1 | /* $Id: ClpSimplex.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 | Authors |
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7 | |
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8 | John Forrest |
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9 | |
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10 | */ |
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11 | #ifndef ClpSimplex_H |
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12 | #define ClpSimplex_H |
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13 | |
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14 | #include <iostream> |
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15 | #include <cfloat> |
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16 | #include "ClpModel.hpp" |
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17 | #include "ClpMatrixBase.hpp" |
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18 | #include "ClpSolve.hpp" |
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19 | #include "ClpConfig.h" |
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20 | #include "CoinIndexedVector.hpp" |
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21 | class ClpDualRowPivot; |
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22 | class ClpPrimalColumnPivot; |
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23 | class ClpFactorization; |
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24 | class CoinFactorization; |
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25 | class CoinIndexedVector; |
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26 | class ClpNonLinearCost; |
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27 | class ClpNodeStuff; |
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28 | class CoinStructuredModel; |
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29 | class OsiClpSolverInterface; |
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30 | class CoinWarmStartBasis; |
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31 | class ClpDisasterHandler; |
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32 | class ClpConstraint; |
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33 | /* |
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34 | May want to use Clp defaults so that with ABC defined but not used |
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35 | it behaves as Clp (and ABC used will be different than if not defined) |
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36 | */ |
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37 | #ifdef ABC_INHERIT |
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38 | #ifndef CLP_INHERIT_MODE |
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39 | #define CLP_INHERIT_MODE 1 |
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40 | #endif |
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41 | #ifndef ABC_CLP_DEFAULTS |
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42 | #define ABC_CLP_DEFAULTS 0 |
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43 | #endif |
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44 | #else |
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45 | #undef ABC_CLP_DEFAULTS |
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46 | #define ABC_CLP_DEFAULTS 1 |
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47 | #endif |
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48 | #ifdef CLP_HAS_ABC |
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49 | #include "AbcCommon.hpp" |
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50 | class AbcTolerancesEtc; |
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51 | class AbcSimplex; |
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52 | #include "CoinAbcCommon.hpp" |
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53 | #endif |
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54 | #ifndef ABC_INHERIT |
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55 | #if ABOCA_LITE |
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56 | #ifndef FAKE_CILK |
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57 | #include <cilk/cilk.h> |
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58 | #else |
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59 | #undef cilk_for |
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60 | #undef cilk_spawn |
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61 | #undef cilk_sync |
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62 | #define cilk_for for |
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63 | #define cilk_spawn |
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64 | #define cilk_sync |
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65 | #endif |
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66 | #ifndef LONG_REGION_2 |
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67 | #define LONG_REGION_2 1 |
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68 | #endif |
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69 | #define SHORT_REGION 1 |
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70 | #else |
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71 | #define cilk_spawn |
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72 | #define cilk_sync |
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73 | #endif |
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74 | #ifdef LONG_REGION_2 |
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75 | #define SHORT_REGION 1 |
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76 | #else |
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77 | #define SHORT_REGION 2 |
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78 | #endif |
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79 | // for now keep simple |
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80 | #undef LONG_REGION_2 |
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81 | #undef SHORT_REGION |
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82 | #define SHORT_REGION 2 |
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83 | #else |
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84 | //ABC_INHERIT |
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85 | #define LONG_REGION_2 1 |
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86 | #define SHORT_REGION 1 |
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87 | #endif |
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88 | /** This solves LPs using the simplex method |
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89 | |
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90 | It inherits from ClpModel and all its arrays are created at |
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91 | algorithm time. Originally I tried to work with model arrays |
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92 | but for simplicity of coding I changed to single arrays with |
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93 | structural variables then row variables. Some coding is still |
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94 | based on old style and needs cleaning up. |
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95 | |
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96 | For a description of algorithms: |
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97 | |
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98 | for dual see ClpSimplexDual.hpp and at top of ClpSimplexDual.cpp |
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99 | for primal see ClpSimplexPrimal.hpp and at top of ClpSimplexPrimal.cpp |
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100 | |
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101 | There is an algorithm data member. + for primal variations |
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102 | and - for dual variations |
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103 | |
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104 | */ |
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105 | |
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106 | class ClpSimplex : public ClpModel { |
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107 | friend void ClpSimplexUnitTest(const std::string &mpsDir); |
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108 | |
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109 | public: |
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110 | /** enums for status of various sorts. |
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111 | First 4 match CoinWarmStartBasis, |
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112 | isFixed means fixed at lower bound and out of basis |
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113 | */ |
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114 | enum Status { |
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115 | isFree = 0x00, |
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116 | basic = 0x01, |
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117 | atUpperBound = 0x02, |
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118 | atLowerBound = 0x03, |
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119 | superBasic = 0x04, |
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120 | isFixed = 0x05 |
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121 | }; |
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122 | // For Dual |
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123 | enum FakeBound { |
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124 | noFake = 0x00, |
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125 | lowerFake = 0x01, |
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126 | upperFake = 0x02, |
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127 | bothFake = 0x03 |
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128 | }; |
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129 | |
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130 | /**@name Constructors and destructor and copy */ |
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131 | //@{ |
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132 | /// Default constructor |
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133 | ClpSimplex(bool emptyMessages = false); |
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134 | |
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135 | /** Copy constructor. May scale depending on mode |
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136 | -1 leave mode as is |
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137 | 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later) |
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138 | */ |
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139 | ClpSimplex(const ClpSimplex &rhs, int scalingMode = -1); |
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140 | /** Copy constructor from model. May scale depending on mode |
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141 | -1 leave mode as is |
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142 | 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later) |
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143 | */ |
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144 | ClpSimplex(const ClpModel &rhs, int scalingMode = -1); |
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145 | /** Subproblem constructor. A subset of whole model is created from the |
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146 | row and column lists given. The new order is given by list order and |
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147 | duplicates are allowed. Name and integer information can be dropped |
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148 | Can optionally modify rhs to take into account variables NOT in list |
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149 | in this case duplicates are not allowed (also see getbackSolution) |
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150 | */ |
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151 | ClpSimplex(const ClpModel *wholeModel, |
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152 | int numberRows, const int *whichRows, |
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153 | int numberColumns, const int *whichColumns, |
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154 | bool dropNames = true, bool dropIntegers = true, |
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155 | bool fixOthers = false); |
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156 | /** Subproblem constructor. A subset of whole model is created from the |
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157 | row and column lists given. The new order is given by list order and |
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158 | duplicates are allowed. Name and integer information can be dropped |
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159 | Can optionally modify rhs to take into account variables NOT in list |
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160 | in this case duplicates are not allowed (also see getbackSolution) |
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161 | */ |
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162 | ClpSimplex(const ClpSimplex *wholeModel, |
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163 | int numberRows, const int *whichRows, |
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164 | int numberColumns, const int *whichColumns, |
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165 | bool dropNames = true, bool dropIntegers = true, |
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166 | bool fixOthers = false); |
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167 | /** This constructor modifies original ClpSimplex and stores |
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168 | original stuff in created ClpSimplex. It is only to be used in |
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169 | conjunction with originalModel */ |
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170 | ClpSimplex(ClpSimplex *wholeModel, |
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171 | int numberColumns, const int *whichColumns); |
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172 | /** This copies back stuff from miniModel and then deletes miniModel. |
