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1<?xml version="1.0" encoding="ISO-8859-1"?>
2  <chapter id="notsobasic">
3  <title>
4  Not-Quite-So-Basic Model Classes
5  </title>
6  <section id="pivotchoices">
7  <title>Pivot Choices</title>
8  <para>
9  In the dual algorithm, any infeasible basic variable may be chosen to leave the
10  basis.  Similarly in the primal algorithm, any non-basic variable with a
11  &quot;bad&quot; reduced cost may be chosen to enter the basis.  This choice is
12  probably the most important factor in determining the number of iterations it
13  will take to solve a problem.  Clp provides a abstract base class for each case
14  and then instances of each.  It is relatively simple for an advanced user to
15  create new instances.
16  </para>
17  <para>
18  For the dual method the base class is <function>ClpDualRowPivot</function>.
19  The two existing instances are <function>ClpDualRowDantzig</function> and
20  <function>ClpDualRowSteepest</function>.  The Dantzig version implements the
21  &quot;standard&quot; pivot rule: choose the  most violated basic variable.  It
22  is easily dominated by the Steepest instance which should normally be used.  The
23  default is to use un-initialized weights where the initial weight for each basic
24  variable is 1.0.  If an all-slack basis is being used then these are the correct
25  weights.  To use a version which calculates the weights, create an instance and
26  pass it to ClpSimplex model as in the following code fragment:
27  </para>
28  <programlisting>
29  ClpDualRowSteepest steep(1); // 0 uninitialized, 1 compute weights
30  model.setDualRowPivotAlgorithm(steep);
31  </programlisting>
32  <para>Similarly for the primal method the base class is
33  <function>ClpPrimalColumnPivot</function>.  The two existing instances are
34  <function>ClpPrimalColumnDantzig</function> and
35  <function>ClpPrimalColumnSteepest</function>.  The Dantzig version implements
36  &quot;standard&quot; pivot rule: choose the most &quot;violated&quot; non-basic
37  variable.  It is dominated by the Steepest instance which should normally be
38  used.  The default is to use exact Devex where the initial weight for each
39  non-basic variable is 1.0.  Unlike for the dual, this is never the same as
40  normal steepest edge.  To use a version which does steepest edge create an
41  instance and pass it to ClpSimplex model as in the following code fragment:
42  </para>
43  <programlisting>
44  ClpPrimalColumnSteepest steep(1); // 0 devex, 1 steepest
45  model.setPrimalColumnPivotAlgorithm(steep);
46  </programlisting>
47  <para>
48  The partial pricing scheme (for long, thin problems) currently does not
49  exist.  This could be implemented by anyone who is interested.
50  </para>
51  </section>
52  <section id="matrixclasses">
53  <title>Matrix Classes</title>
54  <para>
55  The next abstract class of interest is <function>ClpMatrixBase</function>.
56  CLP encapsulates its knowledge of how a matrix is stored in this class.  The
57  default instance of this is the <function>ClpPackedMatrix</function> class.
58  This is identical in format to <function>CoinPackedMatrix</function>.  Below
59  is a diagram summarizing the hierarchy of the most important matrix classes:
60  </para>
61  <mediaobject>
62    <!-- Caption doesn't line-up nicely in HTML, leave out for now
63    <caption align="top">
64      <para>
65        CLP Matrix Classes
66      </para>
67    </caption>
68    -->
69    <imageobject>
70      <imagedata fileref="figures/clpbasicmatrixhier.gif" format="GIF"/>
71    </imageobject>
72  </mediaobject>
73  <para>
74  The important new methods implemented are for filling a basis, checking validity
75  of elements and faster &quot;times&quot; and &quot;transposeTimes&quot; when
76  the input array is sparse and/or we have a row copy of the matrix.  Advanced
77  users should note that not all methods have to be implemented.  In particular,
78  <function>scaling</function> need not be implemented and
79  <function>reverseOrderedCopy</function> can return <parameter>NULL</parameter>
80  if a row copy does not make sense.
