source: trunk/Clp/src/ClpFactorization.hpp @ 1394

Last change on this file since 1394 was 1394, checked in by forrest, 10 years ago

allow infeasibilityray more and prepare
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1/* $Id: ClpFactorization.hpp 1394 2009-07-09 14:05:23Z forrest $ */
2// Copyright (C) 2002, International Business Machines
3// Corporation and others.  All Rights Reserved.
4#ifndef ClpFactorization_H
5#define ClpFactorization_H
6
7
8#include "CoinPragma.hpp"
9
10#include "CoinFactorization.hpp"
11class ClpMatrixBase;
12class ClpSimplex;
13class ClpNetworkBasis;
14class CoinOtherFactorization;
15#ifndef CLP_MULTIPLE_FACTORIZATIONS
16#define CLP_MULTIPLE_FACTORIZATIONS 4
17#endif   
18#ifdef CLP_MULTIPLE_FACTORIZATIONS
19#include "CoinDenseFactorization.hpp"
20#endif
21
22/** This just implements CoinFactorization when an ClpMatrixBase object
23    is passed.  If a network then has a dummy CoinFactorization and
24    a genuine ClpNetworkBasis object
25*/
26class ClpFactorization 
27#ifndef CLP_MULTIPLE_FACTORIZATIONS   
28  : public CoinFactorization
29#endif
30{
31
32  //friend class CoinFactorization;
33 
34public:
35  /**@name factorization */
36   //@{
37  /** When part of LP - given by basic variables.
38  Actually does factorization.
39  Arrays passed in have non negative value to say basic.
40  If status is okay, basic variables have pivot row - this is only needed
41  if increasingRows_ >1.
42  Allows scaling
43  If status is singular, then basic variables have pivot row
44  and ones thrown out have -1
45  returns 0 -okay, -1 singular, -2 too many in basis, -99 memory */
46  int factorize (ClpSimplex * model,int solveType, bool valuesPass);
47   //@}
48
49
50  /**@name Constructors, destructor */
51   //@{
52   /** Default constructor. */
53   ClpFactorization();
54   /** Destructor */
55   ~ClpFactorization();
56   //@}
57
58   /**@name Copy method */
59   //@{
60   /** The copy constructor from an CoinFactorization. */
61   ClpFactorization(const CoinFactorization&);
62   /** The copy constructor. */
63  ClpFactorization(const ClpFactorization&,int denseIfSmaller=0);
64#ifdef CLP_MULTIPLE_FACTORIZATIONS   
65   /** The copy constructor from an CoinOtherFactorization. */
66   ClpFactorization(const CoinOtherFactorization&);
67#endif
68   ClpFactorization& operator=(const ClpFactorization&);
69   //@}
70   
71  /*  **** below here is so can use networkish basis */
72  /**@name rank one updates which do exist */
73  //@{
74
75  /** Replaces one Column to basis,
76   returns 0=OK, 1=Probably OK, 2=singular, 3=no room
77      If checkBeforeModifying is true will do all accuracy checks
78      before modifying factorization.  Whether to set this depends on
79      speed considerations.  You could just do this on first iteration
80      after factorization and thereafter re-factorize
81   partial update already in U */
82  int replaceColumn ( const ClpSimplex * model,
83                      CoinIndexedVector * regionSparse,
84                      CoinIndexedVector * tableauColumn,
85                      int pivotRow,
86                      double pivotCheck ,
87                      bool checkBeforeModifying=false,
88                      double acceptablePivot=1.0e-8);
89  //@}
90
91  /**@name various uses of factorization (return code number elements)
92   which user may want to know about */
93  //@{
94  /** Updates one column (FTRAN) from region2
95      Tries to do FT update
96      number returned is negative if no room
97      region1 starts as zero and is zero at end */
98  int updateColumnFT ( CoinIndexedVector * regionSparse,
99                       CoinIndexedVector * regionSparse2);
100  /** Updates one column (FTRAN) from region2
101      region1 starts as zero and is zero at end */
102  int updateColumn ( CoinIndexedVector * regionSparse,
103                     CoinIndexedVector * regionSparse2,
104                     bool noPermute=false) const;
105  /** Updates one column (FTRAN) from region2
106      Tries to do FT update
107      number returned is negative if no room.
