cbcintlinprog added

1 files changed, 280 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/CoinOslFactorization.hpp b/thirdparty/linux/include/coin/CoinOslFactorization.hpp
new file mode 100644
index 0000000..0b51b01
--- /dev/null
+++ b/thirdparty/linux/include/coin/CoinOslFactorization.hpp
@@ -0,0 +1,280 @@
+/* $Id: CoinOslFactorization.hpp 1416 2011-04-17 09:57:29Z stefan $ */
+// Copyright (C) 1987, 2009, 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 CoinOslFactorization_H
+#define CoinOslFactorization_H
+#include <iostream>
+#include <string>
+#include <cassert>
+#include "CoinTypes.hpp"
+#include "CoinIndexedVector.hpp"
+#include "CoinDenseFactorization.hpp"
+class CoinPackedMatrix;
+/** This deals with Factorization and Updates
+    This is ripped off from OSL!!!!!!!!!
+
+    I am assuming that 32 bits is enough for number of rows or columns, but CoinBigIndex
+    may be redefined to get 64 bits.
+ */
+
+typedef struct {int suc, pre;} EKKHlink;
+typedef struct _EKKfactinfo {
+  double drtpiv;
+  double demark;
+  double zpivlu;
+  double zeroTolerance;
+  double areaFactor;
+  int *xrsadr;
+  int *xcsadr;
+  int *xrnadr;
+  int *xcnadr;
+  int *krpadr;
+  int *kcpadr;
+  int *mpermu;
+  int *bitArray;
+  int * back;
+  char * nonzero;
+  double * trueStart;
+  mutable double *kadrpm;
+  int *R_etas_index;
+  int *R_etas_start;
+  double *R_etas_element;
+
+  int *xecadr;
+  int *xeradr;
+  double *xeeadr;
+  double *xe2adr;
+  EKKHlink * kp1adr;
+  EKKHlink * kp2adr;
+  double * kw1adr;
+  double * kw2adr;
+  double * kw3adr;
+  int * hpivcoR;
+  int nrow;
+  int nrowmx;
+  int firstDoRow;
+  int firstLRow;
+  int maxinv;
+  int nnetas;
+  int iterin;
+  int iter0;
+  int invok;
+  int nbfinv;
+  int num_resets;
+  int nnentl;
+  int nnentu;
+#ifdef CLP_REUSE_ETAS
+  int save_nnentu;
+#endif
+  int ndenuc;
+  int npivots; /* use as xpivsq in factorization */
+  int kmxeta;
+  int xnetal;
+  int first_dense;
+  int last_dense;
+  int iterno;
+  int numberSlacks;
+  int lastSlack;
+  int firstNonSlack;
+  int xnetalval;
+  int lstart;
+  int if_sparse_update;
+  mutable int packedMode;
+  int switch_off_sparse_update;
+  int nuspike;
+  bool rows_ok;	/* replaces test using mrstrt[1] */
+#ifdef CLP_REUSE_ETAS
+  mutable int reintro;
+#endif
+  int nR_etas;
+  int sortedEta; /* if vector for F-T is sorted */
+  int lastEtaCount;
+  int ifvsol;
+  int eta_size;
+  int last_eta_size;
+  int maxNNetas;
+} EKKfactinfo;
+
+class CoinOslFactorization : public CoinOtherFactorization {
+   friend void CoinOslFactorizationUnitTest( const std::string & mpsDir );
+
+public:
+
+  /**@name Constructors and destructor and copy */
+  //@{
+  /// Default constructor
+  CoinOslFactorization (  );
+  /// Copy constructor 
+  CoinOslFactorization ( const CoinOslFactorization &other);
+  
+  /// Destructor
+  virtual ~CoinOslFactorization (  );
+  /// = copy
+  CoinOslFactorization & operator = ( const CoinOslFactorization & other );
+  /// Clone
+  virtual CoinOtherFactorization * clone() const ;
+  //@}
+
+  /**@name Do factorization - public */
+  //@{
+  /// Gets space for a factorization
+  virtual void getAreas ( int numberRows,
+		  int numberColumns,
+		  CoinBigIndex maximumL,
+		  CoinBigIndex maximumU );
+  
+  /// PreProcesses column ordered copy of basis
+  virtual void preProcess ( );
+  /** Does most of factorization returning status
+      0 - OK
+      -99 - needs more memory
+      -1 - singular - use numberGoodColumns and redo
+  */
+  virtual int factor ( );
+  /// Does post processing on valid factorization - putting variables on correct rows
+  virtual void postProcess(const int * sequence, int * pivotVariable);
+  /// Makes a non-singular basis by replacing variables
+  virtual void makeNonSingular(int * sequence, int numberColumns);
+  /** When part of LP - given by basic variables.
+  Actually does factorization.
+  Arrays passed in have non negative value to say basic.
