[1387] | 1 | // Copyright (C) 2007, International Business Machines |
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| 2 | // Corporation and others. All Rights Reserved. |
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[1573] | 3 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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| 4 | |
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[1387] | 5 | /* $Id: CbcLinkedUtils.cpp 1885 2013-04-06 18:03:19Z stefan $ */ |
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| 6 | |
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| 7 | /*! \file CbcAugmentClpSimplex.cpp |
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| 8 | \brief Hooks to Ampl (for CbcLinked) |
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| 9 | |
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| 10 | This code is a condensation of ClpAmplStuff.cpp, renamed to better |
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| 11 | reflect its current place in cbc. |
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| 12 | |
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| 13 | The code here had ties to NEW_STYLE_SOLVER code. During the 091209 Watson |
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| 14 | meeting, NEW_STYLE_SOLVER code was eliminated. The code here was condensed |
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| 15 | from ClpAmplStuff.cpp. The hook into CbcLinked is loadNonLinear. Once you |
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| 16 | bring that in, all the rest follows. Still, we're down about 400 lines of |
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| 17 | code. In the process, it appears that ClpAmplObjective.cpp was never needed |
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| 18 | here; the code was hooked into ClpAmplStuff.cpp. --lh, 091209 -- |
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| 19 | */ |
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| 20 | |
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| 21 | #include "ClpConfig.h" |
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| 22 | #include "CbcConfig.h" |
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| 23 | #ifdef COIN_HAS_ASL |
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| 24 | #include "CoinPragma.hpp" |
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| 25 | #include "CoinHelperFunctions.hpp" |
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| 26 | #include "CoinIndexedVector.hpp" |
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| 27 | #include "ClpFactorization.hpp" |
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| 28 | #include "ClpSimplex.hpp" |
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| 29 | #include "ClpAmplObjective.hpp" |
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| 30 | #include "ClpConstraintAmpl.hpp" |
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| 31 | #include "ClpMessage.hpp" |
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| 32 | #include "CoinUtilsConfig.h" |
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| 33 | #include "CoinHelperFunctions.hpp" |
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| 34 | #include "CoinWarmStartBasis.hpp" |
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| 35 | #include "OsiSolverInterface.hpp" |
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| 36 | #include "Cbc_ampl.h" |
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| 37 | #include "CoinTime.hpp" |
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| 38 | #include "CglStored.hpp" |
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| 39 | #include "CoinModel.hpp" |
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| 40 | #include "CbcLinked.hpp" |
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| 41 | |
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| 42 | extern "C" { |
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| 43 | //# include "getstub.h" |
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| 44 | # include "asl_pfgh.h" |
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| 45 | } |
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| 46 | |
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| 47 | // stolen from IPopt with changes |
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| 48 | typedef struct { |
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| 49 | double obj_sign_; |
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| 50 | ASL_pfgh * asl_; |
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| 51 | double * non_const_x_; |
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| 52 | int * column_; // for jacobian |
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| 53 | int * rowStart_; |
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| 54 | double * gradient_; |
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| 55 | double * constraintValues_; |
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| 56 | int nz_h_full_; // number of nonzeros in hessian |
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| 57 | int nerror_; |
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| 58 | bool objval_called_with_current_x_; |
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| 59 | bool conval_called_with_current_x_; |
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| 60 | bool jacval_called_with_current_x_; |
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| 61 | } CbcAmplInfo; |
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| 62 | |
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| 63 | //############################################################################# |
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| 64 | // Constructors / Destructor / Assignment |
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| 65 | //############################################################################# |
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| 66 | |
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| 67 | //------------------------------------------------------------------- |
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| 68 | // Default Constructor |
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| 69 | //------------------------------------------------------------------- |
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| 70 | ClpAmplObjective::ClpAmplObjective () |
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| 71 | : ClpObjective() |
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| 72 | { |
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| 73 | type_ = 12; |
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| 74 | objective_ = NULL; |
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| 75 | amplObjective_ = NULL; |
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| 76 | gradient_ = NULL; |
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| 77 | offset_ = 0.0; |
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| 78 | } |
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| 79 | |
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| 80 | bool get_constraints_linearity(void * amplInfo, int n, |
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| 81 | int * const_types) |
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| 82 | { |
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| 83 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; |
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| 84 | ASL_pfgh* asl = info->asl_; |
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| 85 | //check that n is good |
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| 86 | assert(n == n_con); |
