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+/* $Id: CoinPresolveMatrix.hpp 1761 2014-12-10 09:43:07Z forrest $ */
+// 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 CoinPresolveMatrix_H
+#define CoinPresolveMatrix_H
+
+#include "CoinPragma.hpp"
+#include "CoinPackedMatrix.hpp"
+#include "CoinMessage.hpp"
+#include "CoinTime.hpp"
+
+#include <cmath>
+#include <cassert>
+#include <cfloat>
+#include <cassert>
+#include <cstdlib>
+
+#if PRESOLVE_DEBUG > 0
+#include "CoinFinite.hpp"
+#endif
+
+/*! \file
+
+ Declarations for CoinPresolveMatrix and CoinPostsolveMatrix and their
+ common base class CoinPrePostsolveMatrix. Also declarations for
+ CoinPresolveAction and a number of non-member utility functions.
+*/
+
+
+#if defined(_MSC_VER)
+// Avoid MS Compiler problem in recognizing type to delete
+// by casting to type.
+// Is this still necessary? -- lh, 111202 --
+#define deleteAction(array,type) delete [] ((type) array)
+#else
+#define deleteAction(array,type) delete [] array
+#endif
+
+/*
+ Define PRESOLVE_DEBUG and PRESOLVE_CONSISTENCY on the configure command
+ line or in a Makefile! See comments in CoinPresolvePsdebug.hpp.
+*/
+#if PRESOLVE_DEBUG > 0 || PRESOLVE_CONSISTENCY > 0
+
+#define PRESOLVE_STMT(s) s
+
+#define PRESOLVEASSERT(x) \
+ ((x) ? 1 : ((std::cerr << "FAILED ASSERTION at line " \
+ << __LINE__ << ": " #x "\n"), abort(), 0))
+
+inline void DIE(const char *s) { std::cout << s ; abort() ; }
+
+/*! \brief Indicate column or row present at start of postsolve
+
+ This code is used during postsolve in [cr]done to indicate columns and rows
+ that are present in the presolved system (i.e., present at the start of
+ postsolve processing).
+
+ \todo
+ There are a bunch of these code definitions, scattered through presolve
+ files. They should be collected in one place.
+*/
+#define PRESENT_IN_REDUCED '\377'
+
+#else
+
+#define PRESOLVEASSERT(x) {}
+#define PRESOLVE_STMT(s) {}
+
+inline void DIE(const char *) {}
+
+#endif
+
+/*
+ Unclear why these are separate from standard debug.
+*/
+#ifndef PRESOLVE_DETAIL
+#define PRESOLVE_DETAIL_PRINT(s) {}
+#else
+#define PRESOLVE_DETAIL_PRINT(s) s
+#endif
+
+/*! \brief Zero tolerance
+
+ OSL had a fixed zero tolerance; we still use that here.
+*/
+const double ZTOLDP = 1e-12 ;
+/*! \brief Alternate zero tolerance
+
+ Use a different one if we are doing doubletons, etc.
+*/
+const double ZTOLDP2 = 1e-10 ;
+
+/// The usual finite infinity
+#define PRESOLVE_INF COIN_DBL_MAX
+/// And a small infinity
+#define PRESOLVE_SMALL_INF 1.0e20
+/// Check for infinity using finite infinity
+#define PRESOLVEFINITE(n) (-PRESOLVE_INF < (n) && (n) < PRESOLVE_INF)
+
+
+class CoinPostsolveMatrix ;
+
+/*! \class CoinPresolveAction
+ \brief Abstract base class of all presolve routines.
+
+ The details will make more sense after a quick overview of the grand plan:
+ A presolve object is handed a problem object, which it is expected to
+ modify in some useful way. Assuming that it succeeds, the presolve object
+ should create a postsolve object, <i>i.e.</i>, an object that contains
+ instructions for backing out the presolve transform to recover the original
+ problem. These postsolve objects are accumulated in a linked list, with each
+ successive presolve action adding its postsolve action to the head of the
+ list. The end result of all this is a presolved problem object, and a list
+ of postsolve objects. The presolved problem object is then handed to a
+ solver for optimization, and the problem object augmented with the
+ results. The list of postsolve objects is then traversed. Each of them
+ (un)modifies the problem object, with the end result being the original
+ problem, augmented with solution information.
+
+ The problem object representation is CoinPrePostsolveMatrix and subclasses.
+ Check there for details. The \c CoinPresolveAction class and subclasses
+ represent the presolve and postsolve objects.
+
+ In spite of the name, the only information held in a \c CoinPresolveAction
+ object is the information needed to postsolve (<i>i.e.</i>, the information
+ needed to back out the presolve transformation). This information is not
+ expected to change, so the fields are all \c const.
+
+ A subclass of \c CoinPresolveAction, implementing a specific pre/postsolve
+ action, is expected to declare a static function that attempts to perform a
+ presolve transformation. This function will be handed a CoinPresolveMatrix
+ to transform, and a pointer to the head of the list of postsolve objects.
+ If the transform is successful, the function will create a new
+ \c CoinPresolveAction object, link it at the head of the list of postsolve
+ objects, and return a pointer to the postsolve object it has just created.
+ Otherwise, it should return 0. It is expected that these static functions
+ will be the only things that can create new \c CoinPresolveAction objects;
+ this is expressed by making each subclass' constructor(s) private.
+
+ Every subclass must also define a \c postsolve method.
+ This function will be handed a CoinPostsolveMatrix to transform.
+
+ It is the client's responsibility to implement presolve and postsolve driver
+ routines. See OsiPresolve for examples.
+
+ \note Since the only fields in a \c CoinPresolveAction are \c const, anything
+ one can do with a variable declared \c CoinPresolveAction* can also be
+ done with a variable declared \c const \c CoinPresolveAction* It is
+ expected that all derived subclasses of \c CoinPresolveAction also have
+ this property.
+*/
+class CoinPresolveAction
+{
+ public:
+ /*! \brief Stub routine to throw exceptions.
+
+ Exceptions are inefficient, particularly with g++. Even with xlC, the
+ use of exceptions adds a long prologue to a routine. Therefore, rather
+ than use throw directly in the routine, I use it in a stub routine.
+ */
+ static void throwCoinError(const char *error, const char *ps_routine)
+ { throw CoinError(error, ps_routine, "CoinPresolve"); }
+
+ /*! \brief The next presolve transformation
+
+ Set at object construction.
+ */
+ const CoinPresolveAction *next;
+
+ /*! \brief Construct a postsolve object and add it to the transformation list.
+
+ This is an `add to head' operation. This object will point to the
+ one passed as the parameter.
+ */
+ CoinPresolveAction(const CoinPresolveAction *next) : next(next) {}
+ /// modify next (when building rather than passing)
+ inline void setNext(const CoinPresolveAction *nextAction)
+ { next = nextAction;}
+
+ /*! \brief A name for debug printing.
+
+ It is expected that the name is not stored in the transform itself.
+ */
+ virtual const char *name() const = 0;
+
+ /*! \brief Apply the postsolve transformation for this particular
+ presolve action.
+ */
+ virtual void postsolve(CoinPostsolveMatrix *prob) const = 0;
+
+ /*! \brief Virtual destructor. */
+ virtual ~CoinPresolveAction() {}
+};
+
+/*
+ These are needed for OSI-aware constructors associated with
+ CoinPrePostsolveMatrix, CoinPresolveMatrix, and CoinPostsolveMatrix.
+*/
+class ClpSimplex;
+class OsiSolverInterface;
+
+/*
+ CoinWarmStartBasis is required for methods in CoinPrePostsolveMatrix
+ that accept/return a CoinWarmStartBasis object.
+*/
+class CoinWarmStartBasis ;
+
+/*! \class CoinPrePostsolveMatrix
+ \brief Collects all the information about the problem that is needed
+ in both presolve and postsolve.
+
+ In a bit more detail, a column-major representation of the constraint
+ matrix and upper and lower bounds on variables and constraints, plus row
+ and column solutions, reduced costs, and status. There's also a set of
+ arrays holding the original row and column numbers.
+
+ As presolve and postsolve transform the matrix, it will occasionally be
+ necessary to expand the number of entries in a column. There are two
+ aspects:
+ <ul>
+ <li> During postsolve, the constraint system is expected to grow as
+ the smaller presolved system is transformed back to the original
+ system.
