1 | /* $Id: ClpSimplexOther.hpp 1851 2012-03-22 15:21:43Z forrest $ */ |
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2 | // Copyright (C) 2004, 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 ClpSimplexOther_H |
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12 | #define ClpSimplexOther_H |
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13 | |
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14 | #include "ClpSimplex.hpp" |
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15 | |
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16 | /** This is for Simplex stuff which is neither dual nor primal |
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17 | |
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18 | It inherits from ClpSimplex. It has no data of its own and |
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19 | is never created - only cast from a ClpSimplex object at algorithm time. |
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20 | |
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21 | */ |
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22 | |
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23 | class ClpSimplexOther : public ClpSimplex { |
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24 | |
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25 | public: |
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26 | |
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27 | /**@name Methods */ |
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28 | //@{ |
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29 | /** Dual ranging. |
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30 | This computes increase/decrease in cost for each given variable and corresponding |
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31 | sequence numbers which would change basis. Sequence numbers are 0..numberColumns |
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32 | and numberColumns.. for artificials/slacks. |
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33 | For non-basic variables the information is trivial to compute and the change in cost is just minus the |
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34 | reduced cost and the sequence number will be that of the non-basic variables. |
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35 | For basic variables a ratio test is between the reduced costs for non-basic variables |
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36 | and the row of the tableau corresponding to the basic variable. |
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37 | The increase/decrease value is always >= 0.0 |
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38 | |
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39 | Up to user to provide correct length arrays where each array is of length numberCheck. |
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40 | which contains list of variables for which information is desired. All other |
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41 | 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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42 | will be information for variable 7. |
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43 | |
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44 | If valueIncrease/Decrease not NULL (both must be NULL or both non NULL) then these are filled with |
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45 | the value of variable if such a change in cost were made (the existing bounds are ignored) |
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46 | |
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47 | When here - guaranteed optimal |
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48 | */ |
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49 | void dualRanging(int numberCheck, const int * which, |
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50 | double * costIncrease, int * sequenceIncrease, |
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51 | double * costDecrease, int * sequenceDecrease, |
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52 | double * valueIncrease = NULL, double * valueDecrease = NULL); |
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53 | /** Primal ranging. |
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54 | This computes increase/decrease in value for each given variable and corresponding |
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55 | sequence numbers which would change basis. Sequence numbers are 0..numberColumns |
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56 | and numberColumns.. for artificials/slacks. |
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57 | This should only be used for non-basic variabls as otherwise information is pretty useless |
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58 | For basic variables the sequence number will be that of the basic variables. |
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59 | |
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60 | Up to user to provide correct length arrays where each array is of length numberCheck. |
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61 | which contains list of variables for which information is desired. All other |
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62 | 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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63 | will be information for variable 7. |
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64 | |
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65 | When here - guaranteed optimal |
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66 | */ |
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67 | void primalRanging(int numberCheck, const int * which, |
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68 | double * valueIncrease, int * sequenceIncrease, |
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69 | double * valueDecrease, int * sequenceDecrease); |
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70 | /** Parametrics |
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71 | This is an initial slow version. |
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72 | The code uses current bounds + theta * change (if change array not NULL) |
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73 | and similarly for objective. |
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74 | It starts at startingTheta and returns ending theta in endingTheta. |
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75 | If reportIncrement 0.0 it will report on any movement |
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76 | If reportIncrement >0.0 it will report at startingTheta+k*reportIncrement. |
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77 | If it can not reach input endingTheta return code will be 1 for infeasible, |
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78 | 2 for unbounded, if error on ranges -1, otherwise 0. |
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79 | Normal report is just theta and objective but |
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80 | if event handler exists it may do more |
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81 | On exit endingTheta is maximum reached (can be used for next startingTheta) |
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82 | */ |
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83 | int parametrics(double startingTheta, double & endingTheta, double reportIncrement, |
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84 | const double * changeLowerBound, const double * changeUpperBound, |
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85 | const double * changeLowerRhs, const double * changeUpperRhs, |
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86 | const double * changeObjective); |
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87 | /** Version of parametrics which reads from file |
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88 | See CbcClpParam.cpp for details of format |
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89 | Returns -2 if unable to open file */ |
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90 | int parametrics(const char * dataFile); |
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91 | /** Parametrics |
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92 | This is an initial slow version. |
