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Diffstat (limited to 'build/Bonmin/include/coin/CoinSimpFactorization.hpp')
| -rw-r--r-- | build/Bonmin/include/coin/CoinSimpFactorization.hpp | 431 |
1 files changed, 0 insertions, 431 deletions
diff --git a/build/Bonmin/include/coin/CoinSimpFactorization.hpp b/build/Bonmin/include/coin/CoinSimpFactorization.hpp deleted file mode 100644 index 242b6cd..0000000 --- a/build/Bonmin/include/coin/CoinSimpFactorization.hpp +++ /dev/null @@ -1,431 +0,0 @@ -/* $Id: CoinSimpFactorization.hpp 1416 2011-04-17 09:57:29Z stefan $ */ -// Copyright (C) 2008, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -/* - This is a simple factorization of the LP Basis - */ -#ifndef CoinSimpFactorization_H -#define CoinSimpFactorization_H - -#include <iostream> -#include <string> -#include <cassert> -#include "CoinTypes.hpp" -#include "CoinIndexedVector.hpp" -#include "CoinDenseFactorization.hpp" -class CoinPackedMatrix; - - -/// pointers used during factorization -class FactorPointers{ -public: - double *rowMax; - int *firstRowKnonzeros; - int *prevRow; - int *nextRow; - int *firstColKnonzeros; - int *prevColumn; - int *nextColumn; - int *newCols; - //constructor - FactorPointers( int numRows, int numCols, int *UrowLengths_, int *UcolLengths_ ); - // destructor - ~ FactorPointers(); -}; - -class CoinSimpFactorization : public CoinOtherFactorization { - friend void CoinSimpFactorizationUnitTest( const std::string & mpsDir ); - -public: - - /**@name Constructors and destructor and copy */ - //@{ - /// Default constructor - CoinSimpFactorization ( ); - /// Copy constructor - CoinSimpFactorization ( const CoinSimpFactorization &other); - - /// Destructor - virtual ~CoinSimpFactorization ( ); - /// = copy - CoinSimpFactorization & operator = ( const CoinSimpFactorization & 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); - //@} - - /**@name general stuff such as status */ - //@{ - /// Total number of elements in factorization - virtual inline int numberElements ( ) const { - return numberRows_*(numberColumns_+numberPivots_); - } - /// Returns maximum absolute value in factorization - double maximumCoefficient() const; - //@} - - /**@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); - /// does updatecolumn if save==true keeps column for replace column - int upColumn ( CoinIndexedVector * regionSparse, - CoinIndexedVector * regionSparse2, - bool noPermute=false, bool save=false) const; - /** 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; - /// does updateColumnTranspose, the other is a wrapper - int upColumnTranspose ( 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 - inline int * indices() const - { return reinterpret_cast<int *> (elements_+numberRows_*numberRows_);} - /// Returns permute in - virtual inline int * permute() const - { return pivotRow_;} - //@} - - /// The real work of destructor - void gutsOfDestructor(); - /// The real work of constructor - void gutsOfInitialize(); - /// The real work of copy - void gutsOfCopy(const CoinSimpFactorization &other); - - - /// calls factorization - void factorize(int numberOfRows, - int numberOfColumns, - const int colStarts[], - const int indicesRow[], - const double elements[]); - /// main loop of factorization - int mainLoopFactor (FactorPointers &pointers ); - /// copies L by rows - void copyLbyRows(); - /// copies U by columns - void copyUbyColumns(); - /// finds a pivot element using Markowitz count - int findPivot(FactorPointers &pointers, int &r, int &s, bool &ifSlack); - /// finds a pivot in a shortest column - int findPivotShCol(FactorPointers &pointers, int &r, int &s); - /// finds a pivot in the first column available - int findPivotSimp(FactorPointers &pointers, int &r, int &s); - /// does Gauss elimination - void GaussEliminate(FactorPointers &pointers, int &r, int &s); - /// finds short row that intersects a given column - int findShortRow(const int column, const int length, int &minRow, - int &minRowLength, FactorPointers &pointers); - /// finds short column that intersects a given row - int findShortColumn(const int row, const int length, int &minCol, - int &minColLength, FactorPointers &pointers); - /// finds maximum absolute value in a row - double findMaxInRrow(const int row, FactorPointers &pointers); - /// does pivoting - void pivoting(const int pivotRow, const int pivotColumn, - const double invPivot, FactorPointers &pointers); - /// part of pivoting - void updateCurrentRow(const int pivotRow, const int row, - const double multiplier, FactorPointers &pointers, - int &newNonZeros); - /// allocates more space for L - void increaseLsize(); - /// allocates more space for a row of U - void increaseRowSize(const int row, const int newSize); - /// allocates more space for a column of U - void increaseColSize(const int column, const int newSize, const bool b); - /// allocates more space for rows of U - void enlargeUrow(const int numNewElements); - /// allocates more space for columns of U - void enlargeUcol(const int numNewElements, const bool b); - /// finds a given row in a column - int findInRow(const int row, const int column); - /// finds a given column in a row - int findInColumn(const int column, const int row); - /// declares