added missing files, examples and Conic Cgl source files.

.gitignore

@@ -4,7 +4,6 @@
 /compile
 /stamp-h1
 
-*.mps
 *.o
 *.gz
 *.int
@@ -45,3 +44,4 @@
 /Data/*
 /ThirdParty/*
 /Cgl/*
+/Cola/*

examples/Makefile.in

@@ -0,0 +1,134 @@
+# Copyright (C) 2015 Lehigh University.
+# All Rights Reserved.
+# This file is distributed under the Eclipse Public License.
+
+# Author: Aykut Bulut, [email protected], 06/19/2015
+
+##########################################################################
+#    You can modify this example makefile to fit for your own program.   #
+#    Usually, you only need to change the five CHANGEME entries below.   #
+##########################################################################
+
+# To compile other examples, either changed the following line, or
+# add the argument DRIVER=problem_name to make
+DRIVER = gd1
+
+# CHANGEME: This should be the name of your executable
+EXE = $(DRIVER)@EXEEXT@
+
+# CHANGEME: Here is the name of all object files corresponding to the source
+#           code that you wrote in order to define the problem statement
+OBJS =  $(DRIVER).@OBJEXT@
+
+# CHANGEME: Additional libraries
+ADDLIBS =
+
+# CHANGEME: Additional flags for compilation (e.g., include flags)
+ADDINCFLAGS =
+
+# CHANGEME: Directory to the sources for the (example) problem definition
+# files
+SRCDIR = @srcdir@
+VPATH = @srcdir@
+
+##########################################################################
+#  Usually, you don't have to change anything below.  Note that if you   #
+#  change certain compiler options, you might have to recompile the      #
+#  COIN package.                                                         #
+##########################################################################
+
+COIN_HAS_PKGCONFIG = @COIN_HAS_PKGCONFIG_TRUE@TRUE
+COIN_CXX_IS_CL = @COIN_CXX_IS_CL_TRUE@TRUE
+COIN_HAS_SAMPLE = @COIN_HAS_SAMPLE_TRUE@TRUE
+COIN_HAS_NETLIB = @COIN_HAS_NETLIB_TRUE@TRUE
+
+# C++ Compiler command
+CXX = @CXX@
+
+# C++ Compiler options
+CXXFLAGS = @CXXFLAGS@
+
+# additional C++ Compiler options for linking
+CXXLINKFLAGS = @RPATH_FLAGS@
+
+# C Compiler command
+CC = @CC@
+
+# C Compiler options
+CFLAGS = @CFLAGS@
+
+# Sample data directory
+ifeq ($(COIN_HAS_SAMPLE), TRUE)
+  ifeq ($(COIN_HAS_PKGCONFIG), TRUE)
+    CXXFLAGS += -DSAMPLEDIR=\"`PKG_CONFIG_PATH=@COIN_PKG_CONFIG_PATH@ @PKG_CONFIG@ --variable=datadir coindatasample`\"
+      CFLAGS += -DSAMPLEDIR=\"`PKG_CONFIG_PATH=@COIN_PKG_CONFIG_PATH@ @PKG_CONFIG@ --variable=datadir coindatasample`\"
+  else
+    CXXFLAGS += -DSAMPLEDIR=\"@SAMPLE_DATA_INSTALLED@\"
+      CFLAGS += -DSAMPLEDIR=\"@SAMPLE_DATA_INSTALLED@\"
+  endif
+endif
+
+# Netlib data directory
+ifeq ($(COIN_HAS_NETLIB), TRUE)
+  ifeq ($(COIN_HAS_PKGCONFIG), TRUE)
+    CXXFLAGS += -DNETLIBDIR=\"`PKG_CONFIG_PATH=@COIN_PKG_CONFIG_PATH@ @PKG_CONFIG@ --variable=datadir coindatanetlib`\"
+      CFLAGS += -DNETLIBDIR=\"`PKG_CONFIG_PATH=@COIN_PKG_CONFIG_PATH@ @PKG_CONFIG@ --variable=datadir coindatanetlib`\"
+  else
+    CXXFLAGS += -DNETLIBDIR=\"@NETLIB_DATA_INSTALLED@\"
+      CFLAGS += -DNETLIBDIR=\"@NETLIB_DATA_INSTALLED@\"
+  endif
+endif
+
+# Include directories (we use the CYGPATH_W variables to allow compilation with Windows compilers)
+ifeq ($(COIN_HAS_PKGCONFIG), TRUE)
+  INCL = `PKG_CONFIG_PATH=@COIN_PKG_CONFIG_PATH@ @PKG_CONFIG@ --cflags cglconic`
+else
+  INCL = @CGLCONICLIB_CFLAGS_INSTALLED@
+endif
+INCL += $(ADDINCFLAGS)
+
+# Linker flags
+ifeq ($(COIN_HAS_PKGCONFIG), TRUE)
+  LIBS = `PKG_CONFIG_PATH=@COIN_PKG_CONFIG_PATH@ @PKG_CONFIG@ --libs cglconic`
+else
+  ifeq ($(COIN_CXX_IS_CL), TRUE)
+    LIBS = -link -libpath:`$(CYGPATH_W) @abs_lib_dir@` libCglConic.lib @CGLCONICLIB_LIBS_INSTALLED@
+  else
+    LIBS = -L@abs_lib_dir@ -lCglConic @CGLCONICLIB_LIBS_INSTALLED@
+  endif
+endif
+
+# The following is necessary under cygwin, if native compilers are used
+CYGPATH_W = @CYGPATH_W@
+
+# Here we list all possible generated objects or executables to delete them
+CLEANFILES = \
+	gd1.@OBJEXT@ bental@EXEEXT@ \
+	milp_cuts.@OBJEXT@ canonical@EXEEXT@ \
+	mir.@OBJEXT@ gd1@EXEEXT@
+
+all: $(EXE)
+
+.SUFFIXES: .cpp .c .o .obj
+
+$(EXE): $(OBJS)
+	bla=;\
+	for file in $(OBJS); do bla="$$bla `$(CYGPATH_W) $$file`"; done; \
+	$(CXX) $(CXXLINKFLAGS) $(CXXFLAGS) -o $@ $$bla $(LIBS) $(ADDLIBS)
+
+clean:
+	rm -rf $(CLEANFILES)
+
+.cpp.o:
+	$(CXX) $(CXXFLAGS) $(INCL) -c -o $@ `test -f '$<' || echo '$(SRCDIR)/'`$<
+
+
+.cpp.obj:
+	$(CXX) $(CXXFLAGS) $(INCL) -c -o $@ `if test -f '$<'; then $(CYGPATH_W) '$<'; else $(CYGPATH_W) '$(SRCDIR)/$<'; fi`
+
+.c.o:
+	$(CC) $(CFLAGS) $(INCL) -c -o $@ `test -f '$<' || echo '$(SRCDIR)/'`$<
+
+
+.c.obj:
+	$(CC) $(CFLAGS) $(INCL) -c -o $@ `if test -f '$<'; then $(CYGPATH_W) '$<'; else $(CYGPATH_W) '$(SRCDIR)/$<'; fi`

