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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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tree1a1955c5482ae608fd7f618b06f4ecc6a0d39a23 /thirdparty/linux/include/coin/ClpPrimalColumnSteepest.hpp
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+/* $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