+ <li> During both pre- and postsolve, transforms can increase the number
+ of coefficients in a row or column. (See the
+ variable substitution, doubleton, and tripleton transforms.)
+ </ul>
+
+ The first is addressed by the members #ncols0_, #nrows0_, and #nelems0_.
+ These should be set (via constructor parameters) to values large enough
+ for the largest size taken on by the constraint system. Typically, this
+ will be the size of the original constraint system.
+
+ The second is addressed by a generous allocation of extra (empty) space
+ for the arrays used to hold coefficients and row indices. When columns
+ must be expanded, they are moved into the empty space. When it is used up,
+ the arrays are compacted. When compaction fails to produce sufficient
+ space, presolve/postsolve will fail.
+
+ CoinPrePostsolveMatrix isn't really intended to be used `bare' --- the
+ expectation is that it'll be used through CoinPresolveMatrix or
+ CoinPostsolveMatrix. Some of the functions needed to load a problem are
+ defined in the derived classes.
+
+ When CoinPresolve is applied when reoptimising, we need to be prepared to
+ accept a basis and modify it in step with the presolve actions (otherwise
+ we throw away all the advantages of warm start for reoptimization). But
+ other solution components (#acts_, #rowduals_, #sol_, and #rcosts_) are
+ needed only for postsolve, where they're used in places to determine the
+ proper action(s) when restoring rows or columns. If presolve is provided
+ with a solution, it will modify it in step with the presolve actions.
+ Moving the solution components from CoinPrePostsolveMatrix to
+ CoinPostsolveMatrix would break a lot of code. It's not clear that it's
+ worth it, and it would preclude upgrades to the presolve side that might
+ make use of any of these. -- lh, 080501 --
+
+ The constructors that take an OSI or ClpSimplex as a parameter really should
+ not be here, but for historical reasons they will likely remain for the
+ forseeable future. -- lh, 111202 --
+*/
+
+class CoinPrePostsolveMatrix
+{
+ public:
+
+ /*! \name Constructors & Destructors */
+
+ //@{
+ /*! \brief `Native' constructor
+
+ This constructor creates an empty object which must then be loaded. On
+ the other hand, it doesn't assume that the client is an
+ OsiSolverInterface.
+ */
+ CoinPrePostsolveMatrix(int ncols_alloc, int nrows_alloc,
+ CoinBigIndex nelems_alloc) ;
+
+ /*! \brief Generic OSI constructor
+
+ See OSI code for the definition.
+ */
+ CoinPrePostsolveMatrix(const OsiSolverInterface * si,
+ int ncols_,
+ int nrows_,
+ CoinBigIndex nelems_);
+
+ /*! ClpOsi constructor
+
+ See Clp code for the definition.
+ */
+ CoinPrePostsolveMatrix(const ClpSimplex * si,
+ int ncols_,
+ int nrows_,
+ CoinBigIndex nelems_,
+ double bulkRatio);
+
+ /// Destructor
+ ~CoinPrePostsolveMatrix();
+ //@}
+
+ /*! \brief Enum for status of various sorts
+
+ Matches CoinWarmStartBasis::Status and adds superBasic. Most code that
+ converts between CoinPrePostsolveMatrix::Status and
+ CoinWarmStartBasis::Status will break if this correspondence is broken.
+
+ superBasic is an unresolved problem: there's no analogue in
+ CoinWarmStartBasis::Status.
+ */
+ enum Status {
+ isFree = 0x00,
+ basic = 0x01,
+ atUpperBound = 0x02,
+ atLowerBound = 0x03,
+ superBasic = 0x04
+ };
+
+ /*! \name Functions to work with variable status
+
+ Functions to work with the CoinPrePostsolveMatrix::Status enum and
+ related vectors.
+
+ \todo
+ Why are we futzing around with three bit status? A holdover from the
+ packed arrays of CoinWarmStartBasis? Big swaths of the presolve code
+ manipulates colstat_ and rowstat_ as unsigned char arrays using simple
+ assignment to set values.
+ */
+ //@{
+
+ /// Set row status (<i>i.e.</i>, status of artificial for this row)
+ inline void setRowStatus(int sequence, Status status)
+ {
+ unsigned char & st_byte = rowstat_[sequence];
+ st_byte = static_cast<unsigned char>(st_byte & (~7)) ;
+ st_byte = static_cast<unsigned char>(st_byte | status) ;
+ }
+ /// Get row status
+ inline Status getRowStatus(int sequence) const
+ {return static_cast<Status> (rowstat_[sequence]&7);}
+ /// Check if artificial for this row is basic
+ inline bool rowIsBasic(int sequence) const
+ {return (static_cast<Status> (rowstat_[sequence]&7)==basic);}
+ /// Set column status (<i>i.e.</i>, status of primal variable)
+ inline void setColumnStatus(int sequence, Status status)
+ {
+ unsigned char & st_byte = colstat_[sequence];
+ st_byte = static_cast<unsigned char>(st_byte & (~7)) ;
+ st_byte = static_cast<unsigned char>(st_byte | status) ;
+
+# ifdef PRESOLVE_DEBUG
+ switch (status)
+ { case isFree:
+ { if (clo_[sequence] > -PRESOLVE_INF || cup_[sequence] < PRESOLVE_INF)
+ { std::cout << "Bad status: Var " << sequence
+ << " isFree, lb = " << clo_[sequence]
+ << ", ub = " << cup_[sequence] << std::endl ; }
+ break ; }
+ case basic:
+ { break ; }
+ case atUpperBound:
+ { if (cup_[sequence] >= PRESOLVE_INF)
+ { std::cout << "Bad status: Var " << sequence
+ << " atUpperBound, lb = " << clo_[sequence]
+ << ", ub = " << cup_[sequence] << std::endl ; }
+ break ; }
+ case atLowerBound:
+ { if (clo_[sequence] <= -PRESOLVE_INF)
+ { std::cout << "Bad status: Var " << sequence
+ << " atLowerBound, lb = " << clo_[sequence]
+ << ", ub = " << cup_[sequence] << std::endl ; }
+ break ; }
+ case superBasic:
+ { if (clo_[sequence] <= -PRESOLVE_INF && cup_[sequence] >= PRESOLVE_INF)
+ { std::cout << "Bad status: Var " << sequence
+ << " superBasic, lb = " << clo_[sequence]
+ << ", ub = " << cup_[sequence] << std::endl ; }
+ break ; }
+ default:
+ { assert(false) ;
+ break ; } }
+# endif
+ }
+ /// Get column (structural variable) status
+ inline Status getColumnStatus(int sequence) const
+ {return static_cast<Status> (colstat_[sequence]&7);}
+ /// Check if column (structural variable) is basic
+ inline bool columnIsBasic(int sequence) const
+ {return (static_cast<Status> (colstat_[sequence]&7)==basic);}
+ /*! \brief Set status of row (artificial variable) to the correct nonbasic
+ status given bounds and current value
+ */
+ void setRowStatusUsingValue(int iRow);
+ /*! \brief Set status of column (structural variable) to the correct
+ nonbasic status given bounds and current value
+ */
+ void setColumnStatusUsingValue(int iColumn);
+ /*! \brief Set column (structural variable) status vector */
+ void setStructuralStatus(const char *strucStatus, int lenParam) ;
+ /*! \brief Set row (artificial variable) status vector */
+ void setArtificialStatus(const char *artifStatus, int lenParam) ;
+ /*! \brief Set the status of all variables from a basis */
+ void setStatus(const CoinWarmStartBasis *basis) ;
+ /*! \brief Get status in the form of a CoinWarmStartBasis */
+ CoinWarmStartBasis *getStatus() ;
+ /*! \brief Return a print string for status of a column (structural
+ variable)
+ */
+ const char *columnStatusString(int j) const ;
+ /*! \brief Return a print string for status of a row (artificial
+ variable)
+ */
+ const char *rowStatusString(int i) const ;
+ //@}
+
+ /*! \name Functions to load problem and solution information
+
+ These functions can be used to load portions of the problem definition
+ and solution. See also the CoinPresolveMatrix and CoinPostsolveMatrix
+ classes.
+ */
+ //@{
+ /// Set the objective function offset for the original system.
