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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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+/* $Id: ClpModel.hpp 2074 2014-12-10 09:43:54Z 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 ClpModel_H
+#define ClpModel_H
+
+#include "ClpConfig.h"
+
+#include <iostream>
+#include <cassert>
+#include <cmath>
+#include <vector>
+#include <string>
+//#ifndef COIN_USE_CLP
+//#define COIN_USE_CLP
+//#endif
+#include "ClpPackedMatrix.hpp"
+#include "CoinMessageHandler.hpp"
+#include "CoinHelperFunctions.hpp"
+#include "CoinTypes.hpp"
+#include "CoinFinite.hpp"
+#include "ClpParameters.hpp"
+#include "ClpObjective.hpp"
+class ClpEventHandler;
+/** This is the base class for Linear and quadratic Models
+ This knows nothing about the algorithm, but it seems to
+ have a reasonable amount of information
+
+ I would welcome suggestions for what should be in this and
+ how it relates to OsiSolverInterface. Some methods look
+ very similar.
+
+*/
+class CoinBuild;
+class CoinModel;
+class ClpModel {
+
+public:
+
+ /**@name Constructors and destructor
+ Note - copy methods copy ALL data so can chew up memory
+ until other copy is freed
+ */
+ //@{
+ /// Default constructor
+ ClpModel (bool emptyMessages = false );
+
+ /** Copy constructor. May scale depending on mode
+ -1 leave mode as is
+ 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 auto-but-as-initialSolve-in-bab
+ */
+ ClpModel(const ClpModel & rhs, int scalingMode = -1);
+ /// Assignment operator. This copies the data
+ ClpModel & operator=(const ClpModel & rhs);
+ /** Subproblem constructor. A subset of whole model is created from the
+ row and column lists given. The new order is given by list order and
+ duplicates are allowed. Name and integer information can be dropped
+ */
+ ClpModel (const ClpModel * wholeModel,
+ int numberRows, const int * whichRows,
+ int numberColumns, const int * whichColumns,
+ bool dropNames = true, bool dropIntegers = true);
+ /// Destructor
+ ~ClpModel ( );
+ //@}
+
+ /**@name Load model - loads some stuff and initializes others */
+ //@{
+ /** Loads a problem (the constraints on the
+ rows are given by lower and upper bounds). If a pointer is 0 then the
+ following values are the default:
+ <ul>
+ <li> <code>colub</code>: all columns have upper bound infinity
+ <li> <code>collb</code>: all columns have lower bound 0
+ <li> <code>rowub</code>: all rows have upper bound infinity
+ <li> <code>rowlb</code>: all rows have lower bound -infinity
+ <li> <code>obj</code>: all variables have 0 objective coefficient
+ </ul>
+ */
+ void loadProblem ( const ClpMatrixBase& matrix,
+ const double* collb, const double* colub,
+ const double* obj,
+ const double* rowlb, const double* rowub,
+ const double * rowObjective = NULL);
+ void loadProblem ( const CoinPackedMatrix& matrix,
+ const double* collb, const double* colub,
+ const double* obj,
+ const double* rowlb, const double* rowub,
+ const double * rowObjective = NULL);
+
+ /** Just like the other loadProblem() method except that the matrix is
+ given in a standard column major ordered format (without gaps). */
+ void loadProblem ( const int numcols, const int numrows,
+ const CoinBigIndex* start, const int* index,
+ const double* value,
+ const double* collb, const double* colub,
+ const double* obj,
+ const double* rowlb, const double* rowub,
+ const double * rowObjective = NULL);
+ /** This loads a model from a coinModel object - returns number of errors.
+
+ modelObject not const as may be changed as part of process
+ If tryPlusMinusOne then will try adding as +-1 matrix
+ */
+ int loadProblem ( CoinModel & modelObject, bool tryPlusMinusOne = false);
+ /// This one is for after presolve to save memory
+ void loadProblem ( const int numcols, const int numrows,
+ const CoinBigIndex* start, const int* index,
+ const double* value, const int * length,
+ const double* collb, const double* colub,
+ const double* obj,
+ const double* rowlb, const double* rowub,
+ const double * rowObjective = NULL);
+ /** Load up quadratic objective. This is stored as a CoinPackedMatrix */
+ void loadQuadraticObjective(const int numberColumns,
+ const CoinBigIndex * start,
+ const int * column, const double * element);
+ void loadQuadraticObjective ( const CoinPackedMatrix& matrix);
+ /// Get rid of quadratic objective
+ void deleteQuadraticObjective();
+ /// This just loads up a row objective
+ void setRowObjective(const double * rowObjective);
+ /// Read an mps file from the given filename
+ int readMps(const char *filename,
+ bool keepNames = false,
+ bool ignoreErrors = false);
+ /// Read GMPL files from the given filenames
+ int readGMPL(const char *filename, const char * dataName,
+ bool keepNames = false);
+ /// Copy in integer informations
+ void copyInIntegerInformation(const char * information);
+ /// Drop integer informations
+ void deleteIntegerInformation();
+ /** Set the index-th variable to be a continuous variable */
+ void setContinuous(int index);
+ /** Set the index-th variable to be an integer variable */
+ void setInteger(int index);
+ /** Return true if the index-th variable is an integer variable */
+ bool isInteger(int index) const;
+ /// Resizes rim part of model
+ void resize (int newNumberRows, int newNumberColumns);
+ /// Deletes rows
+ void deleteRows(int number, const int * which);
+ /// Add one row
+ void addRow(int numberInRow, const int * columns,
+ const double * elements, double rowLower = -COIN_DBL_MAX,
+ double rowUpper = COIN_DBL_MAX);
+ /// Add rows
+ void addRows(int number, const double * rowLower,
+ const double * rowUpper,
+ const CoinBigIndex * rowStarts, const int * columns,
+ const double * elements);
+ /// Add rows
+ void addRows(int number, const double * rowLower,
+ const double * rowUpper,
+ const CoinBigIndex * rowStarts, const int * rowLengths,
+ const int * columns,
+ const double * elements);
+#ifndef CLP_NO_VECTOR
+ void addRows(int number, const double * rowLower,
+ const double * rowUpper,
+ const CoinPackedVectorBase * const * rows);
+#endif
+ /** Add rows from a build object.
