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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/ClpPrimalColumnSteepest.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'thirdparty/linux/include/coin/ClpPrimalColumnSteepest.hpp')
-rw-r--r-- | thirdparty/linux/include/coin/ClpPrimalColumnSteepest.hpp | 247 |
1 files changed, 247 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/ClpPrimalColumnSteepest.hpp b/thirdparty/linux/include/coin/ClpPrimalColumnSteepest.hpp new file mode 100644 index 0000000..2da7542 --- /dev/null +++ b/thirdparty/linux/include/coin/ClpPrimalColumnSteepest.hpp @@ -0,0 +1,247 @@ +/* $Id: ClpPrimalColumnSteepest.hpp 1665 2011-01-04 17:55:54Z lou $ */ +// 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 ClpPrimalColumnSteepest_H +#define ClpPrimalColumnSteepest_H + +#include "ClpPrimalColumnPivot.hpp" +#include <bitset> + +//############################################################################# +class CoinIndexedVector; + + +/** Primal Column Pivot Steepest Edge Algorithm Class + +See Forrest-Goldfarb paper for algorithm + +*/ + + +class ClpPrimalColumnSteepest : public ClpPrimalColumnPivot { + +public: + + ///@name Algorithmic methods + //@{ + + /** Returns pivot column, -1 if none. + 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 + Parts of operation split out into separate functions for + profiling and speed + */ + virtual int pivotColumn(CoinIndexedVector * updates, + CoinIndexedVector * spareRow1, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2); + /// For quadratic or funny nonlinearities + int pivotColumnOldMethod(CoinIndexedVector * updates, + CoinIndexedVector * spareRow1, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2); + /// Just update djs + void justDjs(CoinIndexedVector * updates, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2); + /// Update djs doing partial pricing (dantzig) + int partialPricing(CoinIndexedVector * updates, + CoinIndexedVector * spareRow2, + int numberWanted, + int numberLook); + /// Update djs, weights for Devex using djs + void djsAndDevex(CoinIndexedVector * updates, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2); + /// Update djs, weights for Steepest using djs + void djsAndSteepest(CoinIndexedVector * updates, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2); + /// Update djs, weights for Devex using pivot row + void djsAndDevex2(CoinIndexedVector * updates, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2); + /// Update djs, weights for Steepest using pivot row + void djsAndSteepest2(CoinIndexedVector * updates, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2); + /// Update weights for Devex + void justDevex(CoinIndexedVector * updates, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2); + /// Update weights for Steepest + void justSteepest(CoinIndexedVector * updates, + CoinIndexedVector * spareRow2, + CoinIndexedVector * spareColumn1, + CoinIndexedVector * spareColumn2); + /// Updates two arrays for steepest + void transposeTimes2(const CoinIndexedVector * pi1, CoinIndexedVector * dj1, + const CoinIndexedVector * pi2, CoinIndexedVector * dj2, + CoinIndexedVector * spare, double scaleFactor); + + /// Updates weights - part 1 - also checks accuracy + virtual void updateWeights(CoinIndexedVector * input); + + /// Checks accuracy - just for debug + void checkAccuracy(int sequence, double relativeTolerance, + CoinIndexedVector * rowArray1, + CoinIndexedVector * rowArray2); + + /// Initialize weights + void initializeWeights(); + + /** Save weights - this may initialize weights as well + mode is - + 1) before factorization + 2) after factorization + 3) just redo infeasibilities + 4) restore weights + 5) at end of values pass (so need initialization) + */ + virtual void saveWeights(ClpSimplex * model, int mode); + /// Gets rid of last update + virtual void unrollWeights(); + /// Gets rid of all arrays + virtual void clearArrays(); + /// Returns true if would not find any column + virtual bool looksOptimal() const; + /// Called when maximum pivots changes + virtual void maximumPivotsChanged(); + //@} + + /**@name gets and sets */ + //@{ + /// Mode + inline int mode() const { + return mode_; + } + /** 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(); + +//@} + + /** enums for persistence + */ + enum Persistence { + normal = 0x00, // create (if necessary) and destroy + keep = 0x01 // create (if necessary) and leave + }; + + ///@name Constructors and destructors + //@{ + /** Default Constructor + 0 is exact devex, 1 full steepest, 2 is partial exact devex + 3 switches between 0 and 2 depending on factorization + 4 starts as partial dantzig/devex but then may switch between 0 and 2. + By partial exact devex is meant that the weights are updated as normal + but only part of the nonbasic variables are scanned. + This can be faster on very easy problems. + */ + ClpPrimalColumnSteepest(int mode = 3); + + /// Copy constructor + ClpPrimalColumnSteepest(const ClpPrimalColumnSteepest & rhs); + + /// Assignment operator + ClpPrimalColumnSteepest & operator=(const ClpPrimalColumnSteepest& rhs); + + /// Destructor + virtual ~ClpPrimalColumnSteepest (); + + /// Clone + virtual ClpPrimalColumnPivot * clone(bool copyData = true) const; + + //@} + + ///@name Private functions to deal with devex + /** reference would be faster using ClpSimplex's status_, + but I prefer to keep modularity. + */ + inline bool reference(int i) const { + return ((reference_[i>>5] >> (i & 31)) & 1) != 0; + } + inline void setReference(int i, bool trueFalse) { + unsigned int & value = reference_[i>>5]; + int bit = i & 31; + if (trueFalse) + value |= (1 << bit); + else + value &= ~(1 << bit); + } + /// Set/ get persistence + inline void setPersistence(Persistence life) { + persistence_ = life; + } + inline Persistence persistence() const { + return persistence_ ; + } + + //@} + //--------------------------------------------------------------------------- + +private: + ///@name Private member data + // Update weight + double devex_; + /// weight array + double * weights_; + /// square of infeasibility array (just for infeasible columns) + CoinIndexedVector * infeasible_; + /// alternate weight array (so we can unroll) + CoinIndexedVector * alternateWeights_; + /// save weight array (so we can use checkpoint) + double * savedWeights_; + // Array for exact devex to say what is in reference framework + unsigned int * reference_; + /** Status + 0) Normal + -1) Needs initialization + 1) Weights are stored by sequence number + */ + int state_; + /** + 0 is exact devex, 1 full steepest, 2 is partial exact devex + 3 switches between 0 and 2 depending on factorization + 4 starts as partial dantzig/devex but then may switch between 0 and 2. + 5 is always partial dantzig + By partial exact devex is meant that the weights are updated as normal + but only part of the nonbasic variables are scanned. + This can be faster on very easy problems. + + New dubious option is >=10 which does mini-sprint + + */ + int mode_; + /// Life of weights + Persistence persistence_; + /// Number of times switched from partial dantzig to 0/2 + int numberSwitched_; + // This is pivot row (or pivot sequence round re-factorization) + int pivotSequence_; + // This is saved pivot sequence + int savedPivotSequence_; + // This is saved outgoing variable + int savedSequenceOut_; + // Iteration when last rectified + int lastRectified_; + // Size of factorization at invert (used to decide algorithm) + int sizeFactorization_; + //@} +}; + +#endif |