examples/ex1.mps

@@ -0,0 +1,33 @@
+NAME
+* Example from Julio's thesis section 4.2
+OBJSENSE
+    MIN
+ROWS
+ N  obj
+ E  c1
+COLUMNS
+    x1        obj       3
+    x1        c1        9
+    x2        obj       2
+    x2        c1        1
+    x3        obj       2
+    x3        c1        1
+    MARK0001  'MARKER'                 'INTORG'
+    x4        obj       1
+    x4        c1        1
+    MARK0001  'MARKER'                 'INTEND'
+
+RHS
+    rhs       c1        10
+RANGES
+BOUNDS
+ FR bound     x1
+ FR bound     x2
+ FR bound     x3
+ FR bound     x4
+CSECTION      k1        0              QUAD
+    x1
+    x2
+    x3
+    x4
+ENDATA

examples/gd1.cpp

@@ -0,0 +1,95 @@
+//-----------------------------------------------------
+// Simple example usage of the cut generation library.
+//
+// This sample program adds general disjunction cuts from
+// Belotti et al. and resolves the relaxation problem to see
+// whether the bound is improved.
+//
+// usage:
+//   solve_with_gd1 mpsFileName
+// example:
+//   solve_with_mir ../../Data/Sample/p0033
+//-----------------------------------------------------
+
+// STDLIB headers
+#include <cassert>
+#include <iostream>
+#include <string>
+#include <cassert>
+// CoinUtils headers
+#include <CoinError.hpp>
+#include <CoinWarmStartBasis.hpp>
+// OSI headers
+#include <OsiCuts.hpp>
+// OSICONIC header
+#include <OsiConicSolverInterface.hpp>
+// #include <OsiMosekSolverInterface.hpp>
+#include <OsiConicCuts.hpp>
+// COLA headers
+#include <ColaModel.hpp>
+// CGL headers
+// #include "CglKnapsackCover.hpp"
+// #include "CglSimpleRounding.hpp"
+// #include "CglGMI.hpp"
+// #include "CglGomory.hpp"
+// #include "CglMixedIntegerRounding.hpp"
+// #include "CglMixedIntegerRounding2.hpp"
+// Conic CGL headers
+#include "CglConicGD1.hpp"
+
+using std::cerr;
+using std::cout;
+using std::endl;
+using std::string;
+
+int main(int argc, const char *argv[]) {
+  // If no parms specified then use these
+  string mpsFileName = argv[1];
+  try {
+    // Instantiate a specific solver interface
+    OsiConicSolverInterface * si = new ColaModel();
+    // OsiConicSolverInterface * si = new OsiMosekSolverInterface();
+    // Read file describing problem
+    si->readMps(mpsFileName.c_str(),"mps");
+    // Solve continuous problem
+    si->initialSolve();
+    // Save the orig socp relaxation value for
+    // comparisons later
+    double origSocpObj = si->getObjValue();
+    // Instantiate cut generator
+    CglConicGD1 cg(si);
+    bool equalObj;
+    CoinRelFltEq eq(0.0001);
+    int num_cut = 0;
+    double obj;
+    //---------------------------------------------------
+    // Keep applying cuts until no more cuts are generated
+    //---------------------------------------------------
+    do {
+      // Get current solution value
+      obj = si->getObjValue();
+      // Generate and apply cuts
+      cg.generateAndAddCuts(*si);
+      si->writeMps("after_cut");
+      si->resolve();
+      equalObj = eq(si->getObjValue(), obj);
+    } while (!equalObj);
+    // double const * sol = si->getColSolution();
+    // Print total number of cuts applied,
+    // and total improvement in the SOCP objective value
+    cout <<endl <<endl;
+    cout << "----------------------------------------------------------"
+         <<endl;
+    cout << "Cut generation phase completed:" <<endl;
+    cout << "   " << cg.getNumCutsAdded() << " many cuts added." << endl;
+    cout << "   changing the SOCP objective value from " << origSocpObj
+         << " to " << si->getObjValue() <<endl;
+    cout << "----------------------------------------------------------"
+         <<endl;
+    cout <<endl <<endl;
+  }
+  catch (CoinError e) {
+    cout << e.className() << "::" << e.methodName() << " - " << e.message() << endl;
+  }
+  return 0;
+}