+ void setObjOffset(double offset) ;
+ /*! \brief Set the objective sense (max/min)
+
+ Coded as 1.0 for min, -1.0 for max.
+ Yes, there's a method, and a matching attribute. No, you really
+ don't want to set this to maximise.
+ */
+ void setObjSense(double objSense) ;
+ /// Set the primal feasibility tolerance
+ void setPrimalTolerance(double primTol) ;
+ /// Set the dual feasibility tolerance
+ void setDualTolerance(double dualTol) ;
+ /// Set column lower bounds
+ void setColLower(const double *colLower, int lenParam) ;
+ /// Set column upper bounds
+ void setColUpper(const double *colUpper, int lenParam) ;
+ /// Set column solution
+ void setColSolution(const double *colSol, int lenParam) ;
+ /// Set objective coefficients
+ void setCost(const double *cost, int lenParam) ;
+ /// Set reduced costs
+ void setReducedCost(const double *redCost, int lenParam) ;
+ /// Set row lower bounds
+ void setRowLower(const double *rowLower, int lenParam) ;
+ /// Set row upper bounds
+ void setRowUpper(const double *rowUpper, int lenParam) ;
+ /// Set row solution
+ void setRowPrice(const double *rowSol, int lenParam) ;
+ /// Set row activity
+ void setRowActivity(const double *rowAct, int lenParam) ;
+ //@}
+
+ /*! \name Functions to retrieve problem and solution information */
+ //@{
+ /// Get current number of columns
+ inline int getNumCols() const
+ { return (ncols_) ; }
+ /// Get current number of rows
+ inline int getNumRows() const
+ { return (nrows_) ; }
+ /// Get current number of non-zero coefficients
+ inline int getNumElems() const
+ { return (nelems_) ; }
+ /// Get column start vector for column-major packed matrix
+ inline const CoinBigIndex *getColStarts() const
+ { return (mcstrt_) ; }
+ /// Get column length vector for column-major packed matrix
+ inline const int *getColLengths() const
+ { return (hincol_) ; }
+ /// Get vector of row indices for column-major packed matrix
+ inline const int *getRowIndicesByCol() const
+ { return (hrow_) ; }
+ /// Get vector of elements for column-major packed matrix
+ inline const double *getElementsByCol() const
+ { return (colels_) ; }
+ /// Get column lower bounds
+ inline const double *getColLower() const
+ { return (clo_) ; }
+ /// Get column upper bounds
+ inline const double *getColUpper() const
+ { return (cup_) ; }
+ /// Get objective coefficients
+ inline const double *getCost() const
+ { return (cost_) ; }
+ /// Get row lower bounds
+ inline const double *getRowLower() const
+ { return (rlo_) ; }
+ /// Get row upper bounds
+ inline const double *getRowUpper() const
+ { return (rup_) ; }
+ /// Get column solution (primal variable values)
+ inline const double *getColSolution() const
+ { return (sol_) ; }
+ /// Get row activity (constraint lhs values)
+ inline const double *getRowActivity() const
+ { return (acts_) ; }
+ /// Get row solution (dual variables)
+ inline const double *getRowPrice() const
+ { return (rowduals_) ; }
+ /// Get reduced costs
+ inline const double *getReducedCost() const
+ { return (rcosts_) ; }
+ /// Count empty columns
+ inline int countEmptyCols()
+ { int empty = 0 ;
+ for (int i = 0 ; i < ncols_ ; i++) if (hincol_[i] == 0) empty++ ;
+ return (empty) ; }
+ //@}
+
+
+ /*! \name Message handling */
+ //@{
+ /// Return message handler
+ inline CoinMessageHandler *messageHandler() const
+ { return handler_; }
+ /*! \brief Set message handler
+
+ The client retains responsibility for the handler --- it will not be
+ destroyed with the \c CoinPrePostsolveMatrix object.
+ */
+ inline void setMessageHandler(CoinMessageHandler *handler)
+ { if (defaultHandler_ == true)
+ { delete handler_ ;
+ defaultHandler_ = false ; }
+ handler_ = handler ; }
+ /// Return messages
+ inline CoinMessages messages() const
+ { return messages_; }
+ //@}
+
+ /*! \name Current and Allocated Size
+
+ During pre- and postsolve, the matrix will change in size. During presolve
+ it will shrink; during postsolve it will grow. Hence there are two sets of
+ size variables, one for the current size and one for the allocated size.
+ (See the general comments for the CoinPrePostsolveMatrix class for more
+ information.)
+ */
+ //@{
+
+ /// current number of columns
+ int ncols_;
+ /// current number of rows
+ int nrows_;
+ /// current number of coefficients
+ CoinBigIndex nelems_;
+
+ /// Allocated number of columns
+ int ncols0_;
+ /// Allocated number of rows
+ int nrows0_ ;
+ /// Allocated number of coefficients
+ CoinBigIndex nelems0_ ;
+ /*! \brief Allocated size of bulk storage for row indices and coefficients
+
+ This is the space allocated for hrow_ and colels_. This must be large
+ enough to allow columns to be copied into empty space when they need to
+ be expanded. For efficiency (to minimize the number of times the
+ representation must be compressed) it's recommended that this be at least
+ 2*nelems0_.
+ */
+ CoinBigIndex bulk0_ ;
+ /// Ratio of bulk0_ to nelems0_; default is 2.
+ double bulkRatio_;
+ //@}
+
+ /*! \name Problem representation
+
+ The matrix is the common column-major format: A pair of vectors with
+ positional correspondence to hold coefficients and row indices, and a
+ second pair of vectors giving the starting position and length of each
+ column in the first pair.
+ */
+ //@{
+ /// Vector of column start positions in #hrow_, #colels_
+ CoinBigIndex *mcstrt_;
+ /// Vector of column lengths
+ int *hincol_;
+ /// Row indices (positional correspondence with #colels_)
+ int *hrow_;
+ /// Coefficients (positional correspondence with #hrow_)
+ double *colels_;
+
+ /// Objective coefficients
+ double *cost_;
+ /// Original objective offset
+ double originalOffset_;
+
+ /// Column (primal variable) lower bounds
+ double *clo_;
+ /// Column (primal variable) upper bounds
+ double *cup_;
+
+ /// Row (constraint) lower bounds
+ double *rlo_;
+ /// Row (constraint) upper bounds
+ double *rup_;
+
+ /*! \brief Original column numbers
+
+ Over the current range of column numbers in the presolved problem,
+ the entry for column j will contain the index of the corresponding
+ column in the original problem.
+ */
+ int * originalColumn_;
+ /*! \brief Original row numbers
+
+ Over the current range of row numbers in the presolved problem, the
+ entry for row i will contain the index of the corresponding row in
+ the original problem.
+ */
+ int * originalRow_;
+
+ /// Primal feasibility tolerance
+ double ztolzb_;
+ /// Dual feasibility tolerance
+ double ztoldj_;
+
+ /*! \brief Maximization/minimization
+
+ Yes, there's a variable here. No, you really don't want to set this to
+ maximise. See the main notes for CoinPresolveMatrix.
+ */
+ double maxmin_;
+ //@}
+
+ /*! \name Problem solution information
+
+ The presolve phase will work without any solution information
+ (appropriate for initial optimisation) or with solution information
+ (appropriate for reoptimisation). When solution information is supplied,
+ presolve will maintain it to the best of its ability. #colstat_ is
+ checked to determine the presence/absence of status information. #sol_ is
+ checked for primal solution information, and #rowduals_ for dual solution
+ information.
+
+ The postsolve phase requires the complete solution information from the
+ presolved problem (status, primal and dual solutions). It will be
+ transformed into a correct solution for the original problem.
+ */
+ //@{
+ /*! \brief Vector of primal variable values
+
+ If #sol_ exists, it is assumed that primal solution information should be
+ updated and that #acts_ also exists.
+ */
+ double *sol_;
+ /*! \brief Vector of dual variable values
+
+ If #rowduals_ exists, it is assumed that dual solution information should
+ be updated and that #rcosts_ also exists.
+ */
+ double *rowduals_;
+ /*! \brief Vector of constraint left-hand-side values (row activity)
+
+ Produced by evaluating constraints according to #sol_. Updated iff
+ #sol_ exists.
