[1370] | 1 | /* $Id: ClpFactorization.hpp 1665 2011-01-04 17:55:54Z forrest $ */ |
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[2] | 2 | // Copyright (C) 2002, International Business Machines |
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| 3 | // Corporation and others. All Rights Reserved. |
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[1665] | 4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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| 5 | |
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[2] | 6 | #ifndef ClpFactorization_H |
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| 7 | #define ClpFactorization_H |
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| 8 | |
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| 9 | |
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[63] | 10 | #include "CoinPragma.hpp" |
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| 11 | |
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[50] | 12 | #include "CoinFactorization.hpp" |
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[440] | 13 | class ClpMatrixBase; |
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| 14 | class ClpSimplex; |
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| 15 | class ClpNetworkBasis; |
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[1376] | 16 | class CoinOtherFactorization; |
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[1502] | 17 | #ifndef CLP_MULTIPLE_FACTORIZATIONS |
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[1371] | 18 | #define CLP_MULTIPLE_FACTORIZATIONS 4 |
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[1502] | 19 | #endif |
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| 20 | #ifdef CLP_MULTIPLE_FACTORIZATIONS |
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[1152] | 21 | #include "CoinDenseFactorization.hpp" |
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[1616] | 22 | #include "ClpSimplex.hpp" |
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[1152] | 23 | #endif |
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[1401] | 24 | #ifndef COIN_FAST_CODE |
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| 25 | #define COIN_FAST_CODE |
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| 26 | #endif |
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[2] | 27 | |
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[50] | 28 | /** This just implements CoinFactorization when an ClpMatrixBase object |
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[118] | 29 | is passed. If a network then has a dummy CoinFactorization and |
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| 30 | a genuine ClpNetworkBasis object |
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[2] | 31 | */ |
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[1502] | 32 | class ClpFactorization |
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| 33 | #ifndef CLP_MULTIPLE_FACTORIZATIONS |
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[1525] | 34 | : public CoinFactorization |
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[1147] | 35 | #endif |
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| 36 | { |
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[2] | 37 | |
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[1525] | 38 | //friend class CoinFactorization; |
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[1502] | 39 | |
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[2] | 40 | public: |
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[1525] | 41 | /**@name factorization */ |
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| 42 | //@{ |
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| 43 | /** When part of LP - given by basic variables. |
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| 44 | Actually does factorization. |
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| 45 | Arrays passed in have non negative value to say basic. |
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| 46 | If status is okay, basic variables have pivot row - this is only needed |
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| 47 | if increasingRows_ >1. |
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| 48 | Allows scaling |
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| 49 | If status is singular, then basic variables have pivot row |
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| 50 | and ones thrown out have -1 |
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| 51 | returns 0 -okay, -1 singular, -2 too many in basis, -99 memory */ |
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| 52 | int factorize (ClpSimplex * model, int solveType, bool valuesPass); |
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| 53 | //@} |
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[2] | 54 | |
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| 55 | |
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[1525] | 56 | /**@name Constructors, destructor */ |
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| 57 | //@{ |
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| 58 | /** Default constructor. */ |
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| 59 | ClpFactorization(); |
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| 60 | /** Destructor */ |
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| 61 | ~ClpFactorization(); |
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| 62 | //@} |
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[2] | 63 | |
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[1525] | 64 | /**@name Copy method */ |
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| 65 | //@{ |
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| 66 | /** The copy constructor from an CoinFactorization. */ |
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| 67 | ClpFactorization(const CoinFactorization&); |
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| 68 | /** The copy constructor. */ |
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| 69 | ClpFactorization(const ClpFactorization&, int denseIfSmaller = 0); |
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[1502] | 70 | #ifdef CLP_MULTIPLE_FACTORIZATIONS |
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[1525] | 71 | /** The copy constructor from an CoinOtherFactorization. */ |
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| 72 | ClpFactorization(const CoinOtherFactorization&); |
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[1152] | 73 | #endif |
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[1525] | 74 | ClpFactorization& operator=(const ClpFactorization&); |
