Class to solve large block angular problems. More...

#include <BlockIPInterface.h>

Collaboration diagram for BlockIPInterface:

Public Member Functions
	BlockIPInterface ()
	Constructor.

	~BlockIPInterface ()
	Destructor.

void	setSolver (SOLVER solver)
	Set the solver to be used.

SOLVER	getSolver ()
	Get the solver to be used.

void	setMaxTime (double time)
	Set maximum time allowed to solve the problem.

double	getMaxTime ()
	Get maximum time allowed to solve the problem.

void	setMaxThreads (int numThreads)
	Set the maximum number of threads to be used.

int	getMaxThreads ()
	Get the maximum number of threads to be used.

void	setLogFilename (char *filename)
	Set the name of the log file.

const char *	getLogFilename ()
	Get the name of the log file.

void	setSolFilename (char *filename)
	Set the name of the solution file.

const char *	getSolFilename ()
	Get the name of the solution file.

BlockIP *	getBlockIPInterface ()
	Get BlockIP interface.

OsiInterface *	getSolverInterface ()
	Get solver interface.

void	readMps (const char *filename)
	Load a problem from a mps file.

void	readAmpl (const char modelFilename, const char dataFilename)
	Load a problem from ampl files.

void	readBlockIPFormat (const char *filename)
	Load a problem from BlockIP format file.

void	amplToMps (const char modelFilename, const char dataFilename, const char *mpsFilename, bool convertToStd=false)
	Converts a problem in ampl format to mps format.

void	amplToBlockIPFormat (const char modelFilename, const char dataFilename, const char *BlockIPFormatFilename, bool convertToStd=false)
	Converts a problem in ampl format to BlockIP format.

void	mpsToBlockIPFormat (const char mpsFilename, const char BlockIPFormatFilename, bool convertToStd=false)
	Converts a problem in mps format to BlockIP format.

void	BlockIPFormatToMps (const char BlockIPFormatFilename, const char mpsFilename, bool convertToStd=false)
	Converts a problem in BlockIP format to mps format.

OPT_STATUS	solve ()
	Solve the problem loaded.

double	getObjValue ()
	Get the objective function value.

const double *	getSolution ()
	Get the solution.

int	getNumVars ()
	Get the number of variables.

void	printX ()
	Show all the primal variables of blocks and slacks.

void	printX (int globalVarIndex)
	Show the value of the i-th primal variable.

void	printX (string varName)
	Show the value of the named primal variable.

void	printX (int blockIndex, int varIndex)
	Show the value of the i-th primal variable inside the block k.

void	printX (string blockName, int varIndex)
	Show the value of the i-th primal variable inside the named block.

void	printXBlock (int blockIndex)
	Show the value of all primal variables inside the block k.

void	printXBlock (string blockName)
	Show the value of all primal variables inside the named block.

void	printXSlack ()
	Show the value of all primal variables inside the slacks.

void	printXSlack (int slackIndex)
	Show the value of the i-th primal variable inside the slacks.

void	printRC ()
	Show all the reduced cost of primal variables of blocks and slacks.

void	printRC (int globalVarIndex)
	Show the reduced cost of the i-th primal variable.

void	printRC (string varName)
	Show the reduced cost of the named primal variable.

void	printRC (int blockIndex, int varIndex)
	Show the reduced cost of the i-th primal variable inside the block k.

void	printRC (string blockName, int varIndex)
	Show the reduced cost of the i-th primal variable inside the named block.

void	printRCBlock (int blockIndex)
	Show the reduced cost of all primal variables inside the block k.

void	printRCBlock (string blockName)
	Show the reduced cost of all primal variables inside the named block.

void	printRCSlack ()
	Show the reduced cost of all primal variables inside the slacks.

void	printRCSlack (int slackIndex)
	Show the reduced cost of the i-th primal variable inside the slacks.

void	printCons ()
	Show all the dual variables of blocks and linking constraints.

void	printCons (int globalConsIndex)
	Show the dual variable of the i-th constraint.

void	printCons (string consName)
	Show the dual variable of the named constraint.

void	printCons (int blockIndex, int consIndex)
	Show the dual variable of the i-th constraint inside the block k.

void	printCons (string blockName, int consIndex)
	Show the dual variable of the i-th constraint inside the named block.

void	printConsBlock (int blockIndex)
	Show all the dual variables inside the block k.

void	printConsBlock (string blockName)
	Show all the dual varialbes inside the named block.

void	printConsLinking ()
	Show all the dual varialbes inside the linking constraints.

void	printConsLinking (int linkingIndex)
	Show the dual variable of the i-th constraint inside the linking constraints.

Public Attributes
double	infMatlab
	Infinity value to use in BlockIP Matlab.

int	iterMatlab
	Maximum number of IP iterations to use in BlockIP Matlab.

int	typeCompMatlab
	How ty direction is computed.

const char *	pathMatlab
	Path where is prblock_ip.m.