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173 | Only to be used with mini constructor */ |
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174 | void originalModel(ClpSimplex *miniModel); |
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175 | #ifdef ABC_INHERIT |
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176 | inline int abcState() const |
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177 | { |
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178 | return abcState_; |
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179 | } |
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180 | inline void setAbcState(int state) |
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181 | { |
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182 | abcState_ = state; |
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183 | } |
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184 | inline AbcSimplex *abcSimplex() const |
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185 | { |
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186 | return abcSimplex_; |
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187 | } |
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188 | inline void setAbcSimplex(AbcSimplex *simplex) |
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189 | { |
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190 | abcSimplex_ = simplex; |
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191 | } |
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192 | /// Returns 0 if dual can be skipped |
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193 | int doAbcDual(); |
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194 | /// Returns 0 if primal can be skipped |
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195 | int doAbcPrimal(int ifValuesPass); |
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196 | #endif |
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197 | /** Array persistence flag |
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198 | If 0 then as now (delete/new) |
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199 | 1 then only do arrays if bigger needed |
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200 | 2 as 1 but give a bit extra if bigger needed |
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201 | */ |
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202 | void setPersistenceFlag(int value); |
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203 | /// Save a copy of model with certain state - normally without cuts |
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204 | void makeBaseModel(); |
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205 | /// Switch off base model |
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206 | void deleteBaseModel(); |
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207 | /// See if we have base model |
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208 | inline ClpSimplex *baseModel() const |
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209 | { |
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210 | return baseModel_; |
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211 | } |
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212 | /** Reset to base model (just size and arrays needed) |
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213 | If model NULL use internal copy |
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214 | */ |
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215 | void setToBaseModel(ClpSimplex *model = NULL); |
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216 | /// Assignment operator. This copies the data |
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217 | ClpSimplex &operator=(const ClpSimplex &rhs); |
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218 | /// Destructor |
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219 | ~ClpSimplex(); |
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220 | // Ones below are just ClpModel with some changes |
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221 | /** Loads a problem (the constraints on the |
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222 | rows are given by lower and upper bounds). If a pointer is 0 then the |
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223 | following values are the default: |
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224 | <ul> |
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225 | <li> <code>colub</code>: all columns have upper bound infinity |
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226 | <li> <code>collb</code>: all columns have lower bound 0 |
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227 | <li> <code>rowub</code>: all rows have upper bound infinity |
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228 | <li> <code>rowlb</code>: all rows have lower bound -infinity |
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229 | <li> <code>obj</code>: all variables have 0 objective coefficient |
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230 | </ul> |
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231 | */ |
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232 | void loadProblem(const ClpMatrixBase &matrix, |
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233 | const double *collb, const double *colub, |
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234 | const double *obj, |
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235 | const double *rowlb, const double *rowub, |
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236 | const double *rowObjective = NULL); |
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237 | void loadProblem(const CoinPackedMatrix &matrix, |
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238 | const double *collb, const double *colub, |
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239 | const double *obj, |
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240 | const double *rowlb, const double *rowub, |
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241 | const double *rowObjective = NULL); |
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242 | |
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243 | /** Just like the other loadProblem() method except that the matrix is |
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244 | given in a standard column major ordered format (without gaps). */ |
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245 | void loadProblem(const int numcols, const int numrows, |
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246 | const CoinBigIndex *start, const int *index, |
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247 | const double *value, |
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248 | const double *collb, const double *colub, |
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249 | const double *obj, |
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250 | const double *rowlb, const double *rowub, |
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251 | const double *rowObjective = NULL); |
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252 | /// This one is for after presolve to save memory |
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253 | void loadProblem(const int numcols, const int numrows, |
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254 | const CoinBigIndex *start, const int *index, |
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255 | const double *value, const int *length, |
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256 | const double *collb, const double *colub, |
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257 | const double *obj, |
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258 | const double *rowlb, const double *rowub, |
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259 | const double *rowObjective = NULL); |
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260 | /** This loads a model from a coinModel object - returns number of errors. |
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261 | If keepSolution true and size is same as current then |
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262 | keeps current status and solution |
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263 | */ |
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264 | int loadProblem(CoinModel &modelObject, bool keepSolution = false); |
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265 | /// Read an mps file from the given filename |
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266 | int readMps(const char *filename, |
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267 | bool keepNames = false, |
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268 | bool ignoreErrors = false); |
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269 | /// Read GMPL files from the given filenames |
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270 | int readGMPL(const char *filename, const char *dataName, |
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271 | bool keepNames = false); |
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272 | /// Read file in LP format from file with name filename. |
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273 | /// See class CoinLpIO for description of this format. |
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274 | int readLp(const char *filename, const double epsilon = 1e-5); |
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275 | /** Write the problem into an Lp file of the given filename. |
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276 | If objSense is non zero then -1.0 forces the code to write a |
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277 | maximization objective and +1.0 to write a minimization one. |
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278 | If 0.0 then solver can do what it wants.*/ |
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279 | void writeLp(const char *filename, |
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280 | const char *extension = "lp", |
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281 | double epsilon = 1e-5, |
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282 | int numberAcross = 10, |
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283 | int decimals = 5, |
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284 | double objSense = 0.0, |
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285 | bool useRowNames = true) const; |
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286 | /** Borrow model. This is so we dont have to copy large amounts |
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287 | of data around. It assumes a derived class wants to overwrite |
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288 | an empty model with a real one - while it does an algorithm. |
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289 | This is same as ClpModel one, but sets scaling on etc. */ |
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290 | void borrowModel(ClpModel &otherModel); |
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291 | void borrowModel(ClpSimplex &otherModel); |
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292 | /// Pass in Event handler (cloned and deleted at end) |
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293 | void passInEventHandler(const ClpEventHandler *eventHandler); |
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294 | /// Puts solution back into small model |
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295 | void getbackSolution(const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn); |
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296 | /** Load nonlinear part of problem from AMPL info |
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297 | Returns 0 if linear |
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298 | 1 if quadratic objective |
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299 | 2 if quadratic constraints |
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300 | 3 if nonlinear objective |
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301 | 4 if nonlinear constraints |
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302 | -1 on failure |
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303 | */ |
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304 | int loadNonLinear(void *info, int &numberConstraints, |
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305 | ClpConstraint **&constraints); |
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306 | #ifdef ABC_INHERIT |
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307 | /// Loads tolerances etc |
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308 | void loadTolerancesEtc(const AbcTolerancesEtc &data); |
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309 | /// Unloads tolerances etc |
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310 | void unloadTolerancesEtc(AbcTolerancesEtc &data); |
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311 | #endif |
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312 | //@} |
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313 | |
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314 | /**@name Functions most useful to user */ |
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315 | //@{ |
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316 | /** General solve algorithm which can do presolve. |
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317 | See ClpSolve.hpp for options |
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318 | */ |
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319 | int initialSolve(ClpSolve &options); |
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320 | /// Default initial solve |
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321 | int initialSolve(); |
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322 | /// Dual initial solve |
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323 | int initialDualSolve(); |
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324 | /// Primal initial solve |
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325 | int initialPrimalSolve(); |
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326 | /// Barrier initial solve |
