= 0.1) { build.associateElement("multiplier",multiplier); OSIUNITTEST_ASSERT_ERROR(model2.loadFromCoinModel(build,true) == 0, {}, "cbc", "build model with increasing multiplier"); model2.resolve(); } } // branch and bound { OsiCbcSolverInterface m; std::string fn = mpsDir+"p0033"; m.readMps(fn.c_str(),"mps"); m.initialSolve(); //m.messageHandler()->setLogLevel(0); m.getModelPtr()->messageHandler()->setLogLevel(0); m.branchAndBound(); } // branch and bound using CbcModel!!!!!!! { OsiCbcSolverInterface mm; OsiCbcSolverInterface m(&mm); std::string fn = mpsDir+"p0033"; m.readMps(fn.c_str(),"mps"); m.initialSolve(); m.branchAndBound(); } // Do common solverInterface testing { OsiCbcSolverInterface m; OsiSolverInterfaceCommonUnitTest(&m, mpsDir,netlibDir); } { OsiCbcSolverInterface mm; OsiCbcSolverInterface m(&mm); OsiSolverInterfaceCommonUnitTest(&m, mpsDir,netlibDir); } }
void OsiGlpkSolverInterfaceUnitTest(const std::string & mpsDir, const std::string & netlibDir) { // Test default constructor { OsiGlpkSolverInterface m; OSIUNITTEST_ASSERT_ERROR(m.obj_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.collower_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.colupper_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.ctype_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.rowsense_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.rhs_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.rowrange_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.rowlower_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.rowupper_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.colsol_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.rowsol_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.matrixByRow_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.matrixByCol_ == NULL, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(m.getApplicationData() == NULL, {}, "glpk", "default constructor"); int i=2346; m.setApplicationData(&i); OSIUNITTEST_ASSERT_ERROR(*((int *)(m.getApplicationData())) == i, {}, "glpk", "default constructor"); } { CoinRelFltEq eq; OsiGlpkSolverInterface m; std::string fn = mpsDir+"exmip1"; m.readMps(fn.c_str(),"mps"); { OsiGlpkSolverInterface im; OSIUNITTEST_ASSERT_ERROR(im.getNumCols() == 0, {}, "glpk", "default constructor"); OSIUNITTEST_ASSERT_ERROR(im.getModelPtr() != NULL, {}, "glpk", "default constructor"); // Test reset im.reset(); OSIUNITTEST_ASSERT_ERROR(m.obj_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.collower_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.colupper_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.ctype_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.rowsense_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.rhs_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.rowrange_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.rowlower_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.rowupper_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.colsol_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.rowsol_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.matrixByRow_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.matrixByCol_ == NULL, {}, "glpk", "reset"); OSIUNITTEST_ASSERT_ERROR(m.getApplicationData() == NULL, {}, "glpk", "reset"); } // Test copy constructor and assignment operator { OsiGlpkSolverInterface lhs; { OsiGlpkSolverInterface im(m); OsiGlpkSolverInterface imC1(im); OSIUNITTEST_ASSERT_ERROR(imC1.getModelPtr() != im.getModelPtr(), {}, "glpk", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC1.getNumCols() == im.getNumCols(), {}, "glpk", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC1.getNumRows() == im.getNumRows(), {}, "glpk", "copy constructor"); OsiGlpkSolverInterface imC2(im); OSIUNITTEST_ASSERT_ERROR(imC2.getModelPtr() != im.getModelPtr(), {}, "glpk", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC2.getNumCols() == im.getNumCols(), {}, "glpk", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC2.getNumRows() == im.getNumRows(), {}, "glpk", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(imC1.getModelPtr() != imC2.getModelPtr(), {}, "glpk", "copy constructor"); lhs = imC2; } // Test that lhs has correct values even though rhs has gone out of scope