Protected Member Functions
void	freeMemory ()
	Free all allocated memory.

void	createMatlabProblem ()
	Create the files to load and solve a problem in BlockIP Matlab.

Private Attributes
BlockIP *	bip
	BlockIP environment.

SMLBlockIP *	smlbip
	To read problems in SML format.

OsiInterface *	oi
	To solve problems with third-party solvers.

SOLVER	solver
	Solver to use.

double	maxTime
	Maximum time allowed to solve the problem.

int	numThreads
	Maximum number of threads to use.

bool	solved
	True if at least a initial solve has been done.

char *	logFilename
	Name of log file.

char *	solFilename
	Name of solution file.

StdForm *	stdForm
	To perform conversions between standar form and original problem.

string *	varNames
	Name of variables, only used when the problem is loaded from ampl files.

int	numVars
	Number of varibles, only used when the problem is loaded from ampl files.

int *	varsOrder
	correct order for the variables, ampl orders the variables

bool	amplOrMps
	True if ampl is used, false if mps is used.

TYPE_INPUT	type_input
	Type of input used to read the problem.

int	numVarsMatlab
	Number of variables when BlockIP Matlab has been used.

int	numConsMatlab
	Number of constraints when BlockIP Matlab has been used.

int	numBlocks
	Number of blocks.

int	numCons
	Number of constraints.

int	numLinCons
	Number of linking constraints.

string *	consNames
	Name of contraints.

string *	blockNames
	Name of blocks.

int *	varsPerBlock
	Number of variables in each block.

int *	consPerBlock
	Number of constraints in each block.

vector< int > *	indexUbInf
	Index to variables with ub = inf.

double	fobj
	Objective function value.

double	dobj
	Dual objective function value.

double *	x
	Objective function solution.

double *	y
	Dual variables of constraints.

double *	z
	Dual variables of x_i <= u_i bounds.

double *	w
	Dual variables of x_i >= 0 bounds.

double *	rc
	Reduced costs.

int	iter
	Number of iterations.

int	iterPCG
	Number of PCG iterations.

double	CPUsec
	CPU seconds of the optimization.

Detailed Description

Class to solve large block angular problems.

Member Function Documentation

void BlockIPInterface::amplToBlockIPFormat	(	const char *	modelFilename,
		const char *	dataFilename,
		const char *	BlockIPFormatFilename,
		bool	convertToStd = `false`
	)

Converts a problem in ampl format to BlockIP format.

Parameters

convertToStd If true the problem will be written in BlockIP standard form

void BlockIPInterface::amplToMps	(	const char *	modelFilename,
		const char *	dataFilename,
		const char *	mpsFilename,
		bool	convertToStd = `false`
	)

Converts a problem in ampl format to mps format.

Parameters

convertToStd If true the problem will be written in BlockIP standard form

void BlockIPInterface::BlockIPFormatToMps	(	const char *	BlockIPFormatFilename,
		const char *	mpsFilename,
		bool	convertToStd = `false`
	)

Converts a problem in BlockIP format to mps format.

Parameters

convertToStd If true the problem will be written in BlockIP standard form

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BlockIP * BlockIPInterface::getBlockIPInterface ( )

inline

Get BlockIP interface.

Returns: BlockIP interface

const char * BlockIPInterface::getLogFilename ( )

inline

Get the name of the log file.

Returns: Name of the log file

double BlockIPInterface::getMaxTime ( )

inline

Get maximum time allowed to solve the problem.

Returns: Maximum time allowed to solve the problem

int BlockIPInterface::getNumVars ( )

Get the number of variables.

Returns: Number of variables

const char * BlockIPInterface::getSolFilename ( )

inline

Get the name of the solution file.

Returns: Name of the solution file

const double * BlockIPInterface::getSolution ( )

Get the solution.

Returns: Solution

OsiInterface * BlockIPInterface::getSolverInterface ( )

inline

Get solver interface.

Returns: Solver interface

void BlockIPInterface::mpsToBlockIPFormat	(	const char *	mpsFilename,
		const char *	BlockIPFormatFilename,
		bool	convertToStd = `false`
	)

Converts a problem in mps format to BlockIP format.

Parameters

convertToStd If true the problem will be written in BlockIP standard form

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void BlockIPInterface::setLogFilename ( char * filename )

Set the name of the log file.

Note: The filename will be copied

void BlockIPInterface::setSolFilename ( char * filename )

Set the name of the solution file.

Note: The filename will be copied

void BlockIPInterface::setSolver ( SOLVER solver )

inline

Set the solver to be used.

Parameters

solver Solver to be used

The documentation for this class was generated from the following files:

/home/jcastro2/intpoint/BlockIPPlatform/BlockIPInterface/BlockIPInterface.h
/home/jcastro2/intpoint/BlockIPPlatform/BlockIPInterface/BlockIPInterface.cpp

Public Member Functions

Public Attributes

Protected Member Functions

Private Attributes

Detailed Description

Member Function Documentation