+ */
+ double *acts_;
+ /*! \brief Vector of reduced costs
+
+ Produced by evaluating dual constraints according to #rowduals_. Updated
+ iff #rowduals_ exists.
+ */
+ double *rcosts_;
+
+ /*! \brief Status of primal variables
+
+ Coded with CoinPrePostSolveMatrix::Status, one code per char. colstat_ and
+ #rowstat_ <b>MUST</b> be allocated as a single vector. This is to maintain
+ compatibility with ClpPresolve and OsiPresolve, which do it this way.
+ */
+ unsigned char *colstat_;
+
+ /*! \brief Status of constraints
+
+ More accurately, the status of the logical variable associated with the
+ constraint. Coded with CoinPrePostSolveMatrix::Status, one code per char.
+ Note that this must be allocated as a single vector with #colstat_.
+ */
+ unsigned char *rowstat_;
+ //@}
+
+ /*! \name Message handling
+
+ Uses the standard COIN approach: a default handler is installed, and the
+ CoinPrePostsolveMatrix object takes responsibility for it. If the client
+ replaces the handler with one of their own, it becomes their
+ responsibility.
+ */
+ //@{
+ /// Message handler
+ CoinMessageHandler *handler_;
+ /// Indicates if the current #handler_ is default (true) or not (false).
+ bool defaultHandler_;
+ /// Standard COIN messages
+ CoinMessage messages_;
+ //@}
+
+};
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Generate a print string for a status code.
+*/
+const char *statusName (CoinPrePostsolveMatrix::Status status) ;
+
+
+/*! \class presolvehlink
+ \brief Links to aid in packed matrix modification
+
+ Currently, the matrices held by the CoinPrePostsolveMatrix and
+ CoinPresolveMatrix objects are represented in the same way as a
+ CoinPackedMatrix. In the course of presolve and postsolve transforms, it
+ will happen that a major-dimension vector needs to increase in size. In
+ order to check whether there is enough room to add another coefficient in
+ place, it helps to know the next vector (in memory order) in the bulk
+ storage area. To do that, a linked list of major-dimension vectors is
+ maintained; the "pre" and "suc" fields give the previous and next vector,
+ in memory order (that is, the vector whose mcstrt_ or mrstrt_ entry is
+ next smaller or larger).
+
+ Consider a column-major matrix with ncols columns. By definition,
+ presolvehlink[ncols].pre points to the column in the last occupied
+ position of the bulk storage arrays. There is no easy way to find the
+ column which occupies the first position (there is no presolvehlink[-1] to
+ consult). If the column that initially occupies the first position is
+ moved for expansion, there is no way to reclaim the space until the bulk
+ storage is compacted. The same holds for the last and first rows of a
+ row-major matrix, of course.
+*/
+
+class presolvehlink
+{ public:
+ int pre, suc;
+} ;
+
+#define NO_LINK -66666666
+
+/*! \relates presolvehlink
+ \brief unlink vector i
+
+ Remove vector i from the ordering.
+*/
+inline void PRESOLVE_REMOVE_LINK(presolvehlink *link, int i)
+{
+ int ipre = link[i].pre;
+ int isuc = link[i].suc;
+ if (ipre >= 0) {
+ link[ipre].suc = isuc;
+ }
+ if (isuc >= 0) {
+ link[isuc].pre = ipre;
+ }
+ link[i].pre = NO_LINK, link[i].suc = NO_LINK;
+}
+
+/*! \relates presolvehlink
+ \brief insert vector i after vector j
+
+ Insert vector i between j and j.suc.
+*/
+inline void PRESOLVE_INSERT_LINK(presolvehlink *link, int i, int j)
+{
+ int isuc = link[j].suc;
+ link[j].suc = i;
+ link[i].pre = j;
+ if (isuc >= 0) {
+ link[isuc].pre = i;
+ }
+ link[i].suc = isuc;
+}
+
+/*! \relates presolvehlink
+ \brief relink vector j in place of vector i
+
+ Replace vector i in the ordering with vector j. This is equivalent to
+ <pre>
+ int pre = link[i].pre;
+ PRESOLVE_REMOVE_LINK(link,i);
+ PRESOLVE_INSERT_LINK(link,j,pre);
+ </pre>
+ But, this routine will work even if i happens to be first in the order.
+*/
+inline void PRESOLVE_MOVE_LINK(presolvehlink *link, int i, int j)
+{
+ int ipre = link[i].pre;
+ int isuc = link[i].suc;
+ if (ipre >= 0) {
+ link[ipre].suc = j;
+ }
+ if (isuc >= 0) {
+ link[isuc].pre = j;
+ }
+ link[i].pre = NO_LINK, link[i].suc = NO_LINK;
+}
+
+
+/*! \class CoinPresolveMatrix
+ \brief Augments CoinPrePostsolveMatrix with information about the problem
+ that is only needed during presolve.
+
+ For problem manipulation, this class adds a row-major matrix
+ representation, linked lists that allow for easy manipulation of the matrix
+ when applying presolve transforms, and vectors to track row and column
+ processing status (changed, needs further processing, change prohibited)
+
+ For problem representation, this class adds information about variable type
+ (integer or continuous), an objective offset, and a feasibility tolerance.
+
+ <b>NOTE</b> that the #anyInteger_ and #anyProhibited_ flags are independent
+ of the vectors used to track this information for individual variables
+ (#integerType_ and #rowChanged_ and #colChanged_, respectively).
+
+ <b>NOTE</b> also that at the end of presolve the column-major and row-major
+ matrix representations are loosely packed (<i>i.e.</i>, there may be gaps
+ between columns in the bulk storage arrays).
+
+ <b>NOTE</b> that while you might think that CoinPresolve is prepared to
+ handle minimisation or maximisation, it's unlikely that this still works.
+ This is a good thing: better to convert objective coefficients and duals
+ once, before starting presolve, rather than doing it over and over in
+ each transform that considers dual variables.
+
+ The constructors that take an OSI or ClpSimplex as a parameter really should
+ not be here, but for historical reasons they will likely remain for the
+ forseeable future. -- lh, 111202 --
+*/
+
+class CoinPresolveMatrix : public CoinPrePostsolveMatrix
+{
+ public:
+
+ /*! \brief `Native' constructor
+
+ This constructor creates an empty object which must then be loaded.
+ On the other hand, it doesn't assume that the client is an
+ OsiSolverInterface.
+ */
+ CoinPresolveMatrix(int ncols_alloc, int nrows_alloc,
+ CoinBigIndex nelems_alloc) ;
+
+ /*! \brief Clp OSI constructor
+
+ See Clp code for the definition.
+ */
+ CoinPresolveMatrix(int ncols0,
+ double maxmin,
+ // end prepost members
+
+ ClpSimplex * si,
+
+ // rowrep
+ int nrows,
+ CoinBigIndex nelems,
+ bool doStatus,
+ double nonLinearVariable,
+ double bulkRatio);
+
+ /*! \brief Update the model held by a Clp OSI */
+ void update_model(ClpSimplex * si,
+ int nrows0,
+ int ncols0,
+ CoinBigIndex nelems0);
+ /*! \brief Generic OSI constructor
+
+ See OSI code for the definition.
+ */
+ CoinPresolveMatrix(int ncols0,
+ double maxmin,
+ // end prepost members
+ OsiSolverInterface * si,
+ // rowrep
+ int nrows,
+ CoinBigIndex nelems,
+ bool doStatus,
+ double nonLinearVariable,
+ const char * prohibited,
+ const char * rowProhibited=NULL);
+
+ /*! \brief Update the model held by a generic OSI */
+ void update_model(OsiSolverInterface * si,
+ int nrows0,
+ int ncols0,
+ CoinBigIndex nelems0);
+
+ /// Destructor
+ ~CoinPresolveMatrix();
+
+ /*! \brief Initialize a CoinPostsolveMatrix object, destroying the
+ CoinPresolveMatrix object.
+
+ See CoinPostsolveMatrix::assignPresolveToPostsolve.
+ */
+ friend void assignPresolveToPostsolve (CoinPresolveMatrix *&preObj) ;
+
+ /*! \name Functions to load the problem representation
+ */
+ //@{
+ /*! \brief Load the cofficient matrix.
+
+ Load the coefficient matrix before loading the other vectors (bounds,
+ objective, variable type) required to define the problem.