OSIUNITTEST_ASSERT_ERROR(lhs.getModelPtr() != m.getModelPtr(), {}, "glpk", "assignment operator"); OSIUNITTEST_ASSERT_ERROR(lhs.getNumCols() == m.getNumCols(), {}, "glpk", "copy constructor"); OSIUNITTEST_ASSERT_ERROR(lhs.getNumRows() == m.getNumRows(), {}, "glpk", "copy constructor"); } // Test clone { OsiGlpkSolverInterface glpkSi(m); OsiSolverInterface * siPtr = &glpkSi; OsiSolverInterface * siClone = siPtr->clone(); OsiGlpkSolverInterface * glpkClone = dynamic_cast<OsiGlpkSolverInterface*>(siClone); OSIUNITTEST_ASSERT_ERROR(glpkClone != NULL, {}, "glpk", "clone"); OSIUNITTEST_ASSERT_ERROR(glpkClone->getModelPtr() != glpkSi.getModelPtr(), {}, "glpk", "clone"); OSIUNITTEST_ASSERT_ERROR(glpkClone->getNumRows() == glpkSi.getNumRows(), {}, "glpk", "clone"); OSIUNITTEST_ASSERT_ERROR(glpkClone->getNumCols() == glpkSi.getNumCols(), {}, "glpk", "clone"); delete siClone; } // test infinity { OsiGlpkSolverInterface si; OSIUNITTEST_ASSERT_ERROR(si.getInfinity() == COIN_DBL_MAX, {}, "glpk", "infinity"); } #if 0 // ??? These index error 'throw's aren't in OsiGlpk // Test some catches { OsiGlpkSolverInterface solver; try { solver.setObjCoeff(0,0.0); } catch (CoinError e) { std::cout<<"Correct throw"<<std::endl; } std::string fn = mpsDir+"exmip1"; solver.readMps(fn.c_str(),"mps"); try { solver.setObjCoeff(0,0.0); } catch (CoinError e) { std::cout<<"** Incorrect throw"<<std::endl; abort(); } try { int index[]={0,20}; double value[]={0.0,0.0,0.0,0.0}; solver.setColSetBounds(index,index+2,value); } catch (CoinError e) { std::cout<<"Correct throw"<<std::endl; } } #endif { OsiGlpkSolverInterface glpkSi(m); int nc = glpkSi.getNumCols(); int nr = glpkSi.getNumRows(); const double * cl = glpkSi.getColLower(); const double * cu = glpkSi.getColUpper(); const double * rl = glpkSi.getRowLower(); const double * ru = glpkSi.getRowUpper(); OSIUNITTEST_ASSERT_ERROR(nc == 8, return, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(nr == 5, return, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cl[0],2.5), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cl[1],0.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cu[1],4.1), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cu[2],1.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(rl[0],2.5), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(rl[4],3.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(ru[1],2.1), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(ru[4],15.), {}, "glpk", "read and copy exmip1"); const double * cs = glpkSi.getColSolution(); OSIUNITTEST_ASSERT_ERROR(eq(cs[0],2.5), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(cs[7],0.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(!eq(cl[3],1.2345), {}, "glpk", "set col lower"); glpkSi.setColLower( 3, 1.2345 ); OSIUNITTEST_ASSERT_ERROR( eq(cl[3],1.2345), {}, "glpk", "set col lower"); OSIUNITTEST_ASSERT_ERROR(!eq(glpkSi.getColUpper()[4],10.2345), {}, "glpk", "set col upper"); glpkSi.setColUpper( 4, 10.2345 ); OSIUNITTEST_ASSERT_ERROR( eq(glpkSi.getColUpper()[4],10.2345), {}, "glpk", "set col upper"); double objValue = glpkSi.getObjValue(); OSIUNITTEST_ASSERT_ERROR(eq(objValue,3.5), {}, "glpk", "getObjValue() before solve"); OSIUNITTEST_ASSERT_ERROR(eq(glpkSi.getObjCoefficients()[0], 1.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(glpkSi.getObjCoefficients()[1], 0.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(glpkSi.getObjCoefficients()[2], 0.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(glpkSi.getObjCoefficients()[3], 0.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(glpkSi.getObjCoefficients()[4], 2.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(glpkSi.getObjCoefficients()[5], 0.