KCoinLinearRelaxationSolver¶

class KCoinLinearRelaxationSolver : public KLinearRelaxationSolver ¶

This linear relaxation solver relies on CoinMP to solve the LP/MIP problem.

Example:

KProblem myProblem(mySession,"");
// ...
KLinearRelaxation * relax = myProblem.getLinearRelaxation();
KCoinLinearRelaxationSolver mySolver(*relax, objectiveVar, KProblem::Minimize);

You must have the coinMP.lib and coinMP.dll to use this.

Since: 2016.1

Public Functions

KCoinLinearRelaxationSolver(KLinearRelaxation &relax, const KNumVar &obj, KProblem::Sense sense, int storedBasisSize = 1000)¶

Constructor (note: no default constructor).

Parameters

relax – domain (a linear relaxation)
obj – the objective variable
sense – the sense for optimization
storedBasisSize – maximum depth for basis reload

KCoinLinearRelaxationSolver(const KCoinLinearRelaxationSolver&)¶: copy constructor

virtual ~KCoinLinearRelaxationSolver()¶: destructor

virtual void setObjective(const KNumVar &var)¶

Set objective variable.

Parameters: var – the new objective variable

virtual int solve()¶

Call the solver.

Call (CoinMP) and return an error code (see class KLinearRelaxationSolver for its meaning).

virtual double getBound(void) const¶: Get the bound computed by the solver (see class KLinearRelaxationSolver).

virtual double getBestBound(void) const¶

Get the best bound in a branch and bound tree.

Useful if search terminated before optimality.

virtual void print(void) const¶

Print the internal state of the solver.

Use is discouraged, use method writeLP to output the content of the solver.

virtual int writeLP(const char *filename) const¶: Write the current problem to a file in lp format.

virtual void generateCuts(KLinearRelaxation *relaxation)¶

Generate cuts.

If possible, cuts are added to the matrix of constraints to make the relaxation tighter and improve the bound.

void printSolution(bool MIPflag)¶

Print the current solution.

Parameters: MIPflag – to choose whether to print the current MIP solution or the current LP solution

void printVariables(void) const¶

Print variables name and their rank.

This is useful to recover the meaning of the columns in the LP file produced by writeLP().

virtual double getMIPSolution(const KNumVar &var) const¶

Get the current MIP solution for a KNumVar variable.

Parameters: var – variable whose value is checked

virtual double getMIPSolution(const KAuxVar &var) const¶

Get the current MIP solution for a KAuxVar variable.

Parameters: var – variable whose value is checked

virtual double getLPSolution(const KNumVar &var) const¶

Get the current MIP solution for a KNumVar variable.

Parameters: var – variable whose value is checked

virtual double getLPSolution(const KAuxVar &var) const¶

Get the current LP solution for a KAuxVar variable.

Parameters: var – variable whose value is checked

void updateSolution(bool MIPflag)¶

Update the KHybridSolution object with the current MIP (MIPflag=true) or LP (MIPflag=false) solution.

Parameters: MIPflag – true to get the current MIP solution, false for LP.

KHybridSolution *getSolutionPtr(void) const¶

Get a pointer to the solution contained in the solver.

Method updateSolution() must be used before the call.

virtual int getNumberGlobals(void) const¶: Get the number of global variables.

virtual double getReducedCost(const KNumVar &var) const¶

Get reduced costs. Note that LP solve is must be complete.

Parameters: var – the variable whose reduced cost in the current LP solution is retrieved
Returns: reduced cost value

virtual double getReducedCost(const KAuxVar &var) const¶

Get reduced costs. Note that LP solve must be complete.

Parameters: var – the variable whose reduced cost in the current LP solution is retrieved
Returns: reduced cost value

void printSolverOutput(bool flag)¶: Activate or deactivate solver verbose output.

void setPresolve(bool)¶: Activate or deactivate presolve.

void setMipRelStop(double)¶: Set MIPRELSTOP double control.

virtual void instantiateNumVarsToCurrentSol(void)¶: Instantiate variables to current solution obtained by linear relaxation solver.

virtual void instantiateNumVarToCurrentSol(KNumVar *var)¶: Instantiate a variables to current solution obtained by linear relaxation solver.