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| 87 | // check that there are no network constraints |
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| 88 | assert(nlnc == 0 && lnc == 0); |
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| 89 | //the first nlc constraints are non linear the rest is linear |
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| 90 | int i; |
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| 91 | for (i = 0; i < nlc; i++) { |
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| 92 | const_types[i] = 1; |
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| 93 | } |
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| 94 | // the rest is linear |
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| 95 | for (i = nlc; i < n_con; i++) |
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| 96 | const_types[i] = 0; |
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| 97 | return true; |
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| 98 | } |
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| 99 | static bool internal_objval(CbcAmplInfo * info , double & obj_val) |
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| 100 | { |
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| 101 | ASL_pfgh* asl = info->asl_; |
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| 102 | info->objval_called_with_current_x_ = false; // in case the call below fails |
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| 103 | |
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| 104 | if (n_obj == 0) { |
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| 105 | obj_val = 0; |
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| 106 | info->objval_called_with_current_x_ = true; |
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| 107 | return true; |
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| 108 | } else { |
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[1885] | 109 | double retval = objval(0, info->non_const_x_, (fint*)&info->nerror_); |
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[1387] | 110 | if (!info->nerror_) { |
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| 111 | obj_val = info->obj_sign_ * retval; |
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| 112 | info->objval_called_with_current_x_ = true; |
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| 113 | return true; |
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| 114 | } else { |
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| 115 | abort(); |
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| 116 | } |
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| 117 | } |
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| 118 | |
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| 119 | return false; |
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| 120 | } |
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| 121 | |
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| 122 | static bool internal_conval(CbcAmplInfo * info , double * g) |
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| 123 | { |
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| 124 | ASL_pfgh* asl = info->asl_; |
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| 125 | info->conval_called_with_current_x_ = false; // in case the call below fails |
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| 126 | assert (g); |
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| 127 | |
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[1885] | 128 | conval(info->non_const_x_, g, (fint*)&info->nerror_); |
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[1387] | 129 | |
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| 130 | if (!info->nerror_) { |
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| 131 | info->conval_called_with_current_x_ = true; |
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| 132 | return true; |
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| 133 | } else { |
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| 134 | abort(); |
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| 135 | } |
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| 136 | return false; |
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| 137 | } |
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| 138 | |
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| 139 | static bool apply_new_x(CbcAmplInfo * info , bool new_x, int n, const double * x) |
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| 140 | { |
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| 141 | ASL_pfgh* asl = info->asl_; |
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| 142 | |
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| 143 | if (new_x) { |
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| 144 | // update the flags so these methods are called |
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| 145 | // before evaluating the hessian |
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| 146 | info->conval_called_with_current_x_ = false; |
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| 147 | info->objval_called_with_current_x_ = false; |
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| 148 | info->jacval_called_with_current_x_ = false; |
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| 149 | |
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| 150 | //copy the data to the non_const_x_ |
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| 151 | if (!info->non_const_x_) { |
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| 152 | info->non_const_x_ = new double [n]; |
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| 153 | } |
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| 154 | |
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| 155 | for (int i = 0; i < n; i++) { |
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| 156 | info->non_const_x_[i] = x[i]; |
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| 157 | } |
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| 158 | |
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| 159 | // tell ampl that we have a new x |
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[1885] | 160 | xknowne(info->non_const_x_, (fint*)&info->nerror_); |
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[1387] | 161 | return info->nerror_ ? false : true; |
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| 162 | } |
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| 163 | |
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| 164 | return true; |
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| 165 | } |
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| 166 | |
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| 167 | static bool eval_f(void * amplInfo, int n, const double * x, bool new_x, double & obj_value) |
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| 168 | { |
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| 169 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; |
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| 170 | if (!apply_new_x(info, new_x, n, x)) { |
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| 171 | return false; |
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| 172 | } |
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| 173 | |
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| 174 | return internal_objval(info, obj_value); |
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| 175 | } |
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| 176 | |
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| 177 | static bool eval_grad_f(void * amplInfo, int n, const double * x, bool new_x, double * grad_f) |
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| 178 | { |