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| 75 | //@} |
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[118] | 76 | |
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[1525] | 77 | /* **** below here is so can use networkish basis */ |
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| 78 | /**@name rank one updates which do exist */ |
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| 79 | //@{ |
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[118] | 80 | |
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[1525] | 81 | /** Replaces one Column to basis, |
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| 82 | returns 0=OK, 1=Probably OK, 2=singular, 3=no room |
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| 83 | If checkBeforeModifying is true will do all accuracy checks |
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| 84 | before modifying factorization. Whether to set this depends on |
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| 85 | speed considerations. You could just do this on first iteration |
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| 86 | after factorization and thereafter re-factorize |
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| 87 | partial update already in U */ |
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| 88 | int replaceColumn ( const ClpSimplex * model, |
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| 89 | CoinIndexedVector * regionSparse, |
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| 90 | CoinIndexedVector * tableauColumn, |
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| 91 | int pivotRow, |
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| 92 | double pivotCheck , |
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| 93 | bool checkBeforeModifying = false, |
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| 94 | double acceptablePivot = 1.0e-8); |
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| 95 | //@} |
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[1502] | 96 | |
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[1525] | 97 | /**@name various uses of factorization (return code number elements) |
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| 98 | which user may want to know about */ |
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| 99 | //@{ |
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| 100 | /** Updates one column (FTRAN) from region2 |
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| 101 | Tries to do FT update |
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| 102 | number returned is negative if no room |
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| 103 | region1 starts as zero and is zero at end */ |
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| 104 | int updateColumnFT ( CoinIndexedVector * regionSparse, |
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| 105 | CoinIndexedVector * regionSparse2); |
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| 106 | /** Updates one column (FTRAN) from region2 |
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| 107 | region1 starts as zero and is zero at end */ |
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| 108 | int updateColumn ( CoinIndexedVector * regionSparse, |
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| 109 | CoinIndexedVector * regionSparse2, |
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| 110 | bool noPermute = false) const; |
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| 111 | /** Updates one column (FTRAN) from region2 |
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| 112 | Tries to do FT update |
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| 113 | number returned is negative if no room. |
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| 114 | Also updates region3 |
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| 115 | region1 starts as zero and is zero at end */ |
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| 116 | int updateTwoColumnsFT ( CoinIndexedVector * regionSparse1, |
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| 117 | CoinIndexedVector * regionSparse2, |
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| 118 | CoinIndexedVector * regionSparse3, |
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| 119 | bool noPermuteRegion3 = false) ; |
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| 120 | /// For debug (no statistics update) |
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| 121 | int updateColumnForDebug ( CoinIndexedVector * regionSparse, |
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| 122 | CoinIndexedVector * regionSparse2, |
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| 123 | bool noPermute = false) const; |
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| 124 | /** Updates one column (BTRAN) from region2 |
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| 125 | region1 starts as zero and is zero at end */ |
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| 126 | int updateColumnTranspose ( CoinIndexedVector * regionSparse, |
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| 127 | CoinIndexedVector * regionSparse2) const; |
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| 128 | //@} |
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[1502] | 129 | #ifdef CLP_MULTIPLE_FACTORIZATIONS |
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[1525] | 130 | /**@name Lifted from CoinFactorization */ |
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| 131 | //@{ |
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| 132 | /// Total number of elements in factorization |
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| 133 | inline int numberElements ( ) const { |
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| 134 | if (coinFactorizationA_) return coinFactorizationA_->numberElements(); |
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| 135 | else return coinFactorizationB_->numberElements() ; |
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| 136 | } |
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| 137 | /// Returns address of permute region |
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| 138 | inline int *permute ( ) const { |
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| 139 | if (coinFactorizationA_) return coinFactorizationA_->permute(); |
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| 140 | else return coinFactorizationB_->permute() ; |
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| 141 | } |
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| 142 | /// Returns address of pivotColumn region (also used for permuting) |