+ If tryPlusMinusOne then will try adding as +-1 matrix
+ if no matrix exists.
+ Returns number of errors e.g. duplicates
+ */
+ int addRows(const CoinBuild & buildObject, bool tryPlusMinusOne = false,
+ bool checkDuplicates = true);
+ /** Add rows from a model object. returns
+ -1 if object in bad state (i.e. has column information)
+ otherwise number of errors.
+
+ modelObject non const as can be regularized as part of build
+ If tryPlusMinusOne then will try adding as +-1 matrix
+ if no matrix exists.
+ */
+ int addRows(CoinModel & modelObject, bool tryPlusMinusOne = false,
+ bool checkDuplicates = true);
+
+ /// Deletes columns
+ void deleteColumns(int number, const int * which);
+ /// Deletes rows AND columns (keeps old sizes)
+ void deleteRowsAndColumns(int numberRows, const int * whichRows,
+ int numberColumns, const int * whichColumns);
+ /// Add one column
+ void addColumn(int numberInColumn,
+ const int * rows,
+ const double * elements,
+ double columnLower = 0.0,
+ double columnUpper = COIN_DBL_MAX,
+ double objective = 0.0);
+ /// Add columns
+ void addColumns(int number, const double * columnLower,
+ const double * columnUpper,
+ const double * objective,
+ const CoinBigIndex * columnStarts, const int * rows,
+ const double * elements);
+ void addColumns(int number, const double * columnLower,
+ const double * columnUpper,
+ const double * objective,
+ const CoinBigIndex * columnStarts, const int * columnLengths,
+ const int * rows,
+ const double * elements);
+#ifndef CLP_NO_VECTOR
+ void addColumns(int number, const double * columnLower,
+ const double * columnUpper,
+ const double * objective,
+ const CoinPackedVectorBase * const * columns);
+#endif
+ /** Add columns from a build object
+ If tryPlusMinusOne then will try adding as +-1 matrix
+ if no matrix exists.
+ Returns number of errors e.g. duplicates
+ */
+ int addColumns(const CoinBuild & buildObject, bool tryPlusMinusOne = false,
+ bool checkDuplicates = true);
+ /** Add columns from a model object. returns
+ -1 if object in bad state (i.e. has row information)
+ otherwise number of errors
+ modelObject non const as can be regularized as part of build
+ If tryPlusMinusOne then will try adding as +-1 matrix
+ if no matrix exists.
+ */
+ int addColumns(CoinModel & modelObject, bool tryPlusMinusOne = false,
+ bool checkDuplicates = true);
+ /// Modify one element of a matrix
+ inline void modifyCoefficient(int row, int column, double newElement,
+ bool keepZero = false) {
+ matrix_->modifyCoefficient(row, column, newElement, keepZero);
+ }
+ /** Change row lower bounds */
+ void chgRowLower(const double * rowLower);
+ /** Change row upper bounds */
+ void chgRowUpper(const double * rowUpper);
+ /** Change column lower bounds */
+ void chgColumnLower(const double * columnLower);
+ /** Change column upper bounds */
+ void chgColumnUpper(const double * columnUpper);
+ /** Change objective coefficients */
+ void chgObjCoefficients(const double * objIn);
+ /** Borrow model. This is so we don't have to copy large amounts
+ of data around. It assumes a derived class wants to overwrite
+ an empty model with a real one - while it does an algorithm */
+ void borrowModel(ClpModel & otherModel);
+ /** Return model - nulls all arrays so can be deleted safely
+ also updates any scalars */
+ void returnModel(ClpModel & otherModel);
+
+ /// Create empty ClpPackedMatrix
+ void createEmptyMatrix();
+ /** Really clean up matrix (if ClpPackedMatrix).
+ a) eliminate all duplicate AND small elements in matrix
+ b) remove all gaps and set extraGap_ and extraMajor_ to 0.0
+ c) reallocate arrays and make max lengths equal to lengths
+ d) orders elements
+ returns number of elements eliminated or -1 if not ClpPackedMatrix
+ */
+ int cleanMatrix(double threshold = 1.0e-20);
+ /// Copy contents - resizing if necessary - otherwise re-use memory
+ void copy(const ClpMatrixBase * from, ClpMatrixBase * & to);
+#ifndef CLP_NO_STD
+ /// Drops names - makes lengthnames 0 and names empty
+ void dropNames();
+ /// Copies in names
+ void copyNames(const std::vector<std::string> & rowNames,
+ const std::vector<std::string> & columnNames);
+ /// Copies in Row names - modifies names first .. last-1
+ void copyRowNames(const std::vector<std::string> & rowNames, int first, int last);
+ /// Copies in Column names - modifies names first .. last-1
+ void copyColumnNames(const std::vector<std::string> & columnNames, int first, int last);
+ /// Copies in Row names - modifies names first .. last-1
+ void copyRowNames(const char * const * rowNames, int first, int last);
+ /// Copies in Column names - modifies names first .. last-1
+ void copyColumnNames(const char * const * columnNames, int first, int last);
+ /// Set name of row
+ void setRowName(int rowIndex, std::string & name) ;
+ /// Set name of col
+ void setColumnName(int colIndex, std::string & name) ;
+#endif
+ /** Find a network subset.
+ rotate array should be numberRows. On output
+ -1 not in network
+ 0 in network as is
+ 1 in network with signs swapped
+ Returns number of network rows
+ */
+ int findNetwork(char * rotate, double fractionNeeded = 0.75);
+ /** This creates a coinModel object
+ */
+ CoinModel * createCoinModel() const;
+
+ /** Write the problem in MPS format to the specified file.
+
+ Row and column names may be null.