+ */
+ void setMatrix(const CoinPackedMatrix *mtx) ;
+
+ /// Count number of empty rows
+ inline int countEmptyRows()
+ { int empty = 0 ;
+ for (int i = 0 ; i < nrows_ ; i++) if (hinrow_[i] == 0) empty++ ;
+ return (empty) ; }
+
+ /*! \brief Set variable type information for a single variable
+
+ Set \p variableType to 0 for continous, 1 for integer.
+ Does not manipulate the #anyInteger_ flag.
+ */
+ inline void setVariableType(int i, int variableType)
+ { if (integerType_ == 0) integerType_ = new unsigned char [ncols0_] ;
+ integerType_[i] = static_cast<unsigned char>(variableType) ; }
+
+ /*! \brief Set variable type information for all variables
+
+ Set \p variableType[i] to 0 for continuous, 1 for integer.
+ Does not manipulate the #anyInteger_ flag.
+ */
+ void setVariableType(const unsigned char *variableType, int lenParam) ;
+
+ /*! \brief Set the type of all variables
+
+ allIntegers should be true to set the type to integer, false to set the
+ type to continuous.
+ */
+ void setVariableType (bool allIntegers, int lenParam) ;
+
+ /// Set a flag for presence (true) or absence (false) of integer variables
+ inline void setAnyInteger (bool anyInteger = true)
+ { anyInteger_ = anyInteger ; }
+ //@}
+
+ /*! \name Functions to retrieve problem information
+ */
+ //@{
+
+ /// Get row start vector for row-major packed matrix
+ inline const CoinBigIndex *getRowStarts() const
+ { return (mrstrt_) ; }
+ /// Get vector of column indices for row-major packed matrix
+ inline const int *getColIndicesByRow() const
+ { return (hcol_) ; }
+ /// Get vector of elements for row-major packed matrix
+ inline const double *getElementsByRow() const
+ { return (rowels_) ; }
+
+ /*! \brief Check for integrality of the specified variable.
+
+ Consults the #integerType_ vector if present; fallback is the
+ #anyInteger_ flag.
+ */
+ inline bool isInteger (int i) const
+ { if (integerType_ == 0)
+ { return (anyInteger_) ; }
+ else
+ if (integerType_[i] == 1)
+ { return (true) ; }
+ else
+ { return (false) ; } }
+
+ /*! \brief Check if there are any integer variables
+
+ Consults the #anyInteger_ flag
+ */
+ inline bool anyInteger () const
+ { return (anyInteger_) ; }
+ /// Picks up any special options
+ inline int presolveOptions() const
+ { return presolveOptions_;}
+ /// Sets any special options (see #presolveOptions_)
+ inline void setPresolveOptions(int value)
+ { presolveOptions_=value;}
+ //@}
+
+ /*! \name Matrix storage management links
+
+ Linked lists, modelled after the linked lists used in OSL
+ factorization. They are used for management of the bulk coefficient
+ and minor index storage areas.
+ */
+ //@{
+ /// Linked list for the column-major representation.
+ presolvehlink *clink_;
+ /// Linked list for the row-major representation.
+ presolvehlink *rlink_;
+ //@}
+
+ /// Objective function offset introduced during presolve
+ double dobias_ ;
+
+ /// Adjust objective function constant offset
+ inline void change_bias(double change_amount)
+ {
+ dobias_ += change_amount ;
+ # if PRESOLVE_DEBUG > 2
+ assert(fabs(change_amount)<1.0e50) ;
+ if (change_amount)
+ PRESOLVE_STMT(printf("changing bias by %g to %g\n",
+ change_amount, dobias_)) ;
+ # endif
+ }
+
+ /*! \name Row-major representation
+
+ Common row-major format: A pair of vectors with positional
+ correspondence to hold coefficients and column indices, and a second pair
+ of vectors giving the starting position and length of each row in
+ the first pair.
+ */
+ //@{
+ /// Vector of row start positions in #hcol, #rowels_
+ CoinBigIndex *mrstrt_;
+ /// Vector of row lengths
+ int *hinrow_;
+ /// Coefficients (positional correspondence with #hcol_)
+ double *rowels_;
+ /// Column indices (positional correspondence with #rowels_)
+ int *hcol_;
+ //@}
+
+ /// Tracks integrality of columns (1 for integer, 0 for continuous)
+ unsigned char *integerType_;
+ /*! \brief Flag to say if any variables are integer
+
+ Note that this flag is <i>not</i> manipulated by the various
+ \c setVariableType routines.
+ */
+ bool anyInteger_ ;
+ /// Print statistics for tuning
+ bool tuning_;
+ /// Say we want statistics - also set time
+ void statistics();
+ /// Start time of presolve
+ double startTime_;
+
+ /// Bounds can be moved by this to retain feasibility
+ double feasibilityTolerance_;
+ /// Return feasibility tolerance
+ inline double feasibilityTolerance()
+ { return (feasibilityTolerance_) ; }
+ /// Set feasibility tolerance
+ inline void setFeasibilityTolerance (double val)
+ { feasibilityTolerance_ = val ; }
+
+ /*! \brief Output status: 0 = feasible, 1 = infeasible, 2 = unbounded
+
+ Actually implemented as single bit flags: 1^0 = infeasible, 1^1 =
+ unbounded.
+ */
+ int status_;
+ /// Returns problem status (0 = feasible, 1 = infeasible, 2 = unbounded)
+ inline int status()
+ { return (status_) ; }
+ /// Set problem status
+ inline void setStatus(int status)
+ { status_ = (status&0x3) ; }
+
+ /*! \brief Presolve pass number
+
+ Should be incremented externally by the method controlling application of
+ presolve transforms.
+ Used to control the execution of testRedundant (evoked by the
+ implied_free transform).
+ */
+ int pass_;
+ /// Set pass number
+ inline void setPass (int pass = 0)
+ { pass_ = pass ; }
+
+ /*! \brief Maximum substitution level
+
+ Used to control the execution of subst from implied_free
+ */
+ int maxSubstLevel_;
+ /// Set Maximum substitution level (normally 3)
+ inline void setMaximumSubstitutionLevel (int level)
+ { maxSubstLevel_ = level ; }
+
+
+ /*! \name Row and column processing status
+
+ Information used to determine if rows or columns can be changed and
+ if they require further processing due to changes.
+
+ There are four major lists: the [row,col]ToDo list, and the
+ [row,col]NextToDo list. In general, a transform processes entries from
+ the ToDo list and adds entries to the NextToDo list.
+
+ There are two vectors, [row,col]Changed, which track the status of
+ individual rows and columns.
+ */
+ //@{
+ /*! \brief Column change status information
+
+ Coded using the following bits:
+ <ul>
+ <li> 0x01: Column has changed
+ <li> 0x02: preprocessing prohibited
+ <li> 0x04: Column has been used
+ <li> 0x08: Column originally had infinite ub
+ </ul>
+ */
+ unsigned char * colChanged_;
+ /// Input list of columns to process
+ int * colsToDo_;
+ /// Length of #colsToDo_
+ int numberColsToDo_;
+ /// Output list of columns to process next
+ int * nextColsToDo_;
+ /// Length of #nextColsToDo_
+ int numberNextColsToDo_;
+
+ /*! \brief Row change status information
+
+ Coded using the following bits:
+ <ul>
+ <li> 0x01: Row has changed
+ <li> 0x02: preprocessing prohibited
+ <li> 0x04: Row has been used
+ </ul>
+ */
+ unsigned char * rowChanged_;
+ /// Input list of rows to process
+ int * rowsToDo_;
+ /// Length of #rowsToDo_
+ int numberRowsToDo_;
+ /// Output list of rows to process next
+ int * nextRowsToDo_;
+ /// Length of #nextRowsToDo_
+ int numberNextRowsToDo_;
+ /*! \brief Fine control over presolve actions
+
+ Set/clear the following bits to allow or suppress actions:
+ - 0x01 allow duplicate column tests for integer variables
+ - 0x02 not used
+ - 0x04 set to inhibit x+y+z=1 mods
+ - 0x08 not used
+ - 0x10 set to allow stuff which won't unroll easily (overlapping
+ duplicate rows; opportunistic fixing of variables from bound
+ propagation).