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327 | int initialBarrierSolve(); |
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328 | /// Barrier initial solve, not to be followed by crossover |
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329 | int initialBarrierNoCrossSolve(); |
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330 | /** Dual algorithm - see ClpSimplexDual.hpp for method. |
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331 | ifValuesPass==2 just does values pass and then stops. |
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332 | |
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333 | startFinishOptions - bits |
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334 | 1 - do not delete work areas and factorization at end |
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335 | 2 - use old factorization if same number of rows |
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336 | 4 - skip as much initialization of work areas as possible |
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337 | (based on whatsChanged in clpmodel.hpp) ** work in progress |
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338 | maybe other bits later |
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339 | */ |
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340 | int dual(int ifValuesPass = 0, int startFinishOptions = 0); |
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341 | // If using Debug |
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342 | int dualDebug(int ifValuesPass = 0, int startFinishOptions = 0); |
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343 | /** Primal algorithm - see ClpSimplexPrimal.hpp for method. |
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344 | ifValuesPass==2 just does values pass and then stops. |
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345 | |
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346 | startFinishOptions - bits |
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347 | 1 - do not delete work areas and factorization at end |
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348 | 2 - use old factorization if same number of rows |
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349 | 4 - skip as much initialization of work areas as possible |
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350 | (based on whatsChanged in clpmodel.hpp) ** work in progress |
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351 | maybe other bits later |
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352 | */ |
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353 | int primal(int ifValuesPass = 0, int startFinishOptions = 0); |
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354 | /** Solves nonlinear problem using SLP - may be used as crash |
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355 | for other algorithms when number of iterations small. |
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356 | Also exits if all problematical variables are changing |
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357 | less than deltaTolerance |
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358 | */ |
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359 | int nonlinearSLP(int numberPasses, double deltaTolerance); |
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360 | /** Solves problem with nonlinear constraints using SLP - may be used as crash |
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361 | for other algorithms when number of iterations small. |
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362 | Also exits if all problematical variables are changing |
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363 | less than deltaTolerance |
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364 | */ |
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365 | int nonlinearSLP(int numberConstraints, ClpConstraint **constraints, |
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366 | int numberPasses, double deltaTolerance); |
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367 | /** Solves using barrier (assumes you have good cholesky factor code). |
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368 | Does crossover to simplex if asked*/ |
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369 | int barrier(bool crossover = true); |
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370 | /** Solves non-linear using reduced gradient. Phase = 0 get feasible, |
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371 | =1 use solution */ |
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372 | int reducedGradient(int phase = 0); |
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373 | /// Solve using structure of model and maybe in parallel |
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374 | int solve(CoinStructuredModel *model); |
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375 | #ifdef ABC_INHERIT |
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376 | /** solvetype 0 for dual, 1 for primal |
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377 | startup 1 for values pass |
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378 | interrupt whether to pass across interrupt handler |
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379 | add 10 to return AbcSimplex |
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380 | */ |
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381 | AbcSimplex *dealWithAbc(int solveType, int startUp, bool interrupt = false); |
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382 | //void dealWithAbc(int solveType,int startUp,bool interrupt=false); |
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383 | #endif |
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384 | /** This loads a model from a CoinStructuredModel object - returns number of errors. |
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385 | If originalOrder then keep to order stored in blocks, |
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386 | otherwise first column/rows correspond to first block - etc. |
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387 | If keepSolution true and size is same as current then |
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388 | keeps current status and solution |
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389 | */ |
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390 | int loadProblem(CoinStructuredModel &modelObject, |
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391 | bool originalOrder = true, bool keepSolution = false); |
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392 | /** |
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393 | When scaling is on it is possible that the scaled problem |
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394 | is feasible but the unscaled is not. Clp returns a secondary |
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395 | status code to that effect. This option allows for a cleanup. |
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396 | If you use it I would suggest 1. |
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397 | This only affects actions when scaled optimal |
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398 | 0 - no action |
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399 | 1 - clean up using dual if primal infeasibility |
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400 | 2 - clean up using dual if dual infeasibility |
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401 | 3 - clean up using dual if primal or dual infeasibility |
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402 | 11,12,13 - as 1,2,3 but use primal |
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403 | |
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404 | return code as dual/primal |
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405 | */ |
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406 | int cleanup(int cleanupScaling); |
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407 | /** Clean primal solution |
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408 | If you expect solution to only have exact multiples of "exactMultiple" then |
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409 | this tries moving solution values to nearest multiple. If still feasible |
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410 | then the solution is replaced. |
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411 | |
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412 | This is designed for the case where values should be integral, but Clp may |
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413 | have values at e.g. 1.0e-13 |
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414 | Returns 0 if successful, n if n rhs violated |
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415 | The dual version may be written if this gets used. |
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416 | */ |
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417 | int cleanPrimalSolution(double exactMultiple); |
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418 | /** Dual ranging. |
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419 | This computes increase/decrease in cost for each given variable and corresponding |
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420 | sequence numbers which would change basis. Sequence numbers are 0..numberColumns |
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421 | and numberColumns.. for artificials/slacks. |
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422 | For non-basic variables the information is trivial to compute and the change in cost is just minus the |
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423 | reduced cost and the sequence number will be that of the non-basic variables. |
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424 | For basic variables a ratio test is between the reduced costs for non-basic variables |
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425 | and the row of the tableau corresponding to the basic variable. |
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426 | The increase/decrease value is always >= 0.0 |
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427 | |
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428 | Up to user to provide correct length arrays where each array is of length numberCheck. |
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429 | which contains list of variables for which information is desired. All other |
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430 | arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays |
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431 | will be information for variable 7. |
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432 | |
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433 | If valueIncrease/Decrease not NULL (both must be NULL or both non NULL) then these are filled with |
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434 | the value of variable if such a change in cost were made (the existing bounds are ignored) |
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435 | |
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436 | Returns non-zero if infeasible unbounded etc |
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437 | */ |
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438 | int dualRanging(int numberCheck, const int *which, |
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439 | double *costIncrease, int *sequenceIncrease, |
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440 | double *costDecrease, int *sequenceDecrease, |
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441 | double *valueIncrease = NULL, double *valueDecrease = NULL); |
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442 | /** Primal ranging. |
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443 | This computes increase/decrease in value for each given variable and corresponding |
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444 | sequence numbers which would change basis. Sequence numbers are 0..numberColumns |
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445 | and numberColumns.. for artificials/slacks. |
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446 | This should only be used for non-basic variabls as otherwise information is pretty useless |
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447 | For basic variables the sequence number will be that of the basic variables. |
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448 | |
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449 | Up to user to provide correct length arrays where each array is of length numberCheck. |
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450 | which contains list of variables for which information is desired. All other |
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451 | arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays |
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452 | will be information for variable 7. |
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453 | |
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454 | Returns non-zero if infeasible unbounded etc |
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455 | */ |
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456 | int primalRanging(int numberCheck, const int *which, |
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457 | double *valueIncrease, int *sequenceIncrease, |
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458 | double *valueDecrease, int *sequenceDecrease); |
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459 | /** |
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460 | Modifies coefficients etc and if necessary pivots in and out. |
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461 | All at same status will be done (basis may go singular). |
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462 | User can tell which others have been done (i.e. if status matches). |
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463 | If called from outside will change status and return 0. |
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464 | If called from event handler returns non-zero if user has to take action. |