+ formatType is
+ <ul>
+ <li> 0 - normal
+ <li> 1 - extra accuracy
+ <li> 2 - IEEE hex
+ </ul>
+
+ Returns non-zero on I/O error
+ */
+ int writeMps(const char *filename,
+ int formatType = 0, int numberAcross = 2,
+ double objSense = 0.0) const ;
+ //@}
+ /**@name gets and sets */
+ //@{
+ /// Number of rows
+ inline int numberRows() const {
+ return numberRows_;
+ }
+ inline int getNumRows() const {
+ return numberRows_;
+ }
+ /// Number of columns
+ inline int getNumCols() const {
+ return numberColumns_;
+ }
+ inline int numberColumns() const {
+ return numberColumns_;
+ }
+ /// Primal tolerance to use
+ inline double primalTolerance() const {
+ return dblParam_[ClpPrimalTolerance];
+ }
+ void setPrimalTolerance( double value) ;
+ /// Dual tolerance to use
+ inline double dualTolerance() const {
+ return dblParam_[ClpDualTolerance];
+ }
+ void setDualTolerance( double value) ;
+ /// Primal objective limit
+ inline double primalObjectiveLimit() const {
+ return dblParam_[ClpPrimalObjectiveLimit];
+ }
+ void setPrimalObjectiveLimit(double value);
+ /// Dual objective limit
+ inline double dualObjectiveLimit() const {
+ return dblParam_[ClpDualObjectiveLimit];
+ }
+ void setDualObjectiveLimit(double value);
+ /// Objective offset
+ inline double objectiveOffset() const {
+ return dblParam_[ClpObjOffset];
+ }
+ void setObjectiveOffset(double value);
+ /// Presolve tolerance to use
+ inline double presolveTolerance() const {
+ return dblParam_[ClpPresolveTolerance];
+ }
+#ifndef CLP_NO_STD
+ inline const std::string & problemName() const {
+ return strParam_[ClpProbName];
+ }
+#endif
+ /// Number of iterations
+ inline int numberIterations() const {
+ return numberIterations_;
+ }
+ inline int getIterationCount() const {
+ return numberIterations_;
+ }
+ inline void setNumberIterations(int numberIterationsNew) {
+ numberIterations_ = numberIterationsNew;
+ }
+ /** Solve type - 1 simplex, 2 simplex interface, 3 Interior.*/
+ inline int solveType() const {
+ return solveType_;
+ }
+ inline void setSolveType(int type) {
+ solveType_ = type;
+ }
+ /// Maximum number of iterations
+ inline int maximumIterations() const {
+ return intParam_[ClpMaxNumIteration];
+ }
+ void setMaximumIterations(int value);
+ /// Maximum time in seconds (from when set called)
+ inline double maximumSeconds() const {
+ return dblParam_[ClpMaxSeconds];
+ }
+ void setMaximumSeconds(double value);
+ void setMaximumWallSeconds(double value);
+ /// Returns true if hit maximum iterations (or time)
+ bool hitMaximumIterations() const;
+ /** Status of problem:
+ -1 - unknown e.g. before solve or if postSolve says not optimal
+ 0 - optimal
+ 1 - primal infeasible
+ 2 - dual infeasible
+ 3 - stopped on iterations or time
+ 4 - stopped due to errors
+ 5 - stopped by event handler (virtual int ClpEventHandler::event())
+ */
+ inline int status() const {
+ return problemStatus_;
+ }
+ inline int problemStatus() const {
+ return problemStatus_;
+ }
+ /// Set problem status
+ inline void setProblemStatus(int problemStatusNew) {
+ problemStatus_ = problemStatusNew;
+ }
+ /** Secondary status of problem - may get extended
+ 0 - none
+ 1 - primal infeasible because dual limit reached OR (probably primal
+ infeasible but can't prove it - main status was 4)
+ 2 - scaled problem optimal - unscaled problem has primal infeasibilities
+ 3 - scaled problem optimal - unscaled problem has dual infeasibilities
+ 4 - scaled problem optimal - unscaled problem has primal and dual infeasibilities
+ 5 - giving up in primal with flagged variables
+ 6 - failed due to empty problem check
+ 7 - postSolve says not optimal
+ 8 - failed due to bad element check
+ 9 - status was 3 and stopped on time
+ 10 - status was 3 but stopped as primal feasible
+ 100 up - translation of enum from ClpEventHandler
+ */
+ inline int secondaryStatus() const {
+ return secondaryStatus_;
+ }
+ inline void setSecondaryStatus(int newstatus) {
+ secondaryStatus_ = newstatus;
+ }
+ /// Are there a numerical difficulties?
+ inline bool isAbandoned() const {
+ return problemStatus_ == 4;
+ }
+ /// Is optimality proven?
+ inline bool isProvenOptimal() const {
+ return problemStatus_ == 0;
+ }
+ /// Is primal infeasiblity proven?
+ inline bool isProvenPrimalInfeasible() const {
+ return problemStatus_ == 1;
+ }
+ /// Is dual infeasiblity proven?
+ inline bool isProvenDualInfeasible() const {
+ return problemStatus_ == 2;
+ }
+ /// Is the given primal objective limit reached?
+ bool isPrimalObjectiveLimitReached() const ;
+ /// Is the given dual objective limit reached?
+ bool isDualObjectiveLimitReached() const ;
+ /// Iteration limit reached?