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| 143 | inline int *pivotColumn ( ) const { |
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| 144 | if (coinFactorizationA_) return coinFactorizationA_->pivotColumn(); |
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| 145 | else return coinFactorizationB_->permute() ; |
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| 146 | } |
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| 147 | /// Maximum number of pivots between factorizations |
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| 148 | inline int maximumPivots ( ) const { |
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| 149 | if (coinFactorizationA_) return coinFactorizationA_->maximumPivots(); |
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| 150 | else return coinFactorizationB_->maximumPivots() ; |
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| 151 | } |
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| 152 | /// Set maximum number of pivots between factorizations |
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| 153 | inline void maximumPivots ( int value) { |
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| 154 | if (coinFactorizationA_) coinFactorizationA_->maximumPivots(value); |
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| 155 | else coinFactorizationB_->maximumPivots(value); |
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| 156 | } |
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| 157 | /// Returns number of pivots since factorization |
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| 158 | inline int pivots ( ) const { |
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| 159 | if (coinFactorizationA_) return coinFactorizationA_->pivots(); |
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| 160 | else return coinFactorizationB_->pivots() ; |
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| 161 | } |
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| 162 | /// Whether larger areas needed |
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| 163 | inline double areaFactor ( ) const { |
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| 164 | if (coinFactorizationA_) return coinFactorizationA_->areaFactor(); |
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| 165 | else return 0.0 ; |
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| 166 | } |
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| 167 | /// Set whether larger areas needed |
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| 168 | inline void areaFactor ( double value) { |
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| 169 | if (coinFactorizationA_) coinFactorizationA_->areaFactor(value); |
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| 170 | } |
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| 171 | /// Zero tolerance |
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| 172 | inline double zeroTolerance ( ) const { |
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| 173 | if (coinFactorizationA_) return coinFactorizationA_->zeroTolerance(); |
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| 174 | else return coinFactorizationB_->zeroTolerance() ; |
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| 175 | } |
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| 176 | /// Set zero tolerance |
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| 177 | inline void zeroTolerance ( double value) { |
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| 178 | if (coinFactorizationA_) coinFactorizationA_->zeroTolerance(value); |
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| 179 | else coinFactorizationB_->zeroTolerance(value); |
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| 180 | } |
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| 181 | /// Set tolerances to safer of existing and given |
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| 182 | void saferTolerances ( double zeroTolerance, double pivotTolerance); |
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| 183 | /** get sparse threshold */ |
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| 184 | inline int sparseThreshold ( ) const { |
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| 185 | if (coinFactorizationA_) return coinFactorizationA_->sparseThreshold(); |
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| 186 | else return 0 ; |
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| 187 | } |
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| 188 | /** Set sparse threshold */ |
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| 189 | inline void sparseThreshold ( int value) { |
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| 190 | if (coinFactorizationA_) coinFactorizationA_->sparseThreshold(value); |
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| 191 | } |
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| 192 | /// Returns status |
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| 193 | inline int status ( ) const { |
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| 194 | if (coinFactorizationA_) return coinFactorizationA_->status(); |
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| 195 | else return coinFactorizationB_->status() ; |
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| 196 | } |
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| 197 | /// Sets status |
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| 198 | inline void setStatus ( int value) { |
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| 199 | if (coinFactorizationA_) coinFactorizationA_->setStatus(value); |
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| 200 | else coinFactorizationB_->setStatus(value) ; |
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| 201 | } |
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| 202 | /// Returns number of dense rows |
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| 203 | inline int numberDense() const { |
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| 204 | if (coinFactorizationA_) return coinFactorizationA_->numberDense(); |
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| 205 | else return 0 ; |
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| 206 | } |
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[1266] | 207 | #if 1 |
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[1525] | 208 | /// Returns number in U area |
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| 209 | inline CoinBigIndex numberElementsU ( ) const { |
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| 210 | if (coinFactorizationA_) return coinFactorizationA_->numberElementsU(); |
