1 | // Copyright (C) 2004, International Business Machines |
---|
2 | // Corporation and others. All Rights Reserved. |
---|
3 | |
---|
4 | |
---|
5 | #include <cstdio> |
---|
6 | |
---|
7 | #include "CoinPragma.hpp" |
---|
8 | #include "CoinIndexedVector.hpp" |
---|
9 | #include "CoinHelperFunctions.hpp" |
---|
10 | |
---|
11 | #include "ClpSimplex.hpp" |
---|
12 | #include "ClpFactorization.hpp" |
---|
13 | #include "ClpQuadraticObjective.hpp" |
---|
14 | #include "ClpNonLinearCost.hpp" |
---|
15 | // at end to get min/max! |
---|
16 | #include "ClpDynamicMatrix.hpp" |
---|
17 | #include "ClpMessage.hpp" |
---|
18 | //#define CLP_DEBUG |
---|
19 | //#define CLP_DEBUG_PRINT |
---|
20 | //############################################################################# |
---|
21 | // Constructors / Destructor / Assignment |
---|
22 | //############################################################################# |
---|
23 | |
---|
24 | //------------------------------------------------------------------- |
---|
25 | // Default Constructor |
---|
26 | //------------------------------------------------------------------- |
---|
27 | ClpDynamicMatrix::ClpDynamicMatrix () |
---|
28 | : ClpPackedMatrix(), |
---|
29 | sumDualInfeasibilities_(0.0), |
---|
30 | sumPrimalInfeasibilities_(0.0), |
---|
31 | sumOfRelaxedDualInfeasibilities_(0.0), |
---|
32 | sumOfRelaxedPrimalInfeasibilities_(0.0), |
---|
33 | savedBestGubDual_(0.0), |
---|
34 | savedBestSet_(0), |
---|
35 | backToPivotRow_(NULL), |
---|
36 | keyVariable_(NULL), |
---|
37 | toIndex_(NULL), |
---|
38 | fromIndex_(NULL), |
---|
39 | numberSets_(0), |
---|
40 | numberActiveSets_(0), |
---|
41 | objectiveOffset_(0.0), |
---|
42 | lowerSet_(NULL), |
---|
43 | upperSet_(NULL), |
---|
44 | status_(NULL), |
---|
45 | model_(NULL), |
---|
46 | firstAvailable_(0), |
---|
47 | firstAvailableBefore_(0), |
---|
48 | firstDynamic_(0), |
---|
49 | lastDynamic_(0), |
---|
50 | numberStaticRows_(0), |
---|
51 | numberElements_(0), |
---|
52 | numberDualInfeasibilities_(0), |
---|
53 | numberPrimalInfeasibilities_(0), |
---|
54 | noCheck_(-1), |
---|
55 | infeasibilityWeight_(0.0), |
---|
56 | numberGubColumns_(0), |
---|
57 | maximumGubColumns_(0), |
---|
58 | maximumElements_(0), |
---|
59 | startSet_(NULL), |
---|
60 | next_(NULL), |
---|
61 | startColumn_(NULL), |
---|
62 | row_(NULL), |
---|
63 | element_(NULL), |
---|
64 | cost_(NULL), |
---|
65 | id_(NULL), |
---|
66 | dynamicStatus_(NULL), |
---|
67 | columnLower_(NULL), |
---|
68 | columnUpper_(NULL) |
---|
69 | { |
---|
70 | setType(15); |
---|
71 | } |
---|
72 | |
---|
73 | //------------------------------------------------------------------- |
---|
74 | // Copy constructor |
---|
75 | //------------------------------------------------------------------- |
---|
76 | ClpDynamicMatrix::ClpDynamicMatrix (const ClpDynamicMatrix & rhs) |
---|
77 | : ClpPackedMatrix(rhs) |
---|
78 | { |
---|
79 | objectiveOffset_ = rhs.objectiveOffset_; |
---|
80 | numberSets_ = rhs.numberSets_; |
---|
81 | numberActiveSets_ = rhs.numberActiveSets_; |
---|
82 | firstAvailable_ = rhs.firstAvailable_; |
---|
83 | firstAvailableBefore_ = rhs.firstAvailableBefore_; |
---|
84 | firstDynamic_ = rhs.firstDynamic_; |
---|
85 | lastDynamic_ = rhs.lastDynamic_; |
---|
86 | numberStaticRows_ = rhs.numberStaticRows_; |
---|
87 | numberElements_ = rhs.numberElements_; |
---|
88 | backToPivotRow_ = ClpCopyOfArray(rhs.backToPivotRow_,lastDynamic_); |
---|
89 | keyVariable_ = ClpCopyOfArray(rhs.keyVariable_,numberSets_); |
---|
90 | toIndex_ = ClpCopyOfArray(rhs.toIndex_,numberSets_); |
---|
91 | fromIndex_ = ClpCopyOfArray(rhs.fromIndex_,getNumRows()+1-numberStaticRows_); |
---|
92 | lowerSet_ = ClpCopyOfArray(rhs.lowerSet_,numberSets_); |
---|
93 | upperSet_ = ClpCopyOfArray(rhs.upperSet_,numberSets_); |
---|
94 | status_ = ClpCopyOfArray(rhs.status_,numberSets_); |
---|
95 | model_ = rhs.model_; |
---|
96 | sumDualInfeasibilities_ = rhs. sumDualInfeasibilities_; |
---|
97 | sumPrimalInfeasibilities_ = rhs.sumPrimalInfeasibilities_; |
---|
98 | sumOfRelaxedDualInfeasibilities_ = rhs.sumOfRelaxedDualInfeasibilities_; |
---|
99 | sumOfRelaxedPrimalInfeasibilities_ = rhs.sumOfRelaxedPrimalInfeasibilities_; |
---|
100 | numberDualInfeasibilities_ = rhs.numberDualInfeasibilities_; |
---|
101 | numberPrimalInfeasibilities_ = rhs.numberPrimalInfeasibilities_; |
---|
102 | savedBestGubDual_=rhs.savedBestGubDual_; |
---|
103 | savedBestSet_=rhs.savedBestSet_; |
---|
104 | noCheck_ = rhs.noCheck_; |
---|
105 | infeasibilityWeight_=rhs.infeasibilityWeight_; |
---|
106 | // Now secondary data |
---|
107 | numberGubColumns_ = rhs.numberGubColumns_; |
---|
108 | maximumGubColumns_=rhs.maximumGubColumns_; |
---|
109 | maximumElements_ = rhs.maximumElements_; |
---|
110 | startSet_ = ClpCopyOfArray(rhs.startSet_,numberSets_); |
---|
111 | next_ = ClpCopyOfArray(rhs.next_,maximumGubColumns_); |
---|
112 | startColumn_ = ClpCopyOfArray(rhs.startColumn_,maximumGubColumns_+1); |
---|
113 | row_ = ClpCopyOfArray(rhs.row_,maximumElements_); |
---|
114 | element_ = ClpCopyOfArray(rhs.element_,maximumElements_); |
---|
115 | cost_ = ClpCopyOfArray(rhs.cost_,maximumGubColumns_); |
---|
116 | id_ = ClpCopyOfArray(rhs.id_,lastDynamic_-firstDynamic_); |
---|
117 | columnLower_ = ClpCopyOfArray(rhs.columnLower_,maximumGubColumns_); |
---|
118 | columnUpper_ = ClpCopyOfArray(rhs.columnUpper_,maximumGubColumns_); |
---|
119 | dynamicStatus_ = ClpCopyOfArray(rhs.dynamicStatus_,maximumGubColumns_); |
---|
120 | } |
---|
121 | |
---|
122 | /* This is the real constructor*/ |
---|
123 | ClpDynamicMatrix::ClpDynamicMatrix(ClpSimplex * model, int numberSets, |
---|
124 | int numberGubColumns, const int * starts, |
---|
125 | const double * lower, const double * upper, |
---|
126 | const CoinBigIndex * startColumn, const int * row, |
---|
127 | const double * element, const double * cost, |
---|
128 | const double * columnLower, const double * columnUpper, |
---|
129 | const unsigned char * status, |
---|
130 | const unsigned char * dynamicStatus) |
---|
131 | : ClpPackedMatrix() |
---|
132 | { |
---|
133 | setType(15); |
---|
134 | objectiveOffset_ = model->objectiveOffset(); |
---|
135 | model_ = model; |
---|
136 | numberSets_ = numberSets; |
---|
137 | numberGubColumns_ = numberGubColumns; |
---|
138 | maximumGubColumns_=numberGubColumns_; |
---|
139 | if (numberGubColumns_) |
---|
140 | maximumElements_ = startColumn[numberGubColumns_]; |
---|
141 | else |
---|
142 | maximumElements_ = 0; |
---|
143 | startSet_ = new int [numberSets_]; |
---|
144 | next_ = new int [maximumGubColumns_]; |
---|
145 | // fill in startSet and next |
---|
146 | int iSet; |
---|
147 | if (numberGubColumns_) { |
---|
148 | for (iSet=0;iSet<numberSets_;iSet++) { |
---|
149 | int first = starts[iSet]; |
---|
150 | int last = starts[iSet+1]-1; |
---|
151 | startSet_[iSet]=first; |
---|
152 | for (int i=first;i<last;i++) |
---|
153 | next_[i]=i+1; |
---|
154 | next_[last]=-iSet-1; |
---|
155 | } |
---|
156 | } |
---|
157 | int numberColumns = model->numberColumns(); |
---|
158 | int numberRows = model->numberRows(); |
---|
159 | numberStaticRows_ = numberRows; |
---|
160 | savedBestGubDual_=0.0; |
---|
161 | savedBestSet_=0; |
---|
162 | // Number of columns needed |
---|
163 | int frequency = model->factorizationFrequency(); |
---|
164 | int numberGubInSmall = numberRows + frequency + CoinMin(frequency,numberSets_)+4; |
---|
165 | // for small problems this could be too big |
---|
166 | //numberGubInSmall = CoinMin(numberGubInSmall,numberGubColumns_); |
---|
167 | int numberNeeded = numberGubInSmall + numberColumns; |
---|
168 | firstAvailable_ = numberColumns; |
---|
169 | firstAvailableBefore_ = firstAvailable_; |
---|
170 | firstDynamic_ = numberColumns; |
---|
171 | lastDynamic_ = numberNeeded; |
---|
172 | startColumn_ = ClpCopyOfArray(startColumn,numberGubColumns_+1); |
---|
173 | if (!numberGubColumns_) { |
---|
174 | startColumn_ = new CoinBigIndex [1]; |
---|
175 | startColumn_[0]=0; |
---|
176 | } |
---|
177 | CoinBigIndex numberElements = startColumn_[numberGubColumns_]; |
---|
178 | row_ = ClpCopyOfArray(row,numberElements); |
---|
179 | element_ = new float[numberElements]; |
---|
180 | CoinBigIndex i; |
---|
181 | for (i=0;i<numberElements;i++) |
---|
182 | element_[i]=element[i]; |
---|
183 | cost_ = new float[numberGubColumns_]; |
---|
184 | for (i=0;i<numberGubColumns_;i++) { |
---|
185 | cost_[i]=cost[i]; |
---|
186 | // I don't think I need sorted but ... |
---|
187 | CoinSort_2(row_+startColumn_[i],row_+startColumn_[i+1],element_+startColumn_[i]); |
---|
188 | } |
---|
189 | if (columnLower) { |
---|
190 | columnLower_ = new float[numberGubColumns_]; |
---|
191 | for (i=0;i<numberGubColumns_;i++) |
---|
192 | columnLower_[i]=columnLower[i]; |
---|
193 | } else { |
---|
194 | columnLower_=NULL; |
---|
195 | } |
---|
196 | if (columnUpper) { |
---|
197 | columnUpper_ = new float[numberGubColumns_]; |
---|
198 | for (i=0;i<numberGubColumns_;i++) |
---|
199 | columnUpper_[i]=columnUpper[i]; |
---|
200 | } else { |
---|
201 | columnUpper_=NULL; |
---|
202 | } |
---|
203 | lowerSet_ = new float[numberSets_]; |
---|
204 | for (i=0;i<numberSets_;i++) { |
---|
205 | if (lower[i]>-1.0e20) |
---|
206 | lowerSet_[i]=lower[i]; |
---|
207 | else |
---|
208 | lowerSet_[i] = -1.0e30; |
---|
209 | } |
---|
210 | upperSet_ = new float[numberSets_]; |
---|
211 | for (i=0;i<numberSets_;i++) { |
---|
212 | if (upper[i]<1.0e20) |
---|
213 | upperSet_[i]=upper[i]; |
---|
214 | else |
---|
215 | upperSet_[i] = 1.0e30; |
---|
216 | } |
---|
217 | id_ = new int[numberGubInSmall]; |
---|
218 | for (i=0;i<numberGubInSmall;i++) |
---|
219 | id_[i]=-1; |
---|
220 | ClpPackedMatrix* originalMatrixA = |
---|
221 | dynamic_cast< ClpPackedMatrix*>(model->clpMatrix()); |
---|
222 | assert (originalMatrixA); |
---|
223 | CoinPackedMatrix * originalMatrix = originalMatrixA->getPackedMatrix(); |
---|
224 | originalMatrixA->setMatrixNull(); // so can be deleted safely |
---|
225 | // guess how much space needed |
---|
226 | double guess = numberElements; |
---|
227 | guess /= (double) numberColumns; |
---|
228 | guess *= 2*numberGubInSmall; |
---|
229 | numberElements_ = (int) guess; |
---|
230 | numberElements_ = CoinMin(numberElements_,numberElements)+originalMatrix->getNumElements(); |
---|
231 | matrix_ = originalMatrix; |
---|
232 | zeroElements_ = false; |
---|
233 | // resize model (matrix stays same) |
---|
234 | int newRowSize = numberRows+CoinMin(numberSets_,CoinMax(frequency,numberRows))+1; |
---|
235 | model->resize(newRowSize,numberNeeded); |
---|
236 | for (i=numberRows;i<newRowSize;i++) |
---|
237 | model->setRowStatus(i,ClpSimplex::basic); |
---|
238 | if (columnUpper_) { |
---|
239 | // set all upper bounds so we have enough space |
---|
240 | double * columnUpper = model->columnUpper(); |
---|
241 | for(i=firstDynamic_;i<lastDynamic_;i++) |
---|
242 | columnUpper[i]=1.0e10; |
---|
243 | } |
---|
244 | // resize matrix |
---|
245 | // extra 1 is so can keep number of elements handy |
---|
246 | originalMatrix->reserve(numberNeeded,numberElements_,true); |
---|
247 | originalMatrix->reserve(numberNeeded+1,numberElements_,false); |
---|
248 | originalMatrix->getMutableVectorStarts()[numberColumns]=originalMatrix->getNumElements(); |
---|
249 | originalMatrix->setDimensions(newRowSize,-1); |
---|
250 | numberActiveColumns_=firstDynamic_; |
---|
251 | // redo number of columns |
---|
252 | numberColumns = matrix_->getNumCols(); |
---|
253 | backToPivotRow_ = new int[numberNeeded]; |
---|
254 | keyVariable_ = new int[numberSets_]; |
---|
255 | if (status) { |
---|
256 | status_ = ClpCopyOfArray(status,numberSets_); |
---|
257 | assert (dynamicStatus); |
---|
258 | dynamicStatus_ = ClpCopyOfArray(dynamicStatus,numberGubColumns_); |
---|
259 | } else { |
---|
260 | status_= new unsigned char [numberSets_]; |
---|
261 | memset(status_,0,numberSets_); |
---|
262 | int i; |
---|
263 | for (i=0;i<numberSets_;i++) { |
---|
264 | // make slack key |
---|
265 | setStatus(i,ClpSimplex::basic); |
---|
266 | } |
---|
267 | dynamicStatus_ = new unsigned char [numberGubColumns_]; |
---|
268 | memset(dynamicStatus_,0,numberGubColumns_); // for clarity |
---|
269 | for (i=0;i<numberGubColumns_;i++) |
---|
270 | setDynamicStatus(i,atLowerBound); |
---|
271 | } |
---|
