OpenMS  2.8.0
LPWrapper.h
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31 // $Maintainer: Timo Sachsenberg $
32 // $Authors: Alexandra Zerck $
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34 
35 #pragma once
36 
37 #include <OpenMS/DATASTRUCTURES/String.h> // for String
38 
39 #include <OpenMS/CONCEPT/Types.h>
40 #include <OpenMS/OpenMSConfig.h>
41 #include <OpenMS/config.h>
42 
43 #include <limits>
44 
45 // do NOT include glpk and CoinOr headers here, as they define bad stuff, which ripples through OpenMS then...
46 // include them in LPWrapper.cpp where they do not harm
47 // only declare them here
48 class CoinModel;
49 
50 #ifndef GLP_PROB_DEFINED
51 #define GLP_PROB_DEFINED
52 // depending on the glpk version
53 // define glp_prob as forward or struct
54 #if OPENMS_GLPK_VERSION_MAJOR == 4 && OPENMS_GLPK_VERSION_MINOR < 48
55 typedef struct
56 {
57  double _opaque_prob[100];
58 } glp_prob;
59 #else
60 class glp_prob;
61 #endif
62 #endif
63 
64 namespace OpenMS
65 {
66 
67  class OPENMS_DLLAPI LPWrapper
68  {
69 public:
73  struct SolverParam
74  {
76  message_level(3), branching_tech(4), backtrack_tech(3),
77  preprocessing_tech(2), enable_feas_pump_heuristic(true), enable_gmi_cuts(true),
78  enable_mir_cuts(true), enable_cov_cuts(true), enable_clq_cuts(true), mip_gap(0.0),
79  time_limit((std::numeric_limits<Int>::max)()), output_freq(5000), output_delay(10000), enable_presolve(true),
80  enable_binarization(true)
81  {
82  }
83 
93  double mip_gap;
99  };
100 
101  enum Type
102  {
103  UNBOUNDED = 1,
107  FIXED
108  };
109 
111  {
112  CONTINUOUS = 1,
114  BINARY
115  };
116 
117  enum Sense
118  {
119  MIN = 1,
120  MAX
121  };
122 
124  {
125  FORMAT_LP = 0,
127  FORMAT_GLPK
128  };
129 
130  enum SOLVER
131  {
132  SOLVER_GLPK = 0
133 #if COINOR_SOLVER == 1
134  , SOLVER_COINOR
135 #endif
136  };
137 
139  {
140  UNDEFINED = 1,
141  OPTIMAL = 5,
142  FEASIBLE = 2,
143  NO_FEASIBLE_SOL = 4
144  };
145 
147  virtual ~LPWrapper();
148 
149  // problem creation/manipulation
151  Int addRow(const std::vector<Int>& row_indices, const std::vector<double>& row_values, const String& name);
155  Int addColumn(const std::vector<Int>& column_indices, const std::vector<double>& column_values, const String& name);
156 
169  Int addRow(const std::vector<Int>& row_indices, const std::vector<double>& row_values,
170  const String& name, double lower_bound, double upper_bound, Type type);
171 
182  Int addColumn(const std::vector<Int>& column_indices, const std::vector<double>& column_values, const String& name, double lower_bound, double upper_bound, Type type);
183 
185  void deleteRow(Int index);
187  void setColumnName(Int index, const String& name);
193  Int getRowIndex(const String& name);
195  Int getColumnIndex(const String& name);
197  double getColumnUpperBound(Int index);
199  double getColumnLowerBound(Int index);
201  double getRowUpperBound(Int index);
203  double getRowLowerBound(Int index);
205  void setRowName(Int index, const String& name);
206 
215  void setColumnBounds(Int index, double lower_bound, double upper_bound, Type type);
216 
225  void setRowBounds(Int index, double lower_bound, double upper_bound, Type type);
226 
233  void setColumnType(Int index, VariableType type);
234 
242 
244  void setObjective(Int index, double obj_value);
246  double getObjective(Int index);
247 
255 
260 
261  void setElement(Int row_index, Int column_index, double value);
262  double getElement(Int row_index, Int column_index);
263 
264  // problem reading/writing
271  void readProblem(const String& filename, const String& format);
272 
279  void writeProblem(const String& filename, const WriteFormat format) const;
280 
291  Int solve(SolverParam& solver_param, const Size verbose_level = 0);
292 
299 
300  // solution access
302  double getColumnValue(Int index);
303 
305  void getMatrixRow(Int idx, std::vector<Int>& indexes);
306 
308  SOLVER getSolver() const;
309 
310 protected:
311 #if COINOR_SOLVER == 1
312  CoinModel * model_ = nullptr;
313  std::vector<double> solution_;
314 #endif
315 
316  glp_prob * lp_problem_ = nullptr;
317 
319 
320 
321  }; // class
322 
323 } // namespace
324 
Definition: LPWrapper.h:68
Int addColumn()
adds an empty column to the LP matrix, returns index
void setObjective(Int index, double obj_value)
set objective value for column with index
void setColumnBounds(Int index, double lower_bound, double upper_bound, Type type)
Set column bounds.