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| 211 | else return -1 ; |
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| 212 | } |
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| 213 | /// Returns number in L area |
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| 214 | inline CoinBigIndex numberElementsL ( ) const { |
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| 215 | if (coinFactorizationA_) return coinFactorizationA_->numberElementsL(); |
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| 216 | else return -1 ; |
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| 217 | } |
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| 218 | /// Returns number in R area |
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| 219 | inline CoinBigIndex numberElementsR ( ) const { |
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| 220 | if (coinFactorizationA_) return coinFactorizationA_->numberElementsR(); |
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| 221 | else return 0 ; |
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| 222 | } |
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[1147] | 223 | #endif |
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[1525] | 224 | inline bool timeToRefactorize() const { |
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| 225 | if (coinFactorizationA_) { |
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| 226 | return (coinFactorizationA_->pivots() * 3 > coinFactorizationA_->maximumPivots() * 2 && |
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| 227 | coinFactorizationA_->numberElementsR() * 3 > (coinFactorizationA_->numberElementsL() + |
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| 228 | coinFactorizationA_->numberElementsU()) * 2 + 1000 && |
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| 229 | !coinFactorizationA_->numberDense()); |
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| 230 | } else { |
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| 231 | return coinFactorizationB_->pivots() > coinFactorizationB_->numberRows() / 2.45 + 20; |
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| 232 | } |
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| 233 | } |
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| 234 | /// Level of detail of messages |
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| 235 | inline int messageLevel ( ) const { |
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| 236 | if (coinFactorizationA_) return coinFactorizationA_->messageLevel(); |
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| 237 | else return 1 ; |
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| 238 | } |
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| 239 | /// Set level of detail of messages |
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| 240 | inline void messageLevel ( int value) { |
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| 241 | if (coinFactorizationA_) coinFactorizationA_->messageLevel(value); |
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| 242 | } |
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| 243 | /// Get rid of all memory |
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| 244 | inline void clearArrays() { |
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| 245 | if (coinFactorizationA_) |
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| 246 | coinFactorizationA_->clearArrays(); |
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| 247 | else if (coinFactorizationB_) |
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| 248 | coinFactorizationB_->clearArrays(); |
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| 249 | } |
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| 250 | /// Number of Rows after factorization |
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| 251 | inline int numberRows ( ) const { |
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| 252 | if (coinFactorizationA_) return coinFactorizationA_->numberRows(); |
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| 253 | else return coinFactorizationB_->numberRows() ; |
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| 254 | } |
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| 255 | /// Gets dense threshold |
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| 256 | inline int denseThreshold() const { |
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| 257 | if (coinFactorizationA_) return coinFactorizationA_->denseThreshold(); |
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| 258 | else return 0 ; |
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| 259 | } |
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| 260 | /// Sets dense threshold |
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| 261 | inline void setDenseThreshold(int value) { |
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| 262 | if (coinFactorizationA_) coinFactorizationA_->setDenseThreshold(value); |
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| 263 | } |
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| 264 | /// Pivot tolerance |
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| 265 | inline double pivotTolerance ( ) const { |
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| 266 | if (coinFactorizationA_) return coinFactorizationA_->pivotTolerance(); |
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| 267 | else if (coinFactorizationB_) return coinFactorizationB_->pivotTolerance(); |
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| 268 | return 1.0e-8 ; |
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| 269 | } |
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| 270 | /// Set pivot tolerance |
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| 271 | inline void pivotTolerance ( double value) { |
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| 272 | if (coinFactorizationA_) coinFactorizationA_->pivotTolerance(value); |
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| 273 | else if (coinFactorizationB_) coinFactorizationB_->pivotTolerance(value); |
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| 274 | } |
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| 275 | /// Allows change of pivot accuracy check 1.0 == none >1.0 relaxed |
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| 276 | inline void relaxAccuracyCheck(double value) { |
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| 277 | if (coinFactorizationA_) coinFactorizationA_->relaxAccuracyCheck(value); |
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| 278 | } |
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| 279 | /** Array persistence flag |
