[1370] | 1 | /* $Id: ClpObjective.hpp 1825 2011-11-20 16:02:57Z forrest $ */ |
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[124] | 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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[124] | 6 | #ifndef ClpObjective_H |
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| 7 | #define ClpObjective_H |
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| 8 | |
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| 9 | |
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| 10 | //############################################################################# |
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[440] | 11 | class ClpSimplex; |
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| 12 | class ClpModel; |
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[124] | 13 | |
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| 14 | /** Objective Abstract Base Class |
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| 15 | |
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| 16 | Abstract Base Class for describing an objective function |
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| 17 | |
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| 18 | */ |
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| 19 | class ClpObjective { |
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[1502] | 20 | |
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[124] | 21 | public: |
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[393] | 22 | |
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[1525] | 23 | ///@name Stuff |
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| 24 | //@{ |
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[124] | 25 | |
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[1525] | 26 | /** Returns gradient. If Linear then solution may be NULL, |
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| 27 | also returns an offset (to be added to current one) |
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| 28 | If refresh is false then uses last solution |
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| 29 | Uses model for scaling |
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| 30 | includeLinear 0 - no, 1 as is, 2 as feasible |
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| 31 | */ |
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| 32 | virtual double * gradient(const ClpSimplex * model, |
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| 33 | const double * solution, |
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| 34 | double & offset, bool refresh, |
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| 35 | int includeLinear = 2) = 0; |
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| 36 | /** Returns reduced gradient.Returns an offset (to be added to current one). |
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| 37 | */ |
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| 38 | virtual double reducedGradient(ClpSimplex * model, double * region, |
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| 39 | bool useFeasibleCosts) = 0; |
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| 40 | /** Returns step length which gives minimum of objective for |
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| 41 | solution + theta * change vector up to maximum theta. |
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[124] | 42 | |
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[1525] | 43 | arrays are numberColumns+numberRows |
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| 44 | Also sets current objective, predicted and at maximumTheta |
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[1502] | 45 | */ |
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[1525] | 46 | virtual double stepLength(ClpSimplex * model, |
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| 47 | const double * solution, |
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| 48 | const double * change, |
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| 49 | double maximumTheta, |
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| 50 | double & currentObj, |
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| 51 | double & predictedObj, |
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| 52 | double & thetaObj) = 0; |
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| 53 | /// Return objective value (without any ClpModel offset) (model may be NULL) |
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| 54 | virtual double objectiveValue(const ClpSimplex * model, const double * solution) const = 0; |
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| 55 | /// Resize objective |
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| 56 | virtual void resize(int newNumberColumns) = 0; |
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| 57 | /// Delete columns in objective |
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| 58 | virtual void deleteSome(int numberToDelete, const int * which) = 0; |
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| 59 | /// Scale objective |
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| 60 | virtual void reallyScale(const double * columnScale) = 0; |
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| 61 | /** Given a zeroed array sets nonlinear columns to 1. |
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| 62 | Returns number of nonlinear columns |
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| 63 | */ |
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| 64 | virtual int markNonlinear(char * which); |
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| 65 | /// Say we have new primal solution - so may need to recompute |
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| 66 | virtual void newXValues() {} |
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| 67 | //@} |
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[124] | 68 | |
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[1502] | 69 | |
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[1525] | 70 | ///@name Constructors and destructors |
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| 71 | //@{ |
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| 72 | /// Default Constructor |
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| 73 | ClpObjective(); |
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[1502] | 74 | |
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[1525] | 75 | /// Copy constructor |
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| 76 | ClpObjective(const ClpObjective &); |
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[1502] | 77 | |
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[1525] | 78 | /// Assignment operator |
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| 79 | ClpObjective & operator=(const ClpObjective& rhs); |
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[1502] | 80 | |
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[1525] | 81 | /// Destructor |
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| 82 | virtual ~ClpObjective (); |
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[1502] | 83 | |
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[1525] | 84 | /// Clone |
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| 85 | virtual ClpObjective * clone() const = 0; |
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| 86 | /** Subset clone. Duplicates are allowed |
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| 87 | and order is as given. |
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| 88 | Derived classes need not provide this as it may not always make |
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| 89 | sense */ |
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| 90 | virtual ClpObjective * subsetClone (int numberColumns, |
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| 91 | const int * whichColumns) const; |
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[1502] | 92 | |
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[1525] | 93 | //@} |
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[1502] | 94 | |
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[1525] | 95 | ///@name Other |
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| 96 | //@{ |
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| 97 | /// Returns type (above 63 is extra information) |
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[1825] | 98 | inline int type() const { |
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[1525] | 99 | return type_; |
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| 100 | } |
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[1825] | 101 | /// Sets type (above 63 is extra information) |
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| 102 | inline void setType(int value) { |
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| 103 | type_ = value; |
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| 104 | } |
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[1525] | 105 | /// Whether activated |
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| 106 | inline int activated() const { |
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| 107 | return activated_; |
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| 108 | } |
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| 109 | /// Set whether activated |
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| 110 | inline void setActivated(int value) { |
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| 111 | activated_ = value; |
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| 112 | } |
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[1502] | 113 | |
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[1525] | 114 | /// Objective offset |
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| 115 | inline double nonlinearOffset () const { |
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| 116 | return offset_; |
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| 117 | } |
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| 118 | //@} |
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[1502] | 119 | |
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[1525] | 120 | //--------------------------------------------------------------------------- |
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[1502] | 121 | |
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[124] | 122 | protected: |
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[1525] | 123 | ///@name Protected member data |
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| 124 | //@{ |
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| 125 | /// Value of non-linear part of objective |
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| 126 | double offset_; |
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| 127 | /// Type of objective - linear is 1 |
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| 128 | int type_; |
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| 129 | /// Whether activated |
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| 130 | int activated_; |
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| 131 | //@} |
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[124] | 132 | }; |
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| 133 | |
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| 134 | #endif |
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