LPWrapper.h

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// Copyright (c) 2002-present, OpenMS Inc. -- EKU Tuebingen, ETH Zurich, and FU Berlin
// SPDX-License-Identifier: BSD-3-Clause
//
// --------------------------------------------------------------------------
// $Maintainer: Timo Sachsenberg $
// $Authors: Alexandra Zerck $
// --------------------------------------------------------------------------
 
#pragma once
 
#include <OpenMS/DATASTRUCTURES/StringUtils.h> // for String
 
#include <OpenMS/CONCEPT/Types.h>
#include <OpenMS/OpenMSConfig.h>
#include <OpenMS/config.h>
 
#include <cstdint>
#include <limits>
#include <memory>
 
// 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;
 
// Forward declare HiGHS
class Highs;
 
// if GLPK was found:
#if !defined(OPENMS_HAS_COINOR) && !defined(OPENMS_HAS_HIGHS)
  #ifndef GLP_PROB_DEFINED
    #define GLP_PROB_DEFINED
    // depending on the glpk version
    // define glp_prob as forward or struct
    #if OPENMS_GLPK_VERSION_MAJOR == 4 && OPENMS_GLPK_VERSION_MINOR < 48
    typedef struct
    {
      double _opaque_prob[100];
    } glp_prob;
    #else
    class glp_prob;
    #endif
  #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     
#ifdef OPENMS_HAS_COINOR
      , SOLVER_COINOR     
#endif
#ifdef OPENMS_HAS_HIGHS
      , SOLVER_HIGHS      
#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 std::string& name);
    
    Int addColumn();
    
    Int addColumn(const std::vector<Int>& column_indices, const std::vector<double>& column_values, const std::string& name);
 
    Int addRow(const std::vector<Int>& row_indices, const std::vector<double>& row_values,
               const std::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 std::string& name, double lower_bound, double upper_bound, Type type);
 
    void deleteRow(Int index);
    
    void setColumnName(Int index, const std::string& name);
    
    std::string getColumnName(Int index);
    
    std::string getRowName(Int index);
    
    Int getRowIndex(const std::string& name);
    
    Int getColumnIndex(const std::string& name);
    
    double getColumnUpperBound(Int index);
    
    double getColumnLowerBound(Int index);
    
    double getRowUpperBound(Int index);
    
    double getRowLowerBound(Int index);
    
    void setRowName(Int index, const std::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 std::string& filename, const std::string& format);
 
    void writeProblem(const std::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);
 
    SOLVER getSolver() const;
 
protected:
#ifdef OPENMS_HAS_COINOR
    CoinModel * model_ = nullptr;      
    std::vector<double> solution_;     
    SolverStatus solver_status_ = UNDEFINED; 
#elif defined(OPENMS_HAS_HIGHS)
    std::unique_ptr<Highs> highs_;     
    std::vector<double> solution_;     
    mutable std::vector<uint8_t> staged_integrality_;
    void flushIntegrality_() const;
#else
    glp_prob * lp_problem_ = nullptr;  
#endif
 
    SOLVER solver_;                    
 
 
  }; // class
 
} // namespace