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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
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+/* $Id: ClpGubMatrix.hpp 1665 2011-01-04 17:55:54Z lou $ */
+// Copyright (C) 2003, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef ClpGubMatrix_H
+#define ClpGubMatrix_H
+
+
+#include "CoinPragma.hpp"
+
+#include "ClpPackedMatrix.hpp"
+class ClpSimplex;
+/** This implements Gub rows plus a ClpPackedMatrix.
+
+ There will be a version using ClpPlusMinusOne matrix but
+ there is no point doing one with ClpNetworkMatrix (although
+ an embedded network is attractive).
+
+*/
+
+class ClpGubMatrix : public ClpPackedMatrix {
+
+public:
+ /**@name Main functions provided */
+ //@{
+ /** Returns a new matrix in reverse order without gaps (GUB wants NULL) */
+ virtual ClpMatrixBase * reverseOrderedCopy() const;
+ /// Returns number of elements in column part of basis
+ virtual CoinBigIndex countBasis(const int * whichColumn,
+ int & numberColumnBasic);
+ /// Fills in column part of basis
+ virtual void fillBasis(ClpSimplex * model,
+ const int * whichColumn,
+ int & numberColumnBasic,
+ int * row, int * start,
+ int * rowCount, int * columnCount,
+ CoinFactorizationDouble * element);
+ /** Unpacks a column into an CoinIndexedvector
+ */
+ virtual void unpack(const ClpSimplex * model, CoinIndexedVector * rowArray,
+ int column) const ;
+ /** Unpacks a column into an CoinIndexedvector
+ ** in packed foramt
+ Note that model is NOT const. Bounds and objective could
+ be modified if doing column generation (just for this variable) */
+ virtual void unpackPacked(ClpSimplex * model,
+ CoinIndexedVector * rowArray,
+ int column) const;
+ /** Adds multiple of a column into an CoinIndexedvector
+ You can use quickAdd to add to vector */
+ virtual void add(const ClpSimplex * model, CoinIndexedVector * rowArray,
+ int column, double multiplier) const ;
+ /** Adds multiple of a column into an array */
+ virtual void add(const ClpSimplex * model, double * array,
+ int column, double multiplier) const;
+ /// Partial pricing
+ virtual void partialPricing(ClpSimplex * model, double start, double end,
+ int & bestSequence, int & numberWanted);
+ /// Returns number of hidden rows e.g. gub
+ virtual int hiddenRows() const;
+ //@}
+
+ /**@name Matrix times vector methods */
+ //@{
+
+ using ClpPackedMatrix::transposeTimes ;
+ /** Return <code>x * scalar * A + y</code> in <code>z</code>.
+ Can use y as temporary array (will be empty at end)
+ Note - If x packed mode - then z packed mode
+ Squashes small elements and knows about ClpSimplex */
+ virtual void transposeTimes(const ClpSimplex * model, double scalar,
+ const CoinIndexedVector * x,
+ CoinIndexedVector * y,
+ CoinIndexedVector * z) const;
+ /** Return <code>x * scalar * A + y</code> in <code>z</code>.
+ Can use y as temporary array (will be empty at end)
+ Note - If x packed mode - then z packed mode
+ Squashes small elements and knows about ClpSimplex.
+ This version uses row copy*/
+ virtual void transposeTimesByRow(const ClpSimplex * model, double scalar,
+ const CoinIndexedVector * x,
+ CoinIndexedVector * y,
+ CoinIndexedVector * z) const;
+ /** Return <code>x *A</code> in <code>z</code> but
+ just for indices in y.
+ Note - z always packed mode */
+ virtual void subsetTransposeTimes(const ClpSimplex * model,
+ const CoinIndexedVector * x,
+ const CoinIndexedVector * y,
+ CoinIndexedVector * z) const;
+ /** expands an updated column to allow for extra rows which the main
+ solver does not know about and returns number added if mode 0.
+ If mode 1 deletes extra entries
+
+ This active in Gub
+ */
+ virtual int extendUpdated(ClpSimplex * model, CoinIndexedVector * update, int mode);
+ /**
+ mode=0 - Set up before "update" and "times" for primal solution using extended rows
+ mode=1 - Cleanup primal solution after "times" using extended rows.
+ mode=2 - Check (or report on) primal infeasibilities
+ */
+ virtual void primalExpanded(ClpSimplex * model, int mode);
+ /**
+ mode=0 - Set up before "updateTranspose" and "transposeTimes" for duals using extended
+ updates array (and may use other if dual values pass)
+ mode=1 - Update dual solution after "transposeTimes" using extended rows.
