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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 /thirdparty/linux/include/coin/ClpPrimalColumnPivot.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'thirdparty/linux/include/coin/ClpPrimalColumnPivot.hpp')
-rw-r--r-- | thirdparty/linux/include/coin/ClpPrimalColumnPivot.hpp | 155 |
1 files changed, 155 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/ClpPrimalColumnPivot.hpp b/thirdparty/linux/include/coin/ClpPrimalColumnPivot.hpp new file mode 100644 index 0000000..678da30 --- /dev/null +++ b/thirdparty/linux/include/coin/ClpPrimalColumnPivot.hpp @@ -0,0 +1,155 @@ +/* $Id: ClpPrimalColumnPivot.hpp 1732 2011-05-31 08:09:41Z 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 ClpPrimalcolumnPivot_H +#define ClpPrimalcolumnPivot_H + +class ClpSimplex; +class CoinIndexedVector; + +//############################################################################# + +/** Primal Column Pivot Abstract Base Class + +Abstract Base Class for describing an interface to an algorithm +to choose column pivot in primal simplex algorithm. For some algorithms +e.g. Dantzig choice then some functions may be null. For Dantzig +the only one of any importance is pivotColumn. + +If you wish to inherit from this look at ClpPrimalColumnDantzig.cpp +as that is simplest version. +*/ + +class ClpPrimalColumnPivot { + +public: + + ///@name Algorithmic methods + //@{ + + /** Returns pivot column, -1 if none + + Normally updates reduced costs using result of last iteration + before selecting incoming column. + + The Packed CoinIndexedVector updates has cost updates - for normal LP + that is just +-weight where a feasibility changed. It also has + reduced cost from last iteration in pivot row + + Inside pivotColumn the pivotRow_ and reduced cost from last iteration + are also used. + + So in the simplest case i.e. feasible we compute the row of the + tableau corresponding to last pivot and add a multiple of this + to current reduced costs. + + We can use other arrays to help updates + */ + virtual int pivotColumn(CoinIndexedVector * updates, + CoinIndexedVector * spareRow1, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2) = 0; + + /// Updates weights - part 1 (may be empty) + virtual void updateWeights(CoinIndexedVector * input); + + /** Saves any weights round factorization as pivot rows may change + Will be empty unless steepest edge (will save model) + May also recompute infeasibility stuff + 1) before factorization + 2) after good factorization (if weights empty may initialize) + 3) after something happened but no factorization + (e.g. check for infeasible) + 4) as 2 but restore weights from previous snapshot + 5) forces some initialization e.g. weights + Also sets model + */ + virtual void saveWeights(ClpSimplex * model, int mode) = 0; + /** Signals pivot row choice: + -2 (default) - use normal pivot row choice + -1 to numberRows-1 - use this (will be checked) + way should be -1 to go to lower bound, +1 to upper bound + */ + virtual int pivotRow(double & way) { + way = 0; + return -2; + } + /// Gets rid of all arrays (may be empty) + virtual void clearArrays(); + /// Returns true if would not find any column + virtual bool looksOptimal() const { + return looksOptimal_; + } + /// Sets optimality flag (for advanced use) + virtual void setLooksOptimal(bool flag) { + looksOptimal_ = flag; + } + //@} + + + ///@name Constructors and destructors + //@{ + /// Default Constructor + ClpPrimalColumnPivot(); + + /// Copy constructor + ClpPrimalColumnPivot(const ClpPrimalColumnPivot &); + + /// Assignment operator + ClpPrimalColumnPivot & operator=(const ClpPrimalColumnPivot& rhs); + + /// Destructor + virtual ~ClpPrimalColumnPivot (); + + /// Clone + virtual ClpPrimalColumnPivot * clone(bool copyData = true) const = 0; + + //@} + + ///@name Other + //@{ + /// Returns model + inline ClpSimplex * model() { + return model_; + } + /// Sets model + inline void setModel(ClpSimplex * newmodel) { + model_ = newmodel; + } + + /// Returns type (above 63 is extra information) + inline int type() { + return type_; + } + + /** Returns number of extra columns for sprint algorithm - 0 means off. + Also number of iterations before recompute + */ + virtual int numberSprintColumns(int & numberIterations) const; + /// Switch off sprint idea + virtual void switchOffSprint(); + /// Called when maximum pivots changes + virtual void maximumPivotsChanged() {} + + //@} + + //--------------------------------------------------------------------------- + +protected: + ///@name Protected member data + //@{ + /// Pointer to model + ClpSimplex * model_; + /// Type of column pivot algorithm + int type_; + /// Says if looks optimal (normally computed) + bool looksOptimal_; + //@} +}; +#ifndef CLP_PRIMAL_SLACK_MULTIPLIER +#define CLP_PRIMAL_SLACK_MULTIPLIER 1.01 +#endif +#endif |