108      Also updates region3
109      region1 starts as zero and is zero at end */
110  int updateTwoColumnsFT ( CoinIndexedVector * regionSparse1,
111                           CoinIndexedVector * regionSparse2,
112                           CoinIndexedVector * regionSparse3,
113                           bool noPermuteRegion3=false) ;
114  /// For debug (no statistics update)
115  int updateColumnForDebug ( CoinIndexedVector * regionSparse,
116                     CoinIndexedVector * regionSparse2,
117                     bool noPermute=false) const;
118  /** Updates one column (BTRAN) from region2
119      region1 starts as zero and is zero at end */
120  int updateColumnTranspose ( CoinIndexedVector * regionSparse,
121                              CoinIndexedVector * regionSparse2) const;
122  //@}
123#ifdef CLP_MULTIPLE_FACTORIZATIONS   
124  /**@name Lifted from CoinFactorization */
125  //@{
126  /// Total number of elements in factorization
127  inline int numberElements (  ) const {
128    if (coinFactorizationA_) return coinFactorizationA_->numberElements(); else return coinFactorizationB_->numberElements() ;
129  }
130  /// Returns address of permute region
131  inline int *permute (  ) const {
132    if (coinFactorizationA_) return coinFactorizationA_->permute(); else return coinFactorizationB_->permute() ;
133  }
134  /// Returns address of pivotColumn region (also used for permuting)
135  inline int *pivotColumn (  ) const {
136    if (coinFactorizationA_) return coinFactorizationA_->pivotColumn(); else return coinFactorizationB_->permute() ;
137  }
138  /// Maximum number of pivots between factorizations
139  inline int maximumPivots (  ) const {
140    if (coinFactorizationA_) return coinFactorizationA_->maximumPivots();  else return coinFactorizationB_->maximumPivots() ;
141  }
142  /// Set maximum number of pivots between factorizations
143  inline void maximumPivots (  int value) {
144    if (coinFactorizationA_) coinFactorizationA_->maximumPivots(value); else coinFactorizationB_->maximumPivots(value);
145  }
146  /// Returns number of pivots since factorization
147  inline int pivots (  ) const {
148    if (coinFactorizationA_) return coinFactorizationA_->pivots(); else return coinFactorizationB_->pivots() ;
149  }
150  /// Whether larger areas needed
151  inline double areaFactor (  ) const {
152    if (coinFactorizationA_) return coinFactorizationA_->areaFactor(); else return 0.0 ;
153  }
154  /// Set whether larger areas needed
155  inline void areaFactor ( double value) {
156    if (coinFactorizationA_) coinFactorizationA_->areaFactor(value); 
157  }
158  /// Zero tolerance
159  inline double zeroTolerance (  ) const {
160    if (coinFactorizationA_) return coinFactorizationA_->zeroTolerance();  else return coinFactorizationB_->zeroTolerance() ;
161  }
162  /// Set zero tolerance
163  inline void zeroTolerance (  double value) {
164    if (coinFactorizationA_) coinFactorizationA_->zeroTolerance(value); else coinFactorizationB_->zeroTolerance(value);
165  }
166  /// Set tolerances to safer of existing and given
167  void saferTolerances (  double zeroTolerance, double pivotTolerance);
168  /**  get sparse threshold */
169  inline int sparseThreshold ( ) const
170  { if (coinFactorizationA_) return coinFactorizationA_->sparseThreshold(); else return 0 ;}
171  /**  Set sparse threshold */
172  inline void sparseThreshold ( int value) 
173  { if (coinFactorizationA_) coinFactorizationA_->sparseThreshold(value); }
174  /// Returns status
175  inline int status (  ) const {
176    if (coinFactorizationA_) return coinFactorizationA_->status(); else return coinFactorizationB_->status() ;
177  }
178  /// Sets status
179  inline void setStatus (  int value) {
180    if (coinFactorizationA_) coinFactorizationA_->setStatus(value); else coinFactorizationB_->setStatus(value) ;
181  }
