source: trunk/Clp/src/ClpSimplexOther.hpp @ 1831

Last change on this file since 1831 was 1831, checked in by forrest, 8 years ago

changes to improve specific instances

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1/* $Id: ClpSimplexOther.hpp 1831 2011-12-05 14:42:00Z 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    int * lowerActive;
117    double * lowerGap;
118    double * lowerCoefficient;
119    int * upperActive;
120    double * upperGap;
121    double * upperCoefficient;
122  } parametricsData;
123
124private:
125     /** Parametrics - inner loop
126         This first attempt is when reportIncrement non zero and may
127         not report endingTheta correctly
128         If it can not reach input endingTheta return code will be 1 for infeasible,
129         2 for unbounded,  otherwise 0.
130         Normal report is just theta and objective but
131         if event handler exists it may do more
132     */
133     int parametricsLoop(parametricsData & paramData, double reportIncrement,
134                         const double * changeLower, const double * changeUpper,
135                         const double * changeObjective, ClpDataSave & data,
136                         bool canTryQuick);
137     int parametricsLoop(parametricsData & paramData,
138                         ClpDataSave & data,bool canSkipFactorization=false);
139     int parametricsObjLoop(parametricsData & paramData,
140                         ClpDataSave & data,bool canSkipFactorization=false);
141     /**  Refactorizes if necessary
142          Checks if finished.  Updates status.
143
144          type - 0 initial so set up save arrays etc
145               - 1 normal -if good update save
146           - 2 restoring from saved
147     */
148     void statusOfProblemInParametrics(int type, ClpDataSave & saveData);
149     void statusOfProblemInParametricsObj(int type, ClpDataSave & saveData);
150     /** This has the flow between re-factorizations
151
152         Reasons to come out:
153         -1 iterations etc
154         -2 inaccuracy
155         -3 slight inaccuracy (and done iterations)
156         +0 looks optimal (might be unbounded - but we will investigate)
157         +1 looks infeasible
158         +3 max iterations
159      */
160     int whileIterating(parametricsData & paramData, double reportIncrement,
161                        const double * changeObjective);
162     /** Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none).
163         theta is in theta_.
164         type 1 bounds, 2 objective, 3 both.
165     */
166     int nextTheta(int type, double maxTheta, parametricsData & paramData,
167                   const double * changeObjective);
168     int whileIteratingObj(parametricsData & paramData);
169     int nextThetaObj(double maxTheta, parametricsData & paramData);
170     /// Restores bound to original bound
171     void originalBound(int iSequence, double theta, const double * changeLower,
172                     const double * changeUpper);
173     /**
174         Row array has row part of pivot row
175         Column array has column part.
176         This is used in dual ranging
177     */
178     void checkDualRatios(CoinIndexedVector * rowArray,
179                          CoinIndexedVector * columnArray,
180                          double & costIncrease, int & sequenceIncrease, double & alphaIncrease,
181                          double & costDecrease, int & sequenceDecrease, double & alphaDecrease);
182     /**
183         Row array has pivot column
184         This is used in primal ranging
185     */
186     void checkPrimalRatios(CoinIndexedVector * rowArray,
187                            int direction);
188     /// Returns new value of whichOther when whichIn enters basis
189     double primalRanging1(int whichIn, int whichOther);
190
191public:
192     /** Write the basis in MPS format to the specified file.
193     If writeValues true writes values of structurals
194     (and adds VALUES to end of NAME card)
195
196     Row and column names may be null.
197     formatType is
198     <ul>
199       <li> 0 - normal
200       <li> 1 - extra accuracy
201       <li> 2 - IEEE hex (later)
202     </ul>
203
204     Returns non-zero on I/O error
205     */
206     int writeBasis(const char *filename,
207                    bool writeValues = false,
208                    int formatType = 0) const;
209     /// Read a basis from the given filename
210     int readBasis(const char *filename);
211     /** Creates dual of a problem if looks plausible
212         (defaults will always create model)
213         fractionRowRanges is fraction of rows allowed to have ranges
214         fractionColumnRanges is fraction of columns allowed to have ranges
215     */
216     ClpSimplex * dualOfModel(double fractionRowRanges = 1.0, double fractionColumnRanges = 1.0) const;
217     /** Restores solution from dualized problem
218         non-zero return code indicates minor problems
219     */
220  int restoreFromDual(const ClpSimplex * dualProblem,
221                      bool checkAccuracy=false);
222     /** Does very cursory presolve.
223         rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.
224     */
225     ClpSimplex * crunch(double * rhs, int * whichRows, int * whichColumns,
226                         int & nBound, bool moreBounds = false, bool tightenBounds = false);
227     /** After very cursory presolve.
228         rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.
229     */
230     void afterCrunch(const ClpSimplex & small,
231                      const int * whichRows, const int * whichColumns,
232                      int nBound);
233     /** Returns gub version of model or NULL
234         whichRows has to be numberRows
235         whichColumns has to be numberRows+numberColumns */
236     ClpSimplex * gubVersion(int * whichRows, int * whichColumns,
237                             int neededGub,
238                             int factorizationFrequency=50);
239     /// Sets basis from original
240     void setGubBasis(ClpSimplex &original,const int * whichRows,
241                      const int * whichColumns);
242     /// Restores basis to original
243     void getGubBasis(ClpSimplex &original,const int * whichRows,
244                      const int * whichColumns) const;
245     /// Quick try at cleaning up duals if postsolve gets wrong
246     void cleanupAfterPostsolve();
247     /** Tightens integer bounds - returns number tightened or -1 if infeasible
248     */
249     int tightenIntegerBounds(double * rhsSpace);
250     /** Expands out all possible combinations for a knapsack
251         If buildObj NULL then just computes space needed - returns number elements
252         On entry numberOutput is maximum allowed, on exit it is number needed or
253         -1 (as will be number elements) if maximum exceeded.  numberOutput will have at
254         least space to return values which reconstruct input.
255         Rows returned will be original rows but no entries will be returned for
256         any rows all of whose entries are in knapsack.  So up to user to allow for this.
257         If reConstruct >=0 then returns number of entrie which make up item "reConstruct"
258         in expanded knapsack.  Values in buildRow and buildElement;
259     */
260     int expandKnapsack(int knapsackRow, int & numberOutput,
261                        double * buildObj, CoinBigIndex * buildStart,
262                        int * buildRow, double * buildElement, int reConstruct = -1) const;
263     //@}
264};
265#endif
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