1 | /* $Id: ClpPrimalColumnSteepest.hpp 2385 2019-01-06 19:43:06Z stefan $ */ |
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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 | /** Primal Column Pivot Steepest Edge Algorithm Class |
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16 | |
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17 | See Forrest-Goldfarb paper for algorithm |
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18 | |
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19 | */ |
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20 | |
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21 | class ClpPrimalColumnSteepest : public ClpPrimalColumnPivot { |
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22 | |
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23 | public: |
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24 | ///@name Algorithmic methods |
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25 | //@{ |
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26 | |
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27 | /** Returns pivot column, -1 if none. |
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28 | The Packed CoinIndexedVector updates has cost updates - for normal LP |
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29 | that is just +-weight where a feasibility changed. It also has |
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30 | reduced cost from last iteration in pivot row |
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31 | Parts of operation split out into separate functions for |
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32 | profiling and speed |
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33 | */ |
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34 | virtual int pivotColumn(CoinIndexedVector *updates, |
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35 | CoinIndexedVector *spareRow1, |
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36 | CoinIndexedVector *spareRow2, |
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37 | CoinIndexedVector *spareColumn1, |
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38 | CoinIndexedVector *spareColumn2); |
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39 | /// For quadratic or funny nonlinearities |
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40 | int pivotColumnOldMethod(CoinIndexedVector *updates, |
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41 | CoinIndexedVector *spareRow1, |
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42 | CoinIndexedVector *spareRow2, |
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43 | CoinIndexedVector *spareColumn1, |
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44 | CoinIndexedVector *spareColumn2); |
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45 | /// Just update djs |
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46 | void justDjs(CoinIndexedVector *updates, |
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47 | CoinIndexedVector *spareRow2, |
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48 | CoinIndexedVector *spareColumn1, |
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49 | CoinIndexedVector *spareColumn2); |
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50 | /// Update djs doing partial pricing (dantzig) |
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51 | int partialPricing(CoinIndexedVector *updates, |
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52 | CoinIndexedVector *spareRow2, |
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53 | int numberWanted, |
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54 | int numberLook); |
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55 | /// Update djs, weights for Devex using djs |
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56 | void djsAndDevex(CoinIndexedVector *updates, |
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57 | CoinIndexedVector *spareRow2, |
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58 | CoinIndexedVector *spareColumn1, |
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59 | CoinIndexedVector *spareColumn2); |
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60 | /** Update djs, weights for Steepest using djs |
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61 | sets best sequence (possibly) */ |
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62 | void djsAndSteepest(CoinIndexedVector *updates, |
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63 | CoinIndexedVector *spareRow2, |
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64 | CoinIndexedVector *spareColumn1, |
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65 | CoinIndexedVector *spareColumn2); |
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66 | /// Update djs, weights for Devex using pivot row |
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67 | void djsAndDevex2(CoinIndexedVector *updates, |
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68 | CoinIndexedVector *spareRow2, |
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69 | CoinIndexedVector *spareColumn1, |
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70 | CoinIndexedVector *spareColumn2); |
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71 | /// Update djs, weights for Steepest using pivot row |
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72 | void djsAndSteepest2(CoinIndexedVector *updates, |
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73 | CoinIndexedVector *spareRow2, |
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74 | CoinIndexedVector *spareColumn1, |
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75 | CoinIndexedVector *spareColumn2); |
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76 | /// Update weights for Devex |
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77 | void justDevex(CoinIndexedVector *updates, |
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78 | CoinIndexedVector *spareRow2, |
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79 | CoinIndexedVector *spareColumn1, |
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80 | CoinIndexedVector *spareColumn2); |
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81 | /// Update weights for Steepest |
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82 | void justSteepest(CoinIndexedVector *updates, |
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83 | CoinIndexedVector *spareRow2, |
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84 | CoinIndexedVector *spareColumn1, |
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85 | CoinIndexedVector *spareColumn2); |
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86 | /// Updates two arrays for steepest |
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87 | int transposeTimes2(const CoinIndexedVector *pi1, CoinIndexedVector *dj1, |
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88 | const CoinIndexedVector *pi2, CoinIndexedVector *dj2, |
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89 | CoinIndexedVector *spare, double scaleFactor); |
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90 | |
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91 | /// Updates weights - part 1 - also checks accuracy |
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92 | virtual void updateWeights(CoinIndexedVector *input); |
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93 | |
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94 | /// Checks accuracy - just for debug |
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95 | void checkAccuracy(int sequence, double relativeTolerance, |
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96 | CoinIndexedVector *rowArray1, |
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97 | CoinIndexedVector *rowArray2); |
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98 | |
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99 | /// Initialize weights |
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100 | void initializeWeights(); |
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101 | |
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102 | /** Save weights - this may initialize weights as well |
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103 | mode is - |
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104 | 1) before factorization |
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105 | 2) after factorization |
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106 | 3) just redo infeasibilities |
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107 | 4) restore weights |
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108 | 5) at end of values pass (so need initialization) |
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109 | */ |
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110 | virtual void saveWeights(ClpSimplex *model, int mode); |
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111 | /// redo infeasibilities |
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112 | void redoInfeasibilities(); |
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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 | { |
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128 | return mode_; |
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129 | } |
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130 | /// Set mode |
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131 | inline void setMode(int mode) |
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132 | { |
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133 | mode_ = mode; |
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134 | } |
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135 | /// square of infeasibility array (just for infeasible columns) |
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136 | inline CoinIndexedVector *infeasible() const |
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137 | { |
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138 | return infeasible_; |
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139 | } |
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140 | /// Weights |
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141 | inline const double *weights() const |
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142 | { |
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143 | return weights_; |
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144 | } |
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145 | /// alternate weight array |
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146 | inline CoinIndexedVector *alternateWeights() const |
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147 | { |
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148 | return alternateWeights_; |
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149 | } |
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150 | /** Returns number of extra columns for sprint algorithm - 0 means off. |
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151 | Also number of iterations before recompute |
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152 | */ |