272 | toIndex_ = new int[numberSets_]; |
---|
273 | for (iSet=0;iSet<numberSets_;iSet++) |
---|
274 | toIndex_[iSet]=-1; |
---|
275 | fromIndex_ = new int [newRowSize-numberStaticRows_+1]; |
---|
276 | numberActiveSets_=0; |
---|
277 | rhsOffset_=NULL; |
---|
278 | if (numberGubColumns_) { |
---|
279 | if (!status) { |
---|
280 | gubCrash(); |
---|
281 | } else { |
---|
282 | initialProblem(); |
---|
283 | } |
---|
284 | } |
---|
285 | noCheck_ = -1; |
---|
286 | infeasibilityWeight_=0.0; |
---|
287 | } |
---|
288 | |
---|
289 | //------------------------------------------------------------------- |
---|
290 | // Destructor |
---|
291 | //------------------------------------------------------------------- |
---|
292 | ClpDynamicMatrix::~ClpDynamicMatrix () |
---|
293 | { |
---|
294 | delete [] backToPivotRow_; |
---|
295 | delete [] keyVariable_; |
---|
296 | delete [] toIndex_; |
---|
297 | delete [] fromIndex_; |
---|
298 | delete [] lowerSet_; |
---|
299 | delete [] upperSet_; |
---|
300 | delete [] status_; |
---|
301 | delete [] startSet_; |
---|
302 | delete [] next_; |
---|
303 | delete [] startColumn_; |
---|
304 | delete [] row_; |
---|
305 | delete [] element_; |
---|
306 | delete [] cost_; |
---|
307 | delete [] id_; |
---|
308 | delete [] dynamicStatus_; |
---|
309 | delete [] columnLower_; |
---|
310 | delete [] columnUpper_; |
---|
311 | } |
---|
312 | |
---|
313 | //---------------------------------------------------------------- |
---|
314 | // Assignment operator |
---|
315 | //------------------------------------------------------------------- |
---|
316 | ClpDynamicMatrix & |
---|
317 | ClpDynamicMatrix::operator=(const ClpDynamicMatrix& rhs) |
---|
318 | { |
---|
319 | if (this != &rhs) { |
---|
320 | ClpPackedMatrix::operator=(rhs); |
---|
321 | delete [] backToPivotRow_; |
---|
322 | delete [] keyVariable_; |
---|
323 | delete [] toIndex_; |
---|
324 | delete [] fromIndex_; |
---|
325 | delete [] lowerSet_; |
---|
326 | delete [] upperSet_; |
---|
327 | delete [] status_; |
---|
328 | delete [] startSet_; |
---|
329 | delete [] next_; |
---|
330 | delete [] startColumn_; |
---|
331 | delete [] row_; |
---|
332 | delete [] element_; |
---|
333 | delete [] cost_; |
---|
334 | delete [] id_; |
---|
335 | delete [] dynamicStatus_; |
---|
336 | delete [] columnLower_; |
---|
337 | delete [] columnUpper_; |
---|
338 | objectiveOffset_ = rhs.objectiveOffset_; |
---|
339 | numberSets_ = rhs.numberSets_; |
---|
340 | numberActiveSets_ = rhs.numberActiveSets_; |
---|
341 | firstAvailable_ = rhs.firstAvailable_; |
---|
342 | firstAvailableBefore_ = rhs.firstAvailableBefore_; |
---|
343 | firstDynamic_ = rhs.firstDynamic_; |
---|
344 | lastDynamic_ = rhs.lastDynamic_; |
---|
345 | numberStaticRows_ = rhs.numberStaticRows_; |
---|
346 | numberElements_ = rhs.numberElements_; |
---|
347 | backToPivotRow_ = ClpCopyOfArray(rhs.backToPivotRow_,lastDynamic_); |
---|
348 | keyVariable_ = ClpCopyOfArray(rhs.keyVariable_,numberSets_); |
---|
349 | toIndex_ = ClpCopyOfArray(rhs.toIndex_,numberSets_); |
---|
350 | fromIndex_ = ClpCopyOfArray(rhs.fromIndex_,getNumRows()+1-numberStaticRows_); |
---|
351 | lowerSet_ = ClpCopyOfArray(rhs.lowerSet_,numberSets_); |
---|
352 | upperSet_ = ClpCopyOfArray(rhs.upperSet_,numberSets_); |
---|
353 | status_ = ClpCopyOfArray(rhs.status_,numberSets_); |
---|
354 | model_ = rhs.model_; |
---|
355 | sumDualInfeasibilities_ = rhs. sumDualInfeasibilities_; |
---|
356 | sumPrimalInfeasibilities_ = rhs.sumPrimalInfeasibilities_; |
---|
357 | sumOfRelaxedDualInfeasibilities_ = rhs.sumOfRelaxedDualInfeasibilities_; |
---|
358 | sumOfRelaxedPrimalInfeasibilities_ = rhs.sumOfRelaxedPrimalInfeasibilities_; |
---|
359 | numberDualInfeasibilities_ = rhs.numberDualInfeasibilities_; |
---|
360 | numberPrimalInfeasibilities_ = rhs.numberPrimalInfeasibilities_; |
---|
361 | savedBestGubDual_=rhs.savedBestGubDual_; |
---|
362 | savedBestSet_=rhs.savedBestSet_; |
---|
363 | noCheck_ = rhs.noCheck_; |
---|
364 | infeasibilityWeight_=rhs.infeasibilityWeight_; |
---|
365 | // Now secondary data |
---|
366 | numberGubColumns_ = rhs.numberGubColumns_; |
---|
367 | maximumGubColumns_=rhs.maximumGubColumns_; |
---|
368 | maximumElements_ = rhs.maximumElements_; |
---|
369 | startSet_ = ClpCopyOfArray(rhs.startSet_,numberSets_); |
---|
370 | next_ = ClpCopyOfArray(rhs.next_,maximumGubColumns_); |
---|
371 | startColumn_ = ClpCopyOfArray(rhs.startColumn_,maximumGubColumns_+1); |
---|
372 | row_ = ClpCopyOfArray(rhs.row_,maximumElements_); |
---|
373 | element_ = ClpCopyOfArray(rhs.element_,maximumElements_); |
---|
374 | cost_ = ClpCopyOfArray(rhs.cost_,maximumGubColumns_); |
---|
375 | id_ = ClpCopyOfArray(rhs.id_,lastDynamic_-firstDynamic_); |
---|
376 | columnLower_ = ClpCopyOfArray(rhs.columnLower_,maximumGubColumns_); |
---|
377 | columnUpper_ = ClpCopyOfArray(rhs.columnUpper_,maximumGubColumns_); |
---|
378 | dynamicStatus_ = ClpCopyOfArray(rhs.dynamicStatus_,maximumGubColumns_); |
---|
379 | } |
---|
380 | return *this; |
---|
381 | } |
---|
382 | //------------------------------------------------------------------- |
---|
383 | // Clone |
---|
384 | //------------------------------------------------------------------- |
---|
385 | ClpMatrixBase * ClpDynamicMatrix::clone() const |
---|
386 | { |
---|
387 | return new ClpDynamicMatrix(*this); |
---|
388 | } |
---|
389 | // Partial pricing |
---|
390 | void |
---|
391 | ClpDynamicMatrix::partialPricing(ClpSimplex * model, double startFraction, double endFraction, |
---|
392 | int & bestSequence, int & numberWanted) |
---|
393 | { |
---|
394 | numberWanted=currentWanted_; |
---|
395 | assert(!model->rowScale()); |
---|
396 | if (numberSets_) { |
---|
397 | // Do packed part before gub |
---|
398 | // always??? |
---|
399 | //printf("normal packed price - start %d end %d (passed end %d, first %d)\n", |
---|
400 | ClpPackedMatrix::partialPricing(model,startFraction,endFraction,bestSequence,numberWanted); |
---|
401 | } else { |
---|
402 | // no gub |
---|
403 | ClpPackedMatrix::partialPricing(model,startFraction,endFraction,bestSequence,numberWanted); |
---|
404 | return; |
---|
405 | } |
---|
406 | if (numberWanted>0) { |
---|
407 | // and do some proportion of full set |
---|
408 | int startG2 = (int) (startFraction*numberSets_); |
---|
409 | int endG2 = (int) (endFraction*numberSets_+0.1); |
---|
410 | endG2 = CoinMin(endG2,numberSets_); |
---|
411 | //printf("gub price - set start %d end %d\n", |
---|
412 | // startG2,endG2); |
---|
413 | double tolerance=model->currentDualTolerance(); |
---|
414 | double * reducedCost = model->djRegion(); |
---|
415 | const double * duals = model->dualRowSolution(); |
---|
416 | double bestDj; |
---|
417 | int numberRows = model->numberRows(); |
---|
418 | int slackOffset = lastDynamic_+numberRows; |
---|
419 | int structuralOffset = slackOffset+numberSets_; |
---|
420 | // If nothing found yet can go all the way to end |
---|
421 | int endAll = endG2; |
---|
422 | if (bestSequence<0&&!startG2) |
---|
423 | endAll = numberSets_; |
---|
424 | if (bestSequence>=0) { |
---|
425 | if (bestSequence!=savedBestSequence_) |
---|
426 | bestDj = fabs(reducedCost[bestSequence]); // dj from slacks or permanent |
---|
427 | else |
---|
428 | bestDj = savedBestDj_; |
---|
429 | } else { |
---|
430 | bestDj=tolerance; |
---|
431 | } |
---|
432 | int saveSequence = bestSequence; |
---|
433 | double djMod=0.0; |
---|
434 | double bestDjMod=0.0; |
---|
435 | //printf("iteration %d start %d end %d - wanted %d\n",model->numberIterations(), |
---|
436 | // startG2,endG2,numberWanted); |
---|
437 | int bestSet=-1; |
---|
438 | #if 0 |
---|
439 | // make sure first available is clean (in case last iteration rejected) |
---|
440 | cost[firstAvailable_]=0.0; |
---|
441 | length[firstAvailable_]=0; |
---|
442 | model->nonLinearCost()->setOne(firstAvailable_,0.0,0.0,COIN_DBL_MAX,0.0); |
---|
443 | model->setStatus(firstAvailable_,ClpSimplex::atLowerBound); |
---|
444 | { |
---|
445 | for (int i=firstAvailable_;i<lastDynamic_;i++) |
---|
446 | assert(!cost[i]); |
---|
447 | } |
---|
448 | #endif |
---|
449 | int minSet = minimumObjectsScan_<0 ? 5 : minimumObjectsScan_; |
---|
450 | int minNeg = minimumGoodReducedCosts_<0 ? 5 : minimumGoodReducedCosts_; |
---|
451 | for (int iSet = startG2;iSet<endAll;iSet++) { |
---|
452 | if (numberWanted+minNeg<originalWanted_&&iSet>startG2+minSet) { |
---|
453 | // give up |
---|
454 | numberWanted=0; |
---|
455 | break; |
---|
456 | } else if (iSet==endG2&&bestSequence>=0) { |
---|
457 | break; |
---|
458 | } |
---|
459 | int gubRow = toIndex_[iSet]; |
---|
460 | if (gubRow>=0) { |
---|
461 | djMod = duals[gubRow+numberStaticRows_]; // have I got sign right? |
---|
462 | } else { |
---|
463 | int iBasic = keyVariable_[iSet]; |
---|
464 | if (iBasic>=maximumGubColumns_) { |
---|
465 | djMod = 0.0; // set not in |
---|
466 | } else { |
---|
467 | // get dj without |
---|
468 | djMod=0.0; |
---|
469 | for (CoinBigIndex j=startColumn_[iBasic]; |
---|
470 | j<startColumn_[iBasic+1];j++) { |
---|
471 | int jRow=row_[j]; |
---|
472 | djMod -= duals[jRow]*element_[j]; |
---|
473 | } |
---|
474 | djMod += cost_[iBasic]; |
---|
475 | // See if gub slack possible - dj is djMod |
---|
476 | if (getStatus(iSet)==ClpSimplex::atLowerBound) { |
---|
477 | double value = -djMod; |
---|
478 | if (value>tolerance) { |
---|
479 | numberWanted--; |
---|
480 | if (value>bestDj) { |
---|
481 | // check flagged variable and correct dj |
---|
482 | if (!flagged(iSet)) { |
---|
483 | bestDj=value; |
---|
484 | bestSequence = slackOffset+iSet; |
---|
485 | bestDjMod = djMod; |
---|
486 | bestSet = iSet; |
---|
487 | } else { |
---|
488 | // just to make sure we don't exit before got something |
---|
489 | numberWanted++; |
---|
490 | abort(); |
---|
491 | } |
---|
492 | } |
---|
493 | } |
---|
494 | } else if (getStatus(iSet)==ClpSimplex::atUpperBound) { |
---|
495 | double value = djMod; |
---|
496 | if (value>tolerance) { |
---|
497 | numberWanted--; |
---|
498 | if (value>bestDj) { |
---|
499 | // check flagged variable and correct dj |
---|
500 | if (!flagged(iSet)) { |
---|
501 | bestDj=value; |
---|
502 | bestSequence = slackOffset+iSet; |
---|
503 | bestDjMod = djMod; |
---|
504 | bestSet = iSet; |
---|
505 | } else { |
---|
506 | // just to make sure we don't exit before got something |
---|
507 | numberWanted++; |
---|
508 | abort(); |
---|
509 | } |
---|
510 | } |
---|
511 | } |
---|
512 | } |
---|
513 | } |
---|
514 | } |
---|
515 | int iSequence= startSet_[iSet]; |
---|
516 | while (iSequence>=0) { |
---|
517 | DynamicStatus status = getDynamicStatus(iSequence); |
---|
518 | if (status==atLowerBound||status==atUpperBound) { |
---|
519 | double value=cost_[iSequence]-djMod; |
---|
520 | for (CoinBigIndex j=startColumn_[iSequence]; |
---|
521 | j<startColumn_[iSequence+1];j++) { |
---|
522 | int jRow=row_[j]; |
---|
523 | value -= duals[jRow]*element_[j]; |
---|
524 | } |
---|
525 | // change sign if at lower bound |
---|
526 | if (status==atLowerBound) |
---|
527 | value = -value; |
---|
528 | if (value>tolerance) { |
---|
529 | numberWanted--; |
---|
530 | if (value>bestDj) { |
---|
531 | // check flagged variable and correct dj |
---|
532 | if (!flagged(iSequence)) { |
---|
533 | bestDj=value; |
---|
534 | bestSequence = structuralOffset+iSequence; |
---|
535 | bestDjMod = djMod; |
---|
536 | bestSet = iSet; |
---|
537 | } else { |
---|
538 | // just to make sure we don't exit before got something |
---|
539 | numberWanted++; |
---|
540 | } |
---|
541 | } |
---|
542 | } |
---|
543 | } |
---|
544 | iSequence = next_[iSequence]; //onto next in set |
---|
545 | } |
---|
546 | if (numberWanted<=0) { |
---|
547 | numberWanted=0; |
---|
548 | break; |
---|
549 | } |
---|
550 | } |
---|
551 | if (bestSequence!=saveSequence) { |
---|
552 | savedBestGubDual_ = bestDjMod; |
---|
553 | savedBestDj_ = bestDj; |
---|
554 | savedBestSequence_ = bestSequence; |
---|
555 | savedBestSet_ = bestSet; |
---|
556 | } |
---|
557 | // See if may be finished |
---|
558 | if (!startG2&&bestSequence<0) |
---|
559 | infeasibilityWeight_=model_->infeasibilityCost(); |
---|
560 | else if (bestSequence>=0) |
---|
561 | infeasibilityWeight_=-1.0; |
---|
562 | } |
---|
563 | currentWanted_=numberWanted; |
---|
564 | } |
---|
565 | /* Returns effective RHS if it is being used. This is used for long problems |