+ inline bool isIterationLimitReached() const {
+ return problemStatus_ == 3;
+ }
+ /// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore
+ inline double optimizationDirection() const {
+ return optimizationDirection_;
+ }
+ inline double getObjSense() const {
+ return optimizationDirection_;
+ }
+ void setOptimizationDirection(double value);
+ /// Primal row solution
+ inline double * primalRowSolution() const {
+ return rowActivity_;
+ }
+ inline const double * getRowActivity() const {
+ return rowActivity_;
+ }
+ /// Primal column solution
+ inline double * primalColumnSolution() const {
+ return columnActivity_;
+ }
+ inline const double * getColSolution() const {
+ return columnActivity_;
+ }
+ inline void setColSolution(const double * input) {
+ memcpy(columnActivity_, input, numberColumns_ * sizeof(double));
+ }
+ /// Dual row solution
+ inline double * dualRowSolution() const {
+ return dual_;
+ }
+ inline const double * getRowPrice() const {
+ return dual_;
+ }
+ /// Reduced costs
+ inline double * dualColumnSolution() const {
+ return reducedCost_;
+ }
+ inline const double * getReducedCost() const {
+ return reducedCost_;
+ }
+ /// Row lower
+ inline double* rowLower() const {
+ return rowLower_;
+ }
+ inline const double* getRowLower() const {
+ return rowLower_;
+ }
+ /// Row upper
+ inline double* rowUpper() const {
+ return rowUpper_;
+ }
+ inline const double* getRowUpper() const {
+ return rowUpper_;
+ }
+ //-------------------------------------------------------------------------
+ /**@name Changing bounds on variables and constraints */
+ //@{
+ /** Set an objective function coefficient */
+ void setObjectiveCoefficient( int elementIndex, double elementValue );
+ /** Set an objective function coefficient */
+ inline void setObjCoeff( int elementIndex, double elementValue ) {
+ setObjectiveCoefficient( elementIndex, elementValue);
+ }
+
+ /** Set a single column lower bound<br>
+ Use -DBL_MAX for -infinity. */
+ void setColumnLower( int elementIndex, double elementValue );
+
+ /** Set a single column upper bound<br>
+ Use DBL_MAX for infinity. */
+ void setColumnUpper( int elementIndex, double elementValue );
+
+ /** Set a single column lower and upper bound */
+ void setColumnBounds( int elementIndex,
+ double lower, double upper );
+
+ /** Set the bounds on a number of columns simultaneously<br>
+ The default implementation just invokes setColLower() and
+ setColUpper() over and over again.
+ @param indexFirst,indexLast pointers to the beginning and after the
+ end of the array of the indices of the variables whose
+ <em>either</em> bound changes
+ @param boundList the new lower/upper bound pairs for the variables
+ */
+ void setColumnSetBounds(const int* indexFirst,
+ const int* indexLast,
+ const double* boundList);
+
+ /** Set a single column lower bound<br>
+ Use -DBL_MAX for -infinity. */
+ inline void setColLower( int elementIndex, double elementValue ) {
+ setColumnLower(elementIndex, elementValue);
+ }
+ /** Set a single column upper bound<br>
+ Use DBL_MAX for infinity. */
+ inline void setColUpper( int elementIndex, double elementValue ) {
+ setColumnUpper(elementIndex, elementValue);
+ }
+
+ /** Set a single column lower and upper bound */
+ inline void setColBounds( int elementIndex,
+ double lower, double upper ) {
+ setColumnBounds(elementIndex, lower, upper);
+ }
+
+ /** Set the bounds on a number of columns simultaneously<br>
+ @param indexFirst,indexLast pointers to the beginning and after the
+ end of the array of the indices of the variables whose
+ <em>either</em> bound changes
+ @param boundList the new lower/upper bound pairs for the variables
+ */
+ inline void setColSetBounds(const int* indexFirst,
+ const int* indexLast,
+ const double* boundList) {
+ setColumnSetBounds(indexFirst, indexLast, boundList);
+ }
+
+ /** Set a single row lower bound<br>
+ Use -DBL_MAX for -infinity. */
+ void setRowLower( int elementIndex, double elementValue );
+
+ /** Set a single row upper bound<br>
+ Use DBL_MAX for infinity. */
+ void setRowUpper( int elementIndex, double elementValue ) ;
+
+ /** Set a single row lower and upper bound */
+ void setRowBounds( int elementIndex,
+ double lower, double upper ) ;
+
+ /** Set the bounds on a number of rows simultaneously<br>
+ @param indexFirst,indexLast pointers to the beginning and after the
+ end of the array of the indices of the constraints whose
+ <em>either</em> bound changes
+ @param boundList the new lower/upper bound pairs for the constraints
+ */
+ void setRowSetBounds(const int* indexFirst,
+ const int* indexLast,
+ const double* boundList);
+
+ //@}
+ /// Scaling
+ inline const double * rowScale() const {
+ return rowScale_;
+ }
+ inline const double * columnScale() const {
+ return columnScale_;
+ }
+ inline const double * inverseRowScale() const {
+ return inverseRowScale_;
+ }
+ inline const double * inverseColumnScale() const {
+ return inverseColumnScale_;
+ }
+ inline double * mutableRowScale() const {
+ return rowScale_;
+ }
+ inline double * mutableColumnScale() const {
+ return columnScale_;
+ }
+ inline double * mutableInverseRowScale() const {
+ return inverseRowScale_;
+ }
+ inline double * mutableInverseColumnScale() const {
+ return inverseColumnScale_;
+ }
+ inline double * swapRowScale(double * newScale) {
+ double * oldScale = rowScale_;
+ rowScale_ = newScale;
+ return oldScale;
+ }
+ void setRowScale(double * scale) ;
+ void setColumnScale(double * scale);
+ /// Scaling of objective
+ inline double objectiveScale() const {
+ return objectiveScale_;
+ }
+ inline void setObjectiveScale(double value) {
+ objectiveScale_ = value;
+ }
+ /// Scaling of rhs and bounds
+ inline double rhsScale() const {
+ return rhsScale_;
+ }
+ inline void setRhsScale(double value) {
+ rhsScale_ = value;
+ }
+ /// Sets or unsets scaling, 0 -off, 1 equilibrium, 2 geometric, 3 auto, 4 auto-but-as-initialSolve-in-bab
+ void scaling(int mode = 1);
+ /** If we constructed a "really" scaled model then this reverses the operation.
