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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/ClpSimplexOther.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'thirdparty/linux/include/coin/ClpSimplexOther.hpp')
-rw-r--r-- | thirdparty/linux/include/coin/ClpSimplexOther.hpp | 277 |
1 files changed, 277 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/ClpSimplexOther.hpp b/thirdparty/linux/include/coin/ClpSimplexOther.hpp new file mode 100644 index 0000000..c5014ec --- /dev/null +++ b/thirdparty/linux/include/coin/ClpSimplexOther.hpp @@ -0,0 +1,277 @@ +/* $Id: ClpSimplexOther.hpp 2070 2014-11-18 11:12:54Z forrest $ */ +// Copyright (C) 2004, 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 ClpSimplexOther_H +#define ClpSimplexOther_H + +#include "ClpSimplex.hpp" + +/** This is for Simplex stuff which is neither dual nor primal + + It inherits from ClpSimplex. It has no data of its own and + is never created - only cast from a ClpSimplex object at algorithm time. + +*/ + +class ClpSimplexOther : public ClpSimplex { + +public: + + /**@name Methods */ + //@{ + /** Dual ranging. + This computes increase/decrease in cost for each given variable and corresponding + sequence numbers which would change basis. Sequence numbers are 0..numberColumns + and numberColumns.. for artificials/slacks. + For non-basic variables the information is trivial to compute and the change in cost is just minus the + reduced cost and the sequence number will be that of the non-basic variables. + For basic variables a ratio test is between the reduced costs for non-basic variables + and the row of the tableau corresponding to the basic variable. + The increase/decrease value is always >= 0.0 + + Up to user to provide correct length arrays where each array is of length numberCheck. + which contains list of variables for which information is desired. All other + arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays + will be information for variable 7. + + If valueIncrease/Decrease not NULL (both must be NULL or both non NULL) then these are filled with + the value of variable if such a change in cost were made (the existing bounds are ignored) + + When here - guaranteed optimal + */ + void dualRanging(int numberCheck, const int * which, + double * costIncrease, int * sequenceIncrease, + double * costDecrease, int * sequenceDecrease, + double * valueIncrease = NULL, double * valueDecrease = NULL); + /** Primal ranging. + This computes increase/decrease in value for each given variable and corresponding + sequence numbers which would change basis. Sequence numbers are 0..numberColumns + and numberColumns.. for artificials/slacks. + This should only be used for non-basic variabls as otherwise information is pretty useless + For basic variables the sequence number will be that of the basic variables. + + Up to user to provide correct length arrays where each array is of length numberCheck. + which contains list of variables for which information is desired. All other + arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays + will be information for variable 7. + + When here - guaranteed optimal + */ + void primalRanging(int numberCheck, const int * which, + double * valueIncrease, int * sequenceIncrease, + double * valueDecrease, int * sequenceDecrease); + /** Parametrics + This is an initial slow version. + The code uses current bounds + theta * change (if change array not NULL) + and similarly for objective. + It starts at startingTheta and returns ending theta in endingTheta. + If reportIncrement 0.0 it will report on any movement + If reportIncrement >0.0 it will report at startingTheta+k*reportIncrement. + If it can not reach input endingTheta return code will be 1 for infeasible, + 2 for unbounded, if error on ranges -1, otherwise 0. + Normal report is just theta and objective but + if event handler exists it may do more + On exit endingTheta is maximum reached (can be used for next startingTheta) + */ + int parametrics(double startingTheta, double & endingTheta, double reportIncrement, + const double * changeLowerBound, const double * changeUpperBound, + const double * changeLowerRhs, const double * changeUpperRhs, + const double * changeObjective); + /** Version of parametrics which reads from file + See CbcClpParam.cpp for details of format + Returns -2 if unable to open file */ + int parametrics(const char * dataFile); + /** Parametrics + This is an initial slow version. + The code uses current bounds + theta * change (if change array not NULL) + It starts at startingTheta and returns ending theta in endingTheta. + If it can not reach input endingTheta return code will be 1 for infeasible, + 2 for unbounded, if error on ranges -1, otherwise 0. + Event handler may do more + On exit endingTheta is maximum reached (can be used for next startingTheta) + */ + int parametrics(double startingTheta, double & endingTheta, + const double * changeLowerBound, const double * changeUpperBound, + const double * changeLowerRhs, const double * changeUpperRhs); + int parametricsObj(double startingTheta, double & endingTheta, + const double * changeObjective); + /// Finds best possible pivot + double bestPivot(bool justColumns=false); + typedef struct { + double startingTheta; + double endingTheta; + double maxTheta; + double acceptableMaxTheta; // if this far then within tolerances + double * lowerChange; // full array of lower bound changes + int * lowerList; // list of lower bound changes + double * upperChange; // full array of upper bound changes + int * upperList; // list of upper bound changes + char * markDone; // mark which ones looked at + int * backwardBasic; // from sequence to pivot row + int * lowerActive; + double * lowerGap; + double * lowerCoefficient; + int * upperActive; + double * upperGap; + double * upperCoefficient; + int unscaledChangesOffset; + bool firstIteration; // so can update rhs for accuracy + } parametricsData; + +private: + /** Parametrics - inner loop + This first attempt is when reportIncrement non zero and may + not report endingTheta correctly + If it can not reach input endingTheta return code will be 1 for infeasible, + 2 for unbounded, otherwise 0. + Normal report is just theta and objective but + if event handler exists it may do more + */ + int parametricsLoop(parametricsData & paramData, double reportIncrement, + const double * changeLower, const double * changeUpper, + const double * changeObjective, ClpDataSave & data, + bool canTryQuick); + int parametricsLoop(parametricsData & paramData, + ClpDataSave & data,bool canSkipFactorization=false); + int parametricsObjLoop(parametricsData & paramData, + ClpDataSave & data,bool canSkipFactorization=false); + /** Refactorizes if necessary + Checks if finished. Updates status. + + type - 0 initial so set up save arrays etc + - 1 normal -if good update save + - 2 restoring from saved + */ + void statusOfProblemInParametrics(int type, ClpDataSave & saveData); + void statusOfProblemInParametricsObj(int type, ClpDataSave & saveData); + /** This has the flow between re-factorizations + + Reasons to come out: + -1 iterations etc + -2 inaccuracy + -3 slight inaccuracy (and done iterations) + +0 looks optimal (might be unbounded - but we will investigate) + +1 looks infeasible + +3 max iterations + */ + int whileIterating(parametricsData & paramData, double reportIncrement, + const double * changeObjective); + /** Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none). + theta is in theta_. + type 1 bounds, 2 objective, 3 both. + */ + int nextTheta(int type, double maxTheta, parametricsData & paramData, + const double * changeObjective); + int whileIteratingObj(parametricsData & paramData); + int nextThetaObj(double maxTheta, parametricsData & paramData); + /// Restores bound to original bound + void originalBound(int iSequence, double theta, const double * changeLower, + const double * changeUpper); + /// Compute new rowLower_ etc (return negative if infeasible - otherwise largest change) + double computeRhsEtc(parametricsData & paramData); + /// Redo lower_ from rowLower_ etc + void redoInternalArrays(); + /** + Row array has row part of pivot row + Column array has column part. + This is used in dual ranging + */ + void checkDualRatios(CoinIndexedVector * rowArray, + CoinIndexedVector * columnArray, + double & costIncrease, int & sequenceIncrease, double & alphaIncrease, + double & costDecrease, int & sequenceDecrease, double & alphaDecrease); + /** + Row array has pivot column + This is used in primal ranging + */ + void checkPrimalRatios(CoinIndexedVector * rowArray, + int direction); + /// Returns new value of whichOther when whichIn enters basis + double primalRanging1(int whichIn, int whichOther); + +public: + /** Write the basis in MPS format to the specified file. + If writeValues true writes values of structurals + (and adds VALUES to end of NAME card) + + Row and column names may be null. + formatType is + <ul> + <li> 0 - normal + <li> 1 - extra accuracy + <li> 2 - IEEE hex (later) + </ul> + + Returns non-zero on I/O error + */ + int writeBasis(const char *filename, + bool writeValues = false, + int formatType = 0) const; + /// Read a basis from the given filename + int readBasis(const char *filename); + /** Creates dual of a problem if looks plausible + (defaults will always create model) + fractionRowRanges is fraction of rows allowed to have ranges + fractionColumnRanges is fraction of columns allowed to have ranges + */ + ClpSimplex * dualOfModel(double fractionRowRanges = 1.0, double fractionColumnRanges = 1.0) const; + /** Restores solution from dualized problem + non-zero return code indicates minor problems + */ + int restoreFromDual(const ClpSimplex * dualProblem, + bool checkAccuracy=false); + /** Sets solution in dualized problem + non-zero return code indicates minor problems + */ + int setInDual(ClpSimplex * dualProblem); + /** Does very cursory presolve. + rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns. + */ + ClpSimplex * crunch(double * rhs, int * whichRows, int * whichColumns, + int & nBound, bool moreBounds = false, bool tightenBounds = false); + /** After very cursory presolve. + rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns. + */ + void afterCrunch(const ClpSimplex & small, + const int * whichRows, const int * whichColumns, + int nBound); + /** Returns gub version of model or NULL + whichRows has to be numberRows + whichColumns has to be numberRows+numberColumns */ + ClpSimplex * gubVersion(int * whichRows, int * whichColumns, + int neededGub, + int factorizationFrequency=50); + /// Sets basis from original + void setGubBasis(ClpSimplex &original,const int * whichRows, + const int * whichColumns); + /// Restores basis to original + void getGubBasis(ClpSimplex &original,const int * whichRows, + const int * whichColumns) const; + /// Quick try at cleaning up duals if postsolve gets wrong + void cleanupAfterPostsolve(); + /** Tightens integer bounds - returns number tightened or -1 if infeasible + */ + int tightenIntegerBounds(double * rhsSpace); + /** Expands out all possible combinations for a knapsack + If buildObj NULL then just computes space needed - returns number elements + On entry numberOutput is maximum allowed, on exit it is number needed or + -1 (as will be number elements) if maximum exceeded. numberOutput will have at + least space to return values which reconstruct input. + Rows returned will be original rows but no entries will be returned for + any rows all of whose entries are in knapsack. So up to user to allow for this. + If reConstruct >=0 then returns number of entrie which make up item "reConstruct" + in expanded knapsack. Values in buildRow and buildElement; + */ + int expandKnapsack(int knapsackRow, int & numberOutput, + double * buildObj, CoinBigIndex * buildStart, + int * buildRow, double * buildElement, int reConstruct = -1) const; + //@} +}; +#endif |