---|
566 | or big gub or anywhere where going through full columns is |
---|
567 | expensive. This may re-compute */ |
---|
568 | double * |
---|
569 | ClpDynamicMatrix::rhsOffset(ClpSimplex * model,bool forceRefresh, |
---|
570 | bool check) |
---|
571 | { |
---|
572 | //forceRefresh=true; |
---|
573 | if (!model_->numberIterations()) |
---|
574 | forceRefresh=true; |
---|
575 | //check=false; |
---|
576 | #ifdef CLP_DEBUG |
---|
577 | double * saveE=NULL; |
---|
578 | if (rhsOffset_&&check) { |
---|
579 | int numberRows = model->numberRows(); |
---|
580 | saveE = new double[numberRows]; |
---|
581 | } |
---|
582 | #endif |
---|
583 | if (rhsOffset_) { |
---|
584 | #ifdef CLP_DEBUG |
---|
585 | if (check) { |
---|
586 | // no need - but check anyway |
---|
587 | int numberRows = model->numberRows(); |
---|
588 | double * rhs = new double[numberRows]; |
---|
589 | int iRow; |
---|
590 | int iSet; |
---|
591 | CoinZeroN(rhs,numberRows); |
---|
592 | // do ones at bounds before gub |
---|
593 | const double * smallSolution = model->solutionRegion(); |
---|
594 | const double * element =matrix_->getElements(); |
---|
595 | const int * row = matrix_->getIndices(); |
---|
596 | const CoinBigIndex * startColumn = matrix_->getVectorStarts(); |
---|
597 | const int * length = matrix_->getVectorLengths(); |
---|
598 | int iColumn; |
---|
599 | double objectiveOffset=0.0; |
---|
600 | for (iColumn=0;iColumn<firstDynamic_;iColumn++) { |
---|
601 | if (model->getStatus(iColumn)!=ClpSimplex::basic) { |
---|
602 | double value = smallSolution[iColumn]; |
---|
603 | for (CoinBigIndex j=startColumn[iColumn]; |
---|
604 | j<startColumn[iColumn]+length[iColumn];j++) { |
---|
605 | int jRow=row[j]; |
---|
606 | rhs[jRow] -= value*element[j]; |
---|
607 | } |
---|
608 | } |
---|
609 | } |
---|
610 | if (columnLower_||columnUpper_) { |
---|
611 | double * solution = new double [numberGubColumns_]; |
---|
612 | for (iSet=0;iSet<numberSets_;iSet++) { |
---|
613 | int j= startSet_[iSet]; |
---|
614 | while (j>=0) { |
---|
615 | double value=0.0; |
---|
616 | if (getDynamicStatus(j)!=inSmall) { |
---|
617 | if (getDynamicStatus(j)==atLowerBound) { |
---|
618 | if (columnLower_) |
---|
619 | value= columnLower_[j]; |
---|
620 | } else if (getDynamicStatus(j)==atUpperBound) { |
---|
621 | value= columnUpper_[j]; |
---|
622 | } else if (getDynamicStatus(j)==soloKey) { |
---|
623 | value =keyValue(iSet); |
---|
624 | } |
---|
625 | objectiveOffset += value*cost_[j]; |
---|
626 | } |
---|
627 | solution[j]=value; |
---|
628 | j = next_[j]; //onto next in set |
---|
629 | } |
---|
630 | } |
---|
631 | // ones in gub and in small problem |
---|
632 | for (iColumn=firstDynamic_;iColumn<firstAvailable_;iColumn++) { |
---|
633 | if (model_->getStatus(iColumn)!=ClpSimplex::basic) { |
---|
634 | int jFull = id_[iColumn-firstDynamic_]; |
---|
635 | solution[jFull]=smallSolution[iColumn]; |
---|
636 | } |
---|
637 | } |
---|
638 | for (iSet=0;iSet<numberSets_;iSet++) { |
---|
639 | int kRow = toIndex_[iSet]; |
---|
640 | if (kRow>=0) |
---|
641 | kRow += numberStaticRows_; |
---|
642 | int j= startSet_[iSet]; |
---|
643 | while (j>=0) { |
---|
644 | double value = solution[j]; |
---|
645 | if (value) { |
---|
646 | for (CoinBigIndex k= startColumn_[j];k<startColumn_[j+1];k++) { |
---|
647 | int iRow = row_[k]; |
---|
648 | rhs[iRow] -= element_[k]*value; |
---|
649 | } |
---|
650 | if (kRow>=0) |
---|
651 | rhs[kRow] -= value; |
---|
652 | } |
---|
653 | j = next_[j]; //onto next in set |
---|
654 | } |
---|
655 | } |
---|
656 | delete [] solution; |
---|
657 | } else { |
---|
658 | // bounds |
---|
659 | ClpSimplex::Status iStatus; |
---|
660 | for (int iSet=0;iSet<numberSets_;iSet++) { |
---|
661 | int kRow = toIndex_[iSet]; |
---|
662 | if (kRow<0) { |
---|
663 | int iColumn = keyVariable_[iSet]; |
---|
664 | if (iColumn<maximumGubColumns_) { |
---|
665 | // key is not treated as basic |
---|
666 | double b=0.0; |
---|
667 | // key is structural - where is slack |
---|
668 | iStatus = getStatus(iSet); |
---|
669 | assert (iStatus!=ClpSimplex::basic); |
---|
670 | if (iStatus==ClpSimplex::atLowerBound) |
---|
671 | b=lowerSet_[iSet]; |
---|
672 | else |
---|
673 | b=upperSet_[iSet]; |
---|
674 | if (b) { |
---|
675 | objectiveOffset += b*cost_[iColumn]; |
---|
676 | for (CoinBigIndex j= startColumn_[iColumn];j<startColumn_[iColumn+1];j++) { |
---|
677 | int iRow = row_[j]; |
---|
678 | rhs[iRow] -= element_[j]*b; |
---|
679 | } |
---|
680 | } |
---|
681 | } |
---|
682 | } |
---|
683 | } |
---|
684 | } |
---|
685 | if (fabs(model->objectiveOffset()-objectiveOffset_-objectiveOffset)>1.0e-1) |
---|
686 | printf("old offset %g, true %g\n",model->objectiveOffset(), |
---|
687 | objectiveOffset_-objectiveOffset); |
---|
688 | for (iRow=0;iRow<numberRows;iRow++) { |
---|
689 | if (fabs(rhs[iRow]-rhsOffset_[iRow])>1.0e-3) |
---|
690 | printf("** bad effective %d - true %g old %g\n",iRow,rhs[iRow],rhsOffset_[iRow]); |
---|
691 | } |
---|
692 | memcpy(saveE,rhs,numberRows*sizeof(double)); |
---|
693 | delete [] rhs; |
---|
694 | } |
---|
695 | #endif |
---|
696 | if (forceRefresh||(refreshFrequency_&&model->numberIterations()>= |
---|
697 | lastRefresh_+refreshFrequency_)) { |
---|
698 | int numberRows = model->numberRows(); |
---|
699 | int iSet; |
---|
700 | CoinZeroN(rhsOffset_,numberRows); |
---|
701 | // do ones at bounds before gub |
---|
702 | const double * smallSolution = model->solutionRegion(); |
---|
703 | const double * element =matrix_->getElements(); |
---|
704 | const int * row = matrix_->getIndices(); |
---|
705 | const CoinBigIndex * startColumn = matrix_->getVectorStarts(); |
---|
706 | const int * length = matrix_->getVectorLengths(); |
---|
707 | int iColumn; |
---|
708 | double objectiveOffset=0.0; |
---|
709 | for (iColumn=0;iColumn<firstDynamic_;iColumn++) { |
---|
710 | if (model->getStatus(iColumn)!=ClpSimplex::basic) { |
---|
711 | double value = smallSolution[iColumn]; |
---|
712 | for (CoinBigIndex j=startColumn[iColumn]; |
---|
713 | j<startColumn[iColumn]+length[iColumn];j++) { |
---|
714 | int jRow=row[j]; |
---|
715 | rhsOffset_[jRow] -= value*element[j]; |
---|
716 | } |
---|
717 | } |
---|
718 | } |
---|
719 | if (columnLower_||columnUpper_) { |
---|
720 | double * solution = new double [numberGubColumns_]; |
---|
721 | for (iSet=0;iSet<numberSets_;iSet++) { |
---|
722 | int j= startSet_[iSet]; |
---|
723 | while (j>=0) { |
---|
724 | double value=0.0; |
---|
725 | if (getDynamicStatus(j)!=inSmall) { |
---|
726 | if (getDynamicStatus(j)==atLowerBound) { |
---|
727 | if (columnLower_) |
---|
728 | value= columnLower_[j]; |
---|
729 | } else if (getDynamicStatus(j)==atUpperBound) { |
---|
730 | value= columnUpper_[j]; |
---|
731 | } else if (getDynamicStatus(j)==soloKey) { |
---|
732 | value =keyValue(iSet); |
---|
733 | } |
---|
734 | objectiveOffset += value*cost_[j]; |
---|
735 | } |
---|
736 | solution[j]=value; |
---|
737 | j = next_[j]; //onto next in set |
---|
738 | } |
---|
739 | } |
---|
740 | // ones in gub and in small problem |
---|
741 | for (iColumn=firstDynamic_;iColumn<firstAvailable_;iColumn++) { |
---|
742 | if (model_->getStatus(iColumn)!=ClpSimplex::basic) { |
---|
743 | int jFull = id_[iColumn-firstDynamic_]; |
---|
744 | solution[jFull]=smallSolution[iColumn]; |
---|
745 | } |
---|
746 | } |
---|
747 | for (iSet=0;iSet<numberSets_;iSet++) { |
---|
748 | int kRow = toIndex_[iSet]; |
---|
749 | if (kRow>=0) |
---|
750 | kRow += numberStaticRows_; |
---|
751 | int j= startSet_[iSet]; |
---|
752 | while (j>=0) { |
---|
753 | double value = solution[j]; |
---|
754 | if (value) { |
---|
755 | for (CoinBigIndex k= startColumn_[j];k<startColumn_[j+1];k++) { |
---|
756 | int iRow = row_[k]; |
---|
757 | rhsOffset_[iRow] -= element_[k]*value; |
---|
758 | } |
---|
759 | if (kRow>=0) |
---|
760 | rhsOffset_[kRow] -= value; |
---|
761 | } |
---|
762 | j = next_[j]; //onto next in set |
---|
763 | } |
---|
764 | } |
---|
765 | delete [] solution; |
---|
766 | } else { |
---|
767 | // bounds |
---|
768 | ClpSimplex::Status iStatus; |
---|
769 | for (int iSet=0;iSet<numberSets_;iSet++) { |
---|
770 | int kRow = toIndex_[iSet]; |
---|
771 | if (kRow<0) { |
---|
772 | int iColumn = keyVariable_[iSet]; |
---|
773 | if (iColumn<maximumGubColumns_) { |
---|
774 | // key is not treated as basic |
---|
775 | double b=0.0; |
---|
776 | // key is structural - where is slack |
---|
777 | iStatus = getStatus(iSet); |
---|
778 | assert (iStatus!=ClpSimplex::basic); |
---|
779 | if (iStatus==ClpSimplex::atLowerBound) |
---|
780 | b=lowerSet_[iSet]; |
---|
781 | else |
---|
782 | b=upperSet_[iSet]; |
---|
783 | if (b) { |
---|
784 | objectiveOffset += b*cost_[iColumn]; |
---|
785 | for (CoinBigIndex j= startColumn_[iColumn];j<startColumn_[iColumn+1];j++) { |
---|
786 | int iRow = row_[j]; |
---|
787 | rhsOffset_[iRow] -= element_[j]*b; |
---|
788 | } |
---|
789 | } |
---|
790 | } |
---|
791 | } |
---|
792 | } |
---|
793 | } |
---|
794 | model->setObjectiveOffset(objectiveOffset_-objectiveOffset); |
---|
795 | #ifdef CLP_DEBUG |
---|
796 | if (saveE) { |
---|
797 | int iRow; |
---|
798 | for (iRow=0;iRow<numberRows;iRow++) { |
---|
799 | if (fabs(saveE[iRow]-rhsOffset_[iRow])>1.0e-3) |
---|
800 | printf("** %d - old eff %g new %g\n",iRow,saveE[iRow],rhsOffset_[iRow]); |
---|
801 | } |
---|
802 | delete [] saveE; |
---|
803 | } |
---|
804 | #endif |
---|
805 | lastRefresh_ = model->numberIterations(); |
---|
806 | } |
---|
807 | } |
---|
808 | return rhsOffset_; |
---|
809 | } |
---|
810 | /* |
---|
811 | update information for a pivot (and effective rhs) |
---|
812 | */ |
---|
813 | int |
---|
814 | ClpDynamicMatrix::updatePivot(ClpSimplex * model,double oldInValue, double oldOutValue) |
---|
815 | { |
---|
816 | |
---|
817 | // now update working model |
---|
818 | int sequenceIn = model->sequenceIn(); |
---|
819 | int sequenceOut = model->sequenceOut(); |
---|
820 | int numberColumns = model->numberColumns(); |
---|
821 | if (sequenceIn!=sequenceOut&&sequenceIn<numberColumns) |
---|
822 | backToPivotRow_[sequenceIn]=model->pivotRow(); |
---|
823 | if (sequenceIn>=firstDynamic_&&sequenceIn<numberColumns) { |
---|
824 | int bigSequence = id_[sequenceIn-firstDynamic_]; |
---|
825 | if (getDynamicStatus(bigSequence)!=inSmall) { |
---|
826 | firstAvailable_++; |
---|
827 | setDynamicStatus(bigSequence,inSmall); |
---|
828 | } |
---|
829 | } |
---|
830 | // make sure slack is synchronized |
---|
831 | if (sequenceIn>=numberColumns+numberStaticRows_) { |
---|
832 | int iDynamic = sequenceIn-numberColumns-numberStaticRows_; |
---|
833 | int iSet = fromIndex_[iDynamic]; |
---|
834 | setStatus(iSet,model->getStatus(sequenceIn)); |
---|
835 | } |
---|
836 | if (sequenceOut>=numberColumns+numberStaticRows_) { |
---|
837 | int iDynamic = sequenceOut-numberColumns-numberStaticRows_; |
---|
838 | int iSet = fromIndex_[iDynamic]; |
---|
839 | // out may have gone through barrier - so check |
---|
840 | double valueOut = model->lowerRegion()[sequenceOut]; |
---|
841 | if (fabs(valueOut -(double) lowerSet_[iSet])< |
---|
842 | fabs(valueOut -(double) upperSet_[iSet])) |
---|
843 | setStatus(iSet,ClpSimplex::atLowerBound); |
---|
844 | else |
---|
845 | setStatus(iSet,ClpSimplex::atUpperBound); |
---|
846 | if (lowerSet_[iSet]==upperSet_[iSet]) |
---|
847 | setStatus(iSet,ClpSimplex::isFixed); |
---|
848 | if (getStatus(iSet)!=model->getStatus(sequenceOut)) |
---|
849 | printf("** set %d status %d, var status %d\n",iSet, |
---|
850 | getStatus(iSet),model->getStatus(sequenceOut)); |
---|
851 | } |
---|
852 | ClpMatrixBase::updatePivot(model,oldInValue,oldOutValue); |
---|
853 | #ifdef CLP_DEBUG |
---|
854 | char * inSmall = new char [numberGubColumns_]; |
---|
855 | memset(inSmall,0,numberGubColumns_); |
---|
856 | const double * solution = model->solutionRegion(); |
---|
857 | for (int i=0;i<numberGubColumns_;i++) |
---|
858 | if (getDynamicStatus(i)==ClpDynamicMatrix::inSmall) |
---|
859 | inSmall[i]=1; |
---|
860 | for (int i=firstDynamic_;i<firstAvailable_;i++) { |
---|
861 | int k=id_[i-firstDynamic_]; |
---|
862 | inSmall[k]=0; |
---|
863 | //if (k>=23289&&k<23357&&solution[i]) |
---|
864 | //printf("var %d (in small %d) has value %g\n",k,i,solution[i]); |
---|
865 | } |
---|
866 | for (int i=0;i<numberGubColumns_;i++) |
---|
867 | assert (!inSmall[i]); |
---|
