1 | /* $Id: ClpQuadraticObjective.hpp 2385 2019-01-06 19:43:06Z stefan $ */ |
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2 | // Copyright (C) 2003, 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 ClpQuadraticObjective_H |
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7 | #define ClpQuadraticObjective_H |
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8 | |
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9 | #include "ClpObjective.hpp" |
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10 | #include "CoinPackedMatrix.hpp" |
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11 | |
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12 | //############################################################################# |
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13 | |
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14 | /** Quadratic Objective Class |
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15 | |
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16 | */ |
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17 | |
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18 | class ClpQuadraticObjective : public ClpObjective { |
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19 | |
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20 | public: |
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21 | ///@name Stuff |
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22 | //@{ |
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23 | |
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24 | /** Returns gradient. If Quadratic then solution may be NULL, |
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25 | also returns an offset (to be added to current one) |
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26 | If refresh is false then uses last solution |
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27 | Uses model for scaling |
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28 | includeLinear 0 - no, 1 as is, 2 as feasible |
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29 | */ |
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30 | virtual double *gradient(const ClpSimplex *model, |
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31 | const double *solution, double &offset, bool refresh, |
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32 | int includeLinear = 2); |
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33 | /// Resize objective |
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34 | /** Returns reduced gradient.Returns an offset (to be added to current one). |
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35 | */ |
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36 | virtual double reducedGradient(ClpSimplex *model, double *region, |
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37 | bool useFeasibleCosts); |
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38 | /** Returns step length which gives minimum of objective for |
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39 | solution + theta * change vector up to maximum theta. |
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40 | |
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41 | arrays are numberColumns+numberRows |
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42 | Also sets current objective, predicted and at maximumTheta |
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43 | */ |
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44 | virtual double stepLength(ClpSimplex *model, |
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45 | const double *solution, |
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46 | const double *change, |
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47 | double maximumTheta, |
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48 | double ¤tObj, |
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49 | double &predictedObj, |
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50 | double &thetaObj); |
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51 | /// Return objective value (without any ClpModel offset) (model may be NULL) |
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52 | virtual double objectiveValue(const ClpSimplex *model, const double *solution) const; |
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53 | virtual void resize(int newNumberColumns); |
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54 | /// Delete columns in objective |
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55 | virtual void deleteSome(int numberToDelete, const int *which); |
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56 | /// Scale objective |
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57 | virtual void reallyScale(const double *columnScale); |
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58 | /** Given a zeroed array sets nonlinear columns to 1. |
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59 | Returns number of nonlinear columns |
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60 | */ |
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61 | virtual int markNonlinear(char *which); |
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62 | |
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63 | //@} |
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64 | |
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65 | ///@name Constructors and destructors |
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66 | //@{ |
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67 | /// Default Constructor |
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68 | ClpQuadraticObjective(); |
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69 | |
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70 | /// Constructor from objective |
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71 | ClpQuadraticObjective(const double *linearObjective, int numberColumns, |
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72 | const CoinBigIndex *start, |
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73 | const int *column, const double *element, |
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74 | int numberExtendedColumns_ = -1); |
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75 | |
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76 | /** Copy constructor . |
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77 | If type is -1 then make sure half symmetric, |
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78 | if +1 then make sure full |
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79 | */ |
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80 | ClpQuadraticObjective(const ClpQuadraticObjective &rhs, int type = 0); |
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81 | /** Subset constructor. Duplicates are allowed |
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82 | and order is as given. |
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83 | */ |
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84 | ClpQuadraticObjective(const ClpQuadraticObjective &rhs, int numberColumns, |
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85 | const int *whichColumns); |
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86 | |
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87 | /// Assignment operator |
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88 | ClpQuadraticObjective &operator=(const ClpQuadraticObjective &rhs); |
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89 | |
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90 | /// Destructor |
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91 | virtual ~ClpQuadraticObjective(); |
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92 | |
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93 | /// Clone |
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94 | virtual ClpObjective *clone() const; |
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95 | /** Subset clone. Duplicates are allowed |
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96 | and order is as given. |
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97 | */ |
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98 | virtual ClpObjective *subsetClone(int numberColumns, |
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99 | const int *whichColumns) const; |
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100 | |
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101 | /** Load up quadratic objective. This is stored as a CoinPackedMatrix */ |
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102 | void loadQuadraticObjective(const int numberColumns, |
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103 | const CoinBigIndex *start, |
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104 | const int *column, const double *element, |
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105 | int numberExtendedColumns = -1); |
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106 | void loadQuadraticObjective(const CoinPackedMatrix &matrix); |
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107 | /// Get rid of quadratic objective |
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108 | void deleteQuadraticObjective(); |
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109 | //@} |
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110 | ///@name Gets and sets |
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111 | //@{ |
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112 | /// Quadratic objective |
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113 | inline CoinPackedMatrix *quadraticObjective() const |
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114 | { |
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115 | return quadraticObjective_; |
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116 | } |
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117 | /// Linear objective |
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118 | inline double *linearObjective() const |
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119 | { |
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120 | return objective_; |
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121 | } |
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122 | /// Length of linear objective which could be bigger |
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123 | inline int numberExtendedColumns() const |
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124 | { |
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125 | return numberExtendedColumns_; |
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126 | } |
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127 | /// Number of columns in quadratic objective |
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128 | inline int numberColumns() const |
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129 | { |
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130 | return numberColumns_; |
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131 | } |
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132 | /// If a full or half matrix |
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133 | inline bool fullMatrix() const |
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134 | { |
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135 | return fullMatrix_; |
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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 | private: |
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142 | ///@name Private member data |
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143 | /// Quadratic objective |
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144 | CoinPackedMatrix *quadraticObjective_; |
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145 | /// Objective |
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146 | double *objective_; |
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147 | /// Gradient |
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148 | double *gradient_; |
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149 | /// Useful to have number of columns about |
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150 | int numberColumns_; |
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151 | /// Also length of linear objective which could be bigger |
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152 | int numberExtendedColumns_; |
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153 | /// True if full symmetric matrix, false if half |
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154 | bool fullMatrix_; |
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155 | //@} |
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156 | }; |
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157 | |
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158 | #endif |
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159 | |
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160 | /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2 |
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161 | */ |
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