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465 | indices>=numberColumns are slacks (obviously no coefficients) |
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466 | status array is (char) Status enum |
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467 | */ |
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468 | int modifyCoefficientsAndPivot(int number, |
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469 | const int *which, |
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470 | const CoinBigIndex *start, |
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471 | const int *row, |
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472 | const double *newCoefficient, |
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473 | const unsigned char *newStatus = NULL, |
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474 | const double *newLower = NULL, |
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475 | const double *newUpper = NULL, |
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476 | const double *newObjective = NULL); |
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477 | /** Take out duplicate rows (includes scaled rows and intersections). |
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478 | On exit whichRows has rows to delete - return code is number can be deleted |
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479 | or -1 if would be infeasible. |
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480 | If tolerance is -1.0 use primalTolerance for equality rows and infeasibility |
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481 | If cleanUp not zero then spend more time trying to leave more stable row |
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482 | and make row bounds exact multiple of cleanUp if close enough |
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483 | */ |
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484 | int outDuplicateRows(int numberLook, int *whichRows, bool noOverlaps = false, double tolerance = -1.0, |
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485 | double cleanUp = 0.0); |
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486 | /** Try simple crash like techniques to get closer to primal feasibility |
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487 | returns final sum of infeasibilities */ |
---|
488 | double moveTowardsPrimalFeasible(); |
---|
489 | /** Try simple crash like techniques to remove super basic slacks |
---|
490 | but only if > threshold */ |
---|
491 | void removeSuperBasicSlacks(int threshold = 0); |
---|
492 | /** Mini presolve (faster) |
---|
493 | Char arrays must be numberRows and numberColumns long |
---|
494 | on entry second part must be filled in as follows - |
---|
495 | 0 - possible |
---|
496 | >0 - take out and do something (depending on value - TBD) |
---|
497 | -1 row/column can't vanish but can have entries removed/changed |
---|
498 | -2 don't touch at all |
---|
499 | on exit <=0 ones will be in presolved problem |
---|
500 | struct will be created and will be long enough |
---|
501 | (information on length etc in first entry) |
---|
502 | user must delete struct |
---|
503 | */ |
---|
504 | ClpSimplex *miniPresolve(char *rowType, char *columnType, void **info); |
---|
505 | /// After mini presolve |
---|
506 | void miniPostsolve(const ClpSimplex *presolvedModel, void *info); |
---|
507 | /// mini presolve and solve |
---|
508 | void miniSolve(char *rowType, char *columnType, int algorithm, int startUp); |
---|
509 | /** Write the basis in MPS format to the specified file. |
---|
510 | If writeValues true writes values of structurals |
---|
511 | (and adds VALUES to end of NAME card) |
---|
512 | |
---|
513 | Row and column names may be null. |
---|
514 | formatType is |
---|
515 | <ul> |
---|
516 | <li> 0 - normal |
---|
517 | <li> 1 - extra accuracy |
---|
518 | <li> 2 - IEEE hex (later) |
---|
519 | </ul> |
---|
520 | |
---|
521 | Returns non-zero on I/O error |
---|
522 | */ |
---|
523 | int writeBasis(const char *filename, |
---|
524 | bool writeValues = false, |
---|
525 | int formatType = 0) const; |
---|
526 | /** Read a basis from the given filename, |
---|
527 | returns -1 on file error, 0 if no values, 1 if values */ |
---|
528 | int readBasis(const char *filename); |
---|
529 | /// Returns a basis (to be deleted by user) |
---|
530 | CoinWarmStartBasis *getBasis() const; |
---|
531 | /// Passes in factorization |
---|
532 | void setFactorization(ClpFactorization &factorization); |
---|
533 | // Swaps factorization |
---|
534 | ClpFactorization *swapFactorization(ClpFactorization *factorization); |
---|
535 | /// Copies in factorization to existing one |
---|
536 | void copyFactorization(ClpFactorization &factorization); |
---|
537 | /** Tightens primal bounds to make dual faster. Unless |
---|
538 | fixed or doTight>10, bounds are slightly looser than they could be. |
---|
539 | This is to make dual go faster and is probably not needed |
---|
540 | with a presolve. Returns non-zero if problem infeasible. |
---|
541 | |
---|
542 | Fudge for branch and bound - put bounds on columns of factor * |
---|
543 | largest value (at continuous) - should improve stability |
---|
544 | in branch and bound on infeasible branches (0.0 is off) |
---|
545 | */ |
---|
546 | int tightenPrimalBounds(double factor = 0.0, int doTight = 0, bool tightIntegers = false); |
---|
547 | /** Crash - at present just aimed at dual, returns |
---|
548 | -2 if dual preferred and crash basis created |
---|
549 | -1 if dual preferred and all slack basis preferred |
---|
550 | 0 if basis going in was not all slack |
---|
551 | 1 if primal preferred and all slack basis preferred |
---|
552 | 2 if primal preferred and crash basis created. |
---|
553 | |
---|
554 | if gap between bounds <="gap" variables can be flipped |
---|
555 | ( If pivot -1 then can be made super basic!) |
---|
556 | |
---|
557 | If "pivot" is |
---|
558 | -1 No pivoting - always primal |
---|
559 | 0 No pivoting (so will just be choice of algorithm) |
---|
560 | 1 Simple pivoting e.g. gub |
---|
561 | 2 Mini iterations |
---|
562 | */ |
---|
563 | int crash(double gap, int pivot); |
---|
564 | /// Sets row pivot choice algorithm in dual |
---|
565 | void setDualRowPivotAlgorithm(ClpDualRowPivot &choice); |
---|
566 | /// Sets column pivot choice algorithm in primal |
---|
567 | void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot &choice); |
---|
568 | /// Create a hotstart point of the optimization process |
---|
569 | void markHotStart(void *&saveStuff); |
---|
570 | /// Optimize starting from the hotstart |
---|
571 | void solveFromHotStart(void *saveStuff); |
---|
572 | /// Delete the snapshot |
---|
573 | void unmarkHotStart(void *saveStuff); |
---|
574 | /** For strong branching. On input lower and upper are new bounds |
---|
575 | while on output they are change in objective function values |
---|
576 | (>1.0e50 infeasible). |
---|
577 | Return code is 0 if nothing interesting, -1 if infeasible both |
---|
578 | ways and +1 if infeasible one way (check values to see which one(s)) |
---|
579 | Solutions are filled in as well - even down, odd up - also |
---|
580 | status and number of iterations |
---|
581 | */ |
---|
582 | int strongBranching(int numberVariables, const int *variables, |
---|
583 | double *newLower, double *newUpper, |
---|
584 | double **outputSolution, |
---|
585 | int *outputStatus, int *outputIterations, |
---|
586 | bool stopOnFirstInfeasible = true, |
---|
587 | bool alwaysFinish = false, |
---|
588 | int startFinishOptions = 0); |
---|
589 | /// Fathom - 1 if solution |
---|
590 | int fathom(void *stuff); |
---|
591 | /** Do up to N deep - returns |
---|
592 | -1 - no solution nNodes_ valid nodes |
---|
593 | >= if solution and that node gives solution |
---|
594 | ClpNode array is 2**N long. Values for N and |
---|
595 | array are in stuff (nNodes_ also in stuff) */ |
---|
596 | int fathomMany(void *stuff); |
---|
597 | /// Double checks OK |
---|
598 | double doubleCheck(); |
---|
599 | /// Starts Fast dual2 |
---|
600 | int startFastDual2(ClpNodeStuff *stuff); |
---|
601 | /// Like Fast dual |
---|
602 | int fastDual2(ClpNodeStuff *stuff); |
---|
603 | /// Stops Fast dual2 |
---|
604 | void stopFastDual2(ClpNodeStuff *stuff); |
---|
605 | /** Deals with crunch aspects |
---|
606 | mode 0 - in |
---|
607 | 1 - out with solution |
---|
608 | 2 - out without solution |
---|
609 | returns small model or NULL |
---|
610 | */ |
---|
611 | ClpSimplex *fastCrunch(ClpNodeStuff *stuff, int mode); |
---|
612 | //@} |
---|
613 | |
---|
614 | /**@name Needed for functionality of OsiSimplexInterface */ |
---|
615 | //@{ |
---|
616 | /** Pivot in a variable and out a variable. Returns 0 if okay, |
---|
617 | 1 if inaccuracy forced re-factorization, -1 if would be singular. |
---|
618 | Also updates primal/dual infeasibilities. |
---|
619 | Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out. |
---|
620 | */ |
---|
621 | int pivot(); |
---|
622 | |
---|
623 | /** Pivot in a variable and choose an outgoing one. Assumes primal |
---|
624 | feasible - will not go through a bound. Returns step length in theta |
---|
625 | Returns ray in ray_ (or NULL if no pivot) |
---|
626 | Return codes as before but -1 means no acceptable pivot |
---|
627 | */ |
---|
628 | int primalPivotResult(); |
---|
629 | |
---|
630 | /** Pivot out a variable and choose an incoing one. Assumes dual |
---|
631 | feasible - will not go through a reduced cost. |
---|
632 | Returns step length in theta |
---|
633 | Return codes as before but -1 means no acceptable pivot |
---|
634 | */ |
---|
635 | int dualPivotResultPart1(); |
---|
636 | /** Do actual pivot |
---|
637 | state is 0 if need tableau column, 1 if in rowArray_[1] |
---|
638 | */ |
---|
639 | int pivotResultPart2(int algorithm, int state); |
---|
640 | |
---|
641 | /** Common bits of coding for dual and primal. Return 0 if okay, |
---|
642 | 1 if bad matrix, 2 if very bad factorization |
---|
643 | |
---|
644 | startFinishOptions - bits |
---|
645 | 1 - do not delete work areas and factorization at end |
---|
646 | 2 - use old factorization if same number of rows |
---|
647 | 4 - skip as much initialization of work areas as possible |
---|
648 | (based on whatsChanged in clpmodel.hpp) ** work in progress |
---|
649 | maybe other bits later |
---|
650 | |
---|
651 | */ |
---|
652 | int startup(int ifValuesPass, int startFinishOptions = 0); |
---|
653 | void finish(int startFinishOptions = 0); |
---|
654 | |
---|
655 | /** Factorizes and returns true if optimal. Used by user */ |
---|
656 | bool statusOfProblem(bool initial = false); |
---|
657 | /// If user left factorization frequency then compute |
---|
658 | void defaultFactorizationFrequency(); |
---|
659 | /// Copy across enabled stuff from one solver to another |
---|
660 | void copyEnabledStuff(const ClpSimplex *rhs); |
---|
661 | //@} |
---|
662 | |
---|
663 | /**@name most useful gets and sets */ |
---|
664 | //@{ |
---|
665 | /// If problem is primal feasible |
---|
666 | inline bool primalFeasible() const |
---|
667 | { |
---|
668 | return (numberPrimalInfeasibilities_ == 0); |
---|
669 | } |
---|
670 | /// If problem is dual feasible |
---|
671 | inline bool dualFeasible() const |
---|
672 | { |
---|
673 | return (numberDualInfeasibilities_ == 0); |
---|
674 | } |
---|
675 | /// factorization |
---|
676 | inline ClpFactorization *factorization() const |
---|
677 | { |
---|
678 | return factorization_; |
---|
679 | } |
---|
680 | /// Sparsity on or off |
---|
681 | bool sparseFactorization() const; |
---|
682 | void setSparseFactorization(bool value); |
---|
683 | /// Factorization frequency |
---|
684 | int factorizationFrequency() const; |
---|
685 | void setFactorizationFrequency(int value); |
---|
686 | /// Dual bound |
---|
687 | inline double dualBound() const |
---|
688 | { |
---|
689 | return dualBound_; |
---|
690 | } |
---|
691 | void setDualBound(double value); |
---|
692 | /// Infeasibility cost |
---|
693 | inline double infeasibilityCost() const |
---|
694 | { |
---|
695 | return infeasibilityCost_; |
---|
696 | } |
---|
697 | void setInfeasibilityCost(double value); |
---|
698 | /** Amount of print out: |
---|
699 | 0 - none |
---|
700 | 1 - just final |
---|
701 | 2 - just factorizations |
---|
702 | 3 - as 2 plus a bit more |
---|
703 | 4 - verbose |
---|
704 | above that 8,16,32 etc just for selective debug |
---|
705 | */ |
---|
706 | /** Perturbation: |
---|
707 | 50 - switch on perturbation |
---|
708 | 100 - auto perturb if takes too long (1.0e-6 largest nonzero) |
---|
709 | 101 - we are perturbed |
---|
710 | 102 - don't try perturbing again |
---|
711 | default is 100 |
---|
712 | others are for playing |
---|
713 | */ |
---|
714 | inline int perturbation() const |
---|
715 | { |
---|
716 | return perturbation_; |
---|
717 | } |
---|
718 | void setPerturbation(int value); |
---|
719 | /// Current (or last) algorithm |
---|
720 | inline int algorithm() const |
---|
721 | { |
---|
722 | return algorithm_; |
---|
723 | } |
---|
724 | /// Set algorithm |
---|
725 | inline void setAlgorithm(int value) |
---|
726 | { |
---|
727 | algorithm_ = value; |
---|
728 | } |
---|
729 | /// Return true if the objective limit test can be relied upon |
---|
730 | bool isObjectiveLimitTestValid() const; |
---|
731 | /// Sum of dual infeasibilities |
---|
732 | inline double sumDualInfeasibilities() const |
---|
733 | { |
---|
734 | return sumDualInfeasibilities_; |
---|
735 | } |
---|
736 | inline void setSumDualInfeasibilities(double value) |
---|
737 | { |
---|
738 | sumDualInfeasibilities_ = value; |
---|
739 | } |
---|
740 | /// Sum of relaxed dual infeasibilities |
---|
741 | inline double sumOfRelaxedDualInfeasibilities() const |
---|
742 | { |
---|
743 | return sumOfRelaxedDualInfeasibilities_; |
---|
744 | } |
---|
745 | inline void setSumOfRelaxedDualInfeasibilities(double value) |
---|
746 | { |
---|
747 | sumOfRelaxedDualInfeasibilities_ = value; |
---|
748 | } |
---|
749 | /// Number of dual infeasibilities |
---|
750 | inline int numberDualInfeasibilities() const |
---|
751 | { |
---|
752 | return numberDualInfeasibilities_; |
---|
753 | } |
---|
754 | inline void setNumberDualInfeasibilities(int value) |
---|
755 | { |
---|
756 | numberDualInfeasibilities_ = value; |
---|
757 | } |
---|
758 | /// Number of dual infeasibilities (without free) |
---|
759 | inline int numberDualInfeasibilitiesWithoutFree() const |
---|
760 | { |
---|
