Structure updated and intqpipopt files added

1 files changed, 294 insertions, 0 deletions

diff --git a/newstructure/thirdparty/linux/include/coin/ClpCholeskyBase.hpp b/newstructure/thirdparty/linux/include/coin/ClpCholeskyBase.hpp
new file mode 100644
index 0000000..815af01
--- /dev/null
+++ b/newstructure/thirdparty/linux/include/coin/ClpCholeskyBase.hpp
@@ -0,0 +1,294 @@
+/* $Id: ClpCholeskyBase.hpp 1722 2011-04-17 09:58:37Z stefan $ */
+// 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 ClpCholeskyBase_H
+#define ClpCholeskyBase_H
+
+#include "CoinPragma.hpp"
+#include "CoinTypes.hpp"
+//#define CLP_LONG_CHOLESKY 0
+#ifndef CLP_LONG_CHOLESKY
+#define CLP_LONG_CHOLESKY 0
+#endif
+/* valid combinations are
+   CLP_LONG_CHOLESKY 0 and COIN_LONG_WORK 0
+   CLP_LONG_CHOLESKY 1 and COIN_LONG_WORK 1
+   CLP_LONG_CHOLESKY 2 and COIN_LONG_WORK 1
+*/
+#if COIN_LONG_WORK==0
+#if CLP_LONG_CHOLESKY>0
+#define CHOLESKY_BAD_COMBINATION
+#endif
+#else
+#if CLP_LONG_CHOLESKY==0
+#define CHOLESKY_BAD_COMBINATION
+#endif
+#endif
+#ifdef CHOLESKY_BAD_COMBINATION
+#  warning("Bad combination of CLP_LONG_CHOLESKY and COIN_BIG_DOUBLE/COIN_LONG_WORK");
+"Bad combination of CLP_LONG_CHOLESKY and COIN_LONG_WORK"
+#endif
+#if CLP_LONG_CHOLESKY>1
+typedef long double longDouble;
+#define CHOL_SMALL_VALUE 1.0e-15
+#elif CLP_LONG_CHOLESKY==1
+typedef double longDouble;
+#define CHOL_SMALL_VALUE 1.0e-11
+#else
+typedef double longDouble;
+#define CHOL_SMALL_VALUE 1.0e-11
+#endif
+class ClpInterior;
+class ClpCholeskyDense;
+class ClpMatrixBase;
+
+/** Base class for Clp Cholesky factorization
+    Will do better factorization.  very crude ordering
+
+    Derived classes may be using more sophisticated methods
+*/
+
+class ClpCholeskyBase  {
+
+public:
+     /**@name Virtual methods that the derived classes may provide  */
+     //@{
+     /** Orders rows and saves pointer to matrix.and model.
+      returns non-zero if not enough memory.
+      You can use preOrder to set up ADAT
+      If using default symbolic etc then must set sizeFactor_ to
+      size of input matrix to order (and to symbolic).
+      Also just permute_ and permuteInverse_ should be created */
+     virtual int order(ClpInterior * model);
+     /** Does Symbolic factorization given permutation.
+         This is called immediately after order.  If user provides this then
+         user must provide factorize and solve.  Otherwise the default factorization is used
+         returns non-zero if not enough memory */
+     virtual int symbolic();
+     /** Factorize - filling in rowsDropped and returning number dropped.
+         If return code negative then out of memory */
+     virtual int factorize(const CoinWorkDouble * diagonal, int * rowsDropped) ;
+     /** Uses factorization to solve. */
+     virtual void solve (CoinWorkDouble * region) ;
+     /** Uses factorization to solve. - given as if KKT.
+      region1 is rows+columns, region2 is rows */
+     virtual void solveKKT (CoinWorkDouble * region1, CoinWorkDouble * region2, const CoinWorkDouble * diagonal,
+                            CoinWorkDouble diagonalScaleFactor);
+private:
+     /// AMD ordering
+     int orderAMD();
+public:
+     //@}
+
+     /**@name Gets */
+     //@{
+     /// status.  Returns status
+     inline int status() const {
+          return status_;
+     }
+     /// numberRowsDropped.  Number of rows gone
+     inline int numberRowsDropped() const {
+          return numberRowsDropped_;
+     }
+     /// reset numberRowsDropped and rowsDropped.
+     void resetRowsDropped();
+     /// rowsDropped - which rows are gone
+     inline char * rowsDropped() const {
+          return rowsDropped_;
+     }
+     /// choleskyCondition.
+     inline double choleskyCondition() const {
+          return choleskyCondition_;
+     }
+     /// goDense i.e. use dense factoriaztion if > this (default 0.7).
+     inline double goDense() const {
+          return goDense_;
+     }
+     /// goDense i.e. use dense factoriaztion if > this (default 0.7).