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93 | The code uses current bounds + theta * change (if change array not NULL) |
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94 | It starts at startingTheta and returns ending theta in endingTheta. |
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95 | If it can not reach input endingTheta return code will be 1 for infeasible, |
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96 | 2 for unbounded, if error on ranges -1, otherwise 0. |
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97 | Event handler may do more |
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98 | On exit endingTheta is maximum reached (can be used for next startingTheta) |
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99 | */ |
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100 | int parametrics(double startingTheta, double & endingTheta, |
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101 | const double * changeLowerBound, const double * changeUpperBound, |
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102 | const double * changeLowerRhs, const double * changeUpperRhs); |
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103 | int parametricsObj(double startingTheta, double & endingTheta, |
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104 | const double * changeObjective); |
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105 | /// Finds best possible pivot |
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106 | double bestPivot(bool justColumns=false); |
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107 | typedef struct { |
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108 | double startingTheta; |
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109 | double endingTheta; |
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110 | double maxTheta; |
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111 | double * lowerChange; // full array of lower bound changes |
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112 | int * lowerList; // list of lower bound changes |
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113 | double * upperChange; // full array of upper bound changes |
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114 | int * upperList; // list of upper bound changes |
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115 | char * markDone; // mark which ones looked at |
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116 | int * backwardBasic; // from sequence to pivot row |
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117 | int * lowerActive; |
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118 | double * lowerGap; |
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119 | double * lowerCoefficient; |
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120 | int * upperActive; |
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121 | double * upperGap; |
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122 | double * upperCoefficient; |
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123 | } parametricsData; |
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124 | |
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125 | private: |
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126 | /** Parametrics - inner loop |
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127 | This first attempt is when reportIncrement non zero and may |
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128 | not report endingTheta correctly |
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129 | If it can not reach input endingTheta return code will be 1 for infeasible, |
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130 | 2 for unbounded, otherwise 0. |
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131 | Normal report is just theta and objective but |
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132 | if event handler exists it may do more |
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133 | */ |
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134 | int parametricsLoop(parametricsData & paramData, double reportIncrement, |
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135 | const double * changeLower, const double * changeUpper, |
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136 | const double * changeObjective, ClpDataSave & data, |
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137 | bool canTryQuick); |
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138 | int parametricsLoop(parametricsData & paramData, |
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139 | ClpDataSave & data,bool canSkipFactorization=false); |
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140 | int parametricsObjLoop(parametricsData & paramData, |
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141 | ClpDataSave & data,bool canSkipFactorization=false); |
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142 | /** Refactorizes if necessary |
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143 | Checks if finished. Updates status. |
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144 | |
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145 | type - 0 initial so set up save arrays etc |
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146 | - 1 normal -if good update save |
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147 | - 2 restoring from saved |
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148 | */ |
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149 | void statusOfProblemInParametrics(int type, ClpDataSave & saveData); |
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150 | void statusOfProblemInParametricsObj(int type, ClpDataSave & saveData); |
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151 | /** This has the flow between re-factorizations |
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152 | |
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153 | Reasons to come out: |
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154 | -1 iterations etc |
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155 | -2 inaccuracy |
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156 | -3 slight inaccuracy (and done iterations) |
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157 | +0 looks optimal (might be unbounded - but we will investigate) |
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158 | +1 looks infeasible |
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159 | +3 max iterations |
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160 | */ |
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161 | int whileIterating(parametricsData & paramData, double reportIncrement, |
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162 | const double * changeObjective); |
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163 | /** Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none). |
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164 | theta is in theta_. |
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165 | type 1 bounds, 2 objective, 3 both. |
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166 | */ |
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167 | int nextTheta(int type, double maxTheta, parametricsData & paramData, |
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168 | const double * changeObjective); |
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169 | int whileIteratingObj(parametricsData & paramData); |
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170 | int nextThetaObj(double maxTheta, parametricsData & paramData); |
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171 | /// Restores bound to original bound |
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172 | void originalBound(int iSequence, double theta, const double * changeLower, |
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173 | const double * changeUpper); |
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174 | /** |
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175 | Row array has row part of pivot row |
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176 | Column array has column part. |
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177 | This is used in dual ranging |
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178 | */ |
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179 | void checkDualRatios(CoinIndexedVector * rowArray, |