761 | return numberDualInfeasibilitiesWithoutFree_; |
---|
762 | } |
---|
763 | /// Sum of primal infeasibilities |
---|
764 | inline double sumPrimalInfeasibilities() const |
---|
765 | { |
---|
766 | return sumPrimalInfeasibilities_; |
---|
767 | } |
---|
768 | inline void setSumPrimalInfeasibilities(double value) |
---|
769 | { |
---|
770 | sumPrimalInfeasibilities_ = value; |
---|
771 | } |
---|
772 | /// Sum of relaxed primal infeasibilities |
---|
773 | inline double sumOfRelaxedPrimalInfeasibilities() const |
---|
774 | { |
---|
775 | return sumOfRelaxedPrimalInfeasibilities_; |
---|
776 | } |
---|
777 | inline void setSumOfRelaxedPrimalInfeasibilities(double value) |
---|
778 | { |
---|
779 | sumOfRelaxedPrimalInfeasibilities_ = value; |
---|
780 | } |
---|
781 | /// Number of primal infeasibilities |
---|
782 | inline int numberPrimalInfeasibilities() const |
---|
783 | { |
---|
784 | return numberPrimalInfeasibilities_; |
---|
785 | } |
---|
786 | inline void setNumberPrimalInfeasibilities(int value) |
---|
787 | { |
---|
788 | numberPrimalInfeasibilities_ = value; |
---|
789 | } |
---|
790 | /** Save model to file, returns 0 if success. This is designed for |
---|
791 | use outside algorithms so does not save iterating arrays etc. |
---|
792 | It does not save any messaging information. |
---|
793 | Does not save scaling values. |
---|
794 | It does not know about all types of virtual functions. |
---|
795 | */ |
---|
796 | int saveModel(const char *fileName); |
---|
797 | /** Restore model from file, returns 0 if success, |
---|
798 | deletes current model */ |
---|
799 | int restoreModel(const char *fileName); |
---|
800 | |
---|
801 | /** Just check solution (for external use) - sets sum of |
---|
802 | infeasibilities etc. |
---|
803 | If setToBounds 0 then primal column values not changed |
---|
804 | and used to compute primal row activity values. If 1 or 2 |
---|
805 | then status used - so all nonbasic variables set to |
---|
806 | indicated bound and if any values changed (or ==2) basic values re-computed. |
---|
807 | */ |
---|
808 | void checkSolution(int setToBounds = 0); |
---|
809 | /** Just check solution (for internal use) - sets sum of |
---|
810 | infeasibilities etc. */ |
---|
811 | void checkSolutionInternal(); |
---|
812 | /// Check unscaled primal solution but allow for rounding error |
---|
813 | void checkUnscaledSolution(); |
---|
814 | /// Useful row length arrays (0,1,2,3,4,5) |
---|
815 | inline CoinIndexedVector *rowArray(int index) const |
---|
816 | { |
---|
817 | return rowArray_[index]; |
---|
818 | } |
---|
819 | /// Useful column length arrays (0,1,2,3,4,5) |
---|
820 | inline CoinIndexedVector *columnArray(int index) const |
---|
821 | { |
---|
822 | return columnArray_[index]; |
---|
823 | } |
---|
824 | //@} |
---|
825 | |
---|
826 | /******************** End of most useful part **************/ |
---|
827 | /**@name Functions less likely to be useful to casual user */ |
---|
828 | //@{ |
---|
829 | /** Given an existing factorization computes and checks |
---|
830 | primal and dual solutions. Uses input arrays for variables at |
---|
831 | bounds. Returns feasibility states */ |
---|
832 | int getSolution(const double *rowActivities, |
---|
833 | const double *columnActivities); |
---|
834 | /** Given an existing factorization computes and checks |
---|
835 | primal and dual solutions. Uses current problem arrays for |
---|
836 | bounds. Returns feasibility states */ |
---|
837 | int getSolution(); |
---|
838 | /** Constructs a non linear cost from list of non-linearities (columns only) |
---|
839 | First lower of each column is taken as real lower |
---|
840 | Last lower is taken as real upper and cost ignored |
---|
841 | |
---|
842 | Returns nonzero if bad data e.g. lowers not monotonic |
---|
843 | */ |
---|
844 | int createPiecewiseLinearCosts(const int *starts, |
---|
845 | const double *lower, const double *gradient); |
---|
846 | /// dual row pivot choice |
---|
847 | inline ClpDualRowPivot *dualRowPivot() const |
---|
848 | { |
---|
849 | return dualRowPivot_; |
---|
850 | } |
---|
851 | /// primal column pivot choice |
---|
852 | inline ClpPrimalColumnPivot *primalColumnPivot() const |
---|
853 | { |
---|
854 | return primalColumnPivot_; |
---|
855 | } |
---|
856 | /// Returns true if model looks OK |
---|
857 | inline bool goodAccuracy() const |
---|
858 | { |
---|
859 | return (largestPrimalError_ < 1.0e-7 && largestDualError_ < 1.0e-7); |
---|
860 | } |
---|
861 | /** Return model - updates any scalars */ |
---|
862 | void returnModel(ClpSimplex &otherModel); |
---|
863 | /** Factorizes using current basis. |
---|
864 | solveType - 1 iterating, 0 initial, -1 external |
---|
865 | If 10 added then in primal values pass |
---|
866 | Return codes are as from ClpFactorization unless initial factorization |
---|
867 | when total number of singularities is returned. |
---|
868 | Special case is numberRows_+1 -> all slack basis. |
---|
869 | */ |
---|
870 | int internalFactorize(int solveType); |
---|
871 | /// Save data |
---|
872 | ClpDataSave saveData(); |
---|
873 | /// Restore data |
---|
874 | void restoreData(ClpDataSave saved); |
---|
875 | /// Clean up status |
---|
876 | void cleanStatus(); |
---|
877 | /// Factorizes using current basis. For external use |
---|
878 | int factorize(); |
---|
879 | /** Computes duals from scratch. If givenDjs then |
---|
880 | allows for nonzero basic djs */ |
---|
881 | void computeDuals(double *givenDjs); |
---|
882 | /// Computes primals from scratch |
---|
883 | void computePrimals(const double *rowActivities, |
---|
884 | const double *columnActivities); |
---|
885 | /** Adds multiple of a column into an array */ |
---|
886 | void add(double *array, |
---|
887 | int column, double multiplier) const; |
---|
888 | /** |
---|
889 | Unpacks one column of the matrix into indexed array |
---|
890 | Uses sequenceIn_ |
---|
891 | Also applies scaling if needed |
---|
892 | */ |
---|
893 | void unpack(CoinIndexedVector *rowArray) const; |
---|
894 | /** |
---|
895 | Unpacks one column of the matrix into indexed array |
---|
896 | Slack if sequence>= numberColumns |
---|
897 | Also applies scaling if needed |
---|
898 | */ |
---|
899 | void unpack(CoinIndexedVector *rowArray, int sequence) const; |
---|
900 | /** |
---|
901 | Unpacks one column of the matrix into indexed array |
---|
902 | ** as packed vector |
---|
903 | Uses sequenceIn_ |
---|
904 | Also applies scaling if needed |
---|
905 | */ |
---|
906 | void unpackPacked(CoinIndexedVector *rowArray); |
---|
907 | /** |
---|
908 | Unpacks one column of the matrix into indexed array |
---|
909 | ** as packed vector |
---|
910 | Slack if sequence>= numberColumns |
---|
911 | Also applies scaling if needed |
---|
912 | */ |
---|
913 | void unpackPacked(CoinIndexedVector *rowArray, int sequence); |
---|
914 | #ifndef CLP_USER_DRIVEN |
---|
915 | protected: |
---|
916 | #endif |
---|
917 | /** |
---|
918 | This does basis housekeeping and does values for in/out variables. |
---|
919 | Can also decide to re-factorize |
---|
920 | */ |
---|
921 | int housekeeping(double objectiveChange); |
---|
922 | /** This sets largest infeasibility and most infeasible and sum |
---|
923 | and number of infeasibilities (Primal) */ |
---|
924 | void checkPrimalSolution(const double *rowActivities = NULL, |
---|
925 | const double *columnActivies = NULL); |
---|
926 | /** This sets largest infeasibility and most infeasible and sum |
---|
927 | and number of infeasibilities (Dual) */ |
---|
928 | void checkDualSolution(); |
---|
929 | /** This sets sum and number of infeasibilities (Dual and Primal) */ |
---|
930 | void checkBothSolutions(); |
---|
931 | /** If input negative scales objective so maximum <= -value |
---|
932 | and returns scale factor used. If positive unscales and also |
---|
933 | redoes dual stuff |
---|
934 | */ |
---|
935 | double scaleObjective(double value); |
---|
936 | /// Solve using Dantzig-Wolfe decomposition and maybe in parallel |
---|
937 | int solveDW(CoinStructuredModel *model, ClpSolve &options); |
---|
938 | /// Solve using Benders decomposition and maybe in parallel |
---|
939 | int solveBenders(CoinStructuredModel *model, ClpSolve &options); |
---|
940 | |
---|
941 | public: |
---|
942 | /** For advanced use. When doing iterative solves things can get |
---|
943 | nasty so on values pass if incoming solution has largest |
---|
944 | infeasibility < incomingInfeasibility throw out variables |
---|
945 | from basis until largest infeasibility < allowedInfeasibility |
---|
946 | or incoming largest infeasibility. |
---|
947 | If allowedInfeasibility>= incomingInfeasibility this is |
---|
948 | always possible altough you may end up with an all slack basis. |
---|
949 | |
---|
950 | Defaults are 1.0,10.0 |
---|
951 | */ |
---|
952 | void setValuesPassAction(double incomingInfeasibility, |
---|
953 | double allowedInfeasibility); |
---|
954 | /** Get a clean factorization - i.e. throw out singularities |
---|
955 | may do more later */ |
---|
956 | int cleanFactorization(int ifValuesPass); |
---|
957 | //@} |
---|
958 | /**@name most useful gets and sets */ |
---|
959 | //@{ |
---|
960 | public: |
---|
961 | /// Initial value for alpha accuracy calculation (-1.0 off) |
---|
962 | inline double alphaAccuracy() const |
---|
963 | { |
---|
964 | return alphaAccuracy_; |
---|
965 | } |
---|
966 | inline void setAlphaAccuracy(double value) |
---|
967 | { |
---|
968 | alphaAccuracy_ = value; |
---|
969 | } |
---|
970 | |
---|
971 | public: |
---|
972 | /// Objective value |
---|
973 | //inline double objectiveValue() const { |
---|
974 | //return (objectiveValue_-bestPossibleImprovement_)*optimizationDirection_ - dblParam_[ClpObjOffset]; |
---|
975 | //} |
---|
976 | /// Set disaster handler |
---|
977 | inline void setDisasterHandler(ClpDisasterHandler *handler) |
---|
978 | { |
---|
979 | disasterArea_ = handler; |
---|
980 | } |
---|
981 | /// Get disaster handler |
---|
982 | inline ClpDisasterHandler *disasterHandler() const |
---|
983 | { |
---|
984 | return disasterArea_; |
---|
985 | } |
---|
986 | /// Large bound value (for complementarity etc) |
---|
987 | inline double largeValue() const |
---|
988 | { |
---|
989 | return largeValue_; |
---|
990 | } |
---|
991 | void setLargeValue(double value); |
---|
992 | /// Largest error on Ax-b |
---|
993 | inline double largestPrimalError() const |
---|
994 | { |
---|
995 | return largestPrimalError_; |
---|
996 | } |
---|
997 | /// Largest error on basic duals |
---|
998 | inline double largestDualError() const |
---|
999 | { |
---|
1000 | return largestDualError_; |
---|
1001 | } |
---|
1002 | /// Largest error on Ax-b |
---|
1003 | inline void setLargestPrimalError(double value) |
---|
1004 | { |
---|
1005 | largestPrimalError_ = value; |
---|
1006 | } |
---|
1007 | /// Largest error on basic duals |
---|
1008 | inline void setLargestDualError(double value) |
---|
1009 | { |
---|
1010 | largestDualError_ = value; |
---|
1011 | } |
---|
1012 | /// Get zero tolerance |
---|
1013 | inline double zeroTolerance() const |
---|
1014 | { |
---|
1015 | return zeroTolerance_; /*factorization_->zeroTolerance();*/ |
---|
1016 | } |
---|
1017 | /// Set zero tolerance |
---|
1018 | inline void setZeroTolerance(double value) |
---|
1019 | { |
---|
1020 | zeroTolerance_ = value; |
---|
1021 | } |
---|
1022 | /// Basic variables pivoting on which rows |
---|
1023 | inline int *pivotVariable() const |
---|
1024 | { |
---|
1025 | return pivotVariable_; |
---|
1026 | } |
---|
1027 | /// If automatic scaling on |
---|
1028 | inline bool automaticScaling() const |
---|
1029 | { |
---|
1030 | return automaticScale_ != 0; |
---|
1031 | } |
---|
1032 | inline void setAutomaticScaling(bool onOff) |
---|
1033 | { |
---|
1034 | automaticScale_ = onOff ? 1 : 0; |
---|
1035 | } |
---|
1036 | /// Current dual tolerance |
---|
1037 | inline double currentDualTolerance() const |
---|
1038 | { |
---|
1039 | return dualTolerance_; |
---|
1040 | } |
---|
1041 | inline void setCurrentDualTolerance(double value) |
---|
1042 | { |
---|
1043 | dualTolerance_ = value; |
---|
1044 | } |
---|
1045 | /// Current primal tolerance |
---|
1046 | inline double currentPrimalTolerance() const |
---|
1047 | { |
---|
1048 | return primalTolerance_; |
---|
1049 | } |
---|
1050 | inline void setCurrentPrimalTolerance(double value) |
---|
1051 | { |
---|
1052 | primalTolerance_ = value; |
---|
1053 | } |
---|
1054 | /// How many iterative refinements to do |
---|
1055 | inline int numberRefinements() const |
---|
1056 | { |
---|
1057 | return numberRefinements_; |
---|
1058 | } |
---|
1059 | void setNumberRefinements(int value); |
---|
1060 | /// Alpha (pivot element) for use by classes e.g. steepestedge |
---|
1061 | inline double alpha() const |
---|
1062 | { |
---|
1063 | return alpha_; |
---|
1064 | } |
---|
1065 | inline void setAlpha(double value) |
---|
1066 | { |
---|
1067 | alpha_ = value; |
---|
1068 | } |
---|
1069 | /// Reduced cost of last incoming for use by classes e.g. steepestedge |
---|
1070 | inline double dualIn() const |
---|
1071 | { |
---|
1072 | return dualIn_; |
---|
1073 | } |
---|
1074 | /// Set reduced cost of last incoming to force error |
---|
1075 | inline void setDualIn(double value) |
---|
1076 | { |
---|
1077 | dualIn_ = value; |
---|
1078 | } |
---|
1079 | /// Pivot Row for use by classes e.g. steepestedge |
---|
1080 | inline int pivotRow() const |
---|
1081 | { |
---|
1082 | return pivotRow_; |
---|
1083 | } |
---|
1084 | inline void setPivotRow(int value) |
---|
1085 | { |
---|
1086 | pivotRow_ = value; |
---|
1087 | } |
---|
1088 | /// value of incoming variable (in Dual) |
---|
1089 | double valueIncomingDual() const; |
---|
1090 | //@} |
---|
1091 | |
---|
1092 | #ifndef CLP_USER_DRIVEN |
---|
1093 | protected: |
---|
1094 | #endif |
---|
1095 | /**@name protected methods */ |
---|
1096 | //@{ |
---|
1097 | /** May change basis and then returns number changed. |
---|
1098 | Computation of solutions may be overriden by given pi and solution |
---|
1099 | */ |
---|
1100 | int gutsOfSolution(double *givenDuals, |
---|
1101 | const double *givenPrimals, |
---|
1102 | bool valuesPass = false); |
---|
1103 | /// Does most of deletion (0 = all, 1 = most, 2 most + factorization) |
---|
1104 | void gutsOfDelete(int type); |
---|
1105 | /// Does most of copying |
---|
1106 | void gutsOfCopy(const ClpSimplex &rhs); |
---|
1107 | /** puts in format I like (rowLower,rowUpper) also see StandardMatrix |
---|
1108 | 1 bit does rows (now and columns), (2 bit does column bounds), 4 bit does objective(s). |
