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author | Harpreet | 2016-09-03 00:36:51 +0530 |
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committer | Harpreet | 2016-09-03 00:36:51 +0530 |
commit | a0d9443af147e949c1e6a01ac24749d12593ec5b (patch) | |
tree | 1a1955c5482ae608fd7f618b06f4ecc6a0d39a23 /newstructure/thirdparty/linux/include/coin/ClpSolve.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'newstructure/thirdparty/linux/include/coin/ClpSolve.hpp')
-rw-r--r-- | newstructure/thirdparty/linux/include/coin/ClpSolve.hpp | 446 |
1 files changed, 0 insertions, 446 deletions
diff --git a/newstructure/thirdparty/linux/include/coin/ClpSolve.hpp b/newstructure/thirdparty/linux/include/coin/ClpSolve.hpp deleted file mode 100644 index 280e33d..0000000 --- a/newstructure/thirdparty/linux/include/coin/ClpSolve.hpp +++ /dev/null @@ -1,446 +0,0 @@ -/* $Id: ClpSolve.hpp 2078 2015-01-05 12:39:49Z forrest $ */ -// 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). -/* - Authors - - John Forrest - - */ -#ifndef ClpSolve_H -#define ClpSolve_H - -/** - This is a very simple class to guide algorithms. It is used to tidy up - passing parameters to initialSolve and maybe for output from that - -*/ - -class ClpSolve { - -public: - - /** enums for solve function */ - enum SolveType { - useDual = 0, - usePrimal, - usePrimalorSprint, - useBarrier, - useBarrierNoCross, - automatic, - tryDantzigWolfe, - tryBenders, - notImplemented - }; - enum PresolveType { - presolveOn = 0, - presolveOff, - presolveNumber, - presolveNumberCost - }; - - /**@name Constructors and destructor and copy */ - //@{ - /// Default constructor - ClpSolve ( ); - /// Constructor when you really know what you are doing - ClpSolve ( SolveType method, PresolveType presolveType, - int numberPasses, int options[6], - int extraInfo[6], int independentOptions[3]); - /// Generates code for above constructor - void generateCpp(FILE * fp); - /// Copy constructor. - ClpSolve(const ClpSolve &); - /// Assignment operator. This copies the data - ClpSolve & operator=(const ClpSolve & rhs); - /// Destructor - ~ClpSolve ( ); - //@} - - /**@name Functions most useful to user */ - //@{ - /** Special options - bits - 0 4 - use crash (default allslack in dual, idiot in primal) - 8 - all slack basis in primal - 2 16 - switch off interrupt handling - 3 32 - do not try and make plus minus one matrix - 64 - do not use sprint even if problem looks good - */ - /** which translation is: - which: - 0 - startup in Dual (nothing if basis exists).: - 0 - no basis - 1 - crash - 2 - use initiative about idiot! but no crash - 1 - startup in Primal (nothing if basis exists): - 0 - use initiative - 1 - use crash - 2 - use idiot and look at further info - 3 - use sprint and look at further info - 4 - use all slack - 5 - use initiative but no idiot - 6 - use initiative but no sprint - 7 - use initiative but no crash - 8 - do allslack or idiot - 9 - do allslack or sprint - 10 - slp before - 11 - no nothing and primal(0) - 2 - interrupt handling - 0 yes, 1 no (for threadsafe) - 3 - whether to make +- 1matrix - 0 yes, 1 no - 4 - for barrier - 0 - dense cholesky - 1 - Wssmp allowing some long columns - 2 - Wssmp not allowing long columns - 3 - Wssmp using KKT - 4 - Using Florida ordering - 8 - bit set to do scaling - 16 - set to be aggressive with gamma/delta? - 32 - Use KKT - 5 - for presolve - 1 - switch off dual stuff - 6 - extra switches - - */ - void setSpecialOption(int which, int value, int extraInfo = -1); - int getSpecialOption(int which) const; - - /// Solve types - void setSolveType(SolveType method, int extraInfo = -1); - SolveType getSolveType(); - - // Presolve types - void setPresolveType(PresolveType amount, int extraInfo = -1); - PresolveType getPresolveType(); - int getPresolvePasses() const; - /// Extra info for idiot (or sprint) - int getExtraInfo(int which) const; - /** Say to return at once if infeasible, - default is to solve */ - void setInfeasibleReturn(bool trueFalse); - inline bool infeasibleReturn() const { - return independentOptions_[0] != 0; - } - /// Whether we want to do dual part of presolve - inline bool doDual() const { - return (independentOptions_[1] & 1) == 0; - } - inline void setDoDual(bool doDual_) { - if (doDual_) independentOptions_[1] &= ~1; - else independentOptions_[1] |= 1; - } - /// Whether we want to do singleton part of presolve - inline bool doSingleton() const { - return (independentOptions_[1] & 2) == 0; - } - inline void setDoSingleton(bool