source: trunk/include/ClpPredictorCorrector.hpp @ 325

Last change on this file since 325 was 325, checked in by forrest, 16 years ago

Allowing for empty models and cholesky stuff

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File size: 1.9 KB
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1// Copyright (C) 2003, International Business Machines
2// Corporation and others.  All Rights Reserved.
3
4/*
5   Authors
6   
7   John Forrest
8
9 */
10#ifndef ClpPredictorCorrector_H
11#define ClpPredictorCorrector_H
12
13#include "ClpInterior.hpp"
14
15/** This solves LPs using the predictor-corrector method.
16
17    It is rather basic as Interior point is not my speciality
18
19    It inherits from ClpInterior.  It has no data of its own and
20    is never created - only cast from a ClpInterior object at algorithm time.
21
22*/
23
24class ClpPredictorCorrector : public ClpInterior {
25
26public:
27
28  /**@name Description of algorithm */
29  //@{
30  /** Primal Dual Predictor Corrector algorithm
31
32      Method
33
34      Big TODO
35  */
36
37  int solve();
38  //@}
39
40  /**@name Functions used in algorithm */
41  //@{
42  /// findStepLength.
43  //phase  - 0 predictor
44  //         1 corrector
45  //         2 primal dual
46  double findStepLength(const int phase);
47  /// findDirectionVector.
48  double findDirectionVector(const int phase);
49  /// createSolution.  Creates solution from scratch
50  void createSolution();
51  /// complementarityGap.  Computes gap
52  //phase 0=as is , 1 = after predictor , 2 after corrector
53  double complementarityGap(int & numberComplementarityPairs,
54                            const int phase);
55  /// setupForSolve.
56  //phase 0=affine , 1 = corrector , 2 = primal-dual
57  void setupForSolve(const int phase);
58  /** Does solve. region1 is for deltaX (columns+rows), region2 for deltaPi (rows) */
59  double solveSystem(double * region1, double * region2,int numberRefinements);
60  //method: sees if looks plausible change in complementarity
61  bool checkGoodMove(const bool doCorrector,double & bestNextGap);
62  ///:  checks for one step size
63  bool checkGoodMove2(const double move,double & bestNextGap);
64  /// updateSolution.  Updates solution at end of iteration
65  //returns number fixed
66  int updateSolution();
67  ///  Save info on products of affine deltaT*deltaW and deltaS*deltaZ
68  double affineProduct();
69  //@}
70
71};
72#endif
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