source: trunk/Clp/src/ClpPredictorCorrector.hpp @ 1402

Last change on this file since 1402 was 1370, checked in by forrest, 10 years ago

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1/* $Id: ClpPredictorCorrector.hpp 1370 2009-06-04 09:37:13Z forrest $ */
2// Copyright (C) 2003, International Business Machines
3// Corporation and others.  All Rights Reserved.
4
5/*
6   Authors
7   
8   John Forrest
9
10 */
11#ifndef ClpPredictorCorrector_H
12#define ClpPredictorCorrector_H
13
14#include "ClpInterior.hpp"
15
16/** This solves LPs using the predictor-corrector method due to Mehrotra.
17    It also uses multiple centrality corrections as in Gondzio.
18
19    See;
20    S. Mehrotra, "On the implementation of a primal-dual interior point method",
21    SIAM Journal on optimization, 2 (1992)
22    J. Gondzio, "Multiple centraility corrections in a primal-dual method for linear programming",
23    Computational Optimization and Applications",6 (1996)
24
25
26    It is rather basic as Interior point is not my speciality
27
28    It inherits from ClpInterior.  It has no data of its own and
29    is never created - only cast from a ClpInterior object at algorithm time.
30
31    It can also solve QPs
32
33   
34
35*/
36
37class ClpPredictorCorrector : public ClpInterior {
38
39public:
40
41  /**@name Description of algorithm */
42  //@{
43  /** Primal Dual Predictor Corrector algorithm
44
45      Method
46
47      Big TODO
48  */
49
50  int solve();
51  //@}
52
53  /**@name Functions used in algorithm */
54  //@{
55  /// findStepLength.
56  //phase  - 0 predictor
57  //         1 corrector
58  //         2 primal dual
59  CoinWorkDouble findStepLength( int phase);
60  /// findDirectionVector.
61  CoinWorkDouble findDirectionVector(const int phase);
62  /// createSolution.  Creates solution from scratch (- code if no memory)
63  int createSolution();
64  /// complementarityGap.  Computes gap
65  //phase 0=as is , 1 = after predictor , 2 after corrector
66  CoinWorkDouble complementarityGap(int & numberComplementarityPairs,int & numberComplementarityItems,
67                            const int phase);
68  /// setupForSolve.
69  //phase 0=affine , 1 = corrector , 2 = primal-dual
70  void setupForSolve(const int phase);
71  /** Does solve. region1 is for deltaX (columns+rows), region2 for deltaPi (rows) */
72  void solveSystem(CoinWorkDouble * region1, CoinWorkDouble * region2,
73                   const CoinWorkDouble * region1In, const CoinWorkDouble * region2In,
74                   const CoinWorkDouble * saveRegion1, const CoinWorkDouble * saveRegion2,
75                   bool gentleRefine);
76  /// sees if looks plausible change in complementarity
77  bool checkGoodMove(const bool doCorrector,CoinWorkDouble & bestNextGap,
78                     bool allowIncreasingGap);
79  ///:  checks for one step size
80  bool checkGoodMove2(CoinWorkDouble move,CoinWorkDouble & bestNextGap,
81                      bool allowIncreasingGap);
82  /// updateSolution.  Updates solution at end of iteration
83  //returns number fixed
84  int updateSolution(CoinWorkDouble nextGap);
85  ///  Save info on products of affine deltaT*deltaW and deltaS*deltaZ
86  CoinWorkDouble affineProduct();
87  ///See exactly what would happen given current deltas
88  void debugMove(int phase,CoinWorkDouble primalStep, CoinWorkDouble dualStep);
89  //@}
90
91};
92#endif
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