Add option to disable dual reductions for Clp via C Interface (#630)

* Add option to disable dual reductions for Clp

* add missing argument in Cbc_solve initialization

* change how we pass the reduction flag

- add a method for disabling dual reductions to Cbc_Model
- Remove reduction type argument from Cbc_solve and Cbc_solveLinearProgram
- Change logic in Cbc_solveLinearProgram to depend on the value of the red_type parameter in Cbc_Model

* Change function name to Cbc_setDualReductionsType

- Add getter function

* Add simple test for LP dual reduction type

src/Cbc_C_Interface.cpp

@@ -261,6 +261,7 @@ struct Cbc_Model {
   // parameters
   enum LPMethod lp_method;
   enum DualPivot dualp;
+  enum LPReductions red_type = LPR_Default;
 
   // lazy constraints
   CglStored *lazyConstrs;
@@ -1763,7 +1764,7 @@ static void Cbc_addAllSOS( Cbc_Model *model, CbcModel &cbcModel );
 static void Cbc_addMS( Cbc_Model *model, CbcModel &cbcModel  );
 
 int CBC_LINKAGE
-Cbc_solveLinearProgram(Cbc_Model *model) 
+Cbc_solveLinearProgram(Cbc_Model *model)
 {
   Cbc_flush( model );
   OsiClpSolverInterface *solver = model->solver_;
@@ -1909,6 +1910,10 @@ Cbc_solveLinearProgram(Cbc_Model *model)
 
   /* for integer or linear optimization starting with LP relaxation */
   ClpSolve clpOptions;
+  if (model->red_type == LPR_NoDualReds){
+    // set special option in Clp to disable dual reductions
+    clpOptions.setSpecialOption(5, 1);
+  }
   char methodName[256] = "";
   switch (model->lp_method) {
     case LPM_Auto:
@@ -4745,6 +4750,21 @@ Cbc_setLPmethod(Cbc_Model *model, enum LPMethod lpm ) {
   model->lp_method = lpm;
 }
 
+/** gets the dual reductions to be used when solving the LP
+ */
+double CBC_LINKAGE
+Cbc_getDualReductionsType(Cbc_Model *model){
+  return model->red_type;
+}
+
+/** sets the dual reductions to be used when solving the LP
+ */
+
+void CBC_LINKAGE
+Cbc_setDualReductionsType(Cbc_Model *model, enum LPReductions red) {
+  model->red_type = red;
+}
+
 
 void * CBC_LINKAGE
 Cbc_getSolverPtr(Cbc_Model *model) {

src/Cbc_C_Interface.h

@@ -53,6 +53,13 @@ enum LPMethod {
   LPM_BarrierNoCross = 4   /*! Barrier algorithm, not to be followed by crossover */
 };
 
+/*! Whether specific presolve reductions should be disabled
+ * */
+enum LPReductions {
+  LPR_Default = 0, /*! Solver will use default presolve transformations */
+  LPR_NoDualReds = 1 /*! Dual reduction transformation will be disabled */
+};
+
 /*! Selects the pivot selection strategy to be used
  * in the dual simplex algorithm.
  * */
@@ -1079,6 +1086,18 @@ Cbc_setCutoff(Cbc_Model *model, double cutoff);
 CBCLIB_EXPORT void CBC_LINKAGE
 Cbc_setLPmethod(Cbc_Model *model, enum LPMethod lpm );
 
+/**
+ * gets type of dual reductions to use when solving the LP
+*/
+CBCLIB_EXPORT double CBC_LINKAGE
+Cbc_getDualReductionsType(Cbc_Model *model);
+
+/**
+ * sets whether not to use dual reductions when solving the LP
+*/
+CBCLIB_EXPORT void CBC_LINKAGE
+Cbc_setDualReductionsType(Cbc_Model *model, enum LPReductions red);
+
 /** Returns a pointer to the OsiClpSolverInterface object 
  * containing the problem
  */
@@ -1153,18 +1172,19 @@ CBCLIB_EXPORT int CBC_LINKAGE
 Cbc_solve(Cbc_Model *model);
 
 /** @brief Solves only the linear programming relaxation
-  *
-  * @param model problem object
-  * @return execution status
-  *   0  optimal 
-  *   1  incomplete search (stopped on time, iterations)
-  *   2  infeasible
-  *   3  unbounded
-  **/
+ *
+ * @param model problem object
+ * @return execution status
+ *   0  optimal
+ *   1  incomplete search (stopped on time, iterations)
+ *   2  infeasible
+ *   3  unbounded
+ **/
 CBCLIB_EXPORT int CBC_LINKAGE
 Cbc_solveLinearProgram(Cbc_Model *model);
 
