source: trunk/Clp/src/ClpSimplexOther.hpp @ 1785

Last change on this file since 1785 was 1785, checked in by forrest, 9 years ago

patches to try and make parametrics faster

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1/* $Id: ClpSimplexOther.hpp 1785 2011-08-25 10:17:49Z forrest $ */
2// Copyright (C) 2004, International Business Machines
3// Corporation and others.  All Rights Reserved.
4// This code is licensed under the terms of the Eclipse Public License (EPL).
5/*
6   Authors
7
8   John Forrest
9
10 */
11#ifndef ClpSimplexOther_H
12#define ClpSimplexOther_H
13
14#include "ClpSimplex.hpp"
15
16/** This is for Simplex stuff which is neither dual nor primal
17
18    It inherits from ClpSimplex.  It has no data of its own and
19    is never created - only cast from a ClpSimplex object at algorithm time.
20
21*/
22
23class ClpSimplexOther : public ClpSimplex {
24
25public:
26
27     /**@name Methods */
28     //@{
29     /** Dual ranging.
30         This computes increase/decrease in cost for each given variable and corresponding
31         sequence numbers which would change basis.  Sequence numbers are 0..numberColumns
32         and numberColumns.. for artificials/slacks.
33         For non-basic variables the information is trivial to compute and the change in cost is just minus the
34         reduced cost and the sequence number will be that of the non-basic variables.
35         For basic variables a ratio test is between the reduced costs for non-basic variables
36         and the row of the tableau corresponding to the basic variable.
37         The increase/decrease value is always >= 0.0
38
39         Up to user to provide correct length arrays where each array is of length numberCheck.
40         which contains list of variables for which information is desired.  All other
41         arrays will be filled in by function.  If fifth entry in which is variable 7 then fifth entry in output arrays
42         will be information for variable 7.
43
44         If valueIncrease/Decrease not NULL (both must be NULL or both non NULL) then these are filled with
45         the value of variable if such a change in cost were made (the existing bounds are ignored)
46
47         When here - guaranteed optimal
48     */
49     void dualRanging(int numberCheck, const int * which,
50                      double * costIncrease, int * sequenceIncrease,
51                      double * costDecrease, int * sequenceDecrease,
52                      double * valueIncrease = NULL, double * valueDecrease = NULL);
53     /** Primal ranging.
54         This computes increase/decrease in value for each given variable and corresponding
55         sequence numbers which would change basis.  Sequence numbers are 0..numberColumns
56         and numberColumns.. for artificials/slacks.
57         This should only be used for non-basic variabls as otherwise information is pretty useless
58         For basic variables the sequence number will be that of the basic variables.
59
60         Up to user to provide correct length arrays where each array is of length numberCheck.
61         which contains list of variables for which information is desired.  All other
62         arrays will be filled in by function.  If fifth entry in which is variable 7 then fifth entry in output arrays
63         will be information for variable 7.
64
65         When here - guaranteed optimal
66     */
67     void primalRanging(int numberCheck, const int * which,
68                        double * valueIncrease, int * sequenceIncrease,
69                        double * valueDecrease, int * sequenceDecrease);
70     /** Parametrics
71         This is an initial slow version.
72         The code uses current bounds + theta * change (if change array not NULL)
73         and similarly for objective.
74         It starts at startingTheta and returns ending theta in endingTheta.
75         If reportIncrement 0.0 it will report on any movement
76         If reportIncrement >0.0 it will report at startingTheta+k*reportIncrement.
77         If it can not reach input endingTheta return code will be 1 for infeasible,
78         2 for unbounded, if error on ranges -1,  otherwise 0.
79         Normal report is just theta and objective but
80         if event handler exists it may do more
81         On exit endingTheta is maximum reached (can be used for next startingTheta)
82     */
83     int parametrics(double startingTheta, double & endingTheta, double reportIncrement,
84                     const double * changeLowerBound, const double * changeUpperBound,
85                     const double * changeLowerRhs, const double * changeUpperRhs,
86                     const double * changeObjective);
87     /** Version of parametrics which reads from file
88         See CbcClpParam.cpp for details of format
89         Returns -2 if unable to open file */
90     int parametrics(const char * dataFile);
91     /** Parametrics
92         This is an initial slow version.
93         The code uses current bounds + theta * change (if change array not NULL)
94         It starts at startingTheta and returns ending theta in endingTheta.
95         If it can not reach input endingTheta return code will be 1 for infeasible,
96         2 for unbounded, if error on ranges -1,  otherwise 0.
97         Event handler may do more
98         On exit endingTheta is maximum reached (can be used for next startingTheta)
99     */
100     int parametrics(double startingTheta, double & endingTheta, 
101                     const double * changeLowerBound, const double * changeUpperBound,
102                     const double * changeLowerRhs, const double * changeUpperRhs);
103    /// Finds best possible pivot
104    double bestPivot(bool justColumns=false);
105  typedef struct {
106    double startingTheta;
107    double endingTheta;
108    double * lowerChange; // full array of lower bound changes
109    int * lowerList; // list of lower bound changes
110    double * upperChange; // full array of upper bound changes
111    int * upperList; // list of upper bound changes
112    char * markDone; // mark which ones looked at
113    int * backwardBasic; // from sequence to pivot row
114  } parametricsData;
115
116private:
117     /** Parametrics - inner loop
118         This first attempt is when reportIncrement non zero and may
119         not report endingTheta correctly
120         If it can not reach input endingTheta return code will be 1 for infeasible,
