source: trunk/Clp/src/ClpSimplexOther.hpp @ 1825

Last change on this file since 1825 was 1825, checked in by forrest, 9 years ago

stuff to allow more event handling

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1/* $Id: ClpSimplexOther.hpp 1825 2011-11-20 16:02:57Z 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     int parametricsObj(double startingTheta, double & endingTheta, 
104                        const double * changeObjective);
105    /// Finds best possible pivot
106    double bestPivot(bool justColumns=false);
107  typedef struct {
108    double startingTheta;
109    double endingTheta;
110    double * lowerChange; // full array of lower bound changes
111    int * lowerList; // list of lower bound changes
112    double * upperChange; // full array of upper bound changes
113    int * upperList; // list of upper bound changes
114    char * markDone; // mark which ones looked at
115    int * backwardBasic; // from sequence to pivot row
116  } parametricsData;
117
118private:
119     /** Parametrics - inner loop
120         This first attempt is when reportIncrement non zero and may
121         not report endingTheta correctly
122         If it can not reach input endingTheta return code will be 1 for infeasible,
123         2 for unbounded,  otherwise 0.
124         Normal report is just theta and objective but
125         if event handler exists it may do more
126     */
127     int parametricsLoop(parametricsData & paramData, double reportIncrement,
128                         const double * changeLower, const double * changeUpper,
129                         const double * changeObjective, ClpDataSave & data,
130                         bool canTryQuick);
131     int parametricsLoop(parametricsData & paramData,
132                         ClpDataSave & data,bool canSkipFactorization=false);
133     int parametricsObjLoop(parametricsData & paramData,
134                         ClpDataSave & data,bool canSkipFactorization=false);
135     /**  Refactorizes if necessary
136          Checks if finished.  Updates status.
137
138          type - 0 initial so set up save arrays etc
139               - 1 normal -if good update save
140           - 2 restoring from saved
141     */
142     void statusOfProblemInParametrics(int type, ClpDataSave & saveData);
143     void statusOfProblemInParametricsObj(int type, ClpDataSave & saveData);
144     /** This has the flow between re-factorizations
145
146         Reasons to come out:
147         -1 iterations etc
148         -2 inaccuracy
149         -3 slight inaccuracy (and done iterations)
150         +0 looks optimal (might be unbounded - but we will investigate)
151         +1 looks infeasible
152         +3 max iterations
153      */
154     int whileIterating(parametricsData & paramData, double reportIncrement,
155                        const double * changeObjective);
156     /** Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none).
157         theta is in theta_.
158         type 1 bounds, 2 objective, 3 both.
159     */
160     int nextTheta(int type, double maxTheta, parametricsData & paramData,
161                   const double * changeObjective);
162     int whileIteratingObj(parametricsData & paramData);
163     int nextThetaObj(double maxTheta, parametricsData & paramData);
164     /// Restores bound to original bound
165     void originalBound(int iSequence, double theta, const double * changeLower,
166                     const double * changeUpper);
167     /**
168         Row array has row part of pivot row
169         Column array has column part.
170         This is used in dual ranging
171     */
172     void checkDualRatios(CoinIndexedVector * rowArray,
173                          CoinIndexedVector * columnArray,
174                          double & costIncrease, int & sequenceIncrease, double & alphaIncrease,
175                          double & costDecrease, int & sequenceDecrease, double & alphaDecrease);
176     /**
177         Row array has pivot column
178         This is used in primal ranging
179     */
180     void checkPrimalRatios(CoinIndexedVector * rowArray,
181                            int direction);
182     /// Returns new value of whichOther when whichIn enters basis
183     double primalRanging1(int whichIn, int whichOther);
184
185public:
186     /** Write the basis in MPS format to the specified file.
187     If writeValues true writes values of structurals
188     (and adds VALUES to end of NAME card)
189
190     Row and column names may be null.
191     formatType is
192     <ul>
193       <li> 0 - normal
194       <li> 1 - extra accuracy
195       <li> 2 - IEEE hex (later)
196     </ul>
197
198     Returns non-zero on I/O error
199     */
200     int writeBasis(const char *filename,
201                    bool writeValues = false,
202                    int formatType = 0) const;
203     /// Read a basis from the given filename
204     int readBasis(const char *filename);
205     /** Creates dual of a problem if looks plausible
206         (defaults will always create model)
207         fractionRowRanges is fraction of rows allowed to have ranges
208         fractionColumnRanges is fraction of columns allowed to have ranges
209     */
210     ClpSimplex * dualOfModel(double fractionRowRanges = 1.0, double fractionColumnRanges = 1.0) const;
211     /** Restores solution from dualized problem
212         non-zero return code indicates minor problems
213     */
214  int restoreFromDual(const ClpSimplex * dualProblem,
215                      bool checkAccuracy=false);
216     /** Does very cursory presolve.
217         rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.
218     */
219     ClpSimplex * crunch(double * rhs, int * whichRows, int * whichColumns,
220                         int & nBound, bool moreBounds = false, bool tightenBounds = false);
221     /** After very cursory presolve.
222         rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.
223     */
224     void afterCrunch(const ClpSimplex & small,
225                      const int * whichRows, const int * whichColumns,
226                      int nBound);
227     /** Returns gub version of model or NULL
228         whichRows has to be numberRows
229         whichColumns has to be numberRows+numberColumns */
230     ClpSimplex * gubVersion(int * whichRows, int * whichColumns,
231                             int neededGub,
232                             int factorizationFrequency=50);
233     /// Sets basis from original
234     void setGubBasis(ClpSimplex &original,const int * whichRows,
235                      const int * whichColumns);
236     /// Restores basis to original
237     void getGubBasis(ClpSimplex &original,const int * whichRows,
238                      const int * whichColumns) const;
239     /// Quick try at cleaning up duals if postsolve gets wrong
240     void cleanupAfterPostsolve();
241     /** Tightens integer bounds - returns number tightened or -1 if infeasible
242     */
243     int tightenIntegerBounds(double * rhsSpace);
244     /** Expands out all possible combinations for a knapsack
245         If buildObj NULL then just computes space needed - returns number elements
246         On entry numberOutput is maximum allowed, on exit it is number needed or
247         -1 (as will be number elements) if maximum exceeded.  numberOutput will have at
248         least space to return values which reconstruct input.
249         Rows returned will be original rows but no entries will be returned for
250         any rows all of whose entries are in knapsack.  So up to user to allow for this.
251         If reConstruct >=0 then returns number of entrie which make up item "reConstruct"
252         in expanded knapsack.  Values in buildRow and buildElement;
253     */
254     int expandKnapsack(int knapsackRow, int & numberOutput,
255                        double * buildObj, CoinBigIndex * buildStart,
256                        int * buildRow, double * buildElement, int reConstruct = -1) const;
257     //@}
258};
259#endif
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