1 | // Copyright (C) 2002, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | #ifndef ClpPrimalColumnSteepest_H |
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4 | #define ClpPrimalColumnSteepest_H |
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5 | |
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6 | #include "ClpPrimalColumnPivot.hpp" |
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7 | #include <bitset> |
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8 | |
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9 | //############################################################################# |
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10 | |
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11 | |
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12 | /** Primal Column Pivot Steepest Edge Algorithm Class |
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13 | |
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14 | See Forrest-Goldfarb paper for algorithm |
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15 | |
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16 | */ |
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17 | |
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18 | class CoinIndexedVector; |
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19 | |
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20 | class ClpPrimalColumnSteepest : public ClpPrimalColumnPivot { |
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21 | |
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22 | public: |
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23 | |
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24 | ///@name Algorithmic methods |
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25 | //@{ |
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26 | |
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27 | /** Returns pivot column, -1 if none. |
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28 | updateArray has cost updates (also use pivotRow_ from last iteration). |
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29 | Parts of operation split out into seperate functions for |
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30 | profiling and speed |
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31 | */ |
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32 | virtual int pivotColumn(CoinIndexedVector * updates, |
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33 | CoinIndexedVector * spareRow1, |
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34 | CoinIndexedVector * spareRow2, |
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35 | CoinIndexedVector * spareColumn1, |
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36 | CoinIndexedVector * spareColumn2); |
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37 | /// For quadratic or funny nonlinearities |
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38 | int pivotColumnOldMethod(CoinIndexedVector * updates, |
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39 | CoinIndexedVector * spareRow1, |
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40 | CoinIndexedVector * spareRow2, |
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41 | CoinIndexedVector * spareColumn1, |
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42 | CoinIndexedVector * spareColumn2); |
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43 | /// Just update djs |
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44 | void justDjs(CoinIndexedVector * updates, |
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45 | CoinIndexedVector * spareRow1, |
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46 | CoinIndexedVector * spareRow2, |
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47 | CoinIndexedVector * spareColumn1, |
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48 | CoinIndexedVector * spareColumn2); |
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49 | /// Update djs, weights for Devex using djs |
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50 | void djsAndDevex(CoinIndexedVector * updates, |
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51 | CoinIndexedVector * spareRow1, |
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52 | CoinIndexedVector * spareRow2, |
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53 | CoinIndexedVector * spareColumn1, |
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54 | CoinIndexedVector * spareColumn2); |
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55 | /// Update djs, weights for Steepest using djs |
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56 | void djsAndSteepest(CoinIndexedVector * updates, |
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57 | CoinIndexedVector * spareRow1, |
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58 | CoinIndexedVector * spareRow2, |
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59 | CoinIndexedVector * spareColumn1, |
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60 | CoinIndexedVector * spareColumn2); |
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61 | /// Update djs, weights for Devex using pivot row |
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62 | void djsAndDevex2(CoinIndexedVector * updates, |
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63 | CoinIndexedVector * spareRow1, |
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64 | CoinIndexedVector * spareRow2, |
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65 | CoinIndexedVector * spareColumn1, |
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66 | CoinIndexedVector * spareColumn2); |
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67 | /// Update djs, weights for Steepest using pivot row |
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68 | void djsAndSteepest2(CoinIndexedVector * updates, |
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69 | CoinIndexedVector * spareRow1, |
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70 | CoinIndexedVector * spareRow2, |
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71 | CoinIndexedVector * spareColumn1, |
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72 | CoinIndexedVector * spareColumn2); |
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73 | /// Update weights for Devex |
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74 | void justDevex(CoinIndexedVector * updates, |
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75 | CoinIndexedVector * spareRow1, |
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76 | CoinIndexedVector * spareRow2, |
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77 | CoinIndexedVector * spareColumn1, |
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78 | CoinIndexedVector * spareColumn2); |
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79 | /// Update weights for Steepest |
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80 | void justSteepest(CoinIndexedVector * updates, |
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81 | CoinIndexedVector * spareRow1, |
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82 | CoinIndexedVector * spareRow2, |
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83 | CoinIndexedVector * spareColumn1, |
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84 | CoinIndexedVector * spareColumn2); |
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85 | |
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86 | /// Updates weights - part 1 - also checks accuracy |
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87 | virtual void updateWeights(CoinIndexedVector * input); |
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88 | |
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89 | /// Checks accuracy - just for debug |
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90 | void checkAccuracy(int sequence,double relativeTolerance, |
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91 | CoinIndexedVector * rowArray1, |
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92 | CoinIndexedVector * rowArray2); |
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93 | |
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94 | /// Initialize weights |
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95 | void initializeWeights(); |
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96 | |
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97 | /// Save weights |
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98 | virtual void saveWeights(ClpSimplex * model,int mode); |
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99 | /// Gets rid of last update |
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100 | virtual void unrollWeights(); |
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101 | /// Gets rid of all arrays |
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102 | virtual void clearArrays(); |
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103 | /// Returns true if would not find any column |
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104 | virtual bool looksOptimal() const; |
