Useful constructor added.

Author: aykutbulut

src/OsiMosekSolverInterface.cpp

@@ -65,6 +65,31 @@ OsiMosekSolverInterface::OsiMosekSolverInterface(const OsiMosekSolverInterface &
   checkMSKerror(res, "MSK_putintparam", "OsiMosekSolverInterface");
 }
 
+// copy constructor
+OsiMosekSolverInterface::OsiMosekSolverInterface(const OsiConicSolverInterface * other):
+  OsiSolverInterface(*other){
+  MSKrescodee res;
+  MSKtask_t task = getLpPtr();
+  // set number of threads to 1
+  res = MSK_putintparam(task, MSK_IPAR_NUM_THREADS, 1);
+  checkMSKerror(res, "MSK_putintparam", "OsiMosekSolverInterface");
+  // ignore integrality constraints
+  res = MSK_putintparam(task, MSK_IPAR_MIO_MODE, MSK_MIO_MODE_IGNORED);
+  checkMSKerror(res, "MSK_putintparam", "OsiMosekSolverInterface");
+  // set optimizer to conic
+  res = MSK_putintparam (task, MSK_IPAR_OPTIMIZER,  MSK_OPTIMIZER_CONIC);
+  checkMSKerror(res, "MSK_putintparam", "OsiMosekSolverInterface");
+  // add conic constraints
+  for (int i=0; i<other->getNumCones(); ++i) {
+    OsiLorentzConeType type;
+    int size;
+    int * members = 0;
+    other->getConicConstraint(i, type, size, members);
+    addConicConstraint(type, size, members);
+    delete[] members;
+  }
+}
+
 // copy assignment operator
 OsiMosekSolverInterface & OsiMosekSolverInterface::operator=(const OsiMosekSolverInterface & rhs) {
   // copy rhs to this

src/OsiMosekSolverInterface.hpp

@@ -6,32 +6,34 @@
 #include <CoinPackedMatrix.hpp>
 
 class OsiMosekSolverInterface: virtual public OsiConicSolverInterface,
-			       virtual public OsiMskSolverInterface {
+                               virtual public OsiMskSolverInterface {
   OsiLorentzConeType getLorentzConeType(int i) const;
 public:
   // default constructor
   OsiMosekSolverInterface();
   // copy constructor
   OsiMosekSolverInterface(const OsiMosekSolverInterface & other);
+  // copy constructor
+  OsiMosekSolverInterface(const OsiConicSolverInterface * other);
   // copy assignment operator
   OsiMosekSolverInterface & operator=(const OsiMosekSolverInterface & rhs);
   virtual ~OsiMosekSolverInterface();
   // get conic constraints
   virtual void getConicConstraint(int index, OsiLorentzConeType & type,
-				  int & numMembers,
-				  int *& members) const;
+                                  int & numMembers,
+                                  int *& members) const;
   // add conic constraints
   // add conic constraint in lorentz cone form
   virtual void addConicConstraint(OsiLorentzConeType type,
-				  int numMembers,
-				  const int * members);
+                                  int numMembers,
+                                  const int * members);
   // add conic constraint in |Ax-b| <= dx-h form
   virtual void addConicConstraint(CoinPackedMatrix const * A, CoinPackedVector const * b,
-				  CoinPackedVector const * d, double h);
+                                  CoinPackedVector const * d, double h);
   virtual void removeConicConstraint(int index);
   virtual void modifyConicConstraint(int index, OsiLorentzConeType type,
-				     int numMembers,
-				     const int * members);
+                                     int numMembers,
+                                     const int * members);
   virtual int getNumCones() const;
   virtual int getConeSize(int i) const;
   virtual OsiConeType getConeType(int i) const;
@@ -41,7 +43,7 @@ class OsiMosekSolverInterface: virtual public OsiConicSolverInterface,
   virtual OsiConicSolverInterface * clone(bool copyData=true) const;
   virtual int readMps(const char * filename, const char * extension="mps");
   virtual void writeMps (const char *filename, const char *extension="mps",
-			 double objSense=0.0) const;
+                         double objSense=0.0) const;
   // hot start methods
   // over-write linear mosek solver interface functions
   virtual void markHotStart();
@@ -71,4 +73,3 @@ class OsiMosekSolverInterface: virtual public OsiConicSolverInterface,
 };
 
 #endif
-