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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
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+/* $Id: ClpDualRowSteepest.hpp 2070 2014-11-18 11:12:54Z forrest $ */
+// Copyright (C) 2002, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef ClpDualRowSteepest_H
+#define ClpDualRowSteepest_H
+
+#include "ClpDualRowPivot.hpp"
+class CoinIndexedVector;
+
+
+//#############################################################################
+
+/** Dual Row Pivot Steepest Edge Algorithm Class
+
+See Forrest-Goldfarb paper for algorithm
+
+*/
+
+class ClpDualRowSteepest : public ClpDualRowPivot {
+
+public:
+
+ ///@name Algorithmic methods
+ //@{
+
+ /// Returns pivot row, -1 if none
+ virtual int pivotRow();
+
+ /** Updates weights and returns pivot alpha.
+ Also does FT update */
+ virtual double updateWeights(CoinIndexedVector * input,
+ CoinIndexedVector * spare,
+ CoinIndexedVector * spare2,
+ CoinIndexedVector * updatedColumn);
+
+ /** Updates primal solution (and maybe list of candidates)
+ Uses input vector which it deletes
+ Computes change in objective function
+ */
+ virtual void updatePrimalSolution(CoinIndexedVector * input,
+ double theta,
+ double & changeInObjective);
+
+ /** Saves any weights round factorization as pivot rows may change
+ Save model
+ May also recompute infeasibility stuff
+ 1) before factorization
+ 2) after good factorization (if weights empty may initialize)
+ 3) after something happened but no factorization
+ (e.g. check for infeasible)
+ 4) as 2 but restore weights from previous snapshot
+ 5) for strong branching - initialize (uninitialized) , infeasibilities
+ */
+ virtual void saveWeights(ClpSimplex * model, int mode);
+ /// Pass in saved weights
+ void passInSavedWeights(const CoinIndexedVector * saved);
+ /// Get saved weights
+ inline CoinIndexedVector * savedWeights()
+ { return savedWeights_;}
+ /// Gets rid of last update
+ virtual void unrollWeights();
+ /// Gets rid of all arrays
+ virtual void clearArrays();
+ /// Returns true if would not find any row
+ virtual bool looksOptimal() const;
+ /// Called when maximum pivots changes
+ virtual void maximumPivotsChanged();
+ //@}
+
+ /** enums for persistence
+ */
+ enum Persistence {
+ normal = 0x00, // create (if necessary) and destroy
+ keep = 0x01 // create (if necessary) and leave
+ };
+
+ ///@name Constructors and destructors
+ //@{
+ /** Default Constructor
+ 0 is uninitialized, 1 full, 2 is partial uninitialized,
+ 3 starts as 2 but may switch to 1.
+ By partial is meant that the weights are updated as normal
+ but only part of the infeasible basic variables are scanned.
+ This can be faster on very easy problems.
+ */
+ ClpDualRowSteepest(int mode = 3);
+
+ /// Copy constructor
+ ClpDualRowSteepest(const ClpDualRowSteepest &);
+
+ /// Assignment operator
+ ClpDualRowSteepest & operator=(const ClpDualRowSteepest& rhs);
+
+ /// Fill most values
+ void fill(const ClpDualRowSteepest& rhs);
+
+ /// Destructor
+ virtual ~ClpDualRowSteepest ();
+
+ /// Clone
+ virtual ClpDualRowPivot * clone(bool copyData = true) const;
+
+ //@}
+ /**@name gets and sets */
+ //@{
+ /// Mode
+ inline int mode() const {
+ return mode_;
+ }
+ /// Set mode
+ inline void setMode(int mode) {
+ mode_ = mode;
+ }
+ /// Set/ get persistence
+ inline void setPersistence(Persistence life) {
+ persistence_ = life;
+ }
+ inline Persistence persistence() const {
+ return persistence_ ;
+ }
+//@}
+
+ //---------------------------------------------------------------------------
+
+private:
+ ///@name Private member data
+ /** Status
+ 0) Normal
+ -1) Needs initialization
+ 1) Weights are stored by sequence number
+ */
+ int state_;
+ /** If 0 then we are using uninitialized weights, 1 then full,
+ if 2 then uninitialized partial, 3 switchable */
+ int mode_;
+ /// Life of weights
+ Persistence persistence_;
+ /// weight array
+ double * weights_;
+ /// square of infeasibility array (just for infeasible rows)
+ CoinIndexedVector * infeasible_;
+ /// alternate weight array (so we can unroll)
+ CoinIndexedVector * alternateWeights_;
+ /// save weight array (so we can use checkpoint)
+ CoinIndexedVector * savedWeights_;
+ /// Dubious weights
+ int * dubiousWeights_;
+ //@}
+};
+
+#endif