182  /// Returns number of dense rows
183  inline int numberDense() const
184  { if (coinFactorizationA_) return coinFactorizationA_->numberDense(); else return 0 ;}
185#if 1
186  /// Returns number in U area
187  inline CoinBigIndex numberElementsU (  ) const {
188    if (coinFactorizationA_) return coinFactorizationA_->numberElementsU(); else return -1 ;
189  }
190  /// Returns number in L area
191  inline CoinBigIndex numberElementsL (  ) const {
192    if (coinFactorizationA_) return coinFactorizationA_->numberElementsL(); else return -1 ;
193  }
194  /// Returns number in R area
195  inline CoinBigIndex numberElementsR (  ) const {
196    if (coinFactorizationA_) return coinFactorizationA_->numberElementsR(); else return 0 ;
197  }
198#endif
199  inline bool timeToRefactorize() const
200  {
201    if (coinFactorizationA_) {
202      return (coinFactorizationA_->pivots()*3>coinFactorizationA_->maximumPivots()*2&&
203              coinFactorizationA_->numberElementsR()*3>(coinFactorizationA_->numberElementsL()+
204                                                        coinFactorizationA_->numberElementsU())*2+1000&&
205              !coinFactorizationA_->numberDense());
206    } else {
207      return coinFactorizationB_->pivots()>coinFactorizationB_->numberRows()/2.45+20;
208    }
209  }
210  /// Level of detail of messages
211  inline int messageLevel (  ) const {
212    if (coinFactorizationA_) return coinFactorizationA_->messageLevel();  else return 1 ;
213  }
214  /// Set level of detail of messages
215  inline void messageLevel (  int value) {
216    if (coinFactorizationA_) coinFactorizationA_->messageLevel(value);
217  }
218  /// Get rid of all memory
219  inline void clearArrays()
220  { if (coinFactorizationA_) 
221      coinFactorizationA_->clearArrays();
222    else if (coinFactorizationB_) 
223      coinFactorizationB_->clearArrays();
224  }
225  /// Number of Rows after factorization
226  inline int numberRows (  ) const {
227    if (coinFactorizationA_) return coinFactorizationA_->numberRows(); else return coinFactorizationB_->numberRows() ;
228  }
229  /// Gets dense threshold
230  inline int denseThreshold() const 
231  { if (coinFactorizationA_) return coinFactorizationA_->denseThreshold(); else return 0 ;}
232  /// Sets dense threshold
233  inline void setDenseThreshold(int value)
234  { if (coinFactorizationA_) coinFactorizationA_->setDenseThreshold(value);}
235  /// Pivot tolerance
236  inline double pivotTolerance (  ) const {
237    if (coinFactorizationA_) return coinFactorizationA_->pivotTolerance();  else if (coinFactorizationB_) return coinFactorizationB_->pivotTolerance();return 1.0e-8 ;
238  }
239  /// Set pivot tolerance
240  inline void pivotTolerance (  double value) {
241    if (coinFactorizationA_) coinFactorizationA_->pivotTolerance(value);
242    else if (coinFactorizationB_) coinFactorizationB_->pivotTolerance(value);
243  }
244  /// Allows change of pivot accuracy check 1.0 == none >1.0 relaxed
245  inline void relaxAccuracyCheck(double value)
246  { if (coinFactorizationA_) coinFactorizationA_->relaxAccuracyCheck(value);}
247  /** Array persistence flag
248      If 0 then as now (delete/new)
249      1 then only do arrays if bigger needed
250      2 as 1 but give a bit extra if bigger needed
251  */
252  inline int persistenceFlag() const
253  { if (coinFactorizationA_) return coinFactorizationA_->persistenceFlag(); else return 0 ;}
254  inline void setPersistenceFlag(int value)
255  { if (coinFactorizationA_) coinFactorizationA_->setPersistenceFlag(value);}
256  /// Delete all stuff (leaves as after CoinFactorization())
257  inline void almostDestructor()
258  { if (coinFactorizationA_) 
259      coinFactorizationA_->almostDestructor();
260    else if (coinFactorizationB_) 
261      coinFactorizationB_->clearArrays();
262  }
263  /// Returns areaFactor but adjusted for dense