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| 179 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; |
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| 180 | ASL_pfgh* asl = info->asl_; |
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| 181 | if (!apply_new_x(info, new_x, n, x)) { |
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| 182 | return false; |
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| 183 | } |
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| 184 | int i; |
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| 185 | |
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| 186 | if (n_obj == 0) { |
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| 187 | for (i = 0; i < n; i++) { |
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| 188 | grad_f[i] = 0.; |
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| 189 | } |
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| 190 | } else { |
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[1885] | 191 | objgrd(0, info->non_const_x_, grad_f, (fint*)&info->nerror_); |
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[1387] | 192 | if (info->nerror_) { |
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| 193 | return false; |
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| 194 | } |
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| 195 | |
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| 196 | if (info->obj_sign_ == -1) { |
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| 197 | for (i = 0; i < n; i++) { |
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| 198 | grad_f[i] = -grad_f[i]; |
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| 199 | } |
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| 200 | } |
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| 201 | } |
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| 202 | return true; |
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| 203 | } |
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| 204 | |
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| 205 | static bool eval_g(void * amplInfo, int n, const double * x, bool new_x, double * g) |
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| 206 | { |
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| 207 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; |
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| 208 | #ifndef NDEBUG |
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| 209 | ASL_pfgh* asl = info->asl_; |
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| 210 | #endif |
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| 211 | // warning: n_var is a macro that assumes we have a variable called asl |
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| 212 | assert(n == n_var); |
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| 213 | |
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| 214 | if (!apply_new_x(info, new_x, n, x)) { |
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| 215 | return false; |
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| 216 | } |
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| 217 | |
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| 218 | return internal_conval(info, g); |
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| 219 | } |
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| 220 | |
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| 221 | static bool eval_jac_g(void * amplInfo, int n, const double * x, bool new_x, |
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| 222 | double * values) |
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| 223 | { |
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| 224 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; |
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| 225 | ASL_pfgh* asl = info->asl_; |
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| 226 | assert(n == n_var); |
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| 227 | |
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| 228 | assert (values); |
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| 229 | if (!apply_new_x(info, new_x, n, x)) { |
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| 230 | return false; |
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| 231 | } |
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| 232 | |
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[1885] | 233 | jacval(info->non_const_x_, values, (fint*)&info->nerror_); |
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[1387] | 234 | if (!info->nerror_) { |
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| 235 | return true; |
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| 236 | } else { |
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| 237 | abort(); |
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| 238 | } |
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| 239 | return false; |
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| 240 | } |
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| 241 | //------------------------------------------------------------------- |
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| 242 | // Useful Constructor |
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| 243 | //------------------------------------------------------------------- |
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| 244 | ClpAmplObjective::ClpAmplObjective (void * amplInfo) |
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| 245 | : ClpObjective() |
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| 246 | { |
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| 247 | type_ = 12; |
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| 248 | activated_ = 1; |
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| 249 | gradient_ = NULL; |
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| 250 | objective_ = NULL; |
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| 251 | offset_ = 0.0; |
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| 252 | amplObjective_ = amplInfo; |
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| 253 | } |
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| 254 | |
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| 255 | //------------------------------------------------------------------- |
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| 256 | // Copy constructor |
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| 257 | //------------------------------------------------------------------- |
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| 258 | ClpAmplObjective::ClpAmplObjective (const ClpAmplObjective & rhs) |
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| 259 | : ClpObjective(rhs) |
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| 260 | { |
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| 261 | amplObjective_ = rhs.amplObjective_; |
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| 262 | offset_ = rhs.offset_; |
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| 263 | type_ = rhs.type_; |
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| 264 | if (!amplObjective_) { |
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| 265 | objective_ = NULL; |
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| 266 | gradient_ = NULL; |
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| 267 | } else { |
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| 268 | CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; |
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| 269 | ASL_pfgh* asl = info->asl_; |
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| 270 | |