---|
1109 | 8 bit does solution scaling in |
---|
1110 | 16 bit does rowArray and columnArray indexed vectors |
---|
1111 | and makes row copy if wanted, also sets columnStart_ etc |
---|
1112 | Also creates scaling arrays if needed. It does scaling if needed. |
---|
1113 | 16 also moves solutions etc in to work arrays |
---|
1114 | On 16 returns false if problem "bad" i.e. matrix or bounds bad |
---|
1115 | If startFinishOptions is -1 then called by user in getSolution |
---|
1116 | so do arrays but keep pivotVariable_ |
---|
1117 | */ |
---|
1118 | bool createRim(int what, bool makeRowCopy = false, int startFinishOptions = 0); |
---|
1119 | /// Does rows and columns |
---|
1120 | void createRim1(bool initial); |
---|
1121 | /// Does objective |
---|
1122 | void createRim4(bool initial); |
---|
1123 | /// Does rows and columns and objective |
---|
1124 | void createRim5(bool initial); |
---|
1125 | /** releases above arrays and does solution scaling out. May also |
---|
1126 | get rid of factorization data - |
---|
1127 | 0 get rid of nothing, 1 get rid of arrays, 2 also factorization |
---|
1128 | */ |
---|
1129 | void deleteRim(int getRidOfFactorizationData = 2); |
---|
1130 | /// Sanity check on input rim data (after scaling) - returns true if okay |
---|
1131 | bool sanityCheck(); |
---|
1132 | //@} |
---|
1133 | public: |
---|
1134 | /**@name public methods */ |
---|
1135 | //@{ |
---|
1136 | /** Return row or column sections - not as much needed as it |
---|
1137 | once was. These just map into single arrays */ |
---|
1138 | inline double *solutionRegion(int section) const |
---|
1139 | { |
---|
1140 | if (!section) |
---|
1141 | return rowActivityWork_; |
---|
1142 | else |
---|
1143 | return columnActivityWork_; |
---|
1144 | } |
---|
1145 | inline double *djRegion(int section) const |
---|
1146 | { |
---|
1147 | if (!section) |
---|
1148 | return rowReducedCost_; |
---|
1149 | else |
---|
1150 | return reducedCostWork_; |
---|
1151 | } |
---|
1152 | inline double *lowerRegion(int section) const |
---|
1153 | { |
---|
1154 | if (!section) |
---|
1155 | return rowLowerWork_; |
---|
1156 | else |
---|
1157 | return columnLowerWork_; |
---|
1158 | } |
---|
1159 | inline double *upperRegion(int section) const |
---|
1160 | { |
---|
1161 | if (!section) |
---|
1162 | return rowUpperWork_; |
---|
1163 | else |
---|
1164 | return columnUpperWork_; |
---|
1165 | } |
---|
1166 | inline double *costRegion(int section) const |
---|
1167 | { |
---|
1168 | if (!section) |
---|
1169 | return rowObjectiveWork_; |
---|
1170 | else |
---|
1171 | return objectiveWork_; |
---|
1172 | } |
---|
1173 | /// Return region as single array |
---|
1174 | inline double *solutionRegion() const |
---|
1175 | { |
---|
1176 | return solution_; |
---|
1177 | } |
---|
1178 | inline double *djRegion() const |
---|
1179 | { |
---|
1180 | return dj_; |
---|
1181 | } |
---|
1182 | inline double *lowerRegion() const |
---|
1183 | { |
---|
1184 | return lower_; |
---|
1185 | } |
---|
1186 | inline double *upperRegion() const |
---|
1187 | { |
---|
1188 | return upper_; |
---|
1189 | } |
---|
1190 | inline double *costRegion() const |
---|
1191 | { |
---|
1192 | return cost_; |
---|
1193 | } |
---|
1194 | inline Status getStatus(int sequence) const |
---|
1195 | { |
---|
1196 | return static_cast< Status >(status_[sequence] & 7); |
---|
1197 | } |
---|
1198 | inline void setStatus(int sequence, Status newstatus) |
---|
1199 | { |
---|
1200 | unsigned char &st_byte = status_[sequence]; |
---|
1201 | st_byte = static_cast< unsigned char >(st_byte & ~7); |
---|
1202 | st_byte = static_cast< unsigned char >(st_byte | newstatus); |
---|
1203 | } |
---|
1204 | /// Start or reset using maximumRows_ and Columns_ - true if change |
---|
1205 | bool startPermanentArrays(); |
---|
1206 | /** Normally the first factorization does sparse coding because |
---|
1207 | the factorization could be singular. This allows initial dense |
---|
1208 | factorization when it is known to be safe |
---|
1209 | */ |
---|
1210 | void setInitialDenseFactorization(bool onOff); |
---|
1211 | bool initialDenseFactorization() const; |
---|
1212 | /** Return sequence In or Out */ |
---|
1213 | inline int sequenceIn() const |
---|
1214 | { |
---|
1215 | return sequenceIn_; |
---|
1216 | } |
---|
1217 | inline int sequenceOut() const |
---|
1218 | { |
---|
1219 | return sequenceOut_; |
---|
1220 | } |
---|
1221 | /** Set sequenceIn or Out */ |
---|
1222 | inline void setSequenceIn(int sequence) |
---|
1223 | { |
---|
1224 | sequenceIn_ = sequence; |
---|
1225 | } |
---|
1226 | inline void setSequenceOut(int sequence) |
---|
1227 | { |
---|
1228 | sequenceOut_ = sequence; |
---|
1229 | } |
---|
1230 | /** Return direction In or Out */ |
---|
1231 | inline int directionIn() const |
---|
1232 | { |
---|
1233 | return directionIn_; |
---|
1234 | } |
---|
1235 | inline int directionOut() const |
---|
1236 | { |
---|
1237 | return directionOut_; |
---|
1238 | } |
---|
1239 | /** Set directionIn or Out */ |
---|
1240 | inline void setDirectionIn(int direction) |
---|
1241 | { |
---|
1242 | directionIn_ = direction; |
---|
1243 | } |
---|
1244 | inline void setDirectionOut(int direction) |
---|
1245 | { |
---|
1246 | directionOut_ = direction; |
---|
1247 | } |
---|
1248 | /// Value of Out variable |
---|
1249 | inline double valueOut() const |
---|
1250 | { |
---|
1251 | return valueOut_; |
---|
1252 | } |
---|
1253 | /// Lower of out variable |
---|
1254 | inline double lowerOut() const |
---|
1255 | { |
---|
1256 | return lowerOut_; |
---|
1257 | } |
---|
1258 | /// Upper of out variable |
---|
1259 | inline double upperOut() const |
---|
1260 | { |
---|
1261 | return upperOut_; |
---|
1262 | } |
---|
1263 | /// Set value of out variable |
---|
1264 | inline void setValueOut(double value) |
---|
1265 | { |
---|
1266 | valueOut_ = value; |
---|
1267 | } |
---|
1268 | /// Dual value of Out variable |
---|
1269 | inline double dualOut() const |
---|
1270 | { |
---|
1271 | return dualOut_; |
---|
1272 | } |
---|
1273 | /// Set dual value of out variable |
---|
1274 | inline void setDualOut(double value) |
---|
1275 | { |
---|
1276 | dualOut_ = value; |
---|
1277 | } |
---|
1278 | /// Set lower of out variable |
---|
1279 | inline void setLowerOut(double value) |
---|
1280 | { |
---|
1281 | lowerOut_ = value; |
---|
1282 | } |
---|
1283 | /// Set upper of out variable |
---|
1284 | inline void setUpperOut(double value) |
---|
1285 | { |
---|
1286 | upperOut_ = value; |
---|
1287 | } |
---|
1288 | /// Set theta of out variable |
---|
1289 | inline void setTheta(double value) |
---|
1290 | { |
---|
1291 | theta_ = value; |
---|
1292 | } |
---|
1293 | /// Returns 1 if sequence indicates column |
---|
1294 | inline int isColumn(int sequence) const |
---|
1295 | { |
---|
1296 | return sequence < numberColumns_ ? 1 : 0; |
---|
1297 | } |
---|
1298 | /// Returns sequence number within section |
---|
1299 | inline int sequenceWithin(int sequence) const |
---|
1300 | { |
---|
1301 | return sequence < numberColumns_ ? sequence : sequence - numberColumns_; |
---|
1302 | } |
---|
1303 | /// Return row or column values |
---|
1304 | inline double solution(int sequence) |
---|
1305 | { |
---|
1306 | return solution_[sequence]; |
---|
1307 | } |
---|
1308 | /// Return address of row or column values |
---|
1309 | inline double &solutionAddress(int sequence) |
---|
1310 | { |
---|
1311 | return solution_[sequence]; |
---|
1312 | } |
---|
1313 | inline double reducedCost(int sequence) |
---|
1314 | { |
---|
1315 | return dj_[sequence]; |
---|
1316 | } |
---|
1317 | inline double &reducedCostAddress(int sequence) |
---|
1318 | { |
---|
1319 | return dj_[sequence]; |
---|
1320 | } |
---|
1321 | inline double lower(int sequence) |
---|
1322 | { |
---|
1323 | return lower_[sequence]; |
---|
1324 | } |
---|
1325 | /// Return address of row or column lower bound |
---|
1326 | inline double &lowerAddress(int sequence) |
---|
1327 | { |
---|
1328 | return lower_[sequence]; |
---|
1329 | } |
---|
1330 | inline double upper(int sequence) |
---|
1331 | { |
---|
1332 | return upper_[sequence]; |
---|
1333 | } |
---|
1334 | /// Return address of row or column upper bound |
---|
1335 | inline double &upperAddress(int sequence) |
---|
1336 | { |
---|
1337 | return upper_[sequence]; |
---|
1338 | } |
---|
1339 | inline double cost(int sequence) |
---|
1340 | { |
---|
1341 | return cost_[sequence]; |
---|
1342 | } |
---|
1343 | /// Return address of row or column cost |
---|
1344 | inline double &costAddress(int sequence) |
---|
1345 | { |
---|
1346 | return cost_[sequence]; |
---|
1347 | } |
---|
1348 | /// Return original lower bound |
---|
1349 | inline double originalLower(int iSequence) const |
---|
1350 | { |
---|
1351 | if (iSequence < numberColumns_) |
---|
1352 | return columnLower_[iSequence]; |
---|
1353 | else |
---|
1354 | return rowLower_[iSequence - numberColumns_]; |
---|
1355 | } |
---|
1356 | /// Return original lower bound |
---|
1357 | inline double originalUpper(int iSequence) const |
---|
1358 | { |
---|
1359 | if (iSequence < numberColumns_) |
---|
1360 | return columnUpper_[iSequence]; |
---|
1361 | else |
---|
1362 | return rowUpper_[iSequence - numberColumns_]; |
---|
1363 | } |
---|
1364 | /// Theta (pivot change) |
---|
1365 | inline double theta() const |
---|
1366 | { |
---|
1367 | return theta_; |
---|
1368 | } |
---|
1369 | /// Lower Bound on In variable |
---|
1370 | inline double lowerIn() const |
---|
1371 | { |
---|
1372 | return lowerIn_; |
---|
1373 | } |
---|
1374 | /// Value of In variable |
---|
1375 | inline double valueIn() const |
---|
1376 | { |
---|
1377 | return valueIn_; |
---|
1378 | } |
---|
1379 | /// Upper Bound on In variable |
---|
1380 | inline double upperIn() const |
---|
1381 | { |
---|
1382 | return upperIn_; |
---|
1383 | } |
---|
1384 | /** Best possible improvement using djs (primal) or |
---|
1385 | obj change by flipping bounds to make dual feasible (dual) */ |
---|
1386 | inline double bestPossibleImprovement() const |
---|
1387 | { |
---|
1388 | return bestPossibleImprovement_; |
---|
1389 | } |
---|
1390 | /// Return pointer to details of costs |
---|
1391 | inline ClpNonLinearCost *nonLinearCost() const |
---|
1392 | { |
---|
1393 | return nonLinearCost_; |
---|
1394 | } |
---|
1395 | /// Set pointer to details of costs |
---|
1396 | void setNonLinearCost(ClpNonLinearCost &nonLinearCost); |
---|
1397 | /** Return more special options |
---|
1398 | 1 bit - if presolve says infeasible in ClpSolve return |
---|
1399 | 2 bit - if presolved problem infeasible return |
---|
1400 | 4 bit - keep arrays like upper_ around |
---|
1401 | 8 bit - no free or superBasic variables |
---|
1402 | 16 bit - if checking replaceColumn accuracy before updating |
---|
1403 | 32 bit - say optimal if primal feasible! |
---|
1404 | 64 bit - give up easily in dual (and say infeasible) |
---|
1405 | 128 bit - no objective, 0-1 and in B&B |
---|
1406 | 256 bit - in primal from dual or vice versa |
---|
1407 | 512 bit - alternative use of solveType_ |
---|
1408 | 1024 bit - don't do row copy of factorization |
---|
1409 | 2048 bit - perturb in complete fathoming |
---|
1410 | 4096 bit - try more for complete fathoming |
---|
1411 | 8192 bit - don't even think of using primal if user asks for dual (and vv) |
---|
1412 | 16384 bit - in initialSolve so be more flexible |
---|
1413 | 32768 bit - don't swap algorithms from dual if small infeasibility |
---|
1414 | 65536 bit - perturb in postsolve cleanup (even if < 10000 rows) |
---|
1415 | 131072 bit (*3) initial stateDualColumn |
---|
1416 | 524288 bit - stop when primal feasible |
---|
1417 | 1048576 bit - stop when primal feasible after n-1000000 iterations |
---|
1418 | 2097152 bit - no primal in fastDual2 if feasible |
---|
1419 | 4194304 bit - tolerances have been changed by code |
---|
1420 | 8388608 bit - tolerances are dynamic (at first) |
---|
1421 | 16777216 bit - if factorization kept can still declare optimal at once |
---|
1422 | */ |
---|
1423 | inline int moreSpecialOptions() const |
---|
1424 | { |
---|
1425 | return moreSpecialOptions_; |
---|
1426 | } |
---|
1427 | /// Get vector mode |
---|
1428 | inline int vectorMode() const |
---|
1429 | { |
---|
1430 | return vectorMode_; |
---|
1431 | } |
---|
1432 | /** Set more special options |
---|
1433 | 1 bit - if presolve says infeasible in ClpSolve return |
---|
1434 | 2 bit - if presolved problem infeasible return |
---|
1435 | 4 bit - keep arrays like upper_ around |
---|
1436 | 8 bit - no free or superBasic variables |
---|
1437 | 16 bit - if checking replaceColumn accuracy before updating |
---|
1438 | 32 bit - say optimal if primal feasible! |
---|
1439 | 64 bit - give up easily in dual (and say infeasible) |
---|
1440 | 128 bit - no objective, 0-1 and in B&B |
---|
1441 | 256 bit - in primal from dual or vice versa |
---|
1442 | 512 bit - alternative use of solveType_ |
---|
1443 | 1024 bit - don't do row copy of factorization |
---|
1444 | 2048 bit - perturb in complete fathoming |
---|
1445 | 4096 bit - try more for complete fathoming |
---|
1446 | 8192 bit - don't even think of using primal if user asks for dual (and vv) |
---|
1447 | 16384 bit - in initialSolve so be more flexible |
---|
1448 | 32768 bit - don't swap algorithms from dual if small infeasibility |
---|
1449 | 65536 bit - perturb in postsolve cleanup (even if < 10000 rows) |
---|
1450 | 131072 bit (*3) initial stateDualColumn |
---|
1451 | 524288 bit - stop when primal feasible |
---|
1452 | 1048576 bit - don't perturb even if long time |
---|
1453 | 2097152 bit - no primal in fastDual2 if feasible |
---|
1454 | 4194304 bit - tolerances have been changed by code |
---|
1455 | 8388608 bit - tolerances are dynamic (at first) |
---|
1456 | 16777216 bit - if factorization kept can still declare optimal at once |
---|
1457 | */ |
---|
1458 | inline void setMoreSpecialOptions(int value) |
---|
1459 | { |
---|
1460 | moreSpecialOptions_ = value; |
---|
1461 | } |
---|
1462 | /// Set vector mode |
---|
1463 | inline void setVectorMode(int value) |
---|
1464 | { |
---|
1465 | vectorMode_ = value; |
---|
1466 | } |
---|
1467 | //@} |
---|
1468 | /**@name status methods */ |
---|
1469 | //@{ |
---|
1470 | inline void setFakeBound(int sequence, FakeBound fakeBound) |
---|
1471 | { |
---|
1472 | unsigned char &st_byte = status_[sequence]; |
---|
1473 | st_byte = static_cast< unsigned char >(st_byte & ~24); |
---|
1474 | st_byte = static_cast< unsigned char >(st_byte | (fakeBound << 3)); |
---|