81  </para>
82  <para>
83  In addition to the default class, there are two others at present:
84  <function>ClpPlusMinusOneMatrix</function> and
85  <function>ClpNetworkMatrix</function>.  As the name implies, the first one is
86  useful when all elements are &plusmn;1.  In this case multiplies are not needed
87  and more importantly less memory is used and there are fewer cache misses.  A
88  class for a matrix where all elements are +1 would be trivial to create. If
89  there were fewer than 64000 rows one could even store row indices as shorts
90  etc.
91  </para>
92  <para>
93  The use of <function>ClpPlusMinusOneMatrix</function> involves some work as one
94  cannot simply read-in an MPS file.  The key is to use
95  <function>loadProblem</function> to pass in a matrix.  So if
96  <varname>matrix</varname> was a <function>CoinPackedMatrix</function> one
97  could do the following:
98  </para>
99  <programlisting>
100  ClpPlusMinusOneMatrix plusMinus(matrix);
101  assert (plusMinus.getIndices()); // would be zero if not +- one
102  model.loadProblem(plusMinus,
103    lowerColumn,upperColumn,objective,
104    lower,upper);
105  </programlisting>
106  <para>
107  <function>ClpNetworkMatrix</function> is similar, but represents a network,
108  thus may only have one element per column.  Fortunately, using is is very
109  easy.  Given <varname>head</varname> and <varname>tail</varname>, one could
110  do the following:
111  </para>
112  <programlisting>
113  ClpNetworkMatrix network(numberColumns,head,tail);
114  model.loadProblem(network,
115    lowerColumn,upperColumn,objective,
116    lower,upper);
117  </programlisting>
118  <para>
119  Actual code is in <filename>COIN/Clp/Test/unitTest.cpp</filename>.  A quick
120  glance at the output of this program shows that use of
121  <function>ClpNetworkMatrix</function> gives much faster run times.  This is
122  not because of storage issues, but because CLP recognizes the network and uses
123  a network basis factorization which is much faster.  However, in this mode CLP
124  is not a genuine network code as it does not take full advantage of the
125  structure by combining operations but it does have the advantage of
126  flexibility.
127  </para>
128  <para>
129  Other instances are possible.  In particular, it should be possible to use the
130  abstract class for column generation or for dynamic matrices which change over
131  time.  Minor modifications may be needed but it should work quite smoothly
132  (there is already a dummy &quot;refresh&quot; method which would be used).
133  </para>
134  </section>
135  <section id="messagehandling">
136  <title>Message Handling</title>
137  <para>
138  Strictly speaking, message handling is a general COIN topic, but it won't hurt
139  to repeat a few important things here.
140  </para>
141  <para>
142  A simple user you may wish to turn off some output.  This is done with
143  <function>model.setLogLevel(int&nbsp;value)</function>
144  where 0 gives nothing and each increase in value switches on more
145  messages. See <filename>ClpMessage.cpp</filename>,
146  <filename>CoinMessage.cpp</filename> and <xref linkend="messages"/> to see
147  which messages are at which level.  A more sophisticated user may wish to
148  handle messages in a different way.  This is done using
149  <function>passInMessageHandler</function> with a pointer to a handler of the
150  user's own design.  The simplest case would be to use the default handler but
151  use a constructor which writes to file.  The code would be:
152  </para>
153  <programlisting>
154  FILE * fp; // assumed open
155  CoinMessageHandler handler(fp);
156  model.passInMessageHandler(&amp;handler);
157  </programlisting>
158  <para>
159  A still more sophisticated use would be to write a class derived from
160  <function>CoinMessageHandler</function> and then override the
161  <function>print</function> method.  Below follows an example which would
162  print only a message for optimality (or infeasibility):
163  </para>
164  <example>
165  <title>Sophisticated message handling</title>
166  <programlisting>
167  class DerivedHandler :
168   public CoinMessageHandler {
169   public:
170     virtual int print() ;
171   };
174   int DerivedHandler::print()
175   {
176     if (currentSource()=="Clp") {
177       if (currentMessage().externalNumber()&gt;=0
178       &amp;&amp; currentMessage().externalNumber()&lt;4) {
179         // finished
180         return CoinMessageHandler::print(); // print
181       }
182     }
183     return 0;
184   }
185  </programlisting>
186  </example>
187  </section>
188  </chapter>
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