+ - 0x04000 allow presolve transforms to arbitrarily ignore infeasibility
+ and set arbitrary feasible bounds.
+ - 0x10000 instructs implied_free_action to be `more lightweight'; will
+ return without doing anything after 15 presolve passes.
+ - 0x(2,4,6)0000 instructs implied_free_action to remove small created elements
+ - 0x80000000 set by presolve to say dupcol_action compressed columns
+ */
+ int presolveOptions_;
+ /*! Flag to say if any rows or columns are marked as prohibited
+
+ Note that this flag is <i>not</i> manipulated by any of the
+ various \c set*Prohibited routines.
+ */
+ bool anyProhibited_;
+ //@}
+
+ /*! \name Scratch work arrays
+
+ Preallocated work arrays are useful to avoid having to allocate and free
+ work arrays in individual presolve methods.
+
+ All are allocated from #setMatrix by #initializeStuff, freed from
+ #~CoinPresolveMatrix. You can use #deleteStuff followed by
+ #initializeStuff to remove and recreate them.
+ */
+ //@{
+ /// Preallocated scratch work array, 3*nrows_
+ int *usefulRowInt_ ;
+ /// Preallocated scratch work array, 2*nrows_
+ double *usefulRowDouble_ ;
+ /// Preallocated scratch work array, 2*ncols_
+ int *usefulColumnInt_ ;
+ /// Preallocated scratch work array, ncols_
+ double *usefulColumnDouble_ ;
+ /// Array of random numbers (max row,column)
+ double *randomNumber_ ;
+
+ /// Work array for count of infinite contributions to row lhs upper bound
+ int *infiniteUp_ ;
+ /// Work array for sum of finite contributions to row lhs upper bound
+ double *sumUp_ ;
+ /// Work array for count of infinite contributions to row lhs lower bound
+ int *infiniteDown_ ;
+ /// Work array for sum of finite contributions to row lhs lower bound
+ double *sumDown_ ;
+ //@}
+
+ /*! \brief Recompute row lhs bounds
+
+ Calculate finite contributions to row lhs upper and lower bounds
+ and count infinite contributions. Returns the number of rows found
+ to be infeasible.
+
+ If \p whichRow < 0, bounds are recomputed for all rows.
+
+ As of 110611, this seems to be a work in progress in the sense that it's
+ barely used by the existing presolve code.
+ */
+ int recomputeSums(int whichRow) ;
+
+ /// Allocate scratch arrays
+ void initializeStuff() ;
+ /// Free scratch arrays
+ void deleteStuff() ;
+
+ /*! \name Functions to manipulate row and column processing status */
+ //@{
+
+ /*! \brief Initialise the column ToDo lists
+
+ Places all columns in the #colsToDo_ list except for columns marked
+ as prohibited (<i>viz.</i> #colChanged_).
+ */
+ void initColsToDo () ;
+
+ /*! \brief Step column ToDo lists
+
+ Moves columns on the #nextColsToDo_ list to the #colsToDo_ list, emptying
+ #nextColsToDo_. Returns the number of columns transferred.
+ */
+ int stepColsToDo () ;
+
+ /// Return the number of columns on the #colsToDo_ list
+ inline int numberColsToDo()
+ { return (numberColsToDo_) ; }
+
+ /// Has column been changed?
+ inline bool colChanged(int i) const {
+ return (colChanged_[i]&1)!=0;
+ }
+ /// Mark column as not changed
+ inline void unsetColChanged(int i) {
+ colChanged_[i] = static_cast<unsigned char>(colChanged_[i] & (~1)) ;
+ }
+ /// Mark column as changed.
+ inline void setColChanged(int i) {
+ colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (1)) ;
+ }
+ /// Mark column as changed and add to list of columns to process next
+ inline void addCol(int i) {
+ if ((colChanged_[i]&1)==0) {
+ colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (1)) ;
+ nextColsToDo_[numberNextColsToDo_++] = i;
+ }
+ }
+ /// Test if column is eligible for preprocessing
+ inline bool colProhibited(int i) const {
+ return (colChanged_[i]&2)!=0;
+ }
+ /*! \brief Test if column is eligible for preprocessing
+
+ The difference between this method and #colProhibited() is that this
+ method first tests #anyProhibited_ before examining the specific entry
+ for the specified column.
+ */
+ inline bool colProhibited2(int i) const {
+ if (!anyProhibited_)
+ return false;
+ else
+ return (colChanged_[i]&2)!=0;
+ }
+ /// Mark column as ineligible for preprocessing
+ inline void setColProhibited(int i) {
+ colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (2)) ;
+ }
+ /*! \brief Test if column is marked as used
+
+ This is for doing faster lookups to see where two columns have entries
+ in common.
+ */
+ inline bool colUsed(int i) const {
+ return (colChanged_[i]&4)!=0;
+ }
+ /// Mark column as used
+ inline void setColUsed(int i) {
+ colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (4)) ;
+ }
+ /// Mark column as unused
+ inline void unsetColUsed(int i) {
+ colChanged_[i] = static_cast<unsigned char>(colChanged_[i] & (~4)) ;
+ }
+ /// Has column infinite ub (originally)
+ inline bool colInfinite(int i) const {
+ return (colChanged_[i]&8)!=0;
+ }
+ /// Mark column as not infinite ub (originally)
+ inline void unsetColInfinite(int i) {
+ colChanged_[i] = static_cast<unsigned char>(colChanged_[i] & (~8)) ;
+ }
+ /// Mark column as infinite ub (originally)
+ inline void setColInfinite(int i) {
+ colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (8)) ;
+ }
+
+ /*! \brief Initialise the row ToDo lists
+
+ Places all rows in the #rowsToDo_ list except for rows marked
+ as prohibited (<i>viz.</i> #rowChanged_).
+ */
+ void initRowsToDo () ;
+
+ /*! \brief Step row ToDo lists
+
+ Moves rows on the #nextRowsToDo_ list to the #rowsToDo_ list, emptying
+ #nextRowsToDo_. Returns the number of rows transferred.
+ */
+ int stepRowsToDo () ;
+
+ /// Return the number of rows on the #rowsToDo_ list
+ inline int numberRowsToDo()
+ { return (numberRowsToDo_) ; }
+
+ /// Has row been changed?
+ inline bool rowChanged(int i) const {
+ return (rowChanged_[i]&1)!=0;
+ }
+ /// Mark row as not changed
+ inline void unsetRowChanged(int i) {
+ rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] & (~1)) ;
+ }
+ /// Mark row as changed
+ inline void setRowChanged(int i) {
+ rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] | (1)) ;
+ }
+ /// Mark row as changed and add to list of rows to process next
+ inline void addRow(int i) {
+ if ((rowChanged_[i]&1)==0) {
+ rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] | (1)) ;
+ nextRowsToDo_[numberNextRowsToDo_++] = i;
+ }
+ }
+ /// Test if row is eligible for preprocessing
+ inline bool rowProhibited(int i) const {
+ return (rowChanged_[i]&2)!=0;
+ }
+ /*! \brief Test if row is eligible for preprocessing
+
+ The difference between this method and #rowProhibited() is that this
+ method first tests #anyProhibited_ before examining the specific entry
+ for the specified row.
+ */
+ inline bool rowProhibited2(int i) const {
+ if (!anyProhibited_)
+ return false;
+ else
+ return (rowChanged_[i]&2)!=0;
+ }
+ /// Mark row as ineligible for preprocessing
+ inline void setRowProhibited(int i) {
+ rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] | (2)) ;
+ }
+ /*! \brief Test if row is marked as used
+
+ This is for doing faster lookups to see where two rows have entries
+ in common. It can be used anywhere as long as it ends up zeroed out.
+ */
+ inline bool rowUsed(int i) const {
+ return (rowChanged_[i]&4)!=0;
+ }
+ /// Mark row as used
+ inline void setRowUsed(int i) {
+ rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] | (4)) ;
+ }
+ /// Mark row as unused
+ inline void unsetRowUsed(int i) {
+ rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] & (~4)) ;
+ }
+
+
+ /// Check if there are any prohibited rows or columns
+ inline bool anyProhibited() const
+ { return anyProhibited_;}
+ /// Set a flag for presence of prohibited rows or columns
+ inline void setAnyProhibited(bool val = true)
+ { anyProhibited_ = val ; }
+ //@}
+
+};
+
+/*! \class CoinPostsolveMatrix
+ \brief Augments CoinPrePostsolveMatrix with information about the problem
+ that is only needed during postsolve.