doSingleton_) { - if (doSingleton_) independentOptions_[1] &= ~2; - else independentOptions_[1] |= 2; - } - /// Whether we want to do doubleton part of presolve - inline bool doDoubleton() const { - return (independentOptions_[1] & 4) == 0; - } - inline void setDoDoubleton(bool doDoubleton_) { - if (doDoubleton_) independentOptions_[1] &= ~4; - else independentOptions_[1] |= 4; - } - /// Whether we want to do tripleton part of presolve - inline bool doTripleton() const { - return (independentOptions_[1] & 8) == 0; - } - inline void setDoTripleton(bool doTripleton_) { - if (doTripleton_) independentOptions_[1] &= ~8; - else independentOptions_[1] |= 8; - } - /// Whether we want to do tighten part of presolve - inline bool doTighten() const { - return (independentOptions_[1] & 16) == 0; - } - inline void setDoTighten(bool doTighten_) { - if (doTighten_) independentOptions_[1] &= ~16; - else independentOptions_[1] |= 16; - } - /// Whether we want to do forcing part of presolve - inline bool doForcing() const { - return (independentOptions_[1] & 32) == 0; - } - inline void setDoForcing(bool doForcing_) { - if (doForcing_) independentOptions_[1] &= ~32; - else independentOptions_[1] |= 32; - } - /// Whether we want to do impliedfree part of presolve - inline bool doImpliedFree() const { - return (independentOptions_[1] & 64) == 0; - } - inline void setDoImpliedFree(bool doImpliedfree) { - if (doImpliedfree) independentOptions_[1] &= ~64; - else independentOptions_[1] |= 64; - } - /// Whether we want to do dupcol part of presolve - inline bool doDupcol() const { - return (independentOptions_[1] & 128) == 0; - } - inline void setDoDupcol(bool doDupcol_) { - if (doDupcol_) independentOptions_[1] &= ~128; - else independentOptions_[1] |= 128; - } - /// Whether we want to do duprow part of presolve - inline bool doDuprow() const { - return (independentOptions_[1] & 256) == 0; - } - inline void setDoDuprow(bool doDuprow_) { - if (doDuprow_) independentOptions_[1] &= ~256; - else independentOptions_[1] |= 256; - } - /// Whether we want to do singleton column part of presolve - inline bool doSingletonColumn() const { - return (independentOptions_[1] & 512) == 0; - } - inline void setDoSingletonColumn(bool doSingleton_) { - if (doSingleton_) independentOptions_[1] &= ~512; - else independentOptions_[1] |= 512; - } - /// Whether we want to kill small substitutions - inline bool doKillSmall() const { - return (independentOptions_[1] & 8192) == 0; - } - inline void setDoKillSmall(bool doKill) { - if (doKill) independentOptions_[1] &= ~8192; - else independentOptions_[1] |= 8192; - } - /// Set whole group - inline int presolveActions() const { - return independentOptions_[1] & 0xffff; - } - inline void setPresolveActions(int action) { - independentOptions_[1] = (independentOptions_[1] & 0xffff0000) | (action & 0xffff); - } - /// Largest column for substitution (normally 3) - inline int substitution() const { - return independentOptions_[2]; - } - inline void setSubstitution(int value) { - independentOptions_[2] = value; - } - inline void setIndependentOption(int type,int value) { - independentOptions_[type] = value; - } - inline int independentOption(int type) const { - return independentOptions_[type]; - } - //@} - -////////////////// data ////////////////// -private: - - /**@name data. - */ - //@{ - /// Solve type - SolveType method_; - /// Presolve type - PresolveType presolveType_; - /// Amount of presolve - int numberPasses_; - /// Options - last is switch for OsiClp - int options_[7]; - /// Extra information - int extraInfo_[7]; - /** Extra algorithm dependent options - 0 - if set return from clpsolve if infeasible - 1 - To be copied over to presolve options - 2 - max substitution level - If Dantzig Wolfe/benders 0 is number blocks, 2 is #passes (notional) - */ - int independentOptions_[3]; - //@} -}; - -/// For saving extra information to see if looping. -class ClpSimplexProgress { - -public: - - - /**@name Constructors and destructor and copy */ - //@{ - /// Default constructor - ClpSimplexProgress ( ); - - /// Constructor from model - ClpSimplexProgress ( ClpSimplex * model ); - - /// Copy constructor. - ClpSimplexProgress(const ClpSimplexProgress &); - - /// Assignment operator. This copies the data - ClpSimplexProgress & operator=(const ClpSimplexProgress & rhs); - /// Destructor - ~ClpSimplexProgress ( ); - /// Resets as much as possible - void reset(); - /// Fill from model - void fillFromModel ( ClpSimplex * model ); - - //@} - - /**@name