[Coin-lpsolver] Suggestions for OsiCpx

[Jean-Sebastien Roy]

Hi !

I would like to suggest a few changes in OsiCpxSolverInterface.cpp.

An implementation of getPrimalRays:

@@ -1323,11 +1398,11 @@
  std::vector<double*> OsiCpxSolverInterface::getPrimalRays(int 
maxNumRays) const
  {
    debugMessage("OsiCpxSolverInterface::getPrimalRays(%d)\n", maxNumRays);
-
-  // *FIXME* : must write the method -LL
-  throw CoinError("method is not yet written", "getPrimalRays",
-     "OsiCpxSolverInterface");
-  return std::vector<double*>();
+
+  double *ray = new double[getNumCols()];
+  int err = CPXgetray(env_, getMutableLpPtr(), ray);
+  checkCPXerror(err, "CPXgetray", "getPrimalRays");
+  return std::vector<double*>(1, ray);
  }

Making Cplex aware of the hints (Dual, Presolve) and of the message level:

@@ -184,22 +184,64 @@

    switchToLP();

+  int algorithm = 1;
+  bool takeHint, gotHint;
+  OsiHintStrength strength;
+  gotHint = (getHintParam(OsiDoDualInInitial,takeHint,strength));
+  assert (gotHint);
+  if (strength!=OsiHintIgnore)
+    algorithm = takeHint ? -1 : 1;
+
+  int presolve = 1;
+  gotHint = (getHintParam(OsiDoPresolveInInitial,takeHint,strength));
+  assert (gotHint);
+  if (strength!=OsiHintIgnore)
+    presolve = takeHint ? 1 : 0;
+
    CPXLPptr lp = getLpPtr( OsiCpxSolverInterface::FREECACHED_RESULTS );

-  int term = CPXprimopt( env_, lp );
+  if (presolve)
+    CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_ON );
+  else
+    CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_OFF );
+
+  if (messageHandler()->logLevel() == 0)
+    CPXsetintparam( env_, CPX_PARAM_SCRIND, CPX_OFF );
+  else
+    CPXsetintparam( env_, CPX_PARAM_SCRIND, CPX_ON );
+
+  if (messageHandler()->logLevel() == 0)
+    CPXsetintparam( env_, CPX_PARAM_SIMDISPLAY, 0 );
+  else if (messageHandler()->logLevel() == 1)
+    CPXsetintparam( env_, CPX_PARAM_SIMDISPLAY, 1 );
+  else if (messageHandler()->logLevel() > 1)
+    CPXsetintparam( env_, CPX_PARAM_SIMDISPLAY, 2 );
+
+  int term;
+  if (algorithm==1)
+    term = CPXprimopt( env_, lp );
+  else
+    term = CPXdualopt( env_, lp );

    /* If the problem is found infeasible during presolve, resolve it to 
get a
       proper term code */
  #if CPX_VERSION >= 800
-  if (term == CPX_STAT_INForUNBD){
+  int stat = CPXgetstat( env_, getMutableLpPtr() );
+  if (stat == CPX_STAT_INForUNBD && presolve){
      CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_OFF );
-    CPXprimopt( env_, lp );
+    if (algorithm==1)
+      term = CPXprimopt( env_, lp );
+    else
+      term = CPXdualopt( env_, lp );
      CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_ON );
    }
  #else
-  if (term == CPXERR_PRESLV_INForUNBD){
+  if (term == CPXERR_PRESLV_INForUNBD && presolve){
      CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_OFF );
-    CPXprimopt( env_, lp );
+    if (algorithm==1)
+      term = CPXprimopt( env_, lp );
+    else
+      term = CPXdualopt( env_, lp );
      CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_ON );
    }
  #endif
@@ -211,30 +253,66 @@

    switchToLP();

+  int algorithm = -1;
+  bool takeHint, gotHint;
+  OsiHintStrength strength;
+  gotHint = (getHintParam(OsiDoDualInResolve,takeHint,strength));
+  assert (gotHint);
+  if (strength!=OsiHintIgnore)
+    algorithm = takeHint ? -1 : 1;
+
+  int presolve = 0;
+  gotHint = (getHintParam(OsiDoPresolveInResolve,takeHint,strength));
+  assert (gotHint);
+  if (strength!=OsiHintIgnore)
+    presolve = takeHint ? 1 : 0;
+
    CPXLPptr lp = getLpPtr( OsiCpxSolverInterface::FREECACHED_RESULTS );

-  int term = CPXdualopt( env_, lp );
+  if (presolve)
+    CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_ON );
+  else
+    CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_OFF );
+
+  if (messageHandler()->logLevel() == 0)
+    CPXsetintparam( env_, CPX_PARAM_SCRIND, CPX_OFF );
+  else
+    CPXsetintparam( env_, CPX_PARAM_SCRIND, CPX_ON );
+
+  if (messageHandler()->logLevel() == 0)
+    CPXsetintparam( env_, CPX_PARAM_SIMDISPLAY, 0 );
+  else if (messageHandler()->logLevel() == 1)
+    CPXsetintparam( env_, CPX_PARAM_SIMDISPLAY, 1 );
+  else if (messageHandler()->logLevel() > 1)
+    CPXsetintparam( env_, CPX_PARAM_SIMDISPLAY, 2 );
+
+  int term;
+  if (algorithm==1)
+    term = CPXprimopt( env_, lp );
+  else
+    term = CPXdualopt( env_, lp );

    /* If the problem is found infeasible during presolve, resolve it to 
get a
       proper term code */
  #if CPX_VERSION >= 800
-
    int stat = CPXgetstat( env_, getMutableLpPtr() );
-
-  if (stat == CPX_STAT_INForUNBD){
+  if (stat == CPX_STAT_INForUNBD && presolve){
      CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_OFF );
-    CPXdualopt( env_, lp );
+    if (algorithm==1)
+      term = CPXprimopt( env_, lp );
+    else
+      term = CPXdualopt( env_, lp );
      CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_ON );
    }
-
  #else
-
-  if (term == CPXERR_PRESLV_INForUNBD){
+  if (term == CPXERR_PRESLV_INForUNBD && presolve){
      CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_OFF );
-    CPXdualopt( env_, lp );
+    if (algorithm==1)
+      term = CPXprimopt( env_, lp );
+    else
+      term = CPXdualopt( env_, lp );
      CPXsetintparam( env_, CPX_PARAM_PREIND, CPX_ON );
    }
-
  #endif
  }

And a small clean up:

@@ -436,9 +514,6 @@
  #if CPX_VERSION >= 800
    return (stat == 0 ||
      stat == CPX_STAT_NUM_BEST ||
-    stat == CPX_STAT_NUM_BEST ||
-    stat == CPX_STAT_ABORT_USER ||
-    stat == CPX_STAT_ABORT_USER ||
      stat == CPX_STAT_ABORT_USER);
  #else
    return (stat == 0 ||

Regards,

js