868 | delete [] inSmall; |
---|
869 | #ifndef NDEBUG |
---|
870 | for (int i=0;i<numberActiveSets_;i++) { |
---|
871 | int iSet = fromIndex_[i]; |
---|
872 | assert (toIndex_[iSet]==i); |
---|
873 | //if (getStatus(iSet)!=model->getRowStatus(i+numberStaticRows_)) |
---|
874 | //printf("*** set %d status %d, var status %d\n",iSet, |
---|
875 | // getStatus(iSet),model->getRowStatus(i+numberStaticRows_)); |
---|
876 | //assert (model->getRowStatus(i+numberStaticRows_)==getStatus(iSet)); |
---|
877 | //if (iSet==1035) { |
---|
878 | //printf("rhs for set %d (%d) is %g %g - cost %g\n",iSet,i,model->lowerRegion(0)[i+numberStaticRows_], |
---|
879 | // model->upperRegion(0)[i+numberStaticRows_],model->costRegion(0)[i+numberStaticRows_]); |
---|
880 | //} |
---|
881 | } |
---|
882 | #endif |
---|
883 | #endif |
---|
884 | return 0; |
---|
885 | } |
---|
886 | /* |
---|
887 | utility dual function for dealing with dynamic constraints |
---|
888 | mode=n see ClpGubMatrix.hpp for definition |
---|
889 | Remember to update here when settled down |
---|
890 | */ |
---|
891 | void |
---|
892 | ClpDynamicMatrix::dualExpanded(ClpSimplex * model, |
---|
893 | CoinIndexedVector * array, |
---|
894 | double * other,int mode) |
---|
895 | { |
---|
896 | switch (mode) { |
---|
897 | // modify costs before transposeUpdate |
---|
898 | case 0: |
---|
899 | break; |
---|
900 | // create duals for key variables (without check on dual infeasible) |
---|
901 | case 1: |
---|
902 | break; |
---|
903 | // as 1 but check slacks and compute djs |
---|
904 | case 2: |
---|
905 | { |
---|
906 | // do pivots |
---|
907 | int * pivotVariable = model->pivotVariable(); |
---|
908 | int numberRows=numberStaticRows_+numberActiveSets_; |
---|
909 | int numberColumns = model->numberColumns(); |
---|
910 | for (int iRow=0;iRow<numberRows;iRow++) { |
---|
911 | int iPivot=pivotVariable[iRow]; |
---|
912 | if (iPivot<numberColumns) |
---|
913 | backToPivotRow_[iPivot]=iRow; |
---|
914 | } |
---|
915 | if (noCheck_>=0) { |
---|
916 | if (infeasibilityWeight_!=model_->infeasibilityCost()) { |
---|
917 | // don't bother checking |
---|
918 | sumDualInfeasibilities_=100.0; |
---|
919 | numberDualInfeasibilities_=1; |
---|
920 | sumOfRelaxedDualInfeasibilities_ =100.0; |
---|
921 | return; |
---|
922 | } |
---|
923 | } |
---|
924 | // In theory we should subtract out ones we have done but .... |
---|
925 | // If key slack then dual 0.0 |
---|
926 | // If not then slack could be dual infeasible |
---|
927 | // dj for key is zero so that defines dual on set |
---|
928 | int i; |
---|
929 | double * dual = model->dualRowSolution(); |
---|
930 | double dualTolerance = model->dualTolerance(); |
---|
931 | double relaxedTolerance=dualTolerance; |
---|
932 | // we can't really trust infeasibilities if there is dual error |
---|
933 | double error = CoinMin(1.0e-3,model->largestDualError()); |
---|
934 | // allow tolerance at least slightly bigger than standard |
---|
935 | relaxedTolerance = relaxedTolerance + error; |
---|
936 | // but we will be using difference |
---|
937 | relaxedTolerance -= dualTolerance; |
---|
938 | sumDualInfeasibilities_=0.0; |
---|
939 | numberDualInfeasibilities_=0; |
---|
940 | sumOfRelaxedDualInfeasibilities_ =0.0; |
---|
941 | for (i=0;i<numberSets_;i++) { |
---|
942 | double value=0.0; |
---|
943 | int gubRow = toIndex_[i]; |
---|
944 | if (gubRow<0) { |
---|
945 | int kColumn = keyVariable_[i]; |
---|
946 | if (kColumn<maximumGubColumns_) { |
---|
947 | // dj without set |
---|
948 | value = cost_[kColumn]; |
---|
949 | for (CoinBigIndex j=startColumn_[kColumn]; |
---|
950 | j<startColumn_[kColumn+1];j++) { |
---|
951 | int iRow = row_[j]; |
---|
952 | value -= dual[iRow]*element_[j]; |
---|
953 | } |
---|
954 | double infeasibility = 0.0; |
---|
955 | if (getStatus(i)==ClpSimplex::atLowerBound) { |
---|
956 | if (-value>dualTolerance) |
---|
957 | infeasibility=-value-dualTolerance; |
---|
958 | } else if (getStatus(i)==ClpSimplex::atUpperBound) { |
---|
959 | if (value>dualTolerance) |
---|
960 | infeasibility=value-dualTolerance; |
---|
961 | } |
---|
962 | if (infeasibility>0.0) { |
---|
963 | sumDualInfeasibilities_ += infeasibility; |
---|
964 | if (infeasibility>relaxedTolerance) |
---|
965 | sumOfRelaxedDualInfeasibilities_ += infeasibility; |
---|
966 | numberDualInfeasibilities_ ++; |
---|
967 | } |
---|
968 | } |
---|
969 | } else { |
---|
970 | value = dual[gubRow+numberStaticRows_]; |
---|
971 | } |
---|
972 | // Now subtract out from all |
---|
973 | int k= startSet_[i]; |
---|
974 | while (k>=0) { |
---|
975 | if (getDynamicStatus(k)!=inSmall) { |
---|
976 | double djValue = cost_[k]-value; |
---|
977 | for (CoinBigIndex j=startColumn_[k]; |
---|
978 | j<startColumn_[k+1];j++) { |
---|
979 | int iRow = row_[j]; |
---|
980 | djValue -= dual[iRow]*element_[j]; |
---|
981 | } |
---|
982 | double infeasibility=0.0; |
---|
983 | if (getDynamicStatus(k)==atLowerBound) { |
---|
984 | if (djValue<-dualTolerance) |
---|
985 | infeasibility=-djValue-dualTolerance; |
---|
986 | } else if (getDynamicStatus(k)==atUpperBound) { |
---|
987 | // at upper bound |
---|
988 | if (djValue>dualTolerance) |
---|
989 | infeasibility=djValue-dualTolerance; |
---|
990 | } |
---|
991 | if (infeasibility>0.0) { |
---|
992 | sumDualInfeasibilities_ += infeasibility; |
---|
993 | if (infeasibility>relaxedTolerance) |
---|
994 | sumOfRelaxedDualInfeasibilities_ += infeasibility; |
---|
995 | numberDualInfeasibilities_ ++; |
---|
996 | } |
---|
997 | } |
---|
998 | k = next_[k]; //onto next in set |
---|
999 | } |
---|
1000 | } |
---|
1001 | } |
---|
1002 | infeasibilityWeight_=-1.0; |
---|
1003 | break; |
---|
1004 | // Report on infeasibilities of key variables |
---|
1005 | case 3: |
---|
1006 | { |
---|
1007 | model->setSumDualInfeasibilities(model->sumDualInfeasibilities()+ |
---|
1008 | sumDualInfeasibilities_); |
---|
1009 | model->setNumberDualInfeasibilities(model->numberDualInfeasibilities()+ |
---|
1010 | numberDualInfeasibilities_); |
---|
1011 | model->setSumOfRelaxedDualInfeasibilities(model->sumOfRelaxedDualInfeasibilities()+ |
---|
1012 | sumOfRelaxedDualInfeasibilities_); |
---|
1013 | } |
---|
1014 | break; |
---|
1015 | // modify costs before transposeUpdate for partial pricing |
---|
1016 | case 4: |
---|
1017 | break; |
---|
1018 | } |
---|
1019 | } |
---|
1020 | /* |
---|
1021 | general utility function for dealing with dynamic constraints |
---|
1022 | mode=n see ClpGubMatrix.hpp for definition |
---|
1023 | Remember to update here when settled down |
---|
1024 | */ |
---|
1025 | int |
---|
1026 | ClpDynamicMatrix::generalExpanded(ClpSimplex * model,int mode,int &number) |
---|
1027 | { |
---|
1028 | int returnCode=0; |
---|
1029 | switch (mode) { |
---|
1030 | // Fill in pivotVariable |
---|
1031 | case 0: |
---|
1032 | { |
---|
1033 | // If no effective rhs - form it |
---|
1034 | if (!rhsOffset_) { |
---|
1035 | rhsOffset_ = new double[model->numberRows()]; |
---|
1036 | rhsOffset(model,true); |
---|
1037 | } |
---|
1038 | int i; |
---|
1039 | int numberBasic=number; |
---|
1040 | int numberColumns = model->numberColumns(); |
---|
1041 | // Use different array so can build from true pivotVariable_ |
---|
1042 | //int * pivotVariable = model->pivotVariable(); |
---|
1043 | int * pivotVariable = model->rowArray(0)->getIndices(); |
---|
1044 | for (i=0;i<numberColumns;i++) { |
---|
1045 | if (model->getColumnStatus(i) == ClpSimplex::basic) |
---|
1046 | pivotVariable[numberBasic++]=i; |
---|
1047 | } |
---|
1048 | number = numberBasic; |
---|
1049 | } |
---|
1050 | break; |
---|
1051 | // Do initial extra rows + maximum basic |
---|
1052 | case 2: |
---|
1053 | { |
---|
1054 | number = model->numberRows(); |
---|
1055 | } |
---|
1056 | break; |
---|
1057 | // Before normal replaceColumn |
---|
1058 | case 3: |
---|
1059 | { |
---|
1060 | if (numberActiveSets_+numberStaticRows_==model_->numberRows()) { |
---|
1061 | // no space - re-factorize |
---|
1062 | returnCode=4; |
---|
1063 | number=-1; // say no need for normal replaceColumn |
---|
1064 | } |
---|
1065 | } |
---|
1066 | break; |
---|
1067 | // To see if can dual or primal |
---|
1068 | case 4: |
---|
1069 | { |
---|
1070 | returnCode= 1; |
---|
1071 | } |
---|
1072 | break; |
---|
1073 | // save status |
---|
1074 | case 5: |
---|
1075 | { |
---|
1076 | } |
---|
1077 | break; |
---|
1078 | // restore status |
---|
1079 | case 6: |
---|
1080 | { |
---|
1081 | // maybe mismatch - redo all in small model |
---|
1082 | //for (int i=firstDynamic_;i<firstAvailable_;i++) { |
---|
1083 | //int jColumn = id_[i-firstDynamic_]; |
---|
1084 | //setDynamicStatus(jColumn,inSmall); |
---|
1085 | //} |
---|
1086 | } |
---|
1087 | break; |
---|
1088 | // unflag all variables |
---|
1089 | case 8: |
---|
1090 | { |
---|
1091 | for (int i=0;i<numberGubColumns_;i++) { |
---|
1092 | if (flagged(i)) { |
---|
1093 | unsetFlagged(i); |
---|
1094 | returnCode++; |
---|
1095 | } |
---|
1096 | } |
---|
1097 | } |
---|
1098 | break; |
---|
1099 | // redo costs in primal |
---|
1100 | case 9: |
---|
1101 | { |
---|
1102 | double * cost = model->costRegion(); |
---|
1103 | double * solution = model->solutionRegion(); |
---|
1104 | double * columnLower = model->lowerRegion(); |
---|
1105 | double * columnUpper = model->upperRegion(); |
---|
1106 | int i; |
---|
1107 | bool doCosts = (number&4)!=0; |
---|
1108 | bool doBounds = (number&1)!=0; |
---|
1109 | for ( i=firstDynamic_;i<firstAvailable_;i++) { |
---|
1110 | int jColumn = id_[i-firstDynamic_]; |
---|
1111 | if (doBounds) { |
---|
1112 | if (!columnLower_&&!columnUpper_) { |
---|
1113 | columnLower[i] = 0.0; |
---|
1114 | columnUpper[i] = COIN_DBL_MAX; |
---|
1115 | } else { |
---|
1116 | if (columnLower_) |
---|
1117 | columnLower[i] = columnLower_[jColumn]; |
---|
1118 | else |
---|
1119 | columnLower[i] = 0.0; |
---|
1120 | if (columnUpper_) |
---|
1121 | columnUpper[i] = columnUpper_[jColumn]; |
---|
1122 | else |
---|
1123 | columnUpper[i] = COIN_DBL_MAX; |
---|
1124 | } |
---|
1125 | } |
---|
1126 | if (doCosts) { |
---|
1127 | cost[i]=cost_[jColumn]; |
---|
1128 | // Original bounds |
---|
1129 | if (model->nonLinearCost()) |
---|
1130 | model->nonLinearCost()->setOne(i,solution[i], |
---|
1131 | this->columnLower(jColumn), |
---|
1132 | this->columnUpper(jColumn),cost_[jColumn]); |
---|
1133 | } |
---|
1134 | } |
---|
1135 | // and active sets |
---|
1136 | for (i=0;i<numberActiveSets_;i++ ) { |
---|
1137 | int iSet = fromIndex_[i]; |
---|
1138 | int iSequence=lastDynamic_+numberStaticRows_+i; |
---|
1139 | if (doBounds) { |
---|
1140 | if (lowerSet_[iSet]>-1.0e20) |
---|
1141 | columnLower[iSequence] = lowerSet_[iSet]; |
---|
1142 | else |
---|
1143 | columnLower[iSequence]=-COIN_DBL_MAX; |
---|
1144 | if (upperSet_[iSet]<1.0e20) |
---|
1145 | columnUpper[iSequence] = upperSet_[iSet]; |
---|
1146 | else |
---|
1147 | columnUpper[iSequence]=COIN_DBL_MAX; |
---|
1148 | } |
---|
1149 | if (doCosts) { |
---|
1150 | if (model->nonLinearCost()) { |
---|
1151 | double trueLower; |
---|
1152 | if (lowerSet_[iSet]>-1.0e20) |
---|
1153 | trueLower = lowerSet_[iSet]; |
---|
1154 | else |
---|
1155 | trueLower=-COIN_DBL_MAX; |
---|
1156 | double trueUpper; |
---|
1157 | if (upperSet_[iSet]<1.0e20) |
---|
1158 | trueUpper = upperSet_[iSet]; |
---|
1159 | else |
---|
1160 | trueUpper=COIN_DBL_MAX; |
---|
1161 | model->nonLinearCost()->setOne(iSequence,solution[iSequence], |
---|
1162 | trueLower,trueUpper,0.0); |
---|
1163 | } |
---|
1164 | } |
---|
1165 | } |
---|
1166 | } |
---|
1167 | break; |
---|
1168 | // return 1 if there may be changing bounds on variable (column generation) |
---|
1169 | case 10: |
---|
1170 | { |
---|
1171 | // return 1 as bounds on rhs will change |
---|
1172 | returnCode = 1; |
---|
1173 | } |
---|
1174 | break; |
---|
1175 | // make sure set is clean |
---|
1176 | case 7: |
---|
1177 | { |
---|
1178 | // first flag |
---|
1179 | if (number>=firstDynamic_&&number<lastDynamic_) { |
---|
1180 | assert (number==model->sequenceIn()); |
---|
1181 | // id will be sitting at firstAvailable |
---|
1182 | int sequence = id_[firstAvailable_-firstDynamic_]; |
---|
1183 | setFlagged(sequence); |
---|
1184 | model->clearFlagged(firstAvailable_); |
---|
1185 | } |
---|
1186 | } |
---|
1187 | case 11: |
---|
1188 | { |
---|
1189 | int sequenceIn = model->sequenceIn(); |
---|