264  inline double adjustedAreaFactor() const
265  { if (coinFactorizationA_) return coinFactorizationA_->adjustedAreaFactor(); else return 0.0 ; }
266  inline void setBiasLU(int value)
267  { if (coinFactorizationA_) coinFactorizationA_->setBiasLU(value);}
268  /// true if Forrest Tomlin update, false if PFI
269  inline void setForrestTomlin(bool value)
270  { if (coinFactorizationA_) coinFactorizationA_->setForrestTomlin(value);}
271  /// Sets default values
272  inline void setDefaultValues() {
273    if (coinFactorizationA_) {
274      // row activities have negative sign
275#ifndef COIN_FAST_CODE
276      coinFactorizationA_->slackValue(-1.0);
277#endif
278      coinFactorizationA_->zeroTolerance(1.0e-13);
279    }
280  }
281  /// If nonzero force use of 1,dense 2,small 3,osl
282  void forceOtherFactorization(int which);
283  /// Get switch to osl if number rows <= this
284  inline int goOslThreshold() const
285  { return goOslThreshold_;}
286  /// Set switch to osl if number rows <= this
287  inline void setGoOslThreshold(int value)
288  { goOslThreshold_ = value;}
289  /// Get switch to dense if number rows <= this
290  inline int goDenseThreshold() const
291  { return goDenseThreshold_;}
292  /// Set switch to dense if number rows <= this
293  inline void setGoDenseThreshold(int value)
294  { goDenseThreshold_ = value;}
295  /// Get switch to small if number rows <= this
296  inline int goSmallThreshold() const
297  { return goSmallThreshold_;}
298  /// Set switch to small if number rows <= this
299  inline void setGoSmallThreshold(int value)
300  { goSmallThreshold_ = value;}
301  /// Go over to dense or small code if small enough
302  void goDenseOrSmall(int numberRows) ;
303  /// Sets factorization
304  void setFactorization(ClpFactorization & factorization);
305  /// Return 1 if dense code
306  inline int isDenseOrSmall() const
307  { return coinFactorizationB_ ? 1 : 0;}
308#else
309  inline bool timeToRefactorize() const
310  {
311    return (pivots()*3>maximumPivots()*2&&
312            numberElementsR()*3>(numberElementsL()+numberElementsU())*2+1000&&
313            !numberDense());
314  }
315  /// Sets default values
316  inline void setDefaultValues() {
317    // row activities have negative sign
318#ifndef COIN_FAST_CODE
319    slackValue(-1.0);
320#endif
321    zeroTolerance(1.0e-13);
322  }
323  /// Go over to dense code
324  inline void goDense() {}
325#endif
326  //@}
327   
328  /**@name other stuff */
329  //@{
330  /** makes a row copy of L for speed and to allow very sparse problems */
331  void goSparse();
332  /// Cleans up i.e. gets rid of network basis
333  void cleanUp();
334  /// Says whether to redo pivot order
335  bool needToReorder() const;
336#ifndef SLIM_CLP
337  /// Says if a network basis
338  inline bool networkBasis() const
339  { return (networkBasis_!=NULL);}
340#else
341  /// Says if a network basis
342  inline bool networkBasis() const
343  { return false;}
344#endif
345  /// Fills weighted row list
346  void getWeights(int * weights) const;
347  //@}
348
349////////////////// data //////////////////
350private:
351
352  /**@name data */
353  //@{
354  /// Pointer to network basis
355#ifndef SLIM_CLP
356  ClpNetworkBasis * networkBasis_;
357#endif
358#ifdef CLP_MULTIPLE_FACTORIZATIONS   
359  /// Pointer to CoinFactorization
360  CoinFactorization * coinFactorizationA_;
361  /// Pointer to CoinOtherFactorization
362  CoinOtherFactorization * coinFactorizationB_;
363  /// If nonzero force use of 1,dense 2,small 3,osl
364  int forceB_;
365  /// Switch to osl if number rows <= this
366  int goOslThreshold_;
367  /// Switch to small if number rows <= this
368  int goSmallThreshold_;
369  /// Switch to dense if number rows <= this
370  int goDenseThreshold_;
371#endif
372  //@}
373};
374
375#endif
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