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(glpkSi.getObjCoefficients()[6], 0.0), {}, "glpk", "read and copy exmip1"); OSIUNITTEST_ASSERT_ERROR(eq(glpkSi.getObjCoefficients()[7],-1.0), {}, "glpk", "read and copy exmip1"); } // Test matrixByRow method { const OsiGlpkSolverInterface si(m); const CoinPackedMatrix * smP = si.getMatrixByRow(); OSIUNITTEST_ASSERT_ERROR(smP->getMajorDim() == 5, return, "glpk", "getMatrixByRow: major dim"); OSIUNITTEST_ASSERT_ERROR(smP->getNumElements() == 14, return, "glpk", "getMatrixByRow: num elements"); CoinRelFltEq eq; const double * ev = smP->getElements(); // GLPK returns each row in reverse order. This is consistent with // the sparse matrix format but is not what most solvers do. That's // why this section is different. OSIUNITTEST_ASSERT_ERROR(eq(ev[ 4], 3.0), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 3], 1.0), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 2],-2.0), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 1],-1.0), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 0],-1.0), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 6], 2.0), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 5], 1.1), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 8], 1.0), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 7], 1.0), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[10], 2.8), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 9],-1.2), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[13], 5.6), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[12], 1.0), {}, "glpk", "getMatrixByRow: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[11], 1.9), {}, "glpk", "getMatrixByRow: elements"); const CoinBigIndex * mi = smP->getVectorStarts(); OSIUNITTEST_ASSERT_ERROR(mi[0] == 0, {}, "glpk", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[1] == 5, {}, "glpk", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[2] == 7, {}, "glpk", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[3] == 9, {}, "glpk", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[4] == 11, {}, "glpk", "getMatrixByRow: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[5] == 14, {}, "glpk", "getMatrixByRow: vector starts"); const int * ei = smP->getIndices(); OSIUNITTEST_ASSERT_ERROR(ei[ 4] == 0, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 3] == 1, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 2] == 3, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 1] == 4, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 0] == 7, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 6] == 1, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 5] == 2, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 8] == 2, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 7] == 5, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[10] == 3, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 9] == 6, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[13] == 0, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[12] == 4, {}, "glpk", "getMatrixByRow: indices"); OSIUNITTEST_ASSERT_ERROR(ei[11] == 7, {}, "glpk", "getMatrixByRow: indices"); } // Test adding several cuts { OsiGlpkSolverInterface fim; std::string fn = mpsDir+"exmip1"; fim.readMps(fn.c_str(),"mps"); // exmip1.mps has 2 integer variables with index 2 & 3 fim.initialSolve(); OsiRowCut cuts[3]; // Generate one ineffective cut plus two trivial cuts int c; int nc = fim.getNumCols(); int *inx = new int[nc]; for (c=0;c<nc;c++) inx[c]=c; double *el = new double[nc]; for (c=0;c<nc;c++) el[c]=1.0e-50+((double)c)*((double)c); cuts[0].setRow(nc,inx,el); cuts[0].setLb(-100.); cuts[0].setUb(500.); cuts[0].setEffectiveness(22); el[4]=0.0; // to get inf later for (c=2;c<4;c++) { el[0]=1.0; inx[0]=c; cuts[c-1].setRow(1,inx,el); cuts[c-1].setLb(1.); cuts[c-1].setUb(100.); cuts[c-1].setEffectiveness(c); } fim.writeMps("x1.mps"); fim.applyRowCuts(3,cuts); fim.writeMps("x2.mps"); // resolve - should get message about zero elements fim.resolve(); fim.writeMps("x3.mps"); // check integer solution const double * cs = fim.getColSolution(); CoinRelFltEq eq; OSIUNITTEST_ASSERT_ERROR(eq(cs[2], 1.0), {}, "glpk", "add cuts"); OSIUNITTEST_ASSERT_ERROR(eq(cs[3], 1.0), {}, "glpk", "add cuts"); #if 0 // ??? Not working for some reason. // check will find invalid matrix el[0]=1.0/el[4]; inx[0]=0; cuts[0].setRow(nc,inx,el); cuts[0].setLb(-100.); cuts[0].setUb(500.); cuts[0].setEffectiveness(22); fim.applyRowCut(cuts[0]); // resolve - should get message about zero elements fim.resolve(); OSIUNITTEST_ASSERT_WARNING(fim.isAbandoned(), {}, "glpk", "add cuts"); #endif delete[]el; delete[]inx; } // Test matrixByCol method { const OsiGlpkSolverInterface si(m); const CoinPackedMatrix * smP = si.getMatrixByCol(); OSIUNITTEST_ASSERT_ERROR(smP->getMajorDim() == 8, return, "glpk", "getMatrixByCol: major dim"); OSIUNITTEST_ASSERT_ERROR(smP->getMinorDim() == 5, return, "glpk", "getMatrixByCol: minor dim"); OSIUNITTEST_ASSERT_ERROR(smP->getNumElements() == 14, return, "glpk", "getMatrixByCol: number of elements"); OSIUNITTEST_ASSERT_ERROR(smP->getSizeVectorStarts() == 9, return, "glpk", "getMatrixByCol: vector starts size"); CoinRelFltEq eq; const double * ev = smP->getElements(); // Unlike row-ordered matrices, GLPK does column-ordered the "normal" way OSIUNITTEST_ASSERT_ERROR(eq(ev[ 0], 3.0), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 1], 5.6), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 2], 1.0), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 3], 2.0), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 4], 1.1), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 5], 1.0), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 6],-2.0), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 7], 2.8), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 8],-1.0), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 9], 1.0), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[10], 1.0), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[11],-1.2), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[12],-1.0), {}, "glpk", "getMatrixByCol: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[13], 1.9), {}, "glpk", "getMatrixByCol: elements"); const CoinBigIndex * mi = smP->getVectorStarts(); OSIUNITTEST_ASSERT_ERROR(mi[0] == 0, {}, "glpk", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[1] == 2, {}, "glpk", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[2] == 4, {}, "glpk", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[3] == 6, {}, "glpk", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[4] == 8, {}, "glpk", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[5] == 10, {}, "glpk", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[6] == 11, {}, "glpk", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[7] == 12, {}, "glpk", "getMatrixByCol: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[8] == 14, {}, "glpk", "getMatrixByCol: vector starts"); const int * ei = smP->getIndices(); OSIUNITTEST_ASSERT_ERROR(ei[ 0] == 0, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 1] == 4, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 2] == 0, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 3] == 1, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 4] == 1, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 5] == 2, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 6] == 0, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 7] == 3, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 8] == 0, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 9] == 4, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[10] == 2, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[11] == 3, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[12] == 0, {}, "glpk", "getMatrixByCol: indices"); OSIUNITTEST_ASSERT_ERROR(ei[13] == 4, {}, "glpk", "getMatrixByCol: indices"); } //-------------- // Test rowsense, rhs, rowrange, matrixByRow { OsiGlpkSolverInterface lhs; { #if 0 // FIXME ??? these won't work because the copy constructor changes the values in m OSIUNITTEST_ASSERT_ERROR(m.rowrange_ == NULL, {}, "glpk", "???"); OSIUNITTEST_ASSERT_ERROR(m.rowsense_ == NULL, {}, "glpk", "???"); OSIUNITTEST_ASSERT_ERROR(m.rhs_ == NULL, {}, "glpk", "???"); OSIUNITTEST_ASSERT_ERROR(m.matrixByRow_ == NULL, {}, "glpk", "???"); #endif OsiGlpkSolverInterface siC1(m); OSIUNITTEST_ASSERT_WARNING(siC1.rowrange_ == NULL, {}, "glpk", "row range"); OSIUNITTEST_ASSERT_WARNING(siC1.rowsense_ == NULL, {}, "glpk", "row sense"); OSIUNITTEST_ASSERT_WARNING(siC1.rhs_ == NULL, {}, "glpk", "right hand side"); OSIUNITTEST_ASSERT_WARNING(siC1.matrixByRow_ == NULL, {}, "glpk", "matrix by row"); const char * siC1rs = siC1.getRowSense(); OSIUNITTEST_ASSERT_ERROR(siC1rs[0] == 'G', {}, "glpk", "row sense"); OSIUNITTEST_ASSERT_ERROR(siC1rs[1] == 'L', {}, "glpk", "row sense"); OSIUNITTEST_ASSERT_ERROR(siC1rs[2] == 'E', {}, "glpk", "row sense"); OSIUNITTEST_ASSERT_ERROR(siC1rs[3] == 'R', {}, "glpk", "row sense"); OSIUNITTEST_ASSERT_ERROR(siC1rs[4] == 'R', {}, "glpk", "row sense"); const double * siC1rhs = siC1.getRightHandSide(); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[0],2.5), {}, "glpk", "right