1190 | if (sequenceIn>=firstDynamic_&&sequenceIn<lastDynamic_) { |
---|
1191 | assert (number==model->sequenceIn()); |
---|
1192 | // take out variable (but leave key) |
---|
1193 | double * cost = model->costRegion(); |
---|
1194 | double * columnLower = model->lowerRegion(); |
---|
1195 | double * columnUpper = model->upperRegion(); |
---|
1196 | double * solution = model->solutionRegion(); |
---|
1197 | int * length = matrix_->getMutableVectorLengths(); |
---|
1198 | #ifndef NDEBUG |
---|
1199 | if (length[sequenceIn]) { |
---|
1200 | int * row = matrix_->getMutableIndices(); |
---|
1201 | CoinBigIndex * startColumn = matrix_->getMutableVectorStarts(); |
---|
1202 | int iRow = row[startColumn[sequenceIn]+length[sequenceIn]-1]; |
---|
1203 | int which = iRow-numberStaticRows_; |
---|
1204 | assert (which>=0); |
---|
1205 | int iSet = fromIndex_[which]; |
---|
1206 | assert (toIndex_[iSet]==which); |
---|
1207 | } |
---|
1208 | #endif |
---|
1209 | // no need firstAvailable_--; |
---|
1210 | solution[firstAvailable_]=0.0; |
---|
1211 | cost[firstAvailable_]=0.0; |
---|
1212 | length[firstAvailable_]=0; |
---|
1213 | model->nonLinearCost()->setOne(firstAvailable_,0.0,0.0,COIN_DBL_MAX,0.0); |
---|
1214 | model->setStatus(firstAvailable_,ClpSimplex::atLowerBound); |
---|
1215 | columnLower[firstAvailable_]=0.0; |
---|
1216 | columnUpper[firstAvailable_]=COIN_DBL_MAX; |
---|
1217 | |
---|
1218 | // not really in small problem |
---|
1219 | int iBig=id_[sequenceIn-firstDynamic_]; |
---|
1220 | if (model->getStatus(sequenceIn)==ClpSimplex::atLowerBound) { |
---|
1221 | setDynamicStatus(iBig,atLowerBound); |
---|
1222 | if (columnLower_) |
---|
1223 | modifyOffset(sequenceIn,columnLower_[iBig]); |
---|
1224 | } else { |
---|
1225 | setDynamicStatus(iBig,atUpperBound); |
---|
1226 | modifyOffset(sequenceIn,columnUpper_[iBig]); |
---|
1227 | } |
---|
1228 | } |
---|
1229 | } |
---|
1230 | break; |
---|
1231 | default: |
---|
1232 | break; |
---|
1233 | } |
---|
1234 | return returnCode; |
---|
1235 | } |
---|
1236 | /* Purely for column generation and similar ideas. Allows |
---|
1237 | matrix and any bounds or costs to be updated (sensibly). |
---|
1238 | Returns non-zero if any changes. |
---|
1239 | */ |
---|
1240 | int |
---|
1241 | ClpDynamicMatrix::refresh(ClpSimplex * model) |
---|
1242 | { |
---|
1243 | // If at beginning then create initial problem |
---|
1244 | if (firstDynamic_==firstAvailable_) { |
---|
1245 | initialProblem(); |
---|
1246 | return 1; |
---|
1247 | } else if (!model->nonLinearCost()) { |
---|
1248 | // will be same as last time |
---|
1249 | return 1; |
---|
1250 | } |
---|
1251 | // lookup array |
---|
1252 | int * active = new int [numberActiveSets_]; |
---|
1253 | CoinZeroN(active,numberActiveSets_); |
---|
1254 | int iColumn; |
---|
1255 | int numberColumns = model->numberColumns(); |
---|
1256 | double * element = matrix_->getMutableElements(); |
---|
1257 | int * row = matrix_->getMutableIndices(); |
---|
1258 | CoinBigIndex * startColumn = matrix_->getMutableVectorStarts(); |
---|
1259 | int * length = matrix_->getMutableVectorLengths(); |
---|
1260 | double * cost = model->costRegion(); |
---|
1261 | double * columnLower = model->lowerRegion(); |
---|
1262 | double * columnUpper = model->upperRegion(); |
---|
1263 | CoinBigIndex numberElements=startColumn[firstDynamic_]; |
---|
1264 | // first just do lookup and basic stuff |
---|
1265 | int currentNumber = firstAvailable_; |
---|
1266 | firstAvailable_ = firstDynamic_; |
---|
1267 | double objectiveChange=0.0; |
---|
1268 | double * solution = model->solutionRegion(); |
---|
1269 | int currentNumberActiveSets=numberActiveSets_; |
---|
1270 | for (iColumn=firstDynamic_;iColumn<currentNumber;iColumn++) { |
---|
1271 | int iRow = row[startColumn[iColumn]+length[iColumn]-1]; |
---|
1272 | int which = iRow-numberStaticRows_; |
---|
1273 | assert (which>=0); |
---|
1274 | int iSet = fromIndex_[which]; |
---|
1275 | assert (toIndex_[iSet]==which); |
---|
1276 | if (model->getStatus(iColumn)==ClpSimplex::basic) { |
---|
1277 | active[which]++; |
---|
1278 | // may as well make key |
---|
1279 | keyVariable_[iSet]=id_[iColumn-firstDynamic_]; |
---|
1280 | } |
---|
1281 | } |
---|
1282 | int i; |
---|
1283 | numberActiveSets_=0; |
---|
1284 | int numberDeleted=0; |
---|
1285 | for (i=0;i<currentNumberActiveSets;i++) { |
---|
1286 | int iRow = i+numberStaticRows_; |
---|
1287 | int numberActive = active[i]; |
---|
1288 | int iSet = fromIndex_[i]; |
---|
1289 | if (model->getRowStatus(iRow)==ClpSimplex::basic) { |
---|
1290 | numberActive++; |
---|
1291 | // may as well make key |
---|
1292 | keyVariable_[iSet]=maximumGubColumns_+iSet; |
---|
1293 | } |
---|
1294 | if (numberActive>1) { |
---|
1295 | // keep |
---|
1296 | active[i]=numberActiveSets_; |
---|
1297 | numberActiveSets_++; |
---|
1298 | } else { |
---|
1299 | active[i]=-1; |
---|
1300 | } |
---|
1301 | } |
---|
1302 | |
---|
1303 | for (iColumn=firstDynamic_;iColumn<currentNumber;iColumn++) { |
---|
1304 | int iRow = row[startColumn[iColumn]+length[iColumn]-1]; |
---|
1305 | int which = iRow-numberStaticRows_; |
---|
1306 | int jColumn = id_[iColumn-firstDynamic_]; |
---|
1307 | if (model->getStatus(iColumn)==ClpSimplex::atLowerBound|| |
---|
1308 | model->getStatus(iColumn)==ClpSimplex::atUpperBound) { |
---|
1309 | double value = solution[iColumn]; |
---|
1310 | bool toLowerBound=true; |
---|
1311 | if (columnUpper_) { |
---|
1312 | if (!columnLower_) { |
---|
1313 | if (fabs(value-columnUpper_[jColumn])<fabs(value)) |
---|
1314 | toLowerBound=false; |
---|
1315 | } else if (fabs(value-columnUpper_[jColumn])<fabs(value-columnLower_[iColumn])) { |
---|
1316 | toLowerBound=false; |
---|
1317 | } |
---|
1318 | } |
---|
1319 | if (toLowerBound) { |
---|
1320 | // throw out to lower bound |
---|
1321 | if (columnLower_) { |
---|
1322 | setDynamicStatus(jColumn,atLowerBound); |
---|
1323 | // treat solution as if exactly at a bound |
---|
1324 | double value = columnLower[iColumn]; |
---|
1325 | objectiveChange += cost[iColumn]*value; |
---|
1326 | } else { |
---|
1327 | setDynamicStatus(jColumn,atLowerBound); |
---|
1328 | } |
---|
1329 | } else { |
---|
1330 | // throw out to upper bound |
---|
1331 | setDynamicStatus(jColumn,atUpperBound); |
---|
1332 | double value = columnUpper[iColumn]; |
---|
1333 | objectiveChange += cost[iColumn]*value; |
---|
1334 | } |
---|
1335 | numberDeleted++; |
---|
1336 | } else { |
---|
1337 | assert(model->getStatus(iColumn)!=ClpSimplex::superBasic); // deal with later |
---|
1338 | int iPut = active[which]; |
---|
1339 | if (iPut>=0) { |
---|
1340 | // move |
---|
1341 | id_[firstAvailable_-firstDynamic_] = jColumn; |
---|
1342 | int numberThis = startColumn_[jColumn+1]-startColumn_[jColumn]+1; |
---|
1343 | length[firstAvailable_]=numberThis; |
---|
1344 | cost[firstAvailable_]=cost[iColumn]; |
---|
1345 | columnLower[firstAvailable_]=columnLower[iColumn]; |
---|
1346 | columnUpper[firstAvailable_]=columnUpper[iColumn]; |
---|
1347 | model->nonLinearCost()->setOne(firstAvailable_,solution[iColumn],0.0,COIN_DBL_MAX, |
---|
1348 | cost_[jColumn]); |
---|
1349 | CoinBigIndex base = startColumn_[jColumn]; |
---|
1350 | for (int j=0;j<numberThis-1;j++) { |
---|
1351 | row[numberElements]=row_[base+j]; |
---|
1352 | element[numberElements++]=element_[base+j]; |
---|
1353 | } |
---|
1354 | row[numberElements]=iPut+numberStaticRows_; |
---|
1355 | element[numberElements++]=1.0; |
---|
1356 | model->setStatus(firstAvailable_,model->getStatus(iColumn)); |
---|
1357 | solution[firstAvailable_] = solution[iColumn]; |
---|
1358 | firstAvailable_++; |
---|
1359 | startColumn[firstAvailable_]=numberElements; |
---|
1360 | } |
---|
1361 | } |
---|
1362 | } |
---|
1363 | // zero solution |
---|
1364 | CoinZeroN(solution+firstAvailable_,currentNumber-firstAvailable_); |
---|
1365 | // zero cost |
---|
1366 | CoinZeroN(cost+firstAvailable_,currentNumber-firstAvailable_); |
---|
1367 | // zero lengths |
---|
1368 | CoinZeroN(length+firstAvailable_,currentNumber-firstAvailable_); |
---|
1369 | for ( iColumn=firstAvailable_;iColumn<currentNumber;iColumn++) { |
---|
1370 | model->nonLinearCost()->setOne(iColumn,0.0,0.0,COIN_DBL_MAX,0.0); |
---|
1371 | model->setStatus(iColumn,ClpSimplex::atLowerBound); |
---|
1372 | columnLower[iColumn]=0.0; |
---|
1373 | columnUpper[iColumn]=COIN_DBL_MAX; |
---|
1374 | } |
---|
1375 | // move rhs and set rest to infinite |
---|
1376 | numberActiveSets_=0; |
---|
1377 | for (i=0;i<currentNumberActiveSets;i++) { |
---|
1378 | int iSet = fromIndex_[i]; |
---|
1379 | assert (toIndex_[iSet]==i); |
---|
1380 | int iRow = i+numberStaticRows_; |
---|
1381 | int iPut=active[i]; |
---|
1382 | if (iPut>=0) { |
---|
1383 | int in = iRow+numberColumns; |
---|
1384 | int out = iPut+numberColumns+numberStaticRows_; |
---|
1385 | solution[out]=solution[in]; |
---|
1386 | columnLower[out]=columnLower[in]; |
---|
1387 | columnUpper[out]=columnUpper[in]; |
---|
1388 | cost[out]=cost[in]; |
---|
1389 | double trueLower; |
---|
1390 | if (lowerSet_[iSet]>-1.0e20) |
---|
1391 | trueLower = lowerSet_[iSet]; |
---|
1392 | else |
---|
1393 | trueLower=-COIN_DBL_MAX; |
---|
1394 | double trueUpper; |
---|
1395 | if (upperSet_[iSet]<1.0e20) |
---|
1396 | trueUpper = upperSet_[iSet]; |
---|
1397 | else |
---|
1398 | trueUpper=COIN_DBL_MAX; |
---|
1399 | model->nonLinearCost()->setOne(out,solution[out], |
---|
1400 | trueLower,trueUpper,0.0); |
---|
1401 | model->setStatus(out,model->getStatus(in)); |
---|
1402 | toIndex_[iSet]=numberActiveSets_; |
---|
1403 | rhsOffset_[numberActiveSets_+numberStaticRows_]= rhsOffset_[i+numberStaticRows_]; |
---|
1404 | fromIndex_[numberActiveSets_++]=fromIndex_[i]; |
---|
1405 | } else { |
---|
1406 | // adjust offset |
---|
1407 | // put out as key |
---|
1408 | int jColumn = keyVariable_[iSet]; |
---|
1409 | toIndex_[iSet]=-1; |
---|
1410 | if (jColumn<maximumGubColumns_) { |
---|
1411 | setDynamicStatus(jColumn,soloKey); |
---|
1412 | double value = keyValue(iSet); |
---|
1413 | objectiveChange += cost_[jColumn]*value; |
---|
1414 | modifyOffset(jColumn,-value); |
---|
1415 | } |
---|
1416 | } |
---|
1417 | } |
---|
1418 | model->setObjectiveOffset(model->objectiveOffset()-objectiveChange); |
---|
1419 | delete [] active; |
---|
1420 | for (i=numberActiveSets_;i<currentNumberActiveSets;i++) { |
---|
1421 | int iSequence = i+numberStaticRows_+numberColumns; |
---|
1422 | solution[iSequence]=0.0; |
---|
1423 | columnLower[iSequence]=-COIN_DBL_MAX; |
---|
1424 | columnUpper[iSequence]=COIN_DBL_MAX; |
---|
1425 | cost[iSequence]=0.0; |
---|
1426 | model->nonLinearCost()->setOne(iSequence,solution[iSequence], |
---|
1427 | columnLower[iSequence], |
---|
1428 | columnUpper[iSequence],0.0); |
---|
1429 | model->setStatus(iSequence,ClpSimplex::basic); |
---|
1430 | rhsOffset_[i+numberStaticRows_]=0.0; |
---|
1431 | } |
---|
1432 | if (currentNumberActiveSets!=numberActiveSets_||numberDeleted) { |
---|
1433 | // deal with pivotVariable |
---|
1434 | int * pivotVariable = model->pivotVariable(); |
---|
1435 | int sequence=firstDynamic_; |
---|
1436 | int iRow=0; |
---|
1437 | int base1 = firstDynamic_; |
---|
1438 | int base2 = lastDynamic_; |
---|
1439 | int base3 = numberColumns+numberStaticRows_; |
---|
1440 | int numberRows = numberStaticRows_+currentNumberActiveSets; |
---|
1441 | while (sequence<firstAvailable_) { |
---|
1442 | int iPivot=pivotVariable[iRow]; |
---|
1443 | while (iPivot<base1||(iPivot>=base2&&iPivot<base3)) { |
---|
1444 | iPivot= pivotVariable[++iRow]; |
---|
1445 | } |
---|
1446 | pivotVariable[iRow++]=sequence; |
---|
1447 | sequence++; |
---|
1448 | } |
---|
1449 | // move normal basic ones down |
---|
1450 | int iPut=iRow; |
---|
1451 | for (;iRow<numberRows;iRow++) { |
---|
1452 | int iPivot=pivotVariable[iRow]; |
---|
1453 | if (iPivot<base1||(iPivot>=base2&&iPivot<base3)) { |
---|
1454 | pivotVariable[iPut++]=iPivot; |
---|
1455 | } |
---|
1456 | } |
---|
1457 | // and basic others |
---|
1458 | for (i=0;i<numberActiveSets_;i++) { |
---|
1459 | if (model->getRowStatus(i+numberStaticRows_)==ClpSimplex::basic) { |
---|
1460 | pivotVariable[iPut++]=i+base3; |
---|
1461 | } |
---|
1462 | } |
---|
1463 | for (i=numberActiveSets_;i<currentNumberActiveSets;i++) { |
---|
1464 | pivotVariable[iPut++]=i+base3; |
---|
1465 | } |
---|
1466 | assert (iPut==numberRows); |
