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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
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+/* $Id: ClpQuadraticObjective.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 ClpQuadraticObjective_H
+#define ClpQuadraticObjective_H
+
+#include "ClpObjective.hpp"
+#include "CoinPackedMatrix.hpp"
+
+//#############################################################################
+
+/** Quadratic Objective Class
+
+*/
+
+class ClpQuadraticObjective : public ClpObjective {
+
+public:
+
+ ///@name Stuff
+ //@{
+
+ /** Returns gradient. If Quadratic then solution may be NULL,
+ also returns an offset (to be added to current one)
+ If refresh is false then uses last solution
+ Uses model for scaling
+ includeLinear 0 - no, 1 as is, 2 as feasible
+ */
+ virtual double * gradient(const ClpSimplex * model,
+ const double * solution, double & offset, bool refresh,
+ int includeLinear = 2);
+ /// Resize objective
+ /** Returns reduced gradient.Returns an offset (to be added to current one).
+ */
+ virtual double reducedGradient(ClpSimplex * model, double * region,
+ bool useFeasibleCosts);
+ /** Returns step length which gives minimum of objective for
+ solution + theta * change vector up to maximum theta.
+
+ arrays are numberColumns+numberRows
+ Also sets current objective, predicted and at maximumTheta
+ */
+ virtual double stepLength(ClpSimplex * model,
+ const double * solution,
+ const double * change,
+ double maximumTheta,
+ double & currentObj,
+ double & predictedObj,
+ double & thetaObj);
+ /// Return objective value (without any ClpModel offset) (model may be NULL)
+ virtual double objectiveValue(const ClpSimplex * model, const double * solution) const ;
+ virtual void resize(int newNumberColumns) ;
+ /// Delete columns in objective
+ virtual void deleteSome(int numberToDelete, const int * which) ;
+ /// Scale objective
+ virtual void reallyScale(const double * columnScale) ;
+ /** Given a zeroed array sets nonlinear columns to 1.
+ Returns number of nonlinear columns
+ */
+ virtual int markNonlinear(char * which);
+
+ //@}
+
+
+ ///@name Constructors and destructors
+ //@{
+ /// Default Constructor
+ ClpQuadraticObjective();
+
+ /// Constructor from objective
+ ClpQuadraticObjective(const double * linearObjective, int numberColumns,
+ const CoinBigIndex * start,
+ const int * column, const double * element,
+ int numberExtendedColumns_ = -1);
+
+ /** Copy constructor .
+ If type is -1 then make sure half symmetric,
+ if +1 then make sure full
+ */
+ ClpQuadraticObjective(const ClpQuadraticObjective & rhs, int type = 0);
+ /** Subset constructor. Duplicates are allowed
+ and order is as given.
+ */
+ ClpQuadraticObjective (const ClpQuadraticObjective &rhs, int numberColumns,
+ const int * whichColumns) ;
+
+ /// Assignment operator
+ ClpQuadraticObjective & operator=(const ClpQuadraticObjective& rhs);
+
+ /// Destructor
+ virtual ~ClpQuadraticObjective ();
+
+ /// Clone
+ virtual ClpObjective * clone() const;
+ /** Subset clone. Duplicates are allowed
+ and order is as given.
+ */
+ virtual ClpObjective * subsetClone (int numberColumns,
+ const int * whichColumns) const;
+
+ /** Load up quadratic objective. This is stored as a CoinPackedMatrix */
+ void loadQuadraticObjective(const int numberColumns,
+ const CoinBigIndex * start,
+ const int * column, const double * element,
+ int numberExtendedColumns = -1);
+ void loadQuadraticObjective ( const CoinPackedMatrix& matrix);
+ /// Get rid of quadratic objective
+ void deleteQuadraticObjective();
+ //@}
+ ///@name Gets and sets
+ //@{
+ /// Quadratic objective
+ inline CoinPackedMatrix * quadraticObjective() const {
+ return quadraticObjective_;
+ }
+ /// Linear objective
+ inline double * linearObjective() const {
+ return objective_;
+ }
+ /// Length of linear objective which could be bigger
+ inline int numberExtendedColumns() const {
+ return numberExtendedColumns_;
+ }
+ /// Number of columns in quadratic objective
+ inline int numberColumns() const {
+ return numberColumns_;
+ }
+ /// If a full or half matrix
+ inline bool fullMatrix() const {
+ return fullMatrix_;
+ }
+ //@}
+
+ //---------------------------------------------------------------------------
+
+private:
+ ///@name Private member data
+ /// Quadratic objective
+ CoinPackedMatrix * quadraticObjective_;
+ /// Objective
+ double * objective_;
+ /// Gradient
+ double * gradient_;
+ /// Useful to have number of columns about
+ int numberColumns_;
+ /// Also length of linear objective which could be bigger
+ int numberExtendedColumns_;
+ /// True if full symmetric matrix, false if half
+ bool fullMatrix_;
+ //@}
+};
+
+#endif