1 | /* $Id: ClpPrimalColumnPivot.hpp 1732 2011-05-31 08:09:41Z forrest $ */ |
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2 | // Copyright (C) 2002, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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5 | |
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6 | #ifndef ClpPrimalcolumnPivot_H |
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7 | #define ClpPrimalcolumnPivot_H |
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8 | |
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9 | class ClpSimplex; |
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10 | class CoinIndexedVector; |
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11 | |
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12 | //############################################################################# |
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13 | |
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14 | /** Primal Column Pivot Abstract Base Class |
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15 | |
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16 | Abstract Base Class for describing an interface to an algorithm |
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17 | to choose column pivot in primal simplex algorithm. For some algorithms |
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18 | e.g. Dantzig choice then some functions may be null. For Dantzig |
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19 | the only one of any importance is pivotColumn. |
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20 | |
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21 | If you wish to inherit from this look at ClpPrimalColumnDantzig.cpp |
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22 | as that is simplest version. |
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23 | */ |
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24 | |
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25 | class ClpPrimalColumnPivot { |
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26 | |
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27 | public: |
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28 | |
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29 | ///@name Algorithmic methods |
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30 | //@{ |
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31 | |
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32 | /** Returns pivot column, -1 if none |
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33 | |
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34 | Normally updates reduced costs using result of last iteration |
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35 | before selecting incoming column. |
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36 | |
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37 | The Packed CoinIndexedVector updates has cost updates - for normal LP |
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38 | that is just +-weight where a feasibility changed. It also has |
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39 | reduced cost from last iteration in pivot row |
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40 | |
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41 | Inside pivotColumn the pivotRow_ and reduced cost from last iteration |
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42 | are also used. |
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43 | |
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44 | So in the simplest case i.e. feasible we compute the row of the |
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45 | tableau corresponding to last pivot and add a multiple of this |
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46 | to current reduced costs. |
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47 | |
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48 | We can use other arrays to help updates |
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49 | */ |
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50 | virtual int pivotColumn(CoinIndexedVector * updates, |
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51 | CoinIndexedVector * spareRow1, |
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52 | CoinIndexedVector * spareRow2, |
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53 | CoinIndexedVector * spareColumn1, |
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54 | CoinIndexedVector * spareColumn2) = 0; |
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55 | |
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56 | /// Updates weights - part 1 (may be empty) |
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57 | virtual void updateWeights(CoinIndexedVector * input); |
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58 | |
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59 | /** Saves any weights round factorization as pivot rows may change |
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60 | Will be empty unless steepest edge (will save model) |
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61 | May also recompute infeasibility stuff |
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62 | 1) before factorization |
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63 | 2) after good factorization (if weights empty may initialize) |
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64 | 3) after something happened but no factorization |
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65 | (e.g. check for infeasible) |
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66 | 4) as 2 but restore weights from previous snapshot |
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67 | 5) forces some initialization e.g. weights |
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68 | Also sets model |
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69 | */ |
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70 | virtual void saveWeights(ClpSimplex * model, int mode) = 0; |
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71 | /** Signals pivot row choice: |
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72 | -2 (default) - use normal pivot row choice |
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73 | -1 to numberRows-1 - use this (will be checked) |
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74 | way should be -1 to go to lower bound, +1 to upper bound |
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75 | */ |
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76 | virtual int pivotRow(double & way) { |
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77 | way = 0; |
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78 | return -2; |
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79 | } |
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80 | /// Gets rid of all arrays (may be empty) |
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81 | virtual void clearArrays(); |
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82 | /// Returns true if would not find any column |
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83 | virtual bool looksOptimal() const { |
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84 | return looksOptimal_; |
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85 | } |
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86 | /// Sets optimality flag (for advanced use) |
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87 | virtual void setLooksOptimal(bool flag) { |
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88 | looksOptimal_ = flag; |
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89 | } |
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90 | //@} |
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91 | |
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92 | |
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93 | ///@name Constructors and destructors |
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94 | //@{ |
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95 | /// Default Constructor |
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96 | ClpPrimalColumnPivot(); |
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97 | |
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98 | /// Copy constructor |
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99 | ClpPrimalColumnPivot(const ClpPrimalColumnPivot &); |
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100 | |
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101 | /// Assignment operator |
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102 | ClpPrimalColumnPivot & operator=(const ClpPrimalColumnPivot& rhs); |
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103 | |
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104 | /// Destructor |
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105 | virtual ~ClpPrimalColumnPivot (); |
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106 | |
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107 | /// Clone |
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108 | virtual ClpPrimalColumnPivot * clone(bool copyData = true) const = 0; |
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109 | |
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110 | //@} |
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111 | |
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112 | ///@name Other |
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113 | //@{ |
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114 | /// Returns model |
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115 | inline ClpSimplex * model() { |
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116 | return model_; |
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117 | } |
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118 | /// Sets model |
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119 | inline void setModel(ClpSimplex * newmodel) { |
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120 | model_ = newmodel; |
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121 | } |
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122 | |
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123 | /// Returns type (above 63 is extra information) |
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124 | inline int type() { |
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125 | return type_; |
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126 | } |
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127 | |
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128 | /** Returns number of extra columns for sprint algorithm - 0 means off. |
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129 | Also number of iterations before recompute |
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130 | */ |
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131 | virtual int numberSprintColumns(int & numberIterations) const; |
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132 | /// Switch off sprint idea |
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133 | virtual void switchOffSprint(); |
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134 | /// Called when maximum pivots changes |
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135 | virtual void maximumPivotsChanged() {} |
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136 | |
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137 | //@} |
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138 | |
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139 | //--------------------------------------------------------------------------- |
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140 | |
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141 | protected: |
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142 | ///@name Protected member data |
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143 | //@{ |
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144 | /// Pointer to model |
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145 | ClpSimplex * model_; |
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146 | /// Type of column pivot algorithm |
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147 | int type_; |
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148 | /// Says if looks optimal (normally computed) |
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149 | bool looksOptimal_; |
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150 | //@} |
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151 | }; |
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152 | #ifndef CLP_PRIMAL_SLACK_MULTIPLIER |
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153 | #define CLP_PRIMAL_SLACK_MULTIPLIER 1.01 |
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154 | #endif |
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155 | #endif |
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