---|
1467 | } |
---|
1468 | #ifdef CLP_DEBUG |
---|
1469 | #if 0 |
---|
1470 | printf("row for set 244 is %d, row status %d value %g ",toIndex_[244],status_[244], |
---|
1471 | keyValue(244)); |
---|
1472 | int jj=startSet_[244]; |
---|
1473 | while (jj>=0) { |
---|
1474 | printf("var %d status %d ",jj,dynamicStatus_[jj]); |
---|
1475 | jj=next_[jj]; |
---|
1476 | } |
---|
1477 | printf("\n"); |
---|
1478 | #endif |
---|
1479 | #ifdef CLP_DEBUG |
---|
1480 | { |
---|
1481 | // debug coding to analyze set |
---|
1482 | int i; |
---|
1483 | int kSet=-6; |
---|
1484 | if (kSet>=0) { |
---|
1485 | int * back = new int [numberGubColumns_]; |
---|
1486 | for (i=0;i<numberGubColumns_;i++) |
---|
1487 | back[i]=-1; |
---|
1488 | for (i=firstDynamic_;i<firstAvailable_;i++) |
---|
1489 | back[id_[i-firstDynamic_]]= i; |
---|
1490 | int sequence = startSet_[kSet]; |
---|
1491 | if (toIndex_[kSet]<0){ |
---|
1492 | printf("Not in - Set %d - slack status %d, key %d\n",kSet,status_[kSet],keyVariable_[kSet]); |
---|
1493 | while (sequence>=0) { |
---|
1494 | printf("( %d status %d ) ",sequence,getDynamicStatus(sequence)); |
---|
1495 | sequence = next_[sequence]; |
---|
1496 | } |
---|
1497 | } else { |
---|
1498 | int iRow=numberStaticRows_+toIndex_[kSet]; |
---|
1499 | printf("In - Set %d - slack status %d, key %d offset %g slack %g\n",kSet,status_[kSet],keyVariable_[kSet], |
---|
1500 | rhsOffset_[iRow],model->solutionRegion(0)[iRow]); |
---|
1501 | while (sequence>=0) { |
---|
1502 | int iBack = back[sequence]; |
---|
1503 | printf("( %d status %d value %g) ",sequence,getDynamicStatus(sequence),model->solutionRegion()[iBack]); |
---|
1504 | sequence = next_[sequence]; |
---|
1505 | } |
---|
1506 | } |
---|
1507 | printf("\n"); |
---|
1508 | delete [] back; |
---|
1509 | } |
---|
1510 | } |
---|
1511 | #endif |
---|
1512 | int n=numberActiveSets_; |
---|
1513 | for (i=0;i<numberSets_;i++) { |
---|
1514 | if (toIndex_[i]<0) { |
---|
1515 | //assert(keyValue(i)>=lowerSet_[i]&&keyValue(i)<=upperSet_[i]); |
---|
1516 | n++; |
---|
1517 | } |
---|
1518 | } |
---|
1519 | assert (n==numberSets_); |
---|
1520 | #endif |
---|
1521 | return 1; |
---|
1522 | } |
---|
1523 | void |
---|
1524 | ClpDynamicMatrix::times(double scalar, |
---|
1525 | const double * x, double * y) const |
---|
1526 | { |
---|
1527 | if (model_->specialOptions()!=16) { |
---|
1528 | ClpPackedMatrix::times(scalar,x,y); |
---|
1529 | } else { |
---|
1530 | int iRow; |
---|
1531 | const double * element = matrix_->getElements(); |
---|
1532 | const int * row = matrix_->getIndices(); |
---|
1533 | const CoinBigIndex * startColumn = matrix_->getVectorStarts(); |
---|
1534 | const int * length = matrix_->getVectorLengths(); |
---|
1535 | int * pivotVariable = model_->pivotVariable(); |
---|
1536 | for (iRow=0;iRow<numberStaticRows_+numberActiveSets_;iRow++) { |
---|
1537 | y[iRow] -= scalar*rhsOffset_[iRow]; |
---|
1538 | int iColumn = pivotVariable[iRow]; |
---|
1539 | if (iColumn<lastDynamic_) { |
---|
1540 | CoinBigIndex j; |
---|
1541 | double value = scalar*x[iColumn]; |
---|
1542 | if (value) { |
---|
1543 | for (j=startColumn[iColumn]; |
---|
1544 | j<startColumn[iColumn]+length[iColumn];j++) { |
---|
1545 | int jRow=row[j]; |
---|
1546 | y[jRow] += value*element[j]; |
---|
1547 | } |
---|
1548 | } |
---|
1549 | } |
---|
1550 | } |
---|
1551 | } |
---|
1552 | } |
---|
1553 | // Modifies rhs offset |
---|
1554 | void |
---|
1555 | ClpDynamicMatrix::modifyOffset(int sequence, double amount) |
---|
1556 | { |
---|
1557 | if (amount) { |
---|
1558 | assert (rhsOffset_); |
---|
1559 | CoinBigIndex j; |
---|
1560 | for (j=startColumn_[sequence];j<startColumn_[sequence+1];j++) { |
---|
1561 | int iRow = row_[j]; |
---|
1562 | rhsOffset_[iRow] += amount*element_[j]; |
---|
1563 | } |
---|
1564 | } |
---|
1565 | } |
---|
1566 | // Gets key value when none in small |
---|
1567 | double |
---|
1568 | ClpDynamicMatrix::keyValue(int iSet) const |
---|
1569 | { |
---|
1570 | double value=0.0; |
---|
1571 | if (toIndex_[iSet]<0) { |
---|
1572 | int key = keyVariable_[iSet]; |
---|
1573 | if (key<maximumGubColumns_) { |
---|
1574 | if (getStatus(iSet)==ClpSimplex::atLowerBound) |
---|
1575 | value=lowerSet_[iSet]; |
---|
1576 | else |
---|
1577 | value=upperSet_[iSet]; |
---|
1578 | int numberKey=0; |
---|
1579 | int j= startSet_[iSet]; |
---|
1580 | while (j>=0) { |
---|
1581 | DynamicStatus status = getDynamicStatus(j); |
---|
1582 | assert (status!=inSmall); |
---|
1583 | if (status==soloKey) { |
---|
1584 | numberKey++; |
---|
1585 | } else if (status==atUpperBound) { |
---|
1586 | value -= columnUpper_[j]; |
---|
1587 | } else if (columnLower_) { |
---|
1588 | value -= columnLower_[j]; |
---|
1589 | } |
---|
1590 | j = next_[j]; //onto next in set |
---|
1591 | } |
---|
1592 | assert (numberKey==1); |
---|
1593 | } else { |
---|
1594 | int j= startSet_[iSet]; |
---|
1595 | while (j>=0) { |
---|
1596 | DynamicStatus status = getDynamicStatus(j); |
---|
1597 | assert (status!=inSmall); |
---|
1598 | assert (status!=soloKey); |
---|
1599 | if (status==atUpperBound) { |
---|
1600 | value += columnUpper_[j]; |
---|
1601 | } else if (columnLower_) { |
---|
1602 | value += columnLower_[j]; |
---|
1603 | } |
---|
1604 | j = next_[j]; //onto next in set |
---|
1605 | } |
---|
1606 | } |
---|
1607 | } |
---|
1608 | return value; |
---|
1609 | } |
---|
1610 | // Switches off dj checking each factorization (for BIG models) |
---|
1611 | void |
---|
1612 | ClpDynamicMatrix::switchOffCheck() |
---|
1613 | { |
---|
1614 | noCheck_=0; |
---|
1615 | infeasibilityWeight_=0.0; |
---|
1616 | } |
---|
1617 | /* Creates a variable. This is called after partial pricing and may modify matrix. |
---|
1618 | May update bestSequence. |
---|
1619 | */ |
---|
1620 | void |
---|
1621 | ClpDynamicMatrix::createVariable(ClpSimplex * model, int & bestSequence) |
---|
1622 | { |
---|
1623 | int numberRows = model->numberRows(); |
---|
1624 | int slackOffset = lastDynamic_+numberRows; |
---|
1625 | int structuralOffset = slackOffset+numberSets_; |
---|
1626 | int bestSequence2=savedBestSequence_-structuralOffset; |
---|
1627 | if (bestSequence>=slackOffset) { |
---|
1628 | double * columnLower = model->lowerRegion(); |
---|
1629 | double * columnUpper = model->upperRegion(); |
---|
1630 | double * solution = model->solutionRegion(); |
---|
1631 | double * reducedCost = model->djRegion(); |
---|
1632 | const double * duals = model->dualRowSolution(); |
---|
1633 | if (toIndex_[savedBestSet_]<0) { |
---|
1634 | // need to put key into basis |
---|
1635 | int newRow = numberActiveSets_+numberStaticRows_; |
---|
1636 | model->dualRowSolution()[newRow]=savedBestGubDual_; |
---|
1637 | double valueOfKey = keyValue(savedBestSet_); // done before toIndex_ set |
---|
1638 | toIndex_[savedBestSet_]=numberActiveSets_; |
---|
1639 | fromIndex_[numberActiveSets_++]=savedBestSet_; |
---|
1640 | int iSequence=lastDynamic_+newRow; |
---|
1641 | // we need to get lower and upper correct |
---|
1642 | double shift=0.0; |
---|
1643 | int j= startSet_[savedBestSet_]; |
---|
1644 | while (j>=0) { |
---|
1645 | if (getDynamicStatus(j)==atUpperBound) |
---|
1646 | shift += columnUpper_[j]; |
---|
1647 | else if (getDynamicStatus(j)==atLowerBound&&columnLower_) |
---|
1648 | shift += columnLower_[j]; |
---|
1649 | j = next_[j]; //onto next in set |
---|
1650 | } |
---|
1651 | if (lowerSet_[savedBestSet_]>-1.0e20) |
---|
1652 | columnLower[iSequence] = lowerSet_[savedBestSet_]; |
---|
1653 | else |
---|
1654 | columnLower[iSequence]=-COIN_DBL_MAX; |
---|
1655 | if (upperSet_[savedBestSet_]<1.0e20) |
---|
1656 | columnUpper[iSequence] = upperSet_[savedBestSet_]; |
---|
1657 | else |
---|
1658 | columnUpper[iSequence]=COIN_DBL_MAX; |
---|
1659 | #ifdef CLP_DEBUG |
---|
1660 | if (model_->logLevel()==63) { |
---|
1661 | printf("%d in in set %d, key is %d rhs %g %g - keyvalue %g\n", |
---|
1662 | bestSequence2,savedBestSet_,keyVariable_[savedBestSet_], |
---|
1663 | columnLower[iSequence],columnUpper[iSequence],valueOfKey); |
---|
1664 | int j= startSet_[savedBestSet_]; |
---|
1665 | while (j>=0) { |
---|
1666 | if (getDynamicStatus(j)==atUpperBound) |
---|
1667 | printf("%d atup ",j); |
---|
1668 | else if (getDynamicStatus(j)==atLowerBound) |
---|
1669 | printf("%d atlo ",j); |
---|
1670 | else if (getDynamicStatus(j)==soloKey) |
---|
1671 | printf("%d solo ",j); |
---|
1672 | else |
---|
1673 | abort(); |
---|
1674 | j = next_[j]; //onto next in set |
---|
1675 | } |
---|
1676 | printf("\n"); |
---|
1677 | } |
---|
1678 | #endif |
---|
1679 | if (keyVariable_[savedBestSet_]<maximumGubColumns_) { |
---|
1680 | // slack not key |
---|
1681 | model_->pivotVariable()[newRow]=firstAvailable_; |
---|
1682 | backToPivotRow_[firstAvailable_]=newRow; |
---|
1683 | model->setStatus(iSequence,getStatus(savedBestSet_)); |
---|
1684 | model->djRegion()[iSequence] = savedBestGubDual_; |
---|
1685 | if (getStatus(savedBestSet_)==ClpSimplex::atUpperBound) |
---|
1686 | solution[iSequence] = columnUpper[iSequence]; |
---|
1687 | else |
---|
1688 | solution[iSequence] = columnLower[iSequence]; |
---|
1689 | // create variable and pivot in |
---|
1690 | int key=keyVariable_[savedBestSet_]; |
---|
1691 | setDynamicStatus(key,inSmall); |
---|
1692 | double * element = matrix_->getMutableElements(); |
---|
1693 | int * row = matrix_->getMutableIndices(); |
---|
1694 | CoinBigIndex * startColumn = matrix_->getMutableVectorStarts(); |
---|
1695 | int * length = matrix_->getMutableVectorLengths(); |
---|
1696 | CoinBigIndex numberElements = startColumn[firstAvailable_]; |
---|
1697 | int numberThis = startColumn_[key+1]-startColumn_[key]+1; |
---|
1698 | if (numberElements+numberThis>numberElements_) { |
---|
1699 | // need to redo |
---|
1700 | numberElements_ = CoinMax(3*numberElements_/2,numberElements+numberThis); |
---|
1701 | matrix_->reserve(lastDynamic_,numberElements_); |
---|
1702 | element = matrix_->getMutableElements(); |
---|
1703 | row = matrix_->getMutableIndices(); |
---|
1704 | // these probably okay but be safe |
---|
1705 | startColumn = matrix_->getMutableVectorStarts(); |
---|
1706 | length = matrix_->getMutableVectorLengths(); |
---|
1707 | } |
---|
1708 | // already set startColumn[firstAvailable_]=numberElements; |
---|
1709 | length[firstAvailable_]=numberThis; |
---|
1710 | model->costRegion()[firstAvailable_]=cost_[key]; |
---|
1711 | CoinBigIndex base = startColumn_[key]; |
---|
1712 | for (int j=0;j<numberThis-1;j++) { |
---|
1713 | row[numberElements]=row_[base+j]; |
---|
1714 | element[numberElements++]=element_[base+j]; |
---|
1715 | } |
---|
1716 | row[numberElements]=newRow; |
---|
1717 | element[numberElements++]=1.0; |
---|
1718 | id_[firstAvailable_-firstDynamic_]=key; |
---|
1719 | model->setObjectiveOffset(model->objectiveOffset()+cost_[key]* |
---|
1720 | valueOfKey); |
---|
1721 | model->solutionRegion()[firstAvailable_]= valueOfKey; |
---|
1722 | model->setStatus(firstAvailable_,ClpSimplex::basic); |
---|
1723 | // ***** need to adjust effective rhs |
---|
1724 | if (!columnLower_&&!columnUpper_) { |
---|
1725 | columnLower[firstAvailable_] = 0.0; |
---|
1726 | columnUpper[firstAvailable_] = COIN_DBL_MAX; |
---|
1727 | } else { |
---|
1728 | if (columnLower_) |
---|
1729 | columnLower[firstAvailable_] = columnLower_[key]; |
---|
1730 | else |
---|
1731 | columnLower[firstAvailable_] = 0.0; |
---|
1732 | if (columnUpper_) |
---|
1733 | columnUpper[firstAvailable_] = columnUpper_[key]; |
---|
1734 | else |
---|
1735 | columnUpper[firstAvailable_] = COIN_DBL_MAX; |
---|
1736 | } |
---|
1737 | model->nonLinearCost()->setOne(firstAvailable_,solution[firstAvailable_], |
---|
1738 | columnLower[firstAvailable_], |
---|
1739 | columnUpper[firstAvailable_],cost_[key]); |
---|
1740 | startColumn[firstAvailable_+1]=numberElements; |
---|
1741 | reducedCost[firstAvailable_] = 0.0; |
---|
1742 | modifyOffset(key,valueOfKey); |
---|
1743 | rhsOffset_[newRow] = -shift; // sign? |
---|
1744 | #ifdef CLP_DEBUG |
---|
1745 | model->rowArray(1)->checkClear(); |
---|
1746 | #endif |
---|
1747 | // now pivot in |
---|
1748 | unpack(model,model->rowArray(1),firstAvailable_); |
---|
1749 | model->factorization()->updateColumnFT(model->rowArray(2),model->rowArray(1)); |
---|
1750 | double alpha = model->rowArray(1)->denseVector()[newRow]; |
---|
1751 | int updateStatus = |