+ Quantities may not be exactly as they were before due to rounding errors */
+ void unscale();
+ /// Gets scalingFlag
+ inline int scalingFlag() const {
+ return scalingFlag_;
+ }
+ /// Objective
+ inline double * objective() const {
+ if (objective_) {
+ double offset;
+ return objective_->gradient(NULL, NULL, offset, false);
+ } else {
+ return NULL;
+ }
+ }
+ inline double * objective(const double * solution, double & offset, bool refresh = true) const {
+ offset = 0.0;
+ if (objective_) {
+ return objective_->gradient(NULL, solution, offset, refresh);
+ } else {
+ return NULL;
+ }
+ }
+ inline const double * getObjCoefficients() const {
+ if (objective_) {
+ double offset;
+ return objective_->gradient(NULL, NULL, offset, false);
+ } else {
+ return NULL;
+ }
+ }
+ /// Row Objective
+ inline double * rowObjective() const {
+ return rowObjective_;
+ }
+ inline const double * getRowObjCoefficients() const {
+ return rowObjective_;
+ }
+ /// Column Lower
+ inline double * columnLower() const {
+ return columnLower_;
+ }
+ inline const double * getColLower() const {
+ return columnLower_;
+ }
+ /// Column Upper
+ inline double * columnUpper() const {
+ return columnUpper_;
+ }
+ inline const double * getColUpper() const {
+ return columnUpper_;
+ }
+ /// Matrix (if not ClpPackedmatrix be careful about memory leak
+ inline CoinPackedMatrix * matrix() const {
+ if ( matrix_ == NULL ) return NULL;
+ else return matrix_->getPackedMatrix();
+ }
+ /// Number of elements in matrix
+ inline int getNumElements() const {
+ return matrix_->getNumElements();
+ }
+ /** Small element value - elements less than this set to zero,
+ default is 1.0e-20 */
+ inline double getSmallElementValue() const {
+ return smallElement_;
+ }
+ inline void setSmallElementValue(double value) {
+ smallElement_ = value;
+ }
+ /// Row Matrix
+ inline ClpMatrixBase * rowCopy() const {
+ return rowCopy_;
+ }
+ /// Set new row matrix
+ void setNewRowCopy(ClpMatrixBase * newCopy);
+ /// Clp Matrix
+ inline ClpMatrixBase * clpMatrix() const {
+ return matrix_;
+ }
+ /// Scaled ClpPackedMatrix
+ inline ClpPackedMatrix * clpScaledMatrix() const {
+ return scaledMatrix_;
+ }
+ /// Sets pointer to scaled ClpPackedMatrix
+ inline void setClpScaledMatrix(ClpPackedMatrix * scaledMatrix) {
+ delete scaledMatrix_;
+ scaledMatrix_ = scaledMatrix;
+ }
+ /// Swaps pointer to scaled ClpPackedMatrix
+ inline ClpPackedMatrix * swapScaledMatrix(ClpPackedMatrix * scaledMatrix) {
+ ClpPackedMatrix * oldMatrix = scaledMatrix_;
+ scaledMatrix_ = scaledMatrix;
+ return oldMatrix;
+ }
+ /** Replace Clp Matrix (current is not deleted unless told to
+ and new is used)
+ So up to user to delete current. This was used where
+ matrices were being rotated. ClpModel takes ownership.
+ */
+ void replaceMatrix(ClpMatrixBase * matrix, bool deleteCurrent = false);
+ /** Replace Clp Matrix (current is not deleted unless told to
+ and new is used) So up to user to delete current. This was used where
+ matrices were being rotated. This version changes CoinPackedMatrix
+ to ClpPackedMatrix. ClpModel takes ownership.
+ */
+ inline void replaceMatrix(CoinPackedMatrix * newmatrix,
+ bool deleteCurrent = false) {
+ replaceMatrix(new ClpPackedMatrix(newmatrix), deleteCurrent);
+ }
+ /// Objective value
+ inline double objectiveValue() const {
+ return objectiveValue_ * optimizationDirection_ - dblParam_[ClpObjOffset];
+ }
+ inline void setObjectiveValue(double value) {
+ objectiveValue_ = (value + dblParam_[ClpObjOffset]) / optimizationDirection_;
+ }
+ inline double getObjValue() const {
+ return objectiveValue_ * optimizationDirection_ - dblParam_[ClpObjOffset];
+ }
+ /// Integer information
+ inline char * integerInformation() const {
+ return integerType_;
+ }
+ /** Infeasibility/unbounded ray (NULL returned if none/wrong)
+ Up to user to use delete [] on these arrays. */
+ double * infeasibilityRay(bool fullRay=false) const;
+ double * unboundedRay() const;
+ /// For advanced users - no need to delete - sign not changed
+ inline double * ray() const
+ { return ray_;}
+ /// just test if infeasibility or unbounded Ray exists
+ inline bool rayExists() const {
+ return (ray_!=NULL);
+ }
+ /// just delete ray if exists
+ inline void deleteRay() {
+ delete [] ray_;
+ ray_=NULL;
+ }
+ /// Access internal ray storage. Users should call infeasibilityRay() or unboundedRay() instead.