+
+ The notable point is that the matrix representation is threaded. The
+ representation is column-major and starts with the standard two pairs of
+ arrays: one pair to hold the row indices and coefficients, the second pair
+ to hold the column starting positions and lengths. But the row indices and
+ coefficients for a column do not necessarily occupy a contiguous block in
+ their respective arrays. Instead, a link array gives the position of the
+ next (row index,coefficient) pair. If the row index and value of a
+ coefficient a<p,j> occupy position kp in their arrays, then the position of
+ the next coefficient a<q,j> is found as kq = link[kp].
+
+ This threaded representation allows for efficient expansion of columns as
+ rows are reintroduced during postsolve transformations. The basic packed
+ structures are allocated to the expected size of the postsolved matrix,
+ and as new coefficients are added, their location is simply added to the
+ thread for the column.
+
+ There is no provision to convert the threaded representation to a packed
+ representation. In the context of postsolve, it's not required. (You did
+ keep a copy of the original matrix, eh?)
+
+ The constructors that take an OSI or ClpSimplex as a parameter really should
+ not be here, but for historical reasons they will likely remain for the
+ forseeable future. -- lh, 111202 --
+*/
+class CoinPostsolveMatrix : public CoinPrePostsolveMatrix
+{
+ public:
+
+ /*! \brief `Native' constructor
+
+ This constructor creates an empty object which must then be loaded.
+ On the other hand, it doesn't assume that the client is an
+ OsiSolverInterface.
+ */
+ CoinPostsolveMatrix(int ncols_alloc, int nrows_alloc,
+ CoinBigIndex nelems_alloc) ;
+
+
+ /*! \brief Clp OSI constructor
+
+ See Clp code for the definition.
+ */
+ CoinPostsolveMatrix(ClpSimplex * si,
+
+ int ncols0,
+ int nrows0,
+ CoinBigIndex nelems0,
+
+ double maxmin_,
+ // end prepost members
+
+ double *sol,
+ double *acts,
+
+ unsigned char *colstat,
+ unsigned char *rowstat);
+
+ /*! \brief Generic OSI constructor
+
+ See OSI code for the definition.
+ */
+ CoinPostsolveMatrix(OsiSolverInterface * si,
+
+ int ncols0,
+ int nrows0,
+ CoinBigIndex nelems0,
+
+ double maxmin_,
+ // end prepost members
+
+ double *sol,
+ double *acts,
+
+ unsigned char *colstat,
+ unsigned char *rowstat);
+
+ /*! \brief Load an empty CoinPostsolveMatrix from a CoinPresolveMatrix
+
+ This routine transfers the contents of the CoinPrePostsolveMatrix
+ object from the CoinPresolveMatrix object to the CoinPostsolveMatrix
+ object and completes initialisation of the CoinPostsolveMatrix object.
+ The empty shell of the CoinPresolveMatrix object is destroyed.
+
+ The routine expects an empty CoinPostsolveMatrix object. If handed a loaded
+ object, a lot of memory will leak.
+ */
+ void assignPresolveToPostsolve (CoinPresolveMatrix *&preObj) ;
+
+ /// Destructor
+ ~CoinPostsolveMatrix();
+
+ /*! \name Column thread structures
+
+ As mentioned in the class documentation, the entries for a given column
+ do not necessarily occupy a contiguous block of space. The #link_ array
+ is used to maintain the threading. There is one thread for each column,
+ and a single thread for all free entries in #hrow_ and #colels_.
+
+ The allocated size of #link_ must be at least as large as the allocated
+ size of #hrow_ and #colels_.
+ */
+ //@{
+
+ /*! \brief First entry in free entries thread */
+ CoinBigIndex free_list_;
+ /// Allocated size of #link_
+ int maxlink_;
+ /*! \brief Thread array
+
+ Within a thread, link_[k] points to the next entry in the thread.
+ */
+ CoinBigIndex *link_;
+
+ //@}
+
+ /*! \name Debugging aids
+
+ These arrays are allocated only when CoinPresolve is compiled with
+ PRESOLVE_DEBUG defined. They hold codes which track the reason that
+ a column or row is added to the problem during postsolve.
+ */
+ //@{
+ char *cdone_;
+ char *rdone_;
+ //@}
+
+ /// debug
+ void check_nbasic();
+
+};
+
+
+/*! \defgroup MtxManip Presolve Matrix Manipulation Functions
+
+ Functions to work with the loosely packed and threaded packed matrix
+ structures used during presolve and postsolve.
+*/
+//@{
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Initialise linked list for major vector order in bulk storage
+*/
+
+void presolve_make_memlists(/*CoinBigIndex *starts,*/ int *lengths,
+ presolvehlink *link, int n);
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Make sure a major-dimension vector k has room for one more
+ coefficient.
+
+ You can use this directly, or use the inline wrappers presolve_expand_col
+ and presolve_expand_row
+*/
+bool presolve_expand_major(CoinBigIndex *majstrts, double *majels,
+ int *minndxs, int *majlens,
+ presolvehlink *majlinks, int nmaj, int k) ;
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Make sure a column (colx) in a column-major matrix has room for
+ one more coefficient
+*/
+
+inline bool presolve_expand_col(CoinBigIndex *mcstrt, double *colels,
+ int *hrow, int *hincol,
+ presolvehlink *clink, int ncols, int colx)
+{ return presolve_expand_major(mcstrt,colels,
+ hrow,hincol,clink,ncols,colx) ; }
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Make sure a row (rowx) in a row-major matrix has room for one
+ more coefficient
+*/
+
+inline bool presolve_expand_row(CoinBigIndex *mrstrt, double *rowels,
+ int *hcol, int *hinrow,
+ presolvehlink *rlink, int nrows, int rowx)
+{ return presolve_expand_major(mrstrt,rowels,
+ hcol,hinrow,rlink,nrows,rowx) ; }
+
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Find position of a minor index in a major vector.
+
+ The routine returns the position \c k in \p minndxs for the specified
+ minor index \p tgt. It will abort if the entry does not exist. Can be
+ used directly or via the inline wrappers presolve_find_row and
+ presolve_find_col.
+*/
+inline CoinBigIndex presolve_find_minor(int tgt,
+ CoinBigIndex ks, CoinBigIndex ke,
+ const int *minndxs)
+{ CoinBigIndex k ;
+ for (k = ks ; k < ke ; k++)
+#ifndef NDEBUG
+ { if (minndxs[k] == tgt)
+ return (k) ; }
+ DIE("FIND_MINOR") ;
+
+ abort () ; return -1;
+#else
+ { if (minndxs[k] == tgt)
+ break ; }
+ return (k) ;
+#endif
+}
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Find position of a row in a column in a column-major matrix.
+
+ The routine returns the position \c k in \p hrow for the specified \p row.
+ It will abort if the entry does not exist.
+*/
+inline CoinBigIndex presolve_find_row(int row, CoinBigIndex kcs,
+ CoinBigIndex kce, const int *hrow)
+{ return presolve_find_minor(row,kcs,kce,hrow) ; }
+
+/*! \relates CoinPostsolveMatrix
+ \brief Find position of a column in a row in a row-major matrix.
+
+ The routine returns the position \c k in \p hcol for the specified \p col.
+ It will abort if the entry does not exist.
+*/
+inline CoinBigIndex presolve_find_col(int col, CoinBigIndex krs,
+ CoinBigIndex kre, const int *hcol)
+{ return presolve_find_minor(col,krs,kre,hcol) ; }
+
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Find position of a minor index in a major vector.
+
+ The routine returns the position \c k in \p minndxs for the specified
+ minor index \p tgt. A return value of \p ke means the entry does not
+ exist. Can be used directly or via the inline wrappers
+ presolve_find_row1 and presolve_find_col1.
+*/
+CoinBigIndex presolve_find_minor1(int tgt, CoinBigIndex ks, CoinBigIndex ke,
+ const int *minndxs);
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Find position of a row in a column in a column-major matrix.
+
+ The routine returns the position \c k in \p hrow for the specified \p row.