---|
1752 | model->factorization()->replaceColumn(model, |
---|
1753 | model->rowArray(2), |
---|
1754 | model->rowArray(1), |
---|
1755 | newRow, alpha); |
---|
1756 | model->rowArray(1)->clear(); |
---|
1757 | if (updateStatus) { |
---|
1758 | if (updateStatus==3) { |
---|
1759 | // out of memory |
---|
1760 | // increase space if not many iterations |
---|
1761 | if (model->factorization()->pivots()< |
---|
1762 | 0.5*model->factorization()->maximumPivots()&& |
---|
1763 | model->factorization()->pivots()<400) |
---|
1764 | model->factorization()->areaFactor( |
---|
1765 | model->factorization()->areaFactor() * 1.1); |
---|
1766 | } else { |
---|
1767 | printf("Bad returncode %d from replaceColumn\n",updateStatus); |
---|
1768 | } |
---|
1769 | bestSequence=-1; |
---|
1770 | return; |
---|
1771 | } |
---|
1772 | // firstAvailable_ only finally updated if good pivot (in updatePivot) |
---|
1773 | // otherwise it reverts to firstAvailableBefore_ |
---|
1774 | firstAvailable_++; |
---|
1775 | } else { |
---|
1776 | // slack key |
---|
1777 | model->setStatus(iSequence,ClpSimplex::basic); |
---|
1778 | model->djRegion()[iSequence]=0.0; |
---|
1779 | solution[iSequence]=shift; |
---|
1780 | rhsOffset_[newRow] = -shift; // sign? |
---|
1781 | } |
---|
1782 | // correct slack |
---|
1783 | model->costRegion()[iSequence] = 0.0; |
---|
1784 | model->nonLinearCost()->setOne(iSequence,solution[iSequence],columnLower[iSequence], |
---|
1785 | columnUpper[iSequence],0.0); |
---|
1786 | } |
---|
1787 | if (savedBestSequence_>=structuralOffset) { |
---|
1788 | // recompute dj and create |
---|
1789 | double value=cost_[bestSequence2]-savedBestGubDual_; |
---|
1790 | for (CoinBigIndex jBigIndex=startColumn_[bestSequence2]; |
---|
1791 | jBigIndex<startColumn_[bestSequence2+1];jBigIndex++) { |
---|
1792 | int jRow=row_[jBigIndex]; |
---|
1793 | value -= duals[jRow]*element_[jBigIndex]; |
---|
1794 | } |
---|
1795 | int gubRow = toIndex_[savedBestSet_] + numberStaticRows_; |
---|
1796 | double * element = matrix_->getMutableElements(); |
---|
1797 | int * row = matrix_->getMutableIndices(); |
---|
1798 | CoinBigIndex * startColumn = matrix_->getMutableVectorStarts(); |
---|
1799 | int * length = matrix_->getMutableVectorLengths(); |
---|
1800 | CoinBigIndex numberElements = startColumn[firstAvailable_]; |
---|
1801 | int numberThis = startColumn_[bestSequence2+1]-startColumn_[bestSequence2]+1; |
---|
1802 | if (numberElements+numberThis>numberElements_) { |
---|
1803 | // need to redo |
---|
1804 | numberElements_ = CoinMax(3*numberElements_/2,numberElements+numberThis); |
---|
1805 | matrix_->reserve(lastDynamic_,numberElements_); |
---|
1806 | element = matrix_->getMutableElements(); |
---|
1807 | row = matrix_->getMutableIndices(); |
---|
1808 | // these probably okay but be safe |
---|
1809 | startColumn = matrix_->getMutableVectorStarts(); |
---|
1810 | length = matrix_->getMutableVectorLengths(); |
---|
1811 | } |
---|
1812 | // already set startColumn[firstAvailable_]=numberElements; |
---|
1813 | length[firstAvailable_]=numberThis; |
---|
1814 | model->costRegion()[firstAvailable_]=cost_[bestSequence2]; |
---|
1815 | CoinBigIndex base = startColumn_[bestSequence2]; |
---|
1816 | for (int j=0;j<numberThis-1;j++) { |
---|
1817 | row[numberElements]=row_[base+j]; |
---|
1818 | element[numberElements++]=element_[base+j]; |
---|
1819 | } |
---|
1820 | row[numberElements]=gubRow; |
---|
1821 | element[numberElements++]=1.0; |
---|
1822 | id_[firstAvailable_-firstDynamic_]=bestSequence2; |
---|
1823 | //printf("best %d\n",bestSequence2); |
---|
1824 | model->solutionRegion()[firstAvailable_]=0.0; |
---|
1825 | if (!columnLower_&&!columnUpper_) { |
---|
1826 | model->setStatus(firstAvailable_,ClpSimplex::atLowerBound); |
---|
1827 | columnLower[firstAvailable_] = 0.0; |
---|
1828 | columnUpper[firstAvailable_] = COIN_DBL_MAX; |
---|
1829 | } else { |
---|
1830 | DynamicStatus status = getDynamicStatus(bestSequence2); |
---|
1831 | if (columnLower_) |
---|
1832 | columnLower[firstAvailable_] = columnLower_[bestSequence2]; |
---|
1833 | else |
---|
1834 | columnLower[firstAvailable_] = 0.0; |
---|
1835 | if (columnUpper_) |
---|
1836 | columnUpper[firstAvailable_] = columnUpper_[bestSequence2]; |
---|
1837 | else |
---|
1838 | columnUpper[firstAvailable_] = COIN_DBL_MAX; |
---|
1839 | if (status==atLowerBound) { |
---|
1840 | solution[firstAvailable_]=columnLower[firstAvailable_]; |
---|
1841 | model->setStatus(firstAvailable_,ClpSimplex::atLowerBound); |
---|
1842 | } else { |
---|
1843 | solution[firstAvailable_]=columnUpper[firstAvailable_]; |
---|
1844 | model->setStatus(firstAvailable_,ClpSimplex::atUpperBound); |
---|
1845 | } |
---|
1846 | } |
---|
1847 | model->setObjectiveOffset(model->objectiveOffset()+cost_[bestSequence2]* |
---|
1848 | solution[firstAvailable_]); |
---|
1849 | model->nonLinearCost()->setOne(firstAvailable_,solution[firstAvailable_], |
---|
1850 | columnLower[firstAvailable_], |
---|
1851 | columnUpper[firstAvailable_],cost_[bestSequence2]); |
---|
1852 | bestSequence=firstAvailable_; |
---|
1853 | // firstAvailable_ only updated if good pivot (in updatePivot) |
---|
1854 | startColumn[firstAvailable_+1]=numberElements; |
---|
1855 | //printf("price struct %d - dj %g gubpi %g\n",bestSequence,value,savedBestGubDual_); |
---|
1856 | reducedCost[bestSequence] = value; |
---|
1857 | } else { |
---|
1858 | // slack - row must just have been created |
---|
1859 | assert (toIndex_[savedBestSet_]==numberActiveSets_-1); |
---|
1860 | int newRow = numberStaticRows_+numberActiveSets_-1; |
---|
1861 | bestSequence = lastDynamic_ + newRow; |
---|
1862 | reducedCost[bestSequence] = savedBestGubDual_; |
---|
1863 | } |
---|
1864 | } |
---|
1865 | // clear for next iteration |
---|
1866 | savedBestSequence_=-1; |
---|
1867 | } |
---|
1868 | // Returns reduced cost of a variable |
---|
1869 | double |
---|
1870 | ClpDynamicMatrix::reducedCost(ClpSimplex * model,int sequence) const |
---|
1871 | { |
---|
1872 | int numberRows = model->numberRows(); |
---|
1873 | int slackOffset = lastDynamic_+numberRows; |
---|
1874 | if (sequence<slackOffset) |
---|
1875 | return model->djRegion()[sequence]; |
---|
1876 | else |
---|
1877 | return savedBestDj_; |
---|
1878 | } |
---|
1879 | // Does gub crash |
---|
1880 | void |
---|
1881 | ClpDynamicMatrix::gubCrash() |
---|
1882 | { |
---|
1883 | // Do basis - cheapest or slack if feasible |
---|
1884 | int longestSet=0; |
---|
1885 | int iSet; |
---|
1886 | for (iSet=0;iSet<numberSets_;iSet++) { |
---|
1887 | int n=0; |
---|
1888 | int j= startSet_[iSet]; |
---|
1889 | while (j>=0) { |
---|
1890 | n++; |
---|
1891 | j=next_[j]; |
---|
1892 | } |
---|
1893 | longestSet = CoinMax(longestSet,n); |
---|
1894 | } |
---|
1895 | double * upper = new double[longestSet+1]; |
---|
1896 | double * cost = new double[longestSet+1]; |
---|
1897 | double * lower = new double[longestSet+1]; |
---|
1898 | double * solution = new double[longestSet+1]; |
---|
1899 | int * back = new int[longestSet+1]; |
---|
1900 | double tolerance = model_->primalTolerance(); |
---|
1901 | double objectiveOffset = 0.0; |
---|
1902 | for (iSet=0;iSet<numberSets_;iSet++) { |
---|
1903 | int iBasic=-1; |
---|
1904 | double value=0.0; |
---|
1905 | // find cheapest |
---|
1906 | int numberInSet = 0; |
---|
1907 | int j=startSet_[iSet]; |
---|
1908 | while (j>=0) { |
---|
1909 | if (!columnLower_) |
---|
1910 | lower[numberInSet]=0.0; |
---|
1911 | else |
---|
1912 | lower[numberInSet]= columnLower_[j]; |
---|
1913 | if (!columnUpper_) |
---|
1914 | upper[numberInSet]=COIN_DBL_MAX; |
---|
1915 | else |
---|
1916 | upper[numberInSet]= columnUpper_[j]; |
---|
1917 | back[numberInSet++]=j; |
---|
1918 | j = next_[j]; |
---|
1919 | } |
---|
1920 | CoinFillN(solution,numberInSet,0.0); |
---|
1921 | // and slack |
---|
1922 | iBasic=numberInSet; |
---|
1923 | solution[iBasic]=-value; |
---|
1924 | lower[iBasic]=-upperSet_[iSet]; |
---|
1925 | upper[iBasic]=-lowerSet_[iSet]; |
---|
1926 | int kphase; |
---|
1927 | if (value<lowerSet_[iSet]-tolerance||value>upperSet_[iSet]+tolerance) { |
---|
1928 | // infeasible |
---|
1929 | kphase=0; |
---|
1930 | // remember bounds are flipped so opposite to natural |
---|
1931 | if (value<lowerSet_[iSet]-tolerance) |
---|
1932 | cost[iBasic]=1.0; |
---|
1933 | else |
---|
1934 | cost[iBasic]=-1.0; |
---|
1935 | CoinZeroN(cost,numberInSet); |
---|
1936 | double dualTolerance =model_->dualTolerance(); |
---|
1937 | for (int iphase =kphase;iphase<2;iphase++) { |
---|
1938 | if (iphase) { |
---|
1939 | cost[numberInSet]=0.0; |
---|
1940 | for (int j=0;j<numberInSet;j++) |
---|
1941 | cost[j]= cost_[back[j]]; |
---|
1942 | } |
---|
1943 | // now do one row lp |
---|
1944 | bool improve=true; |
---|
1945 | while (improve) { |
---|
1946 | improve=false; |
---|
1947 | double dual = cost[iBasic]; |
---|
1948 | int chosen =-1; |
---|
1949 | double best=dualTolerance; |
---|
1950 | int way=0; |
---|
1951 | for (int i=0;i<=numberInSet;i++) { |
---|
1952 | double dj = cost[i]-dual; |
---|
1953 | double improvement =0.0; |
---|
1954 | double distance=0.0; |
---|
1955 | if (iphase||i<numberInSet) |
---|
1956 | assert (solution[i]>=lower[i]&&solution[i]<=upper[i]); |
---|
1957 | if (dj>dualTolerance) |
---|
1958 | improvement = dj*(solution[i]-lower[i]); |
---|
1959 | else if (dj<-dualTolerance) |
---|
1960 | improvement = dj*(solution[i]-upper[i]); |
---|
1961 | if (improvement>best) { |
---|
1962 | best=improvement; |
---|
1963 | chosen=i; |
---|
1964 | if (dj<0.0) { |
---|
1965 | way = 1; |
---|
1966 | distance = upper[i]-solution[i]; |
---|
1967 | } else { |
---|
1968 | way = -1; |
---|
1969 | distance = solution[i]-lower[i]; |
---|
1970 | } |
---|
1971 | } |
---|
1972 | } |
---|
1973 | if (chosen>=0) { |
---|
1974 | improve=true; |
---|
1975 | // now see how far |
---|
1976 | if (way>0) { |
---|
1977 | // incoming increasing so basic decreasing |
---|
1978 | // if phase 0 then go to nearest bound |
---|
1979 | double distance=upper[chosen]-solution[chosen]; |
---|
1980 | double basicDistance; |
---|
1981 | if (!iphase) { |
---|
1982 | assert (iBasic==numberInSet); |
---|
1983 | assert (solution[iBasic]>upper[iBasic]); |
---|
1984 | basicDistance = solution[iBasic]-upper[iBasic]; |
---|
1985 | } else { |
---|
1986 | basicDistance = solution[iBasic]-lower[iBasic]; |
---|
1987 | } |
---|
1988 | // need extra coding for unbounded |
---|
1989 | assert (CoinMin(distance,basicDistance)<1.0e20); |
---|
1990 | if (distance>basicDistance) { |
---|
1991 | // incoming becomes basic |
---|
1992 | solution[chosen] += basicDistance; |
---|
1993 | if (!iphase) |
---|
1994 | solution[iBasic]=upper[iBasic]; |
---|
1995 | else |
---|
1996 | solution[iBasic]=lower[iBasic]; |
---|
1997 | iBasic = chosen; |
---|
1998 | } else { |
---|
1999 | // flip |
---|
2000 | solution[chosen]=upper[chosen]; |
---|
2001 | solution[iBasic] -= distance; |
---|
2002 | } |
---|
2003 | } else { |
---|
2004 | // incoming decreasing so basic increasing |
---|
2005 | // if phase 0 then go to nearest bound |
---|
2006 | double distance=solution[chosen]-lower[chosen]; |
---|
2007 | double basicDistance; |
---|
2008 | if (!iphase) { |
---|
2009 | assert (iBasic==numberInSet); |
---|
2010 | assert (solution[iBasic]<lower[iBasic]); |
---|
2011 | basicDistance = lower[iBasic]-solution[iBasic]; |
---|
2012 | } else { |
---|
2013 | basicDistance = upper[iBasic]-solution[iBasic]; |
---|
2014 | } |
---|
2015 | // need extra coding for unbounded - for now just exit |
---|
2016 | if (CoinMin(distance,basicDistance)>1.0e20) { |
---|
2017 | printf("unbounded on set %d\n",iSet); |
---|
2018 | iphase=1; |
---|
2019 | iBasic=numberInSet; |
---|
2020 | break; |
---|
2021 | } |
---|
2022 | if (distance>basicDistance) { |
---|
2023 | // incoming becomes basic |
---|
2024 | solution[chosen] -= basicDistance; |
---|
2025 | if (!iphase) |
---|
2026 | solution[iBasic]=lower[iBasic]; |
---|
2027 | else |
---|
2028 | solution[iBasic]=upper[iBasic]; |
---|
2029 | iBasic = chosen; |
---|
2030 | } else { |
---|
2031 | // flip |
---|
2032 | solution[chosen]=lower[chosen]; |
---|
2033 | solution[iBasic] += distance; |
---|
2034 | } |
---|
2035 | } |
---|
2036 | if (!iphase) { |
---|
2037 | if(iBasic<numberInSet) |
---|
2038 | break; // feasible |
---|
2039 | else if (solution[iBasic]>=lower[iBasic]&& |
---|