hand side"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[1],2.1), {}, "glpk", "right hand side"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[2],4.0), {}, "glpk", "right hand side"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[3],5.0), {}, "glpk", "right hand side"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[4],15.), {}, "glpk", "right hand side"); const double * siC1rr = siC1.getRowRange(); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[0],0.0), {}, "glpk", "row range"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[1],0.0), {}, "glpk", "row range"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[2],0.0), {}, "glpk", "row range"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[3],5.0-1.8), {}, "glpk", "row range"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[4],15.0-3.0), {}, "glpk", "row range"); const CoinPackedMatrix * siC1mbr = siC1.getMatrixByRow(); OSIUNITTEST_ASSERT_ERROR(siC1mbr != NULL, {}, "glpk", "matrix by row"); OSIUNITTEST_ASSERT_ERROR(siC1mbr->getMajorDim() == 5, return, "glpk", "matrix by row: major dim"); OSIUNITTEST_ASSERT_ERROR(siC1mbr->getNumElements() == 14, return, "glpk", "matrix by row: num elements"); const double * ev = siC1mbr->getElements(); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 4], 3.0), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 3], 1.0), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 2],-2.0), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 1],-1.0), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 0],-1.0), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 6], 2.0), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 5], 1.1), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 8], 1.0), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 7], 1.0), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[10], 2.8), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 9],-1.2), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[13], 5.6), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[12], 1.0), {}, "glpk", "matrix by row: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[11], 1.9), {}, "glpk", "matrix by row: elements"); const CoinBigIndex * mi = siC1mbr->getVectorStarts(); OSIUNITTEST_ASSERT_ERROR(mi[0] == 0, {}, "glpk", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[1] == 5, {}, "glpk", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[2] == 7, {}, "glpk", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[3] == 9, {}, "glpk", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[4] == 11, {}, "glpk", "matrix by row: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[5] == 14, {}, "glpk", "matrix by row: vector starts"); const int * ei = siC1mbr->getIndices(); OSIUNITTEST_ASSERT_ERROR(ei[ 4] == 0, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 3] == 1, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 2] == 3, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 1] == 4, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 0] == 7, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 6] == 1, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 5] == 2, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 8] == 2, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 7] == 5, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[10] == 3, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 9] == 6, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[13] == 0, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[12] == 4, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_ERROR(ei[11] == 7, {}, "glpk", "matrix by row: indices"); OSIUNITTEST_ASSERT_WARNING(siC1rs == siC1.getRowSense(), {}, "glpk", "row sense"); OSIUNITTEST_ASSERT_WARNING(siC1rhs == siC1.getRightHandSide(), {}, "glpk", "right hand side"); OSIUNITTEST_ASSERT_WARNING(siC1rr == siC1.getRowRange(), {}, "glpk", "row range"); // Change glpk Model by adding free row OsiRowCut rc; rc.setLb(-COIN_DBL_MAX); rc.setUb( COIN_DBL_MAX); OsiCuts cuts; cuts.insert(rc); siC1.applyCuts(cuts); // Since model was changed, test that cached data is now freed. OSIUNITTEST_ASSERT_ERROR(siC1.rowrange_ == NULL, {}, "glpk", "free cached data after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1.rowsense_ == NULL, {}, "glpk", "free