1 | /* $Id: AbcPrimalColumnSteepest.hpp 1665 2011-01-04 17:55:54Z lou $ */ |
---|
2 | // Copyright (C) 2002, International Business Machines |
---|
3 | // Corporation and others, Copyright (C) 2012, FasterCoin. All Rights Reserved. |
---|
4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
---|
5 | |
---|
6 | #ifndef AbcPrimalColumnSteepest_H |
---|
7 | #define AbcPrimalColumnSteepest_H |
---|
8 | |
---|
9 | #include "AbcPrimalColumnPivot.hpp" |
---|
10 | #include <bitset> |
---|
11 | |
---|
12 | //############################################################################# |
---|
13 | class CoinIndexedVector; |
---|
14 | |
---|
15 | |
---|
16 | /** Primal Column Pivot Steepest Edge Algorithm Class |
---|
17 | |
---|
18 | See Forrest-Goldfarb paper for algorithm |
---|
19 | |
---|
20 | */ |
---|
21 | |
---|
22 | |
---|
23 | class AbcPrimalColumnSteepest : public AbcPrimalColumnPivot { |
---|
24 | |
---|
25 | public: |
---|
26 | |
---|
27 | ///@name Algorithmic methods |
---|
28 | //@{ |
---|
29 | |
---|
30 | /** Returns pivot column, -1 if none. |
---|
31 | The Packed CoinIndexedVector updates has cost updates - for normal LP |
---|
32 | that is just +-weight where a feasibility changed. It also has |
---|
33 | reduced cost from last iteration in pivot row |
---|
34 | Parts of operation split out into separate functions for |
---|
35 | profiling and speed |
---|
36 | */ |
---|
37 | virtual int pivotColumn(CoinPartitionedVector * updates, |
---|
38 | CoinPartitionedVector * spareRow2, |
---|
39 | CoinPartitionedVector * spareColumn1); |
---|
40 | /// Just update djs |
---|
41 | void justDjs(CoinIndexedVector * updates, |
---|
42 | CoinIndexedVector * spareColumn1); |
---|
43 | /// Update djs doing partial pricing (dantzig) |
---|
44 | int partialPricing(CoinIndexedVector * updates, |
---|
45 | int numberWanted, |
---|
46 | int numberLook); |
---|
47 | /// Update djs, weights for Devex using djs |
---|
48 | void djsAndDevex(CoinIndexedVector * updates, |
---|
49 | CoinIndexedVector * spareRow2, |
---|
50 | CoinIndexedVector * spareColumn1); |
---|
51 | /// Update djs, weights for Devex using pivot row |
---|
52 | void djsAndDevex2(CoinIndexedVector * updates, |
---|
53 | CoinIndexedVector * spareColumn1); |
---|
54 | /// Update weights for Devex |
---|
55 | void justDevex(CoinIndexedVector * updates, |
---|
56 | CoinIndexedVector * spareColumn1); |
---|
57 | /** Does steepest work |
---|
58 | type - |
---|
59 | 0 - just djs |
---|
60 | 1 - just steepest |
---|
61 | 2 - both using scaleFactor |
---|
62 | 3 - both using extra array |
---|
63 | */ |
---|
64 | int doSteepestWork(CoinPartitionedVector * updates, |
---|
65 | CoinPartitionedVector * spareRow2, |
---|
66 | CoinPartitionedVector * spareColumn1, |
---|
67 | int type); |
---|
68 | |
---|
69 | /// Updates weights - part 1 - also checks accuracy |
---|
70 | virtual void updateWeights(CoinIndexedVector * input); |
---|
71 | |
---|
72 | /// Checks accuracy - just for debug |
---|
73 | void checkAccuracy(int sequence, double relativeTolerance, |
---|
74 | CoinIndexedVector * rowArray1); |
---|
75 | |
---|
76 | /// Initialize weights |
---|
77 | void initializeWeights(); |
---|
78 | |
---|
79 | /** Save weights - this may initialize weights as well |
---|
80 | mode is - |
---|
81 | 1) before factorization |
---|
82 | 2) after factorization |
---|
83 | 3) just redo infeasibilities |
---|
84 | 4) restore weights |
---|
85 | 5) at end of values pass (so need initialization) |
---|
86 | */ |
---|
87 | virtual void saveWeights(AbcSimplex * model, int mode); |
---|
88 | /// Gets rid of last update |
---|
89 | virtual void unrollWeights(); |
---|
90 | /// Gets rid of all arrays |
---|
91 | virtual void clearArrays(); |
---|
92 | /// Returns true if would not find any column |
---|
93 | virtual bool looksOptimal() const; |
---|
94 | /// Called when maximum pivots changes |
---|
95 | virtual void maximumPivotsChanged(); |
---|
96 | //@} |
---|
97 | |
---|
98 | /**@name gets and sets */ |
---|
99 | //@{ |
---|
100 | /// Mode |
---|
101 | inline int mode() const { |
---|
102 | return mode_; |
---|
103 | } |
---|
104 | //@} |
---|
105 | |
---|
106 | /** enums for persistence |
---|
107 | */ |
---|
108 | enum Persistence { |
---|
109 | normal = 0x00, // create (if necessary) and destroy |
---|