+ inline const double * internalRay() const {
+ return ray_;
+ }
+ /// See if status (i.e. basis) array exists (partly for OsiClp)
+ inline bool statusExists() const {
+ return (status_ != NULL);
+ }
+ /// Return address of status (i.e. basis) array (char[numberRows+numberColumns])
+ inline unsigned char * statusArray() const {
+ return status_;
+ }
+ /** Return copy of status (i.e. basis) array (char[numberRows+numberColumns]),
+ use delete [] */
+ unsigned char * statusCopy() const;
+ /// Copy in status (basis) vector
+ void copyinStatus(const unsigned char * statusArray);
+
+ /// User pointer for whatever reason
+ inline void setUserPointer (void * pointer) {
+ userPointer_ = pointer;
+ }
+ inline void * getUserPointer () const {
+ return userPointer_;
+ }
+ /// Trusted user pointer
+ inline void setTrustedUserPointer (ClpTrustedData * pointer) {
+ trustedUserPointer_ = pointer;
+ }
+ inline ClpTrustedData * getTrustedUserPointer () const {
+ return trustedUserPointer_;
+ }
+ /// What has changed in model (only for masochistic users)
+ inline int whatsChanged() const {
+ return whatsChanged_;
+ }
+ inline void setWhatsChanged(int value) {
+ whatsChanged_ = value;
+ }
+ /// Number of threads (not really being used)
+ inline int numberThreads() const {
+ return numberThreads_;
+ }
+ inline void setNumberThreads(int value) {
+ numberThreads_ = value;
+ }
+ //@}
+ /**@name Message handling */
+ //@{
+ /// Pass in Message handler (not deleted at end)
+ void passInMessageHandler(CoinMessageHandler * handler);
+ /// Pass in Message handler (not deleted at end) and return current
+ CoinMessageHandler * pushMessageHandler(CoinMessageHandler * handler,
+ bool & oldDefault);
+ /// back to previous message handler
+ void popMessageHandler(CoinMessageHandler * oldHandler, bool oldDefault);
+ /// Set language
+ void newLanguage(CoinMessages::Language language);
+ inline void setLanguage(CoinMessages::Language language) {
+ newLanguage(language);
+ }
+ /// Overrides message handler with a default one
+ void setDefaultMessageHandler();
+ /// Return handler
+ inline CoinMessageHandler * messageHandler() const {
+ return handler_;
+ }
+ /// Return messages
+ inline CoinMessages messages() const {
+ return messages_;
+ }
+ /// Return pointer to messages
+ inline CoinMessages * messagesPointer() {
+ return & messages_;
+ }
+ /// Return Coin messages
+ inline CoinMessages coinMessages() const {
+ return coinMessages_;
+ }
+ /// Return pointer to Coin messages
+ inline CoinMessages * coinMessagesPointer() {
+ return & coinMessages_;
+ }
+ /** Amount of print out:
+ 0 - none
+ 1 - just final
+ 2 - just factorizations
+ 3 - as 2 plus a bit more
+ 4 - verbose
+ above that 8,16,32 etc just for selective debug
+ */
+ inline void setLogLevel(int value) {
+ handler_->setLogLevel(value);
+ }
+ inline int logLevel() const {
+ return handler_->logLevel();
+ }
+ /// Return true if default handler
+ inline bool defaultHandler() const {
+ return defaultHandler_;
+ }
+ /// Pass in Event handler (cloned and deleted at end)
+ void passInEventHandler(const ClpEventHandler * eventHandler);
+ /// Event handler
+ inline ClpEventHandler * eventHandler() const {
+ return eventHandler_;
+ }
+ /// Thread specific random number generator
+ inline CoinThreadRandom * randomNumberGenerator() {
+ return &randomNumberGenerator_;
+ }
+ /// Thread specific random number generator
+ inline CoinThreadRandom & mutableRandomNumberGenerator() {
+ return randomNumberGenerator_;
+ }
+ /// Set seed for thread specific random number generator
+ inline void setRandomSeed(int value) {
+ randomNumberGenerator_.setSeed(value);
+ }
+ /// length of names (0 means no names0
+ inline int lengthNames() const {
+ return lengthNames_;
+ }
+#ifndef CLP_NO_STD
+ /// length of names (0 means no names0
+ inline void setLengthNames(int value) {
+ lengthNames_ = value;
+ }
+ /// Row names
+ inline const std::vector<std::string> * rowNames() const {
+ return &rowNames_;
+ }
+ inline const std::string& rowName(int iRow) const {
+ return rowNames_[iRow];
+ }
+ /// Return name or Rnnnnnnn
+ std::string getRowName(int iRow) const;
+ /// Column names
+ inline const std::vector<std::string> * columnNames() const {
+ return &columnNames_;
+ }
+ inline const std::string& columnName(int iColumn) const {
+ return columnNames_[iColumn];
+ }
+ /// Return name or Cnnnnnnn
+ std::string getColumnName(int iColumn) const;
+#endif
+ /// Objective methods
+ inline ClpObjective * objectiveAsObject() const {
+ return objective_;
+ }
+ void setObjective(ClpObjective * objective);
+ inline void setObjectivePointer(ClpObjective * newobjective) {
+ objective_ = newobjective;
+ }
+ /** Solve a problem with no elements - return status and
+ dual and primal infeasibilites */
+ int emptyProblem(int * infeasNumber = NULL, double * infeasSum = NULL, bool printMessage = true);
+
+ //@}
+
+ /**@name Matrix times vector methods
+ They can be faster if scalar is +- 1
+ These are covers so user need not worry about scaling
+ Also for simplex I am not using basic/non-basic split */
+ //@{
+ /** Return <code>y + A * x * scalar</code> in <code>y</code>.
+ @pre <code>x</code> must be of size <code>numColumns()</code>
+ @pre <code>y</code> must be of size <code>numRows()</code> */
+ void times(double scalar,
+ const double * x, double * y) const;
+ /** Return <code>y + x * scalar * A</code> in <code>y</code>.
+ @pre <code>x</code> must be of size <code>numRows()</code>
+ @pre <code>y</code> must be of size <code>numColumns()</code> */
+ void transposeTimes(double scalar,
+ const double * x, double * y) const ;
+ //@}
+
+
+ //---------------------------------------------------------------------------
+ /**@name Parameter set/get methods
+
+ The set methods return true if the parameter was set to the given value,
+ false otherwise. There can be various reasons for failure: the given
+ parameter is not applicable for the solver (e.g., refactorization
+ frequency for the volume algorithm), the parameter is not yet implemented
+ for the solver or simply the value of the parameter is out of the range
+ the solver accepts. If a parameter setting call returns false check the
+ details of your solver.
+
+ The get methods return true if the given parameter is applicable for the
+ solver and is implemented. In this case the value of the parameter is
+ returned in the second argument. Otherwise they return false.