Check progress */ - //@{ - /** Returns -1 if okay, -n+1 (n number of times bad) if bad but action taken, - >=0 if give up and use as problem status - */ - int looping ( ); - /// Start check at beginning of whileIterating - void startCheck(); - /// Returns cycle length in whileIterating - int cycle(int in, int out, int wayIn, int wayOut); - - /// Returns previous objective (if -1) - current if (0) - double lastObjective(int back = 1) const; - /// Set real primal infeasibility and move back - void setInfeasibility(double value); - /// Returns real primal infeasibility (if -1) - current if (0) - double lastInfeasibility(int back = 1) const; - /// Returns number of primal infeasibilities (if -1) - current if (0) - int numberInfeasibilities(int back = 1) const; - /// Modify objective e.g. if dual infeasible in dual - void modifyObjective(double value); - /// Returns previous iteration number (if -1) - current if (0) - int lastIterationNumber(int back = 1) const; - /// clears all iteration numbers (to switch off panic) - void clearIterationNumbers(); - /// Odd state - inline void newOddState() { - oddState_ = - oddState_ - 1; - } - inline void endOddState() { - oddState_ = abs(oddState_); - } - inline void clearOddState() { - oddState_ = 0; - } - inline int oddState() const { - return oddState_; - } - /// number of bad times - inline int badTimes() const { - return numberBadTimes_; - } - inline void clearBadTimes() { - numberBadTimes_ = 0; - } - /// number of really bad times - inline int reallyBadTimes() const { - return numberReallyBadTimes_; - } - inline void incrementReallyBadTimes() { - numberReallyBadTimes_++; - } - /// number of times flagged - inline int timesFlagged() const { - return numberTimesFlagged_; - } - inline void clearTimesFlagged() { - numberTimesFlagged_ = 0; - } - inline void incrementTimesFlagged() { - numberTimesFlagged_++; - } - - //@} - /**@name Data */ -#define CLP_PROGRESS 5 - //#define CLP_PROGRESS_WEIGHT 10 - //@{ - /// Objective values - double objective_[CLP_PROGRESS]; - /// Sum of infeasibilities for algorithm - double infeasibility_[CLP_PROGRESS]; - /// Sum of real primal infeasibilities for primal - double realInfeasibility_[CLP_PROGRESS]; -#ifdef CLP_PROGRESS_WEIGHT - /// Objective values for weights - double objectiveWeight_[CLP_PROGRESS_WEIGHT]; - /// Sum of infeasibilities for algorithm for weights - double infeasibilityWeight_[CLP_PROGRESS_WEIGHT]; - /// Sum of real primal infeasibilities for primal for weights - double realInfeasibilityWeight_[CLP_PROGRESS_WEIGHT]; - /// Drop for weights - double drop_; - /// Best? for weights - double best_; -#endif - /// Initial weight for weights - double initialWeight_; -#define CLP_CYCLE 12 - /// For cycle checking - //double obj_[CLP_CYCLE]; - int in_[CLP_CYCLE]; - int out_[CLP_CYCLE]; - char way_[CLP_CYCLE]; - /// Pointer back to model so we can get information - ClpSimplex * model_; - /// Number of infeasibilities - int numberInfeasibilities_[CLP_PROGRESS]; - /// Iteration number at which occurred - int iterationNumber_[CLP_PROGRESS]; -#ifdef CLP_PROGRESS_WEIGHT - /// Number of infeasibilities for weights - int numberInfeasibilitiesWeight_[CLP_PROGRESS_WEIGHT]; - /// Iteration number at which occurred for weights - int iterationNumberWeight_[CLP_PROGRESS_WEIGHT]; -#endif - /// Number of times checked (so won't stop too early) - int numberTimes_; - /// Number of times it looked like loop - int numberBadTimes_; - /// Number really bad times - int numberReallyBadTimes_; - /// Number of times no iterations as flagged - int numberTimesFlagged_; - /// If things are in an odd state - int oddState_; - //@} -}; - -#include "ClpConfig.h" -#if CLP_HAS_ABC -#include "AbcCommon.hpp" -/// For saving extra information to see if looping. -class AbcSimplexProgress : public ClpSimplexProgress { - -public: - - - /**@name Constructors and destructor and copy */ - //@{ - /// Default constructor - AbcSimplexProgress ( ); - - /// Constructor from model - AbcSimplexProgress ( ClpSimplex * model ); - - /// Copy constructor. - AbcSimplexProgress(const AbcSimplexProgress &); - - /// Assignment operator. This copies the data - AbcSimplexProgress & operator=(const AbcSimplexProgress & rhs); - /// Destructor - ~AbcSimplexProgress ( ); - - //@} - - /**@name Check progress */ - //@{ - /** Returns -1 if okay, -n+1 (n number of times bad) if bad but action taken, - >=0 if give up and use as problem status - */ - int looping ( ); - - //@} - /**@name Data */ - //@} -}; -#endif -#endif |