+ mode=2 - Compute all djs and compute key dual infeasibilities
+ mode=3 - Report on key dual infeasibilities
+ mode=4 - Modify before updateTranspose in partial pricing
+ */
+ virtual void dualExpanded(ClpSimplex * model, CoinIndexedVector * array,
+ double * other, int mode);
+ /**
+ mode=0 - Create list of non-key basics in pivotVariable_ using
+ number as numberBasic in and out
+ mode=1 - Set all key variables as basic
+ mode=2 - return number extra rows needed, number gives maximum number basic
+ mode=3 - before replaceColumn
+ mode=4 - return 1 if can do primal, 2 if dual, 3 if both
+ mode=5 - save any status stuff (when in good state)
+ mode=6 - restore status stuff
+ mode=7 - flag given variable (normally sequenceIn)
+ mode=8 - unflag all variables
+ mode=9 - synchronize costs
+ mode=10 - return 1 if there may be changing bounds on variable (column generation)
+ mode=11 - make sure set is clean (used when a variable rejected - but not flagged)
+ mode=12 - after factorize but before permute stuff
+ mode=13 - at end of simplex to delete stuff
+ */
+ virtual int generalExpanded(ClpSimplex * model, int mode, int & number);
+ /**
+ update information for a pivot (and effective rhs)
+ */
+ virtual int updatePivot(ClpSimplex * model, double oldInValue, double oldOutValue);
+ /// Sets up an effective RHS and does gub crash if needed
+ virtual void useEffectiveRhs(ClpSimplex * model, bool cheapest = true);
+ /** Returns effective RHS offset if it is being used. This is used for long problems
+ or big gub or anywhere where going through full columns is
+ expensive. This may re-compute */
+ virtual double * rhsOffset(ClpSimplex * model, bool forceRefresh = false,
+ bool check = false);
+ /** This is local to Gub to allow synchronization:
+ mode=0 when status of basis is good
+ mode=1 when variable is flagged
+ mode=2 when all variables unflagged (returns number flagged)
+ mode=3 just reset costs (primal)
+ mode=4 correct number of dual infeasibilities
+ mode=5 return 4 if time to re-factorize
+ mode=6 - return 1 if there may be changing bounds on variable (column generation)
+ mode=7 - do extra restores for column generation
+ mode=8 - make sure set is clean
+ mode=9 - adjust lower, upper on set by incoming
+ */
+ virtual int synchronize(ClpSimplex * model, int mode);
+ /// Correct sequence in and out to give true value
+ virtual void correctSequence(const ClpSimplex * model, int & sequenceIn, int & sequenceOut) ;
+ //@}
+
+
+
+ /**@name Constructors, destructor */
+ //@{
+ /** Default constructor. */
+ ClpGubMatrix();
+ /** Destructor */
+ virtual ~ClpGubMatrix();
+ //@}
+
+ /**@name Copy method */
+ //@{
+ /** The copy constructor. */
+ ClpGubMatrix(const ClpGubMatrix&);
+ /** The copy constructor from an CoinPackedMatrix. */
+ ClpGubMatrix(const CoinPackedMatrix&);
+ /** Subset constructor (without gaps). Duplicates are allowed
+ and order is as given */
+ ClpGubMatrix (const ClpGubMatrix & wholeModel,
+ int numberRows, const int * whichRows,
+ int numberColumns, const int * whichColumns);
+ ClpGubMatrix (const CoinPackedMatrix & wholeModel,
+ int numberRows, const int * whichRows,
+ int numberColumns, const int * whichColumns);
+
+ /** This takes over ownership (for space reasons) */
+ ClpGubMatrix(CoinPackedMatrix * matrix);
+
+ /** This takes over ownership (for space reasons) and is the
+ real constructor*/
+ ClpGubMatrix(ClpPackedMatrix * matrix, int numberSets,
+ const int * start, const int * end,
+ const double * lower, const double * upper,
+ const unsigned char * status = NULL);
+
+ ClpGubMatrix& operator=(const ClpGubMatrix&);
+ /// Clone
+ virtual ClpMatrixBase * clone() const ;
+ /** Subset clone (without gaps). Duplicates are allowed
+ and order is as given */
+ virtual ClpMatrixBase * subsetClone (
+ int numberRows, const int * whichRows,
+ int numberColumns, const int * whichColumns) const ;
+ /** redoes next_ for a set. */
+ void redoSet(ClpSimplex * model, int newKey, int oldKey, int iSet);
+ //@}
+ /**@name gets and sets */
+ //@{
+ /// Status
+ inline ClpSimplex::Status getStatus(int sequence) const {
+ return static_cast<ClpSimplex::Status> (status_[sequence] & 7);
+ }
+ inline void setStatus(int sequence, ClpSimplex::Status status) {
+ unsigned char & st_byte = status_[sequence];