+
+ ** once it has been decided where solver sits this may be redone
+ */
+ //@{
+ /// Set an integer parameter
+ bool setIntParam(ClpIntParam key, int value) ;
+ /// Set an double parameter
+ bool setDblParam(ClpDblParam key, double value) ;
+#ifndef CLP_NO_STD
+ /// Set an string parameter
+ bool setStrParam(ClpStrParam key, const std::string & value);
+#endif
+ // Get an integer parameter
+ inline bool getIntParam(ClpIntParam key, int& value) const {
+ if (key < ClpLastIntParam) {
+ value = intParam_[key];
+ return true;
+ } else {
+ return false;
+ }
+ }
+ // Get an double parameter
+ inline bool getDblParam(ClpDblParam key, double& value) const {
+ if (key < ClpLastDblParam) {
+ value = dblParam_[key];
+ return true;
+ } else {
+ return false;
+ }
+ }
+#ifndef CLP_NO_STD
+ // Get a string parameter
+ inline bool getStrParam(ClpStrParam key, std::string& value) const {
+ if (key < ClpLastStrParam) {
+ value = strParam_[key];
+ return true;
+ } else {
+ return false;
+ }
+ }
+#endif
+ /// Create C++ lines to get to current state
+ void generateCpp( FILE * fp);
+ /** For advanced options
+ 1 - Don't keep changing infeasibility weight
+ 2 - Keep nonLinearCost round solves
+ 4 - Force outgoing variables to exact bound (primal)
+ 8 - Safe to use dense initial factorization
+ 16 -Just use basic variables for operation if column generation
+ 32 -Create ray even in BAB
+ 64 -Treat problem as feasible until last minute (i.e. minimize infeasibilities)
+ 128 - Switch off all matrix sanity checks
+ 256 - No row copy
+ 512 - If not in values pass, solution guaranteed, skip as much as possible
+ 1024 - In branch and bound
+ 2048 - Don't bother to re-factorize if < 20 iterations
+ 4096 - Skip some optimality checks
+ 8192 - Do Primal when cleaning up primal
+ 16384 - In fast dual (so we can switch off things)
+ 32768 - called from Osi
+ 65536 - keep arrays around as much as possible (also use maximumR/C)
+ 131072 - transposeTimes is -1.0 and can skip basic and fixed
+ 262144 - extra copy of scaled matrix
+ 524288 - Clp fast dual
+ 1048576 - don't need to finish dual (can return 3)
+ 2097152 - zero costs!
+ 4194304 - don't scale integer variables
+ 8388608 - Idiot when not really sure about it
+ NOTE - many applications can call Clp but there may be some short cuts
+ which are taken which are not guaranteed safe from all applications.
+ Vetted applications will have a bit set and the code may test this
+ At present I expect a few such applications - if too many I will
+ have to re-think. It is up to application owner to change the code
+ if she/he needs these short cuts. I will not debug unless in Coin
+ repository. See COIN_CLP_VETTED comments.
+ 0x01000000 is Cbc (and in branch and bound)
+ 0x02000000 is in a different branch and bound
+ */
+ inline unsigned int specialOptions() const {
+ return specialOptions_;
+ }
+ void setSpecialOptions(unsigned int value);
+#define COIN_CBC_USING_CLP 0x01000000
+ inline bool inCbcBranchAndBound() const {
+ return (specialOptions_ & COIN_CBC_USING_CLP) != 0;
+ }
+ //@}
+
+ /**@name private or protected methods */
+ //@{
+protected:
+ /// Does most of deletion (0 = all, 1 = most)
+ void gutsOfDelete(int type);
+ /** Does most of copying
+ If trueCopy 0 then just points to arrays
+ If -1 leaves as much as possible */
+ void gutsOfCopy(const ClpModel & rhs, int trueCopy = 1);
+ /// gets lower and upper bounds on rows
+ void getRowBound(int iRow, double& lower, double& upper) const;
+ /// puts in format I like - 4 array matrix - may make row copy
+ void gutsOfLoadModel ( int numberRows, int numberColumns,
+ const double* collb, const double* colub,
+ const double* obj,
+ const double* rowlb, const double* rowub,
+ const double * rowObjective = NULL);
+ /// Does much of scaling
+ void gutsOfScaling();
+ /// Objective value - always minimize
+ inline double rawObjectiveValue() const {
+ return objectiveValue_;
+ }
+ /// If we are using maximumRows_ and Columns_
+ inline bool permanentArrays() const {
+ return (specialOptions_ & 65536) != 0;
+ }
+ /// Start using maximumRows_ and Columns_
+ void startPermanentArrays();
+ /// Stop using maximumRows_ and Columns_
+ void stopPermanentArrays();
+ /// Create row names as char **
+ const char * const * rowNamesAsChar() const;
+ /// Create column names as char **
+ const char * const * columnNamesAsChar() const;
+ /// Delete char * version of names
+ void deleteNamesAsChar(const char * const * names, int number) const;
+ /// On stopped - sets secondary status
+ void onStopped();
+ //@}
+
+
+////////////////// data //////////////////
+protected:
+
+ /**@name data */
+ //@{
+ /// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore
+ double optimizationDirection_;
+ /// Array of double parameters
+ double dblParam_[ClpLastDblParam];
+ /// Objective value
+ double objectiveValue_;
+ /// Small element value
+ double smallElement_;
+ /// Scaling of objective
+ double objectiveScale_;
+ /// Scaling of rhs and bounds
+ double rhsScale_;
+ /// Number of rows
+ int numberRows_;
+ /// Number of columns
+ int numberColumns_;
+ /// Row activities
+ double * rowActivity_;
+ /// Column activities
+ double * columnActivity_;
+ /// Duals
+ double * dual_;
+ /// Reduced costs
+ double * reducedCost_;
+ /// Row lower
+ double* rowLower_;
+ /// Row upper
+ double* rowUpper_;
+ /// Objective
+ ClpObjective * objective_;
+ /// Row Objective (? sign) - may be NULL
+ double * rowObjective_;
+ /// Column Lower
+ double * columnLower_;
+ /// Column Upper
+ double * columnUpper_;
+ /// Packed matrix
+ ClpMatrixBase * matrix_;
+ /// Row copy if wanted
+ ClpMatrixBase * rowCopy_;
+ /// Scaled packed matrix
+ ClpPackedMatrix * scaledMatrix_;
+ /// Infeasible/unbounded ray
+ double * ray_;
+ /// Row scale factors for matrix
+ double * rowScale_;
+ /// Column scale factors
+ double * columnScale_;
+ /// Inverse row scale factors for matrix (end of rowScale_)
+ double * inverseRowScale_;
+ /// Inverse column scale factors for matrix (end of columnScale_)
+ double * inverseColumnScale_;
+ /** Scale flag, 0 none, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic,
+ 5 geometric on rows */
+ int scalingFlag_;
+ /** Status (i.e. basis) Region. I know that not all algorithms need a status
+ array, but it made sense for things like crossover and put
+ all permanent stuff in one place. No assumption is made
+ about what is in status array (although it might be good to reserve
+ bottom 3 bits (i.e. 0-7 numeric) for classic status). This
+ is number of columns + number of rows long (in that order).