Int solve(SolverParam &solver_param, const Size verbose_level=0)
solve problems, parameters like enabled heuristics can be given via solver_param
Type
Definition: LPWrapper.h:102
@ UPPER_BOUND_ONLY
Definition: LPWrapper.h:105
@ LOWER_BOUND_ONLY
Definition: LPWrapper.h:104
@ DOUBLE_BOUNDED
Definition: LPWrapper.h:106
double getObjective(Int index)
get objective value for column with index
double getElement(Int row_index, Int column_index)
void setObjectiveSense(Sense sense)
Set objective direction.
void readProblem(const String &filename, const String &format)
Read LP from file.
void writeProblem(const String &filename, const WriteFormat format) const
Write LP formulation to a file.
Int getRowIndex(const String &name)
gets index of the row with name
double getObjectiveValue()
Sense getObjectiveSense()
String getRowName(Int index)
sets name of the index-th row
Int getNumberOfNonZeroEntriesInRow(Int idx)
void setElement(Int row_index, Int column_index, double value)
void setRowName(Int index, const String &name)
sets name of the index-th row
void deleteRow(Int index)
delete index-th row
VariableType getColumnType(Int index)
Get column/variable type.
SOLVER getSolver() const
get currently active solver
SolverStatus
Definition: LPWrapper.h:139
String getColumnName(Int index)
gets name of the index-th column
void setRowBounds(Int index, double lower_bound, double upper_bound, Type type)
Set row bounds.
Int addColumn(const std::vector< Int > &column_indices, const std::vector< double > &column_values, const String &name, double lower_bound, double upper_bound, Type type)
Adds a column with boundaries to the LP matrix, returns index.
Int addRow(const std::vector< Int > &row_indices, const std::vector< double > &row_values, const String &name, double lower_bound, double upper_bound, Type type)
Adds a row with boundaries to the LP matrix, returns index.
Int getNumberOfColumns()
get number of columns
double getRowUpperBound(Int index)
gets row's upper bound
void setColumnType(Int index, VariableType type)
Set column/variable type.
Int getColumnIndex(const String &name)
gets index of the column with name
SolverStatus getStatus()
Get solution status.
Int addRow(const std::vector< Int > &row_indices, const std::vector< double > &row_values, const String &name)
adds a row to the LP matrix, returns index
SOLVER
Definition: LPWrapper.h:131
SOLVER solver_
Definition: LPWrapper.h:318
void getMatrixRow(Int idx, std::vector< Int > &indexes)
double getRowLowerBound(Int index)
gets row's lower bound
Int getNumberOfRows()
get number of rows
Sense
Definition: LPWrapper.h:118
VariableType
Definition: LPWrapper.h:111
@ INTEGER
Definition: LPWrapper.h:113
double getColumnUpperBound(Int index)
gets column's upper bound
double getColumnLowerBound(Int index)
gets column's lower bound
Int addColumn(const std::vector< Int > &column_indices, const std::vector< double > &column_values, const String &name)
adds a column to the LP matrix, returns index
double getColumnValue(Int index)
void setColumnName(Int index, const String &name)
sets name of the index-th column
virtual ~LPWrapper()
WriteFormat
Definition: LPWrapper.h:124
@ FORMAT_MPS
Definition: LPWrapper.h:126
A more convenient string class.
Definition: String.h:60
int Int
Signed integer type.
Definition: Types.h:102
size_t Size
Size type e.g. used as variable which can hold result of size()
Definition: Types.h:127
Main OpenMS namespace.
Definition: FeatureDeconvolution.h:47
Struct that holds the parameters of the LP solver.
Definition: LPWrapper.h:74
Int backtrack_tech
Definition: LPWrapper.h:86
double mip_gap
Definition: LPWrapper.h:93
Int branching_tech
Definition: LPWrapper.h:85
bool enable_binarization
only with presolve
Definition: LPWrapper.h:98
bool enable_cov_cuts
Definition: LPWrapper.h:91
Int time_limit
Definition: LPWrapper.h:94
bool enable_gmi_cuts
Definition: LPWrapper.h:89
Int message_level
Definition: LPWrapper.h:84
Int output_delay
Definition: LPWrapper.h:96
bool enable_presolve
Definition: LPWrapper.h:97
bool enable_mir_cuts
Definition: LPWrapper.h:90
SolverParam()
Definition: LPWrapper.h:75
Int output_freq
Definition: LPWrapper.h:95
bool enable_feas_pump_heuristic
Definition: LPWrapper.h:88
Int preprocessing_tech
Definition: LPWrapper.h:87
bool enable_clq_cuts
Definition: LPWrapper.h:92