+ st_byte = static_cast<unsigned char>(st_byte & ~7);
+ st_byte = static_cast<unsigned char>(st_byte | status);
+ }
+ /// To flag a variable
+ inline void setFlagged( int sequence) {
+ status_[sequence] = static_cast<unsigned char>(status_[sequence] | 64);
+ }
+ inline void clearFlagged( int sequence) {
+ status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64);
+ }
+ inline bool flagged(int sequence) const {
+ return ((status_[sequence] & 64) != 0);
+ }
+ /// To say key is above ub
+ inline void setAbove( int sequence) {
+ unsigned char iStat = status_[sequence];
+ iStat = static_cast<unsigned char>(iStat & ~24);
+ status_[sequence] = static_cast<unsigned char>(iStat | 16);
+ }
+ /// To say key is feasible
+ inline void setFeasible( int sequence) {
+ unsigned char iStat = status_[sequence];
+ iStat = static_cast<unsigned char>(iStat & ~24);
+ status_[sequence] = static_cast<unsigned char>(iStat | 8);
+ }
+ /// To say key is below lb
+ inline void setBelow( int sequence) {
+ unsigned char iStat = status_[sequence];
+ iStat = static_cast<unsigned char>(iStat & ~24);
+ status_[sequence] = iStat;
+ }
+ inline double weight( int sequence) const {
+ int iStat = status_[sequence] & 31;
+ iStat = iStat >> 3;
+ return static_cast<double> (iStat - 1);
+ }
+ /// Starts
+ inline int * start() const {
+ return start_;
+ }
+ /// End
+ inline int * end() const {
+ return end_;
+ }
+ /// Lower bounds on sets
+ inline double * lower() const {
+ return lower_;
+ }
+ /// Upper bounds on sets
+ inline double * upper() const {
+ return upper_;
+ }
+ /// Key variable of set
+ inline int * keyVariable() const {
+ return keyVariable_;
+ }
+ /// Backward pointer to set number
+ inline int * backward() const {
+ return backward_;
+ }
+ /// Number of sets (gub rows)
+ inline int numberSets() const {
+ return numberSets_;
+ }
+ /// Switches off dj checking each factorization (for BIG models)
+ void switchOffCheck();
+ //@}
+
+
+protected:
+ /**@name Data members
+ The data members are protected to allow access for derived classes. */
+ //@{
+ /// Sum of dual infeasibilities
+ double sumDualInfeasibilities_;
+ /// Sum of primal infeasibilities
+ double sumPrimalInfeasibilities_;
+ /// Sum of Dual infeasibilities using tolerance based on error in duals
+ double sumOfRelaxedDualInfeasibilities_;
+ /// Sum of Primal infeasibilities using tolerance based on error in primals
+ double sumOfRelaxedPrimalInfeasibilities_;
+ /// Infeasibility weight when last full pass done
+ double infeasibilityWeight_;
+ /// Starts
+ int * start_;
+ /// End
+ int * end_;
+ /// Lower bounds on sets
+ double * lower_;
+ /// Upper bounds on sets
+ double * upper_;
+ /// Status of slacks
+ mutable unsigned char * status_;
+ /// Saved status of slacks
+ unsigned char * saveStatus_;
+ /// Saved key variables
+ int * savedKeyVariable_;
+ /// Backward pointer to set number
+ int * backward_;
+ /// Backward pointer to pivot row !!!
+ int * backToPivotRow_;
+ /// Change in costs for keys
+ double * changeCost_;
+ /// Key variable of set
+ mutable int * keyVariable_;
+ /** Next basic variable in set - starts at key and end with -(set+1).
+ Now changes to -(nonbasic+1).
+ next_ has extra space for 2* longest set */
+ mutable int * next_;
+ /// Backward pointer to index in CoinIndexedVector
+ int * toIndex_;
+ // Reverse pointer from index to set
+ int * fromIndex_;
+ /// Pointer back to model
+ ClpSimplex * model_;
+ /// Number of dual infeasibilities
+ int numberDualInfeasibilities_;
+ /// Number of primal infeasibilities
+ int numberPrimalInfeasibilities_;
+ /** If pricing will declare victory (i.e. no check every factorization).
+ -1 - always check
+ 0 - don't check
+ 1 - in don't check mode but looks optimal
+ */
+ int noCheck_;
+ /// Number of sets (gub rows)
+ int numberSets_;
+ /// Number in vector without gub extension
+ int saveNumber_;
+ /// Pivot row of possible next key
+ int possiblePivotKey_;
+ /// Gub slack in (set number or -1)
+ int gubSlackIn_;
+ /// First gub variables (same as start_[0] at present)
+ int firstGub_;
+ /// last gub variable (same as end_[numberSets_-1] at present)
+ int lastGub_;
+ /** type of gub - 0 not contiguous, 1 contiguous
+ add 8 bit to say no ubs on individual variables */
+ int gubType_;
+ //@}
+};
+
+#endif