LPWrapper.h

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// --------------------------------------------------------------------------
//                   OpenMS -- Open-Source Mass Spectrometry
// --------------------------------------------------------------------------
// Copyright The OpenMS Team -- Eberhard Karls University Tuebingen,
// ETH Zurich, and Freie Universitaet Berlin 2002-2020.
//
// This software is released under a three-clause BSD license:
//  * Redistributions of source code must retain the above copyright
//    notice, this list of conditions and the following disclaimer.
//  * Redistributions in binary form must reproduce the above copyright
//    notice, this list of conditions and the following disclaimer in the
//    documentation and/or other materials provided with the distribution.
//  * Neither the name of any author or any participating institution
//    may be used to endorse or promote products derived from this software
//    without specific prior written permission.
// For a full list of authors, refer to the file AUTHORS.
// --------------------------------------------------------------------------
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
// ARE DISCLAIMED. IN NO EVENT SHALL ANY OF THE AUTHORS OR THE CONTRIBUTING
// INSTITUTIONS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS;
// OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
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// OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF
// ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// --------------------------------------------------------------------------
// $Maintainer: Timo Sachsenberg $
// $Authors: Alexandra Zerck $
// --------------------------------------------------------------------------
 
#pragma once
 
#include <OpenMS/DATASTRUCTURES/String.h> // for String
 
#include <OpenMS/CONCEPT/Types.h>
#include <OpenMS/OpenMSConfig.h>
#include <OpenMS/config.h>
 
#include <limits>
 
// do NOT include glpk and CoinOr headers here, as they define bad stuff, which ripples through OpenMS then...
// include them in LPWrapper.cpp where they do not harm
// only declare them here
class CoinModel;
 
#ifndef GLP_PROB_DEFINED
#define GLP_PROB_DEFINED
// depending on the glpk version
// define glp_prob as forward or struct
#if OPENMS_GLPK_VERSION_MINOR < 48
typedef struct
{
  double _opaque_prob[100];
} glp_prob;
#else
class glp_prob;
#endif
#endif
 
namespace OpenMS
{
 
  class OPENMS_DLLAPI LPWrapper
  {
public:
    struct SolverParam
    {
      SolverParam() :
        message_level(3), branching_tech(4), backtrack_tech(3),
        preprocessing_tech(2), enable_feas_pump_heuristic(true), enable_gmi_cuts(true),
        enable_mir_cuts(true), enable_cov_cuts(true), enable_clq_cuts(true), mip_gap(0.0),
        time_limit((std::numeric_limits<Int>::max)()), output_freq(5000), output_delay(10000), enable_presolve(true),
        enable_binarization(true)
      {
      }
 
      Int message_level;
      Int branching_tech;
      Int backtrack_tech;
      Int preprocessing_tech;
      bool enable_feas_pump_heuristic;
      bool enable_gmi_cuts;
      bool enable_mir_cuts;
      bool enable_cov_cuts;
      bool enable_clq_cuts;
      double mip_gap;
      Int time_limit;
      Int output_freq;
      Int output_delay;
      bool enable_presolve;
      bool enable_binarization; 
    };
 
    enum Type
    {
      UNBOUNDED = 1,
      LOWER_BOUND_ONLY,
      UPPER_BOUND_ONLY,
      DOUBLE_BOUNDED,
      FIXED
    };
 
    enum VariableType
    {
      CONTINUOUS = 1,
      INTEGER,
      BINARY
    };
 
    enum Sense
    {
      MIN = 1,
      MAX
    };
 
    enum WriteFormat
    {
      FORMAT_LP = 0,
      FORMAT_MPS,
      FORMAT_GLPK
    };
 
    enum SOLVER
    {
      SOLVER_GLPK = 0
#if COINOR_SOLVER == 1
      , SOLVER_COINOR
#endif
    };
 
    enum SolverStatus
    {
      UNDEFINED = 1,
      OPTIMAL = 5,
      FEASIBLE = 2,
      NO_FEASIBLE_SOL = 4
    };
 
    LPWrapper();
    virtual ~LPWrapper();
 
    // problem creation/manipulation
    Int addRow(const std::vector<Int>& row_indices, const std::vector<double>& row_values, const String& name);
    Int addColumn();
    Int addColumn(const std::vector<Int>& column_indices, const std::vector<double>& column_values, const String& name);
 
    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);
 
    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);
 
    void deleteRow(Int index);
    void setColumnName(Int index, const String& name);
    String getColumnName(Int index);
    String getRowName(Int index);
    Int getRowIndex(const String& name);
    Int getColumnIndex(const String& name);
    double getColumnUpperBound(Int index);
    double getColumnLowerBound(Int index);
    double getRowUpperBound(Int index);
    double getRowLowerBound(Int index);
    void setRowName(Int index, const String& name);
 
    void setColumnBounds(Int index, double lower_bound, double upper_bound, Type type);
 
    void setRowBounds(Int index, double lower_bound, double upper_bound, Type type);
 
    void setColumnType(Int index, VariableType type);
 
    VariableType getColumnType(Int index);
 
    void setObjective(Int index, double obj_value);
    double getObjective(Int index);
 
    void setObjectiveSense(Sense sense);
    Sense getObjectiveSense();
 
    Int getNumberOfColumns();
    Int getNumberOfRows();
 
    void setElement(Int row_index, Int column_index, double value);
    double getElement(Int row_index, Int column_index);
 
    // problem reading/writing
    void readProblem(const String& filename, const String& format);
 
    void writeProblem(const String& filename, const WriteFormat format) const;
 
    Int solve(SolverParam& solver_param, const Size verbose_level = 0);
 
    SolverStatus getStatus();
 
    // solution access
    double getObjectiveValue();
    double getColumnValue(Int index);
 
    Int getNumberOfNonZeroEntriesInRow(Int idx);
    void getMatrixRow(Int idx, std::vector<Int>& indexes);
 
    void setSolver(const SOLVER s);
 
    SOLVER getSolver() const;
 
protected:
#if COINOR_SOLVER == 1
    CoinModel * model_ = nullptr;
    std::vector<double> solution_;
#endif
 
    glp_prob * lp_problem_ = nullptr;
 
    SOLVER solver_;
 
 
  }; // class
 
} // namespace