a row inactive - void removeRowFromActSet(const int row, FactorPointers &pointers); - /// declares a column inactive - void removeColumnFromActSet(const int column, FactorPointers &pointers); - /// allocates space for U - void allocateSpaceForU(); - /// allocates several working arrays - void allocateSomeArrays(); - /// initializes some numbers - void initialSomeNumbers(); - /// solves L x = b - void Lxeqb(double *b) const; - /// same as above but with two rhs - void Lxeqb2(double *b1, double *b2) const; - /// solves U x = b - void Uxeqb(double *b, double *sol) const; - /// same as above but with two rhs - void Uxeqb2(double *b1, double *sol1, double *sol2, double *b2) const; - /// solves x L = b - void xLeqb(double *b) const; - /// solves x U = b - void xUeqb(double *b, double *sol) const; - /// updates factorization after a Simplex iteration - int LUupdate(int newBasicCol); - /// creates a new eta vector - void newEta(int row, int numNewElements); - /// makes a copy of row permutations - void copyRowPermutations(); - /// solves H x = b, where H is a product of eta matrices - void Hxeqb(double *b) const; - /// same as above but with two rhs - void Hxeqb2(double *b1, double *b2) const; - /// solves x H = b - void xHeqb(double *b) const; - /// does FTRAN - void ftran(double *b, double *sol, bool save) const; - /// same as above but with two columns - void ftran2(double *b1, double *sol1, double *b2, double *sol2) const; - /// does BTRAN - void btran(double *b, double *sol) const; - ///--------------------------------------- - - - - //@} -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 */ - //@{ - /// work array (should be initialized to zero) - double *denseVector_; - /// work array - double *workArea2_; - /// work array - double *workArea3_; - /// array of labels (should be initialized to zero) - int *vecLabels_; - /// array of indices - int *indVector_; - - /// auxiliary vector - double *auxVector_; - /// auxiliary vector - int *auxInd_; - - /// vector to keep for LUupdate - double *vecKeep_; - /// indices of this vector - int *indKeep_; - /// number of nonzeros - mutable int keepSize_; - - - - /// Starts of the rows of L - int *LrowStarts_; - /// Lengths of the rows of L - int *LrowLengths_; - /// L by rows - double *Lrows_; - /// indices in the rows of L - int *LrowInd_; - /// Size of Lrows_; - int LrowSize_; - /// Capacity of Lrows_ - int LrowCap_; - - /// Starts of the columns of L - int *LcolStarts_; - /// Lengths of the columns of L - int *LcolLengths_; - /// L by columns - double *Lcolumns_; - /// indices in the columns of L - int *LcolInd_; - /// numbers of elements in L - int LcolSize_; - /// maximum capacity of L - int LcolCap_; - - - /// Starts of the rows of U - int *UrowStarts_; - /// Lengths of the rows of U - int *UrowLengths_; -#ifdef COIN_SIMP_CAPACITY - /// Capacities of the rows of U - int *UrowCapacities_; -#endif - /// U by rows - double *Urows_; - /// Indices in the rows of U - int *UrowInd_; - /// maximum capacity of Urows - int UrowMaxCap_; - /// number of used places in Urows - int UrowEnd_; - /// first row in U - int firstRowInU_; - /// last row in U - int lastRowInU_; - /// previous row in U - int *prevRowInU_; - /// next row in U - int *nextRowInU_; - - /// Starts of the columns of U - int *UcolStarts_; - /// Lengths of the columns of U - int *UcolLengths_; -#ifdef COIN_SIMP_CAPACITY - /// Capacities of the columns of U - int *UcolCapacities_; -#endif - /// U by columns - double *Ucolumns_; - /// Indices in the columns of U - int *UcolInd_; - /// previous column in U - int *prevColInU_; - /// next column in U - int *nextColInU_; - /// first column in U - int firstColInU_; - /// last column in U - int lastColInU_; - /// maximum capacity of Ucolumns_ - int UcolMaxCap_; - /// last used position in Ucolumns_ - int UcolEnd_; - /// indicator of slack variables - int *colSlack_; - - /// inverse values of the elements of diagonal of U - double *invOfPivots_; - - /// permutation of columns - int *colOfU_; - /// position of column after permutation - int *colPosition_; - /// permutations of rows - int *rowOfU_; - /// position of row after permutation - int *rowPosition_; - /// permutations of rows during LUupdate - int *secRowOfU_; - /// position of row after permutation during LUupdate - int *secRowPosition_; - - /// position of Eta vector - int *EtaPosition_; - /// Starts of eta vectors - int *EtaStarts_; - /// Lengths of eta vectors - int *EtaLengths_; - /// columns of eta vectors - int *EtaInd_; - /// elements of eta vectors - double *Eta_; - /// number of elements in Eta_ - int EtaSize_; - /// last eta row - int lastEtaRow_; - /// maximum number of eta vectors - int maxEtaRows_; - /// Capacity of Eta_ - int EtaMaxCap_; - - /// minimum storage increase - int minIncrease_; - /// maximum size for the diagonal of U after update - double updateTol_; - /// do Shul heuristic - bool doSuhlHeuristic_; - /// maximum of U - double maxU_; - /// bound on the growth rate - double maxGrowth_; - /// maximum of A - double maxA_; - /// maximum number of candidates for pivot - int pivotCandLimit_; - /// number of slacks in basis - int numberSlacks_; - /// number of slacks in irst basis - int firstNumberSlacks_; - //@} -}; -#endif |