1 | /* $Id: ClpPrimalColumnSteepest.hpp 1665 2011-01-04 17:55:54Z 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 ClpPrimalColumnSteepest_H |
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7 | #define ClpPrimalColumnSteepest_H |
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8 | |
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9 | #include "ClpPrimalColumnPivot.hpp" |
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10 | #include <bitset> |
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11 | |
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12 | //############################################################################# |
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13 | class CoinIndexedVector; |
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14 | |
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15 | |
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16 | /** Primal Column Pivot Steepest Edge Algorithm Class |
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17 | |
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18 | See Forrest-Goldfarb paper for algorithm |
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19 | |
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20 | */ |
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21 | |
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22 | |
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23 | class ClpPrimalColumnSteepest : public ClpPrimalColumnPivot { |
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24 | |
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25 | public: |
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26 | |
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27 | ///@name Algorithmic methods |
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28 | //@{ |
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29 | |
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30 | /** Returns pivot column, -1 if none. |
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31 | The Packed CoinIndexedVector updates has cost updates - for normal LP |
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32 | that is just +-weight where a feasibility changed. It also has |
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33 | reduced cost from last iteration in pivot row |
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34 | Parts of operation split out into separate functions for |
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35 | profiling and speed |
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36 | */ |
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37 | virtual int pivotColumn(CoinIndexedVector * updates, |
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38 | CoinIndexedVector * spareRow1, |
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39 | CoinIndexedVector * spareRow2, |
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40 | CoinIndexedVector * spareColumn1, |
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41 | CoinIndexedVector * spareColumn2); |
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42 | /// For quadratic or funny nonlinearities |
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43 | int pivotColumnOldMethod(CoinIndexedVector * updates, |
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44 | CoinIndexedVector * spareRow1, |
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45 | CoinIndexedVector * spareRow2, |
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46 | CoinIndexedVector * spareColumn1, |
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47 | CoinIndexedVector * spareColumn2); |
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48 | /// Just update djs |
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49 | void justDjs(CoinIndexedVector * updates, |
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50 | CoinIndexedVector * spareRow2, |
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51 | CoinIndexedVector * spareColumn1, |
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52 | CoinIndexedVector * spareColumn2); |
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53 | /// Update djs doing partial pricing (dantzig) |
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54 | int partialPricing(CoinIndexedVector * updates, |
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55 | CoinIndexedVector * spareRow2, |
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56 | int numberWanted, |
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57 | int numberLook); |
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58 | /// Update djs, weights for Devex using djs |
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59 | void djsAndDevex(CoinIndexedVector * updates, |
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60 | CoinIndexedVector * spareRow2, |
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61 | CoinIndexedVector * spareColumn1, |
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62 | CoinIndexedVector * spareColumn2); |
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63 | /// Update djs, weights for Steepest using djs |
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64 | void djsAndSteepest(CoinIndexedVector * updates, |
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65 | CoinIndexedVector * spareRow2, |
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66 | CoinIndexedVector * spareColumn1, |
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67 | CoinIndexedVector * spareColumn2); |
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68 | /// Update djs, weights for Devex using pivot row |
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69 | void djsAndDevex2(CoinIndexedVector * updates, |
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70 | CoinIndexedVector * spareRow2, |
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71 | CoinIndexedVector * spareColumn1, |
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72 | CoinIndexedVector * spareColumn2); |
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73 | /// Update djs, weights for Steepest using pivot row |
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74 | void djsAndSteepest2(CoinIndexedVector * updates, |
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75 | CoinIndexedVector * spareRow2, |
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76 | CoinIndexedVector * spareColumn1, |
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77 | CoinIndexedVector * spareColumn2); |
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78 | /// Update weights for Devex |
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79 | void justDevex(CoinIndexedVector * updates, |
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80 | CoinIndexedVector * spareRow2, |
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81 | CoinIndexedVector * spareColumn1, |
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82 | CoinIndexedVector * spareColumn2); |
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83 | /// Update weights for Steepest |
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84 | void justSteepest(CoinIndexedVector * updates, |
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85 | CoinIndexedVector * spareRow2, |
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86 | CoinIndexedVector * spareColumn1, |
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87 | CoinIndexedVector * spareColumn2); |
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88 | /// Updates two arrays for steepest |
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89 | void transposeTimes2(const CoinIndexedVector * pi1, CoinIndexedVector * dj1, |
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90 | const CoinIndexedVector * pi2, CoinIndexedVector * dj2, |
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91 | CoinIndexedVector * spare, double scaleFactor); |
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92 | |
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93 | /// Updates weights - part 1 - also checks accuracy |
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94 | virtual void updateWeights(CoinIndexedVector * input); |
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95 | |
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96 | /// Checks accuracy - just for debug |
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97 | void checkAccuracy(int sequence, double relativeTolerance, |
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98 | CoinIndexedVector * rowArray1, |
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99 | CoinIndexedVector * rowArray2); |
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100 | |
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101 | /// Initialize weights |
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102 | void initializeWeights(); |
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103 | |
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104 | /** Save weights - this may initialize weights as well |
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105 | mode is - |
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106 | 1) before factorization |
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107 | 2) after factorization |
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108 | 3) just redo infeasibilities |
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109 | 4) restore weights |
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110 | 5) at end of values pass (so need initialization) |
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111 | */ |
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112 | virtual void saveWeights(ClpSimplex * model, int mode); |
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113 | /// Gets rid of last update |
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114 | virtual void unrollWeights(); |
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115 | /// Gets rid of all arrays |
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116 | virtual void clearArrays(); |
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117 | /// Returns true if would not find any column |
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118 | virtual bool looksOptimal() const; |
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119 | /// Called when maximum pivots changes |
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120 | virtual void maximumPivotsChanged(); |
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121 | //@} |
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122 | |
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123 | /**@name gets and sets */ |
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124 | //@{ |