+     inline void setGoDense(double value) {
+          goDense_ = value;
+     }
+     /// rank.  Returns rank
+     inline int rank() const {
+          return numberRows_ - numberRowsDropped_;
+     }
+     /// Return number of rows
+     inline int numberRows() const {
+          return numberRows_;
+     }
+     /// Return size
+     inline CoinBigIndex size() const {
+          return sizeFactor_;
+     }
+     /// Return sparseFactor
+     inline longDouble * sparseFactor() const {
+          return sparseFactor_;
+     }
+     /// Return diagonal
+     inline longDouble * diagonal() const {
+          return diagonal_;
+     }
+     /// Return workDouble
+     inline longDouble * workDouble() const {
+          return workDouble_;
+     }
+     /// If KKT on
+     inline bool kkt() const {
+          return doKKT_;
+     }
+     /// Set KKT
+     inline void setKKT(bool yesNo) {
+          doKKT_ = yesNo;
+     }
+     /// Set integer parameter
+     inline void setIntegerParameter(int i, int value) {
+          integerParameters_[i] = value;
+     }
+     /// get integer parameter
+     inline int getIntegerParameter(int i) {
+          return integerParameters_[i];
+     }
+     /// Set double parameter
+     inline void setDoubleParameter(int i, double value) {
+          doubleParameters_[i] = value;
+     }
+     /// get double parameter
+     inline double getDoubleParameter(int i) {
+          return doubleParameters_[i];
+     }
+     //@}
+
+
+public:
+
+     /**@name Constructors, destructor
+      */
+     //@{
+     /** Constructor which has dense columns activated.
+         Default is off. */
+     ClpCholeskyBase(int denseThreshold = -1);
+     /** Destructor (has to be public) */
+     virtual ~ClpCholeskyBase();
+     /// Copy
+     ClpCholeskyBase(const ClpCholeskyBase&);
+     /// Assignment
+     ClpCholeskyBase& operator=(const ClpCholeskyBase&);
+     //@}
+     //@{
+     ///@name Other
+     /// Clone
+     virtual ClpCholeskyBase * clone() const;
+
+     /// Returns type
+     inline int type() const {
+          if (doKKT_) return 100;
+          else return type_;
+     }
+protected:
+     /// Sets type
+     inline void setType(int type) {
+          type_ = type;
+     }
+     /// model.
+     inline void setModel(ClpInterior * model) {
+          model_ = model;
+     }
+     //@}
+
+     /**@name Symbolic, factor and solve */
+     //@{
+     /** Symbolic1  - works out size without clever stuff.
+         Uses upper triangular as much easier.
+         Returns size
+      */
+     int symbolic1(const CoinBigIndex * Astart, const int * Arow);
+     /** Symbolic2  - Fills in indices
+         Uses lower triangular so can do cliques etc
+      */
+     void symbolic2(const CoinBigIndex * Astart, const int * Arow);
+     /** Factorize - filling in rowsDropped and returning number dropped
+         in integerParam.
+      */
+     void factorizePart2(int * rowsDropped) ;
+     /** solve - 1 just first half, 2 just second half - 3 both.
+     If 1 and 2 then diagonal has sqrt of inverse otherwise inverse
+     */
+     void solve(CoinWorkDouble * region, int type);
+     /// Forms ADAT - returns nonzero if not enough memory
+     int preOrder(bool lowerTriangular, bool includeDiagonal, bool doKKT);
+     /// Updates dense part (broken out for profiling)
+     void updateDense(longDouble * d, /*longDouble * work,*/ int * first);
+     //@}
+
+protected:
+     /**@name Data members
+        The data members are protected to allow access for derived classes. */
+     //@{
+     /// type (may be useful) if > 20 do KKT
+     int type_;
+     /// Doing full KKT (only used if default symbolic and factorization)
+     bool doKKT_;
+     /// Go dense at this fraction
+     double goDense_;
+     /// choleskyCondition.
+     double choleskyCondition_;
+     /// model.
+     ClpInterior * model_;
+     /// numberTrials.  Number of trials before rejection
+     int numberTrials_;
+     /// numberRows.  Number of Rows in factorization
+     int numberRows_;
+     /// status.  Status of factorization
+     int status_;
+     /// rowsDropped
+     char * rowsDropped_;
+     /// permute inverse.
+     int * permuteInverse_;
+     /// main permute.
+     int * permute_;
+     /// numberRowsDropped.  Number of rows gone
+     int numberRowsDropped_;
+     /// sparseFactor.
+     longDouble * sparseFactor_;
+     /// choleskyStart - element starts
+     CoinBigIndex * choleskyStart_;
+     /// choleskyRow (can be shorter than sparsefactor)
+     int * choleskyRow_;
+     /// Index starts
+     CoinBigIndex * indexStart_;
+     /// Diagonal
+     longDouble * diagonal_;
+     /// double work array
+     longDouble * workDouble_;
+     /// link array
+     int * link_;
+     // Integer work array
+     CoinBigIndex * workInteger_;
+     // Clique information
+     int * clique_;
+     /// sizeFactor.
+     CoinBigIndex sizeFactor_;
+     /// Size of index array
+     CoinBigIndex sizeIndex_;
+     /// First dense row
+     int firstDense_;
+     /// integerParameters
+     int integerParameters_[64];
+     /// doubleParameters;
+     double doubleParameters_[64];
+     /// Row copy of matrix
+     ClpMatrixBase * rowCopy_;
+     /// Dense indicators
+     char * whichDense_;
+     /// Dense columns (updated)
+     longDouble * denseColumn_;
+     /// Dense cholesky
+     ClpCholeskyDense * dense_;
+     /// Dense threshold (for taking out of Cholesky)
+     int denseThreshold_;
+     //@}
+};
+
+#endif