source: trunk/Clp/src/ClpSimplexOther.hpp @ 1851

Last change on this file since 1851 was 1851, checked in by forrest, 8 years ago

changes to parametrics

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1/* $Id: ClpSimplexOther.hpp 1851 2012-03-22 15:21:43Z 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 maxTheta;
111    double * lowerChange; // full array of lower bound changes
112    int * lowerList; // list of lower bound changes
113    double * upperChange; // full array of upper bound changes
114    int * upperList; // list of upper bound changes
115    char * markDone; // mark which ones looked at
116    int * backwardBasic; // from sequence to pivot row
117    int * lowerActive;
118    double * lowerGap;
119    double * lowerCoefficient;
120    int * upperActive;
121    double * upperGap;
122    double * upperCoefficient;
123  } parametricsData;
124
125private:
126     /** Parametrics - inner loop
127         This first attempt is when reportIncrement non zero and may
128         not report endingTheta correctly
129         If it can not reach input endingTheta return code will be 1 for infeasible,
130         2 for unbounded,  otherwise 0.
131         Normal report is just theta and objective but
132         if event handler exists it may do more
133     */
134     int parametricsLoop(parametricsData & paramData, double reportIncrement,
135                         const double * changeLower, const double * changeUpper,
136                         const double * changeObjective, ClpDataSave & data,
137                         bool canTryQuick);
138     int parametricsLoop(parametricsData & paramData,
139                         ClpDataSave & data,bool canSkipFactorization=false);
140     int parametricsObjLoop(parametricsData & paramData,
141                         ClpDataSave & data,bool canSkipFactorization=false);
142     /**  Refactorizes if necessary
143          Checks if finished.  Updates status.
144
145          type - 0 initial so set up save arrays etc
146               - 1 normal -if good update save
147           - 2 restoring from saved
148     */
149     void statusOfProblemInParametrics(int type, ClpDataSave & saveData);
150     void statusOfProblemInParametricsObj(int type, ClpDataSave & saveData);
151     /** This has the flow between re-factorizations
152
153         Reasons to come out:
154         -1 iterations etc
155         -2 inaccuracy
156         -3 slight inaccuracy (and done iterations)
157         +0 looks optimal (might be unbounded - but we will investigate)
158         +1 looks infeasible
159         +3 max iterations
160      */
161     int whileIterating(parametricsData & paramData, double reportIncrement,
162                        const double * changeObjective);
163     /** Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none).
164         theta is in theta_.
165         type 1 bounds, 2 objective, 3 both.
166     */
167     int nextTheta(int type, double maxTheta, parametricsData & paramData,
168                   const double * changeObjective);
169     int whileIteratingObj(parametricsData & paramData);
170     int nextThetaObj(double maxTheta, parametricsData & paramData);
171     /// Restores bound to original bound
172     void originalBound(int iSequence, double theta, const double * changeLower,
173                     const double * changeUpper);
174     /**
175         Row array has row part of pivot row
176         Column array has column part.
177         This is used in dual ranging
178     */
179     void checkDualRatios(CoinIndexedVector * rowArray,
180                          CoinIndexedVector * columnArray,
181                          double & costIncrease, int & sequenceIncrease, double & alphaIncrease,
182                          double & costDecrease, int & sequenceDecrease, double & alphaDecrease);
183     /**
184         Row array has pivot column
185         This is used in primal ranging
186     */
187     void checkPrimalRatios(CoinIndexedVector * rowArray,
188                            int direction);
189     /// Returns new value of whichOther when whichIn enters basis
190     double primalRanging1(int whichIn, int whichOther);
191
192public:
193     /** Write the basis in MPS format to the specified file.
194     If writeValues true writes values of structurals
195     (and adds VALUES to end of NAME card)
196
197     Row and column names may be null.
198     formatType is
199     <ul>
200       <li> 0 - normal
201       <li> 1 - extra accuracy
202       <li> 2 - IEEE hex (later)
203     </ul>
204
205     Returns non-zero on I/O error
206     */
207     int writeBasis(const char *filename,
208                    bool writeValues = false,
209                    int formatType = 0) const;
210     /// Read a basis from the given filename
211     int readBasis(const char *filename);
212     /** Creates dual of a problem if looks plausible
213         (defaults will always create model)
214         fractionRowRanges is fraction of rows allowed to have ranges
215         fractionColumnRanges is fraction of columns allowed to have ranges
216     */
217     ClpSimplex * dualOfModel(double fractionRowRanges = 1.0, double fractionColumnRanges = 1.0) const;
218     /** Restores solution from dualized problem
219         non-zero return code indicates minor problems
220     */
221  int restoreFromDual(const ClpSimplex * dualProblem,
222                      bool checkAccuracy=false);
223     /** Does very cursory presolve.
224         rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.
225     */
226     ClpSimplex * crunch(double * rhs, int * whichRows, int * whichColumns,
227                         int & nBound, bool moreBounds = false, bool tightenBounds = false);
228     /** After very cursory presolve.
229         rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.
230     */
231     void afterCrunch(const ClpSimplex & small,
232                      const int * whichRows, const int * whichColumns,
233                      int nBound);
234     /** Returns gub version of model or NULL
235         whichRows has to be numberRows
236         whichColumns has to be numberRows+numberColumns */
237     ClpSimplex * gubVersion(int * whichRows, int * whichColumns,
238                             int neededGub,
239                             int factorizationFrequency=50);
240     /// Sets basis from original
241     void setGubBasis(ClpSimplex &original,const int * whichRows,
242                      const int * whichColumns);
243     /// Restores basis to original
244     void getGubBasis(ClpSimplex &original,const int * whichRows,
245                      const int * whichColumns) const;
246     /// Quick try at cleaning up duals if postsolve gets wrong
247     void cleanupAfterPostsolve();
248     /** Tightens integer bounds - returns number tightened or -1 if infeasible
249     */
250     int tightenIntegerBounds(double * rhsSpace);
251     /** Expands out all possible combinations for a knapsack
252         If buildObj NULL then just computes space needed - returns number elements
253         On entry numberOutput is maximum allowed, on exit it is number needed or
254         -1 (as will be number elements) if maximum exceeded.  numberOutput will have at
255         least space to return values which reconstruct input.
256         Rows returned will be original rows but no entries will be returned for
257         any rows all of whose entries are in knapsack.  So up to user to allow for this.
258         If reConstruct >=0 then returns number of entrie which make up item "reConstruct"
259         in expanded knapsack.  Values in buildRow and buildElement;
260     */
261     int expandKnapsack(int knapsackRow, int & numberOutput,
262                        double * buildObj, CoinBigIndex * buildStart,
263                        int * buildRow, double * buildElement, int reConstruct = -1) const;
264     //@}
265};
266#endif
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