121         2 for unbounded,  otherwise 0.
122         Normal report is just theta and objective but
123         if event handler exists it may do more
124     */
125     int parametricsLoop(parametricsData & paramData, double reportIncrement,
126                         const double * changeLower, const double * changeUpper,
127                         const double * changeObjective, ClpDataSave & data,
128                         bool canTryQuick);
129     int parametricsLoop(parametricsData & paramData,
130                         ClpDataSave & data,bool canSkipFactorization=false);
131     /**  Refactorizes if necessary
132          Checks if finished.  Updates status.
133
134          type - 0 initial so set up save arrays etc
135               - 1 normal -if good update save
136           - 2 restoring from saved
137     */
138     void statusOfProblemInParametrics(int type, ClpDataSave & saveData);
139     /** This has the flow between re-factorizations
140
141         Reasons to come out:
142         -1 iterations etc
143         -2 inaccuracy
144         -3 slight inaccuracy (and done iterations)
145         +0 looks optimal (might be unbounded - but we will investigate)
146         +1 looks infeasible
147         +3 max iterations
148      */
149     int whileIterating(parametricsData & paramData, double reportIncrement,
150                        const double * changeObjective);
151     /** Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none).
152         theta is in theta_.
153         type 1 bounds, 2 objective, 3 both.
154     */
155     int nextTheta(int type, double maxTheta, parametricsData & paramData,
156                   const double * changeObjective);
157     /// Restores bound to original bound
158     void originalBound(int iSequence, double theta, const double * changeLower,
159                     const double * changeUpper);
160     /**
161         Row array has row part of pivot row
162         Column array has column part.
163         This is used in dual ranging
164     */
165     void checkDualRatios(CoinIndexedVector * rowArray,
166                          CoinIndexedVector * columnArray,
167                          double & costIncrease, int & sequenceIncrease, double & alphaIncrease,
168                          double & costDecrease, int & sequenceDecrease, double & alphaDecrease);
169     /**
170         Row array has pivot column
171         This is used in primal ranging
172     */
173     void checkPrimalRatios(CoinIndexedVector * rowArray,
174                            int direction);
175     /// Returns new value of whichOther when whichIn enters basis
176     double primalRanging1(int whichIn, int whichOther);
177
178public:
179     /** Write the basis in MPS format to the specified file.
180     If writeValues true writes values of structurals
181     (and adds VALUES to end of NAME card)
182
183     Row and column names may be null.
184     formatType is
185     <ul>
186       <li> 0 - normal
187       <li> 1 - extra accuracy
188       <li> 2 - IEEE hex (later)
189     </ul>
190
191     Returns non-zero on I/O error
192     */
193     int writeBasis(const char *filename,
194                    bool writeValues = false,
195                    int formatType = 0) const;
196     /// Read a basis from the given filename
197     int readBasis(const char *filename);
198     /** Creates dual of a problem if looks plausible
199         (defaults will always create model)
200         fractionRowRanges is fraction of rows allowed to have ranges
201         fractionColumnRanges is fraction of columns allowed to have ranges
202     */
203     ClpSimplex * dualOfModel(double fractionRowRanges = 1.0, double fractionColumnRanges = 1.0) const;
204     /** Restores solution from dualized problem
205         non-zero return code indicates minor problems
206     */
207  int restoreFromDual(const ClpSimplex * dualProblem,
208                      bool checkAccuracy=false);
209     /** Does very cursory presolve.
210         rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.
211     */
212     ClpSimplex * crunch(double * rhs, int * whichRows, int * whichColumns,
213                         int & nBound, bool moreBounds = false, bool tightenBounds = false);
214     /** After very cursory presolve.
215         rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.
216     */
217     void afterCrunch(const ClpSimplex & small,
218                      const int * whichRows, const int * whichColumns,
219                      int nBound);
220     /** Returns gub version of model or NULL
221         whichRows has to be numberRows
222         whichColumns has to be numberRows+numberColumns */
223     ClpSimplex * gubVersion(int * whichRows, int * whichColumns,
224                             int neededGub,
225                             int factorizationFrequency=50);
226     /// Sets basis from original
227     void setGubBasis(ClpSimplex &original,const int * whichRows,
228                      const int * whichColumns);
229     /// Restores basis to original
230     void getGubBasis(ClpSimplex &original,const int * whichRows,
231                      const int * whichColumns) const;
232     /// Quick try at cleaning up duals if postsolve gets wrong
233     void cleanupAfterPostsolve();
234     /** Tightens integer bounds - returns number tightened or -1 if infeasible
235     */
236     int tightenIntegerBounds(double * rhsSpace);
237     /** Expands out all possible combinations for a knapsack
238         If buildObj NULL then just computes space needed - returns number elements
239         On entry numberOutput is maximum allowed, on exit it is number needed or
240         -1 (as will be number elements) if maximum exceeded.  numberOutput will have at
241         least space to return values which reconstruct input.
242         Rows returned will be original rows but no entries will be returned for
243         any rows all of whose entries are in knapsack.  So up to user to allow for this.
244         If reConstruct >=0 then returns number of entrie which make up item "reConstruct"
245         in expanded knapsack.  Values in buildRow and buildElement;
246     */
247     int expandKnapsack(int knapsackRow, int & numberOutput,
248                        double * buildObj, CoinBigIndex * buildStart,
249                        int * buildRow, double * buildElement, int reConstruct = -1) const;
250     //@}
251};
252#endif
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