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| 271 | int numberColumns = n_var;; |
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| 272 | if (rhs.objective_) { |
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| 273 | objective_ = new double [numberColumns]; |
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| 274 | memcpy(objective_, rhs.objective_, numberColumns*sizeof(double)); |
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| 275 | } else { |
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| 276 | objective_ = NULL; |
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| 277 | } |
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| 278 | if (rhs.gradient_) { |
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| 279 | gradient_ = new double [numberColumns]; |
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| 280 | memcpy(gradient_, rhs.gradient_, numberColumns*sizeof(double)); |
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| 281 | } else { |
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| 282 | gradient_ = NULL; |
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| 283 | } |
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| 284 | } |
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| 285 | } |
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| 286 | |
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| 287 | |
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| 288 | //------------------------------------------------------------------- |
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| 289 | // Destructor |
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| 290 | //------------------------------------------------------------------- |
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| 291 | ClpAmplObjective::~ClpAmplObjective () |
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| 292 | { |
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| 293 | delete [] objective_; |
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| 294 | delete [] gradient_; |
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| 295 | } |
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| 296 | |
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| 297 | //---------------------------------------------------------------- |
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| 298 | // Assignment operator |
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| 299 | //------------------------------------------------------------------- |
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| 300 | ClpAmplObjective & |
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| 301 | ClpAmplObjective::operator=(const ClpAmplObjective & rhs) |
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| 302 | { |
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| 303 | if (this != &rhs) { |
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| 304 | delete [] objective_; |
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| 305 | delete [] gradient_; |
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| 306 | amplObjective_ = rhs.amplObjective_; |
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| 307 | offset_ = rhs.offset_; |
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| 308 | type_ = rhs.type_; |
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| 309 | if (!amplObjective_) { |
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| 310 | objective_ = NULL; |
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| 311 | gradient_ = NULL; |
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| 312 | } else { |
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| 313 | CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; |
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| 314 | ASL_pfgh* asl = info->asl_; |
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| 315 | |
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| 316 | int numberColumns = n_var;; |
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| 317 | if (rhs.objective_) { |
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| 318 | objective_ = new double [numberColumns]; |
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| 319 | memcpy(objective_, rhs.objective_, numberColumns*sizeof(double)); |
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| 320 | } else { |
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| 321 | objective_ = NULL; |
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| 322 | } |
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| 323 | if (rhs.gradient_) { |
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| 324 | gradient_ = new double [numberColumns]; |
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| 325 | memcpy(gradient_, rhs.gradient_, numberColumns*sizeof(double)); |
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| 326 | } else { |
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| 327 | gradient_ = NULL; |
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| 328 | } |
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| 329 | } |
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| 330 | } |
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| 331 | return *this; |
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| 332 | } |
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| 333 | |
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| 334 | // Returns gradient |
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| 335 | double * |
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| 336 | ClpAmplObjective::gradient(const ClpSimplex * model, |
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| 337 | const double * solution, double & offset, bool refresh, |
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| 338 | int includeLinear) |
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| 339 | { |
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| 340 | if (model) |
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| 341 | assert (model->optimizationDirection() == 1.0); |
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| 342 | bool scaling = false; |
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| 343 | if (model && (model->rowScale() || |
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| 344 | model->objectiveScale() != 1.0 || model->optimizationDirection() != 1.0)) |
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| 345 | scaling = true; |
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| 346 | const double * cost = NULL; |
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| 347 | if (model) |
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| 348 | cost = model->costRegion(); |
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| 349 | if (!cost) { |
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| 350 | // not in solve |
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| 351 | cost = objective_; |
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| 352 | scaling = false; |
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| 353 | } |
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| 354 | assert (!scaling); |
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| 355 | if (!amplObjective_ || !solution || !activated_) { |
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| 356 | offset = offset_; |
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| 357 | return objective_; |
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| 358 | } else { |
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| 359 | if (refresh || !gradient_) { |
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| 360 | CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; |
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| 361 | ASL_pfgh* asl = info->asl_; |