+ A return value of \p kce means the entry does not exist.
+*/
+inline CoinBigIndex presolve_find_row1(int row, CoinBigIndex kcs,
+ CoinBigIndex kce, const int *hrow)
+{ return presolve_find_minor1(row,kcs,kce,hrow) ; }
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Find position of a column in a row in a row-major matrix.
+
+ The routine returns the position \c k in \p hcol for the specified \p col.
+ A return value of \p kre means the entry does not exist.
+*/
+inline CoinBigIndex presolve_find_col1(int col, CoinBigIndex krs,
+ CoinBigIndex kre, const int *hcol)
+{ return presolve_find_minor1(col,krs,kre,hcol) ; }
+
+/*! \relates CoinPostsolveMatrix
+ \brief Find position of a minor index in a major vector in a threaded
+ matrix.
+
+ The routine returns the position \c k in \p minndxs for the specified
+ minor index \p tgt. It will abort if the entry does not exist. Can be
+ used directly or via the inline wrapper presolve_find_row2.
+*/
+CoinBigIndex presolve_find_minor2(int tgt, CoinBigIndex ks, int majlen,
+ const int *minndxs,
+ const CoinBigIndex *majlinks) ;
+
+/*! \relates CoinPostsolveMatrix
+ \brief Find position of a row in a column in a column-major threaded
+ matrix.
+
+ The routine returns the position \c k in \p hrow for the specified \p row.
+ It will abort if the entry does not exist.
+*/
+inline CoinBigIndex presolve_find_row2(int row, CoinBigIndex kcs, int collen,
+ const int *hrow,
+ const CoinBigIndex *clinks)
+{ return presolve_find_minor2(row,kcs,collen,hrow,clinks) ; }
+
+/*! \relates CoinPostsolveMatrix
+ \brief Find position of a minor index in a major vector in a threaded
+ matrix.
+
+ The routine returns the position \c k in \p minndxs for the specified
+ minor index \p tgt. It will return -1 if the entry does not exist.
+ Can be used directly or via the inline wrappers presolve_find_row3.
+*/
+CoinBigIndex presolve_find_minor3(int tgt, CoinBigIndex ks, int majlen,
+ const int *minndxs,
+ const CoinBigIndex *majlinks) ;
+
+/*! \relates CoinPostsolveMatrix
+ \brief Find position of a row in a column in a column-major threaded
+ matrix.
+
+ The routine returns the position \c k in \p hrow for the specified \p row.
+ It will return -1 if the entry does not exist.
+*/
+inline CoinBigIndex presolve_find_row3(int row, CoinBigIndex kcs, int collen,
+ const int *hrow,
+ const CoinBigIndex *clinks)
+{ return presolve_find_minor3(row,kcs,collen,hrow,clinks) ; }
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Delete the entry for a minor index from a major vector.
+
+ Deletes the entry for \p minndx from the major vector \p majndx.
+ Specifically, the relevant entries are removed from the minor index
+ (\p minndxs) and coefficient (\p els) arrays and the vector length (\p
+ majlens) is decremented. Loose packing is maintained by swapping the last
+ entry in the row into the position occupied by the deleted entry.
+*/
+inline void presolve_delete_from_major(int majndx, int minndx,
+ const CoinBigIndex *majstrts,
+ int *majlens, int *minndxs, double *els)
+{
+ const CoinBigIndex ks = majstrts[majndx] ;
+ const CoinBigIndex ke = ks+majlens[majndx] ;
+
+ const CoinBigIndex kmi = presolve_find_minor(minndx,ks,ke,minndxs) ;
+
+ minndxs[kmi] = minndxs[ke-1] ;
+ els[kmi] = els[ke-1] ;
+ majlens[majndx]-- ;
+
+ return ;
+}
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Delete marked entries
+
+ Removes the entries specified in \p marked, compressing the major vector
+ to maintain loose packing. \p marked is cleared in the process.
+*/
+inline void presolve_delete_many_from_major(int majndx, char *marked,
+ const CoinBigIndex *majstrts,
+ int *majlens, int *minndxs, double *els)
+{
+ const CoinBigIndex ks = majstrts[majndx] ;
+ const CoinBigIndex ke = ks+majlens[majndx] ;
+ CoinBigIndex put = ks ;
+ for (CoinBigIndex k = ks ; k < ke ; k++) {
+ int iMinor = minndxs[k] ;
+ if (!marked[iMinor]) {
+ minndxs[put] = iMinor ;
+ els[put++] = els[k] ;
+ } else {
+ marked[iMinor] = 0 ;
+ }
+ }
+ majlens[majndx] = put-ks ;
+ return ;
+}
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Delete the entry for row \p row from column \p col in a
+ column-major matrix
+
+ Deletes the entry for \p row from the major vector for \p col.
+ Specifically, the relevant entries are removed from the row index (\p
+ hrow) and coefficient (\p colels) arrays and the vector length (\p
+ hincol) is decremented. Loose packing is maintained by swapping the last
+ entry in the row into the position occupied by the deleted entry.
+*/
+inline void presolve_delete_from_col(int row, int col,
+ const CoinBigIndex *mcstrt,
+ int *hincol, int *hrow, double *colels)
+{ presolve_delete_from_major(col,row,mcstrt,hincol,hrow,colels) ; }
+
+/*! \relates CoinPrePostsolveMatrix
+ \brief Delete the entry for column \p col from row \p row in a
+ row-major matrix
+
+ Deletes the entry for \p col from the major vector for \p row.
+ Specifically, the relevant entries are removed from the column index (\p
+ hcol) and coefficient (\p rowels) arrays and the vector length (\p
+ hinrow) is decremented. Loose packing is maintained by swapping the last
+ entry in the column into the position occupied by the deleted entry.
+*/
+inline void presolve_delete_from_row(int row, int col,
+ const CoinBigIndex *mrstrt,
+ int *hinrow, int *hcol, double *rowels)
+{ presolve_delete_from_major(row,col,mrstrt,hinrow,hcol,rowels) ; }
+
+/*! \relates CoinPostsolveMatrix
+ \brief Delete the entry for a minor index from a major vector in a
+ threaded matrix.
+
+ Deletes the entry for \p minndx from the major vector \p majndx.
+ Specifically, the relevant entries are removed from the minor index (\p
+ minndxs) and coefficient (\p els) arrays and the vector length (\p
+ majlens) is decremented. The thread for the major vector is relinked
+ around the deleted entry and the space is returned to the free list.
+*/
+void presolve_delete_from_major2 (int majndx, int minndx,
+ CoinBigIndex *majstrts, int *majlens,
+ int *minndxs, int *majlinks,
+ CoinBigIndex *free_listp) ;
+
+/*! \relates CoinPostsolveMatrix
+ \brief Delete the entry for row \p row from column \p col in a
+ column-major threaded matrix
+
+ Deletes the entry for \p row from the major vector for \p col.
+ Specifically, the relevant entries are removed from the row index (\p
+ hrow) and coefficient (\p colels) arrays and the vector length (\p
+ hincol) is decremented. The thread for the major vector is relinked
+ around the deleted entry and the space is returned to the free list.
+*/
+inline void presolve_delete_from_col2(int row, int col, CoinBigIndex *mcstrt,
+ int *hincol, int *hrow,
+ int *clinks, CoinBigIndex *free_listp)
+{ presolve_delete_from_major2(col,row,mcstrt,hincol,hrow,clinks,free_listp) ; }
+
+//@}
+
+/*! \defgroup PresolveUtilities Presolve Utility Functions
+
+ Utilities used by multiple presolve transform objects.
+*/
+//@{
+
+/*! \brief Duplicate a major-dimension vector; optionally omit the entry
+ with minor index \p tgt.
+
+ Designed to copy a major-dimension vector from the paired coefficient
+ (\p elems) and minor index (\p indices) arrays used in the standard
+ packed matrix representation. Copies \p length entries starting at
+ \p offset.
+
+ If \p tgt is specified, the entry with minor index == \p tgt is
+ omitted from the copy.
+*/
+double *presolve_dupmajor(const double *elems, const int *indices,
+ int length, CoinBigIndex offset, int tgt = -1);
+
+/// Initialize a vector with random numbers
+void coin_init_random_vec(double *work, int n);
+
+//@}
+
+
+#endif