 
+
 /** @brief This is a pre-processing that tries to 
  * strengthen set packing constraints. Dominated constraints are 
  * removed. */

test/CInterfaceTest.c

@@ -1083,6 +1083,96 @@ void testTSPUlysses22( char lazy ) {
     Cbc_deleteModel(m);
 }
 
+void testDualReductionsType( enum LPReductions red ){
+    Cbc_Model *model = Cbc_newModel();
+
+    /* Simple knapsack problem
+       Maximize  5x[1] + 3x[2] + 2x[3] + 7x[4] + 4x[5]
+       s.t.      2x[1] + 8x[2] + 4x[3] + 2x[4] + 5x[5] <= 10
+       All x binary
+       */
+
+    CoinBigIndex start[] = {0, 1, 2, 3, 4, 5, 6};
+    int rowindex[] = {0, 0, 0, 0, 0};
+    double value[] = {2, 8, 4, 2, 5};
+    double collb[] = {0,0,0,0,0};
+    double colub[] = {1,1,1,1,1};
+    double obj[] = {5, 3, 2, 7, 4};
+    double feasible[] = {1,1,0,0,0};
+    double rowlb[] = {-INFINITY};
+    double rowub[] = {10};
+    const double *sol;
+    const char* setname = "test model";
+    char *getname = malloc(20);
+    int i;
+
+    printf("Interface reports Cbc version %s\n", Cbc_getVersion());
+
+    Cbc_loadProblem(model, 5, 1, start, rowindex, value, collb, colub, obj, rowlb, rowub);
+
+    Cbc_setColName(model, 2, "var2");
+    Cbc_setRowName(model, 0, "constr0");
+
+
+    assert(Cbc_getNumCols(model) == 5);
+    assert(Cbc_getNumRows(model) == 1);
+
+    for (i = 0; i < 5; i++) {
+        Cbc_setInteger(model, i);
+        assert(Cbc_isInteger(model,i));
+    }
+
+    Cbc_setObjSense(model, -1);
+    assert(Cbc_getObjSense(model) == -1);
+
+    Cbc_setProblemName(model, setname);
+
+    Cbc_registerCallBack(model, test_callback);
+
+    Cbc_setInitialSolution(model, feasible);
+
+    Cbc_setDualReductionsType(model, red);
+
+    assert(Cbc_getDualReductionsType(model) == red);
+
+    Cbc_solve(model);
+
+    assert(Cbc_isProvenOptimal(model));
+    assert(!Cbc_isAbandoned(model));
+    assert(!Cbc_isProvenInfeasible(model));
+    assert(!Cbc_isContinuousUnbounded(model));
+    assert(!Cbc_isNodeLimitReached(model));
+    assert(!Cbc_isSecondsLimitReached(model));
+    assert(!Cbc_isSolutionLimitReached(model));
+    assert(fabs(Cbc_getObjValue(model)- (16.0)) < 1e-6);
+    assert(fabs(Cbc_getBestPossibleObjValue(model)- 16.0) < 1e-6);
+
+    assert(callback_called == 1);
+
+    sol = Cbc_getColSolution(model);
+
+    assert(fabs(sol[0] - 1.0) < 1e-6);
+    assert(fabs(sol[1] - 0.0) < 1e-6);
+    assert(fabs(sol[2] - 0.0) < 1e-6);
+    assert(fabs(sol[3] - 1.0) < 1e-6);
+    assert(fabs(sol[4] - 1.0) < 1e-6);
+
+    Cbc_problemName(model, 20, getname);
+    i = strcmp(getname,setname);
+    assert( (i == 0) );
+
+    Cbc_getColName(model, 2, getname, 20);
+    i = strcmp(getname, "var2");
+    assert( (i == 0) );
+    Cbc_getRowName(model, 0, getname, 20);
+    i = strcmp(getname, "constr0");
+    assert( (i == 0) );
+    assert( Cbc_maxNameLength(model) >= 7 );
+
+    Cbc_deleteModel(model);
+    free(getname);
+}
+
 int main() {
     printf("\nStarting C Interface test.\n\n");
     char buildInfo[1024];
@@ -1115,5 +1205,9 @@ int main() {
     testTSPUlysses22( 1 );
     testTSPUlysses22( 0 );
 
+    printf("Dual reduction type test\n");
+    testDualReductionsType(LPR_Default);
+    testDualReductionsType(LPR_NoDualReds);
+
     return 0;
 }