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| 362 | int numberColumns = n_var;; |
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| 363 | |
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| 364 | if (!gradient_) |
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| 365 | gradient_ = new double[numberColumns]; |
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| 366 | assert (solution); |
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| 367 | eval_grad_f(amplObjective_, numberColumns, solution, true, gradient_); |
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| 368 | // Is this best way? |
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| 369 | double objValue = 0.0; |
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| 370 | eval_f(amplObjective_, numberColumns, solution, false, objValue); |
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| 371 | double objValue2 = 0.0; |
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| 372 | for (int i = 0; i < numberColumns; i++) |
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| 373 | objValue2 += gradient_[i] * solution[i]; |
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| 374 | offset_ = objValue2 - objValue; // or other way??? |
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| 375 | if (model && model->optimizationDirection() != 1.0) { |
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| 376 | offset *= model->optimizationDirection(); |
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| 377 | for (int i = 0; i < numberColumns; i++) |
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| 378 | gradient_[i] *= -1.0; |
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| 379 | } |
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| 380 | } |
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| 381 | offset = offset_; |
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| 382 | return gradient_; |
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| 383 | } |
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| 384 | } |
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| 385 | |
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| 386 | //------------------------------------------------------------------- |
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| 387 | // Clone |
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| 388 | //------------------------------------------------------------------- |
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| 389 | ClpObjective * ClpAmplObjective::clone() const |
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| 390 | { |
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| 391 | return new ClpAmplObjective(*this); |
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| 392 | } |
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| 393 | // Resize objective |
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| 394 | void |
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| 395 | ClpAmplObjective::resize(int newNumberColumns) |
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| 396 | { |
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| 397 | CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; |
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| 398 | ASL_pfgh* asl = info->asl_; |
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| 399 | int numberColumns = n_var;; |
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| 400 | if (numberColumns != newNumberColumns) { |
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| 401 | abort(); |
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| 402 | } |
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| 403 | |
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| 404 | } |
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| 405 | // Delete columns in objective |
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| 406 | void |
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| 407 | ClpAmplObjective::deleteSome(int numberToDelete, const int * which) |
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| 408 | { |
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| 409 | if (numberToDelete) |
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| 410 | abort(); |
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| 411 | } |
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| 412 | /* Returns reduced gradient.Returns an offset (to be added to current one). |
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| 413 | */ |
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| 414 | double |
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| 415 | ClpAmplObjective::reducedGradient(ClpSimplex * model, double * region, |
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| 416 | bool useFeasibleCosts) |
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| 417 | { |
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| 418 | int numberRows = model->numberRows(); |
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| 419 | int numberColumns = model->numberColumns(); |
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| 420 | |
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| 421 | //work space |
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| 422 | CoinIndexedVector * workSpace = model->rowArray(0); |
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| 423 | |
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| 424 | CoinIndexedVector arrayVector; |
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| 425 | arrayVector.reserve(numberRows + 1); |
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| 426 | |
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| 427 | int iRow; |
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| 428 | #ifdef CLP_DEBUG |
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| 429 | workSpace->checkClear(); |
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| 430 | #endif |
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| 431 | double * array = arrayVector.denseVector(); |
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| 432 | int * index = arrayVector.getIndices(); |
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| 433 | int number = 0; |
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| 434 | const double * costNow = gradient(model, model->solutionRegion(), offset_, |
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| 435 | true, useFeasibleCosts ? 2 : 1); |
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| 436 | double * cost = model->costRegion(); |
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| 437 | const int * pivotVariable = model->pivotVariable(); |
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| 438 | for (iRow = 0; iRow < numberRows; iRow++) { |
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| 439 | int iPivot = pivotVariable[iRow]; |
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| 440 | double value; |
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| 441 | if (iPivot < numberColumns) |
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| 442 | value = costNow[iPivot]; |
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| 443 | else if (!useFeasibleCosts) |
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| 444 | value = cost[iPivot]; |
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| 445 | else |
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| 446 | value = 0.0; |
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| 447 | if (value) { |
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| 448 | array[iRow] = value; |
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| 449 | index[number++] = iRow; |