cached data after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1.rhs_ == NULL, {}, "glpk", "free cached data after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1.matrixByRow_ == NULL, {}, "glpk", "free cached data after adding row"); siC1rs = siC1.getRowSense(); OSIUNITTEST_ASSERT_ERROR(siC1rs[0] == 'G', {}, "glpk", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[1] == 'L', {}, "glpk", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[2] == 'E', {}, "glpk", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[3] == 'R', {}, "glpk", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[4] == 'R', {}, "glpk", "row sense after adding row"); OSIUNITTEST_ASSERT_ERROR(siC1rs[5] == 'N', {}, "glpk", "row sense after adding row"); siC1rhs = siC1.getRightHandSide(); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[0],2.5), {}, "glpk", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[1],2.1), {}, "glpk", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[2],4.0), {}, "glpk", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[3],5.0), {}, "glpk", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[4],15.), {}, "glpk", "right hand side after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rhs[5],0.0), {}, "glpk", "right hand side after adding row"); siC1rr = siC1.getRowRange(); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[0],0.0), {}, "glpk", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[1],0.0), {}, "glpk", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[2],0.0), {}, "glpk", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[3],5.0-1.8), {}, "glpk", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[4],15.0-3.0), {}, "glpk", "row range after adding row"); OSIUNITTEST_ASSERT_ERROR(eq(siC1rr[5],0.0), {}, "glpk", "row range after adding row"); lhs = siC1; } // Test that lhs has correct values even though siC1 has gone out of scope OSIUNITTEST_ASSERT_ERROR(lhs.rowrange_ == NULL, {}, "glpk", "freed origin after assignment"); OSIUNITTEST_ASSERT_ERROR(lhs.rowsense_ == NULL, {}, "glpk", "freed origin after assignment"); OSIUNITTEST_ASSERT_ERROR(lhs.rhs_ == NULL, {}, "glpk", "freed origin after assignment"); OSIUNITTEST_ASSERT_ERROR(lhs.matrixByRow_ == NULL, {}, "glpk", "freed origin after assignment"); const char * lhsrs = lhs.getRowSense(); OSIUNITTEST_ASSERT_ERROR(lhsrs[0] == 'G', {}, "glpk", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[1] == 'L', {}, "glpk", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[2] == 'E', {}, "glpk", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[3] == 'R', {}, "glpk", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[4] == 'R', {}, "glpk", "row sense after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsrs[5] == 'N', {}, "glpk", "row sense after assignment"); const double * lhsrhs = lhs.getRightHandSide(); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[0],2.5), {}, "glpk", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[1],2.1), {}, "glpk", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[2],4.0), {}, "glpk", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[3],5.0), {}, "glpk", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[4],15.), {}, "glpk", "right hand side after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrhs[5],0.0), {}, "glpk", "right hand side after assignment"); const double *lhsrr = lhs.getRowRange(); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[0],0.0), {}, "glpk", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[1],0.0), {}, "glpk", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[2],0.0), {}, "glpk", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[3],5.0-1.8), {}, "glpk", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[4],15.0-3.0), {}, "glpk", "row range after assignment"); OSIUNITTEST_ASSERT_ERROR(eq(lhsrr[5],0.0), {}, "glpk", "row range after assignment"); const CoinPackedMatrix * lhsmbr = lhs.getMatrixByRow(); OSIUNITTEST_ASSERT_ERROR(lhsmbr != NULL, return, "glpk", "matrix by row after assignment"); OSIUNITTEST_ASSERT_ERROR(lhsmbr->getMajorDim() == 6, return, "glpk", "matrix by row after assignment: major dim"); OSIUNITTEST_ASSERT_ERROR(lhsmbr->getNumElements() == 14, return, "glpk", "matrix by row after assignment: num elements"); const double * ev = lhsmbr->getElements(); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 4], 3.0), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 3], 1.0), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 2],-2.0), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 1],-1.0), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 0],-1.0), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 6], 2.0), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 5], 1.1), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 8], 1.0), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 7], 1.0), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[10], 2.8), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[ 9],-1.2), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[13], 5.6), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[12], 1.0), {}, "glpk", "matrix by row after assignment: elements"); OSIUNITTEST_ASSERT_ERROR(eq(ev[11], 1.9), {}, "glpk", "matrix by row after assignment: elements"); const CoinBigIndex * mi = lhsmbr->getVectorStarts(); OSIUNITTEST_ASSERT_ERROR(mi[0] == 0, {}, "glpk", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[1] == 5, {}, "glpk", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[2] == 7, {}, "glpk", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[3] == 9, {}, "glpk", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[4] == 11, {}, "glpk", "matrix by row after assignment: vector starts"); OSIUNITTEST_ASSERT_ERROR(mi[5] == 14, {}, "glpk", "matrix by row after assignment: vector starts"); const int * ei = lhsmbr->getIndices(); OSIUNITTEST_ASSERT_ERROR(ei[ 4] == 0, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 3] == 1, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 2] == 3, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 1] == 4, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 0] == 7, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 6] == 1, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 5] == 2, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 8] == 2, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 7] == 5, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[10] == 3, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[ 9] == 6, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[13] == 0, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[12] == 4, {}, "glpk", "matrix by row after assignment: indices"); OSIUNITTEST_ASSERT_ERROR(ei[11] == 7, {}, "glpk", "matrix by row after assignment: indices"); } } // Test add/delete columns { OsiGlpkSolverInterface m; std::string fn = mpsDir+"p0033"; m.readMps(fn.c_str(),"mps"); double inf = m.getInfinity(); CoinPackedVector c0; c0.insert(0, 4); c0.insert(1, 1); m.addCol(c0, 0, inf, 3); m.initialSolve(); double objValue = m.getObjValue(); CoinRelFltEq eq(1.0e-2); OSIUNITTEST_ASSERT_ERROR(eq(objValue,2520.57), {}, "glpk", "add/delete columns: first optimal value"); // Try deleting first column that's nonbasic at lower bound (0). int * d = new int[1]; CoinWarmStartBasis *cwsb = dynamic_cast<CoinWarmStartBasis *>(m.getWarmStart()) ; OSIUNITTEST_ASSERT_ERROR(cwsb != NULL, {}, "glpk", "add/delete columns: have warm start basis"); CoinWarmStartBasis::Status stati ; int iCol ; for (iCol = 0 ; iCol < cwsb->getNumStructural() ; iCol++) { stati = cwsb->getStructStatus(iCol) ; if (stati == CoinWarmStartBasis::atLowerBound) break ; } d[0]=iCol; m.deleteCols(1,d); delete [] d; delete cwsb; d=NULL; m.resolve(); objValue = m.getObjValue(); OSIUNITTEST_ASSERT_ERROR(eq(objValue,2520.57), {}, "glpk", "add/delete columns: optimal value after deleting nonbasic column"); // Try deleting column we added. If basic, go to initialSolve as deleting // basic variable trashes basis required for warm start. iCol = m.getNumCols()-1; cwsb = dynamic_cast<CoinWarmStartBasis *>(m.getWarmStart()) ; stati = cwsb->getStructStatus(iCol) ; delete cwsb; m.deleteCols(1,&iCol); if (stati == CoinWarmStartBasis::basic) { m.initialSolve() ; } else { m.resolve(); } objValue = m.getObjValue(); OSIUNITTEST_ASSERT_ERROR(eq(objValue,2520.57), {}, "glpk", "add/delete columns: optimal value after deleting added column"); } #if 0 // ??? Simplex routines not adapted to OsiGlpk yet // Solve an lp by hand { OsiGlpkSolverInterface m; std::string fn = mpsDir+"p0033"; m.readMps(fn.c_str(),"mps"); m.setObjSense(-1.0); m.getModelPtr()->messageHandler()->setLogLevel(4); m.initialSolve(); m.getModelPtr()->factorization()->maximumPivots(5); m.setObjSense(1.0); // enable special mode m.enableSimplexInterface(true); // we happen to know that variables are 0-1 and rows are L int numberIterations=0; int numberColumns = m.getNumCols(); int numberRows = m.getNumRows(); double * fakeCost = new double[numberColumns]; double * duals = new double [numberRows]; double * djs = new double [numberColumns]; const double * solution = m.getColSolution(); memcpy(fakeCost,m.getObjCoefficients(),numberColumns*sizeof(double)); while (1) { const double * dj; const double * dual; if ((numberIterations&1)==0) { // use given ones dj = m.getReducedCost(); dual = m.getRowPrice(); } else { // create dj = djs; dual = duals; m.getReducedGradient(djs,duals,fakeCost); } int i; int colIn=9999; int direction=1; double best=1.0e-6; // find most negative reduced cost // Should check basic - but should be okay on this problem for (i=0;i<numberRows;i++) { double value=dual[i]; if (value>best) { direction=-1; best=value; colIn=-i-1; } } for (i=0;i<numberColumns;i++) { double value=dj[i]; if (value<-best&&solution[i]<1.0e-6) { direction=1; best=-value; colIn=i; } else if (value>best&&solution[i]>1.0-1.0e-6) { direction=-1; best=value; colIn=i; } } if (colIn==9999) break; // should be optimal int colOut; int outStatus; double theta; OSIUNITTEST_ASSERT_ERROR(m.primalPivotResult(colIn,direction,colOut,outStatus,theta,NULL) == 0, {}, "glpk", "simplex routines"); printf("out %d, direction %d theta %g\n", colOut,outStatus,theta); numberIterations++; } delete [] fakeCost; delete [] duals; delete [] djs; // exit special mode m.disableSimplexInterface(); m.getModelPtr()->messageHandler()->setLogLevel(4); m.resolve(); OSIUNITTEST_ASSERT_ERROR(m.getIterationCount() == 0, {}, "glpk", "simplex routines"); m.setObjSense(-1.0); m.initialSolve(); } // Solve an lp when interface is on { OsiGlpkSolverInterface m; std::string fn = mpsDir+"p0033"; m.readMps(fn.c_str(),"mps"); // enable special mode m.setHintParam(OsiDoScale,false,OsiHintDo); m.setHintParam(OsiDoPresolveInInitial,false,OsiHintDo); m.setHintParam(OsiDoDualInInitial,false,OsiHintDo); m.setHintParam(OsiDoPresolveInResolve,false,OsiHintDo); m.setHintParam(OsiDoDualInResolve,false,OsiHintDo); m.enableSimplexInterface(true); m.initialSolve(); } // Check tableau stuff when simplex interface is on { OsiGlpkSolverInterface m; /* Wolsey : Page 130 max 4x1 - x2 7x1 - 2x2 <= 14 x2 <= 3 2x1 - 2x2 <= 3 x1 in Z+, x2 >= 0 */ double inf_ = m.getInfinity(); int n_cols = 2; int n_rows = 3; double obj[2] = {-4.0, 1.0}; double collb[2] = {0.0, 0.0}; double colub[2] = {inf_, inf_}; double rowlb[3] = {-inf_, -inf_, -inf_}; double rowub[3] = {14.0, 3.0, 3.0}; int rowIndices[5] = {0, 2, 0, 1, 2}; int colIndices[5] = {0, 0, 1, 1, 1}; double elements[5] = {7.0, 2.0, -2.0, 1.0, -2.0}; CoinPackedMatrix M(true, rowIndices, colIndices, elements, 5); m.loadProblem(M, collb, colub, obj, rowlb, rowub); m.enableSimplexInterface(true); m.initialSolve(); //check that the tableau matches wolsey (B-1 A) // slacks in second part of binvA double * binvA = (double*) malloc((n_cols+n_rows) * sizeof(double)); printf("B-1 A"); for(int i = 0; i < n_rows; i++){ m.getBInvARow(i, binvA,binvA+n_cols); printf("\nrow: %d -> ",i); for(int j=0; j < n_cols+n_rows; j++){ printf("%g, ", binvA[j]); } } printf("\n"); m.disableSimplexInterface(); free(binvA); } #endif /* Read in exmip1 and solve it with verbose output setting. */ { OsiGlpkSolverInterface osi ; std::cout << "Boosting verbosity.\n" ; osi.setHintParam(OsiDoReducePrint,false,OsiForceDo) ; std::string exmpsfile = mpsDir+"exmip1" ; std::string probname ; std::cout << "Reading mps file \"" << exmpsfile << "\"\n" ; osi.readMps(exmpsfile.c_str(), "mps") ; OSIUNITTEST_ASSERT_ERROR(osi.getStrParam(OsiProbName,probname), {}, "glpk", "get problem name"); std::cout << "Solving " << probname << " ... \n" ; osi.initialSolve() ; double val = osi.getObjValue() ; std::cout << "And the answer is " << val << ".\n" ; OSIUNITTEST_ASSERT_ERROR(fabs(val - 3.23) < 0.01, {}, "glpk", "solve exmip1"); } // Do common solverInterface testing { OsiGlpkSolverInterface m; OsiSolverInterfaceCommonUnitTest(&m, mpsDir,netlibDir); } }