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| 280 | If 0 then as now (delete/new) |
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| 281 | 1 then only do arrays if bigger needed |
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| 282 | 2 as 1 but give a bit extra if bigger needed |
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| 283 | */ |
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| 284 | inline int persistenceFlag() const { |
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| 285 | if (coinFactorizationA_) return coinFactorizationA_->persistenceFlag(); |
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| 286 | else return 0 ; |
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| 287 | } |
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| 288 | inline void setPersistenceFlag(int value) { |
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| 289 | if (coinFactorizationA_) coinFactorizationA_->setPersistenceFlag(value); |
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| 290 | } |
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| 291 | /// Delete all stuff (leaves as after CoinFactorization()) |
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| 292 | inline void almostDestructor() { |
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| 293 | if (coinFactorizationA_) |
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| 294 | coinFactorizationA_->almostDestructor(); |
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| 295 | else if (coinFactorizationB_) |
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| 296 | coinFactorizationB_->clearArrays(); |
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| 297 | } |
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| 298 | /// Returns areaFactor but adjusted for dense |
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| 299 | inline double adjustedAreaFactor() const { |
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| 300 | if (coinFactorizationA_) return coinFactorizationA_->adjustedAreaFactor(); |
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| 301 | else return 0.0 ; |
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| 302 | } |
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| 303 | inline void setBiasLU(int value) { |
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| 304 | if (coinFactorizationA_) coinFactorizationA_->setBiasLU(value); |
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| 305 | } |
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| 306 | /// true if Forrest Tomlin update, false if PFI |
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| 307 | inline void setForrestTomlin(bool value) { |
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| 308 | if (coinFactorizationA_) coinFactorizationA_->setForrestTomlin(value); |
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| 309 | } |
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| 310 | /// Sets default values |
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| 311 | inline void setDefaultValues() { |
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| 312 | if (coinFactorizationA_) { |
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| 313 | // row activities have negative sign |
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[1197] | 314 | #ifndef COIN_FAST_CODE |
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[1525] | 315 | coinFactorizationA_->slackValue(-1.0); |
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[1197] | 316 | #endif |
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[1525] | 317 | coinFactorizationA_->zeroTolerance(1.0e-13); |
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| 318 | } |
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| 319 | } |
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| 320 | /// If nonzero force use of 1,dense 2,small 3,osl |
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| 321 | void forceOtherFactorization(int which); |
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| 322 | /// Get switch to osl if number rows <= this |
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| 323 | inline int goOslThreshold() const { |
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| 324 | return goOslThreshold_; |
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| 325 | } |
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| 326 | /// Set switch to osl if number rows <= this |
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| 327 | inline void setGoOslThreshold(int value) { |
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| 328 | goOslThreshold_ = value; |
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| 329 | } |
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| 330 | /// Get switch to dense if number rows <= this |
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| 331 | inline int goDenseThreshold() const { |
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| 332 | return goDenseThreshold_; |
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| 333 | } |
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| 334 | /// Set switch to dense if number rows <= this |
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| 335 | inline void setGoDenseThreshold(int value) { |
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| 336 | goDenseThreshold_ = value; |
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| 337 | } |
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| 338 | /// Get switch to small if number rows <= this |
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| 339 | inline int goSmallThreshold() const { |
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| 340 | return goSmallThreshold_; |
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| 341 | } |
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| 342 | /// Set switch to small if number rows <= this |
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| 343 | inline void setGoSmallThreshold(int value) { |
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| 344 | goSmallThreshold_ = value; |
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| 345 | } |
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| 346 | /// Go over to dense or small code if small enough |
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| 347 | void goDenseOrSmall(int numberRows) ; |
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| 348 | /// Sets factorization |
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| 349 | void setFactorization(ClpFactorization & factorization); |
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| 350 | /// Return 1 if dense code |