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| 450 | } |
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| 451 | } |
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| 452 | arrayVector.setNumElements(number); |
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| 453 | |
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| 454 | // Btran basic costs |
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| 455 | model->factorization()->updateColumnTranspose(workSpace, &arrayVector); |
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| 456 | double * work = workSpace->denseVector(); |
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| 457 | ClpFillN(work, numberRows, 0.0); |
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| 458 | // now look at dual solution |
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| 459 | double * rowReducedCost = region + numberColumns; |
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| 460 | double * dual = rowReducedCost; |
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| 461 | const double * rowCost = cost + numberColumns; |
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| 462 | for (iRow = 0; iRow < numberRows; iRow++) { |
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| 463 | dual[iRow] = array[iRow]; |
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| 464 | } |
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| 465 | double * dj = region; |
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| 466 | ClpDisjointCopyN(costNow, numberColumns, dj); |
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| 467 | |
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| 468 | model->transposeTimes(-1.0, dual, dj); |
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| 469 | for (iRow = 0; iRow < numberRows; iRow++) { |
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| 470 | // slack |
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| 471 | double value = dual[iRow]; |
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| 472 | value += rowCost[iRow]; |
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| 473 | rowReducedCost[iRow] = value; |
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| 474 | } |
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| 475 | return offset_; |
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| 476 | } |
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| 477 | /* Returns step length which gives minimum of objective for |
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| 478 | solution + theta * change vector up to maximum theta. |
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| 479 | |
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| 480 | arrays are numberColumns+numberRows |
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| 481 | */ |
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| 482 | double |
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| 483 | ClpAmplObjective::stepLength(ClpSimplex * model, |
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| 484 | const double * solution, |
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| 485 | const double * change, |
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| 486 | double maximumTheta, |
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| 487 | double & currentObj, |
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| 488 | double & predictedObj, |
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| 489 | double & thetaObj) |
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| 490 | { |
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| 491 | // Assume convex |
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| 492 | CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; |
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| 493 | ASL_pfgh* asl = info->asl_; |
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| 494 | |
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| 495 | int numberColumns = n_var;; |
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| 496 | double * tempSolution = new double [numberColumns]; |
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| 497 | double * tempGradient = new double [numberColumns]; |
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| 498 | // current |
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| 499 | eval_f(amplObjective_, numberColumns, solution, true, currentObj); |
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| 500 | double objA = currentObj; |
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| 501 | double thetaA = 0.0; |
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| 502 | // at maximum |
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| 503 | int i; |
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| 504 | for (i = 0; i < numberColumns; i++) |
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| 505 | tempSolution[i] = solution[i] + maximumTheta * change[i]; |
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| 506 | eval_f(amplObjective_, numberColumns, tempSolution, true, thetaObj); |
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| 507 | double objC = thetaObj; |
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| 508 | double thetaC = maximumTheta; |
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| 509 | double objB = 0.5 * (objA + objC); |
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| 510 | double thetaB = 0.5 * maximumTheta; |
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| 511 | double gradientNorm = 1.0e6; |
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| 512 | while (gradientNorm > 1.0e-6 && thetaC - thetaA > 1.0e-8) { |
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| 513 | for (i = 0; i < numberColumns; i++) |
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| 514 | tempSolution[i] = solution[i] + thetaB * change[i]; |
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| 515 | eval_grad_f(amplObjective_, numberColumns, tempSolution, true, tempGradient); |
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| 516 | eval_f(amplObjective_, numberColumns, tempSolution, false, objB); |
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| 517 | double changeObj = 0.0; |
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| 518 | gradientNorm = 0.0; |
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| 519 | for (i = 0; i < numberColumns; i++) { |
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| 520 | changeObj += tempGradient[i] * change[i]; |
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| 521 | gradientNorm += tempGradient[i] * tempGradient[i]; |
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| 522 | } |
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| 523 | gradientNorm = fabs(changeObj) / sqrt(gradientNorm); |
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| 524 | // Should try and get quadratic convergence by interpolation |
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| 525 | if (changeObj < 0.0) { |
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| 526 | // increasing is good |
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| 527 | thetaA = thetaB; |
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| 528 | } else { |
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| 529 | // decreasing is good |
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| 530 | thetaC = thetaB; |
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| 531 | } |
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| 532 | thetaB = 0.5 * (thetaA + thetaC); |
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| 533 | } |
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| 534 | delete [] tempSolution; |
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| 535 | delete [] tempGradient; |