+  If status is okay, basic variables have pivot row - this is only needed
+  If status is singular, then basic variables have pivot row
+  and ones thrown out have -1
+  returns 0 -okay, -1 singular, -2 too many in basis, -99 memory */
+  int factorize ( const CoinPackedMatrix & matrix, 
+		  int rowIsBasic[], int columnIsBasic[] , 
+		  double areaFactor = 0.0 );
+  //@}
+
+  /**@name general stuff such as number of elements */
+  //@{ 
+  /// Total number of elements in factorization
+  virtual inline int numberElements (  ) const {
+    return numberRows_*(numberColumns_+numberPivots_);
+  }
+  /// Returns array to put basis elements in
+  virtual CoinFactorizationDouble * elements() const;
+  /// Returns pivot row 
+  virtual int * pivotRow() const;
+  /// Returns work area
+  virtual CoinFactorizationDouble * workArea() const;
+  /// Returns int work area
+  virtual int * intWorkArea() const;
+  /// Number of entries in each row
+  virtual int * numberInRow() const;
+  /// Number of entries in each column
+  virtual int * numberInColumn() const;
+  /// Returns array to put basis starts in
+  virtual CoinBigIndex * starts() const;
+  /// Returns permute back
+  virtual int * permuteBack() const;
+  /// Returns true if wants tableauColumn in replaceColumn
+  virtual bool wantsTableauColumn() const;
+  /** Useful information for factorization
+      0 - iteration number
+      whereFrom is 0 for factorize and 1 for replaceColumn
+  */
+  virtual void setUsefulInformation(const int * info,int whereFrom);
+  /// Set maximum pivots
+  virtual void maximumPivots (  int value );
+
+  /// Returns maximum absolute value in factorization
+  double maximumCoefficient() const;
+  /// Condition number - product of pivots after factorization
+  double conditionNumber() const;
+  /// Get rid of all memory
+  virtual void clearArrays();
+  //@}
+
+  /**@name rank one updates which do exist */
+  //@{
+
+  /** Replaces one Column to basis,
+   returns 0=OK, 1=Probably OK, 2=singular, 3=no room
+      If checkBeforeModifying is true will do all accuracy checks
+      before modifying factorization.  Whether to set this depends on
+      speed considerations.  You could just do this on first iteration
+      after factorization and thereafter re-factorize
+   partial update already in U */
+  virtual int replaceColumn ( CoinIndexedVector * regionSparse,
+		      int pivotRow,
+		      double pivotCheck ,
+			      bool checkBeforeModifying=false,
+			      double acceptablePivot=1.0e-8);
+  //@}
+
+  /**@name various uses of factorization (return code number elements) 
+   which user may want to know about */
+  //@{
+  /** Updates one column (FTRAN) from regionSparse2
+      Tries to do FT update
+      number returned is negative if no room
+      regionSparse starts as zero and is zero at end.
+      Note - if regionSparse2 packed on input - will be packed on output
+  */
+  virtual int updateColumnFT ( CoinIndexedVector * regionSparse,
+				      CoinIndexedVector * regionSparse2,
+				      bool noPermute=false);
+  /** This version has same effect as above with FTUpdate==false
+      so number returned is always >=0 */
+  virtual int updateColumn ( CoinIndexedVector * regionSparse,
+		     CoinIndexedVector * regionSparse2,
+		     bool noPermute=false) const;
+    /// does FTRAN on two columns
+    virtual int updateTwoColumnsFT(CoinIndexedVector * regionSparse1,
+			   CoinIndexedVector * regionSparse2,
+			   CoinIndexedVector * regionSparse3,
+			   bool noPermute=false);
+  /** Updates one column (BTRAN) from regionSparse2
+      regionSparse starts as zero and is zero at end 
+      Note - if regionSparse2 packed on input - will be packed on output
+  */
+  virtual int updateColumnTranspose ( CoinIndexedVector * regionSparse,
+			      CoinIndexedVector * regionSparse2) const;
+  //@}
+  /// *** Below this user may not want to know about
+
+  /**@name various uses of factorization
+   which user may not want to know about (left over from my LP code) */
+  //@{
+  /// Get rid of all memory
+  //inline void clearArrays()
+  //{ gutsOfDestructor();}
+  /// Returns array to put basis indices in
+  virtual int * indices() const;
+  /// Returns permute in
+  virtual inline int * permute() const
+  { return NULL;/*pivotRow_*/;}
+  //@}
+
+  /// The real work of desstructor 
+  void gutsOfDestructor(bool clearFact=true);
+  /// The real work of constructor
+  void gutsOfInitialize(bool zapFact=true);
+  /// The real work of copy
+  void gutsOfCopy(const CoinOslFactorization &other);
+
+  //@}
+protected:
+  /** Returns accuracy status of replaceColumn
+      returns 0=OK, 1=Probably OK, 2=singular */
+  int checkPivot(double saveFromU, double oldPivot) const;
+////////////////// data //////////////////
+protected:
+
+  /**@name data */
+  //@{
+  /// Osl factorization data
+  EKKfactinfo factInfo_;
+  //@}
+};
+#endif