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105 | //@} |
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106 | |
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107 | /**@name gets and sets */ |
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108 | //@{ |
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109 | /// Mode |
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110 | inline int mode() const |
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111 | { return mode_;}; |
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112 | /** Returns number of extra columns for sprint algorithm - 0 means off. |
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113 | Also number of iterations before recompute |
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114 | */ |
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115 | virtual int numberSprintColumns(int & numberIterations) const; |
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116 | /// Switch off sprint idea |
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117 | virtual void switchOffSprint(); |
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118 | |
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119 | //@} |
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120 | |
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121 | |
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122 | ///@name Constructors and destructors |
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123 | //@{ |
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124 | /** Default Constructor |
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125 | 0 is exact devex, 1 full steepest, 2 is partial exact devex |
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126 | 3 switches between 0 and 2 depending on factorization |
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127 | 4 starts as partial dantzig/devex but then may switch between 0 and 2. |
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128 | By partial exact devex is meant that the weights are updated as normal |
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129 | but only part of the nonbasic variables are scanned. |
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130 | This can be faster on very easy problems. |
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131 | */ |
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132 | ClpPrimalColumnSteepest(int mode=3); |
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133 | |
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134 | /// Copy constructor |
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135 | ClpPrimalColumnSteepest(const ClpPrimalColumnSteepest &); |
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136 | |
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137 | /// Assignment operator |
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138 | ClpPrimalColumnSteepest & operator=(const ClpPrimalColumnSteepest& rhs); |
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139 | |
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140 | /// Destructor |
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141 | virtual ~ClpPrimalColumnSteepest (); |
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142 | |
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143 | /// Clone |
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144 | virtual ClpPrimalColumnPivot * clone(bool copyData = true) const; |
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145 | |
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146 | //@} |
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147 | |
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148 | ///@name Private functions to deal with devex |
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149 | /** reference would be faster using ClpSimplex's status_, |
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150 | but I prefer to keep modularity. |
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151 | */ |
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152 | inline bool reference(int i) const { |
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153 | return ((reference_[i>>5]>>(i&31))&1)!=0; |
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154 | } |
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155 | inline void setReference(int i,bool trueFalse) { |
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156 | unsigned int & value = reference_[i>>5]; |
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157 | int bit = i&31; |
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158 | if (trueFalse) |
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159 | value |= (1<<bit); |
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160 | else |
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161 | value &= ~(1<<bit); |
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162 | } |
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163 | //@} |
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164 | //--------------------------------------------------------------------------- |
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165 | |
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166 | private: |
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167 | ///@name Private member data |
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168 | // Update weight |
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169 | double devex_; |
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170 | /// weight array |
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171 | double * weights_; |
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172 | /// square of infeasibility array (just for infeasible columns) |
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173 | CoinIndexedVector * infeasible_; |
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174 | /// alternate weight array (so we can unroll) |
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175 | CoinIndexedVector * alternateWeights_; |
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176 | /// save weight array (so we can use checkpoint) |
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177 | double * savedWeights_; |
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178 | // Array for exact devex to say what is in reference framework |
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179 | unsigned int * reference_; |
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180 | /** Status |
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181 | 0) Normal |
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182 | -1) Needs initialization |
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183 | 1) Weights are stored by sequence number |
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184 | */ |
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185 | int state_; |
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186 | /** |
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187 | 0 is exact devex, 1 full steepest, 2 is partial exact devex |
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188 | 3 switches between 0 and 2 depending on factorization |
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189 | 4 starts as partial dantzig/devex but then may switch between 0 and 2. |
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190 | By partial exact devex is meant that the weights are updated as normal |
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191 | but only part of the nonbasic variables are scanned. |
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192 | This can be faster on very easy problems. |
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193 | |
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194 | New dubious option is >=10 which does mini-sprint |
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195 | */ |
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196 | int mode_; |
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197 | /// Number of times switched from partial dantzig to 0/2 |
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198 | int numberSwitched_; |
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199 | // This is pivot row (or pivot sequence round re-factorization) |
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200 | int pivotSequence_; |
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201 | // This is saved pivot sequence |
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202 | int savedPivotSequence_; |
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203 | // This is saved outgoing variable |
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204 | int savedSequenceOut_; |
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205 | //@} |
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206 | }; |
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207 | |
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208 | #endif |
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