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| 351 | inline int isDenseOrSmall() const { |
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| 352 | return coinFactorizationB_ ? 1 : 0; |
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| 353 | } |
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[1147] | 354 | #else |
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[1525] | 355 | inline bool timeToRefactorize() const { |
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| 356 | return (pivots() * 3 > maximumPivots() * 2 && |
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| 357 | numberElementsR() * 3 > (numberElementsL() + numberElementsU()) * 2 + 1000 && |
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| 358 | !numberDense()); |
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| 359 | } |
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| 360 | /// Sets default values |
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| 361 | inline void setDefaultValues() { |
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| 362 | // row activities have negative sign |
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[1197] | 363 | #ifndef COIN_FAST_CODE |
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[1525] | 364 | slackValue(-1.0); |
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[1197] | 365 | #endif |
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[1525] | 366 | zeroTolerance(1.0e-13); |
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| 367 | } |
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| 368 | /// Go over to dense code |
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| 369 | inline void goDense() {} |
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[1147] | 370 | #endif |
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[1525] | 371 | //@} |
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[1502] | 372 | |
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[1525] | 373 | /**@name other stuff */ |
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| 374 | //@{ |
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| 375 | /** makes a row copy of L for speed and to allow very sparse problems */ |
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| 376 | void goSparse(); |
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| 377 | /// Cleans up i.e. gets rid of network basis |
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| 378 | void cleanUp(); |
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| 379 | /// Says whether to redo pivot order |
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| 380 | bool needToReorder() const; |
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[650] | 381 | #ifndef SLIM_CLP |
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[1525] | 382 | /// Says if a network basis |
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| 383 | inline bool networkBasis() const { |
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| 384 | return (networkBasis_ != NULL); |
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| 385 | } |
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[650] | 386 | #else |
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[1525] | 387 | /// Says if a network basis |
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| 388 | inline bool networkBasis() const { |
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| 389 | return false; |
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| 390 | } |
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[650] | 391 | #endif |
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[1525] | 392 | /// Fills weighted row list |
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| 393 | void getWeights(int * weights) const; |
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| 394 | //@} |
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[119] | 395 | |
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[118] | 396 | ////////////////// data ////////////////// |
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| 397 | private: |
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| 398 | |
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[1525] | 399 | /**@name data */ |
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| 400 | //@{ |
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| 401 | /// Pointer to network basis |
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[650] | 402 | #ifndef SLIM_CLP |
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[1525] | 403 | ClpNetworkBasis * networkBasis_; |
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[650] | 404 | #endif |
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[1502] | 405 | #ifdef CLP_MULTIPLE_FACTORIZATIONS |
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[1525] | 406 | /// Pointer to CoinFactorization |
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| 407 | CoinFactorization * coinFactorizationA_; |
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| 408 | /// Pointer to CoinOtherFactorization |
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| 409 | CoinOtherFactorization * coinFactorizationB_; |
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[1616] | 410 | #ifdef CLP_REUSE_ETAS |
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| 411 | /// Pointer to model |
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| 412 | ClpSimplex * model_; |
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| 413 | #endif |
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[1525] | 414 | /// If nonzero force use of 1,dense 2,small 3,osl |
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| 415 | int forceB_; |
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| 416 | /// Switch to osl if number rows <= this |
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| 417 | int goOslThreshold_; |
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| 418 | /// Switch to small if number rows <= this |
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| 419 | int goSmallThreshold_; |
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| 420 | /// Switch to dense if number rows <= this |
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| 421 | int goDenseThreshold_; |
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[1147] | 422 | #endif |
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[1525] | 423 | //@} |
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[2] | 424 | }; |
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| 425 | |
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| 426 | #endif |
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