1475 | } |
---|
1476 | inline FakeBound getFakeBound(int sequence) const |
---|
1477 | { |
---|
1478 | return static_cast< FakeBound >((status_[sequence] >> 3) & 3); |
---|
1479 | } |
---|
1480 | inline void setRowStatus(int sequence, Status newstatus) |
---|
1481 | { |
---|
1482 | unsigned char &st_byte = status_[sequence + numberColumns_]; |
---|
1483 | st_byte = static_cast< unsigned char >(st_byte & ~7); |
---|
1484 | st_byte = static_cast< unsigned char >(st_byte | newstatus); |
---|
1485 | } |
---|
1486 | inline Status getRowStatus(int sequence) const |
---|
1487 | { |
---|
1488 | return static_cast< Status >(status_[sequence + numberColumns_] & 7); |
---|
1489 | } |
---|
1490 | inline void setColumnStatus(int sequence, Status newstatus) |
---|
1491 | { |
---|
1492 | unsigned char &st_byte = status_[sequence]; |
---|
1493 | st_byte = static_cast< unsigned char >(st_byte & ~7); |
---|
1494 | st_byte = static_cast< unsigned char >(st_byte | newstatus); |
---|
1495 | } |
---|
1496 | inline Status getColumnStatus(int sequence) const |
---|
1497 | { |
---|
1498 | return static_cast< Status >(status_[sequence] & 7); |
---|
1499 | } |
---|
1500 | inline void setPivoted(int sequence) |
---|
1501 | { |
---|
1502 | status_[sequence] = static_cast< unsigned char >(status_[sequence] | 32); |
---|
1503 | } |
---|
1504 | inline void clearPivoted(int sequence) |
---|
1505 | { |
---|
1506 | status_[sequence] = static_cast< unsigned char >(status_[sequence] & ~32); |
---|
1507 | } |
---|
1508 | inline bool pivoted(int sequence) const |
---|
1509 | { |
---|
1510 | return (((status_[sequence] >> 5) & 1) != 0); |
---|
1511 | } |
---|
1512 | /// To flag a variable (not inline to allow for column generation) |
---|
1513 | void setFlagged(int sequence); |
---|
1514 | inline void clearFlagged(int sequence) |
---|
1515 | { |
---|
1516 | status_[sequence] = static_cast< unsigned char >(status_[sequence] & ~64); |
---|
1517 | } |
---|
1518 | inline bool flagged(int sequence) const |
---|
1519 | { |
---|
1520 | return ((status_[sequence] & 64) != 0); |
---|
1521 | } |
---|
1522 | /// To say row active in primal pivot row choice |
---|
1523 | inline void setActive(int iRow) |
---|
1524 | { |
---|
1525 | status_[iRow] = static_cast< unsigned char >(status_[iRow] | 128); |
---|
1526 | } |
---|
1527 | inline void clearActive(int iRow) |
---|
1528 | { |
---|
1529 | status_[iRow] = static_cast< unsigned char >(status_[iRow] & ~128); |
---|
1530 | } |
---|
1531 | inline bool active(int iRow) const |
---|
1532 | { |
---|
1533 | return ((status_[iRow] & 128) != 0); |
---|
1534 | } |
---|
1535 | /// To say perturbed |
---|
1536 | inline void setPerturbed(int iSequence) |
---|
1537 | { |
---|
1538 | status_[iSequence] = static_cast< unsigned char >(status_[iSequence] | 128); |
---|
1539 | } |
---|
1540 | inline void clearPerturbed(int iSequence) |
---|
1541 | { |
---|
1542 | status_[iSequence] = static_cast< unsigned char >(status_[iSequence] & ~128); |
---|
1543 | } |
---|
1544 | inline bool perturbed(int iSequence) const |
---|
1545 | { |
---|
1546 | return ((status_[iSequence] & 128) != 0); |
---|
1547 | } |
---|
1548 | /** Set up status array (can be used by OsiClp). |
---|
1549 | Also can be used to set up all slack basis */ |
---|
1550 | void createStatus(); |
---|
1551 | /** Sets up all slack basis and resets solution to |
---|
1552 | as it was after initial load or readMps */ |
---|
1553 | void allSlackBasis(bool resetSolution = false); |
---|
1554 | |
---|
1555 | /// So we know when to be cautious |
---|
1556 | inline int lastBadIteration() const |
---|
1557 | { |
---|
1558 | return lastBadIteration_; |
---|
1559 | } |
---|
1560 | /// Set so we know when to be cautious |
---|
1561 | inline void setLastBadIteration(int value) |
---|
1562 | { |
---|
1563 | lastBadIteration_ = value; |
---|
1564 | } |
---|
1565 | /// Progress flag - at present 0 bit says artificials out |
---|
1566 | inline int progressFlag() const |
---|
1567 | { |
---|
1568 | return (progressFlag_ & 3); |
---|
1569 | } |
---|
1570 | /// For dealing with all issues of cycling etc |
---|
1571 | inline ClpSimplexProgress *progress() |
---|
1572 | { |
---|
1573 | return &progress_; |
---|
1574 | } |
---|
1575 | /// Force re-factorization early value |
---|
1576 | inline int forceFactorization() const |
---|
1577 | { |
---|
1578 | return forceFactorization_; |
---|
1579 | } |
---|
1580 | /// Force re-factorization early |
---|
1581 | inline void forceFactorization(int value) |
---|
1582 | { |
---|
1583 | forceFactorization_ = value; |
---|
1584 | } |
---|
1585 | /// Raw objective value (so always minimize in primal) |
---|
1586 | inline double rawObjectiveValue() const |
---|
1587 | { |
---|
1588 | return objectiveValue_; |
---|
1589 | } |
---|
1590 | /// Compute objective value from solution and put in objectiveValue_ |
---|
1591 | void computeObjectiveValue(bool useWorkingSolution = false); |
---|
1592 | /// Compute minimization objective value from internal solution without perturbation |
---|
1593 | double computeInternalObjectiveValue(); |
---|
1594 | /** Infeasibility/unbounded ray (NULL returned if none/wrong) |
---|
1595 | Up to user to use delete [] on these arrays. */ |
---|
1596 | double *infeasibilityRay(bool fullRay = false) const; |
---|
1597 | /** Number of extra rows. These are ones which will be dynamically created |
---|
1598 | each iteration. This is for GUB but may have other uses. |
---|
1599 | */ |
---|
1600 | inline int numberExtraRows() const |
---|
1601 | { |
---|
1602 | return numberExtraRows_; |
---|
1603 | } |
---|
1604 | /** Maximum number of basic variables - can be more than number of rows if GUB |
---|
1605 | */ |
---|
1606 | inline int maximumBasic() const |
---|
1607 | { |
---|
1608 | return maximumBasic_; |
---|
1609 | } |
---|
1610 | /// Iteration when we entered dual or primal |
---|
1611 | inline int baseIteration() const |
---|
1612 | { |
---|
1613 | return baseIteration_; |
---|
1614 | } |
---|
1615 | /// Create C++ lines to get to current state |
---|
1616 | void generateCpp(FILE *fp, bool defaultFactor = false); |
---|
1617 | /// Gets clean and emptyish factorization |
---|
1618 | ClpFactorization *getEmptyFactorization(); |
---|
1619 | /// May delete or may make clean and emptyish factorization |
---|
1620 | void setEmptyFactorization(); |
---|
1621 | /// Move status and solution across |
---|
1622 | void moveInfo(const ClpSimplex &rhs, bool justStatus = false); |
---|
1623 | //@} |
---|
1624 | |
---|
1625 | ///@name Basis handling |
---|
1626 | // These are only to be used using startFinishOptions (ClpSimplexDual, ClpSimplexPrimal) |
---|
1627 | // *** At present only without scaling |
---|
1628 | // *** Slacks havve -1.0 element (so == row activity) - take care |
---|
1629 | ///Get a row of the tableau (slack part in slack if not NULL) |
---|
1630 | void getBInvARow(int row, double *z, double *slack = NULL); |
---|
1631 | |
---|
1632 | ///Get a row of the basis inverse |
---|
1633 | void getBInvRow(int row, double *z); |
---|
1634 | |
---|
1635 | ///Get a column of the tableau |
---|
1636 | void getBInvACol(int col, double *vec); |
---|
1637 | |
---|
1638 | ///Get a column of the basis inverse |
---|
1639 | void getBInvCol(int col, double *vec); |
---|
1640 | |
---|
1641 | /** Get basic indices (order of indices corresponds to the |
---|
1642 | order of elements in a vector retured by getBInvACol() and |
---|
1643 | getBInvCol()). |
---|
1644 | */ |
---|
1645 | void getBasics(int *index); |
---|
1646 | |
---|
1647 | //@} |
---|
1648 | //------------------------------------------------------------------------- |
---|
1649 | /**@name Changing bounds on variables and constraints */ |
---|
1650 | //@{ |
---|
1651 | /** Set an objective function coefficient */ |
---|
1652 | void setObjectiveCoefficient(int elementIndex, double elementValue); |
---|
1653 | /** Set an objective function coefficient */ |
---|
1654 | inline void setObjCoeff(int elementIndex, double elementValue) |
---|
1655 | { |
---|
1656 | setObjectiveCoefficient(elementIndex, elementValue); |
---|
1657 | } |
---|
1658 | |
---|
1659 | /** Set a single column lower bound<br> |
---|
1660 | Use -DBL_MAX for -infinity. */ |
---|
1661 | void setColumnLower(int elementIndex, double elementValue); |
---|
1662 | |
---|
1663 | /** Set a single column upper bound<br> |
---|
1664 | Use DBL_MAX for infinity. */ |
---|
1665 | void setColumnUpper(int elementIndex, double elementValue); |
---|
1666 | |
---|
1667 | /** Set a single column lower and upper bound */ |
---|
1668 | void setColumnBounds(int elementIndex, |
---|
1669 | double lower, double upper); |
---|
1670 | |
---|
1671 | /** Set the bounds on a number of columns simultaneously<br> |
---|
1672 | The default implementation just invokes setColLower() and |
---|
1673 | setColUpper() over and over again. |
---|
1674 | @param indexFirst,indexLast pointers to the beginning and after the |
---|
1675 | end of the array of the indices of the variables whose |
---|
1676 | <em>either</em> bound changes |
---|
1677 | @param boundList the new lower/upper bound pairs for the variables |
---|
1678 | */ |
---|
1679 | void setColumnSetBounds(const int *indexFirst, |
---|
1680 | const int *indexLast, |
---|
1681 | const double *boundList); |
---|
1682 | |
---|
1683 | /** Set a single column lower bound<br> |
---|
1684 | Use -DBL_MAX for -infinity. */ |
---|
1685 | inline void setColLower(int elementIndex, double elementValue) |
---|
1686 | { |
---|
1687 | setColumnLower(elementIndex, elementValue); |
---|
1688 | } |
---|
1689 | /** Set a single column upper bound<br> |
---|
1690 | Use DBL_MAX for infinity. */ |
---|
1691 | inline void setColUpper(int elementIndex, double elementValue) |
---|
1692 | { |
---|
1693 | setColumnUpper(elementIndex, elementValue); |
---|
1694 | } |
---|
1695 | |
---|
1696 | /** Set a single column lower and upper bound */ |
---|
1697 | inline void setColBounds(int elementIndex, |
---|
1698 | double newlower, double newupper) |
---|
1699 | { |
---|
1700 | setColumnBounds(elementIndex, newlower, newupper); |
---|
1701 | } |
---|
1702 | |
---|
1703 | /** Set the bounds on a number of columns simultaneously<br> |
---|
1704 | @param indexFirst,indexLast pointers to the beginning and after the |
---|
1705 | end of the array of the indices of the variables whose |
---|
1706 | <em>either</em> bound changes |
---|
1707 | @param boundList the new lower/upper bound pairs for the variables |
---|
1708 | */ |
---|
1709 | inline void setColSetBounds(const int *indexFirst, |
---|
1710 | const int *indexLast, |
---|
1711 | const double *boundList) |
---|
1712 | { |
---|
1713 | setColumnSetBounds(indexFirst, indexLast, boundList); |
---|
1714 | } |
---|
1715 | |
---|
1716 | /** Set a single row lower bound<br> |
---|
1717 | Use -DBL_MAX for -infinity. */ |
---|
1718 | void setRowLower(int elementIndex, double elementValue); |
---|
1719 | |
---|
1720 | /** Set a single row upper bound<br> |
---|
1721 | Use DBL_MAX for infinity. */ |
---|
1722 | void setRowUpper(int elementIndex, double elementValue); |
---|
1723 | |
---|
1724 | /** Set a single row lower and upper bound */ |
---|
1725 | void setRowBounds(int elementIndex, |
---|
1726 | double lower, double upper); |
---|
1727 | |
---|
1728 | /** Set the bounds on a number of rows simultaneously<br> |
---|
1729 | @param indexFirst,indexLast pointers to the beginning and after the |
---|
1730 | end of the array of the indices of the constraints whose |
---|
1731 | <em>either</em> bound changes |
---|
1732 | @param boundList the new lower/upper bound pairs for the constraints |
---|
1733 | */ |
---|
1734 | void setRowSetBounds(const int *indexFirst, |
---|
1735 | const int *indexLast, |
---|
1736 | const double *boundList); |
---|
1737 | /// Resizes rim part of model |
---|
1738 | void resize(int newNumberRows, int newNumberColumns); |
---|
1739 | |
---|
1740 | //@} |
---|
1741 | |
---|
1742 | ////////////////// data ////////////////// |
---|
1743 | protected: |
---|
1744 | /**@name data. Many arrays have a row part and a column part. |
---|
1745 | There is a single array with both - columns then rows and |
---|
1746 | then normally two arrays pointing to rows and columns. The |
---|
1747 | single array is the owner of memory |
---|
1748 | */ |
---|
1749 | //@{ |
---|
1750 | /** Best possible improvement using djs (primal) or |
---|
1751 | obj change by flipping bounds to make dual feasible (dual) */ |
---|
1752 | double bestPossibleImprovement_; |
---|
1753 | /// Zero tolerance |
---|
1754 | double zeroTolerance_; |
---|
1755 | /// Sequence of worst (-1 if feasible) |
---|
1756 | int columnPrimalSequence_; |
---|
1757 | /// Sequence of worst (-1 if feasible) |
---|
1758 | int rowPrimalSequence_; |
---|
1759 | /// "Best" objective value |
---|
1760 | double bestObjectiveValue_; |
---|
1761 | /// More special options - see set for details |
---|
1762 | int moreSpecialOptions_; |
---|
1763 | /// Iteration when we entered dual or primal |
---|
1764 | int baseIteration_; |
---|
1765 | /// Vector mode - try and use vector instructions |
---|
1766 | int vectorMode_; |
---|
1767 | /// Primal tolerance needed to make dual feasible (<largeTolerance) |
---|
1768 | double primalToleranceToGetOptimal_; |
---|
1769 | /// Large bound value (for complementarity etc) |
---|
1770 | double largeValue_; |
---|
1771 | /// Largest error on Ax-b |
---|
1772 | double largestPrimalError_; |
---|
1773 | /// Largest error on basic duals |
---|
1774 | double largestDualError_; |
---|
1775 | /// For computing whether to re-factorize |
---|
1776 | double alphaAccuracy_; |
---|
1777 | /// Dual bound |
---|
1778 | double dualBound_; |
---|
1779 | /// Alpha (pivot element) |
---|
1780 | double alpha_; |
---|
1781 | /// Theta (pivot change) |
---|
1782 | double theta_; |
---|
1783 | /// Lower Bound on In variable |
---|
1784 | double lowerIn_; |
---|
1785 | /// Value of In variable |
---|
1786 | double valueIn_; |
---|
1787 | /// Upper Bound on In variable |
---|
1788 | double upperIn_; |
---|
1789 | /// Reduced cost of In variable |
---|
1790 | double dualIn_; |
---|
1791 | /// Lower Bound on Out variable |
---|
1792 | double lowerOut_; |
---|
1793 | /// Value of Out variable |
---|
1794 | double valueOut_; |
---|
1795 | /// Upper Bound on Out variable |
---|
1796 | double upperOut_; |
---|
1797 | /// Infeasibility (dual) or ? (primal) of Out variable |
---|
1798 | double dualOut_; |
---|
1799 | /// Current dual tolerance for algorithm |
---|
1800 | double dualTolerance_; |
---|
1801 | /// Current primal tolerance for algorithm |
---|