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180 | CoinIndexedVector * columnArray, |
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181 | double & costIncrease, int & sequenceIncrease, double & alphaIncrease, |
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182 | double & costDecrease, int & sequenceDecrease, double & alphaDecrease); |
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183 | /** |
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184 | Row array has pivot column |
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185 | This is used in primal ranging |
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186 | */ |
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187 | void checkPrimalRatios(CoinIndexedVector * rowArray, |
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188 | int direction); |
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189 | /// Returns new value of whichOther when whichIn enters basis |
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190 | double primalRanging1(int whichIn, int whichOther); |
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191 | |
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192 | public: |
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193 | /** Write the basis in MPS format to the specified file. |
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194 | If writeValues true writes values of structurals |
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195 | (and adds VALUES to end of NAME card) |
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196 | |
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197 | Row and column names may be null. |
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198 | formatType is |
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199 | <ul> |
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200 | <li> 0 - normal |
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201 | <li> 1 - extra accuracy |
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202 | <li> 2 - IEEE hex (later) |
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203 | </ul> |
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204 | |
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205 | Returns non-zero on I/O error |
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206 | */ |
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207 | int writeBasis(const char *filename, |
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208 | bool writeValues = false, |
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209 | int formatType = 0) const; |
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210 | /// Read a basis from the given filename |
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211 | int readBasis(const char *filename); |
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212 | /** Creates dual of a problem if looks plausible |
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213 | (defaults will always create model) |
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214 | fractionRowRanges is fraction of rows allowed to have ranges |
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215 | fractionColumnRanges is fraction of columns allowed to have ranges |
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216 | */ |
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217 | ClpSimplex * dualOfModel(double fractionRowRanges = 1.0, double fractionColumnRanges = 1.0) const; |
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218 | /** Restores solution from dualized problem |
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219 | non-zero return code indicates minor problems |
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220 | */ |
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221 | int restoreFromDual(const ClpSimplex * dualProblem, |
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222 | bool checkAccuracy=false); |
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223 | /** Does very cursory presolve. |
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224 | rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns. |
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225 | */ |
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226 | ClpSimplex * crunch(double * rhs, int * whichRows, int * whichColumns, |
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227 | int & nBound, bool moreBounds = false, bool tightenBounds = false); |
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228 | /** After very cursory presolve. |
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229 | rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns. |
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230 | */ |
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231 | void afterCrunch(const ClpSimplex & small, |
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232 | const int * whichRows, const int * whichColumns, |
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233 | int nBound); |
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234 | /** Returns gub version of model or NULL |
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235 | whichRows has to be numberRows |
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236 | whichColumns has to be numberRows+numberColumns */ |
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237 | ClpSimplex * gubVersion(int * whichRows, int * whichColumns, |
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238 | int neededGub, |
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239 | int factorizationFrequency=50); |
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240 | /// Sets basis from original |
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241 | void setGubBasis(ClpSimplex &original,const int * whichRows, |
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242 | const int * whichColumns); |
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243 | /// Restores basis to original |
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244 | void getGubBasis(ClpSimplex &original,const int * whichRows, |
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245 | const int * whichColumns) const; |
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246 | /// Quick try at cleaning up duals if postsolve gets wrong |
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247 | void cleanupAfterPostsolve(); |
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248 | /** Tightens integer bounds - returns number tightened or -1 if infeasible |
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249 | */ |
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250 | int tightenIntegerBounds(double * rhsSpace); |
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251 | /** Expands out all possible combinations for a knapsack |
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252 | If buildObj NULL then just computes space needed - returns number elements |
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253 | On entry numberOutput is maximum allowed, on exit it is number needed or |
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254 | -1 (as will be number elements) if maximum exceeded. numberOutput will have at |
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255 | least space to return values which reconstruct input. |
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256 | Rows returned will be original rows but no entries will be returned for |
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257 | any rows all of whose entries are in knapsack. So up to user to allow for this. |
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258 | If reConstruct >=0 then returns number of entrie which make up item "reConstruct" |
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259 | in expanded knapsack. Values in buildRow and buildElement; |
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260 | */ |
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261 | int expandKnapsack(int knapsackRow, int & numberOutput, |
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262 | double * buildObj, CoinBigIndex * buildStart, |
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263 | int * buildRow, double * buildElement, int reConstruct = -1) const; |
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264 | //@} |
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265 | }; |
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266 | #endif |
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