2040 | solution[iBasic]<=upper[iBasic]) |
---|
2041 | break; // feasible (on flip) |
---|
2042 | } |
---|
2043 | } |
---|
2044 | } |
---|
2045 | } |
---|
2046 | } |
---|
2047 | // do solution i.e. bounds |
---|
2048 | if (columnLower_||columnUpper_) { |
---|
2049 | for (int j=0;j<numberInSet;j++) { |
---|
2050 | if (j!=iBasic) { |
---|
2051 | objectiveOffset += solution[j]*cost[j]; |
---|
2052 | if (columnLower_&&columnUpper_) { |
---|
2053 | if (fabs(solution[j]-columnLower_[back[j]])> |
---|
2054 | fabs(solution[j]-columnUpper_[back[j]])) |
---|
2055 | setDynamicStatus(back[j],atUpperBound); |
---|
2056 | } else if (columnUpper_&&solution[j]>0.0) { |
---|
2057 | setDynamicStatus(back[j],atUpperBound); |
---|
2058 | } else { |
---|
2059 | setDynamicStatus(back[j],atLowerBound); |
---|
2060 | assert(!solution[j]); |
---|
2061 | } |
---|
2062 | } |
---|
2063 | } |
---|
2064 | } |
---|
2065 | // convert iBasic back and do bounds |
---|
2066 | if (iBasic==numberInSet) { |
---|
2067 | // slack basic |
---|
2068 | setStatus(iSet,ClpSimplex::basic); |
---|
2069 | iBasic=iSet+maximumGubColumns_; |
---|
2070 | } else { |
---|
2071 | iBasic = back[iBasic]; |
---|
2072 | setDynamicStatus(iBasic,soloKey); |
---|
2073 | // remember bounds flipped |
---|
2074 | if (upper[numberInSet]==lower[numberInSet]) |
---|
2075 | setStatus(iSet,ClpSimplex::isFixed); |
---|
2076 | else if (solution[numberInSet]==upper[numberInSet]) |
---|
2077 | setStatus(iSet,ClpSimplex::atLowerBound); |
---|
2078 | else if (solution[numberInSet]==lower[numberInSet]) |
---|
2079 | setStatus(iSet,ClpSimplex::atUpperBound); |
---|
2080 | else |
---|
2081 | abort(); |
---|
2082 | } |
---|
2083 | keyVariable_[iSet]=iBasic; |
---|
2084 | } |
---|
2085 | model_->setObjectiveOffset(objectiveOffset_-objectiveOffset); |
---|
2086 | delete [] lower; |
---|
2087 | delete [] solution; |
---|
2088 | delete [] upper; |
---|
2089 | delete [] cost; |
---|
2090 | delete [] back; |
---|
2091 | // make sure matrix is in good shape |
---|
2092 | matrix_->orderMatrix(); |
---|
2093 | } |
---|
2094 | // Populates initial matrix from dynamic status |
---|
2095 | void |
---|
2096 | ClpDynamicMatrix::initialProblem() |
---|
2097 | { |
---|
2098 | int iSet; |
---|
2099 | double * element = matrix_->getMutableElements(); |
---|
2100 | int * row = matrix_->getMutableIndices(); |
---|
2101 | CoinBigIndex * startColumn = matrix_->getMutableVectorStarts(); |
---|
2102 | int * length = matrix_->getMutableVectorLengths(); |
---|
2103 | double * cost = model_->objective(); |
---|
2104 | double * solution = model_->primalColumnSolution(); |
---|
2105 | double * columnLower = model_->columnLower(); |
---|
2106 | double * columnUpper = model_->columnUpper(); |
---|
2107 | double * rowSolution = model_->primalRowSolution(); |
---|
2108 | double * rowLower = model_->rowLower(); |
---|
2109 | double * rowUpper = model_->rowUpper(); |
---|
2110 | CoinBigIndex numberElements=startColumn[firstDynamic_]; |
---|
2111 | |
---|
2112 | firstAvailable_ = firstDynamic_; |
---|
2113 | numberActiveSets_=0; |
---|
2114 | for (iSet=0;iSet<numberSets_;iSet++) { |
---|
2115 | toIndex_[iSet]=-1; |
---|
2116 | int numberActive=0; |
---|
2117 | int whichKey=-1; |
---|
2118 | if (getStatus(iSet)==ClpSimplex::basic) |
---|
2119 | whichKey = maximumGubColumns_+iSet; |
---|
2120 | else |
---|
2121 | whichKey = -1; |
---|
2122 | int j= startSet_[iSet]; |
---|
2123 | while (j>=0) { |
---|
2124 | assert (getDynamicStatus(j)!=soloKey||whichKey==-1); |
---|
2125 | if (getDynamicStatus(j)==inSmall) |
---|
2126 | numberActive++; |
---|
2127 | else if (getDynamicStatus(j)==soloKey) |
---|
2128 | whichKey=j; |
---|
2129 | j = next_[j]; //onto next in set |
---|
2130 | } |
---|
2131 | if (getStatus(iSet)==ClpSimplex::basic&&numberActive) |
---|
2132 | numberActive++; |
---|
2133 | if (numberActive) { |
---|
2134 | assert (numberActive>1); |
---|
2135 | int iRow = numberActiveSets_+numberStaticRows_; |
---|
2136 | rowSolution[iRow]=0.0; |
---|
2137 | double lowerValue; |
---|
2138 | if (lowerSet_[iSet]>-1.0e20) |
---|
2139 | lowerValue = lowerSet_[iSet]; |
---|
2140 | else |
---|
2141 | lowerValue=-COIN_DBL_MAX; |
---|
2142 | double upperValue; |
---|
2143 | if (upperSet_[iSet]<1.0e20) |
---|
2144 | upperValue = upperSet_[iSet]; |
---|
2145 | else |
---|
2146 | upperValue=COIN_DBL_MAX; |
---|
2147 | rowLower[iRow]=lowerValue; |
---|
2148 | rowUpper[iRow]=upperValue; |
---|
2149 | if (getStatus(iSet)==ClpSimplex::basic) { |
---|
2150 | model_->setRowStatus(iRow,ClpSimplex::basic); |
---|
2151 | rowSolution[iRow]=0.0; |
---|
2152 | } else if (getStatus(iSet)==ClpSimplex::atLowerBound) { |
---|
2153 | model_->setRowStatus(iRow,ClpSimplex::atLowerBound); |
---|
2154 | rowSolution[iRow]=lowerValue; |
---|
2155 | } else { |
---|
2156 | model_->setRowStatus(iRow,ClpSimplex::atUpperBound); |
---|
2157 | rowSolution[iRow]=upperValue; |
---|
2158 | } |
---|
2159 | j= startSet_[iSet]; |
---|
2160 | while (j>=0) { |
---|
2161 | DynamicStatus status = getDynamicStatus(j); |
---|
2162 | if (status==inSmall) { |
---|
2163 | int numberThis = startColumn_[j+1]-startColumn_[j]+1; |
---|
2164 | if (numberElements+numberThis>numberElements_) { |
---|
2165 | // need to redo |
---|
2166 | numberElements_ = CoinMax(3*numberElements_/2,numberElements+numberThis); |
---|
2167 | matrix_->reserve(lastDynamic_,numberElements_); |
---|
2168 | element = matrix_->getMutableElements(); |
---|
2169 | row = matrix_->getMutableIndices(); |
---|
2170 | // these probably okay but be safe |
---|
2171 | startColumn = matrix_->getMutableVectorStarts(); |
---|
2172 | length = matrix_->getMutableVectorLengths(); |
---|
2173 | } |
---|
2174 | length[firstAvailable_]=numberThis; |
---|
2175 | cost[firstAvailable_]=cost_[j]; |
---|
2176 | CoinBigIndex base = startColumn_[j]; |
---|
2177 | for (int k=0;k<numberThis-1;k++) { |
---|
2178 | row[numberElements]=row_[base+k]; |
---|
2179 | element[numberElements++]=element_[base+k]; |
---|
2180 | } |
---|
2181 | row[numberElements]=iRow; |
---|
2182 | element[numberElements++]=1.0; |
---|
2183 | id_[firstAvailable_-firstDynamic_]=j; |
---|
2184 | solution[firstAvailable_]=0.0; |
---|
2185 | model_->setStatus(firstAvailable_,ClpSimplex::basic); |
---|
2186 | if (!columnLower_&&!columnUpper_) { |
---|
2187 | columnLower[firstAvailable_] = 0.0; |
---|
2188 | columnUpper[firstAvailable_] = COIN_DBL_MAX; |
---|
2189 | } else { |
---|
2190 | if (columnLower_) |
---|
2191 | columnLower[firstAvailable_] = columnLower_[j]; |
---|
2192 | else |
---|
2193 | columnLower[firstAvailable_] = 0.0; |
---|
2194 | if (columnUpper_) |
---|
2195 | columnUpper[firstAvailable_] = columnUpper_[j]; |
---|
2196 | else |
---|
2197 | columnUpper[firstAvailable_] = COIN_DBL_MAX; |
---|
2198 | if (status==atLowerBound) { |
---|
2199 | solution[firstAvailable_]=columnLower[firstAvailable_]; |
---|
2200 | } else { |
---|
2201 | solution[firstAvailable_]=columnUpper[firstAvailable_]; |
---|
2202 | } |
---|
2203 | } |
---|
2204 | firstAvailable_++; |
---|
2205 | startColumn[firstAvailable_]=numberElements; |
---|
2206 | } |
---|
2207 | j = next_[j]; //onto next in set |
---|
2208 | } |
---|
2209 | model_->setRowStatus(numberActiveSets_+numberStaticRows_,getStatus(iSet)); |
---|
2210 | toIndex_[iSet]=numberActiveSets_; |
---|
2211 | fromIndex_[numberActiveSets_++]=iSet; |
---|
2212 | } |
---|
2213 | assert (toIndex_[iSet]>=0||whichKey>=0); |
---|
2214 | keyVariable_[iSet]=whichKey; |
---|
2215 | } |
---|
2216 | return; |
---|
2217 | } |
---|
2218 | // Adds in a column to gub structure (called from descendant) |
---|
2219 | int |
---|
2220 | ClpDynamicMatrix::addColumn(int numberEntries,const int * row, const float * element, |
---|
2221 | float cost, float lower, float upper,int iSet, |
---|
2222 | DynamicStatus status) |
---|
2223 | { |
---|
2224 | // check if already in |
---|
2225 | int j=startSet_[iSet]; |
---|
2226 | while (j>=0) { |
---|
2227 | if (startColumn_[j+1]-startColumn_[j]==numberEntries) { |
---|
2228 | const int * row2 = row_+startColumn_[j]; |
---|
2229 | const float * element2 = element_ + startColumn_[j]; |
---|
2230 | bool same=true; |
---|
2231 | for (int k=0;k<numberEntries;k++) { |
---|
2232 | if (row[k]!=row2[k]||element[k]!=element2[k]) { |
---|
2233 | same=false; |
---|
2234 | break; |
---|
2235 | } |
---|
2236 | } |
---|
2237 | if (same) { |
---|
2238 | bool odd=false; |
---|
2239 | if (cost!=cost_[j]) |
---|
2240 | odd =true; |
---|
2241 | if (columnLower_&&lower!=columnLower_[j]) |
---|
2242 | odd=true; |
---|
2243 | if (columnUpper_&&upper!=columnUpper_[j]) |
---|
2244 | odd=true; |
---|
2245 | if (odd) |
---|
2246 | printf("seems odd - same els but cost,lo,up are %g,%g,%g and %g,%g,%g\n", |
---|
2247 | cost,lower,upper,cost_[j], |
---|
2248 | columnLower_ ? columnLower_[j] : 0.0, |
---|
2249 | columnUpper_ ? columnUpper_[j] : 1.0e100); |
---|
2250 | else |
---|
2251 | return j; |
---|
2252 | } |
---|
2253 | } |
---|
2254 | j = next_[j]; |
---|
2255 | } |
---|
2256 | |
---|
2257 | if (numberGubColumns_==maximumGubColumns_|| |
---|
2258 | startColumn_[numberGubColumns_]+numberEntries>maximumElements_) { |
---|
2259 | CoinBigIndex j; |
---|
2260 | int i; |
---|
2261 | int put=0; |
---|
2262 | int numberElements=0; |
---|
2263 | CoinBigIndex start=0; |
---|
2264 | // compress - leave ones at ub and basic |
---|
2265 | int * which = new int [numberGubColumns_]; |
---|
2266 | for (i=0;i<numberGubColumns_;i++) { |
---|
2267 | CoinBigIndex end=startColumn_[i+1]; |
---|
2268 | if (getDynamicStatus(i)!=atLowerBound) { |
---|
2269 | // keep in |
---|
2270 | for (j=start;j<end;j++) { |
---|
2271 | row_[numberElements]=row_[j]; |
---|
2272 | element_[numberElements++]=element_[j]; |
---|
2273 | } |
---|
2274 | startColumn_[put+1]=numberElements; |
---|
2275 | cost_[put]=cost_[i]; |
---|
2276 | if (columnLower_) |
---|
2277 | columnLower_[put]=columnLower_[i]; |
---|
2278 | if (columnUpper_) |
---|
2279 | columnUpper_[put]=columnUpper_[i]; |
---|
2280 | dynamicStatus_[put]=dynamicStatus_[i]; |
---|
2281 | id_[put]=id_[i]; |
---|
2282 | which[i]=put; |
---|
2283 | put++; |
---|
2284 | } else { |
---|
2285 | // out |
---|
2286 | which[i]=-1; |
---|
2287 | } |
---|
2288 | start=end; |
---|
2289 | } |
---|
2290 | // now redo startSet_ and next_ |
---|
2291 | int * newNext = new int [maximumGubColumns_]; |
---|
2292 | for (int jSet=0;jSet<numberSets_;jSet++) { |
---|
2293 | int sequence = startSet_[jSet]; |
---|
2294 | while (which[sequence]<0) { |
---|
2295 | // out |
---|
2296 | assert (next_[sequence]>=0); |
---|
2297 | sequence=next_[sequence]; |
---|
2298 | } |
---|
2299 | startSet_[jSet]=which[sequence]; |
---|
2300 | int last = which[sequence]; |
---|
2301 | while (next_[sequence]>=0) { |
---|
2302 | sequence = next_[sequence]; |
---|
2303 | if(which[sequence]>=0) { |
---|
2304 | // keep |
---|
2305 | newNext[last]=which[sequence]; |
---|
2306 | last=which[sequence]; |
---|
2307 | } |
---|
2308 | } |
---|
2309 | newNext[last]=-jSet-1; |
---|
2310 | } |
---|
2311 | delete [] next_; |
---|
2312 | next_=newNext; |
---|
2313 | delete [] which; |
---|
2314 | abort(); |
---|
2315 | } |
---|
2316 | CoinBigIndex start = startColumn_[numberGubColumns_]; |
---|
2317 | memcpy(row_+start,row,numberEntries*sizeof(int)); |
---|
2318 | memcpy(element_+start,element,numberEntries*sizeof(float)); |
---|
2319 | startColumn_[numberGubColumns_+1]=start+numberEntries; |
---|
2320 | cost_[numberGubColumns_]=cost; |
---|
2321 | if (columnLower_) |
---|
2322 | columnLower_[numberGubColumns_]=lower; |
---|
2323 | else |
---|
2324 | assert (!lower); |
---|
2325 | if (columnUpper_) |
---|
2326 | columnUpper_[numberGubColumns_]=upper; |
---|
2327 | else |
---|
2328 | assert (upper>1.0e20); |
---|
2329 | setDynamicStatus(numberGubColumns_,status); |
---|
2330 | // Do next_ |
---|
2331 | j=startSet_[iSet]; |
---|
2332 | startSet_[iSet]=numberGubColumns_; |
---|
2333 | next_[numberGubColumns_]=j; |
---|
2334 | numberGubColumns_++; |
---|
2335 | return numberGubColumns_-1; |
---|
2336 | } |
---|
2337 | // Returns which set a variable is in |
---|
2338 | int |
---|
2339 | ClpDynamicMatrix::whichSet (int sequence) const |
---|
2340 | { |
---|
2341 | while (next_[sequence]>=0) |
---|
2342 | sequence = next_[sequence]; |
---|
2343 | int iSet = - next_[sequence]-1; |
---|
2344 | return iSet; |
---|
2345 | } |
---|