1 | /* $Id: AbcDualRowSteepest.hpp 1910 2013-01-27 02:00:13Z forrest $ */ |
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2 | // Copyright (C) 2002, International Business Machines |
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3 | // Corporation and others, Copyright (C) 2012, FasterCoin. All Rights Reserved. |
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4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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5 | |
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6 | #ifndef AbcDualRowSteepest_H |
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7 | #define AbcDualRowSteepest_H |
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8 | |
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9 | #include "AbcDualRowPivot.hpp" |
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10 | class CoinIndexedVector; |
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11 | |
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12 | |
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13 | //############################################################################# |
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14 | |
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15 | /** Dual Row Pivot Steepest Edge Algorithm Class |
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16 | |
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17 | See Forrest-Goldfarb paper for algorithm |
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18 | |
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19 | */ |
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20 | |
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21 | class AbcDualRowSteepest : public AbcDualRowPivot { |
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22 | |
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23 | public: |
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24 | |
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25 | ///@name Algorithmic methods |
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26 | //@{ |
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27 | |
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28 | /// Returns pivot row, -1 if none |
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29 | virtual int pivotRow(); |
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30 | |
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31 | /** Updates weights and returns pivot alpha. |
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32 | Also does FT update */ |
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33 | virtual double updateWeights(CoinIndexedVector & input,CoinIndexedVector & updatedColumn); |
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34 | virtual double updateWeights1(CoinIndexedVector & input,CoinIndexedVector & updateColumn); |
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35 | virtual void updateWeightsOnly(CoinIndexedVector & input); |
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36 | /// Actually updates weights |
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37 | virtual void updateWeights2(CoinIndexedVector & input,CoinIndexedVector & updateColumn); |
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38 | |
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39 | /** Updates primal solution (and maybe list of candidates) |
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40 | Uses input vector which it deletes |
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41 | */ |
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42 | virtual void updatePrimalSolution(CoinIndexedVector & input, |
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43 | double theta); |
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44 | |
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45 | virtual void updatePrimalSolutionAndWeights(CoinIndexedVector & weightsVector, |
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46 | CoinIndexedVector & updateColumn, |
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47 | double theta); |
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48 | /** Saves any weights round factorization as pivot rows may change |
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49 | Save model |
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50 | May also recompute infeasibility stuff |
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51 | 1) before factorization |
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52 | 2) after good factorization (if weights empty may initialize) |
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53 | 3) after something happened but no factorization |
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54 | (e.g. check for infeasible) |
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55 | 4) as 2 but restore weights from previous snapshot |
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56 | 5) for strong branching - initialize (uninitialized) , infeasibilities |
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57 | */ |
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58 | virtual void saveWeights(AbcSimplex * model, int mode); |
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59 | /// Recompute infeasibilities |
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60 | virtual void recomputeInfeasibilities(); |
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61 | /// Gets rid of all arrays |
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62 | virtual void clearArrays(); |
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63 | /// Returns true if would not find any row |
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64 | virtual bool looksOptimal() const; |
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65 | //@} |
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66 | |
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67 | /** enums for persistence |
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68 | */ |
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69 | enum Persistence { |
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70 | normal = 0x00, // create (if necessary) and destroy |
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71 | keep = 0x01 // create (if necessary) and leave |
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72 | }; |
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73 | |
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74 | ///@name Constructors and destructors |
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75 | //@{ |
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76 | /** Default Constructor |
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77 | 0 is uninitialized, 1 full, 2 is partial uninitialized, |
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78 | 3 starts as 2 but may switch to 1. |
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79 | By partial is meant that the weights are updated as normal |
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80 | but only part of the infeasible basic variables are scanned. |
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81 | This can be faster on very easy problems. |
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82 | */ |
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83 | AbcDualRowSteepest(int mode = 3); |
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84 | |
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85 | /// Copy constructor |
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86 | AbcDualRowSteepest(const AbcDualRowSteepest &); |
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87 | |
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88 | /// Assignment operator |
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89 | AbcDualRowSteepest & operator=(const AbcDualRowSteepest& rhs); |
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90 | |
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91 | /// Fill most values |
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92 | void fill(const AbcDualRowSteepest& rhs); |
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93 | |
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94 | /// Destructor |
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95 | virtual ~AbcDualRowSteepest (); |
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96 | |
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97 | /// Clone |
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98 | virtual AbcDualRowPivot * clone(bool copyData = true) const; |
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99 | |
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100 | //@} |
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101 | /**@name gets and sets */ |
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102 | //@{ |
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103 | /// Mode |
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104 | inline int mode() const { |
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105 | return mode_; |
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106 | } |
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107 | /// Set/ get persistence |
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108 | inline void setPersistence(Persistence life) { |
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109 | persistence_ = life; |
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110 | } |
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111 | inline Persistence persistence() const { |
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112 | return persistence_ ; |
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113 | } |
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114 | /// Infeasible vector |
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115 | inline CoinIndexedVector * infeasible() const |
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116 | { return infeasible_;} |
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117 | /// Weights vector |
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118 | inline CoinIndexedVector * weights() const |
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119 | { return weights_;} |
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120 | /// Model |
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121 | inline AbcSimplex * model() const |
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122 | { return model_;} |
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123 | //@} |
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124 | |
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125 | //--------------------------------------------------------------------------- |
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126 | |
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127 | private: |
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128 | ///@name Private member data |
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129 | /// norm saved before going into update |
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130 | double norm_; |
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131 | /// Ratio of size of factorization to number of rows |
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132 | double factorizationRatio_; |
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133 | /** Status |
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134 | 0) Normal |
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135 | -1) Needs initialization |
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136 | 1) Weights are stored by sequence number |
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137 | */ |
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138 | int state_; |
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139 | /** If 0 then we are using uninitialized weights, 1 then full, |
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140 | if 2 then uninitialized partial, 3 switchable */ |
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141 | int mode_; |
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142 | /// Life of weights |
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143 | Persistence persistence_; |
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144 | /// weight array |
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145 | CoinIndexedVector * weights_; |
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146 | /// square of infeasibility array (just for infeasible rows) |
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147 | CoinIndexedVector * infeasible_; |
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148 | /// save weight array (so we can use checkpoint) |
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149 | CoinIndexedVector * savedWeights_; |
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150 | //@} |
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151 | }; |
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152 | |
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153 | // For Devex stuff |
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154 | #undef DEVEX_TRY_NORM |
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155 | #define DEVEX_TRY_NORM 1.0e-8 |
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156 | #define DEVEX_ADD_ONE 1.0 |
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157 | #endif |
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