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| 536 | predictedObj = objB; |
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| 537 | return thetaB; |
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| 538 | } |
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| 539 | // Return objective value (without any ClpModel offset) (model may be NULL) |
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| 540 | double |
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| 541 | ClpAmplObjective::objectiveValue(const ClpSimplex * model, const double * solution) const |
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| 542 | { |
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| 543 | CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; |
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| 544 | ASL_pfgh* asl = info->asl_; |
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| 545 | |
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| 546 | int numberColumns = n_var;; |
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| 547 | // current |
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| 548 | double currentObj = 0.0; |
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| 549 | eval_f(amplObjective_, numberColumns, solution, true, currentObj); |
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| 550 | return currentObj; |
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| 551 | } |
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| 552 | // Scale objective |
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| 553 | void |
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| 554 | ClpAmplObjective::reallyScale(const double * columnScale) |
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| 555 | { |
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| 556 | abort(); |
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| 557 | } |
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| 558 | /* Given a zeroed array sets nonlinear columns to 1. |
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| 559 | Returns number of nonlinear columns |
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| 560 | */ |
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| 561 | int |
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| 562 | ClpAmplObjective::markNonlinear(char * which) |
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| 563 | { |
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| 564 | int iColumn; |
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| 565 | CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; |
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| 566 | ASL_pfgh* asl = info->asl_; |
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| 567 | int nonLinear = CoinMax(nlvc, nlvo); |
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| 568 | for (iColumn = 0; iColumn < nonLinear; iColumn++) { |
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| 569 | which[iColumn] = 1; |
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| 570 | } |
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| 571 | int numberNonLinearColumns = 0; |
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| 572 | int numberColumns = n_var;; |
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| 573 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
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| 574 | if (which[iColumn]) |
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| 575 | numberNonLinearColumns++; |
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| 576 | } |
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| 577 | return numberNonLinearColumns; |
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| 578 | } |
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| 579 | // Say we have new primal solution - so may need to recompute |
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| 580 | void |
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| 581 | ClpAmplObjective::newXValues() |
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| 582 | { |
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| 583 | CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; |
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| 584 | info->conval_called_with_current_x_ = false; |
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| 585 | info->objval_called_with_current_x_ = false; |
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| 586 | info->jacval_called_with_current_x_ = false; |
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| 587 | } |
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| 588 | |
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| 589 | //############################################################################# |
---|
| 590 | // Constructors / Destructor / Assignment |
---|
| 591 | //############################################################################# |
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| 592 | //------------------------------------------------------------------- |
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| 593 | // Default Constructor |
---|
| 594 | //------------------------------------------------------------------- |
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| 595 | ClpConstraintAmpl::ClpConstraintAmpl () |
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| 596 | : ClpConstraint() |
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| 597 | { |
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| 598 | type_ = 3; |
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| 599 | column_ = NULL; |
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| 600 | coefficient_ = NULL; |
---|
| 601 | numberCoefficients_ = 0; |
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| 602 | amplInfo_ = NULL; |
---|
| 603 | } |
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| 604 | |
---|
| 605 | //------------------------------------------------------------------- |
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| 606 | // Useful Constructor |
---|
| 607 | //------------------------------------------------------------------- |
---|
| 608 | ClpConstraintAmpl::ClpConstraintAmpl (int row, void * amplInfo) |
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| 609 | : ClpConstraint() |
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| 610 | { |
---|
| 611 | type_ = 3; |
---|
| 612 | rowNumber_ = row; |
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| 613 | amplInfo_ = amplInfo; |
---|
| 614 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo_; |
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| 615 | #ifndef NDEBUG |
---|
| 616 | ASL_pfgh* asl = info->asl_; |
---|
| 617 | #endif |
---|
| 618 | // warning: nlc is a macro that assumes we have a variable called asl |
---|
| 619 | assert (rowNumber_ < nlc); |
---|
| 620 | numberCoefficients_ = info->rowStart_[rowNumber_+1] - info->rowStart_[rowNumber_]; |
---|
| 621 | column_ = CoinCopyOfArray(info->column_ + info->rowStart_[rowNumber_], numberCoefficients_); |
---|
| 622 | coefficient_ = new double [numberCoefficients_];; |
---|
| 623 | } |
---|
| 624 | |
---|
| 625 | //------------------------------------------------------------------- |
---|
| 626 | // Copy constructor |
---|
| 627 | //------------------------------------------------------------------- |
---|
| 628 | ClpConstraintAmpl::ClpConstraintAmpl (const ClpConstraintAmpl & rhs) |
---|
| 629 | : ClpConstraint(rhs) |
---|
| 630 | { |
---|
| 631 | numberCoefficients_ = rhs.numberCoefficients_; |
---|
| 632 | column_ = CoinCopyOfArray(rhs.column_, numberCoefficients_); |
---|
| 633 | coefficient_ = CoinCopyOfArray(rhs.coefficient_, numberCoefficients_); |
---|
