Program Listing for File ip_param.h

↰ Return to documentation for file (include/mathopt/mp_param/ip_param.h)

/* #############################################
 *             This file is part of
 *                    ZERO
 *
 *             Copyright (c) 2020
 *     Released under the Creative Commons
 *         CC BY-NC-SA 4.0 License
 *
 *              Find out more at
 *        https://github.com/ds4dm/ZERO
 * #############################################*/


#pragma once


#include "support/codes.h"
#include "zero.h"
#include <armadillo>
#include <gurobi_c++.h>
#include <iostream>
#include <memory>
#include <set>
#include <string>

namespace MathOpt {


  std::ostream &operator<<(std::ostream &os, const IP_Param &I);

  class IP_Param : public MP_Param {
  private:
     GRBModel  IPModel;
     arma::vec Integers;
     bool Finalized{false};

     // These methods should be inaccessible to the inheritor, since we have a
     // different structure.
     using MP_Param::set;

  public: // Constructors
     explicit IP_Param(GRBEnv *env = nullptr) : MP_Param(env), IPModel{GRBModel(*env)} {
        this->size();
     }

     IP_Param(const arma::sp_mat   &C_in,
                 const arma::sp_mat   &B_in,
                 const arma::vec      &b_in,
                 const arma::vec      &c_in,
                 const arma::vec      &d_in,
                 const arma::vec      &integers_in,
                 const VariableBounds &Bounds_in,
                 GRBEnv               *env_in);
     arma::vec getIntegers() const {
        return this->Integers;
     }

     bool finalize() override;

     IP_Param &setBounds(const VariableBounds &boundIn);

     bool addConstraints(const arma::sp_mat &A_in, const arma::vec &b_in);

     IP_Param(const IP_Param &ipg) = default;

     // Override setters
     MathOpt::IP_Param &set(const arma::sp_mat   &C_in,
                                    const arma::sp_mat   &B_in,
                                    const arma::vec      &b_in,
                                    const arma::vec      &c_in,
                                    const arma::vec      &d_in,
                                    const arma::vec      &integers_in,
                                    const VariableBounds &Bounds_in); // Copy data into this
     IP_Param          &set(arma::sp_mat   &&C_in,
                                    arma::sp_mat   &&B_in,
                                    arma::vec      &&b_in,
                                    arma::vec      &&c_in,
                                    arma::vec      &&d_in,
                                    arma::vec      &&integers_in,
                                    VariableBounds &&Bounds_in); // Copy data into this


     bool operator==(const IP_Param &IPG2) const;

     double computeObjective(const arma::vec &y,
                                     const arma::vec &x,
                                     bool             checkFeas = true,
                                     double           tol       = 1e-6) const override;

     void save(const std::string &filename, bool append) const override;
     long load(const std::string &filename, long pos = 0) override;

     void updateModelObjective(const arma::vec &x);

     std::unique_ptr<GRBModel> solveFixed(arma::vec x, bool solve = false) override;

     std::unique_ptr<GRBModel> getIPModel(const arma::vec &x, bool relax = false);

     unsigned int KKT(arma::sp_mat &M, arma::sp_mat &N, arma::vec &q) const override;


     bool isFeasible(const arma::vec &y, const arma::vec &x, double tol) const override;
     void presolve();
  };
} // namespace MathOpt