1802 | double primalTolerance_; |
---|
1803 | /// Sum of dual infeasibilities |
---|
1804 | double sumDualInfeasibilities_; |
---|
1805 | /// Sum of primal infeasibilities |
---|
1806 | double sumPrimalInfeasibilities_; |
---|
1807 | /// Weight assigned to being infeasible in primal |
---|
1808 | double infeasibilityCost_; |
---|
1809 | /// Sum of Dual infeasibilities using tolerance based on error in duals |
---|
1810 | double sumOfRelaxedDualInfeasibilities_; |
---|
1811 | /// Sum of Primal infeasibilities using tolerance based on error in primals |
---|
1812 | double sumOfRelaxedPrimalInfeasibilities_; |
---|
1813 | /// Acceptable pivot value just after factorization |
---|
1814 | double acceptablePivot_; |
---|
1815 | /// Minimum primal tolerance |
---|
1816 | double minimumPrimalTolerance_; |
---|
1817 | /// Last few infeasibilities |
---|
1818 | #define CLP_INFEAS_SAVE 5 |
---|
1819 | double averageInfeasibility_[CLP_INFEAS_SAVE]; |
---|
1820 | /// Working copy of lower bounds (Owner of arrays below) |
---|
1821 | double *lower_; |
---|
1822 | /// Row lower bounds - working copy |
---|
1823 | double *rowLowerWork_; |
---|
1824 | /// Column lower bounds - working copy |
---|
1825 | double *columnLowerWork_; |
---|
1826 | /// Working copy of upper bounds (Owner of arrays below) |
---|
1827 | double *upper_; |
---|
1828 | /// Row upper bounds - working copy |
---|
1829 | double *rowUpperWork_; |
---|
1830 | /// Column upper bounds - working copy |
---|
1831 | double *columnUpperWork_; |
---|
1832 | /// Working copy of objective (Owner of arrays below) |
---|
1833 | double *cost_; |
---|
1834 | /// Row objective - working copy |
---|
1835 | double *rowObjectiveWork_; |
---|
1836 | /// Column objective - working copy |
---|
1837 | double *objectiveWork_; |
---|
1838 | /// Useful row length arrays |
---|
1839 | CoinIndexedVector *rowArray_[6]; |
---|
1840 | /// Useful column length arrays |
---|
1841 | CoinIndexedVector *columnArray_[6]; |
---|
1842 | /// Sequence of In variable |
---|
1843 | int sequenceIn_; |
---|
1844 | /// Direction of In, 1 going up, -1 going down, 0 not a clue |
---|
1845 | int directionIn_; |
---|
1846 | /// Sequence of Out variable |
---|
1847 | int sequenceOut_; |
---|
1848 | /// Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic |
---|
1849 | int directionOut_; |
---|
1850 | /// Pivot Row |
---|
1851 | int pivotRow_; |
---|
1852 | /// Last good iteration (immediately after a re-factorization) |
---|
1853 | int lastGoodIteration_; |
---|
1854 | /// Working copy of reduced costs (Owner of arrays below) |
---|
1855 | double *dj_; |
---|
1856 | /// Reduced costs of slacks not same as duals (or - duals) |
---|
1857 | double *rowReducedCost_; |
---|
1858 | /// Possible scaled reduced costs |
---|
1859 | double *reducedCostWork_; |
---|
1860 | /// Working copy of primal solution (Owner of arrays below) |
---|
1861 | double *solution_; |
---|
1862 | /// Row activities - working copy |
---|
1863 | double *rowActivityWork_; |
---|
1864 | /// Column activities - working copy |
---|
1865 | double *columnActivityWork_; |
---|
1866 | /// Number of dual infeasibilities |
---|
1867 | int numberDualInfeasibilities_; |
---|
1868 | /// Number of dual infeasibilities (without free) |
---|
1869 | int numberDualInfeasibilitiesWithoutFree_; |
---|
1870 | /// Number of primal infeasibilities |
---|
1871 | int numberPrimalInfeasibilities_; |
---|
1872 | /// How many iterative refinements to do |
---|
1873 | int numberRefinements_; |
---|
1874 | /// dual row pivot choice |
---|
1875 | ClpDualRowPivot *dualRowPivot_; |
---|
1876 | /// primal column pivot choice |
---|
1877 | ClpPrimalColumnPivot *primalColumnPivot_; |
---|
1878 | /// Basic variables pivoting on which rows |
---|
1879 | int *pivotVariable_; |
---|
1880 | /// factorization |
---|
1881 | ClpFactorization *factorization_; |
---|
1882 | /// Saved version of solution |
---|
1883 | double *savedSolution_; |
---|
1884 | /// Number of times code has tentatively thought optimal |
---|
1885 | int numberTimesOptimal_; |
---|
1886 | /// Disaster handler |
---|
1887 | ClpDisasterHandler *disasterArea_; |
---|
1888 | /// If change has been made (first attempt at stopping looping) |
---|
1889 | int changeMade_; |
---|
1890 | /// Algorithm >0 == Primal, <0 == Dual |
---|
1891 | int algorithm_; |
---|
1892 | /** Now for some reliability aids |
---|
1893 | This forces re-factorization early */ |
---|
1894 | int forceFactorization_; |
---|
1895 | /** Perturbation: |
---|
1896 | -50 to +50 - perturb by this power of ten (-6 sounds good) |
---|
1897 | 100 - auto perturb if takes too long (1.0e-6 largest nonzero) |
---|
1898 | 101 - we are perturbed |
---|
1899 | 102 - don't try perturbing again |
---|
1900 | default is 100 |
---|
1901 | */ |
---|
1902 | int perturbation_; |
---|
1903 | /// Saved status regions |
---|
1904 | unsigned char *saveStatus_; |
---|
1905 | /** Very wasteful way of dealing with infeasibilities in primal. |
---|
1906 | However it will allow non-linearities and use of dual |
---|
1907 | analysis. If it doesn't work it can easily be replaced. |
---|
1908 | */ |
---|
1909 | ClpNonLinearCost *nonLinearCost_; |
---|
1910 | /// So we know when to be cautious |
---|
1911 | int lastBadIteration_; |
---|
1912 | /// So we know when to open up again |
---|
1913 | int lastFlaggedIteration_; |
---|
1914 | /// Can be used for count of fake bounds (dual) or fake costs (primal) |
---|
1915 | int numberFake_; |
---|
1916 | /// Can be used for count of changed costs (dual) or changed bounds (primal) |
---|
1917 | int numberChanged_; |
---|
1918 | /// Progress flag - at present 0 bit says artificials out, 1 free in |
---|
1919 | int progressFlag_; |
---|
1920 | /// First free/super-basic variable (-1 if none) |
---|
1921 | int firstFree_; |
---|
1922 | /** Number of extra rows. These are ones which will be dynamically created |
---|
1923 | each iteration. This is for GUB but may have other uses. |
---|
1924 | */ |
---|
1925 | int numberExtraRows_; |
---|
1926 | /** Maximum number of basic variables - can be more than number of rows if GUB |
---|
1927 | */ |
---|
1928 | int maximumBasic_; |
---|
1929 | /// If may skip final factorize then allow up to this pivots (default 20) |
---|
1930 | int dontFactorizePivots_; |
---|
1931 | /** For advanced use. When doing iterative solves things can get |
---|
1932 | nasty so on values pass if incoming solution has largest |
---|
1933 | infeasibility < incomingInfeasibility throw out variables |
---|
1934 | from basis until largest infeasibility < allowedInfeasibility. |
---|
1935 | if allowedInfeasibility>= incomingInfeasibility this is |
---|
1936 | always possible altough you may end up with an all slack basis. |
---|
1937 | |
---|
1938 | Defaults are 1.0,10.0 |
---|
1939 | */ |
---|
1940 | double incomingInfeasibility_; |
---|
1941 | double allowedInfeasibility_; |
---|
1942 | /// Automatic scaling of objective and rhs and bounds |
---|
1943 | int automaticScale_; |
---|
1944 | /// Maximum perturbation array size (take out when code rewritten) |
---|
1945 | int maximumPerturbationSize_; |
---|
1946 | /// Perturbation array (maximumPerturbationSize_) |
---|
1947 | double *perturbationArray_; |
---|
1948 | /// A copy of model with certain state - normally without cuts |
---|
1949 | ClpSimplex *baseModel_; |
---|
1950 | /// For dealing with all issues of cycling etc |
---|
1951 | ClpSimplexProgress progress_; |
---|
1952 | #ifdef ABC_INHERIT |
---|
1953 | AbcSimplex *abcSimplex_; |
---|
1954 | int abcState_; |
---|
1955 | #define CLP_ABC_WANTED 1 |
---|
1956 | #define CLP_ABC_WANTED_PARALLEL 2 |
---|
1957 | #define CLP_ABC_FULL_DONE 8 |
---|
1958 | // bits 256,512,1024 for crash |
---|
1959 | #endif |
---|
1960 | #define CLP_ABC_BEEN_FEASIBLE 65536 |
---|
1961 | /// Number of degenerate pivots since last perturbed |
---|
1962 | int numberDegeneratePivots_; |
---|
1963 | |
---|
1964 | public: |
---|
1965 | /// Spare int array for passing information [0]!=0 switches on |
---|
1966 | mutable int spareIntArray_[4]; |
---|
1967 | /// Spare double array for passing information [0]!=0 switches on |
---|
1968 | mutable double spareDoubleArray_[4]; |
---|
1969 | |
---|
1970 | protected: |
---|
1971 | /// Allow OsiClp certain perks |
---|
1972 | friend class OsiClpSolverInterface; |
---|
1973 | /// And OsiCLP |
---|
1974 | friend class OsiCLPSolverInterface; |
---|
1975 | //@} |
---|
1976 | }; |
---|
1977 | //############################################################################# |
---|
1978 | /** A function that tests the methods in the ClpSimplex class. The |
---|
1979 | only reason for it not to be a member method is that this way it doesn't |
---|
1980 | have to be compiled into the library. And that's a gain, because the |
---|
1981 | library should be compiled with optimization on, but this method should be |
---|
1982 | compiled with debugging. |
---|
1983 | |
---|
1984 | It also does some testing of ClpFactorization class |
---|
1985 | */ |
---|
1986 | void ClpSimplexUnitTest(const std::string &mpsDir); |
---|
1987 | |
---|
1988 | // For Devex stuff |
---|
1989 | #define DEVEX_TRY_NORM 1.0e-4 |
---|
1990 | #define DEVEX_ADD_ONE 1.0 |
---|
1991 | #if defined(ABC_INHERIT) || defined(CBC_THREAD) || defined(THREADS_IN_ANALYZE) |
---|
1992 | // Use pthreads |
---|
1993 | #include <pthread.h> |
---|
1994 | typedef struct { |
---|
1995 | double result; |
---|
1996 | //const CoinIndexedVector * constVector; // can get rid of |
---|
1997 | //CoinIndexedVector * vectors[2]; // can get rid of |
---|
1998 | void *extraInfo; |
---|
1999 | void *extraInfo2; |
---|
2000 | int status; |
---|
2001 | int stuff[4]; |
---|
2002 | } CoinThreadInfo; |
---|
2003 | class CoinPthreadStuff { |
---|
2004 | public: |
---|
2005 | /**@name Constructors and destructor and copy */ |
---|
2006 | //@{ |
---|
2007 | /** Main constructor |
---|
2008 | */ |
---|
2009 | CoinPthreadStuff(int numberThreads = 0, |
---|
2010 | void *parallelManager(void *stuff) = NULL); |
---|
2011 | /// Assignment operator. This copies the data |
---|
2012 | CoinPthreadStuff &operator=(const CoinPthreadStuff &rhs); |
---|
2013 | /// Destructor |
---|
2014 | ~CoinPthreadStuff(); |
---|
2015 | /// set stop start |
---|
2016 | inline void setStopStart(int value) |
---|
2017 | { |
---|
2018 | stopStart_ = value; |
---|
2019 | } |
---|
2020 | #ifndef NUMBER_THREADS |
---|
2021 | #define NUMBER_THREADS 8 |
---|
2022 | #endif |
---|
2023 | // For waking up thread |
---|
2024 | inline pthread_mutex_t *mutexPointer(int which, int thread = 0) |
---|
2025 | { |
---|
2026 | return mutex_ + which + 3 * thread; |
---|
2027 | } |
---|
2028 | #ifdef PTHREAD_BARRIER_SERIAL_THREAD |
---|
2029 | inline pthread_barrier_t *barrierPointer() |
---|
2030 | { |
---|
2031 | return &barrier_; |
---|
2032 | } |
---|
2033 | #endif |
---|
2034 | inline int whichLocked(int thread = 0) const |
---|
2035 | { |
---|
2036 | return locked_[thread]; |
---|
2037 | } |
---|
2038 | inline CoinThreadInfo *threadInfoPointer(int thread = 0) |
---|
2039 | { |
---|
2040 | return threadInfo_ + thread; |
---|
2041 | } |
---|
2042 | void startParallelTask(int type, int iThread, void *info = NULL); |
---|
2043 | int waitParallelTask(int type, int &iThread, bool allowIdle); |
---|
2044 | void waitAllTasks(); |
---|
2045 | /// so thread can find out which one it is |
---|
2046 | int whichThread() const; |
---|
2047 | void sayIdle(int iThread); |
---|
2048 | //void startThreads(int numberThreads); |
---|
2049 | //void stopThreads(); |
---|
2050 | // For waking up thread |
---|
2051 | pthread_mutex_t mutex_[3 * (NUMBER_THREADS + 1)]; |
---|
2052 | #ifdef PTHREAD_BARRIER_SERIAL_THREAD |
---|
2053 | pthread_barrier_t barrier_; |
---|
2054 | #endif |
---|
2055 | CoinThreadInfo threadInfo_[NUMBER_THREADS + 1]; |
---|
2056 | pthread_t abcThread_[NUMBER_THREADS + 1]; |
---|
2057 | int locked_[NUMBER_THREADS + 1]; |
---|
2058 | int stopStart_; |
---|
2059 | int numberThreads_; |
---|
2060 | }; |
---|
2061 | void *clp_parallelManager(void *stuff); |
---|
2062 | #endif |
---|
2063 | typedef struct { |
---|
2064 | double upperTheta; |
---|
2065 | double bestPossible; |
---|
2066 | double acceptablePivot; |
---|
2067 | double tolerance; |
---|
2068 | double dualTolerance; |
---|
2069 | double theta; |
---|
2070 | double primalRatio; |
---|
2071 | double changeObj; |
---|
2072 | const double *COIN_RESTRICT cost; |
---|
2073 | double *COIN_RESTRICT solution; |
---|
2074 | double *COIN_RESTRICT reducedCost; |
---|
2075 | const double *COIN_RESTRICT lower; |
---|
2076 | const double *COIN_RESTRICT upper; |
---|
2077 | double *COIN_RESTRICT work; |
---|
2078 | int *COIN_RESTRICT index; |
---|
2079 | double *COIN_RESTRICT spare; |
---|
2080 | const unsigned char *COIN_RESTRICT status; |
---|
2081 | int *COIN_RESTRICT which; |
---|
2082 | double *COIN_RESTRICT infeas; |
---|
2083 | const int *COIN_RESTRICT pivotVariable; |
---|
2084 | const double *COIN_RESTRICT element; |
---|
2085 | const CoinBigIndex *COIN_RESTRICT start; |
---|
2086 | const int *COIN_RESTRICT row; |
---|
2087 | int numberAdded; |
---|
2088 | int numberInfeasibilities; |
---|
2089 | int numberRemaining; |
---|
2090 | int startColumn; |
---|
2091 | int numberToDo; |
---|
2092 | int numberColumns; |
---|
2093 | } clpTempInfo; |
---|
2094 | #ifndef ABC_INHERIT |
---|
2095 | #if ABOCA_LITE |
---|
2096 | void moveAndZero(clpTempInfo *info, int type, void *extra); |
---|
2097 | // 2 is owner of abcState_ |
---|
2098 | #ifdef ABCSTATE_LITE |
---|
2099 | #if ABCSTATE_LITE == 2 |
---|
2100 | int abcState_ = 0; |
---|
2101 | #else |
---|
2102 | extern int abcState_; |
---|
2103 | #endif |
---|
2104 | inline int abcState() |
---|
2105 | { |
---|
2106 | return abcState_; |
---|
2107 | } |
---|
2108 | inline void setAbcState(int state) |
---|
2109 | { |
---|
2110 | abcState_ = state; |
---|
2111 | } |
---|
2112 | #endif |
---|
2113 | #else |
---|
2114 | #define abcState 0 |
---|
2115 | #endif |
---|
2116 | #endif |
---|
2117 | #ifdef CLP_USER_DRIVEN |
---|
2118 | // expand as needed |
---|
2119 | typedef struct { |
---|
2120 | double alpha; |
---|
2121 | double totalThru; |
---|
2122 | double rhs; |
---|
2123 | double value; |
---|
2124 | double lower; |
---|
2125 | double upper; |
---|
2126 | double cost; |
---|
2127 | int type; |
---|
2128 | int row; |
---|
2129 | int sequence; |
---|
2130 | int printing; |
---|
2131 | int change; |
---|
2132 | } clpUserStruct; |
---|
2133 | #endif |
---|
2134 | #endif |
---|
2135 | |
---|
2136 | /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2 |
---|
2137 | */ |
---|