| 634 | } |
---|
| 635 | |
---|
| 636 | |
---|
| 637 | //------------------------------------------------------------------- |
---|
| 638 | // Destructor |
---|
| 639 | //------------------------------------------------------------------- |
---|
| 640 | ClpConstraintAmpl::~ClpConstraintAmpl () |
---|
| 641 | { |
---|
| 642 | delete [] column_; |
---|
| 643 | delete [] coefficient_; |
---|
| 644 | } |
---|
| 645 | |
---|
| 646 | //---------------------------------------------------------------- |
---|
| 647 | // Assignment operator |
---|
| 648 | //------------------------------------------------------------------- |
---|
| 649 | ClpConstraintAmpl & |
---|
| 650 | ClpConstraintAmpl::operator=(const ClpConstraintAmpl & rhs) |
---|
| 651 | { |
---|
| 652 | if (this != &rhs) { |
---|
| 653 | delete [] column_; |
---|
| 654 | delete [] coefficient_; |
---|
| 655 | numberCoefficients_ = rhs.numberCoefficients_; |
---|
| 656 | column_ = CoinCopyOfArray(rhs.column_, numberCoefficients_); |
---|
| 657 | coefficient_ = CoinCopyOfArray(rhs.coefficient_, numberCoefficients_); |
---|
| 658 | } |
---|
| 659 | return *this; |
---|
| 660 | } |
---|
| 661 | //------------------------------------------------------------------- |
---|
| 662 | // Clone |
---|
| 663 | //------------------------------------------------------------------- |
---|
| 664 | ClpConstraint * ClpConstraintAmpl::clone() const |
---|
| 665 | { |
---|
| 666 | return new ClpConstraintAmpl(*this); |
---|
| 667 | } |
---|
| 668 | |
---|
| 669 | // Returns gradient |
---|
| 670 | int |
---|
| 671 | ClpConstraintAmpl::gradient(const ClpSimplex * model, |
---|
| 672 | const double * solution, |
---|
| 673 | double * gradient, |
---|
| 674 | double & functionValue, |
---|
| 675 | double & offset, |
---|
| 676 | bool useScaling, |
---|
| 677 | bool refresh) const |
---|
| 678 | { |
---|
| 679 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo_; |
---|
| 680 | ASL_pfgh* asl = info->asl_; |
---|
| 681 | int numberColumns = n_var;; |
---|
| 682 | // If not done then do all |
---|
| 683 | if (!info->jacval_called_with_current_x_) { |
---|
| 684 | bool getStuff = eval_g(amplInfo_, numberColumns, solution, true, info->constraintValues_); |
---|
| 685 | assert (getStuff); |
---|
| 686 | getStuff = eval_jac_g(amplInfo_, numberColumns, solution, false, info->gradient_); |
---|
| 687 | assert (getStuff); |
---|
| 688 | info->jacval_called_with_current_x_ = getStuff; |
---|
| 689 | } |
---|
| 690 | if (refresh || !lastGradient_) { |
---|
| 691 | functionValue_ = info->constraintValues_[rowNumber_]; |
---|
| 692 | offset_ = functionValue_; // sign?? |
---|
| 693 | if (!lastGradient_) |
---|
| 694 | lastGradient_ = new double[numberColumns]; |
---|
| 695 | CoinZeroN(lastGradient_, numberColumns); |
---|
| 696 | assert (!(model && model->rowScale() && useScaling)); |
---|
| 697 | int i; |
---|
| 698 | int start = info->rowStart_[rowNumber_]; |
---|
| 699 | assert (numberCoefficients_ == info->rowStart_[rowNumber_+1] - start); |
---|
| 700 | for (i = 0; i < numberCoefficients_; i++) { |
---|
| 701 | int iColumn = column_[i]; |
---|
| 702 | double valueS = solution[iColumn]; |
---|
| 703 | double valueG = info->gradient_[start+i]; |
---|
| 704 | lastGradient_[iColumn] = valueG; |
---|
| 705 | offset_ -= valueS * valueG; |
---|
| 706 | } |
---|
| 707 | } |
---|
| 708 | functionValue = functionValue_; |
---|
| 709 | offset = offset_; |
---|
| 710 | memcpy(gradient, lastGradient_, numberColumns*sizeof(double)); |
---|
| 711 | return 0; |
---|
| 712 | } |
---|
| 713 | // Resize constraint |
---|
| 714 | void |
---|
| 715 | ClpConstraintAmpl::resize(int newNumberColumns) |
---|
| 716 | { |
---|
| 717 | abort(); |
---|
| 718 | } |
---|
| 719 | // Delete columns in constraint |
---|
| 720 | void |
---|
| 721 | ClpConstraintAmpl::deleteSome(int numberToDelete, const int * which) |
---|
| 722 | { |
---|
| 723 | if (numberToDelete) { |
---|
| 724 | abort(); |
---|
| 725 | } |
---|
| 726 | } |
---|
| 727 | // Scale constraint |
---|
| 728 | void |
---|
| 729 | ClpConstraintAmpl::reallyScale(const double * columnScale) |
---|
| 730 | { |
---|
| 731 | abort(); |
---|
| 732 | } |
---|
| 733 | /* Given a zeroed array sets nonlinear columns to 1. |
---|
| 734 | Returns number of nonlinear columns |
---|
| 735 | */ |
---|
| 736 | int |
---|
| 737 | ClpConstraintAmpl::markNonlinear(char * which) const |
---|
| 738 | { |
---|
| 739 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo_; |
---|
| 740 | ASL_pfgh* asl = info->asl_; |
---|
| 741 | int iColumn; |
---|
| 742 | int numberNon = 0; |
---|
| 743 | int nonLinear = CoinMax(nlvc, nlvo); |
---|
| 744 | for (iColumn = 0; iColumn < numberCoefficients_; iColumn++) { |
---|
| 745 | int jColumn = column_[iColumn]; |
---|
| 746 | if (jColumn < nonLinear) { |
---|
| 747 | which[jColumn] = 1; |
---|
| 748 | numberNon++; |
---|
| 749 | } |
---|
| 750 | } |
---|
| 751 | return numberNon; |
---|
| 752 | } |
---|
| 753 | /* Given a zeroed array sets possible nonzero coefficients to 1. |
---|
| 754 | Returns number of nonzeros |
---|
| 755 | */ |
---|
| 756 | int |
---|
| 757 | ClpConstraintAmpl::markNonzero(char * which) const |
---|
| 758 | { |
---|
| 759 | int iColumn; |
---|
| 760 | for (iColumn = 0; iColumn < numberCoefficients_; iColumn++) { |
---|
| 761 | which[column_[iColumn]] = 1; |
---|
| 762 | } |
---|
| 763 | return numberCoefficients_; |
---|
| 764 | } |
---|
| 765 | // Number of coefficients |
---|
| 766 | int |
---|
| 767 | ClpConstraintAmpl::numberCoefficients() const |
---|
| 768 | { |
---|
| 769 | return numberCoefficients_; |
---|
| 770 | } |
---|
| 771 | // Say we have new primal solution - so may need to recompute |
---|
| 772 | void |
---|
| 773 | ClpConstraintAmpl::newXValues() |
---|
| 774 | { |
---|
| 775 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo_; |
---|
| 776 | info->conval_called_with_current_x_ = false; |
---|
| 777 | info->objval_called_with_current_x_ = false; |
---|
| 778 | info->jacval_called_with_current_x_ = false; |
---|
| 779 | } |
---|
| 780 | |
---|
| 781 | /* Load nonlinear part of problem from AMPL info |
---|
| 782 | Returns 0 if linear |
---|
| 783 | 1 if quadratic objective |
---|
| 784 | 2 if quadratic constraints |
---|
| 785 | 3 if nonlinear objective |
---|
| 786 | 4 if nonlinear constraints |
---|
| 787 | -1 on failure |
---|
| 788 | */ |
---|
| 789 | int |
---|
| 790 | ClpSimplex::loadNonLinear(void * amplInfo, int & numberConstraints, |
---|
| 791 | ClpConstraint ** & constraints) |
---|
| 792 | { |
---|
| 793 | numberConstraints = 0; |
---|
| 794 | constraints = NULL; |
---|
| 795 | CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; |
---|
| 796 | ASL_pfgh* asl = info->asl_; |
---|
| 797 | // For moment don't say quadratic |
---|
| 798 | int type = 0; |
---|
| 799 | if (nlo + nlc) { |
---|
| 800 | // nonlinear |
---|
| 801 | if (!nlc) { |
---|
| 802 | type = 3; |
---|
| 803 | delete objective_; |
---|
| 804 | objective_ = new ClpAmplObjective(amplInfo); |
---|
| 805 | } else { |
---|
| 806 | type = 4; |
---|
| 807 | numberConstraints = nlc; |
---|
| 808 | constraints = new ClpConstraint * [numberConstraints]; |
---|
| 809 | if (nlo) { |
---|
| 810 | delete objective_; |
---|
| 811 | objective_ = new ClpAmplObjective(amplInfo); |
---|
| 812 | } |
---|
| 813 | for (int i = 0; i < numberConstraints; i++) { |
---|
| 814 | constraints[i] = new ClpConstraintAmpl(i, amplInfo); |
---|
| 815 | } |
---|
| 816 | } |
---|
| 817 | } |
---|
| 818 | return type; |
---|
| 819 | } |
---|
| 820 | #else |
---|
| 821 | #include "ClpSimplex.hpp" |
---|
| 822 | #include "ClpConstraint.hpp" |
---|
| 823 | int |
---|
| 824 | ClpSimplex::loadNonLinear(void * , int & , |
---|
| 825 | ClpConstraint ** & ) |
---|
| 826 | { |
---|
| 827 | abort(); |
---|
| 828 | return 0; |
---|
| 829 | } |
---|
| 830 | #endif |
---|
[1432] | 831 | |
---|