+ */
+ unsigned char * status_;
+ /// Integer information
+ char * integerType_;
+ /// User pointer for whatever reason
+ void * userPointer_;
+ /// Trusted user pointer e.g. for heuristics
+ ClpTrustedData * trustedUserPointer_;
+ /// Array of integer parameters
+ int intParam_[ClpLastIntParam];
+ /// Number of iterations
+ int numberIterations_;
+ /** Solve type - 1 simplex, 2 simplex interface, 3 Interior.*/
+ int solveType_;
+ /** Whats changed since last solve. This is a work in progress
+ It is designed so careful people can make go faster.
+ It is only used when startFinishOptions used in dual or primal.
+ Bit 1 - number of rows/columns has not changed (so work arrays valid)
+ 2 - matrix has not changed
+ 4 - if matrix has changed only by adding rows
+ 8 - if matrix has changed only by adding columns
+ 16 - row lbs not changed
+ 32 - row ubs not changed
+ 64 - column objective not changed
+ 128 - column lbs not changed
+ 256 - column ubs not changed
+ 512 - basis not changed (up to user to set this to 0)
+ top bits may be used internally
+ shift by 65336 is 3 all same, 1 all except col bounds
+ */
+#define ROW_COLUMN_COUNTS_SAME 1
+#define MATRIX_SAME 2
+#define MATRIX_JUST_ROWS_ADDED 4
+#define MATRIX_JUST_COLUMNS_ADDED 8
+#define ROW_LOWER_SAME 16
+#define ROW_UPPER_SAME 32
+#define OBJECTIVE_SAME 64
+#define COLUMN_LOWER_SAME 128
+#define COLUMN_UPPER_SAME 256
+#define BASIS_SAME 512
+#define ALL_SAME 65339
+#define ALL_SAME_EXCEPT_COLUMN_BOUNDS 65337
+ unsigned int whatsChanged_;
+ /// Status of problem
+ int problemStatus_;
+ /// Secondary status of problem
+ int secondaryStatus_;
+ /// length of names (0 means no names)
+ int lengthNames_;
+ /// Number of threads (not very operational)
+ int numberThreads_;
+ /** For advanced options
+ See get and set for meaning
+ */
+ unsigned int specialOptions_;
+ /// Message handler
+ CoinMessageHandler * handler_;
+ /// Flag to say if default handler (so delete)
+ bool defaultHandler_;
+ /// Thread specific random number generator
+ CoinThreadRandom randomNumberGenerator_;
+ /// Event handler
+ ClpEventHandler * eventHandler_;
+#ifndef CLP_NO_STD
+ /// Row names
+ std::vector<std::string> rowNames_;
+ /// Column names
+ std::vector<std::string> columnNames_;
+#endif
+ /// Messages
+ CoinMessages messages_;
+ /// Coin messages
+ CoinMessages coinMessages_;
+ /// Maximum number of columns in model
+ int maximumColumns_;
+ /// Maximum number of rows in model
+ int maximumRows_;
+ /// Maximum number of columns (internal arrays) in model
+ int maximumInternalColumns_;
+ /// Maximum number of rows (internal arrays) in model
+ int maximumInternalRows_;
+ /// Base packed matrix
+ CoinPackedMatrix baseMatrix_;
+ /// Base row copy
+ CoinPackedMatrix baseRowCopy_;
+ /// Saved row scale factors for matrix
+ double * savedRowScale_;
+ /// Saved column scale factors
+ double * savedColumnScale_;
+#ifndef CLP_NO_STD
+ /// Array of string parameters
+ std::string strParam_[ClpLastStrParam];
+#endif
+ //@}
+};
+/** This is a tiny class where data can be saved round calls.
+ */
+class ClpDataSave {
+
+public:
+ /**@name Constructors and destructor
+ */
+ //@{
+ /// Default constructor
+ ClpDataSave ( );
+
+ /// Copy constructor.
+ ClpDataSave(const ClpDataSave &);
+ /// Assignment operator. This copies the data
+ ClpDataSave & operator=(const ClpDataSave & rhs);
+ /// Destructor
+ ~ClpDataSave ( );
+
+ //@}
+
+////////////////// data //////////////////
+public:
+
+ /**@name data - with same names as in other classes*/
+ //@{
+ double dualBound_;
+ double infeasibilityCost_;
+ double pivotTolerance_;
+ double zeroFactorizationTolerance_;
+ double zeroSimplexTolerance_;
+ double acceptablePivot_;
+ double objectiveScale_;
+ int sparseThreshold_;
+ int perturbation_;
+ int forceFactorization_;
+ int scalingFlag_;
+ unsigned int specialOptions_;
+ //@}
+};
+
+#endif