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153 | virtual int numberSprintColumns(int &numberIterations) const; |
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154 | /// Switch off sprint idea |
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155 | virtual void switchOffSprint(); |
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156 | |
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157 | //@} |
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158 | |
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159 | /** enums for persistence |
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160 | */ |
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161 | enum Persistence { |
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162 | normal = 0x00, // create (if necessary) and destroy |
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163 | keep = 0x01 // create (if necessary) and leave |
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164 | }; |
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165 | |
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166 | ///@name Constructors and destructors |
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167 | //@{ |
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168 | /** Default Constructor |
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169 | 0 is exact devex, 1 full steepest, 2 is partial exact devex |
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170 | 3 switches between 0 and 2 depending on factorization |
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171 | 4 starts as partial dantzig/devex but then may switch between 0 and 2. |
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172 | By partial exact devex is meant that the weights are updated as normal |
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173 | but only part of the nonbasic variables are scanned. |
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174 | This can be faster on very easy problems. |
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175 | */ |
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176 | ClpPrimalColumnSteepest(int mode = 3); |
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177 | |
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178 | /// Copy constructor |
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179 | ClpPrimalColumnSteepest(const ClpPrimalColumnSteepest &rhs); |
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180 | |
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181 | /// Assignment operator |
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182 | ClpPrimalColumnSteepest &operator=(const ClpPrimalColumnSteepest &rhs); |
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183 | |
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184 | /// Destructor |
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185 | virtual ~ClpPrimalColumnSteepest(); |
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186 | |
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187 | /// Clone |
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188 | virtual ClpPrimalColumnPivot *clone(bool copyData = true) const; |
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189 | |
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190 | //@} |
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191 | |
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192 | ///@name Private functions to deal with devex |
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193 | /** reference would be faster using ClpSimplex's status_, |
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194 | but I prefer to keep modularity. |
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195 | */ |
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196 | inline bool reference(int i) const |
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197 | { |
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198 | return ((reference_[i >> 5] >> (i & 31)) & 1) != 0; |
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199 | } |
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200 | inline void setReference(int i, bool trueFalse) |
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201 | { |
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202 | unsigned int &value = reference_[i >> 5]; |
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203 | int bit = i & 31; |
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204 | if (trueFalse) |
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205 | value |= (1 << bit); |
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206 | else |
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207 | value &= ~(1 << bit); |
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208 | } |
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209 | /// Set/ get persistence |
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210 | inline void setPersistence(Persistence life) |
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211 | { |
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212 | persistence_ = life; |
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213 | } |
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214 | inline Persistence persistence() const |
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215 | { |
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216 | return persistence_; |
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217 | } |
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218 | |
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219 | //@} |
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220 | //--------------------------------------------------------------------------- |
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221 | |
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222 | protected: |
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223 | ///@name Protected member data |
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224 | // Update weight |
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225 | double devex_; |
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226 | /// weight array |
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227 | double *weights_; |
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228 | /// square of infeasibility array (just for infeasible columns) |
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229 | CoinIndexedVector *infeasible_; |
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230 | /// alternate weight array (so we can unroll) |
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231 | CoinIndexedVector *alternateWeights_; |
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232 | /// save weight array (so we can use checkpoint) |
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233 | double *savedWeights_; |
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234 | // Array for exact devex to say what is in reference framework |
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235 | unsigned int *reference_; |
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236 | /** Status |
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237 | 0) Normal |
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238 | -1) Needs initialization |
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239 | 1) Weights are stored by sequence number |
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240 | */ |
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241 | int state_; |
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242 | /** |
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243 | 0 is exact devex, 1 full steepest, 2 is partial exact devex |
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244 | 3 switches between 0 and 2 depending on factorization |
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245 | 4 starts as partial dantzig/devex but then may switch between 0 and 2. |
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246 | 5 is always partial dantzig |
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247 | By partial exact devex is meant that the weights are updated as normal |
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248 | but only part of the nonbasic variables are scanned. |
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249 | This can be faster on very easy problems. |
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250 | |
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251 | New dubious option is >=10 which does mini-sprint |
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252 | |
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253 | */ |
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254 | int mode_; |
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255 | /* Infeasibility state i.e. array of infeasibilities and sequenceIn- |
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256 | 0 - correct |
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257 | 1 - needs correcting |
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258 | 2 - not known but column sequence has been chosen |
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259 | */ |
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260 | int infeasibilitiesState_; |
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261 | /// Life of weights |
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262 | Persistence persistence_; |
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263 | /// Number of times switched from partial dantzig to 0/2 |
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264 | int numberSwitched_; |
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265 | // This is pivot row (or pivot sequence round re-factorization) |
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266 | int pivotSequence_; |
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267 | // This is saved pivot sequence |
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268 | int savedPivotSequence_; |
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269 | // This is saved outgoing variable |
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270 | int savedSequenceOut_; |
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271 | // Iteration when last rectified |
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272 | int lastRectified_; |
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273 | // Size of factorization at invert (used to decide algorithm) |
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274 | int sizeFactorization_; |
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275 | //@} |
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276 | }; |
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277 | |
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278 | #endif |
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279 | |
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280 | /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2 |
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281 | */ |
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