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125 | /// Mode |
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126 | inline int mode() const { |
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127 | return mode_; |
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128 | } |
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129 | /** Returns number of extra columns for sprint algorithm - 0 means off. |
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130 | Also number of iterations before recompute |
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131 | */ |
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132 | virtual int numberSprintColumns(int & numberIterations) const; |
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133 | /// Switch off sprint idea |
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134 | virtual void switchOffSprint(); |
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135 | |
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136 | //@} |
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137 | |
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138 | /** enums for persistence |
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139 | */ |
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140 | enum Persistence { |
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141 | normal = 0x00, // create (if necessary) and destroy |
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142 | keep = 0x01 // create (if necessary) and leave |
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143 | }; |
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144 | |
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145 | ///@name Constructors and destructors |
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146 | //@{ |
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147 | /** Default Constructor |
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148 | 0 is exact devex, 1 full steepest, 2 is partial exact devex |
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149 | 3 switches between 0 and 2 depending on factorization |
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150 | 4 starts as partial dantzig/devex but then may switch between 0 and 2. |
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151 | By partial exact devex is meant that the weights are updated as normal |
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152 | but only part of the nonbasic variables are scanned. |
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153 | This can be faster on very easy problems. |
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154 | */ |
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155 | ClpPrimalColumnSteepest(int mode = 3); |
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156 | |
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157 | /// Copy constructor |
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158 | ClpPrimalColumnSteepest(const ClpPrimalColumnSteepest & rhs); |
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159 | |
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160 | /// Assignment operator |
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161 | ClpPrimalColumnSteepest & operator=(const ClpPrimalColumnSteepest& rhs); |
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162 | |
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163 | /// Destructor |
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164 | virtual ~ClpPrimalColumnSteepest (); |
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165 | |
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166 | /// Clone |
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167 | virtual ClpPrimalColumnPivot * clone(bool copyData = true) const; |
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168 | |
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169 | //@} |
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170 | |
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171 | ///@name Private functions to deal with devex |
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172 | /** reference would be faster using ClpSimplex's status_, |
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173 | but I prefer to keep modularity. |
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174 | */ |
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175 | inline bool reference(int i) const { |
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176 | return ((reference_[i>>5] >> (i & 31)) & 1) != 0; |
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177 | } |
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178 | inline void setReference(int i, bool trueFalse) { |
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179 | unsigned int & value = reference_[i>>5]; |
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180 | int bit = i & 31; |
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181 | if (trueFalse) |
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182 | value |= (1 << bit); |
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183 | else |
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184 | value &= ~(1 << bit); |
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185 | } |
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186 | /// Set/ get persistence |
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187 | inline void setPersistence(Persistence life) { |
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188 | persistence_ = life; |
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189 | } |
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190 | inline Persistence persistence() const { |
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191 | return persistence_ ; |
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192 | } |
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193 | |
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194 | //@} |
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195 | //--------------------------------------------------------------------------- |
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196 | |
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197 | private: |
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198 | ///@name Private member data |
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199 | // Update weight |
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200 | double devex_; |
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201 | /// weight array |
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202 | double * weights_; |
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203 | /// square of infeasibility array (just for infeasible columns) |
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204 | CoinIndexedVector * infeasible_; |
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205 | /// alternate weight array (so we can unroll) |
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206 | CoinIndexedVector * alternateWeights_; |
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207 | /// save weight array (so we can use checkpoint) |
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208 | double * savedWeights_; |
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209 | // Array for exact devex to say what is in reference framework |
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210 | unsigned int * reference_; |
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211 | /** Status |
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212 | 0) Normal |
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213 | -1) Needs initialization |
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214 | 1) Weights are stored by sequence number |
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215 | */ |
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216 | int state_; |
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217 | /** |
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218 | 0 is exact devex, 1 full steepest, 2 is partial exact devex |
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219 | 3 switches between 0 and 2 depending on factorization |
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220 | 4 starts as partial dantzig/devex but then may switch between 0 and 2. |
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221 | 5 is always partial dantzig |
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222 | By partial exact devex is meant that the weights are updated as normal |
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223 | but only part of the nonbasic variables are scanned. |
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224 | This can be faster on very easy problems. |
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225 | |
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226 | New dubious option is >=10 which does mini-sprint |
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227 | |
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228 | */ |
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229 | int mode_; |
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230 | /// Life of weights |
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231 | Persistence persistence_; |
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232 | /// Number of times switched from partial dantzig to 0/2 |
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233 | int numberSwitched_; |
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234 | // This is pivot row (or pivot sequence round re-factorization) |
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235 | int pivotSequence_; |
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236 | // This is saved pivot sequence |
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237 | int savedPivotSequence_; |
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238 | // This is saved outgoing variable |
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239 | int savedSequenceOut_; |
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240 | // Iteration when last rectified |
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241 | int lastRectified_; |
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242 | // Size of factorization at invert (used to decide algorithm) |
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243 | int sizeFactorization_; |
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244 | //@} |
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245 | }; |
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246 | |
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247 | #endif |
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