110 | keep = 0x01 // create (if necessary) and leave |
---|
111 | }; |
---|
112 | |
---|
113 | ///@name Constructors and destructors |
---|
114 | //@{ |
---|
115 | /** Default Constructor |
---|
116 | 0 is exact devex, 1 full steepest, 2 is partial exact devex |
---|
117 | 3 switches between 0 and 2 depending on factorization |
---|
118 | 4 starts as partial dantzig/devex but then may switch between 0 and 2. |
---|
119 | By partial exact devex is meant that the weights are updated as normal |
---|
120 | but only part of the nonbasic variables are scanned. |
---|
121 | This can be faster on very easy problems. |
---|
122 | */ |
---|
123 | AbcPrimalColumnSteepest(int mode = 3); |
---|
124 | |
---|
125 | /// Copy constructor |
---|
126 | AbcPrimalColumnSteepest(const AbcPrimalColumnSteepest & rhs); |
---|
127 | |
---|
128 | /// Assignment operator |
---|
129 | AbcPrimalColumnSteepest & operator=(const AbcPrimalColumnSteepest& rhs); |
---|
130 | |
---|
131 | /// Destructor |
---|
132 | virtual ~AbcPrimalColumnSteepest (); |
---|
133 | |
---|
134 | /// Clone |
---|
135 | virtual AbcPrimalColumnPivot * clone(bool copyData = true) const; |
---|
136 | |
---|
137 | //@} |
---|
138 | |
---|
139 | ///@name Private functions to deal with devex |
---|
140 | /** reference would be faster using AbcSimplex's status_, |
---|
141 | but I prefer to keep modularity. |
---|
142 | */ |
---|
143 | inline bool reference(int i) const { |
---|
144 | return ((reference_[i>>5] >> (i & 31)) & 1) != 0; |
---|
145 | } |
---|
146 | inline void setReference(int i, bool trueFalse) { |
---|
147 | unsigned int & value = reference_[i>>5]; |
---|
148 | int bit = i & 31; |
---|
149 | if (trueFalse) |
---|
150 | value |= (1 << bit); |
---|
151 | else |
---|
152 | value &= ~(1 << bit); |
---|
153 | } |
---|
154 | /// Set/ get persistence |
---|
155 | inline void setPersistence(Persistence life) { |
---|
156 | persistence_ = life; |
---|
157 | } |
---|
158 | inline Persistence persistence() const { |
---|
159 | return persistence_ ; |
---|
160 | } |
---|
161 | |
---|
162 | //@} |
---|
163 | //--------------------------------------------------------------------------- |
---|
164 | |
---|
165 | private: |
---|
166 | ///@name Private member data |
---|
167 | // Update weight |
---|
168 | double devex_; |
---|
169 | /// weight array |
---|
170 | double * weights_; |
---|
171 | /// square of infeasibility array (just for infeasible columns) |
---|
172 | CoinIndexedVector * infeasible_; |
---|
173 | /// alternate weight array (so we can unroll) |
---|
174 | CoinIndexedVector * alternateWeights_; |
---|
175 | /// save weight array (so we can use checkpoint) |
---|
176 | double * savedWeights_; |
---|
177 | // Array for exact devex to say what is in reference framework |
---|
178 | unsigned int * reference_; |
---|
179 | /** Status |
---|
180 | 0) Normal |
---|
181 | -1) Needs initialization |
---|
182 | 1) Weights are stored by sequence number |
---|
183 | */ |
---|
184 | int state_; |
---|
185 | /** |
---|
186 | 0 is exact devex, 1 full steepest, 2 is partial exact devex |
---|
187 | 3 switches between 0 and 2 depending on factorization |
---|
188 | 4 starts as partial dantzig/devex but then may switch between 0 and 2. |
---|
189 | 5 is always partial dantzig |
---|
190 | By partial exact devex is meant that the weights are updated as normal |
---|
191 | but only part of the nonbasic variables are scanned. |
---|
192 | This can be faster on very easy problems. |
---|
193 | |
---|
194 | New dubious option is >=10 which does mini-sprint |
---|
195 | |
---|
196 | */ |
---|
197 | int mode_; |
---|
198 | /// Life of weights |
---|
199 | Persistence persistence_; |
---|
200 | /// Number of times switched from partial dantzig to 0/2 |
---|
201 | int numberSwitched_; |
---|
202 | // This is pivot row (or pivot sequence round re-factorization) |
---|
203 | int pivotSequence_; |
---|
204 | // This is saved pivot sequence |
---|
205 | int savedPivotSequence_; |
---|
206 | // This is saved outgoing variable |
---|
207 | int savedSequenceOut_; |
---|
208 | // Iteration when last rectified |
---|
209 | int lastRectified_; |
---|
210 | // Size of factorization at invert (used to decide algorithm) |
---|
211 | int sizeFactorization_; |
---|
212 | //@} |
---|
213 | }; |
---|
214 | |
---|
215 | #endif |
---|